|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.1%
|
|||
|
|
Asset-Backed - Automobile - 0.3%
|
||
|
$ 471,985
|
CFMT LLC 1.39%, 09/22/2031(1)
|
$461,304
|
|
|
1,682,589
|
Enterprise Fleet Financing LLC 6.40%,
03/20/2030(1)
|
1,719,870
|
|
|
|
Ford Credit Auto Owner Trust
|
|
|
|
275,000
|
1.61%, 10/17/2033(1)
|
262,508
|
|
|
260,000
|
1.91%, 10/17/2033(1)
|
248,350
|
|
|
229,487
|
SFS Auto Receivables Securitization Trust
5.89%, 03/22/2027(1)
|
230,166
|
|
|
|
Wheels Fleet Lease Funding 1 LLC
|
|
|
|
1,320,000
|
4.87%, 06/21/2039(1)
|
1,331,729
|
|
|
1,174,397
|
6.46%, 08/18/2038(1)
|
1,188,472
|
|
|
|
|
|
5,442,399
|
|
|
Asset-Backed - Student Loan - 0.1%
|
||
|
1,322,173
|
Navient Private Education Refi Loan Trust
5.51%, 10/15/2071(1)
|
1,351,865
|
|
|
|
Commercial Mortgage-Backed Securities - 0.4%
|
||
|
|
CF Hippolyta Issuer LLC
|
|
|
|
772,807
|
1.53%, 03/15/2061(1)
|
725,880
|
|
|
410,194
|
1.69%, 07/15/2060(1)
|
396,908
|
|
|
160,216
|
1.98%, 03/15/2061(1)
|
147,483
|
|
|
195,426
|
5.97%, 08/15/2062(1)
|
196,427
|
|
|
|
New Economy Assets Phase 1 Sponsor LLC
|
|
|
|
1,530,000
|
1.91%, 10/20/2061(1)
|
1,410,038
|
|
|
480,000
|
2.41%, 10/20/2061(1)
|
431,790
|
|
|
2,572,000
|
Retained Vantage Data Centers Issuer LLC
5.00%, 09/15/2048(1)
|
2,558,042
|
|
|
375,000
|
SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(1)(2)
|
329,722
|
|
|
|
|
|
6,196,290
|
|
|
Other Asset-Backed Securities - 0.2%
|
||
|
18,134
|
Aaset Trust 3.84%, 05/15/2039(1)
|
17,504
|
|
|
|
Castlelake Aircraft Structured Trust
|
|
|
|
91,794
|
3.47%, 01/15/2046(1)
|
88,731
|
|
|
316,332
|
3.97%, 04/15/2039(1)
|
289,479
|
|
|
1,321,224
|
Home Partners of America Trust 2.30%,
12/17/2026(1)
|
1,248,901
|
|
|
145,569
|
Horizon Aircraft Finance II Ltd. 3.72%,
07/15/2039(1)
|
136,877
|
|
|
218,612
|
Horizon Aircraft Finance III Ltd. 3.43%,
11/15/2039(1)
|
198,935
|
|
|
1,155,000
|
Kubota Credit Owner Trust 5.28%,
01/18/2028(1)
|
1,172,789
|
|
|
116,768
|
MACH 1 Cayman Ltd. 3.47%, 10/15/2039(1)
|
108,609
|
|
|
61,980
|
MAPS Ltd. 4.46%, 03/15/2044(1)
|
56,841
|
|
|
123,052
|
Start II Ltd. 4.09%, 03/15/2044(1)
|
118,753
|
|
|
|
|
|
3,437,419
|
|
|
Whole Loan Collateral CMO - 0.1%
|
||
|
39,711
|
Angel Oak Mortgage Trust 2.62%,
11/25/2059(1)(2)
|
38,860
|
|
|
361,311
|
Federal Home Loan Mortgage Corp.
Seasoned Credit Risk Transfer Trust 3.50%,
10/25/2058
|
350,670
|
|
|
|
Federal National Mortgage Association
Connecticut Avenue Securities Trust
|
|
|
|
241,740
|
6.83%, 10/25/2041, 30 day USD SOFR
Average + 1.55%(1)(3)
|
242,764
|
|
|
87,740
|
11.29%, 10/25/2028, 30 day USD SOFR
Average + 6.01%(3)
|
91,907
|
|
|
|
Flagstar Mortgage Trust
|
|
|
|
543,962
|
2.00%, 09/25/2041(1)(2)
|
479,289
|
|
|
262,088
|
4.00%, 05/25/2048(1)(2)
|
248,406
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.1% - (continued)
|
|||
|
|
Whole Loan Collateral CMO - 0.1% - (continued)
|
||
|
$ 177,164
|
MetLife Securitization Trust 3.00%,
04/25/2055(1)(2)
|
$168,745
|
|
|
35,985
|
Mill City Mortgage Loan Trust 2.75%,
01/25/2061(1)(2)
|
35,648
|
|
|
|
Towd Point Mortgage Trust
|
|
|
|
139,547
|
2.75%, 06/25/2057(1)(2)
|
135,300
|
|
|
45,277
|
3.00%, 01/25/2058(1)(2)
|
44,446
|
|
|
|
|
|
1,836,035
|
|
|
Total Asset & Commercial Mortgage-Backed
Securities
(cost $18,227,932)
|
$18,264,008
|
|
|
CORPORATE BONDS - 11.0%
|
|||
|
|
Aerospace/Defense - 0.1%
|
||
|
1,526,000
|
HEICO Corp. 5.35%, 08/01/2033
|
$1,580,725
|
|
|
560,000
|
Lockheed Martin Corp. 4.85%, 09/15/2041
|
552,184
|
|
|
|
|
|
2,132,909
|
|
|
Airlines - 0.0%
|
||
|
75,149
|
United Airlines Pass-Through Trust 4.60%,
09/01/2027
|
74,113
|
|
|
|
Beverages - 0.2%
|
||
|
990,000
|
Anheuser-Busch InBev Worldwide, Inc. 4.38%,
04/15/2038
|
953,318
|
|
|
|
Coca-Cola Consolidated, Inc.
|
|
|
|
1,969,000
|
5.25%, 06/01/2029
|
2,046,266
|
|
|
575,000
|
5.45%, 06/01/2034
|
605,363
|
|
|
|
|
|
3,604,947
|
|
|
Commercial Banks - 2.3%
|
||
|
1,200,000
|
Banco Santander SA 5.37%, 07/15/2028,
(5.37% fixed rate until 07/15/2027; 1 yr.
USD CMT + 0.95% thereafter)(4)
|
1,227,720
|
|
|
|
Bank of America Corp.
|
|
|
|
1,610,000
|
3.59%, 07/21/2028, (3.59% fixed rate until
07/21/2027; 3 mo. USD Term SOFR +
1.63% thereafter)(4)
|
1,579,904
|
|
|
2,239,000
|
5.82%, 09/15/2029, (5.82% fixed rate until
09/15/2028; 6 mo. USD SOFR + 1.57%
thereafter)(4)
|
2,355,015
|
|
|
574,000
|
5.87%, 09/15/2034, (5.87% fixed rate until
09/15/2033; 6 mo. USD SOFR + 1.84%
thereafter)(4)
|
618,593
|
|
|
1,640,000
|
BNP Paribas SA 5.89%, 12/05/2034, (5.89%
fixed rate until 12/05/2033; 6 mo. USD
SOFR + 1.87% thereafter)(1)(4)
|
1,768,889
|
|
|
|
BPCE SA
|
|
|
|
490,000
|
5.28%, 05/30/2029(1)
|
505,989
|
|
|
470,000
|
5.94%, 05/30/2035, (5.94% fixed rate until
05/30/2034; 6 mo. USD SOFR + 1.85%
thereafter)(1)(4)
|
491,527
|
|
|
|
Canadian Imperial Bank of Commerce
|
|
|
|
1,210,000
|
4.51%, 09/11/2027, (4.51% fixed rate until
09/11/2026; 6 mo. USD SOFR + 0.93%
thereafter)(4)
|
1,216,116
|
|
|
1,430,000
|
4.63%, 09/11/2030, (4.63% fixed rate until
09/11/2029; 6 mo. USD SOFR + 1.34%
thereafter)(4)
|
1,438,342
|
|
|
1,460,000
|
5.24%, 06/28/2027
|
1,499,717
|
|
|
455,000
|
Citizens Financial Group, Inc. 5.84%,
01/23/2030, (5.84% fixed rate until
01/23/2029; 6 mo. USD SOFR + 2.01%
thereafter)(4)
|
473,008
|
|
|
|
1
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 11.0% - (continued)
|
|||
|
|
Commercial Banks - 2.3% - (continued)
|
||
|
$ 2,505,000
|
Commonwealth Bank of Australia 5.07%,
09/14/2028(1)(5)
|
$2,607,979
|
|
|
|
Credit Agricole SA
|
|
|
|
1,540,000
|
4.63%, 09/11/2028, (4.63% fixed rate until
09/11/2027; 6 mo. USD SOFR + 1.00%
thereafter)(1)(4)
|
1,546,381
|
|
|
2,733,000
|
6.32%, 10/03/2029, (6.32% fixed rate until
10/03/2028; 6 mo. USD SOFR + 1.86%
thereafter)(1)(4)
|
2,904,720
|
|
|
|
Danske Bank AS
|
|
|
|
1,865,000
|
1.62%, 09/11/2026, (1.62% fixed rate until
09/11/2025; 1 yr. USD CMT + 1.35%
thereafter)(1)(4)
|
1,808,916
|
|
|
900,000
|
5.71%, 03/01/2030, (5.71% fixed rate until
03/01/2029; 1 yr. USD CMT + 1.40%
thereafter)(1)(4)
|
937,613
|
|
|
1,150,000
|
Goldman Sachs Group, Inc. 6.25%,
02/01/2041
|
1,306,050
|
|
|
|
JP Morgan Chase & Co.
|
|
|
|
620,000
|
2.52%, 04/22/2031, (2.52% fixed rate until
04/22/2030; 6 mo. USD SOFR + 2.04%
thereafter)(4)
|
562,859
|
|
|
390,000
|
3.11%, 04/22/2041, (3.11% fixed rate until
04/22/2040; 3 mo. USD Term SOFR +
2.46% thereafter)(4)
|
313,465
|
|
|
705,000
|
3.70%, 05/06/2030, (3.70% fixed rate until
05/06/2029; 3 mo. USD Term SOFR +
1.42% thereafter)(4)
|
685,316
|
|
|
805,000
|
4.45%, 12/05/2029, (4.45% fixed rate until
12/05/2028; 3 mo. USD Term SOFR +
1.59% thereafter)(4)
|
808,369
|
|
|
|
Morgan Stanley
|
|
|
|
790,000
|
5.47%, 01/18/2035, (5.47% fixed rate until
01/18/2034; 6 mo. USD SOFR + 1.73%
thereafter)(4)
|
825,152
|
|
|
1,372,000
|
5.95%, 01/19/2038, (5.95% fixed rate until
01/19/2033; 5 yr. USD CMT + 2.43%
thereafter)(4)
|
1,437,039
|
|
|
|
UBS AG
|
|
|
|
1,545,000
|
5.65%, 09/11/2028
|
1,620,293
|
|
|
2,737,000
|
7.50%, 02/15/2028
|
3,004,894
|
|
|
|
UBS Group AG
|
|
|
|
1,695,000
|
1.49%, 08/10/2027, (1.49% fixed rate until
08/10/2026; 1 yr. USD CMT + 0.85%
thereafter)(1)(4)
|
1,601,581
|
|
|
1,050,000
|
6.30%, 09/22/2034, (6.30% fixed rate until
09/22/2033; 1 yr. USD CMT + 2.00%
thereafter)(1)(4)
|
1,151,542
|
|
|
|
Wells Fargo & Co.
|
|
|
|
1,750,000
|
4.61%, 04/25/2053, (4.61% fixed rate until
04/25/2052; 6 mo. USD SOFR + 2.13%
thereafter)(4)
|
1,617,645
|
|
|
1,665,000
|
6.30%, 10/23/2029, (6.30% fixed rate until
10/23/2028; 6 mo. USD SOFR + 1.79%
thereafter)(4)
|
1,780,579
|
|
|
|
|
|
39,695,213
|
|
|
Commercial Services - 0.3%
|
||
|
|
Ashtead Capital, Inc.
|
|
|
|
2,285,000
|
2.45%, 08/12/2031(1)
|
1,949,200
|
|
|
600,000
|
5.50%, 08/11/2032(1)
|
613,329
|
|
|
380,000
|
5.55%, 05/30/2033(1)
|
388,533
|
|
|
470,000
|
5.80%, 04/15/2034(1)
|
490,708
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 11.0% - (continued)
|
|||
|
|
Commercial Services - 0.3% - (continued)
|
||
|
$ 475,000
|
5.95%, 10/15/2033(1)
|
$499,796
|
|
|
895,000
|
ERAC USA Finance LLC 5.20%, 10/30/2034(1)
|
932,505
|
|
|
|
|
|
4,874,071
|
|
|
Diversified Financial Services - 0.9%
|
||
|
|
Aviation Capital Group LLC
|
|
|
|
1,715,000
|
1.95%, 09/20/2026(1)
|
1,624,146
|
|
|
4,566,000
|
5.38%, 07/15/2029(1)
|
4,661,775
|
|
|
2,615,000
|
Blackstone Holdings Finance Co. LLC 2.55%,
03/30/2032(1)
|
2,265,248
|
|
|
|
Capital One Financial Corp.
|
|
|
|
455,000
|
5.70%, 02/01/2030, (5.70% fixed rate until
02/01/2029; 6 mo. USD SOFR + 1.91%
thereafter)(4)
|
470,885
|
|
|
2,551,000
|
5.88%, 07/26/2035, (5.88% fixed rate until
07/26/2034; 6 mo. USD SOFR + 1.99%
thereafter)(4)
|
2,667,221
|
|
|
3,454,000
|
6.31%, 06/08/2029, (6.31% fixed rate until
06/08/2028; 6 mo. USD SOFR + 2.64%
thereafter)(4)
|
3,636,497
|
|
|
535,000
|
7.15%, 10/29/2027, (7.15% fixed rate until
10/29/2026; 6 mo. USD SOFR + 2.44%
thereafter)(4)
|
563,923
|
|
|
96,000
|
7.62%, 10/30/2031, (7.62% fixed rate until
10/30/2030; 6 mo. USD SOFR + 3.07%
thereafter)(4)
|
109,085
|
|
|
|
Nasdaq, Inc.
|
|
|
|
175,000
|
5.95%, 08/15/2053
|
190,166
|
|
|
165,000
|
6.10%, 06/28/2063
|
181,441
|
|
|
|
|
|
16,370,387
|
|
|
Electric - 1.3%
|
||
|
1,200,000
|
American Transmission Systems, Inc. 2.65%,
01/15/2032(1)
|
1,053,379
|
|
|
1,960,000
|
Cleveland Electric Illuminating Co. 3.50%,
04/01/2028(1)
|
1,892,310
|
|
|
360,000
|
Dominion Energy South Carolina, Inc. 6.63%,
02/01/2032
|
405,397
|
|
|
|
Dominion Energy, Inc.
|
|
|
|
607,000
|
5.38%, 11/15/2032
|
634,612
|
|
|
1,176,000
|
7.00%, 06/01/2054, (7.00% fixed rate until
03/03/2034; 5 yr. USD CMT + 2.51%
thereafter)(4)
|
1,284,626
|
|
|
|
Emera U.S. Finance LP
|
|
|
|
990,000
|
2.64%, 06/15/2031
|
859,631
|
|
|
291,000
|
4.75%, 06/15/2046
|
258,817
|
|
|
1,775,000
|
Eversource Energy 5.95%, 07/15/2034
|
1,906,004
|
|
|
|
FirstEnergy Pennsylvania Electric Co.
|
|
|
|
241,000
|
3.60%, 06/01/2029(1)
|
232,588
|
|
|
60,000
|
5.15%, 03/30/2026(1)
|
60,520
|
|
|
75,000
|
5.20%, 04/01/2028(1)
|
76,807
|
|
|
|
Georgia Power Co.
|
|
|
|
1,255,000
|
4.70%, 05/15/2032
|
1,277,433
|
|
|
245,000
|
4.75%, 09/01/2040
|
238,402
|
|
|
826,000
|
5.13%, 05/15/2052
|
825,857
|
|
|
|
Pacific Gas & Electric Co.
|
|
|
|
2,613,300
|
4.50%, 07/01/2040
|
2,347,374
|
|
|
2,079,000
|
6.75%, 01/15/2053
|
2,367,345
|
|
|
990,000
|
Public Service Enterprise Group, Inc. 5.20%,
04/01/2029
|
1,025,727
|
|
|
860,000
|
San Diego Gas & Electric Co. 3.70%,
03/15/2052
|
670,550
|
|
|
|
SCE Recovery Funding LLC
|
|
|
|
374,906
|
0.86%, 11/15/2033
|
333,650
|
|
|
220,000
|
1.94%, 05/15/2040
|
170,939
|
|
|
|
2
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 11.0% - (continued)
|
|||
|
|
Electric - 1.3% - (continued)
|
||
|
$ 125,000
|
2.51%, 11/15/2043
|
$88,994
|
|
|
1,156,000
|
Sempra 4.13%, 04/01/2052, (4.13% fixed rate
until 01/01/2027; 5 yr. USD CMT + 2.87%
thereafter)(4)
|
1,096,395
|
|
|
1,241,000
|
Southern California Edison Co. 5.88%,
12/01/2053
|
1,343,887
|
|
|
1,413,033
|
Texas Electric Market Stabilization Funding N
LLC 4.27%, 08/01/2036(1)
|
1,412,012
|
|
|
|
|
|
21,863,256
|
|
|
Food - 0.1%
|
||
|
2,226,000
|
Tyson Foods, Inc. 5.70%, 03/15/2034
|
2,343,034
|
|
|
|
Gas - 0.2%
|
||
|
330,000
|
Boston Gas Co. 3.15%, 08/01/2027(1)
|
317,957
|
|
|
500,000
|
CenterPoint Energy Resources Corp. 5.40%,
07/01/2034
|
519,497
|
|
|
1,870,000
|
KeySpan Gas East Corp. 2.74%, 08/15/2026(1)
|
1,806,095
|
|
|
790,000
|
Southern Co. Gas Capital Corp. 5.75%,
09/15/2033
|
848,497
|
|
|
|
|
|
3,492,046
|
|
|
Healthcare - Products - 0.1%
|
||
|
200,000
|
Alcon Finance Corp. 5.75%, 12/06/2052(1)
|
214,945
|
|
|
1,595,000
|
Smith & Nephew PLC 5.40%, 03/20/2034
|
1,657,599
|
|
|
|
|
|
1,872,544
|
|
|
Healthcare - Services - 0.4%
|
||
|
285,000
|
Children's Hospital 2.93%, 07/15/2050
|
197,063
|
|
|
714,000
|
Dignity Health 3.81%, 11/01/2024
|
713,181
|
|
|
450,000
|
HCA, Inc. 5.45%, 04/01/2031
|
468,532
|
|
|
920,000
|
Providence St. Joseph Health Obligated
Group 5.40%, 10/01/2033(5)
|
954,641
|
|
|
175,000
|
Sutter Health 2.29%, 08/15/2030
|
156,603
|
|
|
320,000
|
Toledo Hospital 5.75%, 11/15/2038
|
326,082
|
|
|
|
UnitedHealth Group, Inc.
|
|
|
|
355,000
|
2.00%, 05/15/2030
|
316,246
|
|
|
645,000
|
4.20%, 05/15/2032
|
639,438
|
|
|
95,000
|
4.75%, 05/15/2052
|
90,453
|
|
|
1,005,000
|
5.50%, 07/15/2044
|
1,062,328
|
|
|
813,000
|
5.63%, 07/15/2054
|
871,219
|
|
|
630,000
|
5.75%, 07/15/2064
|
679,265
|
|
|
|
|
|
6,475,051
|
|
|
Insurance - 0.9%
|
||
|
|
American International Group, Inc.
|
|
|
|
437,000
|
3.40%, 06/30/2030
|
412,874
|
|
|
375,000
|
4.38%, 06/30/2050
|
335,843
|
|
|
|
Athene Global Funding
|
|
|
|
2,815,000
|
2.50%, 03/24/2028(1)
|
2,621,535
|
|
|
1,800,000
|
5.35%, 07/09/2027(1)
|
1,837,637
|
|
|
1,280,000
|
5.58%, 01/09/2029(1)
|
1,324,783
|
|
|
1,960,000
|
Brighthouse Financial Global Funding 5.65%,
06/10/2029(1)
|
2,023,518
|
|
|
1,389,000
|
CNO Global Funding 5.88%, 06/04/2027(1)
|
1,430,375
|
|
|
1,404,000
|
Corebridge Financial, Inc. 4.35%, 04/05/2042
|
1,242,861
|
|
|
|
Corebridge Global Funding
|
|
|
|
855,000
|
5.20%, 06/24/2029(1)
|
881,828
|
|
|
275,000
|
5.90%, 09/19/2028(1)
|
289,159
|
|
|
1,200,000
|
Equitable Financial Life Global Funding
1.40%, 08/27/2027(1)
|
1,108,153
|
|
|
1,235,000
|
Pricoa Global Funding I 4.65%, 08/27/2031(1)
|
1,249,172
|
|
|
1,010,000
|
RGA Global Funding 5.45%, 05/24/2029(1)
|
1,050,734
|
|
|
|
|
|
15,808,472
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 11.0% - (continued)
|
|||
|
|
Internet - 0.0%
|
||
|
|
Uber Technologies, Inc.
|
|
|
|
$ 555,000
|
4.80%, 09/15/2034
|
$554,163
|
|
|
190,000
|
5.35%, 09/15/2054
|
189,375
|
|
|
|
|
|
743,538
|
|
|
Investment Company Security - 0.1%
|
||
|
1,990,000
|
Abu Dhabi Developmental Holding Co. PJSC
4.38%, 10/02/2031(1)
|
1,977,859
|
|
|
|
Machinery-Diversified - 0.2%
|
||
|
2,805,000
|
Westinghouse Air Brake Technologies Corp.
5.61%, 03/11/2034
|
2,962,254
|
|
|
|
Media - 0.2%
|
||
|
2,405,000
|
Comcast Corp. 3.25%, 11/01/2039
|
1,964,956
|
|
|
|
Time Warner Cable LLC
|
|
|
|
395,000
|
6.55%, 05/01/2037
|
390,446
|
|
|
250,000
|
7.30%, 07/01/2038
|
262,364
|
|
|
|
|
|
2,617,766
|
|
|
Mining - 0.3%
|
||
|
|
Glencore Funding LLC
|
|
|
|
805,000
|
5.37%, 04/04/2029(1)
|
831,572
|
|
|
689,000
|
5.63%, 04/04/2034(1)
|
718,346
|
|
|
425,000
|
5.89%, 04/04/2054(1)
|
446,415
|
|
|
3,540,000
|
6.38%, 10/06/2030(1)
|
3,845,231
|
|
|
|
|
|
5,841,564
|
|
|
Oil & Gas - 0.4%
|
||
|
430,000
|
Aker BP ASA 5.13%, 10/01/2034(1)
|
424,509
|
|
|
|
Equinor ASA
|
|
|
|
85,000
|
2.88%, 04/06/2025
|
84,214
|
|
|
2,470,000
|
3.00%, 04/06/2027
|
2,413,272
|
|
|
|
QatarEnergy
|
|
|
|
935,000
|
2.25%, 07/12/2031(1)
|
822,394
|
|
|
780,000
|
3.13%, 07/12/2041(1)
|
619,964
|
|
|
|
Saudi Arabian Oil Co.
|
|
|
|
615,000
|
3.50%, 04/16/2029(1)
|
592,944
|
|
|
1,210,000
|
5.25%, 07/17/2034(1)
|
1,244,500
|
|
|
|
|
|
6,201,797
|
|
|
Pharmaceuticals - 0.0%
|
||
|
113,000
|
CVS Health Corp. 4.30%, 03/25/2028
|
112,652
|
|
|
|
Pipelines - 0.9%
|
||
|
|
Columbia Pipelines Holding Co. LLC
|
|
|
|
630,000
|
5.10%, 10/01/2031(1)
|
635,063
|
|
|
305,000
|
5.68%, 01/15/2034(1)
|
314,234
|
|
|
|
Columbia Pipelines Operating Co. LLC
|
|
|
|
375,000
|
5.93%, 08/15/2030(1)
|
396,885
|
|
|
676,000
|
6.50%, 08/15/2043(1)
|
753,417
|
|
|
|
Energy Transfer LP
|
|
|
|
180,000
|
4.95%, 06/15/2028
|
182,784
|
|
|
750,000
|
5.00%, 05/15/2050
|
676,737
|
|
|
945,000
|
5.35%, 05/15/2045
|
899,582
|
|
|
160,000
|
5.55%, 05/15/2034
|
165,749
|
|
|
1,606,589
|
Galaxy Pipeline Assets Bidco Ltd. 2.16%,
03/31/2034(1)
|
1,422,733
|
|
|
|
Gray Oak Pipeline LLC
|
|
|
|
606,000
|
2.60%, 10/15/2025(1)
|
590,921
|
|
|
100,000
|
3.45%, 10/15/2027(1)
|
96,694
|
|
|
|
Greensaif Pipelines Bidco SARL
|
|
|
|
920,000
|
5.85%, 02/23/2036(1)
|
951,056
|
|
|
1,500,000
|
6.10%, 08/23/2042(1)
|
1,553,085
|
|
|
1,015,000
|
MPLX LP 5.50%, 06/01/2034
|
1,042,051
|
|
|
|
ONEOK, Inc.
|
|
|
|
735,000
|
4.75%, 10/15/2031
|
734,530
|
|
|
|
3
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 11.0% - (continued)
|
|||
|
|
Pipelines - 0.9% - (continued)
|
||
|
$ 1,833,000
|
5.70%, 11/01/2054
|
$1,817,880
|
|
|
|
Whistler Pipeline LLC
|
|
|
|
1,454,000
|
5.40%, 09/30/2029(1)
|
1,484,639
|
|
|
995,000
|
5.70%, 09/30/2031(1)
|
1,029,360
|
|
|
|
|
|
14,747,400
|
|
|
Real Estate Investment Trusts - 0.9%
|
||
|
2,410,000
|
American Tower Trust I 5.49%, 03/15/2053(1)
|
2,455,860
|
|
|
2,032,000
|
Cousins Properties LP 5.88%, 10/01/2034
|
2,084,129
|
|
|
|
Extra Space Storage LP
|
|
|
|
435,000
|
5.50%, 07/01/2030
|
454,415
|
|
|
935,000
|
5.90%, 01/15/2031
|
991,251
|
|
|
2,612,000
|
GLP Capital LP/GLP Financing II, Inc. 6.75%,
12/01/2033
|
2,873,380
|
|
|
2,718,000
|
LXP Industrial Trust 6.75%, 11/15/2028
|
2,906,459
|
|
|
2,173,000
|
Prologis Targeted U.S. Logistics Fund LP
5.25%, 01/15/2035(1)
|
2,220,018
|
|
|
|
SBA Tower Trust
|
|
|
|
545,000
|
1.63%, 05/15/2051(1)
|
510,210
|
|
|
300,000
|
1.88%, 07/15/2050(1)
|
289,523
|
|
|
470,000
|
2.84%, 01/15/2050(1)
|
466,616
|
|
|
|
WEA Finance LLC
|
|
|
|
160,000
|
2.88%, 01/15/2027(1)
|
152,988
|
|
|
350,000
|
3.50%, 06/15/2029(1)
|
328,275
|
|
|
|
|
|
15,733,124
|
|
|
Semiconductors - 0.5%
|
||
|
1,650,000
|
Broadcom, Inc. 4.35%, 02/15/2030
|
1,646,238
|
|
|
|
Foundry JV Holdco LLC
|
|
|
|
305,000
|
5.90%, 01/25/2030(1)
|
315,439
|
|
|
1,252,000
|
6.15%, 01/25/2032(1)
|
1,301,061
|
|
|
2,290,000
|
6.25%, 01/25/2035(1)
|
2,394,075
|
|
|
1,338,000
|
6.40%, 01/25/2038(1)
|
1,407,234
|
|
|
2,100,000
|
Intel Corp. 5.60%, 02/21/2054
|
2,044,579
|
|
|
|
|
|
9,108,626
|
|
|
Software - 0.4%
|
||
|
|
Constellation Software, Inc.
|
|
|
|
225,000
|
5.16%, 02/16/2029(1)
|
231,843
|
|
|
2,826,000
|
5.46%, 02/16/2034(1)
|
2,952,017
|
|
|
|
Oracle Corp.
|
|
|
|
111,000
|
3.60%, 04/01/2050
|
84,384
|
|
|
3,414,000
|
3.65%, 03/25/2041
|
2,819,649
|
|
|
|
|
|
6,087,893
|
|
|
Telecommunications - 0.3%
|
||
|
|
AT&T, Inc.
|
|
|
|
825,000
|
3.50%, 06/01/2041
|
674,663
|
|
|
1,589,000
|
3.50%, 09/15/2053
|
1,164,973
|
|
|
84,000
|
3.65%, 06/01/2051
|
64,033
|
|
|
146,000
|
3.85%, 06/01/2060
|
110,377
|
|
|
1,841,000
|
4.30%, 12/15/2042
|
1,638,974
|
|
|
280,000
|
Sprint Spectrum Co. LLC/Sprint Spectrum Co.
II LLC/Sprint Spectrum Co. III LLC 4.74%,
09/20/2029(1)
|
279,271
|
|
|
1,290,000
|
T-Mobile USA, Inc. 5.25%, 06/15/2055
|
1,281,794
|
|
|
|
|
|
5,214,085
|
|
|
Total Corporate Bonds
(cost $186,692,220)
|
$189,954,601
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS - 0.2%
|
|||
|
|
Israel - 0.1%
|
||
|
1,630,000
|
Israel Government International Bonds 5.38%,
03/12/2029
|
$1,656,292
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS - 0.2% - (continued)
|
|||
|
|
Mexico - 0.1%
|
||
|
|
Mexico Government International Bonds
|
|
|
|
$ 457,000
|
6.40%, 05/07/2054
|
$457,268
|
|
|
1,265,000
|
6.75%, 09/27/2034
|
1,367,259
|
|
|
|
|
|
1,824,527
|
|
|
Total Foreign Government Obligations
(cost $3,459,978)
|
|
$3,480,819
|
|
MUNICIPAL BONDS - 0.5%
|
|||
|
|
Airport - 0.0%
|
||
|
|
Dallas Fort Worth International Airport, TX,
Rev
|
|
|
|
60,000
|
4.09%, 11/01/2051
|
$53,842
|
|
|
60,000
|
4.51%, 11/01/2051
|
56,145
|
|
|
710,000
|
Port Auth of New York & New Jersey, NY, Rev
3.18%, 07/15/2060
|
506,961
|
|
|
|
|
|
616,948
|
|
|
General - 0.1%
|
||
|
174,655
|
Chicago Transit Auth Sales & Transfer Tax
Receipts, IL, Rev 6.90%, 12/01/2040
|
199,208
|
|
|
540,000
|
Kansas Dev Finance Auth, KS, Rev, (BAM)
2.77%, 05/01/2051
|
395,506
|
|
|
1,250,000
|
Philadelphia Auth for Industrial Dev, PA, Rev,
(NPFG) 6.55%, 10/15/2028
|
1,356,598
|
|
|
|
|
|
1,951,312
|
|
|
General Obligation - 0.1%
|
||
|
2,569,412
|
State of Illinois, IL, GO 5.10%, 06/01/2033
|
2,609,743
|
|
|
|
Tobacco - 0.0%
|
||
|
130,000
|
Golden State Tobacco Securitization Corp.,
CA, Rev 3.00%, 06/01/2046
|
119,848
|
|
|
|
Transportation - 0.1%
|
||
|
|
Metropolitan Transportation Auth, NY, Rev
|
|
|
|
25,000
|
6.20%, 11/15/2026
|
25,417
|
|
|
375,000
|
6.67%, 11/15/2039
|
422,965
|
|
|
785,000
|
6.81%, 11/15/2040
|
891,522
|
|
|
|
|
|
1,339,904
|
|
|
Utilities - 0.1%
|
||
|
897,287
|
Texas Natural Gas Securitization Finance
Corp., TX, Rev 5.10%, 04/01/2035
|
928,050
|
|
|
|
Utility - Electric - 0.1%
|
||
|
735,000
|
Illinois Municipal Electric Agency, IL, Rev
6.83%, 02/01/2035
|
798,423
|
|
|
813,000
|
Municipal Electric Auth of Georgia, GA, Rev
6.64%, 04/01/2057
|
928,308
|
|
|
|
|
|
1,726,731
|
|
|
Total Municipal Bonds
(cost $9,914,747)
|
|
$9,292,536
|
|
U.S. GOVERNMENT AGENCIES - 0.7%
|
|||
|
|
Mortgage-Backed Agencies - 0.7%
|
||
|
|
Federal Home Loan Mortgage Corp. - 0.2%
|
||
|
267,961
|
5.50%, 03/01/2053
|
$271,218
|
|
|
2,004,280
|
5.50%, 05/01/2053
|
2,028,764
|
|
|
523,561
|
5.50%, 06/01/2053
|
529,993
|
|
|
269,894
|
5.50%, 09/01/2053
|
274,553
|
|
|
698,384
|
5.50%, 11/01/2053
|
706,880
|
|
|
983
|
6.64%, 04/01/2029, 1 yr. USD CMT +
2.24%(3)
|
982
|
|
|
|
|
|
3,812,390
|
|
|
4
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 0.7% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 0.7% - (continued)
|
||
|
|
Federal National Mortgage Association - 0.0%
|
||
|
$ 264,764
|
5.50%, 08/01/2053
|
$268,379
|
|
|
47,912
|
5.87%, 10/25/2024, 30 day USD SOFR
Average + 0.51%(3)
|
47,715
|
|
|
|
|
|
316,094
|
|
|
Government National Mortgage Association - 0.3%
|
||
|
2,018,702
|
2.50%, 10/20/2049
|
1,811,144
|
|
|
3,047,000
|
3.50%, 10/20/2054(6)
|
2,861,204
|
|
|
27,819
|
5.00%, 07/15/2037
|
28,481
|
|
|
570
|
6.00%, 07/15/2026
|
572
|
|
|
493
|
6.00%, 03/15/2028
|
509
|
|
|
698
|
6.00%, 04/15/2028
|
717
|
|
|
6,596
|
6.00%, 05/15/2028
|
6,670
|
|
|
9,038
|
6.00%, 07/15/2028
|
9,198
|
|
|
3,154
|
6.00%, 08/15/2028
|
3,193
|
|
|
16,816
|
6.00%, 09/15/2028
|
17,061
|
|
|
25,711
|
6.00%, 10/15/2028
|
25,983
|
|
|
22,191
|
6.00%, 11/15/2028
|
22,439
|
|
|
17,189
|
6.00%, 12/15/2028
|
17,427
|
|
|
379
|
6.00%, 12/15/2031
|
394
|
|
|
7,418
|
6.00%, 09/15/2032
|
7,842
|
|
|
3,094
|
6.00%, 11/15/2032
|
3,251
|
|
|
1,360
|
6.00%, 04/15/2033
|
1,396
|
|
|
35,010
|
6.00%, 06/15/2033
|
35,889
|
|
|
10,910
|
6.00%, 10/15/2033
|
11,478
|
|
|
905
|
6.00%, 11/15/2033
|
963
|
|
|
17,375
|
6.00%, 10/15/2034
|
17,850
|
|
|
43,040
|
6.00%, 01/15/2035
|
44,218
|
|
|
4,917
|
6.00%, 05/15/2035
|
5,053
|
|
|
5,645
|
6.00%, 06/15/2035
|
5,799
|
|
|
54
|
6.50%, 03/15/2026
|
55
|
|
|
124
|
6.50%, 01/15/2028
|
125
|
|
|
13,890
|
6.50%, 03/15/2028
|
14,066
|
|
|
19,512
|
6.50%, 04/15/2028
|
19,708
|
|
|
5,712
|
6.50%, 05/15/2028
|
5,806
|
|
|
21,480
|
6.50%, 06/15/2028
|
21,868
|
|
|
2,307
|
6.50%, 10/15/2028
|
2,353
|
|
|
652
|
6.50%, 02/15/2035
|
678
|
|
|
1,291
|
7.00%, 11/15/2031
|
1,325
|
|
|
751
|
7.00%, 03/15/2032
|
770
|
|
|
352,843
|
7.00%, 11/15/2032
|
375,548
|
|
|
33,684
|
7.00%, 01/15/2033
|
35,143
|
|
|
39,878
|
7.00%, 05/15/2033
|
41,489
|
|
|
5,048
|
7.00%, 07/15/2033
|
5,229
|
|
|
44,521
|
7.00%, 11/15/2033
|
46,256
|
|
|
14,935
|
7.50%, 09/16/2035
|
15,287
|
|
|
15
|
8.00%, 09/15/2026
|
15
|
|
|
796
|
8.00%, 12/15/2026
|
802
|
|
|
6
|
8.00%, 09/15/2027
|
6
|
|
|
804
|
8.00%, 07/15/2029
|
828
|
|
|
891
|
8.00%, 12/15/2029
|
899
|
|
|
2,389
|
8.00%, 01/15/2030
|
2,397
|
|
|
1,019
|
8.00%, 02/15/2030
|
1,017
|
|
|
472
|
8.00%, 03/15/2030
|
472
|
|
|
4,178
|
8.00%, 04/15/2030
|
4,190
|
|
|
2,517
|
8.00%, 05/15/2030
|
2,531
|
|
|
13,206
|
8.00%, 06/15/2030
|
13,385
|
|
|
720
|
8.00%, 07/15/2030
|
722
|
|
|
19,903
|
8.00%, 08/15/2030
|
20,097
|
|
|
9,360
|
8.00%, 09/15/2030
|
9,391
|
|
|
23,299
|
8.00%, 12/15/2030
|
23,369
|
|
|
|
|
|
5,604,558
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 0.7% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 0.7% - (continued)
|
||
|
|
Uniform Mortgage-Backed Security - 0.2%
|
||
|
$ 850,000
|
5.00%, 10/01/2054(6)
|
$849,137
|
|
|
1,369,000
|
6.00%, 10/01/2054(6)
|
1,399,646
|
|
|
|
|
|
2,248,783
|
|
|
Total U.S. Government Agencies
(cost $11,800,145)
|
|
$11,981,825
|
|
U.S. GOVERNMENT SECURITIES - 19.7%
|
|||
|
|
U.S. Treasury Securities - 19.7%
|
||
|
|
U.S. Treasury Bonds - 6.3%
|
||
|
9,876,300
|
2.50%, 02/15/2045(7)
|
$7,538,395
|
|
|
2,041,900
|
2.75%, 11/15/2047
|
1,587,657
|
|
|
5,442,000
|
2.88%, 05/15/2052
|
4,255,389
|
|
|
400,000
|
3.25%, 05/15/2042
|
355,188
|
|
|
4,488,500
|
3.38%, 08/15/2042
|
4,046,313
|
|
|
6,095,900
|
3.63%, 02/15/2053
|
5,534,410
|
|
|
6,254,900
|
3.63%, 05/15/2053
|
5,684,140
|
|
|
6,595,300
|
3.88%, 02/15/2043
|
6,355,705
|
|
|
6,662,100
|
3.88%, 05/15/2043
|
6,406,546
|
|
|
6,040,000
|
4.00%, 11/15/2042
|
5,936,895
|
|
|
6,089,200
|
4.00%, 11/15/2052
|
5,916,990
|
|
|
2,967,100
|
4.13%, 08/15/2044
|
2,940,674
|
|
|
2,696,900
|
4.13%, 08/15/2053
|
2,681,941
|
|
|
4,057,900
|
4.25%, 02/15/2054
|
4,129,547
|
|
|
4,787,800
|
4.25%, 08/15/2054
|
4,882,808
|
|
|
10,384,700
|
4.38%, 02/15/2038
|
10,927,463
|
|
|
6,195,900
|
4.38%, 08/15/2043
|
6,363,383
|
|
|
5,448,200
|
4.50%, 02/15/2044
|
5,678,046
|
|
|
1,295,700
|
4.63%, 05/15/2044
|
1,371,822
|
|
|
3,995,000
|
4.63%, 05/15/2054
|
4,327,084
|
|
|
5,604,000
|
4.75%, 11/15/2043
|
6,038,748
|
|
|
4,485,400
|
4.75%, 11/15/2053
|
4,947,606
|
|
|
|
|
|
107,906,750
|
|
|
U.S. Treasury Notes - 13.4%
|
||
|
3,825,000
|
0.38%, 11/30/2025
|
3,673,345
|
|
|
1,080,000
|
0.88%, 09/30/2026
|
1,022,836
|
|
|
150,000
|
1.25%, 05/31/2028
|
138,000
|
|
|
603,000
|
1.25%, 09/30/2028
|
550,732
|
|
|
1,020,000
|
1.38%, 10/31/2028
|
934,615
|
|
|
4,505,600
|
1.50%, 01/31/2027
|
4,293,344
|
|
|
530,000
|
1.50%, 11/30/2028
|
487,310
|
|
|
2,115,000
|
1.63%, 10/31/2026
|
2,029,904
|
|
|
590,000
|
2.63%, 07/31/2029
|
564,648
|
|
|
890,000
|
2.75%, 05/31/2029
|
857,633
|
|
|
326,000
|
3.25%, 06/30/2029
|
321,085
|
|
|
3,074,000
|
3.50%, 04/30/2028
|
3,064,994
|
|
|
2,564,500
|
3.50%, 09/30/2029
|
2,557,384
|
|
|
635,000
|
3.50%, 04/30/2030
|
631,031
|
|
|
4,313,500
|
3.63%, 03/31/2028
|
4,320,240
|
|
|
1,369,000
|
3.63%, 05/31/2028
|
1,370,551
|
|
|
6,466,100
|
3.63%, 08/31/2029
|
6,481,760
|
|
|
512,000
|
3.63%, 03/31/2030
|
512,000
|
|
|
929,900
|
3.75%, 08/31/2026
|
931,171
|
|
|
3,510,900
|
3.75%, 08/15/2027
|
3,526,534
|
|
|
7,134,400
|
3.75%, 12/31/2028
|
7,178,711
|
|
|
620,000
|
3.75%, 05/31/2030
|
623,633
|
|
|
1,633,000
|
3.75%, 06/30/2030
|
1,642,568
|
|
|
1,598,000
|
3.75%, 12/31/2030
|
1,606,240
|
|
|
564,900
|
3.75%, 08/31/2031
|
567,460
|
|
|
916,300
|
3.88%, 11/30/2027
|
923,996
|
|
|
4,207,100
|
3.88%, 12/31/2027
|
4,245,720
|
|
|
685,000
|
3.88%, 11/30/2029
|
693,482
|
|
|
4,726,500
|
3.88%, 08/15/2034
|
4,754,564
|
|
|
|
5
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT SECURITIES - 19.7% - (continued)
|
|||
|
|
U.S. Treasury Securities - 19.7% - (continued)
|
||
|
|
U.S. Treasury Notes - 13.4% - (continued)
|
||
|
$ 1,100,000
|
4.00%, 12/15/2025
|
$1,101,805
|
|
|
2,186,000
|
4.00%, 02/15/2026
|
2,191,892
|
|
|
411,000
|
4.00%, 01/15/2027
|
414,275
|
|
|
8,016,000
|
4.00%, 02/29/2028
|
8,121,836
|
|
|
3,203,000
|
4.00%, 06/30/2028
|
3,249,544
|
|
|
7,505,700
|
4.00%, 01/31/2029
|
7,628,840
|
|
|
5,718,700
|
4.00%, 07/31/2029
|
5,823,692
|
|
|
150,000
|
4.00%, 10/31/2029
|
152,684
|
|
|
483,900
|
4.00%, 07/31/2030
|
493,030
|
|
|
260,000
|
4.13%, 06/15/2026
|
261,737
|
|
|
4,725,200
|
4.13%, 07/31/2028
|
4,814,720
|
|
|
8,627,100
|
4.13%, 03/31/2029
|
8,818,177
|
|
|
754,300
|
4.13%, 08/31/2030
|
773,423
|
|
|
873,100
|
4.13%, 07/31/2031
|
896,837
|
|
|
11,364,000
|
4.25%, 01/31/2026
|
11,425,703
|
|
|
9,040,700
|
4.25%, 02/28/2029
|
9,287,200
|
|
|
8,027,800
|
4.25%, 06/30/2029
|
8,257,658
|
|
|
6,227,800
|
4.38%, 07/31/2026
|
6,302,242
|
|
|
2,307,500
|
4.38%, 08/15/2026
|
2,336,073
|
|
|
3,953,000
|
4.38%, 12/15/2026
|
4,014,766
|
|
|
3,675,700
|
4.38%, 08/31/2028
|
3,780,084
|
|
|
4,531,000
|
4.38%, 11/30/2028
|
4,667,461
|
|
|
3,545,400
|
4.50%, 03/31/2026
|
3,583,208
|
|
|
8,519,900
|
4.50%, 05/31/2029
|
8,855,038
|
|
|
8,602,300
|
4.63%, 02/28/2026
|
8,699,412
|
|
|
10,882,500
|
4.63%, 06/30/2026
|
11,048,713
|
|
|
730,000
|
4.63%, 10/15/2026
|
743,659
|
|
|
866,000
|
4.63%, 11/15/2026
|
883,117
|
|
|
4,485,000
|
4.63%, 09/30/2028
|
4,657,042
|
|
|
3,654,600
|
4.63%, 04/30/2029
|
3,813,918
|
|
|
1,733,700
|
4.63%, 04/30/2031
|
1,830,069
|
|
|
1,012,100
|
4.63%, 05/31/2031
|
1,068,635
|
|
|
8,296,200
|
4.88%, 11/30/2025
|
8,387,264
|
|
|
1,660,800
|
4.88%, 04/30/2026
|
1,689,280
|
|
|
8,934,100
|
4.88%, 05/31/2026
|
9,097,427
|
|
|
11,032,000
|
4.88%, 10/31/2028
|
11,565,501
|
|
|
927,000
|
4.88%, 10/31/2030
|
988,703
|
|
|
|
|
|
232,230,156
|
|
|
Total U.S. Government Securities
(cost $337,827,291)
|
|
$340,136,906
|
|
COMMON STOCKS - 65.4%
|
|||
|
|
Automobiles & Components - 0.7%
|
||
|
401,514
|
Gentex Corp.
|
$11,920,951
|
|
|
|
Banks - 2.8%
|
||
|
141,135
|
JP Morgan Chase & Co.
|
29,759,726
|
|
|
104,860
|
M&T Bank Corp.
|
18,677,663
|
|
|
|
|
|
48,437,389
|
|
|
Capital Goods - 5.3%
|
||
|
113,311
|
3M Co.
|
15,489,614
|
|
|
119,011
|
Emerson Electric Co.
|
13,016,233
|
|
|
145,670
|
Fortune Brands Innovations, Inc.
|
13,041,835
|
|
|
41,141
|
General Dynamics Corp.
|
12,432,810
|
|
|
190,095
|
Johnson Controls International PLC
|
14,753,273
|
|
|
52,893
|
L3Harris Technologies, Inc.
|
12,581,658
|
|
|
77,146
|
Middleby Corp.*
|
10,733,323
|
|
|
|
|
|
92,048,746
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 65.4% - (continued)
|
|||
|
|
Consumer Discretionary Distribution & Retail - 0.9%
|
||
|
104,178
|
LKQ Corp.
|
$4,158,786
|
|
|
40,341
|
Tractor Supply Co.
|
11,736,407
|
|
|
|
|
|
15,895,193
|
|
|
Consumer Durables & Apparel - 0.7%
|
||
|
66,666
|
Lennar Corp. Class A
|
12,498,542
|
|
|
|
Consumer Services - 3.0%
|
||
|
98,432
|
Airbnb, Inc. Class A*
|
12,482,162
|
|
|
166,782
|
H&R Block, Inc.
|
10,598,996
|
|
|
183,888
|
Starbucks Corp.
|
17,927,241
|
|
|
144,373
|
Wyndham Hotels & Resorts, Inc.
|
11,281,306
|
|
|
|
|
|
52,289,705
|
|
|
Energy - 1.7%
|
||
|
135,723
|
ConocoPhillips
|
14,288,917
|
|
|
97,059
|
Targa Resources Corp.
|
14,365,703
|
|
|
|
|
|
28,654,620
|
|
|
Equity Real Estate Investment Trusts (REITs) - 1.5%
|
||
|
118,858
|
Crown Castle, Inc. REIT
|
14,100,124
|
|
|
213,077
|
Gaming & Leisure Properties, Inc. REIT
|
10,962,812
|
|
|
|
|
|
25,062,936
|
|
|
Financial Services - 7.7%
|
||
|
102,609
|
Ares Management Corp. Class A
|
15,990,587
|
|
|
79,485
|
Intercontinental Exchange, Inc.
|
12,768,470
|
|
|
105,555
|
KKR & Co., Inc.
|
13,783,372
|
|
|
55,759
|
LPL Financial Holdings, Inc.
|
12,971,216
|
|
|
130,184
|
Morgan Stanley
|
13,570,380
|
|
|
159,968
|
Nasdaq, Inc.
|
11,679,264
|
|
|
130,286
|
Raymond James Financial, Inc.
|
15,954,824
|
|
|
30,218
|
S&P Global, Inc.
|
15,611,223
|
|
|
77,141
|
Visa, Inc. Class A
|
21,209,918
|
|
|
|
|
|
133,539,254
|
|
|
Food, Beverage & Tobacco - 0.9%
|
||
|
396,441
|
Keurig Dr Pepper, Inc.
|
14,858,609
|
|
|
|
Health Care Equipment & Services - 6.3%
|
||
|
50,331
|
Align Technology, Inc.*
|
12,800,180
|
|
|
205,221
|
Boston Scientific Corp.*
|
17,197,520
|
|
|
237,281
|
Centene Corp.*
|
17,862,513
|
|
|
162,532
|
Edwards Lifesciences Corp.*
|
10,725,487
|
|
|
37,419
|
Elevance Health, Inc.
|
19,457,880
|
|
|
53,805
|
UnitedHealth Group, Inc.
|
31,458,707
|
|
|
|
|
|
109,502,287
|
|
|
Household & Personal Products - 1.5%
|
||
|
552,115
|
Kenvue, Inc.
|
12,770,420
|
|
|
197,346
|
Unilever PLC ADR
|
12,819,596
|
|
|
|
|
|
25,590,016
|
|
|
Insurance - 1.8%
|
||
|
28,786
|
Everest Group Ltd.
|
11,279,219
|
|
|
241,907
|
MetLife, Inc.
|
19,952,489
|
|
|
|
|
|
31,231,708
|
|
|
Materials - 0.7%
|
||
|
329,160
|
Axalta Coating Systems Ltd.*
|
11,912,300
|
|
|
|
Media & Entertainment - 4.9%
|
||
|
337,118
|
Alphabet, Inc. Class C
|
56,362,759
|
|
|
92,961
|
Electronic Arts, Inc.
|
13,334,326
|
|
|
142,693
|
Omnicom Group, Inc.
|
14,753,029
|
|
|
|
|
|
84,450,114
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 4.8%
|
||
|
157,599
|
AstraZeneca PLC ADR
|
12,278,538
|
|
|
|
6
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 65.4% - (continued)
|
|||
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 4.8% -
(continued)
|
||
|
31,104
|
Eli Lilly & Co.
|
$27,556,278
|
|
|
597,297
|
Pfizer, Inc.
|
17,285,775
|
|
|
36,968
|
Roche Holding AG
|
11,830,394
|
|
|
28,713
|
Vertex Pharmaceuticals, Inc.*
|
13,353,842
|
|
|
|
|
|
82,304,827
|
|
|
Real Estate Management & Development - 0.8%
|
||
|
107,690
|
CBRE Group, Inc. Class A*
|
13,405,251
|
|
|
|
Semiconductors & Semiconductor Equipment - 3.6%
|
||
|
179,171
|
Broadcom, Inc.
|
30,906,998
|
|
|
74,160
|
NXP Semiconductors NV
|
17,799,142
|
|
|
81,409
|
QUALCOMM, Inc.
|
13,843,600
|
|
|
|
|
|
62,549,740
|
|
|
Software & Services - 10.2%
|
||
|
55,885
|
Accenture PLC Class A
|
19,754,230
|
|
|
37,198
|
Adobe, Inc.*
|
19,260,380
|
|
|
140,647
|
Amdocs Ltd.
|
12,303,800
|
|
|
207,527
|
Microsoft Corp.
|
89,298,868
|
|
|
81,134
|
Salesforce, Inc.
|
22,207,187
|
|
|
27,206
|
Synopsys, Inc.*
|
13,776,846
|
|
|
|
|
|
176,601,311
|
|
|
Technology Hardware & Equipment - 3.1%
|
||
|
399,985
|
Cisco Systems, Inc.
|
21,287,202
|
|
|
375,115
|
Corning, Inc.
|
16,936,442
|
|
|
68,837
|
F5, Inc.*
|
15,157,907
|
|
|
|
|
|
53,381,551
|
|
|
Transportation - 2.5%
|
||
|
190,594
|
Knight-Swift Transportation Holdings, Inc.
|
10,282,546
|
|
|
213,703
|
Uber Technologies, Inc.*
|
16,061,918
|
|
|
121,470
|
United Parcel Service, Inc. Class B
|
16,561,220
|
|
|
|
|
|
42,905,684
|
|
|
Total Common Stocks
(cost $672,720,230)
|
|
$1,129,040,734
|
|
|
Total Long-Term Investments
(cost $1,240,642,543)
|
|
$1,702,151,429
|
|
SHORT-TERM INVESTMENTS - 0.4%
|
|||
|
|
Repurchase Agreements - 0.4%
|
||
|
$ 7,270,456
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value
of $7,271,440; collateralized by
U.S. Treasury Note at 3.50%, maturing
09/30/2026, with a market value of
$7,415,914
|
$7,270,456
|
|
|
|
Securities Lending Collateral - 0.0%
|
||
|
87,911
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(8)
|
87,911
|
|
|
293,036
|
HSBC U.S. Government Money Market
Fund, Institutional Class, 4.86%(8)
|
293,036
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
SHORT-TERM INVESTMENTS - 0.4% - (continued)
|
|||
|
|
Securities Lending Collateral - 0.0% - (continued)
|
||
|
87,911
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(8)
|
$87,911
|
|
|
87,911
|
Morgan Stanley Institutional Liquidity
Funds, Government Portfolio,
Institutional Class, 4.85%(8)
|
87,911
|
|
|
|
|
|
556,769
|
|
|
Total Short-Term Investments
(cost $7,827,225)
|
$7,827,225
|
|
|
|
Total Investments
(cost $1,248,469,768)
|
99.0
%
|
$1,709,978,654
|
|
|
Other Assets and Liabilities
|
1.0
%
|
16,908,241
|
|
|
Net Assets
|
100.0
%
|
$1,726,886,895
|
|
*
|
Non-income producing.
|
|
(1)
|
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only
to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At September 30, 2024, the aggregate value of these securities was
$103,511,566, representing 6.0% of net assets.
|
|
(2)
|
Variable or floating rate security, which interest rate adjusts periodically based
on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
|
|
(3)
|
Variable rate securities; the rate reported is the coupon rate in effect at September
30, 2024. Base lending rates may be subject to a floor or cap.
|
|
(4)
|
Fixed to variable rate investment. The rate shown reflects the fixed rate in effect
at
September 30, 2024. Rate will reset at a future date. Base lending rates may be
subject to a floor or cap.
|
|
(5)
|
Represents entire or partial securities on loan.
|
|
(6)
|
Represents or includes a TBA transaction.
|
|
(7)
|
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of September 30, 2024, the market value of securities
pledged was $202,270.
|
|
|
7
|
|
|
(8)
|
Current yield as of period end.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Asset & Commercial Mortgage-Backed Securities
|
$18,264,008
|
$—
|
$18,264,008
|
$—
|
|
Corporate Bonds
|
189,954,601
|
—
|
189,954,601
|
—
|
|
Foreign Government Obligations
|
3,480,819
|
—
|
3,480,819
|
—
|
|
Municipal Bonds
|
9,292,536
|
—
|
9,292,536
|
—
|
|
U.S. Government Agencies
|
11,981,825
|
—
|
11,981,825
|
—
|
|
U.S. Government Securities
|
340,136,906
|
—
|
340,136,906
|
—
|
|
Common Stocks
|
|
|
|
|
|
Automobiles & Components
|
11,920,951
|
11,920,951
|
—
|
—
|
|
Banks
|
48,437,389
|
48,437,389
|
—
|
—
|
|
Capital Goods
|
92,048,746
|
92,048,746
|
—
|
—
|
|
Consumer Discretionary Distribution & Retail
|
15,895,193
|
15,895,193
|
—
|
—
|
|
Consumer Durables & Apparel
|
12,498,542
|
12,498,542
|
—
|
—
|
|
Consumer Services
|
52,289,705
|
52,289,705
|
—
|
—
|
|
Energy
|
28,654,620
|
28,654,620
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
25,062,936
|
25,062,936
|
—
|
—
|
|
Financial Services
|
133,539,254
|
133,539,254
|
—
|
—
|
|
Food, Beverage & Tobacco
|
14,858,609
|
14,858,609
|
—
|
—
|
|
Health Care Equipment & Services
|
109,502,287
|
109,502,287
|
—
|
—
|
|
Household & Personal Products
|
25,590,016
|
25,590,016
|
—
|
—
|
|
Insurance
|
31,231,708
|
31,231,708
|
—
|
—
|
|
Materials
|
11,912,300
|
11,912,300
|
—
|
—
|
|
Media & Entertainment
|
84,450,114
|
84,450,114
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
82,304,827
|
70,474,433
|
11,830,394
|
—
|
|
Real Estate Management & Development
|
13,405,251
|
13,405,251
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
62,549,740
|
62,549,740
|
—
|
—
|
|
Software & Services
|
176,601,311
|
176,601,311
|
—
|
—
|
|
Technology Hardware & Equipment
|
53,381,551
|
53,381,551
|
—
|
—
|
|
Transportation
|
42,905,684
|
42,905,684
|
—
|
—
|
|
Short-Term Investments
|
7,827,225
|
556,769
|
7,270,456
|
—
|
|
Total
|
$1,709,978,654
|
$1,117,767,109
|
$592,211,545
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
8
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 97.7%
|
|||
|
|
Automobiles & Components - 0.4%
|
||
|
549,972
|
Gentex Corp.
|
$16,328,669
|
|
|
|
Banks - 1.3%
|
||
|
121,145
|
M&T Bank Corp.
|
21,578,347
|
|
|
510,699
|
Wells Fargo & Co.
|
28,849,387
|
|
|
|
|
|
50,427,734
|
|
|
Capital Goods - 6.1%
|
||
|
43,580
|
Airbus SE
|
6,378,205
|
|
|
31,022
|
Axon Enterprise, Inc.*
|
12,396,391
|
|
|
59,420
|
Builders FirstSource, Inc.*
|
11,519,161
|
|
|
112,659
|
Dover Corp.
|
21,601,237
|
|
|
174,196
|
Emerson Electric Co.
|
19,051,817
|
|
|
131,146
|
Fluor Corp.*
|
6,256,976
|
|
|
120,647
|
General Dynamics Corp.
|
36,459,523
|
|
|
48,285
|
General Electric Co.
|
9,105,585
|
|
|
350,600
|
HF Global, Inc.*(1)(2)
|
7,601,008
|
|
|
162,661
|
Honeywell International, Inc.
|
33,623,655
|
|
|
39,980
|
Lockheed Martin Corp.
|
23,370,709
|
|
|
51,903
|
Middleby Corp.*
|
7,221,264
|
|
|
43,893
|
Northrop Grumman Corp.
|
23,178,577
|
|
|
1,204,000
|
Techtronic Industries Co. Ltd.
|
17,973,821
|
|
|
|
|
|
235,737,929
|
|
|
Consumer Discretionary Distribution & Retail - 5.2%
|
||
|
711,044
|
Amazon.com, Inc.*
|
132,488,829
|
|
|
7,170
|
O'Reilly Automotive, Inc.*
|
8,256,972
|
|
|
56,277
|
Ross Stores, Inc.
|
8,470,251
|
|
|
361,097
|
TJX Cos., Inc.
|
42,443,341
|
|
|
115,140
|
Tory Burch LLC*(1)(2)
|
6,202,574
|
|
|
|
|
|
197,861,967
|
|
|
Consumer Durables & Apparel - 1.7%
|
||
|
621,892
|
NIKE, Inc. Class B
|
54,975,253
|
|
|
242,820
|
On Holding AG Class A*
|
12,177,423
|
|
|
|
|
|
67,152,676
|
|
|
Consumer Services - 2.9%
|
||
|
132,455
|
Airbnb, Inc. Class A*
|
16,796,619
|
|
|
319,646
|
DraftKings, Inc. Class A*
|
12,530,123
|
|
|
143,417
|
Las Vegas Sands Corp.
|
7,219,612
|
|
|
159,244
|
McDonald's Corp.
|
48,491,390
|
|
|
39,594
|
Royal Caribbean Cruises Ltd.
|
7,022,392
|
|
|
168,570
|
Viking Holdings Ltd.*
|
5,881,407
|
|
|
162,379
|
Wyndham Hotels & Resorts, Inc.
|
12,688,295
|
|
|
|
|
|
110,629,838
|
|
|
Consumer Staples Distribution & Retail - 0.6%
|
||
|
207,043
|
Kroger Co.
|
11,863,564
|
|
|
137,488
|
Sysco Corp.
|
10,732,313
|
|
|
|
|
|
22,595,877
|
|
|
Energy - 3.6%
|
||
|
445,895
|
Canadian Natural Resources Ltd.
|
14,808,173
|
|
|
202,565
|
ConocoPhillips
|
21,326,043
|
|
|
513,297
|
EQT Corp.
|
18,807,202
|
|
|
317,241
|
Halliburton Co.
|
9,215,851
|
|
|
588,691
|
Schlumberger NV
|
24,695,588
|
|
|
44,501
|
Targa Resources Corp.
|
6,586,593
|
|
|
137,214
|
Valero Energy Corp.
|
18,528,006
|
|
|
502,117
|
Williams Cos., Inc.
|
22,921,641
|
|
|
|
|
|
136,889,097
|
|
|
Equity Real Estate Investment Trusts (REITs) - 2.9%
|
||
|
230,020
|
American Tower Corp. REIT
|
53,493,451
|
|
|
72,001
|
AvalonBay Communities, Inc. REIT
|
16,218,225
|
|
|
27,447
|
Equinix, Inc. REIT
|
24,362,781
|
|
|
337,455
|
UDR, Inc. REIT
|
15,300,210
|
|
|
|
|
|
109,374,667
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 97.7% - (continued)
|
|||
|
|
Financial Services - 7.4%
|
||
|
107,485
|
American Express Co.
|
$29,149,932
|
|
|
151,777
|
Charles Schwab Corp.
|
9,836,667
|
|
|
50,034
|
Corpay, Inc.*
|
15,648,634
|
|
|
169,864
|
Equitable Holdings, Inc.
|
7,139,384
|
|
|
35,463
|
Evercore, Inc. Class A
|
8,984,196
|
|
|
75,181
|
KKR & Co., Inc.
|
9,817,135
|
|
|
36,671
|
Mastercard, Inc. Class A
|
18,108,140
|
|
|
314,219
|
Morgan Stanley
|
32,754,189
|
|
|
215,052
|
Raymond James Financial, Inc.
|
26,335,268
|
|
|
71,967
|
S&P Global, Inc.
|
37,179,591
|
|
|
242,814
|
TPG, Inc.
|
13,976,374
|
|
|
154,294
|
Tradeweb Markets, Inc. Class A
|
19,081,539
|
|
|
143,052
|
Visa, Inc. Class A
|
39,332,147
|
|
|
207,908
|
Voya Financial, Inc.
|
16,470,472
|
|
|
|
|
|
283,813,668
|
|
|
Food, Beverage & Tobacco - 3.3%
|
||
|
397,025
|
Coca-Cola Co.
|
28,530,217
|
|
|
84,018
|
Constellation Brands, Inc. Class A
|
21,650,598
|
|
|
479,321
|
Keurig Dr Pepper, Inc.
|
17,964,951
|
|
|
217,257
|
PepsiCo, Inc.
|
36,944,553
|
|
|
341,268
|
Tyson Foods, Inc. Class A
|
20,325,922
|
|
|
|
|
|
125,416,241
|
|
|
Health Care Equipment & Services - 5.2%
|
||
|
26,900
|
Align Technology, Inc.*
|
6,841,208
|
|
|
110,250
|
Boston Scientific Corp.*
|
9,238,950
|
|
|
274,242
|
Centene Corp.*
|
20,644,938
|
|
|
25,971
|
Dexcom, Inc.*
|
1,741,096
|
|
|
276,316
|
Edwards Lifesciences Corp.*
|
18,234,093
|
|
|
40,060
|
Humana, Inc.
|
12,688,604
|
|
|
19,629
|
Intuitive Surgical, Inc.*
|
9,643,139
|
|
|
134,638
|
Quest Diagnostics, Inc.
|
20,902,549
|
|
|
96,642
|
Stryker Corp.
|
34,912,889
|
|
|
110,400
|
UnitedHealth Group, Inc.
|
64,548,672
|
|
|
|
|
|
199,396,138
|
|
|
Household & Personal Products - 2.0%
|
||
|
747,590
|
Kenvue, Inc.
|
17,291,757
|
|
|
213,434
|
Procter & Gamble Co.
|
36,966,769
|
|
|
347,616
|
Unilever PLC
|
22,537,083
|
|
|
|
|
|
76,795,609
|
|
|
Insurance - 3.9%
|
||
|
62,604
|
Allstate Corp.
|
11,872,849
|
|
|
180,967
|
Chubb Ltd.
|
52,189,073
|
|
|
54,266
|
Everest Group Ltd.
|
21,263,047
|
|
|
124,516
|
Globe Life, Inc.
|
13,187,489
|
|
|
173,352
|
Marsh & McLennan Cos., Inc.
|
38,673,098
|
|
|
160,158
|
MetLife, Inc.
|
13,209,832
|
|
|
|
|
|
150,395,388
|
|
|
Materials - 3.0%
|
||
|
130,343
|
CRH PLC
|
11,929,190
|
|
|
167,072
|
FMC Corp.
|
11,016,728
|
|
|
87,292
|
Linde PLC
|
41,626,063
|
|
|
113,037
|
PPG Industries, Inc.
|
14,972,881
|
|
|
48,944
|
Reliance, Inc.
|
14,155,094
|
|
|
275,520
|
Rio Tinto PLC ADR
|
19,608,759
|
|
|
|
|
|
113,308,715
|
|
|
Media & Entertainment - 8.5%
|
||
|
561,146
|
Alphabet, Inc. Class A
|
93,066,064
|
|
|
192,768
|
Alphabet, Inc. Class C
|
32,228,882
|
|
|
63,925
|
Electronic Arts, Inc.
|
9,169,402
|
|
|
156,467
|
Liberty Media Corp.-Liberty Formula One
Class C*
|
12,115,240
|
|
|
233,948
|
Live Nation Entertainment, Inc.*
|
25,614,966
|
|
|
110,273
|
Meta Platforms, Inc. Class A
|
63,124,676
|
|
|
49,102
|
Netflix, Inc.*
|
34,826,576
|
|
|
|
9
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 97.7% - (continued)
|
|||
|
|
Media & Entertainment - 8.5% - (continued)
|
||
|
353,685
|
Pinterest, Inc. Class A*
|
$11,448,783
|
|
|
56,952
|
Spotify Technology SA*
|
20,988,521
|
|
|
223,559
|
Walt Disney Co.
|
21,504,140
|
|
|
|
|
|
324,087,250
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 5.8%
|
||
|
133,486
|
Agilent Technologies, Inc.
|
19,820,001
|
|
|
280,591
|
AstraZeneca PLC ADR
|
21,860,845
|
|
|
77,984
|
Charles River Laboratories International, Inc.*
|
15,360,508
|
|
|
140,600
|
Danaher Corp.
|
39,089,612
|
|
|
29,105
|
Eli Lilly & Co.
|
25,785,284
|
|
|
158,490
|
Exact Sciences Corp.*
|
10,796,339
|
|
|
72,525
|
Natera, Inc.*
|
9,207,049
|
|
|
119,532
|
Novartis AG
|
13,763,188
|
|
|
908,232
|
Pfizer, Inc.
|
26,284,234
|
|
|
348,622
|
Sanofi SA ADR
|
20,091,086
|
|
|
40,102
|
United Therapeutics Corp.*
|
14,370,552
|
|
|
16,754
|
Vertex Pharmaceuticals, Inc.*
|
7,791,950
|
|
|
|
|
|
224,220,648
|
|
|
Real Estate Management & Development - 0.3%
|
||
|
42,177
|
Jones Lang LaSalle, Inc.*
|
11,379,776
|
|
|
|
Semiconductors & Semiconductor Equipment - 11.0%
|
||
|
53,528
|
ARM Holdings PLC ADR*(3)
|
7,655,039
|
|
|
273,299
|
Broadcom, Inc.
|
47,144,077
|
|
|
131,433
|
Enphase Energy, Inc.*
|
14,854,558
|
|
|
60,515
|
First Solar, Inc.*
|
15,094,862
|
|
|
103,253
|
Marvell Technology, Inc.
|
7,446,606
|
|
|
215,125
|
Micron Technology, Inc.
|
22,310,614
|
|
|
1,715,213
|
NVIDIA Corp.
|
208,295,467
|
|
|
94,243
|
NXP Semiconductors NV
|
22,619,262
|
|
|
143,396
|
ON Semiconductor Corp.*
|
10,411,984
|
|
|
96,715
|
QUALCOMM, Inc.
|
16,446,386
|
|
|
116,766
|
Skyworks Solutions, Inc.
|
11,532,978
|
|
|
191,374
|
Texas Instruments, Inc.
|
39,532,127
|
|
|
|
|
|
423,343,960
|
|
|
Software & Services - 8.8%
|
||
|
171,029
|
Accenture PLC Class A
|
60,455,331
|
|
|
41,914
|
Adobe, Inc.*
|
21,702,231
|
|
|
48,881
|
Datadog, Inc. Class A*
|
5,624,248
|
|
|
22,430
|
Intuit, Inc.
|
13,929,030
|
|
|
453,136
|
Microsoft Corp.
|
194,984,421
|
|
|
74,494
|
Salesforce, Inc.
|
20,389,753
|
|
|
21,396
|
ServiceNow, Inc.*
|
19,136,368
|
|
|
5,611
|
Sharecare, Inc. Earnout*(1)(2)
|
79
|
|
|
|
|
|
336,221,461
|
|
|
Technology Hardware & Equipment - 8.7%
|
||
|
1,269,677
|
Apple, Inc.
|
295,834,741
|
|
|
53,234
|
Arista Networks, Inc.*
|
20,432,274
|
|
|
52,398
|
Dell Technologies, Inc. Class C
|
6,211,259
|
|
|
281,737
|
Flex Ltd.*
|
9,418,468
|
|
|
|
|
|
331,896,742
|
|
|
Telecommunication Services - 0.7%
|
||
|
138,146
|
T-Mobile U.S., Inc.
|
28,507,808
|
|
|
|
Transportation - 2.4%
|
||
|
453,544
|
Delta Air Lines, Inc.
|
23,035,500
|
|
|
307,074
|
Knight-Swift Transportation Holdings, Inc.
|
16,566,642
|
|
|
235,285
|
Uber Technologies, Inc.*
|
17,684,021
|
|
|
67,872
|
Union Pacific Corp.
|
16,729,090
|
|
|
135,011
|
United Parcel Service, Inc. Class B
|
18,407,400
|
|
|
|
|
|
92,422,653
|
|
|
Utilities - 2.0%
|
||
|
242,898
|
Edison International
|
21,153,987
|
|
|
104,237
|
Eversource Energy
|
7,093,328
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 97.7% - (continued)
|
|||
|
|
Utilities - 2.0% - (continued)
|
||
|
635,561
|
Exelon Corp.
|
$25,771,998
|
|
|
1,379,989
|
Iberdrola SA
|
21,333,421
|
|
|
|
|
|
75,352,734
|
|
|
Total Common Stocks
(cost $2,566,634,634)
|
|
$3,743,557,245
|
|
CONVERTIBLE PREFERRED STOCKS - 0.0%
|
|||
|
|
Software & Services - 0.0%
|
||
|
58
|
Magic Leap, Inc. Class A*(1)(2)(4)
|
$56
|
|
|
|
Total Convertible Preferred Stocks
(cost $679,566)
|
|
$56
|
|
|
Total Long-Term Investments
(cost $2,567,314,200)
|
|
$3,743,557,301
|
|
SHORT-TERM INVESTMENTS - 0.6%
|
|||
|
|
Repurchase Agreements - 0.4%
|
||
|
$ 17,336,869
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value
of $17,339,214; collateralized by
U.S. Treasury Note at 3.50%, maturing
09/30/2026, with a market value of
$17,683,684
|
$17,336,869
|
|
|
|
Securities Lending Collateral - 0.2%
|
||
|
1,180,396
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(5)
|
1,180,396
|
|
|
3,934,656
|
HSBC U.S. Government Money Market
Fund, Institutional Class, 4.86%(5)
|
3,934,656
|
|
|
1,180,397
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(5)
|
1,180,397
|
|
|
1,180,397
|
Morgan Stanley Institutional Liquidity
Funds, Government Portfolio,
Institutional Class, 4.85%(5)
|
1,180,397
|
|
|
|
|
|
7,475,846
|
|
|
Total Short-Term Investments
(cost $24,812,715)
|
$24,812,715
|
|
|
|
Total Investments
(cost $2,592,126,915)
|
98.3
%
|
$3,768,370,016
|
|
|
Other Assets and Liabilities
|
1.7
%
|
64,279,972
|
|
|
Net Assets
|
100.0
%
|
$3,832,649,988
|
|
|
10
|
|
|
*
|
Non-income producing.
|
|
(1)
|
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $13,803,717 or 0.4% of
net assets.
|
|
Period
Acquired
|
Security Name
|
Shares/
Par Value
|
Total Cost
|
Market Value
|
|
06/2015
|
HF Global, Inc.
|
350,600
|
$4,713,607
|
$7,601,008
|
|
12/2015
|
Magic Leap, Inc.
Class A
Convertible
Preferred
|
58
|
679,566
|
56
|
|
07/2021
|
Sharecare, Inc.
Earnout
|
5,611
|
—
|
79
|
|
11/2013
|
Tory Burch LLC
|
115,140
|
9,024,247
|
6,202,574
|
|
|
|
|
$14,417,420
|
$13,803,717
|
|
(2)
|
Investment valued using significant unobservable inputs.
|
|
(3)
|
Represents entire or partial securities on loan.
|
|
(4)
|
Currently no rate available.
|
|
(5)
|
Current yield as of period end.
|
|
Futures Contracts Outstanding at September 30, 2024
|
||||
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Current
Notional
Amount
|
Value and
Unrealized
Appreciation/
(Depreciation)
|
|
Long position contracts:
|
||||
|
S&P 500 (E-Mini) Future
|
277
|
12/20/2024
|
$80,527,363
|
$1,635,297
|
|
Total futures contracts
|
$1,635,297
|
|||
|
|
11
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Automobiles & Components
|
$16,328,669
|
$16,328,669
|
$—
|
$—
|
|
Banks
|
50,427,734
|
50,427,734
|
—
|
—
|
|
Capital Goods
|
235,737,929
|
203,784,895
|
24,352,026
|
7,601,008
|
|
Consumer Discretionary Distribution & Retail
|
197,861,967
|
191,659,393
|
—
|
6,202,574
|
|
Consumer Durables & Apparel
|
67,152,676
|
67,152,676
|
—
|
—
|
|
Consumer Services
|
110,629,838
|
110,629,838
|
—
|
—
|
|
Consumer Staples Distribution & Retail
|
22,595,877
|
22,595,877
|
—
|
—
|
|
Energy
|
136,889,097
|
136,889,097
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
109,374,667
|
109,374,667
|
—
|
—
|
|
Financial Services
|
283,813,668
|
283,813,668
|
—
|
—
|
|
Food, Beverage & Tobacco
|
125,416,241
|
125,416,241
|
—
|
—
|
|
Health Care Equipment & Services
|
199,396,138
|
199,396,138
|
—
|
—
|
|
Household & Personal Products
|
76,795,609
|
54,258,526
|
22,537,083
|
—
|
|
Insurance
|
150,395,388
|
150,395,388
|
—
|
—
|
|
Materials
|
113,308,715
|
101,379,525
|
11,929,190
|
—
|
|
Media & Entertainment
|
324,087,250
|
324,087,250
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
224,220,648
|
210,457,460
|
13,763,188
|
—
|
|
Real Estate Management & Development
|
11,379,776
|
11,379,776
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
423,343,960
|
423,343,960
|
—
|
—
|
|
Software & Services
|
336,221,461
|
336,221,382
|
—
|
79
|
|
Technology Hardware & Equipment
|
331,896,742
|
331,896,742
|
—
|
—
|
|
Telecommunication Services
|
28,507,808
|
28,507,808
|
—
|
—
|
|
Transportation
|
92,422,653
|
92,422,653
|
—
|
—
|
|
Utilities
|
75,352,734
|
54,019,313
|
21,333,421
|
—
|
|
Convertible Preferred Stocks
|
56
|
—
|
—
|
56
|
|
Short-Term Investments
|
24,812,715
|
7,475,846
|
17,336,869
|
—
|
|
Futures Contracts(2)
|
1,635,297
|
1,635,297
|
—
|
—
|
|
Total
|
$3,770,005,313
|
$3,644,949,819
|
$111,251,777
|
$13,803,717
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
(2)
|
Derivative instruments (excluding purchased and written options, if applicable) are
valued at the unrealized appreciation/(depreciation) on the investments.
|
|
|
12
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.4%
|
|||
|
|
Automobiles & Components - 0.5%
|
||
|
63,125
|
Tesla, Inc.*
|
$16,515,394
|
|
|
|
Banks - 4.8%
|
||
|
1,083,903
|
Bank of America Corp.
|
43,009,271
|
|
|
319,880
|
JP Morgan Chase & Co.
|
67,449,897
|
|
|
626,710
|
Wells Fargo & Co.
|
35,402,848
|
|
|
|
|
|
145,862,016
|
|
|
Capital Goods - 7.9%
|
||
|
144,098
|
AMETEK, Inc.
|
24,743,068
|
|
|
91,518
|
Builders FirstSource, Inc.*
|
17,741,679
|
|
|
64,459
|
Deere & Co.
|
26,900,674
|
|
|
177,127
|
Emerson Electric Co.
|
19,372,380
|
|
|
108,010
|
GE Vernova, Inc.*
|
27,540,390
|
|
|
122,661
|
General Dynamics Corp.
|
37,068,154
|
|
|
70,291
|
IDEX Corp.
|
15,077,420
|
|
|
310,705
|
Ingersoll Rand, Inc.
|
30,498,803
|
|
|
310,264
|
RTX Corp.
|
37,591,586
|
|
|
|
|
|
236,534,154
|
|
|
Commercial & Professional Services - 0.9%
|
||
|
128,596
|
Republic Services, Inc.
|
25,827,221
|
|
|
|
Consumer Discretionary Distribution & Retail - 6.5%
|
||
|
740,904
|
Amazon.com, Inc.*
|
138,052,642
|
|
|
10,637
|
AutoZone, Inc.*
|
33,506,976
|
|
|
193,858
|
TJX Cos., Inc.
|
22,786,069
|
|
|
38,805
|
Tory Burch LLC*(1)(2)
|
2,090,427
|
|
|
|
|
|
196,436,114
|
|
|
Consumer Durables & Apparel - 0.8%
|
||
|
269,970
|
NIKE, Inc. Class B
|
23,865,348
|
|
|
|
Consumer Services - 2.1%
|
||
|
111,003
|
Marriott International, Inc. Class A
|
27,595,346
|
|
|
113,866
|
McDonald's Corp.
|
34,673,336
|
|
|
|
|
|
62,268,682
|
|
|
Energy - 2.8%
|
||
|
160,250
|
Chesapeake Energy Corp.(3)
|
13,180,562
|
|
|
277,144
|
ConocoPhillips
|
29,177,720
|
|
|
218,748
|
EOG Resources, Inc.
|
26,890,692
|
|
|
112,057
|
Phillips 66
|
14,729,893
|
|
|
|
|
|
83,978,867
|
|
|
Equity Real Estate Investment Trusts (REITs) - 2.2%
|
||
|
182,517
|
Iron Mountain, Inc. REIT
|
21,688,495
|
|
|
172,842
|
Lineage, Inc. REIT(3)
|
13,547,356
|
|
|
231,135
|
Welltower, Inc. REIT
|
29,592,214
|
|
|
|
|
|
64,828,065
|
|
|
Financial Services - 5.1%
|
||
|
150,883
|
American Express Co.
|
40,919,469
|
|
|
128,671
|
Mastercard, Inc. Class A
|
63,537,740
|
|
|
326,813
|
Morgan Stanley
|
34,066,987
|
|
|
227,262
|
Nasdaq, Inc.
|
16,592,399
|
|
|
|
|
|
155,116,595
|
|
|
Food, Beverage & Tobacco - 2.1%
|
||
|
448,782
|
Brown-Forman Corp. Class B
|
22,080,074
|
|
|
85,013
|
Constellation Brands, Inc. Class A
|
21,907,000
|
|
|
373,279
|
Monster Beverage Corp.*
|
19,473,966
|
|
|
|
|
|
63,461,040
|
|
|
Health Care Equipment & Services - 5.8%
|
||
|
336,729
|
Abbott Laboratories
|
38,390,473
|
|
|
466,297
|
Boston Scientific Corp.*
|
39,075,689
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.4% - (continued)
|
|||
|
|
Health Care Equipment & Services - 5.8% - (continued)
|
||
|
124,860
|
Cencora, Inc.
|
$28,103,489
|
|
|
117,592
|
UnitedHealth Group, Inc.
|
68,753,690
|
|
|
|
|
|
174,323,341
|
|
|
Household & Personal Products - 2.7%
|
||
|
245,455
|
Estee Lauder Cos., Inc. Class A
|
24,469,409
|
|
|
330,656
|
Procter & Gamble Co.
|
57,269,619
|
|
|
|
|
|
81,739,028
|
|
|
Insurance - 2.7%
|
||
|
202,581
|
Arch Capital Group Ltd.*
|
22,664,762
|
|
|
83,907
|
Chubb Ltd.
|
24,197,940
|
|
|
134,680
|
Progressive Corp.
|
34,176,397
|
|
|
|
|
|
81,039,099
|
|
|
Materials - 1.8%
|
||
|
369,086
|
Freeport-McMoRan, Inc.
|
18,424,773
|
|
|
76,841
|
Linde PLC
|
36,642,399
|
|
|
|
|
|
55,067,172
|
|
|
Media & Entertainment - 8.1%
|
||
|
753,475
|
Alphabet, Inc. Class A
|
124,963,829
|
|
|
138,983
|
Meta Platforms, Inc. Class A
|
79,559,428
|
|
|
55,337
|
Netflix, Inc.*
|
39,248,874
|
|
|
|
|
|
243,772,131
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 7.9%
|
||
|
125,054
|
Danaher Corp.
|
34,767,513
|
|
|
70,959
|
Eli Lilly & Co.
|
62,865,416
|
|
|
439,945
|
Merck & Co., Inc.
|
49,960,154
|
|
|
56,839
|
Thermo Fisher Scientific, Inc.
|
35,158,900
|
|
|
69,869
|
Vertex Pharmaceuticals, Inc.*
|
32,494,675
|
|
|
118,883
|
Zoetis, Inc.
|
23,227,361
|
|
|
|
|
|
238,474,019
|
|
|
Semiconductors & Semiconductor Equipment - 10.9%
|
||
|
466,897
|
Broadcom, Inc.
|
80,539,733
|
|
|
43,398
|
KLA Corp.
|
33,607,845
|
|
|
1,446,746
|
NVIDIA Corp.
|
175,692,834
|
|
|
178,544
|
Texas Instruments, Inc.
|
36,881,834
|
|
|
|
|
|
326,722,246
|
|
|
Software & Services - 10.6%
|
||
|
77,125
|
Accenture PLC Class A
|
27,262,145
|
|
|
486,450
|
Microsoft Corp.
|
209,319,435
|
|
|
56,635
|
Roper Technologies, Inc.
|
31,513,979
|
|
|
126,195
|
Salesforce, Inc.
|
34,540,834
|
|
|
69,281
|
Workday, Inc. Class A*
|
16,932,969
|
|
|
|
|
|
319,569,362
|
|
|
Technology Hardware & Equipment - 10.1%
|
||
|
989,047
|
Apple, Inc.
|
230,447,951
|
|
|
129,748
|
CDW Corp.
|
29,361,972
|
|
|
98,044
|
Motorola Solutions, Inc.
|
44,083,524
|
|
|
|
|
|
303,893,447
|
|
|
Utilities - 3.1%
|
||
|
228,519
|
Atmos Energy Corp.
|
31,697,871
|
|
|
236,021
|
Duke Energy Corp.
|
27,213,221
|
|
|
1,450,882
|
PG&E Corp.
|
28,683,937
|
|
|
61,900
|
WEC Energy Group, Inc.
|
5,953,542
|
|
|
|
|
|
93,548,571
|
|
|
Total Common Stocks
(cost $1,623,198,319)
|
|
$2,992,841,912
|
|
CONVERTIBLE PREFERRED STOCKS - 0.2%
|
|||
|
|
Health Care Equipment & Services - 0.1%
|
||
|
1,871,878
|
Lumeris Group Holdings Corp.*(1)(2)(4)
|
$3,350,662
|
|
|
|
13
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CONVERTIBLE PREFERRED STOCKS - 0.2% - (continued)
|
|||
|
|
Software & Services - 0.1%
|
||
|
287,204
|
Lookout, Inc. Series F*(1)(2)(4)
|
$2,311,992
|
|
|
|
Total Convertible Preferred Stocks
(cost $6,240,761)
|
|
$5,662,654
|
|
|
Total Long-Term Investments
(cost $1,629,439,080)
|
|
$2,998,504,566
|
|
SHORT-TERM INVESTMENTS - 0.2%
|
|||
|
|
Repurchase Agreements - 0.0%
|
||
|
$ 61,255
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value
of $61,263; collateralized by U.S. Treasury
Note at 3.50%, maturing 09/30/2026, with
a market value of $62,578
|
$61,255
|
|
|
|
Securities Lending Collateral - 0.2%
|
||
|
649,023
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(5)
|
649,023
|
|
|
2,163,411
|
HSBC U.S. Government Money Market Fund,
Institutional Class, 4.86%(5)
|
2,163,411
|
|
|
649,023
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(5)
|
649,023
|
|
|
649,023
|
Morgan Stanley Institutional Liquidity Funds,
Government Portfolio, Institutional Class,
4.85%(5)
|
649,023
|
|
|
|
|
|
4,110,480
|
|
|
Total Short-Term Investments
(cost $4,171,735)
|
$4,171,735
|
|
|
|
Total Investments
(cost $1,633,610,815)
|
99.8
%
|
$3,002,676,301
|
|
|
Other Assets and Liabilities
|
0.2
%
|
6,964,947
|
|
|
Net Assets
|
100.0
%
|
$3,009,641,248
|
|
*
|
Non-income producing.
|
|
(1)
|
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $7,753,081 or 0.3% of
net assets.
|
|
Period
Acquired
|
Security Name
|
Shares/
Par Value
|
Total Cost
|
Market Value
|
|
07/2014
|
Lookout, Inc. Series F
Convertible
Preferred
|
287,204
|
$3,280,760
|
$2,311,992
|
|
05/2014
|
Lumeris Group
Holdings Corp.
Convertible
Preferred
|
1,871,878
|
2,960,001
|
3,350,662
|
|
11/2013
|
Tory Burch LLC
|
38,805
|
3,041,403
|
2,090,427
|
|
|
|
|
$9,282,164
|
$7,753,081
|
|
(2)
|
Investment valued using significant unobservable inputs.
|
|
(3)
|
Represents entire or partial securities on loan.
|
|
(4)
|
Currently no rate available.
|
|
(5)
|
Current yield as of period end.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
|
14
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Automobiles & Components
|
$16,515,394
|
$16,515,394
|
$—
|
$—
|
|
Banks
|
145,862,016
|
145,862,016
|
—
|
—
|
|
Capital Goods
|
236,534,154
|
236,534,154
|
—
|
—
|
|
Commercial & Professional Services
|
25,827,221
|
25,827,221
|
—
|
—
|
|
Consumer Discretionary Distribution & Retail
|
196,436,114
|
194,345,687
|
—
|
2,090,427
|
|
Consumer Durables & Apparel
|
23,865,348
|
23,865,348
|
—
|
—
|
|
Consumer Services
|
62,268,682
|
62,268,682
|
—
|
—
|
|
Energy
|
83,978,867
|
83,978,867
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
64,828,065
|
64,828,065
|
—
|
—
|
|
Financial Services
|
155,116,595
|
155,116,595
|
—
|
—
|
|
Food, Beverage & Tobacco
|
63,461,040
|
63,461,040
|
—
|
—
|
|
Health Care Equipment & Services
|
174,323,341
|
174,323,341
|
—
|
—
|
|
Household & Personal Products
|
81,739,028
|
81,739,028
|
—
|
—
|
|
Insurance
|
81,039,099
|
81,039,099
|
—
|
—
|
|
Materials
|
55,067,172
|
55,067,172
|
—
|
—
|
|
Media & Entertainment
|
243,772,131
|
243,772,131
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
238,474,019
|
238,474,019
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
326,722,246
|
326,722,246
|
—
|
—
|
|
Software & Services
|
319,569,362
|
319,569,362
|
—
|
—
|
|
Technology Hardware & Equipment
|
303,893,447
|
303,893,447
|
—
|
—
|
|
Utilities
|
93,548,571
|
93,548,571
|
—
|
—
|
|
Convertible Preferred Stocks
|
5,662,654
|
—
|
—
|
5,662,654
|
|
Short-Term Investments
|
4,171,735
|
4,110,480
|
61,255
|
—
|
|
Total
|
$3,002,676,301
|
$2,994,861,965
|
$61,255
|
$7,753,081
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
15
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 97.8%
|
|||
|
|
Banks - 6.4%
|
||
|
1,174,880
|
Bank of America Corp.
|
$46,619,238
|
|
|
387,703
|
JP Morgan Chase & Co.
|
81,751,055
|
|
|
1,632,592
|
Wells Fargo & Co.
|
92,225,122
|
|
|
|
|
|
220,595,415
|
|
|
Capital Goods - 7.8%
|
||
|
185,192
|
Airbus SE
|
27,104,005
|
|
|
151,377
|
General Dynamics Corp.
|
45,746,129
|
|
|
189,545
|
Honeywell International, Inc.
|
39,180,847
|
|
|
113,697
|
Lockheed Martin Corp.
|
66,462,718
|
|
|
468,148
|
Otis Worldwide Corp.
|
48,659,303
|
|
|
236,693
|
Westinghouse Air Brake Technologies Corp.
|
43,023,687
|
|
|
|
|
|
270,176,689
|
|
|
Consumer Discretionary Distribution & Retail - 3.4%
|
||
|
118,938
|
Home Depot, Inc.
|
48,193,678
|
|
|
88,491
|
Lowe's Cos., Inc.
|
23,967,787
|
|
|
398,845
|
TJX Cos., Inc.
|
46,880,241
|
|
|
|
|
|
119,041,706
|
|
|
Consumer Services - 0.5%
|
||
|
4,432
|
Booking Holdings, Inc.
|
18,668,116
|
|
|
|
Consumer Staples Distribution & Retail - 0.6%
|
||
|
246,564
|
Sysco Corp.
|
19,246,786
|
|
|
|
Energy - 7.5%
|
||
|
245,438
|
Chevron Corp.
|
36,145,655
|
|
|
497,025
|
ConocoPhillips
|
52,326,792
|
|
|
1,757,376
|
Coterra Energy, Inc.
|
42,089,155
|
|
|
188,358
|
Diamondback Energy, Inc.
|
32,472,919
|
|
|
800,813
|
TotalEnergies SE ADR
|
51,748,536
|
|
|
983,694
|
Williams Cos., Inc.
|
44,905,631
|
|
|
|
|
|
259,688,688
|
|
|
Equity Real Estate Investment Trusts (REITs) - 2.9%
|
||
|
257,557
|
American Tower Corp. REIT
|
59,897,456
|
|
|
110,005
|
Public Storage REIT
|
40,027,519
|
|
|
|
|
|
99,924,975
|
|
|
Financial Services - 6.8%
|
||
|
221,250
|
American Express Co.
|
60,003,000
|
|
|
36,163
|
BlackRock, Inc.
|
34,337,130
|
|
|
517,578
|
Morgan Stanley
|
53,952,331
|
|
|
90,358
|
S&P Global, Inc.
|
46,680,750
|
|
|
154,027
|
Visa, Inc. Class A
|
42,349,723
|
|
|
|
|
|
237,322,934
|
|
|
Food, Beverage & Tobacco - 4.4%
|
||
|
1,126,786
|
Keurig Dr Pepper, Inc.
|
42,231,939
|
|
|
242,255
|
Mondelez International, Inc. Class A
|
17,846,926
|
|
|
528,044
|
Philip Morris International, Inc.
|
64,104,542
|
|
|
483,789
|
Tyson Foods, Inc. Class A
|
28,814,473
|
|
|
|
|
|
152,997,880
|
|
|
Health Care Equipment & Services - 7.6%
|
||
|
148,677
|
Becton Dickinson & Co.
|
35,846,025
|
|
|
90,220
|
Elevance Health, Inc.
|
46,914,400
|
|
|
115,264
|
HCA Healthcare, Inc.
|
46,846,748
|
|
|
536,332
|
Medtronic PLC
|
48,285,970
|
|
|
143,833
|
UnitedHealth Group, Inc.
|
84,096,278
|
|
|
|
|
|
261,989,421
|
|
|
Household & Personal Products - 2.2%
|
||
|
1,192,510
|
Kenvue, Inc.
|
27,582,756
|
|
|
766,930
|
Unilever PLC ADR
|
49,819,773
|
|
|
|
|
|
77,402,529
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 97.8% - (continued)
|
|||
|
|
Insurance - 3.0%
|
||
|
501,967
|
American International Group, Inc.
|
$36,759,043
|
|
|
81,303
|
Chubb Ltd.
|
23,446,972
|
|
|
530,495
|
Principal Financial Group, Inc.
|
45,569,521
|
|
|
|
|
|
105,775,536
|
|
|
Materials - 4.6%
|
||
|
3,385,003
|
Amcor PLC
|
38,352,084
|
|
|
671,365
|
BHP Group Ltd. ADR(1)
|
41,698,480
|
|
|
249,521
|
Celanese Corp.
|
33,924,875
|
|
|
704,272
|
FMC Corp.
|
46,439,696
|
|
|
|
|
|
160,415,135
|
|
|
Media & Entertainment - 6.9%
|
||
|
778,644
|
Alphabet, Inc. Class A
|
129,138,107
|
|
|
629,933
|
Comcast Corp. Class A
|
26,312,301
|
|
|
423,622
|
Omnicom Group, Inc.
|
43,798,279
|
|
|
400,157
|
Walt Disney Co.
|
38,491,102
|
|
|
|
|
|
237,739,789
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 7.2%
|
||
|
230,999
|
Agilent Technologies, Inc.
|
34,298,731
|
|
|
624,186
|
AstraZeneca PLC ADR
|
48,630,331
|
|
|
422,382
|
Gilead Sciences, Inc.
|
35,412,507
|
|
|
359,623
|
Merck & Co., Inc.
|
40,838,788
|
|
|
385,639
|
Novartis AG ADR
|
44,356,198
|
|
|
1,639,873
|
Pfizer, Inc.
|
47,457,925
|
|
|
|
|
|
250,994,480
|
|
|
Semiconductors & Semiconductor Equipment - 5.3%
|
||
|
164,929
|
Micron Technology, Inc.
|
17,104,787
|
|
|
177,212
|
NXP Semiconductors NV
|
42,532,652
|
|
|
386,821
|
QUALCOMM, Inc.
|
65,778,911
|
|
|
280,190
|
Texas Instruments, Inc.
|
57,878,848
|
|
|
|
|
|
183,295,198
|
|
|
Software & Services - 7.7%
|
||
|
88,060
|
Accenture PLC Class A
|
31,127,449
|
|
|
750,463
|
Cognizant Technology Solutions Corp. Class A
|
57,920,734
|
|
|
355,756
|
Microsoft Corp.
|
153,081,807
|
|
|
47,299
|
Roper Technologies, Inc.
|
26,319,055
|
|
|
|
|
|
268,449,045
|
|
|
Technology Hardware & Equipment - 5.4%
|
||
|
446,816
|
Apple, Inc.
|
104,108,128
|
|
|
1,537,733
|
Cisco Systems, Inc.
|
81,838,150
|
|
|
|
|
|
185,946,278
|
|
|
Telecommunication Services - 0.8%
|
||
|
133,385
|
T-Mobile U.S., Inc.
|
27,525,329
|
|
|
|
Transportation - 0.8%
|
||
|
562,201
|
Delta Air Lines, Inc.
|
28,554,189
|
|
|
|
Utilities - 6.0%
|
||
|
600,074
|
American Electric Power Co., Inc.
|
61,567,593
|
|
|
387,263
|
Duke Energy Corp.
|
44,651,424
|
|
|
1,397,135
|
Exelon Corp.
|
56,653,824
|
|
|
519,853
|
Sempra
|
43,475,306
|
|
|
|
|
|
206,348,147
|
|
|
Total Common Stocks
(cost $2,007,255,420)
|
|
$3,392,098,265
|
|
|
16
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
SHORT-TERM INVESTMENTS - 0.9%
|
|||
|
|
Repurchase Agreements - 0.4%
|
||
|
$ 14,336,076
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value
of $14,338,015; collateralized by
U.S. Treasury Note at 3.50%, maturing
09/30/2026, with a market value of
$14,622,835
|
$14,336,076
|
|
|
|
Securities Lending Collateral - 0.5%
|
||
|
2,720,216
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(2)
|
2,720,216
|
|
|
9,067,384
|
HSBC U.S. Government Money Market
Fund, Institutional Class, 4.86%(2)
|
9,067,384
|
|
|
2,720,215
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(2)
|
2,720,215
|
|
|
2,720,215
|
Morgan Stanley Institutional Liquidity
Funds, Government Portfolio,
Institutional Class, 4.85%(2)
|
2,720,215
|
|
|
|
|
|
17,228,030
|
|
|
Total Short-Term Investments
(cost $31,564,106)
|
$31,564,106
|
|
|
|
Total Investments
(cost $2,038,819,526)
|
98.7
%
|
$3,423,662,371
|
|
|
Other Assets and Liabilities
|
1.3
%
|
43,474,440
|
|
|
Net Assets
|
100.0
%
|
$3,467,136,811
|
|
(1)
|
Represents entire or partial securities on loan.
|
|
(2)
|
Current yield as of period end.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Banks
|
$220,595,415
|
$220,595,415
|
$—
|
$—
|
|
Capital Goods
|
270,176,689
|
243,072,684
|
27,104,005
|
—
|
|
Consumer Discretionary Distribution & Retail
|
119,041,706
|
119,041,706
|
—
|
—
|
|
Consumer Services
|
18,668,116
|
18,668,116
|
—
|
—
|
|
Consumer Staples Distribution & Retail
|
19,246,786
|
19,246,786
|
—
|
—
|
|
Energy
|
259,688,688
|
259,688,688
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
99,924,975
|
99,924,975
|
—
|
—
|
|
Financial Services
|
237,322,934
|
237,322,934
|
—
|
—
|
|
Food, Beverage & Tobacco
|
152,997,880
|
152,997,880
|
—
|
—
|
|
Health Care Equipment & Services
|
261,989,421
|
261,989,421
|
—
|
—
|
|
Household & Personal Products
|
77,402,529
|
77,402,529
|
—
|
—
|
|
Insurance
|
105,775,536
|
105,775,536
|
—
|
—
|
|
Materials
|
160,415,135
|
160,415,135
|
—
|
—
|
|
Media & Entertainment
|
237,739,789
|
237,739,789
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
250,994,480
|
250,994,480
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
183,295,198
|
183,295,198
|
—
|
—
|
|
Software & Services
|
268,449,045
|
268,449,045
|
—
|
—
|
|
Technology Hardware & Equipment
|
185,946,278
|
185,946,278
|
—
|
—
|
|
Telecommunication Services
|
27,525,329
|
27,525,329
|
—
|
—
|
|
Transportation
|
28,554,189
|
28,554,189
|
—
|
—
|
|
Utilities
|
206,348,147
|
206,348,147
|
—
|
—
|
|
Short-Term Investments
|
31,564,106
|
17,228,030
|
14,336,076
|
—
|
|
Total
|
$3,423,662,371
|
$3,382,222,290
|
$41,440,081
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
17
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.8%
|
|||
|
|
Biotechnology - 19.9%
|
||
|
3,135
|
AbbVie, Inc.
|
$619,100
|
|
|
15,480
|
Akero Therapeutics, Inc.*
|
444,121
|
|
|
3,367
|
Alnylam Pharmaceuticals, Inc.*
|
926,026
|
|
|
1,780
|
Amgen, Inc.
|
573,534
|
|
|
11,612
|
Apellis Pharmaceuticals, Inc.*
|
334,890
|
|
|
5,851
|
Apogee Therapeutics, Inc.*
|
343,688
|
|
|
3,222
|
Argenx SE ADR*
|
1,746,582
|
|
|
4,672
|
Ascendis Pharma AS ADR*
|
697,576
|
|
|
70,560
|
Autolus Therapeutics PLC ADR*
|
256,133
|
|
|
17,276
|
Avidity Biosciences, Inc.*
|
793,487
|
|
|
4,835
|
Biogen, Inc.*
|
937,216
|
|
|
4,737
|
Blueprint Medicines Corp.*
|
438,173
|
|
|
16,207
|
Celldex Therapeutics, Inc.*
|
550,876
|
|
|
12,220
|
Crinetics Pharmaceuticals, Inc.*
|
624,442
|
|
|
10,271
|
Cytokinetics, Inc.*
|
542,309
|
|
|
8,521
|
Disc Medicine, Inc.*
|
418,722
|
|
|
21,231
|
Exact Sciences Corp.*
|
1,446,256
|
|
|
1,290
|
Genmab AS*
|
312,740
|
|
|
12,228
|
Genus PLC
|
328,581
|
|
|
39,365
|
Immatics NV*
|
449,155
|
|
|
10,726
|
Immunocore Holdings PLC ADR*
|
333,900
|
|
|
8,138
|
Ionis Pharmaceuticals, Inc.*
|
326,008
|
|
|
9,801
|
Kymera Therapeutics, Inc.*
|
463,881
|
|
|
3,501
|
Legend Biotech Corp. ADR*
|
170,604
|
|
|
10,263
|
Merus NV*
|
512,739
|
|
|
3,671
|
Moderna, Inc.*
|
245,333
|
|
|
6,809
|
MoonLake Immunotherapeutics*
|
343,310
|
|
|
3,724
|
Natera, Inc.*
|
472,762
|
|
|
3,958
|
Nuvalent, Inc. Class A*
|
404,903
|
|
|
9,928
|
PTC Therapeutics, Inc.*
|
368,329
|
|
|
1,917
|
Regeneron Pharmaceuticals, Inc.*
|
2,015,227
|
|
|
16,641
|
REVOLUTION Medicines, Inc.*
|
754,669
|
|
|
21,734
|
Rocket Pharmaceuticals, Inc.*
|
401,427
|
|
|
5,869
|
Sarepta Therapeutics, Inc.*
|
732,979
|
|
|
99,804
|
Savara, Inc.*
|
423,169
|
|
|
15,900
|
Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd.*
|
373,821
|
|
|
9,070
|
Soleno Therapeutics, Inc.*
|
457,944
|
|
|
11,031
|
Ultragenyx Pharmaceutical, Inc.*
|
612,772
|
|
|
3,098
|
United Therapeutics Corp.*
|
1,110,168
|
|
|
5,978
|
Vaxcyte, Inc.*
|
683,106
|
|
|
7,616
|
Vertex Pharmaceuticals, Inc.*
|
3,542,049
|
|
|
11,017
|
Xenon Pharmaceuticals, Inc.*
|
433,739
|
|
|
12,708
|
Zai Lab Ltd. ADR*
|
306,771
|
|
|
|
|
|
28,273,217
|
|
|
Health Care Distributors - 1.9%
|
||
|
11,766
|
Cencora, Inc.
|
2,648,291
|
|
|
|
Health Care Equipment - 13.0%
|
||
|
13,221
|
Abbott Laboratories
|
1,507,326
|
|
|
58,862
|
Boston Scientific Corp.*
|
4,932,636
|
|
|
5,045
|
DiaSorin SpA
|
589,894
|
|
|
38,972
|
Edwards Lifesciences Corp.*
|
2,571,762
|
|
|
8,413
|
Glaukos Corp.*
|
1,096,046
|
|
|
5,249
|
Hologic, Inc.*
|
427,583
|
|
|
1,603
|
Inspire Medical Systems, Inc.*
|
338,313
|
|
|
4,765
|
Insulet Corp.*
|
1,109,054
|
|
|
10,335
|
Intuitive Surgical, Inc.*
|
5,077,275
|
|
|
2,023
|
Stryker Corp.
|
730,829
|
|
|
|
|
|
18,380,718
|
|
|
Health Care Facilities - 5.7%
|
||
|
26,362
|
Acadia Healthcare Co., Inc.*
|
1,671,615
|
|
|
34,778
|
Ardent Health Partners, Inc.*
|
639,220
|
|
|
10,169
|
Encompass Health Corp.
|
982,732
|
|
|
8,073
|
HCA Healthcare, Inc.
|
3,281,109
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.8% - (continued)
|
|||
|
|
Health Care Facilities - 5.7% - (continued)
|
||
|
21,490
|
PACS Group, Inc.*
|
$858,955
|
|
|
21,836
|
Surgery Partners, Inc.*
|
703,993
|
|
|
|
|
|
8,137,624
|
|
|
Health Care Services - 3.2%
|
||
|
6,562
|
Addus HomeCare Corp.*
|
872,943
|
|
|
102,397
|
agilon health, Inc.*
|
402,420
|
|
|
5,142
|
Labcorp Holdings, Inc.
|
1,149,134
|
|
|
112,565
|
LifeStance Health Group, Inc.*
|
787,955
|
|
|
27,905
|
Option Care Health, Inc.*
|
873,426
|
|
|
25,770
|
Privia Health Group, Inc.*
|
469,272
|
|
|
|
|
|
4,555,150
|
|
|
Health Care Supplies - 0.5%
|
||
|
2,765
|
Align Technology, Inc.*
|
703,195
|
|
|
|
Health Care Technology - 0.7%
|
||
|
34,930
|
Evolent Health, Inc. Class A*
|
987,820
|
|
|
|
Life Sciences Tools & Services - 10.4%
|
||
|
12,187
|
Agilent Technologies, Inc.
|
1,809,526
|
|
|
6,041
|
Bio-Techne Corp.
|
482,857
|
|
|
19,403
|
Danaher Corp.
|
5,394,422
|
|
|
5,660
|
ICON PLC*
|
1,626,175
|
|
|
15,733
|
Qiagen NV*
|
716,953
|
|
|
1,207
|
Tecan Group AG
|
396,645
|
|
|
6,950
|
Thermo Fisher Scientific, Inc.
|
4,299,061
|
|
|
|
|
|
14,725,639
|
|
|
Managed Health Care - 13.3%
|
||
|
26,742
|
Centene Corp.*
|
2,013,138
|
|
|
1,905
|
Elevance Health, Inc.
|
990,600
|
|
|
5,801
|
Humana, Inc.
|
1,837,409
|
|
|
3,840
|
Molina Healthcare, Inc.*
|
1,323,110
|
|
|
21,813
|
UnitedHealth Group, Inc.
|
12,753,625
|
|
|
|
|
|
18,917,882
|
|
|
Pharmaceuticals - 30.2%
|
||
|
89,185
|
Astellas Pharma, Inc.
|
1,030,743
|
|
|
34,691
|
AstraZeneca PLC ADR
|
2,702,776
|
|
|
23,500
|
Chugai Pharmaceutical Co. Ltd.
|
1,139,071
|
|
|
49,392
|
Daiichi Sankyo Co. Ltd.
|
1,631,533
|
|
|
20,509
|
Eisai Co. Ltd.
|
764,472
|
|
|
54,940
|
Elanco Animal Health, Inc.*
|
807,069
|
|
|
17,575
|
Eli Lilly & Co.
|
15,570,395
|
|
|
13,358
|
Galderma Group AG*
|
1,240,549
|
|
|
51,987
|
GSK PLC
|
1,058,508
|
|
|
14,099
|
Longboard Pharmaceuticals, Inc.*
|
469,920
|
|
|
53,784
|
Merck & Co., Inc.
|
6,107,711
|
|
|
5,882
|
Novartis AG
|
677,267
|
|
|
16,988
|
Novo Nordisk AS Class B
|
2,014,972
|
|
|
20,400
|
Otsuka Holdings Co. Ltd.
|
1,158,702
|
|
|
47,662
|
Pfizer, Inc.
|
1,379,338
|
|
|
14,273
|
Structure Therapeutics, Inc. ADR*
|
626,442
|
|
|
5,817
|
UCB SA
|
1,050,066
|
|
|
23,518
|
Verona Pharma PLC ADR*
|
676,613
|
|
|
13,602
|
Zoetis, Inc.
|
2,657,559
|
|
|
|
|
|
42,763,706
|
|
|
Total Common Stocks
(cost $90,428,428)
|
|
$140,093,242
|
|
|
18
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
RIGHTS - 0.0%
|
|||
|
|
Health Care Equipment - 0.0%
|
||
|
885
|
Abiomed, Inc. CVR*(1)(2)(3)
|
$903
|
|
|
|
Total Rights
(cost $903)
|
|
$903
|
|
|
Total Long-Term Investments
(cost $90,429,331)
|
|
$140,094,145
|
|
SHORT-TERM INVESTMENTS - 0.4%
|
|||
|
|
Repurchase Agreements - 0.4%
|
||
|
$ 549,565
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%, due
on 10/01/2024 with a maturity value of
$549,639; collateralized by U.S. Treasury Note
at 3.50%, maturing 09/30/2026, with a market
value of $560,572
|
$549,565
|
|
|
|
Total Short-Term Investments
(cost $549,565)
|
$549,565
|
|
|
|
Total Investments
(cost $90,978,896)
|
99.2
%
|
$140,643,710
|
|
|
Other Assets and Liabilities
|
0.8
%
|
1,089,099
|
|
|
Net Assets
|
100.0
%
|
$141,732,809
|
|
*
|
Non-income producing.
|
|
(1)
|
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $903 or 0.0% of net
assets.
|
|
Period
Acquired
|
Security Name
|
Shares/
Par Value
|
Total Cost
|
Market Value
|
|
12/2022
|
Abiomed, Inc. CVR
|
885
|
$903
|
$903
|
|
(2)
|
Investment valued using significant unobservable inputs.
|
|
(3)
|
Currently no expiration date available.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Biotechnology
|
$28,273,217
|
$27,258,075
|
$1,015,142
|
$—
|
|
Health Care Distributors
|
2,648,291
|
2,648,291
|
—
|
—
|
|
Health Care Equipment
|
18,380,718
|
17,790,824
|
589,894
|
—
|
|
Health Care Facilities
|
8,137,624
|
8,137,624
|
—
|
—
|
|
Health Care Services
|
4,555,150
|
4,555,150
|
—
|
—
|
|
Health Care Supplies
|
703,195
|
703,195
|
—
|
—
|
|
Health Care Technology
|
987,820
|
987,820
|
—
|
—
|
|
Life Sciences Tools & Services
|
14,725,639
|
14,328,994
|
396,645
|
—
|
|
Managed Health Care
|
18,917,882
|
18,917,882
|
—
|
—
|
|
Pharmaceuticals
|
42,763,706
|
32,238,372
|
10,525,334
|
—
|
|
Rights
|
903
|
—
|
—
|
903
|
|
Short-Term Investments
|
549,565
|
—
|
549,565
|
—
|
|
Total
|
$140,643,710
|
$127,566,227
|
$13,076,580
|
$903
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
19
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.1%
|
|||
|
|
Brazil - 1.7%
|
||
|
2,769
|
MercadoLibre, Inc.*
|
$5,681,877
|
|
|
1,470,913
|
TIM SA
|
5,057,217
|
|
|
269,334
|
XP, Inc. Class A
|
4,831,852
|
|
|
|
|
|
15,570,946
|
|
|
Canada - 9.2%
|
||
|
104,375
|
Cameco Corp.
|
4,986,261
|
|
|
143,577
|
Canadian Pacific Kansas City Ltd.
|
12,279,605
|
|
|
596,390
|
Cenovus Energy, Inc.
|
9,974,744
|
|
|
4,479
|
Constellation Software, Inc.
|
14,571,777
|
|
|
111,866
|
RB Global, Inc.
|
9,003,375
|
|
|
131,507
|
Royal Bank of Canada
|
16,413,458
|
|
|
82,256
|
Shopify, Inc. Class A*
|
6,589,846
|
|
|
64,416
|
TFI International, Inc.
|
8,823,294
|
|
|
|
|
|
82,642,360
|
|
|
Chile - 0.6%
|
||
|
545,815
|
Lundin Mining Corp.
|
5,718,658
|
|
|
|
China - 5.3%
|
||
|
828,715
|
ENN Energy Holdings Ltd.
|
6,225,444
|
|
|
300,315
|
KE Holdings, Inc. ADR
|
5,979,272
|
|
|
629,638
|
Proya Cosmetics Co. Ltd. Class A
|
9,814,863
|
|
|
459,691
|
Tencent Holdings Ltd.
|
25,561,044
|
|
|
|
|
|
47,580,623
|
|
|
Denmark - 1.9%
|
||
|
141,925
|
Novo Nordisk AS Class B
|
16,833,940
|
|
|
|
France - 7.0%
|
||
|
264,991
|
Accor SA
|
11,519,125
|
|
|
50,381
|
Airbus SE
|
7,373,574
|
|
|
139,649
|
Bureau Veritas SA
|
4,633,075
|
|
|
46,120
|
Capgemini SE
|
9,957,331
|
|
|
4,568
|
Hermes International SCA
|
11,248,029
|
|
|
18,736
|
L'Oreal SA
|
8,403,782
|
|
|
215,031
|
Renault SA
|
9,348,006
|
|
|
|
|
|
62,482,922
|
|
|
Germany - 12.5%
|
||
|
50,752
|
adidas AG
|
13,448,590
|
|
|
58,662
|
Allianz SE
|
19,295,042
|
|
|
564,194
|
Deutsche Telekom AG
|
16,569,941
|
|
|
379,305
|
Infineon Technologies AG
|
13,316,600
|
|
|
41,750
|
Merck KGaA
|
7,370,154
|
|
|
280,704
|
RWE AG
|
10,226,832
|
|
|
76,424
|
SAP SE
|
17,480,653
|
|
|
73,189
|
Siemens AG
|
14,806,709
|
|
|
|
|
|
112,514,521
|
|
|
Hong Kong - 2.5%
|
||
|
1,524,396
|
AIA Group Ltd.
|
13,312,333
|
|
|
222,420
|
Hong Kong Exchanges & Clearing Ltd.
|
9,085,935
|
|
|
|
|
|
22,398,268
|
|
|
India - 3.7%
|
||
|
930,189
|
Axis Bank Ltd.
|
13,675,584
|
|
|
201,971
|
Larsen & Toubro Ltd.
|
8,857,132
|
|
|
293,154
|
Reliance Industries Ltd.
|
10,314,021
|
|
|
|
|
|
32,846,737
|
|
|
Indonesia - 1.0%
|
||
|
13,355,020
|
Bank Central Asia Tbk. PT
|
9,107,700
|
|
|
|
Italy - 3.3%
|
||
|
19,333
|
Ferrari NV
|
9,059,456
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.1% - (continued)
|
|||
|
|
Italy - 3.3% - (continued)
|
||
|
3,158,332
|
Saipem SpA*
|
$6,978,944
|
|
|
307,511
|
UniCredit SpA
|
13,500,223
|
|
|
|
|
|
29,538,623
|
|
|
Japan - 15.9%
|
||
|
322,244
|
Bandai Namco Holdings, Inc.
|
7,353,018
|
|
|
54,300
|
Daikin Industries Ltd.
|
7,621,603
|
|
|
28,100
|
Fast Retailing Co. Ltd.
|
9,323,499
|
|
|
271,130
|
ITOCHU Corp.
|
14,612,564
|
|
|
26,522
|
Keyence Corp.
|
12,710,986
|
|
|
1,639,400
|
Mitsubishi UFJ Financial Group, Inc.
|
16,834,330
|
|
|
181,300
|
Nomura Research Institute Ltd.
|
6,728,343
|
|
|
213,900
|
Otsuka Holdings Co. Ltd.
|
12,149,327
|
|
|
149,400
|
Recruit Holdings Co. Ltd.
|
9,076,407
|
|
|
467,300
|
Renesas Electronics Corp.
|
6,781,764
|
|
|
144,400
|
SoftBank Group Corp.
|
8,565,264
|
|
|
778,500
|
Sony Group Corp.
|
15,124,372
|
|
|
315,400
|
Sumitomo Mitsui Trust Holdings, Inc.
|
7,549,076
|
|
|
500,499
|
T&D Holdings, Inc.
|
8,824,198
|
|
|
|
|
|
143,254,751
|
|
|
Netherlands - 4.1%
|
||
|
22,228
|
ASML Holding NV
|
18,490,581
|
|
|
57,400
|
EXOR NV
|
6,153,503
|
|
|
74,537
|
Wolters Kluwer NV
|
12,572,277
|
|
|
|
|
|
37,216,361
|
|
|
Singapore - 0.8%
|
||
|
3,005,644
|
Singapore Telecommunications Ltd.
|
7,557,425
|
|
|
|
South Africa - 1.7%
|
||
|
462,010
|
Anglo American PLC
|
15,017,957
|
|
|
|
South Korea - 0.7%
|
||
|
141,824
|
Shinhan Financial Group Co. Ltd.
|
6,015,115
|
|
|
|
Spain - 1.6%
|
||
|
902,657
|
Iberdrola SA
|
13,954,287
|
|
|
|
Switzerland - 3.0%
|
||
|
143,792
|
Novartis AG
|
16,556,540
|
|
|
7,166
|
Partners Group Holding AG
|
10,804,002
|
|
|
|
|
|
27,360,542
|
|
|
Taiwan - 3.6%
|
||
|
1,080,806
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
32,590,760
|
|
|
|
Thailand - 1.0%
|
||
|
1,929,030
|
Kasikornbank PCL
|
8,992,448
|
|
|
|
United Kingdom - 10.7%
|
||
|
84,200
|
Ashtead Group PLC
|
6,523,883
|
|
|
119,736
|
AstraZeneca PLC
|
18,653,241
|
|
|
898,513
|
BAE Systems PLC
|
14,917,176
|
|
|
3,253,947
|
Barclays PLC
|
9,776,745
|
|
|
130,948
|
London Stock Exchange Group PLC
|
17,928,216
|
|
|
118,690
|
Reckitt Benckiser Group PLC
|
7,261,952
|
|
|
319,135
|
Unilever PLC
|
20,690,567
|
|
|
|
|
|
95,751,780
|
|
|
United States - 6.3%
|
||
|
17,965
|
CyberArk Software Ltd.*
|
5,238,774
|
|
|
136,976
|
GFL Environmental, Inc.
|
5,462,603
|
|
|
458,982
|
GSK PLC
|
9,345,341
|
|
|
20,435
|
Linde PLC
|
9,747,596
|
|
|
|
20
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.1% - (continued)
|
|||
|
|
United States - 6.3% - (continued)
|
||
|
561,116
|
Shell PLC
|
$18,536,111
|
|
|
21,765
|
Spotify Technology SA*
|
8,021,055
|
|
|
|
|
|
56,351,480
|
|
|
Total Common Stocks
(cost $664,452,378)
|
|
$881,298,204
|
|
WARRANTS - 0.0%
|
|||
|
|
Canada - 0.0%
|
||
|
5,095
|
Constellation Software, Inc. Expires
03/31/2040*(1)(2)
|
$—
|
|
|
|
Total Warrants
(cost $—)
|
|
$—
|
|
|
Total Long-Term Investments
(cost $664,452,378)
|
|
$881,298,204
|
|
SHORT-TERM INVESTMENTS - 0.4%
|
|||
|
|
Repurchase Agreements - 0.4%
|
||
|
$ 3,624,978
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value of
$3,625,468; collateralized by U.S. Treasury
Note at 3.50%, maturing 09/30/2026, with
a market value of $3,697,536
|
$3,624,978
|
|
|
|
Total Short-Term Investments
(cost $3,624,978)
|
$3,624,978
|
|
|
|
Total Investments
(cost $668,077,356)
|
98.5
%
|
$884,923,182
|
|
|
Other Assets and Liabilities
|
1.5
%
|
13,323,607
|
|
|
Net Assets
|
100.0
%
|
$898,246,789
|
|
|
|
|
*
|
Non-income producing.
|
|
(1)
|
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $0 or 0.0% of net
assets.
|
|
Period
Acquired
|
Security Name
|
Shares/
Par Value
|
Total Cost
|
Market Value
|
|
08/2023
|
Constellation Software,
Inc. Expires
03/31/2040 Warrants
|
5,095
|
$—
|
$—
|
|
(2)
|
Investment valued using significant unobservable inputs.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
|
21
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Brazil
|
$15,570,946
|
$15,570,946
|
$—
|
$—
|
|
Canada
|
82,642,360
|
82,642,360
|
—
|
—
|
|
Chile
|
5,718,658
|
5,718,658
|
—
|
—
|
|
China
|
47,580,623
|
5,979,272
|
41,601,351
|
—
|
|
Denmark
|
16,833,940
|
—
|
16,833,940
|
—
|
|
France
|
62,482,922
|
—
|
62,482,922
|
—
|
|
Germany
|
112,514,521
|
—
|
112,514,521
|
—
|
|
Hong Kong
|
22,398,268
|
—
|
22,398,268
|
—
|
|
India
|
32,846,737
|
—
|
32,846,737
|
—
|
|
Indonesia
|
9,107,700
|
9,107,700
|
—
|
—
|
|
Italy
|
29,538,623
|
—
|
29,538,623
|
—
|
|
Japan
|
143,254,751
|
—
|
143,254,751
|
—
|
|
Netherlands
|
37,216,361
|
—
|
37,216,361
|
—
|
|
Singapore
|
7,557,425
|
—
|
7,557,425
|
—
|
|
South Africa
|
15,017,957
|
—
|
15,017,957
|
—
|
|
South Korea
|
6,015,115
|
—
|
6,015,115
|
—
|
|
Spain
|
13,954,287
|
—
|
13,954,287
|
—
|
|
Switzerland
|
27,360,542
|
—
|
27,360,542
|
—
|
|
Taiwan
|
32,590,760
|
—
|
32,590,760
|
—
|
|
Thailand
|
8,992,448
|
—
|
8,992,448
|
—
|
|
United Kingdom
|
95,751,780
|
—
|
95,751,780
|
—
|
|
United States
|
56,351,480
|
18,722,432
|
37,629,048
|
—
|
|
Warrants
|
—
|
—
|
—
|
—
|
|
Short-Term Investments
|
3,624,978
|
—
|
3,624,978
|
—
|
|
Total
|
$884,923,182
|
$137,741,368
|
$747,181,814
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
22
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.2%
|
|||
|
|
Banks - 0.6%
|
||
|
31,071
|
M&T Bank Corp.
|
$5,534,366
|
|
|
|
Capital Goods - 11.4%
|
||
|
16,058
|
Acuity Brands, Inc.
|
4,422,213
|
|
|
27,748
|
Axon Enterprise, Inc.*
|
11,088,101
|
|
|
87,433
|
Fortive Corp.
|
6,901,087
|
|
|
142,988
|
Graco, Inc.
|
12,512,880
|
|
|
40,440
|
IDEX Corp.
|
8,674,380
|
|
|
84,983
|
Ingersoll Rand, Inc.
|
8,341,931
|
|
|
21,938
|
Lennox International, Inc.
|
13,256,914
|
|
|
20,509
|
Lincoln Electric Holdings, Inc.
|
3,938,138
|
|
|
105,014
|
Vertiv Holdings Co. Class A
|
10,447,843
|
|
|
16,624
|
Watsco, Inc.
|
8,177,013
|
|
|
58,403
|
Westinghouse Air Brake Technologies Corp.
|
10,615,913
|
|
|
|
|
|
98,376,413
|
|
|
Commercial & Professional Services - 2.4%
|
||
|
96,185
|
Copart, Inc.*
|
5,040,094
|
|
|
161,257
|
Dayforce, Inc.*
|
9,876,991
|
|
|
122,388
|
Rollins, Inc.
|
6,190,385
|
|
|
|
|
|
21,107,470
|
|
|
Consumer Discretionary Distribution & Retail - 4.7%
|
||
|
93,982
|
CarMax, Inc.*
|
7,272,327
|
|
|
66,572
|
Floor & Decor Holdings, Inc. Class A*
|
8,266,246
|
|
|
9,262
|
O'Reilly Automotive, Inc.*
|
10,666,119
|
|
|
4,265
|
Pool Corp.
|
1,607,052
|
|
|
293,727
|
Valvoline, Inc.*
|
12,292,475
|
|
|
|
|
|
40,104,219
|
|
|
Consumer Durables & Apparel - 3.6%
|
||
|
72,874
|
Deckers Outdoor Corp.*
|
11,619,759
|
|
|
2,000
|
NVR, Inc.*
|
19,623,600
|
|
|
|
|
|
31,243,359
|
|
|
Consumer Services - 6.5%
|
||
|
68,255
|
Choice Hotels International, Inc.(1)
|
8,893,627
|
|
|
20,836
|
Domino's Pizza, Inc.
|
8,962,397
|
|
|
59,867
|
DoorDash, Inc. Class A*
|
8,544,817
|
|
|
477,930
|
DraftKings, Inc. Class A*
|
18,734,856
|
|
|
69,806
|
Hyatt Hotels Corp. Class A
|
10,624,473
|
|
|
|
|
|
55,760,170
|
|
|
Consumer Staples Distribution & Retail - 0.3%
|
||
|
6,949
|
Casey's General Stores, Inc.
|
2,610,809
|
|
|
|
Energy - 3.9%
|
||
|
198,544
|
Antero Resources Corp.*
|
5,688,286
|
|
|
165,861
|
EQT Corp.
|
6,077,147
|
|
|
146,649
|
Targa Resources Corp.
|
21,705,518
|
|
|
|
|
|
33,470,951
|
|
|
Equity Real Estate Investment Trusts (REITs) - 1.2%
|
||
|
74,547
|
Lamar Advertising Co. Class A, REIT
|
9,959,479
|
|
|
|
Financial Services - 9.4%
|
||
|
26,460
|
Credit Acceptance Corp.*
|
11,732,893
|
|
|
82,487
|
Hamilton Lane, Inc. Class A
|
13,889,986
|
|
|
39,101
|
Morningstar, Inc.
|
12,477,911
|
|
|
371,373
|
Rocket Cos., Inc. Class A*
|
7,126,648
|
|
|
134,344
|
Tradeweb Markets, Inc. Class A
|
16,614,323
|
|
|
92,315
|
WEX, Inc.*
|
19,361,225
|
|
|
|
|
|
81,202,986
|
|
|
Food, Beverage & Tobacco - 1.2%
|
||
|
134,766
|
Celsius Holdings, Inc.*
|
4,226,262
|
|
|
52,725
|
Post Holdings, Inc.*
|
6,102,918
|
|
|
|
|
|
10,329,180
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.2% - (continued)
|
|||
|
|
Health Care Equipment & Services - 6.2%
|
||
|
121,497
|
Acadia Healthcare Co., Inc.*
|
$7,704,125
|
|
|
71,675
|
Dexcom, Inc.*
|
4,805,092
|
|
|
71,694
|
Inspire Medical Systems, Inc.*
|
15,131,019
|
|
|
25,291
|
Molina Healthcare, Inc.*
|
8,714,267
|
|
|
80,399
|
Veeva Systems, Inc. Class A*
|
16,873,338
|
|
|
|
|
|
53,227,841
|
|
|
Household & Personal Products - 0.8%
|
||
|
60,807
|
elf Beauty, Inc.*
|
6,629,787
|
|
|
|
Insurance - 2.3%
|
||
|
8,372
|
Markel Group, Inc.*
|
13,132,152
|
|
|
60,812
|
W.R. Berkley Corp.
|
3,449,865
|
|
|
1,816
|
White Mountains Insurance Group Ltd.
|
3,080,299
|
|
|
|
|
|
19,662,316
|
|
|
Materials - 0.8%
|
||
|
49,256
|
Ball Corp.
|
3,344,975
|
|
|
123,840
|
Element Solutions, Inc.
|
3,363,494
|
|
|
7,441
|
FMC Corp.
|
490,660
|
|
|
|
|
|
7,199,129
|
|
|
Media & Entertainment - 2.7%
|
||
|
305,982
|
Pinterest, Inc. Class A*
|
9,904,637
|
|
|
125,688
|
Trade Desk, Inc. Class A*
|
13,781,689
|
|
|
|
|
|
23,686,326
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 10.7%
|
||
|
153,000
|
Apellis Pharmaceuticals, Inc.*
|
4,412,520
|
|
|
92,236
|
Bio-Techne Corp.
|
7,372,424
|
|
|
220,991
|
Exact Sciences Corp.*
|
15,053,907
|
|
|
22,004
|
ICON PLC*
|
6,321,969
|
|
|
10,130
|
Mettler-Toledo International, Inc.*
|
15,191,961
|
|
|
45,062
|
Neurocrine Biosciences, Inc.*
|
5,192,044
|
|
|
122,934
|
PTC Therapeutics, Inc.*
|
4,560,851
|
|
|
31,740
|
Sarepta Therapeutics, Inc.*
|
3,964,009
|
|
|
199,026
|
Ultragenyx Pharmaceutical, Inc.*
|
11,055,894
|
|
|
22,097
|
United Therapeutics Corp.*
|
7,918,460
|
|
|
30,598
|
Waters Corp.*
|
11,011,914
|
|
|
|
|
|
92,055,953
|
|
|
Semiconductors & Semiconductor Equipment - 7.0%
|
||
|
37,802
|
Enphase Energy, Inc.*
|
4,272,382
|
|
|
75,323
|
Entegris, Inc.
|
8,476,097
|
|
|
25,580
|
Lattice Semiconductor Corp.*
|
1,357,531
|
|
|
104,559
|
MKS Instruments, Inc.
|
11,366,609
|
|
|
27,251
|
Monolithic Power Systems, Inc.
|
25,193,550
|
|
|
42,506
|
Onto Innovation, Inc.*
|
8,822,545
|
|
|
20,111
|
Rambus, Inc.*
|
849,086
|
|
|
|
|
|
60,337,800
|
|
|
Software & Services - 16.0%
|
||
|
69,218
|
CyberArk Software Ltd.*
|
20,184,661
|
|
|
173,901
|
Datadog, Inc. Class A*
|
20,009,049
|
|
|
148,326
|
Dynatrace, Inc.*
|
7,930,991
|
|
|
9,143
|
Fair Isaac Corp.*
|
17,769,603
|
|
|
7,518
|
Guidewire Software, Inc.*
|
1,375,343
|
|
|
22,053
|
HubSpot, Inc.*
|
11,723,375
|
|
|
466,011
|
Informatica, Inc. Class A*
|
11,780,758
|
|
|
55,422
|
MongoDB, Inc.*
|
14,983,338
|
|
|
90,037
|
PTC, Inc.*
|
16,266,084
|
|
|
12,578
|
Tyler Technologies, Inc.*
|
7,342,030
|
|
|
287,558
|
Unity Software, Inc.*
|
6,504,562
|
|
|
9,581
|
VeriSign, Inc.*
|
1,820,007
|
|
|
|
|
|
137,689,801
|
|
|
23
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.2% - (continued)
|
|||
|
|
Technology Hardware & Equipment - 1.0%
|
||
|
18,070
|
CDW Corp.
|
$4,089,241
|
|
|
136,783
|
Flex Ltd.*
|
4,572,656
|
|
|
|
|
|
8,661,897
|
|
|
Transportation - 3.2%
|
||
|
104,521
|
Expeditors International of Washington, Inc.
|
13,734,060
|
|
|
14,336
|
Saia, Inc.*
|
6,268,559
|
|
|
103,868
|
U-Haul Holding Co.
|
7,478,496
|
|
|
|
|
|
27,481,115
|
|
|
Utilities - 3.3%
|
||
|
51,407
|
Atmos Energy Corp.
|
7,130,665
|
|
|
174,436
|
NiSource, Inc.
|
6,044,208
|
|
|
123,945
|
Vistra Corp.
|
14,692,440
|
|
|
5,896
|
WEC Energy Group, Inc.
|
567,077
|
|
|
|
|
|
28,434,390
|
|
|
Total Common Stocks
(cost $586,382,850)
|
|
$854,765,757
|
|
SHORT-TERM INVESTMENTS - 0.9%
|
|||
|
|
Repurchase Agreements - 0.1%
|
||
|
$ 1,125,815
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%, due
on 10/01/2024 with a maturity value of
$1,125,967; collateralized by U.S. Treasury
Note at 3.50%, maturing 09/30/2026, with a
market value of $1,148,464
|
$1,125,815
|
|
|
|
Securities Lending Collateral - 0.8%
|
||
|
1,116,890
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(2)
|
1,116,890
|
|
|
3,722,965
|
HSBC U.S. Government Money Market Fund,
Institutional Class, 4.86%(2)
|
3,722,965
|
|
|
1,116,889
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(2)
|
1,116,889
|
|
|
1,116,889
|
Morgan Stanley Institutional Liquidity Funds,
Government Portfolio, Institutional Class,
4.85%(2)
|
1,116,889
|
|
|
|
|
|
7,073,633
|
|
|
Total Short-Term Investments
(cost $8,199,448)
|
$8,199,448
|
|
|
|
Total Investments
(cost $594,582,298)
|
100.1
%
|
$862,965,205
|
|
|
Other Assets and Liabilities
|
(0.1
)%
|
(1,233,498
)
|
|
|
Net Assets
|
100.0
%
|
$861,731,707
|
|
*
|
Non-income producing.
|
|
(1)
|
Represents entire or partial securities on loan.
|
|
(2)
|
Current yield as of period end.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
|
24
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Banks
|
$5,534,366
|
$5,534,366
|
$—
|
$—
|
|
Capital Goods
|
98,376,413
|
98,376,413
|
—
|
—
|
|
Commercial & Professional Services
|
21,107,470
|
21,107,470
|
—
|
—
|
|
Consumer Discretionary Distribution & Retail
|
40,104,219
|
40,104,219
|
—
|
—
|
|
Consumer Durables & Apparel
|
31,243,359
|
31,243,359
|
—
|
—
|
|
Consumer Services
|
55,760,170
|
55,760,170
|
—
|
—
|
|
Consumer Staples Distribution & Retail
|
2,610,809
|
2,610,809
|
—
|
—
|
|
Energy
|
33,470,951
|
33,470,951
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
9,959,479
|
9,959,479
|
—
|
—
|
|
Financial Services
|
81,202,986
|
81,202,986
|
—
|
—
|
|
Food, Beverage & Tobacco
|
10,329,180
|
10,329,180
|
—
|
—
|
|
Health Care Equipment & Services
|
53,227,841
|
53,227,841
|
—
|
—
|
|
Household & Personal Products
|
6,629,787
|
6,629,787
|
—
|
—
|
|
Insurance
|
19,662,316
|
19,662,316
|
—
|
—
|
|
Materials
|
7,199,129
|
7,199,129
|
—
|
—
|
|
Media & Entertainment
|
23,686,326
|
23,686,326
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
92,055,953
|
92,055,953
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
60,337,800
|
60,337,800
|
—
|
—
|
|
Software & Services
|
137,689,801
|
137,689,801
|
—
|
—
|
|
Technology Hardware & Equipment
|
8,661,897
|
8,661,897
|
—
|
—
|
|
Transportation
|
27,481,115
|
27,481,115
|
—
|
—
|
|
Utilities
|
28,434,390
|
28,434,390
|
—
|
—
|
|
Short-Term Investments
|
8,199,448
|
7,073,633
|
1,125,815
|
—
|
|
Total
|
$862,965,205
|
$861,839,390
|
$1,125,815
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
25
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.2%
|
|||
|
|
Automobiles & Components - 2.2%
|
||
|
65,248
|
Modine Manufacturing Co.*
|
$8,664,282
|
|
|
23,448
|
Patrick Industries, Inc.
|
3,338,292
|
|
|
59,316
|
Visteon Corp.*
|
5,649,256
|
|
|
|
|
|
17,651,830
|
|
|
Banks - 1.5%
|
||
|
136,849
|
Synovus Financial Corp.
|
6,085,675
|
|
|
70,231
|
Triumph Financial, Inc.*
|
5,586,174
|
|
|
|
|
|
11,671,849
|
|
|
Capital Goods - 15.2%
|
||
|
48,016
|
Applied Industrial Technologies, Inc.
|
10,713,810
|
|
|
181,758
|
AZEK Co., Inc.*
|
8,506,274
|
|
|
85,688
|
Bloom Energy Corp. Class A*(1)
|
904,865
|
|
|
38,511
|
Boise Cascade Co.
|
5,429,281
|
|
|
75,367
|
Chart Industries, Inc.*(1)
|
9,356,059
|
|
|
226,766
|
Fluor Corp.*
|
10,819,006
|
|
|
116,279
|
FTAI Aviation Ltd.
|
15,453,479
|
|
|
736,476
|
Hillman Solutions Corp.*
|
7,777,187
|
|
|
74,194
|
John Bean Technologies Corp.
|
7,308,851
|
|
|
32,921
|
Moog, Inc. Class A
|
6,650,701
|
|
|
143,542
|
NEXTracker, Inc. Class A*
|
5,379,954
|
|
|
143,306
|
Rush Enterprises, Inc. Class A
|
7,570,856
|
|
|
64,824
|
SPX Technologies, Inc.*
|
10,336,835
|
|
|
69,784
|
Tecnoglass, Inc.
|
4,791,370
|
|
|
153,867
|
WillScot Holdings Corp.*
|
5,785,399
|
|
|
109,811
|
Zurn Elkay Water Solutions Corp.
|
3,946,607
|
|
|
|
|
|
120,730,534
|
|
|
Commercial & Professional Services - 5.4%
|
||
|
266,128
|
ACV Auctions, Inc. Class A*
|
5,410,382
|
|
|
10,759
|
CACI International, Inc. Class A*
|
5,428,561
|
|
|
56,867
|
Casella Waste Systems, Inc. Class A*
|
5,657,698
|
|
|
4,671
|
Clean Harbors, Inc.*
|
1,129,027
|
|
|
57,006
|
Dayforce, Inc.*
|
3,491,618
|
|
|
25,249
|
Huron Consulting Group, Inc.*
|
2,744,566
|
|
|
15,630
|
Insperity, Inc.
|
1,375,440
|
|
|
104,301
|
KBR, Inc.
|
6,793,124
|
|
|
404,376
|
Verra Mobility Corp.*
|
11,245,697
|
|
|
|
|
|
43,276,113
|
|
|
Consumer Discretionary Distribution & Retail - 3.2%
|
||
|
48,680
|
Abercrombie & Fitch Co. Class A*
|
6,810,332
|
|
|
31,768
|
Boot Barn Holdings, Inc.*
|
5,314,151
|
|
|
123,708
|
Chewy, Inc. Class A*
|
3,623,408
|
|
|
32,557
|
Five Below, Inc.*
|
2,876,411
|
|
|
123,118
|
Wayfair, Inc. Class A*
|
6,916,769
|
|
|
|
|
|
25,541,071
|
|
|
Consumer Durables & Apparel - 5.3%
|
||
|
15,519
|
Cavco Industries, Inc.*
|
6,645,856
|
|
|
64,346
|
Century Communities, Inc.
|
6,626,351
|
|
|
33,206
|
Installed Building Products, Inc.
|
8,177,642
|
|
|
63,574
|
PVH Corp.
|
6,410,166
|
|
|
110,778
|
Smith Douglas Homes Corp.*
|
4,185,193
|
|
|
208,727
|
VF Corp.
|
4,164,104
|
|
|
138,035
|
YETI Holdings, Inc.*
|
5,663,576
|
|
|
|
|
|
41,872,888
|
|
|
Consumer Services - 0.7%
|
||
|
76,567
|
Wyndham Hotels & Resorts, Inc.
|
5,982,945
|
|
|
|
Energy - 2.9%
|
||
|
82,112
|
Cactus, Inc. Class A
|
4,899,623
|
|
|
28,539
|
Gulfport Energy Corp.*
|
4,319,378
|
|
|
64,751
|
Kodiak Gas Services, Inc.
|
1,877,779
|
|
|
88,831
|
Matador Resources Co.
|
4,390,028
|
|
|
80,505
|
Valaris Ltd.*
|
4,488,154
|
|
|
36,334
|
Weatherford International PLC
|
3,085,483
|
|
|
|
|
|
23,060,445
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.2% - (continued)
|
|||
|
|
Equity Real Estate Investment Trusts (REITs) - 2.4%
|
||
|
202,724
|
CareTrust, Inc. REIT
|
$6,256,062
|
|
|
178,266
|
Phillips Edison & Co., Inc. REIT
|
6,722,411
|
|
|
55,987
|
Ryman Hospitality Properties, Inc. REIT
|
6,004,046
|
|
|
|
|
|
18,982,519
|
|
|
Financial Services - 5.5%
|
||
|
27,177
|
Evercore, Inc. Class A
|
6,885,021
|
|
|
56,844
|
Hamilton Lane, Inc. Class A
|
9,571,961
|
|
|
239,451
|
Remitly Global, Inc.*
|
3,206,249
|
|
|
182,155
|
StepStone Group, Inc. Class A
|
10,351,869
|
|
|
77,621
|
Stifel Financial Corp.
|
7,288,612
|
|
|
29,264
|
WEX, Inc.*
|
6,137,539
|
|
|
|
|
|
43,441,251
|
|
|
Food, Beverage & Tobacco - 0.9%
|
||
|
50,265
|
Freshpet, Inc.*
|
6,874,744
|
|
|
|
Health Care Equipment & Services - 10.2%
|
||
|
82,165
|
Acadia Healthcare Co., Inc.*
|
5,210,083
|
|
|
128,857
|
AtriCure, Inc.*
|
3,613,150
|
|
|
54,018
|
Encompass Health Corp.
|
5,220,300
|
|
|
87,077
|
Ensign Group, Inc.
|
12,523,414
|
|
|
55,085
|
Glaukos Corp.*
|
7,176,474
|
|
|
118,307
|
Haemonetics Corp.*
|
9,509,517
|
|
|
67,261
|
HealthEquity, Inc.*
|
5,505,313
|
|
|
225,644
|
Hims & Hers Health, Inc.*
|
4,156,362
|
|
|
21,297
|
Inspire Medical Systems, Inc.*
|
4,494,732
|
|
|
54,312
|
iRhythm Technologies, Inc.*
|
4,032,123
|
|
|
182,425
|
Option Care Health, Inc.*
|
5,709,902
|
|
|
123,955
|
RadNet, Inc.*
|
8,601,237
|
|
|
33,260
|
TransMedics Group, Inc.*
|
5,221,820
|
|
|
|
|
|
80,974,427
|
|
|
Household & Personal Products - 1.9%
|
||
|
112,581
|
BellRing Brands, Inc.*
|
6,835,918
|
|
|
65,052
|
Inter Parfums, Inc.
|
8,422,933
|
|
|
|
|
|
15,258,851
|
|
|
Insurance - 0.6%
|
||
|
2,992
|
White Mountains Insurance Group Ltd.
|
5,075,030
|
|
|
|
Materials - 4.4%
|
||
|
104,034
|
ATI, Inc.*
|
6,960,915
|
|
|
152,974
|
Axalta Coating Systems Ltd.*
|
5,536,129
|
|
|
95,934
|
Cabot Corp.
|
10,722,543
|
|
|
82,406
|
Commercial Metals Co.
|
4,529,034
|
|
|
80,811
|
FMC Corp.
|
5,328,677
|
|
|
18,480
|
Louisiana-Pacific Corp.
|
1,985,861
|
|
|
|
|
|
35,063,159
|
|
|
Media & Entertainment - 0.2%
|
||
|
182,307
|
ZoomInfo Technologies, Inc.*
|
1,881,408
|
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 16.0%
|
||
|
99,621
|
Akero Therapeutics, Inc.*
|
2,858,127
|
|
|
194,337
|
Alkermes PLC*
|
5,439,493
|
|
|
314,394
|
Amicus Therapeutics, Inc.*
|
3,357,728
|
|
|
57,926
|
Apellis Pharmaceuticals, Inc.*
|
1,670,586
|
|
|
46,614
|
Apogee Therapeutics, Inc.*
|
2,738,106
|
|
|
132,883
|
Avidity Biosciences, Inc.*
|
6,103,316
|
|
|
56,552
|
Axsome Therapeutics, Inc.*
|
5,082,328
|
|
|
43,001
|
Bicara Therapeutics, Inc.*
|
1,095,235
|
|
|
72,472
|
Blueprint Medicines Corp.*
|
6,703,660
|
|
|
141,391
|
Celldex Therapeutics, Inc.*
|
4,805,880
|
|
|
150,148
|
Crinetics Pharmaceuticals, Inc.*
|
7,672,563
|
|
|
463,811
|
Cytek Biosciences, Inc.*
|
2,569,513
|
|
|
58,479
|
Cytokinetics, Inc.*
|
3,087,691
|
|
|
85,766
|
Denali Therapeutics, Inc.*
|
2,498,364
|
|
|
74,645
|
Disc Medicine, Inc.*
|
3,668,055
|
|
|
61,516
|
Exact Sciences Corp.*
|
4,190,470
|
|
|
|
26
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 99.2% - (continued)
|
|||
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 16.0% -
(continued)
|
||
|
1,046,936
|
Geron Corp.*
|
$4,753,089
|
|
|
73,702
|
Insmed, Inc.*
|
5,380,246
|
|
|
76,046
|
Ionis Pharmaceuticals, Inc.*
|
3,046,403
|
|
|
79,242
|
Kymera Therapeutics, Inc.*
|
3,750,524
|
|
|
81,681
|
MBX Biosciences, Inc.*
|
2,122,072
|
|
|
22,331
|
MoonLake Immunotherapeutics*
|
1,125,929
|
|
|
101,480
|
Nurix Therapeutics, Inc.*
|
2,280,256
|
|
|
24,762
|
Nuvalent, Inc. Class A*
|
2,533,153
|
|
|
52,836
|
Prothena Corp. PLC*
|
883,946
|
|
|
141,163
|
REVOLUTION Medicines, Inc.*
|
6,401,742
|
|
|
129,943
|
Rocket Pharmaceuticals, Inc.*
|
2,400,047
|
|
|
505,077
|
Savara, Inc.*
|
2,141,527
|
|
|
47,990
|
Soleno Therapeutics, Inc.*
|
2,423,015
|
|
|
57,614
|
Spyre Therapeutics, Inc.*(1)
|
1,694,428
|
|
|
55,237
|
Structure Therapeutics, Inc. ADR*
|
2,424,352
|
|
|
34,807
|
Twist Bioscience Corp.*
|
1,572,580
|
|
|
52,642
|
Ultragenyx Pharmaceutical, Inc.*
|
2,924,263
|
|
|
96,509
|
Vaxcyte, Inc.*
|
11,028,083
|
|
|
93,449
|
Veracyte, Inc.*
|
3,181,004
|
|
|
85,381
|
Zenas Biopharma, Inc.*(1)
|
1,444,647
|
|
|
|
|
|
127,052,421
|
|
|
Semiconductors & Semiconductor Equipment - 3.9%
|
||
|
46,208
|
Cirrus Logic, Inc.*
|
5,739,496
|
|
|
148,724
|
Credo Technology Group Holding Ltd.*
|
4,580,699
|
|
|
99,449
|
FormFactor, Inc.*
|
4,574,654
|
|
|
51,065
|
MKS Instruments, Inc.
|
5,551,276
|
|
|
78,780
|
Power Integrations, Inc.
|
5,051,373
|
|
|
127,076
|
Rambus, Inc.*
|
5,365,149
|
|
|
|
|
|
30,862,647
|
|
|
Software & Services - 12.3%
|
||
|
58,473
|
Agilysys, Inc.*
|
6,371,803
|
|
|
41,782
|
Alarm.com Holdings, Inc.*
|
2,284,222
|
|
|
70,156
|
Altair Engineering, Inc. Class A*
|
6,700,600
|
|
|
22,526
|
Appfolio, Inc. Class A*
|
5,302,620
|
|
|
510,748
|
Aurora Innovation, Inc.*
|
3,023,628
|
|
|
273,937
|
AvePoint, Inc.*
|
3,224,238
|
|
|
97,315
|
Blackbaud, Inc.*
|
8,240,634
|
|
|
549,314
|
CCC Intelligent Solutions Holdings, Inc.*
|
6,069,920
|
|
|
264,458
|
Clearwater Analytics Holdings, Inc. Class A*
|
6,677,565
|
|
|
337,291
|
Grid Dynamics Holdings, Inc.*
|
4,722,074
|
|
|
35,934
|
Guidewire Software, Inc.*
|
6,573,766
|
|
|
169,167
|
Informatica, Inc. Class A*
|
4,276,542
|
|
|
151,421
|
Intapp, Inc.*
|
7,242,466
|
|
|
395,781
|
Jamf Holding Corp.*
|
6,866,800
|
|
|
110,526
|
Sprout Social, Inc. Class A*
|
3,212,991
|
|
|
38,339
|
SPS Commerce, Inc.*
|
7,444,284
|
|
|
105,431
|
Varonis Systems, Inc.*
|
5,956,852
|
|
|
154,301
|
Verint Systems, Inc.*
|
3,908,444
|
|
|
|
|
|
98,099,449
|
|
|
Technology Hardware & Equipment - 3.9%
|
||
|
51,142
|
ePlus, Inc.*
|
5,029,304
|
|
|
46,488
|
Fabrinet*
|
10,991,623
|
|
|
33,039
|
Insight Enterprises, Inc.*
|
7,116,270
|
|
|
10,156
|
Littelfuse, Inc.
|
2,693,879
|
|
|
30,359
|
Novanta, Inc.*
|
5,431,832
|
|
|
|
|
|
31,262,908
|
|
|
Transportation - 0.6%
|
||
|
84,423
|
Knight-Swift Transportation Holdings, Inc.
|
4,554,621
|
|
|
|
Total Common Stocks
(cost $601,989,652)
|
|
$789,171,110
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
EXCHANGE-TRADED FUNDS - 0.2%
|
|||
|
|
Other Investment Pools & Funds - 0.2%
|
||
|
5,407
|
iShares Russell 2000 Growth ETF (1)
|
$1,535,588
|
|
|
|
Total Exchange-Traded Funds
(cost $1,417,683)
|
|
$1,535,588
|
|
|
Total Long-Term Investments
(cost $603,407,335)
|
|
$790,706,698
|
|
SHORT-TERM INVESTMENTS - 1.7%
|
|||
|
|
Repurchase Agreements - 0.1%
|
||
|
$ 901,419
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%, due
on 10/01/2024 with a maturity value of
$901,541; collateralized by U.S. Treasury
Note at 3.50%, maturing 09/30/2026, with a
market value of $919,467
|
$901,419
|
|
|
|
Securities Lending Collateral - 1.6%
|
||
|
1,948,671
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(2)
|
1,948,671
|
|
|
6,495,567
|
HSBC U.S. Government Money Market Fund,
Institutional Class, 4.86%(2)
|
6,495,567
|
|
|
1,948,670
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(2)
|
1,948,670
|
|
|
1,948,670
|
Morgan Stanley Institutional Liquidity Funds,
Government Portfolio, Institutional Class,
4.85%(2)
|
1,948,670
|
|
|
|
|
|
12,341,578
|
|
|
Total Short-Term Investments
(cost $13,242,997)
|
$13,242,997
|
|
|
|
Total Investments
(cost $616,650,332)
|
101.1
%
|
$803,949,695
|
|
|
Other Assets and Liabilities
|
(1.1
)%
|
(8,524,179
)
|
|
|
Net Assets
|
100.0
%
|
$795,425,516
|
|
*
|
Non-income producing.
|
|
(1)
|
Represents entire or partial securities on loan.
|
|
(2)
|
Current yield as of period end.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
|
27
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Automobiles & Components
|
$17,651,830
|
$17,651,830
|
$—
|
$—
|
|
Banks
|
11,671,849
|
11,671,849
|
—
|
—
|
|
Capital Goods
|
120,730,534
|
120,730,534
|
—
|
—
|
|
Commercial & Professional Services
|
43,276,113
|
43,276,113
|
—
|
—
|
|
Consumer Discretionary Distribution & Retail
|
25,541,071
|
25,541,071
|
—
|
—
|
|
Consumer Durables & Apparel
|
41,872,888
|
41,872,888
|
—
|
—
|
|
Consumer Services
|
5,982,945
|
5,982,945
|
—
|
—
|
|
Energy
|
23,060,445
|
23,060,445
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
18,982,519
|
18,982,519
|
—
|
—
|
|
Financial Services
|
43,441,251
|
43,441,251
|
—
|
—
|
|
Food, Beverage & Tobacco
|
6,874,744
|
6,874,744
|
—
|
—
|
|
Health Care Equipment & Services
|
80,974,427
|
80,974,427
|
—
|
—
|
|
Household & Personal Products
|
15,258,851
|
15,258,851
|
—
|
—
|
|
Insurance
|
5,075,030
|
5,075,030
|
—
|
—
|
|
Materials
|
35,063,159
|
35,063,159
|
—
|
—
|
|
Media & Entertainment
|
1,881,408
|
1,881,408
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
127,052,421
|
127,052,421
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
30,862,647
|
30,862,647
|
—
|
—
|
|
Software & Services
|
98,099,449
|
98,099,449
|
—
|
—
|
|
Technology Hardware & Equipment
|
31,262,908
|
31,262,908
|
—
|
—
|
|
Transportation
|
4,554,621
|
4,554,621
|
—
|
—
|
|
Exchange-Traded Funds
|
1,535,588
|
1,535,588
|
—
|
—
|
|
Short-Term Investments
|
13,242,997
|
12,341,578
|
901,419
|
—
|
|
Total
|
$803,949,695
|
$803,048,276
|
$901,419
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
28
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.4%
|
|||
|
|
Automobiles & Components - 0.6%
|
||
|
28,160
|
Visteon Corp.*
|
$2,681,958
|
|
|
|
Banks - 1.0%
|
||
|
144,763
|
Cadence Bank
|
4,610,702
|
|
|
|
Capital Goods - 18.1%
|
||
|
16,221
|
Acuity Brands, Inc.
|
4,467,101
|
|
|
164,329
|
Ameresco, Inc. Class A*
|
6,234,642
|
|
|
58,782
|
Applied Industrial Technologies, Inc.
|
13,116,028
|
|
|
212,803
|
AZEK Co., Inc.*
|
9,959,180
|
|
|
13,978
|
Comfort Systems USA, Inc.
|
5,456,312
|
|
|
30,069
|
Curtiss-Wright Corp.
|
9,883,380
|
|
|
226,216
|
Fluor Corp.*
|
10,792,765
|
|
|
25,266
|
Middleby Corp.*
|
3,515,259
|
|
|
69,922
|
NEXTracker, Inc. Class A*
|
2,620,677
|
|
|
95,264
|
Rush Enterprises, Inc. Class A
|
5,032,797
|
|
|
248,696
|
Shoals Technologies Group, Inc. Class A*
|
1,395,185
|
|
|
210,641
|
Zurn Elkay Water Solutions Corp.
|
7,570,437
|
|
|
|
|
|
80,043,763
|
|
|
Commercial & Professional Services - 7.5%
|
||
|
109,434
|
Aris Water Solutions, Inc. Class A
|
1,846,152
|
|
|
71,113
|
Casella Waste Systems, Inc. Class A*
|
7,075,032
|
|
|
231,200
|
ExlService Holdings, Inc.*
|
8,820,280
|
|
|
38,187
|
TriNet Group, Inc.
|
3,702,993
|
|
|
430,121
|
Verra Mobility Corp.*
|
11,961,665
|
|
|
|
|
|
33,406,122
|
|
|
Consumer Discretionary Distribution & Retail - 3.5%
|
||
|
26,437
|
Abercrombie & Fitch Co. Class A*
|
3,698,536
|
|
|
35,881
|
Boot Barn Holdings, Inc.*
|
6,002,174
|
|
|
94,600
|
Global-e Online Ltd.*
|
3,636,424
|
|
|
43,094
|
Tory Burch LLC*(1)(2)
|
2,321,475
|
|
|
|
|
|
15,658,609
|
|
|
Consumer Durables & Apparel - 2.7%
|
||
|
85,140
|
Champion Homes, Inc.*
|
8,075,529
|
|
|
27,642
|
Crocs, Inc.*
|
4,002,838
|
|
|
|
|
|
12,078,367
|
|
|
Consumer Services - 5.1%
|
||
|
71,435
|
Dutch Bros, Inc. Class A*
|
2,288,063
|
|
|
43,509
|
European Wax Center, Inc. Class A*
|
295,861
|
|
|
615,683
|
Genius Sports Ltd.*
|
4,826,955
|
|
|
103,417
|
H&R Block, Inc.
|
6,572,150
|
|
|
36,978
|
Stride, Inc.*
|
3,154,593
|
|
|
13,558
|
Wingstop, Inc.
|
5,641,213
|
|
|
|
|
|
22,778,835
|
|
|
Energy - 4.4%
|
||
|
118,500
|
Cactus, Inc. Class A
|
7,070,895
|
|
|
86,349
|
Seadrill Ltd.*
|
3,431,509
|
|
|
198,969
|
Viper Energy, Inc.
|
8,975,492
|
|
|
|
|
|
19,477,896
|
|
|
Equity Real Estate Investment Trusts (REITs) - 3.1%
|
||
|
52,800
|
American Healthcare, Inc. REIT
|
1,378,080
|
|
|
145,567
|
Phillips Edison & Co., Inc. REIT
|
5,489,331
|
|
|
63,945
|
Ryman Hospitality Properties, Inc. REIT
|
6,857,462
|
|
|
|
|
|
13,724,873
|
|
|
Financial Services - 3.6%
|
||
|
22,348
|
Hamilton Lane, Inc. Class A
|
3,763,180
|
|
|
162,499
|
Hannon Armstrong Sustainable Infrastructure
Capital, Inc. REIT
|
5,601,340
|
|
|
49,967
|
PJT Partners, Inc. Class A
|
6,662,600
|
|
|
|
|
|
16,027,120
|
|
|
Health Care Equipment & Services - 11.4%
|
||
|
49,991
|
Acadia Healthcare Co., Inc.*
|
3,169,929
|
|
|
219,700
|
Alignment Healthcare, Inc.*
|
2,596,854
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.4% - (continued)
|
|||
|
|
Health Care Equipment & Services - 11.4% - (continued)
|
||
|
52,252
|
Glaukos Corp.*
|
$6,807,391
|
|
|
69,685
|
Haemonetics Corp.*
|
5,601,280
|
|
|
53,641
|
HealthEquity, Inc.*
|
4,390,516
|
|
|
233,768
|
Hims & Hers Health, Inc.*
|
4,306,007
|
|
|
23,212
|
Inspire Medical Systems, Inc.*
|
4,898,893
|
|
|
179,311
|
PROCEPT BioRobotics Corp.*
|
14,366,397
|
|
|
27,007
|
TransMedics Group, Inc.*
|
4,240,099
|
|
|
|
|
|
50,377,366
|
|
|
Household & Personal Products - 1.7%
|
||
|
74,108
|
BellRing Brands, Inc.*
|
4,499,838
|
|
|
26,935
|
elf Beauty, Inc.*
|
2,936,723
|
|
|
|
|
|
7,436,561
|
|
|
Insurance - 1.2%
|
||
|
361,768
|
SiriusPoint Ltd.*
|
5,187,753
|
|
|
|
Materials - 2.7%
|
||
|
105,687
|
Cabot Corp.
|
11,812,636
|
|
|
|
Media & Entertainment - 2.6%
|
||
|
126,930
|
Cargurus, Inc.*
|
3,811,708
|
|
|
120,806
|
Criteo SA ADR*
|
4,861,233
|
|
|
59,022
|
Ziff Davis, Inc.*
|
2,872,011
|
|
|
|
|
|
11,544,952
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 15.1%
|
||
|
69,819
|
Akero Therapeutics, Inc.*
|
2,003,107
|
|
|
30,774
|
Apellis Pharmaceuticals, Inc.*
|
887,522
|
|
|
41,783
|
Apogee Therapeutics, Inc.*
|
2,454,333
|
|
|
61,183
|
Avidity Biosciences, Inc.*
|
2,810,135
|
|
|
38,343
|
Blueprint Medicines Corp.*
|
3,546,728
|
|
|
88,178
|
Celldex Therapeutics, Inc.*
|
2,997,170
|
|
|
81,775
|
Crinetics Pharmaceuticals, Inc.*
|
4,178,703
|
|
|
48,427
|
Cytokinetics, Inc.*
|
2,556,946
|
|
|
44,371
|
Disc Medicine, Inc.*
|
2,180,391
|
|
|
472,642
|
Geron Corp.*
|
2,145,795
|
|
|
113,432
|
Immatics NV*
|
1,294,259
|
|
|
27,764
|
Immunocore Holdings PLC ADR*
|
864,293
|
|
|
50,376
|
Insmed, Inc.*
|
3,677,448
|
|
|
39,140
|
Intellia Therapeutics, Inc.*
|
804,327
|
|
|
47,966
|
Intra-Cellular Therapies, Inc.*
|
3,509,672
|
|
|
38,502
|
Kymera Therapeutics, Inc.*
|
1,822,300
|
|
|
56,584
|
Longboard Pharmaceuticals, Inc.*
|
1,885,945
|
|
|
45,740
|
Merus NV*
|
2,285,170
|
|
|
102,024
|
Nurix Therapeutics, Inc.*
|
2,292,479
|
|
|
13,100
|
Nuvalent, Inc. Class A*
|
1,340,130
|
|
|
26,011
|
Prothena Corp. PLC*
|
435,164
|
|
|
48,452
|
PTC Therapeutics, Inc.*
|
1,797,569
|
|
|
82,349
|
REVOLUTION Medicines, Inc.*
|
3,734,527
|
|
|
71,297
|
Rocket Pharmaceuticals, Inc.*
|
1,316,856
|
|
|
329,652
|
Savara, Inc.*
|
1,397,724
|
|
|
39,819
|
Structure Therapeutics, Inc. ADR*
|
1,747,656
|
|
|
105,720
|
Syndax Pharmaceuticals, Inc.*
|
2,035,110
|
|
|
57,925
|
Vaxcyte, Inc.*
|
6,619,090
|
|
|
76,686
|
Verona Pharma PLC ADR*
|
2,206,256
|
|
|
|
|
|
66,826,805
|
|
|
Semiconductors & Semiconductor Equipment - 2.9%
|
||
|
30,527
|
MKS Instruments, Inc.
|
3,318,590
|
|
|
23,623
|
SiTime Corp.*
|
4,051,581
|
|
|
38,271
|
Synaptics, Inc.*
|
2,969,064
|
|
|
11,717
|
Universal Display Corp.
|
2,459,398
|
|
|
|
|
|
12,798,633
|
|
|
Software & Services - 8.1%
|
||
|
466,676
|
AvePoint, Inc.*
|
5,492,777
|
|
|
216,249
|
Clearwater Analytics Holdings, Inc. Class A*
|
5,460,287
|
|
|
26,191
|
CyberArk Software Ltd.*
|
7,637,557
|
|
|
87,178
|
DoubleVerify Holdings, Inc.*
|
1,468,078
|
|
|
|
29
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.4% - (continued)
|
|||
|
|
Software & Services - 8.1% - (continued)
|
||
|
60,412
|
Intapp, Inc.*
|
$2,889,506
|
|
|
239,778
|
Jamf Holding Corp.*
|
4,160,148
|
|
|
18,241
|
Manhattan Associates, Inc.*
|
5,132,653
|
|
|
45,100
|
SentinelOne, Inc. Class A*
|
1,078,792
|
|
|
81,497
|
Sprout Social, Inc. Class A*
|
2,369,118
|
|
|
|
|
|
35,688,916
|
|
|
Technology Hardware & Equipment - 3.1%
|
||
|
47,817
|
Calix, Inc.*
|
1,854,821
|
|
|
33,708
|
ePlus, Inc.*
|
3,314,845
|
|
|
11,655
|
Fabrinet*
|
2,755,708
|
|
|
32,507
|
Novanta, Inc.*
|
5,816,153
|
|
|
|
|
|
13,741,527
|
|
|
Total Common Stocks
(cost $326,068,752)
|
|
$435,903,394
|
|
EXCHANGE-TRADED FUNDS - 0.2%
|
|||
|
|
Other Investment Pools & Funds - 0.2%
|
||
|
3,375
|
iShares Russell 2000 Growth ETF (3)
|
$958,500
|
|
|
|
Total Exchange-Traded Funds
(cost $847,744)
|
|
$958,500
|
|
|
Total Long-Term Investments
(cost $326,916,496)
|
|
$436,861,894
|
|
SHORT-TERM INVESTMENTS - 0.5%
|
|||
|
|
Repurchase Agreements - 0.3%
|
||
|
$ 1,192,655
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%, due
on 10/01/2024 with a maturity value of
$1,192,816; collateralized by U.S. Treasury
Bond at 1.75%, maturing 08/15/2041, with a
market value of $1,216,579
|
$1,192,655
|
|
|
|
Securities Lending Collateral - 0.2%
|
||
|
145,039
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(4)
|
145,039
|
|
|
483,465
|
HSBC U.S. Government Money Market Fund,
Institutional Class, 4.86%(4)
|
483,465
|
|
|
145,040
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(4)
|
145,040
|
|
|
145,040
|
Morgan Stanley Institutional Liquidity Funds,
Government Portfolio, Institutional Class,
4.85%(4)
|
145,040
|
|
|
|
|
|
918,584
|
|
|
Total Short-Term Investments
(cost $2,111,239)
|
$2,111,239
|
|
|
|
Total Investments
(cost $329,027,735)
|
99.1
%
|
$438,973,133
|
|
|
Other Assets and Liabilities
|
0.9
%
|
3,888,954
|
|
|
Net Assets
|
100.0
%
|
$442,862,087
|
|
*
|
Non-income producing.
|
|
(1)
|
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $2,321,475 or 0.5% of
net assets.
|
|
Period
Acquired
|
Security Name
|
Shares/
Par Value
|
Total Cost
|
Market Value
|
|
11/2013
|
Tory Burch LLC
|
43,094
|
$3,377,559
|
$2,321,475
|
|
(2)
|
Investment valued using significant unobservable inputs.
|
|
(3)
|
Represents entire or partial securities on loan.
|
|
(4)
|
Current yield as of period end.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
|
30
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Automobiles & Components
|
$2,681,958
|
$2,681,958
|
$—
|
$—
|
|
Banks
|
4,610,702
|
4,610,702
|
—
|
—
|
|
Capital Goods
|
80,043,763
|
80,043,763
|
—
|
—
|
|
Commercial & Professional Services
|
33,406,122
|
33,406,122
|
—
|
—
|
|
Consumer Discretionary Distribution & Retail
|
15,658,609
|
13,337,134
|
—
|
2,321,475
|
|
Consumer Durables & Apparel
|
12,078,367
|
12,078,367
|
—
|
—
|
|
Consumer Services
|
22,778,835
|
22,778,835
|
—
|
—
|
|
Energy
|
19,477,896
|
19,477,896
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
13,724,873
|
13,724,873
|
—
|
—
|
|
Financial Services
|
16,027,120
|
16,027,120
|
—
|
—
|
|
Health Care Equipment & Services
|
50,377,366
|
50,377,366
|
—
|
—
|
|
Household & Personal Products
|
7,436,561
|
7,436,561
|
—
|
—
|
|
Insurance
|
5,187,753
|
5,187,753
|
—
|
—
|
|
Materials
|
11,812,636
|
11,812,636
|
—
|
—
|
|
Media & Entertainment
|
11,544,952
|
11,544,952
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
66,826,805
|
66,826,805
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
12,798,633
|
12,798,633
|
—
|
—
|
|
Software & Services
|
35,688,916
|
35,688,916
|
—
|
—
|
|
Technology Hardware & Equipment
|
13,741,527
|
13,741,527
|
—
|
—
|
|
Exchange-Traded Funds
|
958,500
|
958,500
|
—
|
—
|
|
Short-Term Investments
|
2,111,239
|
918,584
|
1,192,655
|
—
|
|
Total
|
$438,973,133
|
$435,459,003
|
$1,192,655
|
$2,321,475
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
31
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.0%
|
|||
|
|
Banks - 0.5%
|
||
|
40,121
|
PNC Financial Services Group, Inc.
|
$7,416,367
|
|
|
|
Capital Goods - 10.5%
|
||
|
40,378
|
Deere & Co.
|
16,850,951
|
|
|
86,268
|
General Dynamics Corp.
|
26,070,190
|
|
|
194,709
|
Honeywell International, Inc.
|
40,248,297
|
|
|
39,472
|
Lockheed Martin Corp.
|
23,073,752
|
|
|
77,074
|
Northrop Grumman Corp.
|
40,700,467
|
|
|
|
|
|
146,943,657
|
|
|
Commercial & Professional Services - 2.2%
|
||
|
110,631
|
Automatic Data Processing, Inc.
|
30,614,917
|
|
|
|
Consumer Discretionary Distribution & Retail - 4.5%
|
||
|
68,249
|
Home Depot, Inc.
|
27,654,495
|
|
|
304,666
|
TJX Cos., Inc.
|
35,810,441
|
|
|
|
|
|
63,464,936
|
|
|
Consumer Durables & Apparel - 2.4%
|
||
|
380,465
|
NIKE, Inc. Class B
|
33,633,106
|
|
|
|
Consumer Services - 3.8%
|
||
|
172,393
|
McDonald's Corp.
|
52,495,392
|
|
|
|
Equity Real Estate Investment Trusts (REITs) - 3.1%
|
||
|
105,518
|
American Tower Corp. REIT
|
24,539,266
|
|
|
49,786
|
Public Storage REIT
|
18,115,632
|
|
|
|
|
|
42,654,898
|
|
|
Financial Services - 8.7%
|
||
|
83,515
|
American Express Co.
|
22,649,268
|
|
|
80,775
|
Mastercard, Inc. Class A
|
39,886,695
|
|
|
34,258
|
S&P Global, Inc.
|
17,698,368
|
|
|
149,079
|
Visa, Inc. Class A
|
40,989,271
|
|
|
|
|
|
121,223,602
|
|
|
Food, Beverage & Tobacco - 7.9%
|
||
|
551,099
|
Coca-Cola Co.
|
39,601,974
|
|
|
1,060,455
|
Diageo PLC
|
37,041,577
|
|
|
201,282
|
PepsiCo, Inc.
|
34,228,004
|
|
|
|
|
|
110,871,555
|
|
|
Health Care Equipment & Services - 11.7%
|
||
|
326,790
|
Abbott Laboratories
|
37,257,328
|
|
|
274,508
|
Medtronic PLC
|
24,713,955
|
|
|
140,048
|
Stryker Corp.
|
50,593,741
|
|
|
86,513
|
UnitedHealth Group, Inc.
|
50,582,421
|
|
|
|
|
|
163,147,445
|
|
|
Household & Personal Products - 4.7%
|
||
|
267,103
|
Colgate-Palmolive Co.
|
27,727,962
|
|
|
219,419
|
Procter & Gamble Co.
|
38,003,371
|
|
|
|
|
|
65,731,333
|
|
|
Insurance - 4.7%
|
||
|
115,711
|
Chubb Ltd.
|
33,369,896
|
|
|
141,647
|
Marsh & McLennan Cos., Inc.
|
31,600,029
|
|
|
|
|
|
64,969,925
|
|
|
Materials - 5.0%
|
||
|
104,241
|
Ecolab, Inc.
|
26,615,855
|
|
|
89,818
|
Linde PLC
|
42,830,611
|
|
|
|
|
|
69,446,466
|
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 7.4%
|
||
|
172,958
|
Danaher Corp.
|
48,085,783
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 98.0% - (continued)
|
|||
|
|
Pharmaceuticals, Biotechnology & Life Sciences - 7.4% - (continued)
|
||
|
187,413
|
Johnson & Johnson
|
$30,372,151
|
|
|
155,074
|
Merck & Co., Inc.
|
17,610,203
|
|
|
239,136
|
Pfizer, Inc.
|
6,920,596
|
|
|
|
|
|
102,988,733
|
|
|
Semiconductors & Semiconductor Equipment - 2.9%
|
||
|
194,263
|
Texas Instruments, Inc.
|
40,128,908
|
|
|
|
Software & Services - 8.4%
|
||
|
117,254
|
Accenture PLC Class A
|
41,446,944
|
|
|
32,176
|
Intuit, Inc.
|
19,981,296
|
|
|
128,021
|
Microsoft Corp.
|
55,087,436
|
|
|
|
|
|
116,515,676
|
|
|
Technology Hardware & Equipment - 3.9%
|
||
|
233,302
|
Apple, Inc.
|
54,359,366
|
|
|
|
Transportation - 5.7%
|
||
|
255,821
|
Canadian National Railway Co.
|
29,956,281
|
|
|
123,828
|
Union Pacific Corp.
|
30,521,125
|
|
|
143,411
|
United Parcel Service, Inc. Class B
|
19,552,656
|
|
|
|
|
|
80,030,062
|
|
|
Total Common Stocks
(cost $692,800,601)
|
|
$1,366,636,344
|
|
SHORT-TERM INVESTMENTS - 0.4%
|
|||
|
|
Repurchase Agreements - 0.4%
|
||
|
$ 5,660,890
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value
of $5,661,656; collateralized by
U.S. Treasury Bond at 1.75%, maturing
08/15/2041, with a market value of
$5,774,200
|
$5,660,890
|
|
|
|
Total Short-Term Investments
(cost $5,660,890)
|
$5,660,890
|
|
|
|
Total Investments
(cost $698,461,491)
|
98.4
%
|
$1,372,297,234
|
|
|
Other Assets and Liabilities
|
1.6
%
|
22,954,765
|
|
|
Net Assets
|
100.0
%
|
$1,395,251,999
|
|
|
32
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Common Stocks
|
|
|
|
|
|
Banks
|
$7,416,367
|
$7,416,367
|
$—
|
$—
|
|
Capital Goods
|
146,943,657
|
146,943,657
|
—
|
—
|
|
Commercial & Professional Services
|
30,614,917
|
30,614,917
|
—
|
—
|
|
Consumer Discretionary Distribution & Retail
|
63,464,936
|
63,464,936
|
—
|
—
|
|
Consumer Durables & Apparel
|
33,633,106
|
33,633,106
|
—
|
—
|
|
Consumer Services
|
52,495,392
|
52,495,392
|
—
|
—
|
|
Equity Real Estate Investment Trusts (REITs)
|
42,654,898
|
42,654,898
|
—
|
—
|
|
Financial Services
|
121,223,602
|
121,223,602
|
—
|
—
|
|
Food, Beverage & Tobacco
|
110,871,555
|
73,829,978
|
37,041,577
|
—
|
|
Health Care Equipment & Services
|
163,147,445
|
163,147,445
|
—
|
—
|
|
Household & Personal Products
|
65,731,333
|
65,731,333
|
—
|
—
|
|
Insurance
|
64,969,925
|
64,969,925
|
—
|
—
|
|
Materials
|
69,446,466
|
69,446,466
|
—
|
—
|
|
Pharmaceuticals, Biotechnology & Life Sciences
|
102,988,733
|
102,988,733
|
—
|
—
|
|
Semiconductors & Semiconductor Equipment
|
40,128,908
|
40,128,908
|
—
|
—
|
|
Software & Services
|
116,515,676
|
116,515,676
|
—
|
—
|
|
Technology Hardware & Equipment
|
54,359,366
|
54,359,366
|
—
|
—
|
|
Transportation
|
80,030,062
|
80,030,062
|
—
|
—
|
|
Short-Term Investments
|
5,660,890
|
—
|
5,660,890
|
—
|
|
Total
|
$1,372,297,234
|
$1,329,594,767
|
$42,702,467
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
33
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5%
|
|||
|
|
Asset-Backed - Automobile - 1.6%
|
||
|
$ 1,315,000
|
American Credit Acceptance Receivables
Trust 6.09%, 11/12/2027(1)
|
$1,320,917
|
|
|
1,618,083
|
ARI Fleet Lease Trust 5.41%, 02/17/2032(1)
|
1,622,279
|
|
|
|
Avis Budget Rental Car Funding
AESOP LLC
|
|
|
|
1,220,000
|
5.36%, 06/20/2030(1)
|
1,253,215
|
|
|
645,000
|
5.58%, 12/20/2030(1)
|
658,968
|
|
|
1,510,000
|
5.90%, 08/21/2028(1)
|
1,562,181
|
|
|
2,065,365
|
Carvana Auto Receivables Trust 4.13%,
04/12/2027
|
2,057,362
|
|
|
1,766,147
|
Chesapeake Funding II LLC 5.65%,
05/15/2035(1)
|
1,781,386
|
|
|
1,238,073
|
CPS Auto Receivables Trust 5.91%,
08/16/2027(1)
|
1,241,408
|
|
|
1,470,000
|
Credit Acceptance Auto Loan Trust 5.68%,
03/15/2034(1)
|
1,497,210
|
|
|
1,135,000
|
DT Auto Owner Trust 5.41%, 02/15/2029(1)
|
1,137,113
|
|
|
|
Enterprise Fleet Financing LLC
|
|
|
|
630,000
|
5.16%, 09/20/2030(1)
|
646,486
|
|
|
1,580,000
|
5.42%, 10/22/2029(1)
|
1,611,311
|
|
|
106,295
|
Exeter Automobile Receivables Trust
2.73%, 12/15/2025(1)
|
106,203
|
|
|
|
Flagship Credit Auto Trust
|
|
|
|
2,031,000
|
4.69%, 07/17/2028(1)
|
2,024,193
|
|
|
570,000
|
5.05%, 01/18/2028(1)
|
571,915
|
|
|
222,323
|
GLS Auto Receivables Issuer Trust 4.92%,
01/15/2027(1)
|
222,187
|
|
|
3,980,000
|
Hertz Vehicle Financing III LLC 5.94%,
02/25/2028(1)
|
4,078,748
|
|
|
179,641
|
Prestige Auto Receivables Trust 1.62%,
11/16/2026(1)
|
179,366
|
|
|
|
Santander Drive Auto Receivables Trust
|
|
|
|
1,210,000
|
4.98%, 02/15/2028
|
1,210,917
|
|
|
2,000,000
|
5.61%, 07/17/2028
|
2,025,786
|
|
|
985,000
|
SFS Auto Receivables Securitization Trust
5.71%, 01/22/2030(1)
|
1,018,528
|
|
|
46,252
|
Tricolor Auto Securitization Trust 6.48%,
08/17/2026(1)
|
46,268
|
|
|
655,000
|
Westlake Automobile Receivables Trust
5.41%, 01/18/2028(1)
|
658,245
|
|
|
1,090,000
|
World Omni Auto Receivables Trust 5.03%,
05/15/2029
|
1,106,073
|
|
|
|
|
|
29,638,265
|
|
|
Asset-Backed - Home Equity - 0.3%
|
||
|
714,977
|
Fieldstone Mortgage Investment Trust
5.51%, 05/25/2036, 1 mo. USD Term
SOFR + 0.65%(2)
|
529,311
|
|
|
|
GSAA Home Equity Trust
|
|
|
|
4,167,672
|
5.13%, 02/25/2037, 1 mo. USD Term
SOFR + 0.27%(2)
|
1,177,327
|
|
|
1,854,019
|
5.33%, 11/25/2036, 1 mo. USD Term
SOFR + 0.47%(2)
|
424,296
|
|
|
479,603
|
5.98%, 06/25/2036(3)
|
118,958
|
|
|
2,252,592
|
GSAMP Trust 5.06%, 01/25/2037, 1 mo.
USD Term SOFR + 0.20%(2)
|
1,350,948
|
|
|
52,402
|
Morgan Stanley ABS Capital I, Inc. Trust
5.27%, 06/25/2036, 1 mo. USD Term
SOFR + 0.41%(2)
|
44,672
|
|
|
1,147,249
|
Morgan Stanley Mortgage Loan Trust
5.31%, 11/25/2036, 1 mo. USD Term
SOFR + 0.45%(2)
|
320,071
|
|
|
334,944
|
Securitized Asset-Backed Receivables LLC
Trust 5.15%, 07/25/2036, 1 mo. USD
Term SOFR + 0.29%(2)
|
118,281
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5% - (continued)
|
|||
|
|
Asset-Backed - Home Equity - 0.3% - (continued)
|
||
|
|
Soundview Home Loan Trust
|
|
|
|
$ 1,436,111
|
5.15%, 07/25/2037, 1 mo. USD Term
SOFR + 0.29%(2)
|
$1,302,531
|
|
|
302,156
|
5.47%, 11/25/2036, 1 mo. USD Term
SOFR + 0.61%(2)
|
283,989
|
|
|
|
|
|
5,670,384
|
|
|
Asset-Backed - Student Loan - 0.2%
|
||
|
|
Navient Private Education Refi Loan Trust
|
|
|
|
1,608,994
|
1.11%, 02/18/2070(1)
|
1,422,968
|
|
|
2,036,639
|
5.51%, 10/15/2071(1)
|
2,082,376
|
|
|
|
|
|
3,505,344
|
|
|
Commercial Mortgage-Backed Securities - 4.5%
|
||
|
1,688,000
|
280 Park Avenue Mortgage Trust 7.54%,
09/15/2034, 1 mo. USD Term SOFR +
2.42%(1)(2)
|
1,561,504
|
|
|
2,220,000
|
Aligned Data Centers Issuer LLC 6.00%,
08/17/2048(1)
|
2,264,726
|
|
|
|
BBCMS Mortgage Trust
|
|
|
|
23,430,191
|
1.61%, 02/15/2050(3)(4)
|
619,761
|
|
|
7,945,255
|
1.86%, 02/15/2057(3)(4)
|
841,932
|
|
|
925,000
|
3.66%, 04/15/2055(3)
|
862,216
|
|
|
2,740,000
|
5.40%, 09/15/2057
|
2,894,752
|
|
|
|
Benchmark Mortgage Trust
|
|
|
|
17,172,435
|
0.60%, 07/15/2051(3)(4)
|
232,388
|
|
|
7,636,831
|
0.66%, 01/15/2051(3)(4)
|
109,050
|
|
|
8,208,502
|
1.21%, 08/15/2052(3)(4)
|
280,604
|
|
|
21,428,024
|
1.38%, 03/15/2062(3)(4)
|
977,516
|
|
|
10,327,533
|
1.62%, 01/15/2054(3)(4)
|
750,136
|
|
|
2,654,977
|
1.91%, 07/15/2053(3)(4)
|
148,850
|
|
|
3,395,000
|
BOCA Commercial Mortgage Trust 7.44%,
08/15/2041, 1 mo. USD Term SOFR +
2.34%(1)(2)
|
3,390,754
|
|
|
2,335,000
|
BPR Trust 8.33%, 08/15/2039, 1 mo. USD
Term SOFR + 3.23%(1)(2)
|
2,324,784
|
|
|
|
BX Trust
|
|
|
|
3,958,030
|
7.55%, 08/15/2039, 1 mo. USD Term
SOFR + 2.45%(1)(2)
|
3,967,925
|
|
|
328,000
|
8.14%, 03/15/2041, 1 mo. USD Term
SOFR + 3.04%(1)(2)
|
328,615
|
|
|
2,920,000
|
CAMB Commercial Mortgage Trust 7.94%,
12/15/2037, 1 mo. USD Term SOFR +
2.85%(1)(2)
|
2,890,972
|
|
|
3,173,671
|
CD Mortgage Trust 2.46%, 08/10/2049
|
3,043,409
|
|
|
|
CF Hippolyta Issuer LLC
|
|
|
|
381,691
|
1.53%, 03/15/2061(1)
|
358,514
|
|
|
905,504
|
1.69%, 07/15/2060(1)
|
876,176
|
|
|
1,020,315
|
1.99%, 07/15/2060(1)
|
924,603
|
|
|
579,438
|
5.97%, 08/15/2062(1)
|
582,406
|
|
|
|
Citigroup Commercial Mortgage Trust
|
|
|
|
19,273,404
|
1.14%, 04/10/2048(3)(4)
|
35,546
|
|
|
2,357,000
|
4.15%, 11/15/2049(3)
|
1,873,212
|
|
|
|
Commercial Mortgage Trust
|
|
|
|
841,000
|
2.82%, 01/10/2039(1)
|
781,024
|
|
|
55,051
|
2.85%, 10/15/2045
|
51,522
|
|
|
860,000
|
4.08%, 01/10/2039(1)(3)
|
759,256
|
|
|
5,322
|
Credit Suisse First Boston Mortgage
Securities Corp. 4.88%, 04/15/2037
|
5,295
|
|
|
|
CSAIL Commercial Mortgage Trust
|
|
|
|
44,937,766
|
0.84%, 06/15/2057(3)(4)
|
102,081
|
|
|
2,081,828
|
1.03%, 11/15/2048(3)(4)
|
13,778
|
|
|
6,786,590
|
2.02%, 01/15/2049(3)(4)
|
123,573
|
|
|
4,195,937
|
DBJPM Mortgage Trust 1.82%,
09/15/2053(3)(4)
|
201,084
|
|
|
|
DC Trust
|
|
|
|
760,000
|
5.93%, 04/13/2040(1)(3)
|
774,694
|
|
|
|
34
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5% - (continued)
|
|||
|
|
Commercial Mortgage-Backed Securities - 4.5% - (continued)
|
||
|
$ 380,000
|
7.29%, 04/13/2040(1)(3)
|
$389,124
|
|
|
2,360,000
|
GS Mortgage Securities Corp. II 5.89%,
03/10/2041(1)(3)
|
2,362,921
|
|
|
4,323,778
|
GS Mortgage Securities Corp. Trust 2.95%,
11/05/2034(1)
|
3,569,187
|
|
|
|
GS Mortgage Securities Trust
|
|
|
|
627,634
|
0.09%, 08/10/2044(1)(3)(4)
|
6
|
|
|
1,917,361
|
0.37%, 07/10/2046(3)(4)
|
19
|
|
|
2,215,000
|
5.13%, 04/10/2047(1)(3)
|
1,737,750
|
|
|
|
HTL Commercial Mortgage Trust
|
|
|
|
1,065,000
|
6.77%, 05/10/2039(1)(3)
|
1,095,586
|
|
|
585,000
|
7.32%, 05/10/2039(1)(3)
|
598,936
|
|
|
|
JP Morgan Chase Commercial Mortgage
Securities Trust
|
|
|
|
1,269,449
|
2.73%, 10/15/2045(1)(3)
|
1,112,338
|
|
|
1,400,000
|
2.81%, 01/16/2037(1)
|
1,232,014
|
|
|
1,290,924
|
3.69%, 12/15/2047(1)(3)
|
799,657
|
|
|
|
JPMBB Commercial Mortgage Securities
Trust
|
|
|
|
2,857,190
|
0.63%, 09/15/2047(3)(4)
|
28
|
|
|
3,453,558
|
0.67%, 05/15/2048(3)(4)
|
7,104
|
|
|
|
Morgan Stanley Bank of America Merrill
Lynch Trust
|
|
|
|
5,745,905
|
1.06%, 12/15/2047(3)(4)
|
142
|
|
|
1,230,162
|
1.10%, 10/15/2048(3)(4)
|
3,767
|
|
|
|
Morgan Stanley Capital I Trust
|
|
|
|
6,589,734
|
1.45%, 06/15/2050(3)(4)
|
146,508
|
|
|
1,645,000
|
3.91%, 09/09/2032(1)
|
1,431,150
|
|
|
1,460,000
|
5.11%, 07/15/2049(1)(3)
|
1,256,294
|
|
|
82,680
|
5.25%, 10/12/2052(1)(3)
|
31,816
|
|
|
3,150,000
|
New Economy Assets Phase 1
Sponsor LLC 1.91%, 10/20/2061(1)
|
2,903,019
|
|
|
1,890,000
|
NJ Trust 6.70%, 01/06/2029(1)(3)
|
2,004,721
|
|
|
3,315,000
|
Retained Vantage Data Centers Issuer LLC
5.00%, 09/15/2048(1)
|
3,297,010
|
|
|
790,000
|
SFAVE Commercial Mortgage Securities
Trust 3.87%, 01/05/2043(1)(3)
|
683,472
|
|
|
5,410,000
|
SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)
|
5,042,730
|
|
|
|
Stack Infrastructure Issuer LLC
|
|
|
|
1,880,000
|
5.90%, 07/25/2048(1)
|
1,919,726
|
|
|
1,010,000
|
5.90%, 03/25/2049(1)
|
1,036,477
|
|
|
3,530,000
|
TYSN Mortgage Trust 6.80%,
12/10/2033(1)(3)
|
3,730,996
|
|
|
3,212,209
|
UBS Commercial Mortgage Trust 1.21%,
08/15/2050(3)(4)
|
75,444
|
|
|
|
Wells Fargo Commercial Mortgage Trust
|
|
|
|
24,133,516
|
1.02%, 09/15/2057(3)(4)
|
127,191
|
|
|
12,370,933
|
1.12%, 05/15/2048(3)(4)
|
7,961
|
|
|
3,085,000
|
2.94%, 10/15/2049
|
2,976,282
|
|
|
430,000
|
4.22%, 05/15/2048(3)
|
395,476
|
|
|
|
Wells Fargo NA
|
|
|
|
19,757,821
|
0.70%, 11/15/2062(3)(4)
|
507,632
|
|
|
9,611,238
|
0.75%, 11/15/2062(3)(4)
|
276,981
|
|
|
32,294,972
|
0.84%, 11/15/2050(3)(4)
|
588,808
|
|
|
3,641,747
|
0.90%, 11/15/2054(3)(4)
|
71,635
|
|
|
17,635,095
|
0.93%, 09/15/2062(3)(4)
|
577,810
|
|
|
33,437,578
|
0.99%, 01/15/2063(3)(4)
|
1,217,616
|
|
|
12,500,676
|
1.03%, 05/15/2062(3)(4)
|
414,321
|
|
|
5,542,083
|
1.20%, 02/15/2056(3)(4)
|
333,550
|
|
|
20,463,836
|
1.88%, 03/15/2063(3)(4)
|
1,684,262
|
|
|
710,000
|
WFRBS Commercial Mortgage Trust 5.00%,
06/15/2044(1)(3)
|
493,457
|
|
|
|
|
|
81,093,582
|
|
|
Other Asset-Backed Securities - 4.5%
|
||
|
362,376
|
AASET Trust 3.35%, 01/16/2040(1)
|
344,287
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5% - (continued)
|
|||
|
|
Other Asset-Backed Securities - 4.5% - (continued)
|
||
|
$ 1,535,000
|
Affirm Asset Securitization Trust 6.61%,
01/18/2028(1)
|
$1,540,879
|
|
|
3,285,000
|
Battalion CLO 18 Ltd. 7.47%, 03/13/2037,
3 mo. USD Term SOFR + 2.20%(1)(2)
|
3,282,796
|
|
|
2,590,000
|
Benefit Street Partners CLO XXXI Ltd.
7.63%, 04/25/2036, 3 mo. USD Term
SOFR + 2.35%(1)(2)
|
2,609,814
|
|
|
3,755,039
|
Cirrus Funding Ltd. 4.80%, 01/25/2037(1)
|
3,731,506
|
|
|
690,000
|
CNH Equipment Trust 4.77%, 10/15/2030
|
699,095
|
|
|
4,485,000
|
Columbia Cent CLO 27 Ltd. 6.74%,
01/25/2035, 3 mo. USD Term SOFR +
1.45%(1)(2)
|
4,486,987
|
|
|
1,150,000
|
DLLAA LLC 5.64%, 02/22/2028(1)
|
1,176,728
|
|
|
|
Domino's Pizza Master Issuer LLC
|
|
|
|
2,256,200
|
2.66%, 04/25/2051(1)
|
2,077,642
|
|
|
1,392,000
|
3.67%, 10/25/2049(1)
|
1,322,853
|
|
|
3,103,063
|
4.12%, 07/25/2048(1)
|
3,078,013
|
|
|
3,085,000
|
Elmwood CLO 19 Ltd. 7.69%, 10/17/2036,
3 mo. USD Term SOFR + 2.40%(1)(2)
|
3,115,995
|
|
|
2,155,000
|
Elmwood CLO 23 Ltd. 7.54%, 04/16/2036,
3 mo. USD Term SOFR + 2.25%(1)(2)
|
2,166,990
|
|
|
4,834,493
|
FirstKey Homes Trust 4.25%, 07/17/2039(1)
|
4,782,150
|
|
|
1,830,000
|
Golub Capital Partners CLO 68B Ltd.
8.08%, 07/25/2036, 3 mo. USD Term
SOFR + 2.80%(1)(2)
|
1,855,821
|
|
|
1,390,000
|
Invesco U.S. CLO Ltd. 7.58%, 04/21/2036,
3 mo. USD Term SOFR + 2.30%(1)(2)
|
1,397,406
|
|
|
1,725,000
|
Madison Park Funding LXVII Ltd. 6.80%,
04/25/2037, 3 mo. USD Term SOFR +
1.51%(1)(2)
|
1,728,246
|
|
|
264,045
|
NRZ Excess Spread-Collateralized Notes
3.84%, 12/25/2025(1)
|
259,106
|
|
|
3,005,000
|
Octagon 61 Ltd. 7.63%, 04/20/2036, 3 mo.
USD Term SOFR + 2.35%(1)(2)
|
3,011,879
|
|
|
|
Progress Residential Trust
|
|
|
|
3,286,441
|
1.51%, 10/17/2038(1)
|
3,104,318
|
|
|
1,106,417
|
3.20%, 04/17/2039(1)
|
1,071,738
|
|
|
1,796,018
|
4.30%, 03/17/2040(1)
|
1,776,355
|
|
|
862,042
|
4.45%, 06/17/2039(1)
|
857,972
|
|
|
1,391,511
|
4.75%, 10/27/2039(1)
|
1,400,558
|
|
|
4,490,000
|
RR 23 Ltd. 7.95%, 10/15/2035, 3 mo. USD
Term SOFR + 2.65%(1)(2)
|
4,512,176
|
|
|
355,841
|
Sapphire Aviation Finance II Ltd. 3.23%,
03/15/2040(1)
|
326,623
|
|
|
1,060,000
|
SCF Equipment Leasing LLC 5.56%,
04/20/2032(1)
|
1,099,500
|
|
|
1,910,000
|
Subway Funding LLC 6.03%, 07/30/2054(1)
|
1,969,537
|
|
|
1,435,000
|
Summit Issuer LLC 2.29%, 12/20/2050(1)
|
1,385,865
|
|
|
6,615,000
|
Symphony CLO XXV Ltd. 6.52%,
04/19/2034, 3 mo. USD Term SOFR +
1.24%(1)(2)
|
6,617,520
|
|
|
2,580,000
|
Texas Debt Capital CLO Ltd. 7.58%,
04/20/2036, 3 mo. USD Term SOFR +
2.30%(1)(2)
|
2,593,700
|
|
|
3,148,861
|
Tricon Residential Trust 4.85%,
07/17/2040(1)
|
3,205,415
|
|
|
4,529,283
|
Wellfleet CLO X Ltd. 6.71%, 07/20/2032,
3 mo. USD Term SOFR + 1.43%(1)(2)
|
4,534,686
|
|
|
1,939,346
|
Wendy's Funding LLC 3.88%, 03/15/2048(1)
|
1,881,114
|
|
|
1,359,300
|
Wingstop Funding LLC 2.84%,
12/05/2050(1)
|
1,277,697
|
|
|
|
|
|
80,282,967
|
|
|
Whole Loan Collateral CMO - 7.4%
|
||
|
|
Angel Oak Mortgage Trust
|
|
|
|
1,108,494
|
0.91%, 01/25/2066(1)(3)
|
964,045
|
|
|
|
35
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5% - (continued)
|
|||
|
|
Whole Loan Collateral CMO - 7.4% - (continued)
|
||
|
$ 655,022
|
0.99%, 04/25/2053(1)(3)
|
$618,711
|
|
|
1,027,843
|
0.99%, 04/25/2066(1)(3)
|
894,152
|
|
|
1,693,218
|
1.82%, 11/25/2066(1)(3)
|
1,503,040
|
|
|
1,105,748
|
Arroyo Mortgage Trust 3.35%,
04/25/2049(1)(3)
|
1,075,177
|
|
|
|
Banc of America Funding Trust
|
|
|
|
482,084
|
5.68%, 05/20/2047, 1 mo. USD Term
SOFR + 0.71%(2)
|
440,491
|
|
|
1,875,468
|
5.77%, 05/25/2037(3)
|
1,657,265
|
|
|
73,704
|
6.35%, 01/25/2037(5)
|
68,197
|
|
|
425,305
|
BCAP LLC Trust 5.33%, 03/25/2037, 1 mo.
USD Term SOFR + 0.47%(2)
|
376,208
|
|
|
383,579
|
Bear Stearns ALT-A Trust 5.47%,
01/25/2036, 1 mo. USD Term SOFR +
0.61%(2)
|
362,128
|
|
|
90,039
|
Bear Stearns ARM Trust 7.08%,
10/25/2035, 1 yr. USD CMT + 2.30%(2)
|
85,479
|
|
|
157,744
|
Bear Stearns Mortgage Funding Trust
5.33%, 10/25/2036, 1 mo. USD Term
SOFR + 0.47%(2)
|
141,592
|
|
|
|
BRAVO Residential Funding Trust
|
|
|
|
582,091
|
0.94%, 02/25/2049(1)(3)
|
528,759
|
|
|
461,719
|
0.97%, 03/25/2060(1)(3)
|
438,897
|
|
|
|
CHL Mortgage Pass-Through Trust
|
|
|
|
196,000
|
4.48%, 11/20/2035(3)
|
178,726
|
|
|
862,217
|
4.84%, 09/25/2047(3)
|
793,116
|
|
|
|
COLT Mortgage Loan Trust
|
|
|
|
1,693,833
|
0.91%, 06/25/2066(1)(3)
|
1,450,186
|
|
|
3,984,560
|
1.11%, 10/25/2066(1)(3)
|
3,392,723
|
|
|
3,411,390
|
4.55%, 04/25/2067(1)(3)
|
3,375,305
|
|
|
|
Countrywide Alternative Loan Trust
|
|
|
|
99,370
|
5.51%, 01/25/2036, 1 mo. USD Term
SOFR + 0.65%(2)
|
88,973
|
|
|
537,849
|
5.61%, 11/25/2035, 1 mo. USD Term
SOFR + 0.75%(2)
|
444,070
|
|
|
578,083
|
5.75%, 05/25/2036
|
223,413
|
|
|
904,845
|
CSFB Mortgage-Backed Pass-Through
Certificates 5.50%, 06/25/2035
|
663,520
|
|
|
|
CSMC Trust
|
|
|
|
1,545,041
|
0.94%, 05/25/2066(1)(3)
|
1,314,900
|
|
|
1,947,218
|
1.84%, 10/25/2066(1)(3)
|
1,744,413
|
|
|
4,535,639
|
2.27%, 11/25/2066(1)(3)
|
4,119,663
|
|
|
1,198,830
|
3.25%, 04/25/2047(1)(3)
|
1,088,286
|
|
|
1,078,791
|
4.07%, 12/27/2060(1)(3)
|
1,078,398
|
|
|
651,200
|
Deephaven Residential Mortgage Trust
0.90%, 04/25/2066(1)(3)
|
575,333
|
|
|
|
Ellington Financial Mortgage Trust
|
|
|
|
705,012
|
0.93%, 06/25/2066(1)(3)
|
591,115
|
|
|
2,087,692
|
2.21%, 01/25/2067(1)(3)
|
1,836,595
|
|
|
|
Federal Home Loan Mortgage Corp.
Seasoned Credit Risk Transfer Trust
|
|
|
|
1,886,167
|
2.50%, 08/25/2059
|
1,602,957
|
|
|
1,692,557
|
3.50%, 11/25/2057
|
1,579,991
|
|
|
3,177,793
|
3.50%, 03/25/2058
|
2,903,424
|
|
|
4,550,264
|
3.50%, 07/25/2058
|
4,204,585
|
|
|
904,515
|
3.50%, 08/25/2058
|
831,180
|
|
|
3,415,813
|
3.50%, 10/25/2058
|
3,123,706
|
|
|
|
Federal National Mortgage Association
Connecticut Avenue Securities Trust
|
|
|
|
726,000
|
7.08%, 02/25/2044, 30 day USD SOFR
Average + 1.80%(1)(2)
|
729,866
|
|
|
202,923
|
7.54%, 11/25/2039, 30 day USD SOFR
Average + 2.26%(1)(2)
|
204,262
|
|
|
1,244,000
|
8.36%, 06/25/2043, 30 day USD SOFR
Average + 3.10%(1)(2)
|
1,304,341
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5% - (continued)
|
|||
|
|
Whole Loan Collateral CMO - 7.4% - (continued)
|
||
|
$ 654,800
|
8.38%, 10/25/2041, 30 day USD SOFR
Average + 3.10%(1)(2)
|
$674,735
|
|
|
1,547,000
|
8.43%, 12/25/2041, 30 day USD SOFR
Average + 3.15%(1)(2)
|
1,596,984
|
|
|
597,093
|
8.94%, 07/25/2029, 30 day USD SOFR
Average + 3.66%(2)
|
617,430
|
|
|
1,029,667
|
9.74%, 05/25/2029, 30 day USD SOFR
Average + 4.46%(2)
|
1,076,002
|
|
|
3,155,000
|
9.78%, 01/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
|
3,334,456
|
|
|
3,267,261
|
First Franklin Mortgage Loan Trust 5.45%,
04/25/2036, 1 mo. USD Term SOFR +
0.59%(2)
|
3,037,720
|
|
|
|
GCAT Trust
|
|
|
|
1,402,144
|
1.04%, 05/25/2066(1)(3)
|
1,190,786
|
|
|
1,242,943
|
1.92%, 08/25/2066(1)(3)
|
1,147,671
|
|
|
15,852
|
GMACM Mortgage Loan Trust 3.62%,
04/19/2036(3)
|
12,930
|
|
|
|
GSR Mortgage Loan Trust
|
|
|
|
610,151
|
4.61%, 01/25/2036(3)
|
538,740
|
|
|
754,903
|
5.27%, 01/25/2037, 1 mo. USD Term
SOFR + 0.41%(2)
|
172,996
|
|
|
|
HarborView Mortgage Loan Trust
|
|
|
|
485,668
|
5.46%, 01/19/2038, 1 mo. USD Term
SOFR + 0.49%(2)
|
429,754
|
|
|
1,737,921
|
5.56%, 12/19/2036, 1 mo. USD Term
SOFR + 0.59%(2)
|
1,630,363
|
|
|
4,331,460
|
Imperial Fund Mortgage Trust 3.64%,
03/25/2067(1)(5)
|
4,108,045
|
|
|
595,796
|
IndyMac INDX Mortgage Loan Trust 3.97%,
03/25/2036(3)
|
413,126
|
|
|
101,753
|
JP Morgan Mortgage Trust 5.61%,
04/25/2037(3)
|
75,814
|
|
|
|
Legacy Mortgage Asset Trust
|
|
|
|
1,040,048
|
4.75%, 04/25/2061(1)(5)
|
1,033,246
|
|
|
1,384,641
|
4.75%, 07/25/2061(1)(5)
|
1,372,742
|
|
|
511,483
|
Lehman XS Trust 5.39%, 07/25/2046, 1 mo.
USD Term SOFR + 0.53%(2)
|
457,403
|
|
|
130,393
|
MASTR Adjustable Rate Mortgages Trust
6.43%, 11/21/2034(3)
|
124,033
|
|
|
|
MFA Trust
|
|
|
|
173,410
|
1.01%, 01/26/2065(1)(3)
|
161,160
|
|
|
1,010,856
|
1.03%, 11/25/2064(1)(3)
|
894,143
|
|
|
731,032
|
1.15%, 04/25/2065(1)(3)
|
670,085
|
|
|
|
New Residential Mortgage Loan Trust
|
|
|
|
552,148
|
0.94%, 10/25/2058(1)(3)
|
515,821
|
|
|
295,008
|
2.49%, 09/25/2059(1)(3)
|
279,309
|
|
|
1,016,018
|
3.50%, 08/25/2059(1)(3)
|
959,312
|
|
|
1,201,090
|
3.75%, 11/26/2035(1)(3)
|
1,153,609
|
|
|
1,178,269
|
3.75%, 11/25/2056(1)(3)
|
1,124,710
|
|
|
1,167,428
|
4.00%, 05/25/2057(1)(3)
|
1,129,918
|
|
|
826,383
|
4.00%, 12/25/2057(1)(3)
|
806,234
|
|
|
1,177,027
|
5.72%, 01/25/2048, 1 mo. USD Term
SOFR + 0.86%(1)(2)
|
1,150,165
|
|
|
1,025,105
|
6.47%, 06/25/2057, 1 mo. USD Term
SOFR + 1.61%(1)(2)
|
1,038,254
|
|
|
2,974,508
|
NMLT Trust 1.19%, 05/25/2056(1)(3)
|
2,553,874
|
|
|
|
OBX Trust
|
|
|
|
2,427,774
|
1.05%, 07/25/2061(1)(3)
|
2,005,975
|
|
|
2,344,527
|
1.10%, 05/25/2061(1)(3)
|
1,933,643
|
|
|
3,546,640
|
2.31%, 11/25/2061(1)(3)
|
3,190,870
|
|
|
|
PRET LLC
|
|
|
|
665,548
|
2.49%, 07/25/2051(1)(5)
|
666,532
|
|
|
2,671,475
|
2.98%, 01/25/2052(1)(5)
|
2,658,548
|
|
|
1,360,163
|
4.87%, 07/25/2051(1)(5)
|
1,360,256
|
|
|
445,000
|
5.96%, 09/25/2054(1)(5)
|
444,342
|
|
|
|
36
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.5% - (continued)
|
|||
|
|
Whole Loan Collateral CMO - 7.4% - (continued)
|
||
|
$ 2,478,512
|
Pretium Mortgage Credit Partners LLC
4.99%, 02/25/2061(1)(5)
|
$2,462,181
|
|
|
|
PRPM LLC
|
|
|
|
1,363,305
|
2.49%, 10/25/2026(1)(5)
|
1,360,313
|
|
|
1,826,220
|
4.79%, 06/25/2026(1)(5)
|
1,812,199
|
|
|
1,436,871
|
4.79%, 07/25/2026(1)(5)
|
1,421,717
|
|
|
2,823,916
|
4.87%, 04/25/2026(1)(5)
|
2,803,255
|
|
|
496,404
|
5.36%, 11/25/2025(1)(5)
|
497,916
|
|
|
3,113,885
|
5.61%, 10/25/2025(1)(5)
|
3,113,889
|
|
|
318,058
|
RALI Trust 6.00%, 12/25/2035
|
272,521
|
|
|
527,307
|
RBSGC Mortgage Loan Trust 6.25%,
01/25/2037
|
500,045
|
|
|
|
Starwood Mortgage Residential Trust
|
|
|
|
451,641
|
0.94%, 05/25/2065(1)(3)
|
422,797
|
|
|
2,802,317
|
1.92%, 11/25/2066(1)(3)
|
2,466,947
|
|
|
4,939,802
|
Towd Point Mortgage Trust 2.92%,
11/30/2060(1)(3)
|
4,161,452
|
|
|
|
VCAT LLC
|
|
|
|
95,822
|
4.74%, 05/25/2051(1)(5)
|
94,888
|
|
|
242,190
|
5.12%, 03/27/2051(1)(5)
|
241,072
|
|
|
|
Verus Securitization Trust
|
|
|
|
861,330
|
0.92%, 02/25/2064(1)(3)
|
788,509
|
|
|
1,255,946
|
0.94%, 07/25/2066(1)(3)
|
1,052,754
|
|
|
744,004
|
1.03%, 02/25/2066(1)(3)
|
671,479
|
|
|
4,996,266
|
1.05%, 06/25/2066(1)(3)
|
4,366,815
|
|
|
1,879,515
|
1.82%, 11/25/2066(1)(3)
|
1,713,206
|
|
|
4,473,290
|
1.83%, 10/25/2066(1)(5)
|
4,008,435
|
|
|
628,647
|
4.13%, 02/25/2067(1)(5)
|
606,065
|
|
|
996,604
|
VOLT XCIV LLC 5.24%, 02/27/2051(1)(5)
|
997,147
|
|
|
|
WaMu Mortgage Pass-Through Certificates
Trust
|
|
|
|
540,998
|
4.24%, 06/25/2037(3)
|
469,295
|
|
|
1,248,262
|
4.39%, 12/25/2046, 1 yr. USD MTA +
0.82%(2)
|
1,041,026
|
|
|
235,820
|
5.81%, 06/25/2044, 1 mo. USD Term
SOFR + 0.95%(2)
|
223,402
|
|
|
|
|
|
133,908,249
|
|
|
Total Asset & Commercial
Mortgage-Backed Securities
(cost $350,513,688)
|
$334,098,791
|
|
|
CORPORATE BONDS - 27.7%
|
|||
|
|
Advertising - 0.1%
|
||
|
2,335,000
|
Lamar Media Corp. 3.63%, 01/15/2031
|
$2,134,067
|
|
|
|
Aerospace/Defense - 0.3%
|
||
|
1,035,000
|
BAE Systems PLC 5.13%, 03/26/2029(1)
|
1,064,361
|
|
|
|
Boeing Co.
|
|
|
|
80,000
|
2.95%, 02/01/2030
|
71,472
|
|
|
235,000
|
3.60%, 05/01/2034
|
200,406
|
|
|
105,000
|
3.75%, 02/01/2050
|
73,754
|
|
|
925,000
|
5.93%, 05/01/2060
|
887,811
|
|
|
505,000
|
6.30%, 05/01/2029(1)
|
531,028
|
|
|
555,000
|
6.39%, 05/01/2031(1)
|
589,768
|
|
|
|
L3Harris Technologies, Inc.
|
|
|
|
530,000
|
5.05%, 06/01/2029
|
545,730
|
|
|
1,230,000
|
5.35%, 06/01/2034
|
1,278,291
|
|
|
845,000
|
Northrop Grumman Corp. 5.15%,
05/01/2040
|
857,439
|
|
|
|
|
|
6,100,060
|
|
|
Agriculture - 0.3%
|
||
|
1,025,000
|
BAT Capital Corp. 5.83%, 02/20/2031
|
1,086,521
|
|
|
|
Philip Morris International, Inc.
|
|
|
|
1,715,000
|
5.13%, 02/15/2030
|
1,778,024
|
|
|
530,000
|
5.13%, 02/13/2031
|
550,264
|
|
|
425,000
|
5.38%, 02/15/2033
|
444,100
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Agriculture - 0.3% - (continued)
|
||
|
$ 215,000
|
5.63%, 11/17/2029
|
$228,115
|
|
|
1,190,000
|
5.63%, 09/07/2033
|
1,265,689
|
|
|
|
|
|
5,352,713
|
|
|
Apparel - 0.3%
|
||
|
550,000
|
Hanesbrands, Inc. 4.88%, 05/15/2026(1)
|
545,122
|
|
|
|
Tapestry, Inc.
|
|
|
|
355,000
|
7.05%, 11/27/2025
|
362,010
|
|
|
940,000
|
7.35%, 11/27/2028
|
987,494
|
|
|
244,000
|
7.70%, 11/27/2030
|
262,650
|
|
|
3,550,000
|
William Carter Co. 5.63%, 03/15/2027(1)
|
3,542,335
|
|
|
|
|
|
5,699,611
|
|
|
Beverages - 0.0%
|
||
|
150,000
|
Bacardi Ltd./Bacardi-Martini BV 5.25%,
01/15/2029(1)
|
153,780
|
|
|
|
Biotechnology - 0.2%
|
||
|
1,315,000
|
Amgen, Inc. 5.25%, 03/02/2033
|
1,367,787
|
|
|
|
Royalty Pharma PLC
|
|
|
|
2,900,000
|
2.15%, 09/02/2031
|
2,469,394
|
|
|
105,000
|
2.20%, 09/02/2030
|
91,911
|
|
|
560,000
|
5.15%, 09/02/2029
|
574,156
|
|
|
|
|
|
4,503,248
|
|
|
Chemicals - 0.2%
|
||
|
|
Celanese U.S. Holdings LLC
|
|
|
|
1,240,000
|
6.17%, 07/15/2027
|
1,284,262
|
|
|
465,000
|
6.55%, 11/15/2030
|
500,890
|
|
|
1,730,000
|
OCP SA 6.75%, 05/02/2034(1)
|
1,856,809
|
|
|
|
|
|
3,641,961
|
|
|
Commercial Banks - 6.6%
|
||
|
1,400,000
|
ABN AMRO Bank NV 6.34%, 09/18/2027,
(6.34% fixed rate until 09/18/2026; 1 yr.
USD CMT + 1.65% thereafter)(1)(6)
|
1,449,148
|
|
|
EUR
800,000
|
Banca Comerciala Romana SA 7.63%,
05/19/2027, (7.63% fixed rate until
05/19/2026; 3 mo. EURIBOR + 4.54%
thereafter)(6)(7)
|
936,893
|
|
|
1,575,000
|
Banca Transilvania SA 8.88%, 04/27/2027,
(8.88% fixed rate until 04/27/2026; 1 yr.
EURIBOR ICE Swap + 5.58%
thereafter)(6)(7)
|
1,855,047
|
|
|
$ 800,000
|
Banco Santander SA 5.44%, 07/15/2031
|
835,903
|
|
|
|
Bank of America Corp.
|
|
|
|
1,050,000
|
1.90%, 07/23/2031, (1.90% fixed rate
until 07/23/2030; 6 mo. USD SOFR +
1.53% thereafter)(6)
|
910,151
|
|
|
940,000
|
1.92%, 10/24/2031, (1.92% fixed rate
until 10/24/2030; 6 mo. USD SOFR +
1.37% thereafter)(6)
|
809,185
|
|
|
1,925,000
|
2.30%, 07/21/2032, (2.30% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.22% thereafter)(6)
|
1,664,953
|
|
|
165,000
|
2.57%, 10/20/2032, (2.57% fixed rate
until 10/20/2031; 6 mo. USD SOFR +
1.21% thereafter)(6)
|
144,546
|
|
|
1,410,000
|
2.59%, 04/29/2031, (2.59% fixed rate
until 04/29/2030; 6 mo. USD SOFR +
2.15% thereafter)(6)
|
1,278,083
|
|
|
5,370,000
|
2.69%, 04/22/2032, (2.69% fixed rate
until 04/22/2031; 6 mo. USD SOFR +
1.32% thereafter)(6)
|
4,784,976
|
|
|
1,475,000
|
3.19%, 07/23/2030, (3.19% fixed rate
until 07/23/2029; 3 mo. USD Term
SOFR + 1.44% thereafter)(6)
|
1,394,913
|
|
|
|
37
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Commercial Banks - 6.6% - (continued)
|
||
|
$ 395,000
|
4.95%, 07/22/2028, (4.95% fixed rate
until 07/22/2027; 6 mo. USD SOFR +
2.04% thereafter)(6)
|
$401,978
|
|
|
210,000
|
5.20%, 04/25/2029, (5.20% fixed rate
until 04/25/2028; 6 mo. USD SOFR +
1.63% thereafter)(6)
|
215,830
|
|
|
795,000
|
5.47%, 01/23/2035, (5.47% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.65% thereafter)(6)
|
834,199
|
|
|
1,035,000
|
5.93%, 09/15/2027, (5.93% fixed rate
until 09/15/2026; 6 mo. USD SOFR +
1.34% thereafter)(6)
|
1,065,572
|
|
|
|
Bank of Ireland Group PLC
|
|
|
|
2,610,000
|
5.60%, 03/20/2030, (5.60% fixed rate
until 03/20/2029; 6 mo. USD SOFR +
1.62% thereafter)(1)(6)
|
2,707,641
|
|
|
3,685,000
|
6.25%, 09/16/2026, (6.25% fixed rate
until 09/16/2025; 1 yr. USD CMT +
2.65% thereafter)(1)(6)
|
3,734,719
|
|
|
|
Bank of New York Mellon Corp.
|
|
|
|
420,000
|
4.98%, 03/14/2030, (4.98% fixed rate
until 03/14/2029; 6 mo. USD SOFR +
1.09% thereafter)(6)
|
433,453
|
|
|
875,000
|
5.06%, 07/22/2032, (5.06% fixed rate
until 07/22/2031; 6 mo. USD SOFR +
1.23% thereafter)(6)
|
904,756
|
|
|
815,000
|
5.19%, 03/14/2035, (5.19% fixed rate
until 03/14/2034; 6 mo. USD SOFR +
1.42% thereafter)(6)
|
845,228
|
|
|
1,045,000
|
6.32%, 10/25/2029, (6.32% fixed rate
until 10/25/2028; 6 mo. USD SOFR +
1.60% thereafter)(6)
|
1,123,521
|
|
|
|
Barclays PLC
|
|
|
|
1,090,000
|
4.94%, 09/10/2030, (4.94% fixed rate
until 09/10/2029; 6 mo. USD SOFR +
1.56% thereafter)(6)
|
1,097,917
|
|
|
2,025,000
|
5.69%, 03/12/2030, (5.69% fixed rate
until 03/12/2029; 6 mo. USD SOFR +
1.74% thereafter)(6)
|
2,104,736
|
|
|
2,170,000
|
BNP Paribas SA 5.89%, 12/05/2034,
(5.89% fixed rate until 12/05/2033; 6 mo.
USD SOFR + 1.87% thereafter)(1)(6)
|
2,340,542
|
|
|
|
BPCE SA
|
|
|
|
545,000
|
5.72%, 01/18/2030, (5.72% fixed rate
until 01/18/2029; 6 mo. USD SOFR +
1.96% thereafter)(1)(6)
|
562,613
|
|
|
905,000
|
5.94%, 05/30/2035, (5.94% fixed rate
until 05/30/2034; 6 mo. USD SOFR +
1.85% thereafter)(1)(6)
|
946,451
|
|
|
1,650,000
|
6.51%, 01/18/2035, (6.51% fixed rate
until 01/18/2034; 6 mo. USD SOFR +
2.79% thereafter)(1)(6)
|
1,734,018
|
|
|
2,620,000
|
6.71%, 10/19/2029, (6.71% fixed rate
until 10/19/2028; 6 mo. USD SOFR +
2.27% thereafter)(1)(6)
|
2,798,348
|
|
|
1,195,000
|
7.00%, 10/19/2034, (7.00% fixed rate
until 10/19/2033; 6 mo. USD SOFR +
2.59% thereafter)(1)(6)
|
1,336,902
|
|
|
665,000
|
Citigroup, Inc. 5.17%, 02/13/2030, (5.17%
fixed rate until 02/13/2029; 6 mo. USD
SOFR + 1.36% thereafter)(6)
|
682,401
|
|
|
|
Citizens Financial Group, Inc.
|
|
|
|
1,020,000
|
5.72%, 07/23/2032, (5.72% fixed rate
until 07/23/2031; 6 mo. USD SOFR +
1.91% thereafter)(6)
|
1,056,907
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Commercial Banks - 6.6% - (continued)
|
||
|
$ 1,215,000
|
5.84%, 01/23/2030, (5.84% fixed rate
until 01/23/2029; 6 mo. USD SOFR +
2.01% thereafter)(6)
|
$1,263,087
|
|
|
285,000
|
6.65%, 04/25/2035, (6.65% fixed rate
until 04/25/2034; 6 mo. USD SOFR +
2.33% thereafter)(6)
|
312,181
|
|
|
365,000
|
Comerica, Inc. 5.98%, 01/30/2030, (5.98%
fixed rate until 01/30/2029; 6 mo. USD
SOFR + 2.16% thereafter)(6)
|
376,020
|
|
|
1,775,000
|
Credit Agricole SA 6.25%, 01/10/2035,
(6.25% fixed rate until 01/10/2034; 6 mo.
USD SOFR + 2.67% thereafter)(1)(6)
|
1,892,872
|
|
|
|
Danske Bank AS
|
|
|
|
655,000
|
1.62%, 09/11/2026, (1.62% fixed rate
until 09/11/2025; 1 yr. USD CMT +
1.35% thereafter)(1)(6)
|
635,303
|
|
|
540,000
|
5.71%, 03/01/2030, (5.71% fixed rate
until 03/01/2029; 1 yr. USD CMT +
1.40% thereafter)(1)(6)
|
562,568
|
|
|
|
Deutsche Bank AG
|
|
|
|
200,000
|
2.31%, 11/16/2027, (2.31% fixed rate
until 11/16/2026; 6 mo. USD SOFR +
1.22% thereafter)(6)
|
190,251
|
|
|
575,000
|
5.40%, 09/11/2035, (5.40% fixed rate
until 09/11/2034; 6 mo. USD SOFR +
2.05% thereafter)(6)
|
578,173
|
|
|
620,000
|
5.41%, 05/10/2029
|
643,803
|
|
|
|
Goldman Sachs Group, Inc.
|
|
|
|
1,930,000
|
2.38%, 07/21/2032, (2.38% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.25% thereafter)(6)
|
1,672,382
|
|
|
1,375,000
|
2.62%, 04/22/2032, (2.62% fixed rate
until 04/22/2031; 6 mo. USD SOFR +
1.28% thereafter)(6)
|
1,214,313
|
|
|
1,490,000
|
5.05%, 07/23/2030, (5.05% fixed rate
until 07/23/2029; 6 mo. USD SOFR +
1.21% thereafter)(6)
|
1,527,280
|
|
|
1,135,000
|
5.73%, 04/25/2030, (5.73% fixed rate
until 04/25/2029; 6 mo. USD SOFR +
1.27% thereafter)(6)
|
1,192,152
|
|
|
|
HSBC Holdings PLC
|
|
|
|
1,150,000
|
2.21%, 08/17/2029, (2.21% fixed rate
until 08/17/2028; 6 mo. USD SOFR +
1.29% thereafter)(6)
|
1,054,034
|
|
|
1,135,000
|
4.58%, 06/19/2029, (4.58% fixed rate
until 06/19/2028; 3 mo. USD Term
SOFR + 1.80% thereafter)(6)
|
1,136,032
|
|
|
2,185,000
|
5.40%, 08/11/2033, (5.40% fixed rate
until 08/11/2032; 6 mo. USD SOFR +
2.87% thereafter)(6)
|
2,261,441
|
|
|
1,675,000
|
5.73%, 05/17/2032, (5.73% fixed rate
until 05/17/2031; 6 mo. USD SOFR +
1.52% thereafter)(6)
|
1,763,290
|
|
|
365,000
|
5.89%, 08/14/2027, (5.89% fixed rate
until 08/14/2026; 6 mo. USD SOFR +
1.57% thereafter)(6)
|
374,873
|
|
|
865,000
|
Intesa Sanpaolo SpA 7.80%, 11/28/2053(1)
|
1,037,896
|
|
|
|
JP Morgan Chase & Co.
|
|
|
|
1,270,000
|
2.55%, 11/08/2032, (2.55% fixed rate
until 11/08/2031; 6 mo. USD SOFR +
1.18% thereafter)(6)
|
1,113,847
|
|
|
2,945,000
|
2.58%, 04/22/2032, (2.58% fixed rate
until 04/22/2031; 3 mo. USD Term
SOFR + 1.25% thereafter)(6)
|
2,623,689
|
|
|
|
38
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Commercial Banks - 6.6% - (continued)
|
||
|
$ 170,000
|
3.70%, 05/06/2030, (3.70% fixed rate
until 05/06/2029; 3 mo. USD Term
SOFR + 1.42% thereafter)(6)
|
$165,254
|
|
|
2,230,000
|
4.01%, 04/23/2029, (4.01% fixed rate
until 04/23/2028; 3 mo. USD Term
SOFR + 1.38% thereafter)(6)
|
2,205,248
|
|
|
390,000
|
4.85%, 07/25/2028, (4.85% fixed rate
until 07/25/2027; 6 mo. USD SOFR +
1.99% thereafter)(6)
|
396,330
|
|
|
1,495,000
|
5.00%, 07/22/2030, (5.00% fixed rate
until 07/22/2029; 6 mo. USD SOFR +
1.13% thereafter)(6)
|
1,537,632
|
|
|
1,340,000
|
5.30%, 07/24/2029, (5.30% fixed rate
until 07/24/2028; 6 mo. USD SOFR +
1.45% thereafter)(6)
|
1,385,818
|
|
|
2,675,000
|
5.34%, 01/23/2035, (5.34% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.62% thereafter)(6)
|
2,793,262
|
|
|
1,575,000
|
5.58%, 04/22/2030, (5.58% fixed rate
until 04/22/2029; 6 mo. USD SOFR +
1.16% thereafter)(6)
|
1,652,158
|
|
|
520,000
|
6.07%, 10/22/2027, (6.07% fixed rate
until 10/22/2026; 6 mo. USD SOFR +
1.33% thereafter)(6)
|
538,868
|
|
|
280,000
|
6.09%, 10/23/2029, (6.09% fixed rate
until 10/23/2028; 6 mo. USD SOFR +
1.57% thereafter)(6)
|
298,322
|
|
|
|
M&T Bank Corp.
|
|
|
|
570,000
|
5.05%, 01/27/2034, (5.05% fixed rate
until 01/27/2033; 6 mo. USD SOFR +
1.85% thereafter)(6)
|
564,958
|
|
|
1,335,000
|
7.41%, 10/30/2029, (7.41% fixed rate
until 10/30/2028; 6 mo. USD SOFR +
2.80% thereafter)(6)
|
1,461,627
|
|
|
1,580,000
|
Manufacturers & Traders Trust Co. 4.70%,
01/27/2028
|
1,587,594
|
|
|
EUR
1,700,000
|
mBank SA 0.97%, 09/21/2027, (0.97% fixed
rate until 09/21/2026; 3 mo. EURIBOR +
1.25% thereafter)(6)(7)
|
1,779,059
|
|
|
|
Morgan Stanley
|
|
|
|
$ 1,890,000
|
1.79%, 02/13/2032, (1.79% fixed rate
until 02/13/2031; 6 mo. USD SOFR +
1.03% thereafter)(6)
|
1,598,299
|
|
|
1,960,000
|
1.93%, 04/28/2032, (1.93% fixed rate
until 04/28/2031; 6 mo. USD SOFR +
1.02% thereafter)(6)
|
1,661,566
|
|
|
460,000
|
3.62%, 04/01/2031, (3.62% fixed rate
until 04/01/2030; 6 mo. USD SOFR +
3.12% thereafter)(6)
|
441,375
|
|
|
455,000
|
5.45%, 07/20/2029, (5.45% fixed rate
until 07/20/2028; 6 mo. USD SOFR +
1.63% thereafter)(6)
|
472,491
|
|
|
1,170,000
|
5.66%, 04/18/2030, (5.66% fixed rate
until 04/18/2029; 6 mo. USD SOFR +
1.26% thereafter)(6)
|
1,229,867
|
|
|
3,050,000
|
6.41%, 11/01/2029, (6.41% fixed rate
until 11/01/2028; 6 mo. USD SOFR +
1.83% thereafter)(6)
|
3,275,921
|
|
|
|
OTP Bank Nyrt
|
|
|
|
EUR
1,570,000
|
7.35%, 03/04/2026, (7.35% fixed rate
until 03/04/2025; 3 mo. EURIBOR +
4.52% thereafter)(6)(7)
|
1,772,849
|
|
|
$ 815,000
|
7.50%, 05/25/2027, (7.50% fixed rate
until 05/25/2026; 1 yr. USD CMT +
3.71% thereafter)(6)(7)
|
846,288
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Commercial Banks - 6.6% - (continued)
|
||
|
$ 3,485,000
|
Societe Generale SA 6.07%, 01/19/2035,
(6.07% fixed rate until 01/19/2034; 1 yr.
USD CMT + 2.10% thereafter)(1)(6)
|
$3,631,858
|
|
|
|
Standard Chartered PLC
|
|
|
|
1,115,000
|
5.91%, 05/14/2035, (5.91% fixed rate
until 05/14/2034; 1 yr. USD CMT +
1.45% thereafter)(1)(6)
|
1,175,199
|
|
|
670,000
|
7.02%, 02/08/2030, (7.02% fixed rate
until 02/08/2029; 1 yr. USD CMT +
2.20% thereafter)(1)(6)
|
728,449
|
|
|
865,000
|
7.77%, 11/16/2028, (7.77% fixed rate
until 11/16/2027; 1 yr. USD CMT +
3.45% thereafter)(1)(6)
|
943,308
|
|
|
|
UBS Group AG
|
|
|
|
575,000
|
2.10%, 02/11/2032, (2.10% fixed rate
until 02/11/2031; 1 yr. USD CMT +
1.00% thereafter)(1)(6)
|
490,173
|
|
|
865,000
|
3.09%, 05/14/2032, (3.09% fixed rate
until 05/14/2031; 6 mo. USD SOFR +
1.73% thereafter)(1)(6)
|
778,824
|
|
|
640,000
|
4.19%, 04/01/2031, (4.19% fixed rate
until 04/01/2030; 6 mo. USD SOFR +
3.73% thereafter)(1)(6)
|
624,618
|
|
|
225,000
|
4.75%, 05/12/2028, (4.75% fixed rate
until 05/12/2027; 1 yr. USD CMT +
1.75% thereafter)(1)(6)
|
226,397
|
|
|
1,090,000
|
6.25%, 09/22/2029, (6.25% fixed rate
until 09/22/2028; 1 yr. USD CMT +
1.80% thereafter)(1)(6)
|
1,156,612
|
|
|
760,000
|
6.44%, 08/11/2028, (6.44% fixed rate
until 08/11/2027; 6 mo. USD SOFR +
3.70% thereafter)(1)(6)
|
799,327
|
|
|
2,785,000
|
6.54%, 08/12/2033, (6.54% fixed rate
until 08/12/2032; 6 mo. USD SOFR +
3.92% thereafter)(1)(6)
|
3,072,278
|
|
|
|
Wells Fargo & Co.
|
|
|
|
385,000
|
2.57%, 02/11/2031, (2.57% fixed rate
until 02/11/2030; 3 mo. USD Term
SOFR + 1.26% thereafter)(6)
|
349,410
|
|
|
3,290,000
|
2.88%, 10/30/2030, (2.88% fixed rate
until 10/30/2029; 3 mo. USD Term
SOFR + 1.43% thereafter)(6)
|
3,046,778
|
|
|
2,855,000
|
3.35%, 03/02/2033, (3.35% fixed rate
until 03/02/2032; 6 mo. USD SOFR +
1.50% thereafter)(6)
|
2,608,106
|
|
|
1,705,000
|
4.90%, 07/25/2033, (4.90% fixed rate
until 07/25/2032; 6 mo. USD SOFR +
2.10% thereafter)(6)
|
1,721,983
|
|
|
100,000
|
5.39%, 04/24/2034, (5.39% fixed rate
until 04/24/2033; 6 mo. USD SOFR +
2.02% thereafter)(6)
|
103,638
|
|
|
930,000
|
5.50%, 01/23/2035, (5.50% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.78% thereafter)(6)
|
973,251
|
|
|
2,310,000
|
5.57%, 07/25/2029, (5.57% fixed rate
until 07/25/2028; 6 mo. USD SOFR +
1.74% thereafter)(6)
|
2,402,231
|
|
|
765,000
|
6.49%, 10/23/2034, (6.49% fixed rate
until 10/23/2033; 6 mo. USD SOFR +
2.06% thereafter)(6)
|
853,771
|
|
|
|
|
|
119,768,014
|
|
|
Commercial Services - 0.8%
|
||
|
1,640,000
|
Ashtead Capital, Inc. 4.38%, 08/15/2027(1)
|
1,627,350
|
|
|
|
Block, Inc.
|
|
|
|
970,000
|
3.50%, 06/01/2031
|
884,455
|
|
|
|
39
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Commercial Services - 0.8% - (continued)
|
||
|
$ 3,315,000
|
6.50%, 05/15/2032(1)
|
$3,452,019
|
|
|
|
Howard University
|
|
|
|
1,000,000
|
2.70%, 10/01/2029
|
908,746
|
|
|
1,000,000
|
2.90%, 10/01/2031
|
871,975
|
|
|
720,000
|
3.48%, 10/01/2041
|
563,761
|
|
|
|
Service Corp. International
|
|
|
|
2,500,000
|
3.38%, 08/15/2030
|
2,265,855
|
|
|
385,000
|
4.63%, 12/15/2027
|
379,884
|
|
|
1,861,000
|
5.13%, 06/01/2029
|
1,858,148
|
|
|
865,000
|
5.75%, 10/15/2032
|
870,780
|
|
|
140,000
|
United Rentals North America, Inc. 4.00%,
07/15/2030
|
132,326
|
|
|
|
|
|
13,815,299
|
|
|
Construction Materials - 0.4%
|
||
|
3,340,000
|
Builders FirstSource, Inc. 5.00%,
03/01/2030(1)
|
3,274,874
|
|
|
|
Standard Industries, Inc.
|
|
|
|
535,000
|
3.38%, 01/15/2031(1)
|
476,721
|
|
|
3,370,000
|
4.38%, 07/15/2030(1)
|
3,189,996
|
|
|
250,000
|
Trane Technologies Financing Ltd. 5.10%,
06/13/2034
|
260,289
|
|
|
|
|
|
7,201,880
|
|
|
Diversified Financial Services - 0.5%
|
||
|
|
Capital One Financial Corp.
|
|
|
|
1,090,000
|
3.27%, 03/01/2030, (3.27% fixed rate
until 03/01/2029; 6 mo. USD SOFR +
1.79% thereafter)(6)
|
1,024,241
|
|
|
540,000
|
6.31%, 06/08/2029, (6.31% fixed rate
until 06/08/2028; 6 mo. USD SOFR +
2.64% thereafter)(6)
|
568,532
|
|
|
2,830,000
|
7.62%, 10/30/2031, (7.62% fixed rate
until 10/30/2030; 6 mo. USD SOFR +
3.07% thereafter)(6)
|
3,215,726
|
|
|
1,085,000
|
Discover Financial Services 7.96%,
11/02/2034, (7.96% fixed rate until
11/02/2033; 6 mo. USD SOFR + 3.37%
thereafter)(6)
|
1,273,769
|
|
|
|
Nomura Holdings, Inc.
|
|
|
|
660,000
|
2.61%, 07/14/2031
|
573,550
|
|
|
925,000
|
5.78%, 07/03/2034
|
971,051
|
|
|
805,000
|
Synchrony Financial 5.94%, 08/02/2030,
(5.94% fixed rate until 08/02/2029; 6 mo.
USD SOFR + 2.13% thereafter)(6)(8)
|
826,658
|
|
|
|
|
|
8,453,527
|
|
|
Electric - 3.4%
|
||
|
1,235,000
|
Alabama Power Co. 3.45%, 10/01/2049
|
945,663
|
|
|
715,000
|
Ameren Corp. 5.00%, 01/15/2029
|
731,695
|
|
|
1,355,000
|
American Electric Power Co., Inc. 6.95%,
12/15/2054, (6.95% fixed rate until
09/15/2034; 5 yr. USD CMT + 2.68%
thereafter)(6)(8)
|
1,442,385
|
|
|
|
Arizona Public Service Co.
|
|
|
|
450,000
|
5.55%, 08/01/2033
|
468,696
|
|
|
345,000
|
6.35%, 12/15/2032
|
378,859
|
|
|
820,000
|
Baltimore Gas & Electric Co. 5.65%,
06/01/2054
|
881,351
|
|
|
1,225,000
|
Cleco Corporate Holdings LLC 3.38%,
09/15/2029
|
1,123,106
|
|
|
1,050,000
|
Consolidated Edison Co. of New York, Inc.
3.20%, 12/01/2051
|
748,060
|
|
|
|
Dominion Energy, Inc.
|
|
|
|
818,000
|
3.38%, 04/01/2030
|
774,818
|
|
|
65,000
|
6.30%, 03/15/2033
|
70,972
|
|
|
|
Duke Energy Carolinas LLC
|
|
|
|
105,000
|
3.55%, 03/15/2052
|
80,789
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Electric - 3.4% - (continued)
|
||
|
$ 1,320,000
|
4.25%, 12/15/2041
|
$1,195,475
|
|
|
|
Duke Energy Corp.
|
|
|
|
2,040,000
|
2.55%, 06/15/2031
|
1,803,427
|
|
|
1,160,000
|
4.50%, 08/15/2032
|
1,146,024
|
|
|
60,000
|
5.00%, 08/15/2052
|
56,853
|
|
|
180,000
|
5.45%, 06/15/2034
|
187,661
|
|
|
310,000
|
5.80%, 06/15/2054
|
326,604
|
|
|
780,000
|
Duke Energy Indiana LLC 3.25%,
10/01/2049
|
569,027
|
|
|
510,000
|
Duke Energy Ohio, Inc. 5.55%, 03/15/2054
|
532,623
|
|
|
|
Duke Energy Progress LLC
|
|
|
|
490,000
|
4.00%, 04/01/2052
|
408,800
|
|
|
670,000
|
4.38%, 03/30/2044
|
606,690
|
|
|
|
Edison International
|
|
|
|
270,000
|
4.13%, 03/15/2028
|
267,498
|
|
|
825,000
|
5.25%, 11/15/2028
|
846,162
|
|
|
3,125,000
|
6.95%, 11/15/2029
|
3,442,539
|
|
|
1,065,000
|
8.13%, 06/15/2053, (8.13% fixed rate
until 03/15/2028; 5 yr. USD CMT +
3.86% thereafter)(6)
|
1,118,531
|
|
|
755,000
|
Emera, Inc. 6.75%, 06/15/2076
|
759,254
|
|
|
2,450,000
|
Energo-Pro AS 8.50%, 02/04/2027(1)
|
2,468,890
|
|
|
500,000
|
Evergy, Inc. 2.90%, 09/15/2029
|
463,939
|
|
|
|
Eversource Energy
|
|
|
|
2,255,000
|
5.13%, 05/15/2033
|
2,291,704
|
|
|
690,000
|
5.50%, 01/01/2034
|
715,450
|
|
|
|
Georgia Power Co.
|
|
|
|
940,000
|
4.30%, 03/15/2042
|
855,156
|
|
|
250,000
|
5.25%, 03/15/2034
|
261,796
|
|
|
845,000
|
Investment Energy Resources Ltd. 6.25%,
04/26/2029(1)
|
832,948
|
|
|
465,000
|
Monongahela Power Co. 5.85%,
02/15/2034(1)
|
497,883
|
|
|
115,000
|
National Grid PLC 5.60%, 06/12/2028
|
120,025
|
|
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
650,000
|
1.88%, 01/15/2027
|
617,144
|
|
|
1,145,000
|
2.25%, 06/01/2030
|
1,022,710
|
|
|
1,555,000
|
Niagara Mohawk Power Corp. 5.29%,
01/17/2034(1)
|
1,584,377
|
|
|
515,000
|
NSTAR Electric Co. 5.40%, 06/01/2034
|
543,060
|
|
|
140,000
|
Oglethorpe Power Corp. 5.80%,
06/01/2054(1)
|
147,088
|
|
|
755,000
|
Ohio Edison Co. 5.50%, 01/15/2033(1)
|
784,431
|
|
|
500,000
|
Oncor Electric Delivery Co. LLC 5.65%,
11/15/2033
|
538,467
|
|
|
|
Pacific Gas & Electric Co.
|
|
|
|
2,880,000
|
2.50%, 02/01/2031
|
2,521,472
|
|
|
260,000
|
4.40%, 03/01/2032
|
252,665
|
|
|
735,000
|
4.55%, 07/01/2030
|
728,831
|
|
|
205,000
|
5.45%, 06/15/2027
|
209,828
|
|
|
800,000
|
5.90%, 06/15/2032
|
845,894
|
|
|
1,670,000
|
6.10%, 01/15/2029
|
1,762,242
|
|
|
1,475,000
|
6.15%, 01/15/2033
|
1,582,017
|
|
|
2,040,000
|
6.40%, 06/15/2033
|
2,226,824
|
|
|
150,000
|
PG&E Corp. 7.38%, 03/15/2055, (7.38%
fixed rate until 12/15/2029; 5 yr. USD
CMT + 3.88% thereafter)(6)
|
157,546
|
|
|
710,000
|
Public Service Electric & Gas Co. 5.45%,
03/01/2054
|
754,176
|
|
|
|
Public Service Enterprise Group, Inc.
|
|
|
|
265,000
|
5.45%, 04/01/2034
|
276,066
|
|
|
1,120,000
|
6.13%, 10/15/2033
|
1,218,905
|
|
|
|
Puget Energy, Inc.
|
|
|
|
885,000
|
2.38%, 06/15/2028
|
819,777
|
|
|
2,070,000
|
3.65%, 05/15/2025
|
2,047,918
|
|
|
885,000
|
4.22%, 03/15/2032
|
831,491
|
|
|
|
40
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Electric - 3.4% - (continued)
|
||
|
$ 1,250,000
|
Sempra 6.40%, 10/01/2054, (6.40% fixed
rate until 07/01/2034; 5 yr. USD CMT +
2.63% thereafter)(6)
|
$1,255,938
|
|
|
|
Southern California Edison Co.
|
|
|
|
1,010,000
|
5.20%, 06/01/2034
|
1,045,829
|
|
|
390,000
|
5.75%, 04/15/2054
|
416,587
|
|
|
510,000
|
5.88%, 12/01/2053
|
552,282
|
|
|
165,000
|
5.95%, 11/01/2032
|
179,211
|
|
|
|
Southern Co.
|
|
|
|
1,280,000
|
4.85%, 03/15/2035
|
1,288,707
|
|
|
1,170,000
|
5.20%, 06/15/2033
|
1,211,317
|
|
|
|
Virginia Electric & Power Co.
|
|
|
|
356,000
|
2.45%, 12/15/2050
|
219,849
|
|
|
1,145,000
|
5.00%, 04/01/2033
|
1,171,819
|
|
|
1,625,000
|
5.00%, 01/15/2034
|
1,663,004
|
|
|
390,000
|
5.05%, 08/15/2034
|
399,946
|
|
|
405,000
|
5.35%, 01/15/2054
|
413,630
|
|
|
400,000
|
Wisconsin Power & Light Co. 5.38%,
03/30/2034
|
418,387
|
|
|
720,000
|
Xcel Energy, Inc. 4.60%, 06/01/2032
|
712,398
|
|
|
|
|
|
61,843,186
|
|
|
Energy-Alternate Sources - 0.1%
|
||
|
1,370,650
|
Greenko Power II Ltd. 4.30%, 12/13/2028(7)
|
1,287,826
|
|
|
|
Engineering & Construction - 0.7%
|
||
|
7,400,000
|
GTP Acquisition Partners I LLC 3.48%,
06/15/2050(1)
|
7,316,870
|
|
|
1,615,000
|
IHS Holding Ltd. 6.25%, 11/29/2028(1)
|
1,511,527
|
|
|
3,012,861
|
International Airport Finance SA 12.00%,
03/15/2033(1)
|
3,214,078
|
|
|
|
|
|
12,042,475
|
|
|
Entertainment - 0.6%
|
||
|
|
Warnermedia Holdings, Inc.
|
|
|
|
660,000
|
4.05%, 03/15/2029
|
623,818
|
|
|
1,685,000
|
4.28%, 03/15/2032
|
1,502,223
|
|
|
695,000
|
5.05%, 03/15/2042
|
567,140
|
|
|
3,580,000
|
5.14%, 03/15/2052
|
2,761,646
|
|
|
400,000
|
5.39%, 03/15/2062
|
306,198
|
|
|
|
WMG Acquisition Corp.
|
|
|
|
725,000
|
3.75%, 12/01/2029(1)
|
682,779
|
|
|
4,525,000
|
3.88%, 07/15/2030(1)
|
4,215,834
|
|
|
|
|
|
10,659,638
|
|
|
Environmental Control - 0.4%
|
||
|
4,475,000
|
Clean Harbors, Inc. 4.88%, 07/15/2027(1)
|
4,414,119
|
|
|
|
Republic Services, Inc.
|
|
|
|
165,000
|
1.45%, 02/15/2031
|
138,187
|
|
|
655,000
|
5.20%, 11/15/2034
|
683,186
|
|
|
1,145,000
|
Veralto Corp. 5.35%, 09/18/2028
|
1,191,831
|
|
|
|
|
|
6,427,323
|
|
|
Equity Fund - 0.1%
|
||
|
1,770,000
|
Brookfield Finance, Inc. 5.68%, 01/15/2035
|
1,856,301
|
|
|
|
Food - 0.3%
|
||
|
550,000
|
Cencosud SA 5.95%, 05/28/2031(1)
|
574,506
|
|
|
411,000
|
Conagra Brands, Inc. 4.85%, 11/01/2028
|
417,104
|
|
|
2,040,000
|
Minerva Luxembourg SA 4.38%,
03/18/2031(7)
|
1,811,810
|
|
|
1,690,000
|
NBM U.S. Holdings, Inc. 7.00%,
05/14/2026(1)
|
1,700,956
|
|
|
|
Tyson Foods, Inc.
|
|
|
|
165,000
|
5.40%, 03/15/2029
|
171,244
|
|
|
405,000
|
5.70%, 03/15/2034
|
426,293
|
|
|
|
|
|
5,101,913
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Gas - 0.3%
|
||
|
$ 196,000
|
KeySpan Gas East Corp. 5.99%,
03/06/2033(1)
|
$205,343
|
|
|
|
NiSource, Inc.
|
|
|
|
205,000
|
5.35%, 04/01/2034
|
212,408
|
|
|
1,045,000
|
5.40%, 06/30/2033
|
1,086,350
|
|
|
|
Southern California Gas Co.
|
|
|
|
785,000
|
5.20%, 06/01/2033
|
815,384
|
|
|
2,125,000
|
5.60%, 04/01/2054
|
2,250,062
|
|
|
|
|
|
4,569,547
|
|
|
Hand/Machine Tools - 0.0%
|
||
|
325,000
|
Regal Rexnord Corp. 6.30%, 02/15/2030
|
345,589
|
|
|
|
Healthcare - Products - 0.6%
|
||
|
|
Alcon Finance Corp.
|
|
|
|
1,164,000
|
2.75%, 09/23/2026(1)
|
1,129,038
|
|
|
455,000
|
5.38%, 12/06/2032(1)
|
475,309
|
|
|
340,000
|
5.75%, 12/06/2052(1)
|
365,407
|
|
|
3,220,000
|
Avantor Funding, Inc. 4.63%, 07/15/2028(1)
|
3,147,319
|
|
|
2,812,000
|
Hologic, Inc. 4.63%, 02/01/2028(1)
|
2,762,284
|
|
|
530,000
|
Smith & Nephew PLC 5.40%, 03/20/2034
|
550,801
|
|
|
|
Solventum Corp.
|
|
|
|
1,495,000
|
5.40%, 03/01/2029(1)
|
1,537,271
|
|
|
410,000
|
5.45%, 03/13/2031(1)
|
422,394
|
|
|
|
|
|
10,389,823
|
|
|
Healthcare - Services - 1.0%
|
||
|
|
Centene Corp.
|
|
|
|
415,000
|
2.45%, 07/15/2028
|
382,279
|
|
|
95,000
|
3.38%, 02/15/2030
|
87,520
|
|
|
435,000
|
4.25%, 12/15/2027
|
427,315
|
|
|
5,230,000
|
4.63%, 12/15/2029
|
5,117,380
|
|
|
1,020,000
|
Cigna Group 5.00%, 05/15/2029
|
1,049,919
|
|
|
470,000
|
CommonSpirit Health 3.35%, 10/01/2029
|
447,530
|
|
|
765,000
|
Elevance Health, Inc. 5.38%, 06/15/2034
|
803,392
|
|
|
|
HCA, Inc.
|
|
|
|
1,760,000
|
3.38%, 03/15/2029
|
1,679,182
|
|
|
165,000
|
5.45%, 04/01/2031
|
171,795
|
|
|
415,000
|
5.45%, 09/15/2034
|
426,114
|
|
|
905,000
|
5.60%, 04/01/2034
|
942,193
|
|
|
570,000
|
Humana, Inc. 5.38%, 04/15/2031
|
589,795
|
|
|
|
Icon Investments Six DAC
|
|
|
|
385,000
|
5.81%, 05/08/2027
|
397,151
|
|
|
200,000
|
6.00%, 05/08/2034
|
212,505
|
|
|
|
Kaiser Foundation Hospitals
|
|
|
|
355,000
|
2.81%, 06/01/2041
|
273,530
|
|
|
695,000
|
3.00%, 06/01/2051
|
497,154
|
|
|
|
UnitedHealth Group, Inc.
|
|
|
|
855,000
|
2.75%, 05/15/2040
|
653,796
|
|
|
190,000
|
3.50%, 08/15/2039
|
163,536
|
|
|
1,005,000
|
4.95%, 01/15/2032
|
1,038,596
|
|
|
240,000
|
4.95%, 05/15/2062
|
231,561
|
|
|
190,000
|
5.35%, 02/15/2033
|
201,690
|
|
|
1,405,000
|
5.38%, 04/15/2054
|
1,458,124
|
|
|
850,000
|
5.75%, 07/15/2064
|
916,468
|
|
|
260,000
|
6.05%, 02/15/2063
|
294,018
|
|
|
|
|
|
18,462,543
|
|
|
Home Builders - 0.2%
|
||
|
|
Taylor Morrison Communities, Inc.
|
|
|
|
1,446,000
|
5.13%, 08/01/2030(1)
|
1,436,554
|
|
|
2,558,000
|
5.75%, 01/15/2028(1)
|
2,602,604
|
|
|
|
|
|
4,039,158
|
|
|
Household Products - 0.0%
|
||
|
575,000
|
Haleon U.S. Capital LLC 3.38%, 03/24/2029
|
554,553
|
|
|
|
41
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Insurance - 0.8%
|
||
|
$ 385,000
|
Aon Corp./Aon Global Holdings PLC 5.35%,
02/28/2033
|
$401,814
|
|
|
1,615,000
|
Aon North America, Inc. 5.45%, 03/01/2034
|
1,693,891
|
|
|
|
Athene Global Funding
|
|
|
|
1,985,000
|
2.65%, 10/04/2031(1)
|
1,702,352
|
|
|
1,125,000
|
2.72%, 01/07/2029(1)
|
1,038,800
|
|
|
|
Corebridge Financial, Inc.
|
|
|
|
195,000
|
3.85%, 04/05/2029
|
189,838
|
|
|
730,000
|
5.75%, 01/15/2034
|
768,714
|
|
|
1,290,000
|
Corebridge Global Funding 5.20%,
06/24/2029(1)
|
1,330,477
|
|
|
1,660,000
|
Equitable Financial Life Global Funding
1.80%, 03/08/2028(1)
|
1,518,576
|
|
|
670,000
|
Equitable Holdings, Inc. 4.35%, 04/20/2028
|
667,229
|
|
|
180,000
|
GA Global Funding Trust 5.50%,
01/08/2029(1)
|
186,534
|
|
|
1,120,000
|
Jackson National Life Global Funding
4.60%, 10/01/2029(1)
|
1,116,460
|
|
|
560,000
|
Marsh & McLennan Cos., Inc. 4.75%,
03/15/2039
|
551,055
|
|
|
2,120,000
|
Metropolitan Life Global Funding I 2.40%,
01/11/2032(1)
|
1,838,605
|
|
|
815,000
|
Protective Life Global Funding 5.22%,
06/12/2029(1)
|
845,773
|
|
|
|
|
|
13,850,118
|
|
|
Internet - 0.6%
|
||
|
|
Gen Digital, Inc.
|
|
|
|
3,060,000
|
5.00%, 04/15/2025(1)
|
3,042,629
|
|
|
1,900,000
|
6.75%, 09/30/2027(1)
|
1,952,811
|
|
|
|
Go Daddy Operating Co. LLC/GD Finance
Co., Inc.
|
|
|
|
770,000
|
3.50%, 03/01/2029(1)
|
722,493
|
|
|
3,995,000
|
5.25%, 12/01/2027(1)
|
3,980,340
|
|
|
355,000
|
Uber Technologies, Inc. 4.80%, 09/15/2034
|
354,464
|
|
|
|
|
|
10,052,737
|
|
|
Investment Company Security - 0.0%
|
||
|
505,000
|
New Mountain Finance Corp. 6.88%,
02/01/2029
|
510,940
|
|
|
|
Iron/Steel - 0.0%
|
||
|
360,000
|
Cleveland-Cliffs, Inc. 7.00%, 03/15/2032(1)
|
363,111
|
|
|
|
IT Services - 0.3%
|
||
|
941,000
|
Booz Allen Hamilton, Inc. 3.88%,
09/01/2028(1)
|
912,621
|
|
|
920,000
|
Hewlett Packard Enterprise Co. 5.00%,
10/15/2034
|
909,714
|
|
|
3,387,000
|
Insight Enterprises, Inc. 6.63%,
05/15/2032(1)
|
3,535,249
|
|
|
|
|
|
5,357,584
|
|
|
Lodging - 0.0%
|
||
|
785,000
|
Las Vegas Sands Corp. 6.20%, 08/15/2034
|
820,930
|
|
|
|
Machinery-Diversified - 0.1%
|
||
|
|
AGCO Corp.
|
|
|
|
210,000
|
5.45%, 03/21/2027
|
214,190
|
|
|
285,000
|
5.80%, 03/21/2034
|
297,768
|
|
|
996,000
|
Otis Worldwide Corp. 2.57%, 02/15/2030
|
911,970
|
|
|
|
|
|
1,423,928
|
|
|
Media - 1.1%
|
||
|
|
Charter Communications
Operating LLC/Charter Communications
Operating Capital
|
|
|
|
515,000
|
2.25%, 01/15/2029
|
458,333
|
|
|
640,000
|
3.50%, 03/01/2042
|
444,277
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Media - 1.1% - (continued)
|
||
|
$ 175,000
|
3.70%, 04/01/2051
|
$111,350
|
|
|
660,000
|
3.75%, 02/15/2028
|
633,247
|
|
|
500,000
|
3.85%, 04/01/2061
|
305,991
|
|
|
425,000
|
3.90%, 06/01/2052
|
278,288
|
|
|
1,145,000
|
6.48%, 10/23/2045
|
1,104,200
|
|
|
2,335,000
|
6.55%, 06/01/2034
|
2,428,625
|
|
|
55,000
|
6.83%, 10/23/2055
|
54,757
|
|
|
|
Comcast Corp.
|
|
|
|
1,195,000
|
2.89%, 11/01/2051
|
800,854
|
|
|
1,259,000
|
2.94%, 11/01/2056
|
822,485
|
|
|
480,000
|
5.65%, 06/01/2054
|
511,938
|
|
|
|
Cox Communications, Inc.
|
|
|
|
1,105,000
|
2.60%, 06/15/2031(1)
|
951,113
|
|
|
1,530,000
|
5.45%, 09/01/2034(1)
|
1,547,868
|
|
|
|
Paramount Global
|
|
|
|
215,000
|
4.20%, 05/19/2032(8)
|
190,494
|
|
|
945,000
|
4.38%, 03/15/2043
|
698,456
|
|
|
405,000
|
4.95%, 01/15/2031
|
381,741
|
|
|
150,000
|
4.95%, 05/19/2050
|
114,781
|
|
|
1,000,000
|
5.25%, 04/01/2044
|
795,372
|
|
|
650,000
|
5.85%, 09/01/2043
|
565,179
|
|
|
230,000
|
6.88%, 04/30/2036
|
233,002
|
|
|
|
Sirius XM Radio, Inc.
|
|
|
|
1,425,000
|
4.00%, 07/15/2028(1)
|
1,344,498
|
|
|
3,600,000
|
4.13%, 07/01/2030(1)
|
3,265,562
|
|
|
1,585,000
|
Time Warner Cable Enterprises LLC 8.38%,
07/15/2033
|
1,823,470
|
|
|
780,000
|
Time Warner Cable LLC 6.55%, 05/01/2037
|
771,008
|
|
|
|
|
|
20,636,889
|
|
|
Mining - 0.4%
|
||
|
865,000
|
Anglo American Capital PLC 5.75%,
04/05/2034(1)
|
902,196
|
|
|
|
Glencore Funding LLC
|
|
|
|
1,285,000
|
5.37%, 04/04/2029(1)
|
1,327,416
|
|
|
2,392,000
|
5.63%, 04/04/2034(1)
|
2,493,879
|
|
|
1,805,000
|
6.38%, 10/06/2030(1)
|
1,960,634
|
|
|
935,000
|
Rio Tinto Alcan, Inc. 6.13%, 12/15/2033
|
1,042,396
|
|
|
|
|
|
7,726,521
|
|
|
Oil & Gas - 2.1%
|
||
|
|
Aker BP ASA
|
|
|
|
987,000
|
2.00%, 07/15/2026(1)
|
945,127
|
|
|
160,000
|
5.13%, 10/01/2034(1)
|
157,957
|
|
|
150,000
|
5.80%, 10/01/2054(1)
|
147,547
|
|
|
640,000
|
6.00%, 06/13/2033(1)
|
670,207
|
|
|
|
BP Capital Markets America, Inc.
|
|
|
|
115,000
|
2.94%, 06/04/2051
|
78,047
|
|
|
1,710,000
|
4.81%, 02/13/2033
|
1,729,732
|
|
|
915,000
|
4.89%, 09/11/2033
|
929,928
|
|
|
995,000
|
4.99%, 04/10/2034
|
1,015,651
|
|
|
650,000
|
5.23%, 11/17/2034
|
675,550
|
|
|
|
ConocoPhillips Co.
|
|
|
|
276,000
|
3.80%, 03/15/2052
|
221,118
|
|
|
230,000
|
4.03%, 03/15/2062
|
185,072
|
|
|
490,000
|
5.30%, 05/15/2053
|
493,782
|
|
|
175,000
|
5.55%, 03/15/2054
|
182,706
|
|
|
1,050,000
|
5.70%, 09/15/2063
|
1,118,376
|
|
|
|
Diamondback Energy, Inc.
|
|
|
|
245,000
|
5.40%, 04/18/2034
|
249,893
|
|
|
205,000
|
5.75%, 04/18/2054
|
206,454
|
|
|
385,000
|
5.90%, 04/18/2064
|
387,570
|
|
|
795,000
|
6.25%, 03/15/2033
|
855,715
|
|
|
300,000
|
6.25%, 03/15/2053
|
320,533
|
|
|
|
Ecopetrol SA
|
|
|
|
2,250,000
|
4.63%, 11/02/2031
|
1,932,230
|
|
|
3,490,000
|
8.38%, 01/19/2036
|
3,569,397
|
|
|
830,000
|
8.63%, 01/19/2029
|
895,639
|
|
|
|
42
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Oil & Gas - 2.1% - (continued)
|
||
|
|
Energean Israel Finance Ltd.
|
|
|
|
$ 1,915,000
|
5.88%, 03/30/2031(1)(7)
|
$1,637,900
|
|
|
995,000
|
8.50%, 09/30/2033(1)(7)
|
940,445
|
|
|
1,855,000
|
Eni SpA 5.50%, 05/15/2034(1)
|
1,919,735
|
|
|
675,000
|
Equinor ASA 3.63%, 04/06/2040
|
580,946
|
|
|
|
Hess Corp.
|
|
|
|
1,957,000
|
7.13%, 03/15/2033
|
2,255,715
|
|
|
430,000
|
7.30%, 08/15/2031
|
491,981
|
|
|
2,045,000
|
Leviathan Bond Ltd. 6.50%, 06/30/2027(1)(7)
|
1,935,756
|
|
|
785,000
|
Ovintiv, Inc. 6.63%, 08/15/2037
|
841,276
|
|
|
|
Patterson-UTI Energy, Inc.
|
|
|
|
280,000
|
5.15%, 11/15/2029
|
276,376
|
|
|
475,000
|
7.15%, 10/01/2033
|
511,822
|
|
|
|
Phillips 66 Co.
|
|
|
|
1,045,000
|
5.25%, 06/15/2031
|
1,079,827
|
|
|
1,145,000
|
5.30%, 06/30/2033
|
1,179,581
|
|
|
|
Saudi Arabian Oil Co.
|
|
|
|
495,000
|
5.25%, 07/17/2034(1)
|
509,113
|
|
|
695,000
|
5.88%, 07/17/2064(1)
|
703,386
|
|
|
|
Shell International Finance BV
|
|
|
|
215,000
|
2.88%, 11/26/2041
|
163,978
|
|
|
440,000
|
3.00%, 11/26/2051
|
306,363
|
|
|
575,000
|
3.25%, 04/06/2050
|
426,245
|
|
|
|
TotalEnergies Capital SA
|
|
|
|
720,000
|
4.72%, 09/10/2034
|
722,894
|
|
|
850,000
|
5.43%, 09/10/2064
|
853,859
|
|
|
1,330,000
|
5.64%, 04/05/2064
|
1,384,725
|
|
|
2,200,000
|
Viper Energy, Inc. 5.38%, 11/01/2027(1)
|
2,191,271
|
|
|
|
|
|
37,881,425
|
|
|
Packaging & Containers - 0.3%
|
||
|
6,115,000
|
Ball Corp. 6.00%, 06/15/2029
|
6,326,053
|
|
|
|
Pharmaceuticals - 0.3%
|
||
|
|
AbbVie, Inc.
|
|
|
|
550,000
|
4.95%, 03/15/2031
|
571,555
|
|
|
245,000
|
5.40%, 03/15/2054
|
259,442
|
|
|
695,000
|
Bayer U.S. Finance LLC 6.38%,
11/21/2030(1)
|
743,615
|
|
|
645,000
|
Bristol-Myers Squibb Co. 5.55%,
02/22/2054
|
683,240
|
|
|
|
CVS Health Corp.
|
|
|
|
1,095,000
|
2.70%, 08/21/2040
|
776,851
|
|
|
435,000
|
4.13%, 04/01/2040
|
372,338
|
|
|
700,000
|
5.05%, 03/25/2048
|
638,115
|
|
|
|
Eli Lilly & Co.
|
|
|
|
370,000
|
4.20%, 08/14/2029
|
373,335
|
|
|
255,000
|
4.60%, 08/14/2034
|
258,498
|
|
|
45,000
|
5.05%, 08/14/2054
|
45,963
|
|
|
|
|
|
4,722,952
|
|
|
Pipelines - 1.3%
|
||
|
|
Columbia Pipelines Holding Co. LLC
|
|
|
|
155,000
|
5.10%, 10/01/2031(1)
|
156,246
|
|
|
1,370,000
|
6.04%, 08/15/2028(1)
|
1,431,885
|
|
|
|
Columbia Pipelines Operating Co. LLC
|
|
|
|
545,000
|
5.93%, 08/15/2030(1)
|
576,806
|
|
|
655,000
|
6.04%, 11/15/2033(1)
|
698,283
|
|
|
1,675,000
|
EIG Pearl Holdings SARL 3.55%,
08/31/2036(1)
|
1,490,519
|
|
|
|
Enbridge, Inc.
|
|
|
|
1,430,000
|
5.63%, 04/05/2034
|
1,498,789
|
|
|
1,320,000
|
5.70%, 03/08/2033
|
1,390,078
|
|
|
|
Energy Transfer LP
|
|
|
|
480,000
|
5.25%, 07/01/2029
|
494,335
|
|
|
1,140,000
|
6.40%, 12/01/2030
|
1,242,461
|
|
|
310,000
|
Enterprise Products Operating LLC 3.30%,
02/15/2053
|
221,500
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Pipelines - 1.3% - (continued)
|
||
|
$ 125,000
|
EQM Midstream Partners LP 6.50%,
07/01/2027(1)
|
$128,759
|
|
|
|
Galaxy Pipeline Assets Bidco Ltd.
|
|
|
|
313,575
|
2.16%, 03/31/2034(1)
|
277,690
|
|
|
840,000
|
2.63%, 03/31/2036(1)
|
716,108
|
|
|
329,305
|
2.94%, 09/30/2040(1)
|
276,405
|
|
|
|
Greensaif Pipelines Bidco SARL
|
|
|
|
850,000
|
5.85%, 02/23/2036(1)
|
878,693
|
|
|
1,335,000
|
6.13%, 02/23/2038(1)
|
1,409,711
|
|
|
1,490,000
|
6.51%, 02/23/2042(1)
|
1,602,266
|
|
|
1,920,000
|
Hess Midstream Operations LP 6.50%,
06/01/2029(1)
|
1,987,169
|
|
|
1,550,000
|
MPLX LP 5.50%, 06/01/2034
|
1,591,310
|
|
|
|
ONEOK, Inc.
|
|
|
|
210,000
|
3.10%, 03/15/2030
|
195,300
|
|
|
455,000
|
4.40%, 10/15/2029
|
453,198
|
|
|
460,000
|
4.75%, 10/15/2031
|
459,706
|
|
|
365,000
|
5.05%, 11/01/2034
|
362,931
|
|
|
850,000
|
5.85%, 11/01/2064
|
842,664
|
|
|
610,000
|
6.10%, 11/15/2032
|
656,064
|
|
|
60,000
|
7.15%, 01/15/2051
|
69,166
|
|
|
535,000
|
Targa Resources Partners LP/Targa
Resources Partners Finance Corp.
4.00%, 01/15/2032
|
503,185
|
|
|
|
Whistler Pipeline LLC
|
|
|
|
50,000
|
5.40%, 09/30/2029(1)
|
51,054
|
|
|
705,000
|
5.70%, 09/30/2031(1)
|
729,345
|
|
|
355,000
|
5.95%, 09/30/2034(1)
|
367,253
|
|
|
|
|
|
22,758,879
|
|
|
Real Estate Investment Trusts - 0.6%
|
||
|
|
American Tower Corp.
|
|
|
|
90,000
|
2.70%, 04/15/2031
|
80,278
|
|
|
955,000
|
3.80%, 08/15/2029
|
928,627
|
|
|
510,000
|
Brandywine Operating Partnership LP
8.88%, 04/12/2029
|
563,603
|
|
|
895,000
|
Cousins Properties LP 5.88%, 10/01/2034
|
917,960
|
|
|
|
Crown Castle, Inc.
|
|
|
|
1,845,000
|
4.80%, 09/01/2028
|
1,864,766
|
|
|
600,000
|
5.00%, 01/11/2028
|
610,223
|
|
|
650,000
|
5.60%, 06/01/2029
|
679,023
|
|
|
425,000
|
NNN REIT, Inc. 5.50%, 06/15/2034
|
441,796
|
|
|
1,030,000
|
Piedmont Operating Partnership LP 6.88%,
07/15/2029
|
1,082,096
|
|
|
2,240,000
|
SBA Tower Trust 2.84%, 01/15/2050(1)
|
2,223,874
|
|
|
782,000
|
VICI Properties LP 4.95%, 02/15/2030
|
787,199
|
|
|
|
|
|
10,179,445
|
|
|
Retail - 0.4%
|
||
|
|
AutoZone, Inc.
|
|
|
|
360,000
|
4.75%, 08/01/2032
|
361,020
|
|
|
235,000
|
4.75%, 02/01/2033
|
234,950
|
|
|
450,000
|
5.40%, 07/15/2034
|
466,528
|
|
|
670,000
|
6.55%, 11/01/2033
|
748,400
|
|
|
|
FirstCash, Inc.
|
|
|
|
3,352,000
|
4.63%, 09/01/2028(1)
|
3,226,194
|
|
|
1,735,000
|
5.63%, 01/01/2030(1)
|
1,719,316
|
|
|
200,000
|
Home Depot, Inc. 5.30%, 06/25/2054
|
209,961
|
|
|
202,000
|
O'Reilly Automotive, Inc. 4.70%, 06/15/2032
|
203,424
|
|
|
|
|
|
7,169,793
|
|
|
Semiconductors - 0.5%
|
||
|
|
Broadcom, Inc.
|
|
|
|
1,510,000
|
4.15%, 02/15/2028
|
1,508,367
|
|
|
395,000
|
5.05%, 07/12/2029
|
406,726
|
|
|
3,740,000
|
Foundry JV Holdco LLC 6.15%,
01/25/2032(1)
|
3,886,556
|
|
|
|
43
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 27.7% - (continued)
|
|||
|
|
Semiconductors - 0.5% - (continued)
|
||
|
|
Intel Corp.
|
|
|
|
$ 350,000
|
3.10%, 02/15/2060
|
$212,765
|
|
|
250,000
|
4.75%, 03/25/2050
|
215,868
|
|
|
535,000
|
5.15%, 02/21/2034
|
540,013
|
|
|
285,000
|
5.70%, 02/10/2053
|
280,502
|
|
|
500,000
|
5.90%, 02/10/2063
|
500,296
|
|
|
740,000
|
Marvell Technology, Inc. 2.45%, 04/15/2028
|
690,383
|
|
|
910,000
|
Qorvo, Inc. 3.38%, 04/01/2031(1)
|
814,702
|
|
|
|
|
|
9,056,178
|
|
|
Software - 1.0%
|
||
|
640,000
|
Constellation Software, Inc. 5.46%,
02/16/2034(1)
|
668,539
|
|
|
3,542,000
|
Fair Isaac Corp. 4.00%, 06/15/2028(1)
|
3,427,175
|
|
|
668,000
|
MSCI, Inc. 3.63%, 11/01/2031(1)
|
614,841
|
|
|
|
Open Text Corp.
|
|
|
|
4,905,000
|
3.88%, 12/01/2029(1)
|
4,559,092
|
|
|
1,040,000
|
6.90%, 12/01/2027(1)
|
1,097,050
|
|
|
600,000
|
Open Text Holdings, Inc. 4.13%,
12/01/2031(1)
|
552,249
|
|
|
|
Oracle Corp.
|
|
|
|
280,000
|
2.95%, 04/01/2030
|
260,170
|
|
|
1,790,000
|
3.85%, 04/01/2060
|
1,342,495
|
|
|
515,000
|
4.10%, 03/25/2061
|
404,561
|
|
|
4,425,000
|
SS&C Technologies, Inc. 5.50%,
09/30/2027(1)
|
4,424,203
|
|
|
|
|
|
17,350,375
|
|
|
Telecommunications - 0.4%
|
||
|
|
AT&T, Inc.
|
|
|
|
429,000
|
3.55%, 09/15/2055
|
313,118
|
|
|
1,056,000
|
3.80%, 12/01/2057
|
797,474
|
|
|
|
Cisco Systems, Inc.
|
|
|
|
860,000
|
4.95%, 02/26/2031(8)
|
898,315
|
|
|
450,000
|
5.35%, 02/26/2064
|
477,153
|
|
|
1,750,000
|
Network i2i Ltd. 5.65%, 01/15/2025, (5.65%
fixed rate until 01/15/2025; 5 yr. USD
CMT + 4.27% thereafter)(6)(7)(9)
|
1,746,072
|
|
|
|
T-Mobile USA, Inc.
|
|
|
|
975,000
|
3.88%, 04/15/2030
|
947,819
|
|
|
960,000
|
4.70%, 01/15/2035
|
955,451
|
|
|
420,000
|
5.05%, 07/15/2033
|
430,052
|
|
|
275,000
|
5.75%, 01/15/2034
|
295,097
|
|
|
|
|
|
6,860,551
|
|
|
Trucking & Leasing - 0.1%
|
||
|
|
Penske Truck Leasing Co. LP/PTL Finance
Corp.
|
|
|
|
770,000
|
2.70%, 11/01/2024(1)
|
768,203
|
|
|
1,185,000
|
4.00%, 07/15/2025(1)
|
1,177,708
|
|
|
305,000
|
5.35%, 03/30/2029(1)
|
314,685
|
|
|
430,000
|
6.05%, 08/01/2028(1)
|
452,431
|
|
|
|
|
|
2,713,027
|
|
|
Total Corporate Bonds
(cost $496,362,247)
|
$500,165,471
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS - 3.2%
|
|||
|
|
Bermuda - 0.1%
|
||
|
|
Bermuda Government International Bonds
|
|
|
|
735,000
|
2.38%, 08/20/2030(1)
|
$646,653
|
|
|
1,825,000
|
5.00%, 07/15/2032(1)
|
1,847,813
|
|
|
|
|
|
2,494,466
|
|
|
Brazil - 0.4%
|
||
|
BRL
42,374,000
|
Brazil Notas do Tesouro Nacional 10.00%,
01/01/2031
|
7,001,355
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS - 3.2% - (continued)
|
|||
|
|
Bulgaria - 0.1%
|
||
|
|
Bulgaria Government International Bonds
|
|
|
|
EUR
845,000
|
1.38%, 09/23/2050(7)
|
$569,070
|
|
|
1,195,000
|
4.88%, 05/13/2036(7)
|
1,464,858
|
|
|
|
|
|
2,033,928
|
|
|
Chile - 0.1%
|
||
|
|
Chile Government International Bonds
|
|
|
|
1,605,000
|
1.25%, 01/22/2051
|
1,027,298
|
|
|
$ 585,000
|
4.95%, 01/05/2036
|
592,292
|
|
|
|
|
|
1,619,590
|
|
|
Colombia - 0.1%
|
||
|
|
Colombia Government International Bonds
|
|
|
|
2,685,000
|
5.00%, 06/15/2045
|
1,977,358
|
|
|
395,000
|
5.20%, 05/15/2049
|
291,711
|
|
|
|
|
|
2,269,069
|
|
|
Costa Rica - 0.1%
|
||
|
1,140,000
|
Costa Rica Government International Bonds
6.55%, 04/03/2034(1)
|
1,211,561
|
|
|
|
Hungary - 0.2%
|
||
|
|
Hungary Government International Bonds
|
|
|
|
EUR
2,855,000
|
1.63%, 04/28/2032(7)
|
2,701,462
|
|
|
$ 1,595,000
|
6.13%, 05/22/2028(1)
|
1,662,788
|
|
|
|
|
|
4,364,250
|
|
|
Indonesia - 0.2%
|
||
|
|
Indonesia Government International Bonds
|
|
|
|
EUR
3,075,000
|
1.10%, 03/12/2033
|
2,811,085
|
|
|
$ 800,000
|
5.15%, 09/10/2054
|
812,878
|
|
|
|
|
|
3,623,963
|
|
|
Israel - 0.1%
|
||
|
|
Israel Government International Bonds
|
|
|
|
755,000
|
5.75%, 03/12/2054
|
717,967
|
|
|
215,000
|
6.50%, 11/06/2031(7)
|
229,867
|
|
|
|
|
|
947,834
|
|
|
Ivory Coast - 0.1%
|
||
|
EUR
1,965,000
|
Ivory Coast Government International
Bonds 4.88%, 01/30/2032(7)
|
1,929,752
|
|
|
|
Mexico - 0.4%
|
||
|
|
Mexico Government International Bonds
|
|
|
|
$ 765,000
|
3.50%, 02/12/2034
|
650,650
|
|
|
5,295,000
|
6.00%, 05/07/2036
|
5,392,649
|
|
|
1,085,000
|
6.34%, 05/04/2053
|
1,079,307
|
|
|
225,000
|
6.35%, 02/09/2035
|
235,837
|
|
|
635,000
|
6.40%, 05/07/2054
|
635,372
|
|
|
|
|
|
7,993,815
|
|
|
North Macedonia - 0.3%
|
||
|
|
North Macedonia Government International
Bonds
|
|
|
|
EUR
1,825,000
|
2.75%, 01/18/2025(7)
|
2,019,618
|
|
|
2,165,000
|
3.68%, 06/03/2026(1)
|
2,368,553
|
|
|
|
|
|
4,388,171
|
|
|
Panama - 0.1%
|
||
|
|
Panama Government International Bonds
|
|
|
|
$ 275,000
|
6.85%, 03/28/2054
|
278,026
|
|
|
590,000
|
6.88%, 01/31/2036
|
617,976
|
|
|
|
|
|
896,002
|
|
|
Peru - 0.1%
|
||
|
|
Peru Government International Bonds
|
|
|
|
505,000
|
3.00%, 01/15/2034
|
432,933
|
|
|
635,000
|
5.38%, 02/08/2035
|
650,811
|
|
|
880,000
|
5.88%, 08/08/2054
|
923,694
|
|
|
|
|
|
2,007,438
|
|
|
44
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
FOREIGN GOVERNMENT OBLIGATIONS - 3.2% - (continued)
|
|||
|
|
Philippines - 0.2%
|
||
|
|
Philippines Government International Bonds
|
|
|
|
EUR
2,315,000
|
1.20%, 04/28/2033
|
$2,144,169
|
|
|
710,000
|
1.75%, 04/28/2041
|
576,945
|
|
|
$ 840,000
|
4.75%, 03/05/2035
|
848,285
|
|
|
|
|
|
3,569,399
|
|
|
Poland - 0.0%
|
||
|
670,000
|
Bank Gospodarstwa Krajowego 5.38%,
05/22/2033(1)
|
687,815
|
|
|
|
Romania - 0.5%
|
||
|
|
Romania Government International Bonds
|
|
|
|
EUR
2,970,000
|
2.63%, 12/02/2040(1)
|
2,212,094
|
|
|
5,590,000
|
2.75%, 04/14/2041(7)
|
4,196,333
|
|
|
$ 2,312,000
|
5.88%, 01/30/2029(1)
|
2,367,786
|
|
|
|
|
|
8,776,213
|
|
|
Saudi Arabia - 0.1%
|
||
|
1,395,000
|
Saudi Government International Bonds
5.75%, 01/16/2054(1)
|
1,421,107
|
|
|
|
Total Foreign Government
Obligations
(cost $64,086,158)
|
|
$57,235,728
|
|
MUNICIPAL BONDS - 1.3%
|
|||
|
|
Development - 0.2%
|
||
|
3,995,000
|
New York Transportation Dev Corp., NY,
Rev 4.25%, 09/01/2035
|
$3,909,754
|
|
|
|
General - 0.6%
|
||
|
720,000
|
Chicago Transit Auth Sales Tax Receipts
Fund, IL, Rev 3.91%, 12/01/2040
|
642,729
|
|
|
5,445,000
|
Philadelphia Auth for Industrial Dev, PA,
Rev, (NPFG) 6.55%, 10/15/2028
|
5,909,341
|
|
|
4,130,000
|
State Board of Administration Finance
Corp., FL, Rev 1.26%, 07/01/2025
|
4,031,380
|
|
|
|
|
|
10,583,450
|
|
|
School District - 0.2%
|
||
|
|
Chicago Board of Education, IL, GO
|
|
|
|
1,115,000
|
6.14%, 12/01/2039
|
1,090,724
|
|
|
1,540,000
|
6.32%, 11/01/2029
|
1,564,460
|
|
|
|
|
|
2,655,184
|
|
|
Transportation - 0.2%
|
||
|
2,790,000
|
Metropolitan Transportation Auth, NY, Rev
6.81%, 11/15/2040(8)
|
3,168,595
|
|
|
|
Utilities - 0.1%
|
||
|
2,323,246
|
Texas Natural Gas Securitization Finance
Corp., TX, Rev 5.10%, 04/01/2035
|
2,402,897
|
|
|
|
Utility - Electric - 0.0%
|
||
|
722,000
|
Municipal Electric Auth of Georgia, GA, Rev
6.64%, 04/01/2057
|
824,402
|
|
|
|
Total Municipal Bonds
(cost $24,663,883)
|
|
$23,544,282
|
|
SENIOR FLOATING RATE INTERESTS - 0.0%(10)
|
|||
|
|
Oil & Gas Services - 0.0%
|
||
|
761,143
|
PES Holdings LLC 3.00%, 12/31/2024, U.S.
(Fed) Prime Rate + 3.00%(11)(12)
|
$3,806
|
|
|
|
Total Senior Floating Rate Interests
(cost $761,143)
|
$3,806
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5%
|
|||
|
|
Mortgage-Backed Agencies - 44.5%
|
||
|
|
Federal Home Loan Mortgage Corp. - 8.0%
|
||
|
$ 41,336
|
0.00%, 11/15/2036(13)(14)
|
$34,541
|
|
|
5,633,387
|
0.57%, 12/25/2033(3)(4)
|
175,141
|
|
|
18,813,496
|
0.73%, 03/25/2027(3)(4)
|
231,999
|
|
|
4,585,399
|
0.74%, 10/25/2026(3)(4)
|
45,429
|
|
|
17,183,429
|
0.81%, 12/25/2030(3)(4)
|
630,964
|
|
|
9,986,100
|
0.88%, 06/25/2027(3)(4)
|
160,909
|
|
|
4,208,712
|
0.97%, 11/25/2030(3)(4)
|
179,442
|
|
|
1,902,242
|
1.00%, 02/25/2051
|
1,644,958
|
|
|
7,680,424
|
1.12%, 10/25/2030(3)(4)
|
373,225
|
|
|
12,794,568
|
1.21%, 06/25/2030(3)(4)
|
672,621
|
|
|
8,511,006
|
1.50%, 05/15/2037(4)
|
453,528
|
|
|
807,147
|
1.50%, 11/01/2051
|
638,168
|
|
|
6,216,402
|
1.68%, 05/25/2030(3)(4)
|
447,306
|
|
|
615,189
|
1.75%, 10/15/2042
|
538,051
|
|
|
1,375,005
|
2.00%, 05/01/2036
|
1,265,251
|
|
|
561,667
|
2.00%, 06/01/2036
|
516,828
|
|
|
712,019
|
2.00%, 12/01/2036
|
653,325
|
|
|
286,054
|
2.00%, 12/01/2040
|
250,278
|
|
|
1,801,979
|
2.00%, 05/01/2041
|
1,572,927
|
|
|
2,003,795
|
2.00%, 12/01/2041
|
1,744,391
|
|
|
1,620,668
|
2.00%, 10/01/2050
|
1,351,351
|
|
|
1,521,195
|
2.00%, 02/01/2051
|
1,280,524
|
|
|
8,078,908
|
2.00%, 03/01/2051
|
6,730,478
|
|
|
2,754,021
|
2.00%, 04/01/2051
|
2,291,999
|
|
|
1,525,041
|
2.00%, 05/01/2051
|
1,283,769
|
|
|
656,530
|
2.00%, 08/01/2051
|
547,606
|
|
|
662,898
|
2.00%, 11/01/2051
|
555,544
|
|
|
2,989,896
|
2.00%, 04/01/2052
|
2,509,290
|
|
|
3,569,346
|
2.00%, 06/15/2052(4)
|
449,539
|
|
|
143,088
|
2.50%, 05/15/2028(4)
|
4,334
|
|
|
916,742
|
2.50%, 05/01/2050
|
805,360
|
|
|
1,070,242
|
2.50%, 06/01/2050
|
935,896
|
|
|
6,041,745
|
2.50%, 07/01/2050
|
5,287,709
|
|
|
1,844,245
|
2.50%, 11/01/2050
|
1,608,072
|
|
|
560,785
|
2.50%, 02/01/2051
|
492,173
|
|
|
1,919,726
|
2.50%, 03/01/2051
|
1,673,404
|
|
|
2,374,252
|
2.50%, 03/25/2051(4)
|
335,262
|
|
|
701,077
|
2.50%, 05/01/2051
|
611,298
|
|
|
863,301
|
2.50%, 07/01/2051
|
753,204
|
|
|
600,182
|
2.50%, 08/01/2051
|
522,541
|
|
|
1,081,888
|
2.50%, 10/01/2051
|
942,163
|
|
|
2,775,424
|
2.50%, 03/15/2052(4)
|
403,469
|
|
|
1,748,722
|
2.50%, 03/25/2052
|
1,567,261
|
|
|
3,491,105
|
2.50%, 04/01/2052
|
3,039,020
|
|
|
3,115,997
|
2.50%, 08/25/2052(4)
|
473,089
|
|
|
299,248
|
3.00%, 03/15/2028(4)
|
10,041
|
|
|
491,460
|
3.00%, 08/01/2029
|
481,810
|
|
|
82,971
|
3.00%, 05/15/2032(4)
|
1,020
|
|
|
1,737,590
|
3.00%, 10/01/2032
|
1,687,851
|
|
|
271,676
|
3.00%, 03/15/2033(4)
|
20,815
|
|
|
1,123,747
|
3.00%, 04/01/2033
|
1,091,657
|
|
|
1,707,405
|
3.00%, 11/01/2036
|
1,627,265
|
|
|
1,030,631
|
3.00%, 01/01/2037
|
981,940
|
|
|
2,025,000
|
3.00%, 03/25/2040
|
1,804,738
|
|
|
543,026
|
3.00%, 05/15/2046
|
508,947
|
|
|
3,399,943
|
3.00%, 11/01/2046
|
3,129,146
|
|
|
868,823
|
3.00%, 12/01/2046
|
799,931
|
|
|
705,385
|
3.00%, 07/01/2050
|
643,597
|
|
|
286,046
|
3.00%, 08/01/2051
|
259,420
|
|
|
2,648,994
|
3.00%, 09/25/2051(4)
|
485,843
|
|
|
1,997,926
|
3.00%, 10/01/2051
|
1,813,274
|
|
|
757,590
|
3.00%, 01/01/2052
|
691,392
|
|
|
982,649
|
3.00%, 05/01/2052
|
891,547
|
|
|
333,565
|
3.25%, 11/15/2041
|
314,255
|
|
|
46,301
|
3.50%, 09/15/2026(4)
|
1,045
|
|
|
34,250
|
3.50%, 03/15/2027(4)
|
440
|
|
|
|
45
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Federal Home Loan Mortgage Corp. - 8.0% - (continued)
|
||
|
$ 678,489
|
3.50%, 05/15/2034(4)
|
$53,851
|
|
|
1,197,228
|
3.50%, 08/01/2034
|
1,172,293
|
|
|
331,291
|
3.50%, 03/15/2041(4)
|
10,101
|
|
|
443,836
|
3.50%, 10/15/2045
|
413,674
|
|
|
286,695
|
3.50%, 06/01/2046
|
270,724
|
|
|
1,034,002
|
3.50%, 12/15/2046
|
971,798
|
|
|
1,130,922
|
3.50%, 10/01/2047
|
1,067,930
|
|
|
425,578
|
3.50%, 12/01/2047
|
401,424
|
|
|
6,222,967
|
3.50%, 03/01/2048
|
5,880,156
|
|
|
191,177
|
3.50%, 08/01/2048
|
180,925
|
|
|
1,927,236
|
3.50%, 04/25/2051(4)
|
377,770
|
|
|
150,607
|
4.00%, 08/01/2025
|
149,788
|
|
|
42,018
|
4.00%, 12/15/2026(4)
|
366
|
|
|
62,438
|
4.00%, 07/15/2027(4)
|
1,067
|
|
|
73,175
|
4.00%, 03/15/2028(4)
|
1,549
|
|
|
49,257
|
4.00%, 06/15/2028(4)
|
1,186
|
|
|
235,525
|
4.00%, 07/15/2030(4)
|
14,303
|
|
|
1,163,814
|
4.00%, 05/25/2040(4)
|
166,826
|
|
|
1,210,324
|
4.00%, 09/15/2041
|
1,191,905
|
|
|
1,051,648
|
4.00%, 05/01/2042
|
1,040,266
|
|
|
363,569
|
4.00%, 08/01/2042
|
357,987
|
|
|
477,299
|
4.00%, 09/01/2042
|
469,971
|
|
|
24,132
|
4.00%, 07/01/2044
|
23,944
|
|
|
2,130,353
|
4.00%, 03/25/2045(4)
|
368,841
|
|
|
92,987
|
4.00%, 06/01/2045
|
90,830
|
|
|
358,069
|
4.00%, 02/01/2046
|
349,767
|
|
|
129,340
|
4.00%, 04/01/2047
|
126,840
|
|
|
106,051
|
4.00%, 09/01/2048
|
103,196
|
|
|
2,391,318
|
4.00%, 04/01/2049
|
2,323,608
|
|
|
477,714
|
4.00%, 05/01/2049
|
466,115
|
|
|
1,809,268
|
4.00%, 07/01/2049
|
1,764,882
|
|
|
192,500
|
4.50%, 09/01/2044
|
192,431
|
|
|
1,975,724
|
4.50%, 09/01/2053
|
1,942,155
|
|
|
857,324
|
4.75%, 07/15/2039
|
872,125
|
|
|
356,880
|
5.00%, 09/15/2033(4)
|
50,675
|
|
|
3,727
|
5.00%, 03/01/2039
|
3,842
|
|
|
107,399
|
5.00%, 08/01/2039
|
110,726
|
|
|
2,672
|
5.00%, 09/01/2039
|
2,734
|
|
|
6,305
|
5.00%, 12/01/2039
|
6,461
|
|
|
5,628
|
5.00%, 04/01/2041
|
5,803
|
|
|
12,299
|
5.00%, 04/01/2044
|
12,679
|
|
|
9,884
|
5.00%, 05/01/2044
|
10,041
|
|
|
460,750
|
5.00%, 02/15/2048(4)
|
93,607
|
|
|
553,676
|
5.00%, 08/01/2052
|
553,958
|
|
|
1,482,272
|
5.00%, 04/01/2053
|
1,490,763
|
|
|
2,152,000
|
5.36%, 01/25/2029(3)
|
2,256,330
|
|
|
7,747
|
5.50%, 03/01/2028
|
7,846
|
|
|
24,398
|
5.50%, 04/01/2033
|
25,195
|
|
|
299,708
|
5.50%, 05/01/2034
|
309,506
|
|
|
5,399
|
5.50%, 05/01/2037
|
5,569
|
|
|
15,782
|
5.50%, 11/01/2037
|
16,288
|
|
|
29,448
|
5.50%, 02/01/2038
|
30,349
|
|
|
12,474
|
5.50%, 04/01/2038
|
12,856
|
|
|
15,978
|
5.50%, 06/01/2038
|
16,464
|
|
|
1,654,360
|
5.50%, 08/01/2038
|
1,708,218
|
|
|
167,113
|
5.50%, 09/01/2038
|
172,214
|
|
|
3,248
|
5.50%, 12/01/2039
|
3,347
|
|
|
43,557
|
5.50%, 02/01/2040
|
44,886
|
|
|
143,954
|
5.50%, 05/01/2040
|
148,362
|
|
|
138,880
|
5.50%, 08/01/2040
|
143,119
|
|
|
721,770
|
5.50%, 06/01/2041
|
743,727
|
|
|
594,999
|
5.50%, 10/15/2046(4)
|
112,591
|
|
|
2,189,303
|
5.50%, 02/01/2053
|
2,228,473
|
|
|
4,825,003
|
5.50%, 09/01/2054
|
4,883,017
|
|
|
653
|
6.00%, 07/01/2029
|
668
|
|
|
71,621
|
6.00%, 10/01/2032
|
75,109
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Federal Home Loan Mortgage Corp. - 8.0% - (continued)
|
||
|
$ 12,791
|
6.00%, 11/01/2032
|
$13,085
|
|
|
88,420
|
6.00%, 12/01/2032
|
92,405
|
|
|
7,096
|
6.00%, 11/01/2033
|
7,421
|
|
|
16,456
|
6.00%, 01/01/2034
|
17,099
|
|
|
7,249
|
6.00%, 02/01/2034
|
7,578
|
|
|
73,184
|
6.00%, 08/01/2034
|
76,817
|
|
|
76,559
|
6.00%, 09/01/2034
|
80,250
|
|
|
94,017
|
6.00%, 01/01/2035
|
97,594
|
|
|
455,191
|
6.00%, 11/01/2037
|
480,329
|
|
|
1,077,084
|
6.00%, 11/01/2052
|
1,104,968
|
|
|
1,236,361
|
6.00%, 12/01/2052
|
1,276,044
|
|
|
589,819
|
6.00%, 03/01/2053
|
611,616
|
|
|
1,919,547
|
6.00%, 02/01/2054
|
1,962,523
|
|
|
1,569,612
|
6.00%, 05/01/2054
|
1,604,755
|
|
|
5,739,532
|
6.00%, 06/01/2054
|
5,897,628
|
|
|
4,080,591
|
6.00%, 08/01/2054
|
4,196,537
|
|
|
103
|
6.50%, 08/01/2032
|
108
|
|
|
216,466
|
6.50%, 07/15/2036
|
226,192
|
|
|
53,420
|
6.50%, 12/01/2037
|
56,417
|
|
|
23
|
7.50%, 09/01/2029
|
23
|
|
|
1,432,000
|
8.18%, 04/25/2042, 30 day USD SOFR
Average + 2.90%(1)(2)
|
1,481,124
|
|
|
2,005,000
|
8.63%, 05/25/2042, 30 day USD SOFR
Average + 3.35%(1)(2)
|
2,101,670
|
|
|
3,990,000
|
8.63%, 06/25/2043, 30 day USD SOFR
Average + 3.35%(1)(2)
|
4,187,006
|
|
|
1,705,000
|
8.68%, 10/25/2041, 30 day USD SOFR
Average + 3.40%(1)(2)
|
1,757,882
|
|
|
470,000
|
8.78%, 03/25/2042, 30 day USD SOFR
Average + 3.50%(1)(2)
|
492,854
|
|
|
3,815,000
|
8.78%, 05/25/2043, 30 day USD SOFR
Average + 3.50%(1)(2)
|
4,038,416
|
|
|
620,000
|
8.83%, 08/25/2042, 30 day USD SOFR
Average + 3.55%(1)(2)
|
654,194
|
|
|
1,629,000
|
8.93%, 11/25/2041, 30 day USD SOFR
Average + 3.65%(1)(2)
|
1,695,073
|
|
|
1,705,000
|
8.98%, 09/25/2042, 30 day USD SOFR
Average + 3.70%(1)(2)
|
1,800,906
|
|
|
1,525,000
|
9.28%, 07/25/2042, 30 day USD SOFR
Average + 4.00%(1)(2)
|
1,621,910
|
|
|
2,440,000
|
9.78%, 06/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
|
2,616,365
|
|
|
|
|
|
144,292,417
|
|
|
Federal National Mortgage Association - 14.7%
|
||
|
43,253
|
0.00%, 03/25/2036(13)(14)
|
38,112
|
|
|
350,305
|
0.00%, 06/25/2041(13)(14)
|
271,027
|
|
|
7,529,423
|
0.39%, 01/25/2030(3)(4)
|
71,951
|
|
|
3,435,133
|
0.61%, 10/25/2049, 30 day USD SOFR
Average + 5.89%(2)(4)
|
372,777
|
|
|
2,878,949
|
0.71%, 06/25/2045, 30 day USD SOFR
Average + 5.99%(2)(4)
|
337,215
|
|
|
940,330
|
0.86%, 04/25/2055(3)(4)
|
24,271
|
|
|
705,582
|
0.90%, 08/25/2044(3)(4)
|
46,211
|
|
|
921,778
|
0.99%, 05/25/2046(3)(4)
|
45,275
|
|
|
629,146
|
1.07%, 06/25/2055(3)(4)
|
17,930
|
|
|
5,511,052
|
1.50%, 09/01/2051
|
4,367,216
|
|
|
318,629
|
1.50%, 10/01/2051
|
252,099
|
|
|
422,610
|
1.50%, 04/01/2052
|
334,166
|
|
|
7,963,728
|
1.58%, 05/25/2029(3)(4)
|
332,153
|
|
|
932,359
|
1.75%, 12/25/2042
|
840,136
|
|
|
1,426,448
|
2.00%, 05/01/2036
|
1,312,584
|
|
|
2,159,476
|
2.00%, 06/01/2036
|
1,989,727
|
|
|
1,582,827
|
2.00%, 08/01/2036
|
1,456,467
|
|
|
1,009,838
|
2.00%, 09/01/2036
|
929,211
|
|
|
706,536
|
2.00%, 12/01/2036
|
650,118
|
|
|
|
46
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Federal National Mortgage Association - 14.7% - (continued)
|
||
|
$ 574,209
|
2.00%, 09/25/2039
|
$511,732
|
|
|
1,209,974
|
2.00%, 09/01/2040
|
1,060,213
|
|
|
2,713,330
|
2.00%, 12/01/2040
|
2,379,603
|
|
|
1,097,650
|
2.00%, 04/01/2041
|
960,477
|
|
|
373,984
|
2.00%, 05/01/2041
|
326,474
|
|
|
1,441,537
|
2.00%, 10/01/2041
|
1,255,930
|
|
|
7,246,490
|
2.00%, 12/01/2050
|
6,051,764
|
|
|
9,069,227
|
2.00%, 02/01/2051
|
7,567,051
|
|
|
13,263,650
|
2.00%, 03/01/2051
|
11,030,208
|
|
|
13,812,495
|
2.00%, 04/01/2051
|
11,480,489
|
|
|
1,513,861
|
2.00%, 05/01/2051
|
1,256,344
|
|
|
505,039
|
2.00%, 07/01/2051
|
420,516
|
|
|
657,955
|
2.00%, 10/01/2051
|
553,908
|
|
|
3,681,007
|
2.00%, 03/25/2052(4)
|
454,252
|
|
|
22,049
|
2.00%, 04/01/2052
|
18,256
|
|
|
800,230
|
2.25%, 04/01/2033
|
692,213
|
|
|
133,707
|
2.50%, 06/25/2028(4)
|
3,947
|
|
|
1,995,583
|
2.50%, 09/01/2040
|
1,810,707
|
|
|
85,910
|
2.50%, 01/01/2043
|
76,703
|
|
|
2,004,297
|
2.50%, 02/01/2043
|
1,789,530
|
|
|
677,587
|
2.50%, 03/01/2043
|
605,021
|
|
|
1,438,746
|
2.50%, 05/01/2043
|
1,273,235
|
|
|
1,183,109
|
2.50%, 06/01/2043
|
1,056,341
|
|
|
663,190
|
2.50%, 04/01/2045
|
590,466
|
|
|
913,458
|
2.50%, 04/01/2050
|
796,255
|
|
|
1,069,615
|
2.50%, 06/01/2050
|
932,715
|
|
|
178,728
|
2.50%, 07/01/2050
|
155,796
|
|
|
1,653,968
|
2.50%, 09/01/2050
|
1,441,760
|
|
|
2,866,980
|
2.50%, 10/01/2050
|
2,518,057
|
|
|
1,228,470
|
2.50%, 01/01/2051
|
1,076,914
|
|
|
2,924,265
|
2.50%, 02/25/2051(4)
|
472,388
|
|
|
18,850,753
|
2.50%, 05/01/2051
|
16,490,425
|
|
|
2,390,057
|
2.50%, 06/01/2051
|
2,078,352
|
|
|
1,368,705
|
2.50%, 07/01/2051
|
1,193,439
|
|
|
920,134
|
2.50%, 09/01/2051
|
801,588
|
|
|
6,366,702
|
2.50%, 10/01/2051
|
5,542,556
|
|
|
13,413,693
|
2.50%, 11/01/2051
|
11,758,623
|
|
|
1,605,587
|
2.50%, 12/01/2051
|
1,405,651
|
|
|
1,562,691
|
2.50%, 01/01/2052
|
1,368,920
|
|
|
2,319,439
|
2.50%, 03/01/2052
|
2,021,696
|
|
|
1,620,168
|
2.50%, 04/01/2052
|
1,410,419
|
|
|
2,980,151
|
2.50%, 06/25/2052(4)
|
455,951
|
|
|
2,932,769
|
2.50%, 09/25/2052(4)
|
464,586
|
|
|
2,113,800
|
2.50%, 01/01/2057
|
1,823,924
|
|
|
102,503
|
3.00%, 09/25/2027(4)
|
2,618
|
|
|
555,458
|
3.00%, 01/25/2028(4)
|
13,414
|
|
|
1,458,823
|
3.00%, 04/25/2033(4)
|
89,725
|
|
|
457,463
|
3.00%, 08/01/2033
|
444,210
|
|
|
1,183,894
|
3.00%, 03/01/2037
|
1,123,429
|
|
|
1,696,741
|
3.00%, 06/01/2043
|
1,590,871
|
|
|
1,093,042
|
3.00%, 09/01/2048
|
1,003,225
|
|
|
1,081,711
|
3.00%, 08/25/2049
|
993,168
|
|
|
160,680
|
3.00%, 12/01/2049
|
146,873
|
|
|
742,269
|
3.00%, 02/01/2050
|
679,760
|
|
|
2,588,309
|
3.00%, 08/01/2050
|
2,369,183
|
|
|
1,076,281
|
3.00%, 10/01/2050
|
978,438
|
|
|
1,451,255
|
3.00%, 12/01/2050
|
1,322,341
|
|
|
462,807
|
3.00%, 04/01/2051
|
419,455
|
|
|
1,333,401
|
3.00%, 05/01/2051
|
1,223,329
|
|
|
267,780
|
3.00%, 06/01/2051
|
242,827
|
|
|
339,320
|
3.00%, 07/01/2051
|
308,011
|
|
|
3,793,678
|
3.00%, 08/01/2051
|
3,442,145
|
|
|
2,522,757
|
3.00%, 09/01/2051
|
2,297,227
|
|
|
4,056,735
|
3.00%, 10/01/2051
|
3,674,613
|
|
|
4,389,624
|
3.00%, 11/01/2051
|
3,976,823
|
|
|
2,027,052
|
3.00%, 12/01/2051
|
1,837,146
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Federal National Mortgage Association - 14.7% - (continued)
|
||
|
$ 958,021
|
3.00%, 01/01/2052
|
$865,764
|
|
|
1,098,746
|
3.00%, 04/01/2052
|
997,227
|
|
|
1,373,744
|
3.00%, 05/01/2052
|
1,244,582
|
|
|
98,461
|
3.50%, 05/25/2027(4)
|
2,457
|
|
|
179,325
|
3.50%, 10/25/2027(4)
|
5,536
|
|
|
313,375
|
3.50%, 05/25/2030(4)
|
17,641
|
|
|
81,457
|
3.50%, 08/25/2030(4)
|
3,733
|
|
|
65,368
|
3.50%, 02/25/2031(4)
|
1,055
|
|
|
277,205
|
3.50%, 09/25/2035(4)
|
26,753
|
|
|
1,653,968
|
3.50%, 11/25/2039(4)
|
151,955
|
|
|
1,678,000
|
3.50%, 01/25/2042
|
1,575,730
|
|
|
2,035,034
|
3.50%, 08/01/2043
|
1,934,605
|
|
|
612,238
|
3.50%, 10/01/2044
|
581,779
|
|
|
593,829
|
3.50%, 02/01/2045
|
561,846
|
|
|
545,581
|
3.50%, 01/01/2046
|
514,691
|
|
|
402,861
|
3.50%, 03/01/2046
|
380,836
|
|
|
941,383
|
3.50%, 09/01/2046
|
888,781
|
|
|
470,243
|
3.50%, 10/01/2046
|
443,555
|
|
|
340,499
|
3.50%, 10/25/2046(4)
|
69,692
|
|
|
495,050
|
3.50%, 11/01/2046
|
470,046
|
|
|
699,638
|
3.50%, 05/01/2047
|
659,940
|
|
|
1,524,979
|
3.50%, 09/01/2047
|
1,439,799
|
|
|
285,222
|
3.50%, 12/01/2047
|
271,150
|
|
|
979,381
|
3.50%, 01/01/2048
|
923,780
|
|
|
204,281
|
3.50%, 02/01/2048
|
193,524
|
|
|
1,081,186
|
3.50%, 07/01/2048
|
1,019,834
|
|
|
2,341,438
|
3.50%, 04/01/2052
|
2,198,966
|
|
|
3,962,700
|
3.50%, 09/01/2057
|
3,678,595
|
|
|
2,225,312
|
3.50%, 05/01/2058
|
2,065,768
|
|
|
2,209,566
|
3.50%, 12/25/2058
|
2,025,384
|
|
|
1,620,000
|
3.52%, 11/01/2032
|
1,543,572
|
|
|
42,113
|
4.00%, 06/01/2025
|
41,820
|
|
|
32,223
|
4.00%, 10/01/2025
|
31,998
|
|
|
1,262,691
|
4.00%, 10/01/2040
|
1,247,658
|
|
|
503,253
|
4.00%, 11/01/2040
|
497,260
|
|
|
378,355
|
4.00%, 12/01/2040
|
373,849
|
|
|
180,527
|
4.00%, 02/01/2041
|
178,378
|
|
|
498,928
|
4.00%, 03/01/2041
|
492,985
|
|
|
1,224,210
|
4.00%, 06/01/2041
|
1,217,199
|
|
|
172,290
|
4.00%, 03/25/2042(4)
|
19,501
|
|
|
205,437
|
4.00%, 08/01/2042
|
201,976
|
|
|
489,310
|
4.00%, 09/01/2042
|
482,275
|
|
|
98,892
|
4.00%, 11/25/2042(4)
|
9,683
|
|
|
72,454
|
4.00%, 03/01/2045
|
70,695
|
|
|
410,972
|
4.00%, 07/01/2045
|
403,892
|
|
|
272,983
|
4.00%, 03/01/2046
|
267,031
|
|
|
106,465
|
4.00%, 05/01/2046
|
103,749
|
|
|
469,920
|
4.00%, 06/01/2046
|
458,012
|
|
|
430,469
|
4.00%, 04/01/2047
|
421,087
|
|
|
1,178,327
|
4.00%, 10/01/2047
|
1,146,063
|
|
|
2,822,717
|
4.00%, 06/01/2048
|
2,751,665
|
|
|
548,500
|
4.00%, 09/01/2048
|
533,139
|
|
|
352,850
|
4.00%, 01/01/2049
|
345,594
|
|
|
3,099,009
|
4.00%, 04/01/2049
|
2,999,447
|
|
|
120,181
|
4.00%, 08/01/2049
|
117,620
|
|
|
2,143,100
|
4.00%, 04/01/2050
|
2,083,077
|
|
|
2,189,113
|
4.00%, 11/25/2050(4)
|
453,616
|
|
|
351,845
|
4.00%, 08/01/2051
|
345,914
|
|
|
1,446,083
|
4.00%, 06/01/2052
|
1,393,929
|
|
|
1,163,291
|
4.03%, 06/01/2028
|
1,160,147
|
|
|
1,475,000
|
4.19%, 04/01/2028
|
1,480,735
|
|
|
571,672
|
4.37%, 05/01/2028
|
577,220
|
|
|
2,477,609
|
4.39%, 04/01/2029
|
2,506,397
|
|
|
1,380,916
|
4.46%, 05/01/2028
|
1,398,042
|
|
|
6,550
|
4.50%, 04/01/2025
|
6,565
|
|
|
10,289
|
4.50%, 07/25/2027(4)
|
107
|
|
|
|
47
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Federal National Mortgage Association - 14.7% - (continued)
|
||
|
$ 315,127
|
4.50%, 09/01/2035
|
$317,457
|
|
|
1,058,308
|
4.50%, 12/01/2037
|
1,069,667
|
|
|
1,021,751
|
4.50%, 08/01/2040
|
1,033,119
|
|
|
1,011,141
|
4.50%, 10/01/2040
|
1,022,383
|
|
|
504,978
|
4.50%, 10/01/2041
|
510,589
|
|
|
1,176,521
|
4.50%, 08/25/2043(4)
|
247,059
|
|
|
428,143
|
4.50%, 09/01/2043
|
432,899
|
|
|
544,721
|
4.50%, 04/01/2049
|
542,096
|
|
|
2,408,256
|
4.50%, 01/01/2051
|
2,408,306
|
|
|
1,709,562
|
4.50%, 03/01/2053
|
1,679,993
|
|
|
3,016,935
|
4.50%, 07/01/2053
|
2,964,858
|
|
|
1,982,358
|
4.50%, 10/01/2053
|
1,948,477
|
|
|
1,980,155
|
4.50%, 11/01/2053
|
1,946,312
|
|
|
380,000
|
4.75%, 04/01/2028
|
387,617
|
|
|
2,577
|
5.00%, 06/01/2025
|
2,608
|
|
|
129,133
|
5.00%, 04/25/2038
|
127,519
|
|
|
1,858,444
|
5.00%, 07/01/2052
|
1,859,914
|
|
|
1,267,529
|
5.00%, 08/01/2052
|
1,268,890
|
|
|
2,050,000
|
5.07%, 12/01/2028
|
2,124,884
|
|
|
70,471
|
5.50%, 06/01/2033
|
72,431
|
|
|
60,489
|
5.50%, 08/01/2033
|
62,402
|
|
|
378,958
|
5.50%, 09/01/2033
|
390,932
|
|
|
353,989
|
5.50%, 12/01/2033
|
367,351
|
|
|
242,432
|
5.50%, 01/01/2034
|
250,096
|
|
|
1,301,364
|
5.50%, 11/01/2035
|
1,346,702
|
|
|
367,872
|
5.50%, 04/01/2036
|
381,301
|
|
|
276,064
|
5.50%, 09/01/2036
|
283,532
|
|
|
216,963
|
5.50%, 04/25/2037
|
228,781
|
|
|
1,065,674
|
5.50%, 11/25/2040(4)
|
139,142
|
|
|
821,080
|
5.50%, 06/25/2042(4)
|
170,241
|
|
|
1,046,036
|
5.50%, 08/25/2044(4)
|
173,532
|
|
|
2,122,217
|
5.50%, 11/01/2052
|
2,158,632
|
|
|
4,327,002
|
5.50%, 12/01/2052
|
4,389,366
|
|
|
2,318,935
|
5.50%, 06/01/2053
|
2,350,957
|
|
|
2,343,842
|
5.50%, 08/01/2054
|
2,372,120
|
|
|
19,411
|
5.54%, 05/25/2042(3)(4)
|
1,434
|
|
|
141,517
|
6.00%, 12/01/2032
|
148,074
|
|
|
138,854
|
6.00%, 01/01/2033
|
142,129
|
|
|
19,372
|
6.00%, 02/01/2033
|
19,799
|
|
|
123,714
|
6.00%, 03/01/2033
|
128,664
|
|
|
330,237
|
6.00%, 02/01/2037
|
348,151
|
|
|
586,071
|
6.00%, 01/25/2042(4)
|
42,743
|
|
|
1,288,003
|
6.00%, 05/01/2053
|
1,334,506
|
|
|
19,739,389
|
6.00%, 02/01/2054
|
20,181,335
|
|
|
2,740,644
|
6.00%, 06/01/2054
|
2,802,007
|
|
|
1,430,218
|
6.00%, 09/01/2054
|
1,464,718
|
|
|
125
|
6.50%, 05/01/2031
|
129
|
|
|
446
|
6.50%, 09/01/2031
|
464
|
|
|
440
|
6.50%, 07/01/2032
|
456
|
|
|
375
|
7.00%, 07/01/2029
|
389
|
|
|
58
|
7.00%, 12/01/2030
|
60
|
|
|
57
|
7.00%, 03/01/2032
|
60
|
|
|
366
|
7.00%, 09/01/2032
|
380
|
|
|
345
|
7.50%, 06/01/2027
|
350
|
|
|
4,722
|
7.50%, 03/01/2030
|
4,846
|
|
|
5,013
|
7.50%, 04/01/2030
|
5,051
|
|
|
472
|
7.50%, 06/01/2030
|
487
|
|
|
887
|
7.50%, 07/01/2030
|
915
|
|
|
260
|
7.50%, 08/01/2030
|
268
|
|
|
1,849
|
7.50%, 05/01/2031
|
1,888
|
|
|
3,454
|
7.50%, 06/01/2031
|
3,440
|
|
|
315
|
7.50%, 08/01/2031
|
320
|
|
|
13,681
|
7.50%, 09/01/2031
|
13,624
|
|
|
31
|
7.50%, 05/01/2032
|
32
|
|
|
|
|
|
265,558,657
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Government National Mortgage Association - 8.3%
|
||
|
$ 2,349,219
|
2.00%, 10/20/2050
|
$1,994,831
|
|
|
4,506,794
|
2.00%, 12/20/2050
|
3,826,973
|
|
|
15,070,000
|
2.00%, 10/20/2054(15)
|
12,780,655
|
|
|
394,029
|
2.50%, 12/16/2039
|
370,485
|
|
|
774,855
|
2.50%, 07/20/2041
|
700,995
|
|
|
2,482,632
|
2.50%, 10/20/2049
|
2,227,374
|
|
|
1,854,559
|
2.50%, 11/20/2049
|
1,643,138
|
|
|
1,469,997
|
2.50%, 03/20/2051
|
1,296,915
|
|
|
2,095,243
|
2.50%, 09/20/2051
|
1,845,513
|
|
|
7,019,670
|
2.50%, 10/20/2051
|
6,182,928
|
|
|
9,835,000
|
2.50%, 10/20/2054(15)
|
8,663,046
|
|
|
116,750
|
3.00%, 09/20/2028(4)
|
2,962
|
|
|
1,866,821
|
3.00%, 05/20/2035(4)
|
94,406
|
|
|
250,233
|
3.00%, 02/16/2043(4)
|
34,678
|
|
|
1,214,323
|
3.00%, 03/15/2045
|
1,116,920
|
|
|
65,036
|
3.00%, 04/15/2045
|
59,821
|
|
|
1,085,335
|
3.00%, 07/15/2045
|
998,283
|
|
|
23,634
|
3.00%, 08/15/2045
|
21,738
|
|
|
7,016,475
|
3.00%, 04/20/2051
|
6,408,516
|
|
|
2,123,926
|
3.00%, 08/20/2051
|
1,938,656
|
|
|
2,691,133
|
3.00%, 09/20/2051
|
2,455,854
|
|
|
6,884,556
|
3.00%, 12/20/2051
|
6,281,839
|
|
|
1,400,256
|
3.00%, 02/20/2052
|
1,298,000
|
|
|
3,432,745
|
3.00%, 07/20/2052
|
3,134,397
|
|
|
7,600,000
|
3.00%, 10/20/2054(15)
|
6,932,180
|
|
|
28,219
|
3.50%, 02/16/2027(4)
|
372
|
|
|
115,767
|
3.50%, 03/20/2027(4)
|
2,508
|
|
|
81,588
|
3.50%, 07/20/2040(4)
|
1,439
|
|
|
64,133
|
3.50%, 02/20/2041(4)
|
529
|
|
|
384,713
|
3.50%, 04/20/2042(4)
|
15,827
|
|
|
1,367,373
|
3.50%, 10/20/2042(4)
|
220,279
|
|
|
173,250
|
3.50%, 11/15/2042
|
166,960
|
|
|
4,235
|
3.50%, 12/15/2042
|
4,075
|
|
|
93,806
|
3.50%, 02/15/2043
|
90,197
|
|
|
4,609
|
3.50%, 03/15/2043
|
4,432
|
|
|
839,962
|
3.50%, 04/15/2043
|
807,616
|
|
|
1,890,856
|
3.50%, 05/15/2043
|
1,818,862
|
|
|
475,719
|
3.50%, 07/20/2043(4)
|
72,771
|
|
|
1,004,226
|
3.50%, 03/20/2044
|
960,089
|
|
|
1,293,808
|
3.50%, 06/20/2046
|
1,230,843
|
|
|
329,159
|
3.50%, 07/20/2046
|
313,042
|
|
|
343,529
|
3.50%, 10/20/2046
|
326,606
|
|
|
1,371,037
|
3.50%, 02/20/2047
|
1,302,418
|
|
|
402,146
|
3.50%, 08/20/2047
|
382,044
|
|
|
280,847
|
3.50%, 11/20/2047
|
266,218
|
|
|
343,388
|
3.50%, 03/20/2048
|
325,416
|
|
|
1,055,178
|
3.50%, 07/20/2049
|
1,001,224
|
|
|
3,079,000
|
3.50%, 10/20/2054(15)
|
2,891,253
|
|
|
811,771
|
3.88%, 08/15/2042
|
798,118
|
|
|
17,355
|
4.00%, 12/16/2026(4)
|
12
|
|
|
279,688
|
4.00%, 05/20/2029(4)
|
2,481
|
|
|
1,469,589
|
4.00%, 07/20/2040
|
1,458,403
|
|
|
1,612,468
|
4.00%, 09/20/2040
|
1,600,195
|
|
|
2,566,908
|
4.00%, 10/20/2040
|
2,545,450
|
|
|
677,426
|
4.00%, 12/20/2040
|
671,435
|
|
|
131,399
|
4.00%, 05/16/2042(4)
|
12,371
|
|
|
2,141,382
|
4.00%, 09/16/2042(4)
|
470,800
|
|
|
116,082
|
4.00%, 01/20/2044(4)
|
22,896
|
|
|
841,151
|
4.00%, 01/16/2046(4)
|
144,929
|
|
|
763,591
|
4.00%, 03/20/2047(4)
|
134,177
|
|
|
358,586
|
4.00%, 11/20/2047
|
347,415
|
|
|
1,010,440
|
4.00%, 03/20/2048
|
982,189
|
|
|
2,613,718
|
4.00%, 07/20/2048
|
2,555,062
|
|
|
2,810,000
|
4.00%, 10/20/2054(15)
|
2,716,041
|
|
|
42,135
|
4.50%, 11/15/2039
|
41,992
|
|
|
445,635
|
4.50%, 05/15/2040
|
449,217
|
|
|
|
48
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Government National Mortgage Association - 8.3% - (continued)
|
||
|
$ 1,626,002
|
4.50%, 05/20/2040
|
$1,645,573
|
|
|
88,686
|
4.50%, 07/15/2041
|
88,516
|
|
|
1,500,265
|
4.50%, 08/20/2045(4)
|
267,733
|
|
|
144,038
|
4.50%, 01/20/2046
|
144,732
|
|
|
985,252
|
4.50%, 01/20/2047(4)
|
119,477
|
|
|
1,108,595
|
4.50%, 05/20/2048(4)
|
171,641
|
|
|
320,608
|
4.50%, 05/20/2052
|
317,025
|
|
|
934,041
|
4.50%, 08/20/2052
|
923,313
|
|
|
854,404
|
4.50%, 09/20/2052
|
844,459
|
|
|
3,858,986
|
4.50%, 10/20/2052
|
3,814,069
|
|
|
10,225,000
|
4.50%, 10/20/2054(15)
|
10,092,457
|
|
|
949,457
|
5.00%, 02/16/2040(4)
|
209,221
|
|
|
857,393
|
5.00%, 05/20/2040
|
880,568
|
|
|
680,780
|
5.00%, 06/20/2040
|
699,182
|
|
|
266,682
|
5.00%, 07/20/2040
|
273,890
|
|
|
508,079
|
5.00%, 06/15/2041
|
531,261
|
|
|
516,542
|
5.00%, 10/16/2041(4)
|
85,794
|
|
|
718,696
|
5.00%, 03/15/2044
|
753,028
|
|
|
202,190
|
5.00%, 01/16/2047(4)
|
43,095
|
|
|
3,552,090
|
5.00%, 07/15/2052
|
3,561,576
|
|
|
10,425,000
|
5.00%, 10/20/2054(15)
|
10,442,765
|
|
|
189,838
|
5.50%, 03/15/2033
|
194,862
|
|
|
273,331
|
5.50%, 04/15/2033
|
281,101
|
|
|
223,816
|
5.50%, 05/15/2033
|
231,895
|
|
|
384,464
|
5.50%, 10/20/2034
|
400,427
|
|
|
655,057
|
5.50%, 03/20/2039(4)
|
70,253
|
|
|
640,518
|
5.50%, 02/16/2047(4)
|
96,151
|
|
|
414,304
|
5.50%, 02/20/2047(4)
|
64,739
|
|
|
4,950,000
|
5.50%, 10/20/2054(15)
|
4,996,481
|
|
|
362
|
6.00%, 01/15/2029
|
372
|
|
|
290
|
6.00%, 04/15/2029
|
297
|
|
|
12,722
|
6.00%, 12/15/2031
|
13,182
|
|
|
310
|
6.00%, 10/15/2032
|
330
|
|
|
8,577
|
6.00%, 06/15/2033
|
8,836
|
|
|
180
|
6.00%, 03/15/2034
|
183
|
|
|
14,950
|
6.00%, 08/15/2034
|
15,662
|
|
|
24,876
|
6.00%, 09/15/2034
|
25,844
|
|
|
16,885
|
6.00%, 02/15/2035
|
17,716
|
|
|
29,714
|
6.00%, 03/15/2036
|
31,182
|
|
|
30,707
|
6.00%, 05/15/2036
|
31,811
|
|
|
74,179
|
6.00%, 06/15/2036
|
77,478
|
|
|
8,316
|
6.00%, 06/15/2037
|
8,609
|
|
|
19,027
|
6.00%, 08/15/2037
|
19,878
|
|
|
30,136
|
6.00%, 08/15/2039
|
31,441
|
|
|
654,835
|
6.00%, 09/20/2040(4)
|
105,626
|
|
|
49,612
|
6.00%, 06/15/2041
|
51,887
|
|
|
645,360
|
6.00%, 02/20/2046(4)
|
84,882
|
|
|
6,675,000
|
6.00%, 10/20/2054
|
6,793,221
|
|
|
9,320
|
6.50%, 06/15/2028
|
9,668
|
|
|
443
|
6.50%, 08/15/2028
|
448
|
|
|
1,179
|
6.50%, 09/15/2028
|
1,193
|
|
|
508
|
6.50%, 11/15/2028
|
514
|
|
|
2,513
|
6.50%, 12/15/2028
|
2,535
|
|
|
5,080
|
6.50%, 02/15/2029
|
5,160
|
|
|
37,533
|
6.50%, 03/15/2029
|
38,918
|
|
|
10,890
|
6.50%, 04/15/2029
|
11,281
|
|
|
3,761
|
6.50%, 05/15/2029
|
3,912
|
|
|
65,739
|
6.50%, 06/15/2029
|
67,607
|
|
|
2,008
|
6.50%, 07/15/2029
|
2,035
|
|
|
84
|
6.50%, 03/15/2031
|
87
|
|
|
66,123
|
6.50%, 04/15/2031
|
68,216
|
|
|
17,723
|
6.50%, 05/15/2031
|
18,379
|
|
|
1,367
|
6.50%, 06/15/2031
|
1,418
|
|
|
78,381
|
6.50%, 07/15/2031
|
81,109
|
|
|
12,958
|
6.50%, 08/15/2031
|
13,283
|
|
|
21,437
|
6.50%, 09/15/2031
|
22,111
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT AGENCIES - 44.5% - (continued)
|
|||
|
|
Mortgage-Backed Agencies - 44.5% - (continued)
|
||
|
|
Government National Mortgage Association - 8.3% - (continued)
|
||
|
$ 36,598
|
6.50%, 10/15/2031
|
$37,283
|
|
|
133,288
|
6.50%, 11/15/2031
|
137,526
|
|
|
21,746
|
6.50%, 12/15/2031
|
22,013
|
|
|
53,126
|
6.50%, 01/15/2032
|
55,034
|
|
|
13,992
|
6.50%, 02/15/2032
|
14,500
|
|
|
22,937
|
6.50%, 03/15/2032
|
23,868
|
|
|
83,971
|
6.50%, 04/15/2032
|
86,961
|
|
|
198
|
6.50%, 05/15/2032
|
202
|
|
|
11,795
|
6.50%, 06/15/2032
|
11,976
|
|
|
162
|
7.00%, 02/15/2031
|
163
|
|
|
71
|
7.00%, 06/15/2031
|
71
|
|
|
37
|
7.00%, 08/15/2031
|
37
|
|
|
|
|
|
149,770,535
|
|
|
Uniform Mortgage-Backed Security - 13.5%
|
||
|
22,030,000
|
3.00%, 10/01/2054(15)
|
19,777,519
|
|
|
49,704,000
|
4.00%, 10/01/2054(15)
|
47,695,831
|
|
|
1,026,000
|
4.50%, 10/01/2054(15)
|
1,008,260
|
|
|
16,025,000
|
5.00%, 10/01/2054(15)
|
16,008,725
|
|
|
4,050,000
|
5.50%, 10/01/2039(15)
|
4,137,180
|
|
|
88,429,000
|
5.50%, 10/01/2054(15)
|
89,486,653
|
|
|
51,515,000
|
6.00%, 10/01/2054(15)
|
52,668,193
|
|
|
9,660,000
|
6.50%, 10/01/2054(15)
|
9,958,012
|
|
|
4,095,000
|
7.00%, 10/01/2054(15)
|
4,254,312
|
|
|
|
|
|
244,994,685
|
|
|
Total U.S. Government Agencies
(cost $825,956,653)
|
|
$804,616,294
|
|
U.S. GOVERNMENT SECURITIES - 17.5%
|
|||
|
|
U.S. Treasury Securities - 17.5%
|
||
|
|
U.S. Treasury Bonds - 11.6%
|
||
|
24,645,000
|
1.25%, 05/15/2050
|
$13,165,821
|
|
|
5,115,000
|
1.88%, 11/15/2051
|
3,180,891
|
|
|
7,090,000
|
2.25%, 08/15/2046
|
5,069,073
|
|
|
15,065,000
|
2.25%, 02/15/2052
|
10,257,147
|
|
|
7,860,000
|
2.38%, 11/15/2049
|
5,580,293
|
|
|
90,455,000
|
2.88%, 08/15/2045(16)
|
73,434,620
|
|
|
6,175,000
|
3.00%, 02/15/2047
|
5,052,887
|
|
|
22,615,000
|
3.38%, 05/15/2044(17)(18)
|
20,076,113
|
|
|
35,500,000
|
3.38%, 11/15/2048(19)
|
30,721,367
|
|
|
3,565,000
|
3.63%, 08/15/2043
|
3,297,764
|
|
|
12,035,000
|
3.63%, 05/15/2053
|
10,936,806
|
|
|
28,112,000
|
4.25%, 08/15/2054
|
28,669,847
|
|
|
|
|
|
209,442,629
|
|
|
U.S. Treasury Inflation-Indexed Bonds - 1.1%
|
||
|
14,374,547
|
0.25%, 02/15/2050(20)
|
9,502,847
|
|
|
3,591,105
|
0.63%, 02/15/2043(20)
|
2,872,598
|
|
|
5,342,720
|
0.75%, 02/15/2045(20)
|
4,258,031
|
|
|
3,083,744
|
1.38%, 02/15/2044(20)
|
2,806,300
|
|
|
|
|
|
19,439,776
|
|
|
U.S. Treasury Inflation-Indexed Notes - 1.5%
|
||
|
2,899,764
|
1.38%, 07/15/2033(20)
|
2,853,745
|
|
|
23,661,963
|
1.75%, 01/15/2034(20)
|
23,888,708
|
|
|
|
|
|
26,742,453
|
|
|
U.S. Treasury Notes - 3.3%
|
||
|
21,815,000
|
0.63%, 05/15/2030
|
18,509,516
|
|
|
27,700,000
|
3.75%, 06/30/2030
|
27,862,305
|
|
|
13,160,000
|
4.38%, 05/15/2034
|
13,766,594
|
|
|
|
|
|
60,138,415
|
|
|
Total U.S. Government Securities
(cost $375,995,023)
|
|
$315,763,273
|
|
|
49
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
COMMON STOCKS - 0.0%
|
|||
|
|
Energy - 0.0%
|
||
|
30,559
|
PES Energy Liquidating Trust*(21)(22)
|
$—
|
|
|
|
Total Common Stocks
(cost $265,121)
|
|
$—
|
|
PREFERRED STOCKS - 0.1%
|
|||
|
|
Banks - 0.1%
|
||
|
2,242
|
U.S. Bancorp Series A, 6.58%(23)
|
$1,902,763
|
|
|
|
Total Preferred Stocks
(cost $1,591,820)
|
|
$1,902,763
|
|
|
Total Long-Term Investments
(cost $2,140,195,736)
|
|
$2,037,330,408
|
|
SHORT-TERM INVESTMENTS - 1.0%
|
|||
|
|
Repurchase Agreements - 0.8%
|
||
|
$ 14,922,691
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at
4.87%, due on 10/01/2024 with a
maturity value of $14,924,710;
collateralized by U.S. Treasury Note at
3.50%, maturing 09/30/2026, with a
market value of $15,221,330
|
$14,922,691
|
|
|
|
Securities Lending Collateral - 0.2%
|
||
|
556,259
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(24)
|
556,259
|
|
|
1,854,198
|
HSBC U.S. Government Money Market
Fund, Institutional Class, 4.86%(24)
|
1,854,198
|
|
|
556,259
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(24)
|
556,259
|
|
|
556,259
|
Morgan Stanley Institutional Liquidity
Funds, Government Portfolio,
Institutional Class, 4.85%(24)
|
556,259
|
|
|
|
|
|
3,522,975
|
|
|
Total Short-Term Investments
(cost $18,445,666)
|
$18,445,666
|
|
|
|
Total Investments
(cost $2,158,641,402)
|
113.8
%
|
$2,055,776,074
|
|
|
Other Assets and Liabilities
|
(13.8
)%
|
(249,550,725
)
|
|
|
Net Assets
|
100.0
%
|
$1,806,225,349
|
|
*
|
Non-income producing.
|
|
(1)
|
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only
to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At September 30, 2024, the aggregate value of these securities was
$497,548,983, representing 27.5% of net assets.
|
|
(2)
|
Variable rate securities; the rate reported is the coupon rate in effect at September
30, 2024. Base lending rates may be subject to a floor or cap.
|
|
(3)
|
Variable or floating rate security, which interest rate adjusts periodically based
on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
|
|
(4)
|
Securities disclosed are interest-only strips.
|
|
(5)
|
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
|
|
(6)
|
Fixed to variable rate investment. The rate shown reflects the fixed rate in effect
at
September 30, 2024. Rate will reset at a future date. Base lending rates may be
subject to a floor or cap.
|
|
(7)
|
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At September 30, 2024, the aggregate
value of these securities was $29,660,905, representing 1.6% of net assets.
|
|
(8)
|
Represents entire or partial securities on loan.
|
|
(9)
|
Perpetual maturity security. Maturity date shown is the next call date or final legal
maturity date, whichever comes first.
|
|
(10)
|
Senior floating rate interests generally pay interest rates which are periodically
adjusted by reference to a base short-term, floating lending rate plus a premium.
The base lending rates are primarily the Secured Overnight Financing Rate
("SOFR") and secondarily, the prime rate offered by one or more major
United States banks (the "Prime Rate"). Senior floating rate interests often require
prepayments from excess cash flows or permit the borrower to repay at its
election. The rate at which the borrower repays cannot be predicted with accuracy.
As a result, the actual remaining maturity may be substantially less than the stated
maturities shown. Base lending rates may be subject to a floor or cap. Unless
otherwise noted, the interest rate disclosed for these securities represents the rate
in effect as of September 30, 2024.
|
|
(11)
|
Non-income producing. For long-term debt securities, items identified are in default
as to payment of interest and/or principal.
|
|
(12)
|
Security has the ability to pay in kind (“PIK”) or pay income in cash. When
applicable, separate rates of such payments are disclosed.
|
|
(13)
|
Securities disclosed are principal-only strips.
|
|
(14)
|
Security is a zero-coupon bond.
|
|
(15)
|
Represents or includes a TBA transaction.
|
|
(16)
|
All, or a portion of the security, was pledged as collateral in connection with OTC
swap contracts. As of September 30, 2024, the market value of securities pledged
was $302,815.
|
|
(17)
|
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of September 30, 2024, the market value of
securities pledged was $6,746,781.
|
|
(18)
|
All, or a portion of the security, was pledged as collateral in connection with TBAs.
As of September 30, 2024, the market value of securities pledged was $425,225.
|
|
|
50
|
|
|
(19)
|
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of September 30, 2024, the market value of securities
pledged was $11,293,353.
|
|
(20)
|
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
|
|
(21)
|
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $0 or 0.0% of net
assets.
|
|
Period
Acquired
|
Security Name
|
Shares/
Par Value
|
Total Cost
|
Market Value
|
|
12/2021
|
PES Energy Liquidating
Trust
|
30,559
|
$265,121
|
$—
|
|
(22)
|
Investment valued using significant unobservable inputs.
|
|
(23)
|
Perpetual security with no stated maturity date.
|
|
(24)
|
Current yield as of period end.
|
|
Futures Contracts Outstanding at September 30, 2024
|
||||
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Current
Notional
Amount
|
Value and
Unrealized
Appreciation/
(Depreciation)
|
|
Long position contracts:
|
||||
|
Australian 10-Year Bond Future
|
445
|
12/16/2024
|
$35,809,409
|
$(283,321
)
|
|
U.S. Treasury 2-Year Note Future
|
1,636
|
12/31/2024
|
340,684,220
|
(491,294
)
|
|
U.S. Treasury 5-Year Note Future
|
533
|
12/31/2024
|
58,567,539
|
44,342
|
|
U.S. Treasury 10-Year Note Future
|
1,513
|
12/19/2024
|
172,907,531
|
(950,570
)
|
|
U.S. Treasury 10-Year Ultra Future
|
378
|
12/19/2024
|
44,716,219
|
(35,953
)
|
|
U.S. Treasury Long Bond Future
|
2
|
12/19/2024
|
248,375
|
(1,815
)
|
|
Total
|
|
|
|
$(1,718,611
)
|
|
Short position contracts:
|
||||
|
Euro BUXL 30-Year Bond Future
|
(39)
|
12/06/2024
|
$(5,916,300
)
|
$(67,710
)
|
|
Euro-BUND Future
|
(73)
|
12/06/2024
|
(10,963,587
)
|
(139,274
)
|
|
Euro-Schatz Future
|
(1,782)
|
12/06/2024
|
(212,595,786
)
|
(591,239
)
|
|
French Government Bond Future
|
(166)
|
12/06/2024
|
(23,437,851
)
|
11,834
|
|
U.S. Treasury Ultra Bond Future
|
(145)
|
12/19/2024
|
(19,298,594
)
|
530,373
|
|
Total
|
|
|
|
$(256,016
)
|
|
Total futures contracts
|
$(1,974,627
)
|
|||
|
TBA Sale Commitments Outstanding at September 30, 2024
|
||||
|
Description
|
Principal
Amount
|
Maturity
Date
|
Market
Value†
|
Unrealized
Appreciation/
(Depreciation)
|
|
Government National Mortgage Association, 3.00%
|
$15,694,000
|
10/20/2054
|
$(14,314,951
)
|
$(28,454
)
|
|
Uniform Mortgage-Backed Security, 2.00%
|
4,000,000
|
10/01/2054
|
(3,307,656
)
|
15,673
|
|
Uniform Mortgage-Backed Security, 2.00%
|
2,700,000
|
10/01/2039
|
(2,469,867
)
|
17,719
|
|
Uniform Mortgage-Backed Security, 2.50%
|
19,210,000
|
10/01/2054
|
(16,572,725
)
|
130,929
|
|
Uniform Mortgage-Backed Security, 3.00%
|
1,925,000
|
10/01/2039
|
(1,845,580
)
|
8,060
|
|
Uniform Mortgage-Backed Security, 3.50%
|
3,893,000
|
10/01/2054
|
(3,623,379
)
|
15,861
|
|
Uniform Mortgage-Backed Security, 4.00%
|
49,704,000
|
10/01/2054
|
(47,695,831
)
|
284,300
|
|
Uniform Mortgage-Backed Security, 4.00%
|
49,704,000
|
11/01/2054
|
(47,736,603
)
|
193,469
|
|
Uniform Mortgage-Backed Security, 4.50%
|
21,181,000
|
10/01/2054
|
(20,814,771
)
|
81,512
|
|
Uniform Mortgage-Backed Security, 4.50%
|
3,936,000
|
10/01/2039
|
(3,946,548
)
|
14,052
|
|
Uniform Mortgage-Backed Security, 5.00%
|
5,065,000
|
10/01/2054
|
(5,059,856
)
|
(19,389
)
|
|
Total TBA sale commitments (proceeds receivable $168,101,499)
|
$(167,387,767
)
|
$713,732
|
||
|
At September 30, 2024, the aggregate market value of TBA Sale Commitments represents
(9.3)% of total net assets.
|
||||
|
|
51
|
|
|
Centrally Cleared Credit Default Swap Contracts Outstanding at September 30, 2024
|
|||||||||
|
Reference Entity
|
Notional
Amount(1)
|
(Pay)/Receive
Fixed Rate
|
Expiration
Date
|
Periodic
Payment
Frequency
|
Upfront
Premiums
Paid
|
Upfront
Premiums
Received
|
Value†
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
Credit default swaps on indices:
|
|
||||||||
|
Buy protection:
|
|
||||||||
|
CDX.EM.S41
|
USD
|
12,550,000
|
(1.00%)
|
06/20/2029
|
Quarterly
|
$318,410
|
$—
|
$275,963
|
$(42,447
)
|
|
Total centrally cleared credit default swap contracts
|
$318,410
|
$—
|
$275,963
|
$(42,447
)
|
|||||
|
(1)
|
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.
|
|
Centrally Cleared Interest Rate Swap Contracts Outstanding at September 30, 2024
|
|||||||||
|
Payments made
by Fund
|
Payments received
by Fund
|
Notional
Amount
|
Expiration
Date
|
Periodic
Payment
Frequency
|
Upfront
Premiums
Paid
|
Upfront
Premiums
Received
|
Value†
|
Unrealized
Appreciation/
(Depreciation)
|
|
|
3.83% Fixed
|
12 Mo. USD SOFR
|
USD
|
6,000,000
|
02/15/2034
|
Annual
|
$—
|
$—
|
$(236,945
)
|
$(236,945
)
|
|
3.88% Fixed
|
12 Mo. USD SOFR
|
USD
|
635,000
|
06/12/2035
|
Annual
|
—
|
—
|
(31,185
)
|
(31,185
)
|
|
3.65% Fixed
|
12 Mo. USD SOFR
|
USD
|
2,535,000
|
06/12/2035
|
Annual
|
—
|
—
|
(77,455
)
|
(77,455
)
|
|
3.65% Fixed
|
12 Mo. USD SOFR
|
USD
|
2,820,000
|
06/12/2035
|
Annual
|
—
|
—
|
(84,290
)
|
(84,290
)
|
|
3.87% Fixed
|
12 Mo. USD SOFR
|
USD
|
1,905,000
|
06/12/2035
|
Annual
|
—
|
—
|
(92,766
)
|
(92,766
)
|
|
3.74% Fixed
|
12 Mo. USD SOFR
|
USD
|
3,455,000
|
06/12/2035
|
Annual
|
—
|
—
|
(130,952
)
|
(130,952
)
|
|
3.66% Fixed
|
12 Mo. USD SOFR
|
USD
|
5,075,000
|
06/12/2035
|
Annual
|
—
|
(320
)
|
(156,117
)
|
(155,797
)
|
|
3.67% Fixed
|
12 Mo. USD SOFR
|
USD
|
5,075,000
|
06/12/2035
|
Annual
|
—
|
—
|
(162,227
)
|
(162,227
)
|
|
2.97% Fixed
|
12 Mo. USD SOFR
|
USD
|
12,140,000
|
03/15/2053
|
Annual
|
37,146
|
—
|
986,285
|
949,139
|
|
2.88% Fixed
|
12 Mo. USD SOFR
|
USD
|
3,745,000
|
03/15/2053
|
Annual
|
41,323
|
—
|
367,522
|
326,199
|
|
3.25% Fixed
|
12 Mo. USD SOFR
|
USD
|
6,235,000
|
06/21/2053
|
Annual
|
—
|
(65,007
)
|
139,419
|
204,426
|
|
3.59% Fixed
|
12 Mo. USD SOFR
|
USD
|
9,465,000
|
09/20/2053
|
Annual
|
39,273
|
—
|
(439,254
)
|
(478,527
)
|
|
Total centrally cleared interest rate swaps contracts
|
$117,742
|
$(65,327
)
|
$82,035
|
$29,620
|
|||||
|
Foreign Currency Contracts Outstanding at September 30, 2024
|
||||||
|
Amount and Description of
Currency to be Purchased
|
Amount and Description of
Currency to be Sold
|
Counterparty
|
Settlement
Date
|
Appreciation/
(Depreciation)
|
||
|
2,569,000
|
EUR
|
2,875,335
|
USD
|
SGG
|
12/18/2024
|
$(6,412
)
|
|
7,010,448
|
USD
|
40,057,000
|
BRL
|
GSC
|
12/18/2024
|
(274,418
)
|
|
455,456
|
USD
|
408,000
|
EUR
|
CBK
|
12/18/2024
|
(177
)
|
|
2,063,360
|
USD
|
1,848,000
|
EUR
|
NWM
|
12/18/2024
|
(389
)
|
|
31,024,428
|
USD
|
28,035,000
|
EUR
|
DEUT
|
12/18/2024
|
(283,578
)
|
|
Total foreign currency contracts
|
$(564,974
)
|
|||||
|
|
52
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Asset & Commercial Mortgage-Backed Securities
|
$334,098,791
|
$—
|
$334,098,791
|
$—
|
|
Corporate Bonds
|
500,165,471
|
—
|
500,165,471
|
—
|
|
Foreign Government Obligations
|
57,235,728
|
—
|
57,235,728
|
—
|
|
Municipal Bonds
|
23,544,282
|
—
|
23,544,282
|
—
|
|
Senior Floating Rate Interests
|
3,806
|
—
|
3,806
|
—
|
|
U.S. Government Agencies
|
804,616,294
|
—
|
804,616,294
|
—
|
|
U.S. Government Securities
|
315,763,273
|
—
|
315,763,273
|
—
|
|
Common Stocks
|
|
|
|
|
|
Energy
|
—
|
—
|
—
|
—
|
|
Preferred Stocks
|
1,902,763
|
1,902,763
|
—
|
—
|
|
Short-Term Investments
|
18,445,666
|
3,522,975
|
14,922,691
|
—
|
|
Futures Contracts(2)
|
586,549
|
586,549
|
—
|
—
|
|
Swaps - Interest Rate(2)
|
1,479,764
|
—
|
1,479,764
|
—
|
|
Total
|
$2,057,842,387
|
$6,012,287
|
$2,051,830,100
|
$—
|
|
Liabilities
|
|
|
|
|
|
Foreign Currency Contracts(2)
|
$(564,974
)
|
$—
|
$(564,974
)
|
$—
|
|
Futures Contracts(2)
|
(2,561,176
)
|
(2,561,176
)
|
—
|
—
|
|
Swaps - Credit Default(2)
|
(42,447
)
|
—
|
(42,447
)
|
—
|
|
Swaps - Interest Rate(2)
|
(1,450,144
)
|
—
|
(1,450,144
)
|
—
|
|
TBA Sale Commitments
|
(167,387,767
)
|
—
|
(167,387,767
)
|
—
|
|
Total
|
$(172,006,508
)
|
$(2,561,176
)
|
$(169,445,332
)
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
(2)
|
Derivative instruments (excluding purchased and written options, if applicable) are
valued at the unrealized appreciation/(depreciation) on the investments.
|
|
|
53
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 36.3%
|
|||
|
|
Asset-Backed - Automobile - 20.7%
|
||
|
$ 987,868
|
Ally Auto Receivables Trust 5.76%, 11/15/2026
|
$989,825
|
|
|
|
American Credit Acceptance Receivables Trust
|
|
|
|
1,676,606
|
5.90%, 02/12/2027(1)
|
1,681,782
|
|
|
150,718
|
6.00%, 03/12/2027(1)
|
150,836
|
|
|
|
AmeriCredit Automobile Receivables Trust
|
|
|
|
1,969,000
|
1.01%, 01/19/2027
|
1,909,712
|
|
|
773,096
|
2.45%, 11/18/2026
|
767,409
|
|
|
2,750,000
|
5.75%, 02/18/2028
|
2,764,006
|
|
|
798,064
|
5.84%, 10/19/2026
|
799,250
|
|
|
|
ARI Fleet Lease Trust
|
|
|
|
365,000
|
5.30%, 11/15/2032(1)
|
367,622
|
|
|
761,303
|
5.41%, 02/17/2032(1)
|
763,277
|
|
|
423,435
|
6.05%, 07/15/2032(1)
|
428,307
|
|
|
466,934
|
Bank of America Auto Trust 5.83%,
05/15/2026(1)
|
467,855
|
|
|
383,153
|
BMW Vehicle Lease Trust 5.95%, 08/25/2025
|
383,739
|
|
|
|
Bridgecrest Lending Auto Securitization Trust
|
|
|
|
1,193,863
|
5.78%, 02/16/2027
|
1,196,521
|
|
|
311,003
|
5.82%, 09/15/2026
|
311,239
|
|
|
134,648
|
6.34%, 07/15/2026
|
134,740
|
|
|
|
Capital One Prime Auto Receivables Trust
|
|
|
|
1,035,276
|
3.17%, 04/15/2027
|
1,025,117
|
|
|
150,299
|
5.20%, 05/15/2026
|
150,324
|
|
|
|
CarMax Auto Owner Trust
|
|
|
|
865,000
|
4.75%, 10/15/2027
|
866,398
|
|
|
32,807
|
5.23%, 01/15/2026
|
32,808
|
|
|
451,854
|
5.50%, 06/15/2026
|
452,339
|
|
|
2,360,000
|
5.65%, 05/17/2027
|
2,375,611
|
|
|
616,476
|
5.72%, 11/16/2026
|
618,297
|
|
|
|
Carvana Auto Receivables Trust
|
|
|
|
196,284
|
0.70%, 01/10/2028
|
189,990
|
|
|
795,951
|
5.50%, 08/10/2027(1)
|
797,858
|
|
|
913,941
|
5.76%, 04/12/2027(1)
|
916,668
|
|
|
376,445
|
5.77%, 04/12/2027(1)
|
377,605
|
|
|
164,050
|
6.09%, 11/10/2026(1)
|
164,444
|
|
|
765,401
|
6.23%, 01/11/2027(1)
|
767,749
|
|
|
432,161
|
6.41%, 09/10/2027(1)
|
434,788
|
|
|
|
Chase Auto Owner Trust
|
|
|
|
1,010,871
|
5.48%, 04/26/2027(1)
|
1,014,561
|
|
|
1,248,706
|
5.66%, 05/26/2027(1)
|
1,255,604
|
|
|
|
Chesapeake Funding II LLC
|
|
|
|
1,175,267
|
5.65%, 05/15/2035(1)
|
1,185,408
|
|
|
91,898
|
5.69%, 04/15/2033, 30 day USD SOFR
Average + 0.34%(1)(2)
|
91,898
|
|
|
|
Citizens Auto Receivables Trust
|
|
|
|
1,194,532
|
5.43%, 10/15/2026(1)
|
1,197,274
|
|
|
1,350,000
|
5.54%, 11/16/2026(1)
|
1,355,635
|
|
|
1,034,300
|
6.09%, 10/15/2026(1)
|
1,037,924
|
|
|
|
CPS Auto Receivables Trust
|
|
|
|
369,356
|
5.71%, 09/15/2027(1)
|
370,667
|
|
|
2,074,239
|
5.78%, 01/18/2028(1)
|
2,084,716
|
|
|
499,175
|
5.91%, 08/16/2027(1)
|
500,520
|
|
|
157,449
|
6.13%, 09/15/2026(1)
|
157,802
|
|
|
412,809
|
6.40%, 06/15/2027(1)
|
414,983
|
|
|
|
DT Auto Owner Trust
|
|
|
|
341,930
|
5.48%, 04/15/2027(1)
|
342,048
|
|
|
321,015
|
5.88%, 04/15/2027(1)
|
321,409
|
|
|
528,639
|
6.29%, 08/16/2027(1)
|
530,977
|
|
|
|
Enterprise Fleet Financing LLC
|
|
|
|
116,977
|
0.48%, 05/20/2027(1)
|
116,416
|
|
|
210,709
|
4.38%, 07/20/2029(1)
|
210,237
|
|
|
1,190,000
|
5.23%, 03/20/2030(1)
|
1,201,371
|
|
|
604,353
|
5.51%, 01/22/2029(1)
|
607,576
|
|
|
1,093,736
|
5.56%, 04/22/2030(1)
|
1,104,241
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 36.3% - (continued)
|
|||
|
|
Asset-Backed - Automobile - 20.7% - (continued)
|
||
|
$ 1,440,000
|
5.74%, 12/20/2026(1)
|
$1,456,484
|
|
|
900,584
|
5.76%, 10/22/2029(1)
|
908,325
|
|
|
3,027,749
|
6.40%, 03/20/2030(1)
|
3,094,833
|
|
|
|
Exeter Automobile Receivables Trust
|
|
|
|
839,109
|
5.70%, 05/15/2026
|
839,670
|
|
|
2,750,000
|
5.82%, 02/15/2027
|
2,756,367
|
|
|
140,288
|
6.04%, 07/15/2026
|
140,328
|
|
|
119,521
|
FHF Trust 0.83%, 12/15/2026(1)
|
118,036
|
|
|
1,076,432
|
Fifth Third Auto Trust 5.80%, 11/16/2026
|
1,079,327
|
|
|
|
First Investors Auto Owner Trust
|
|
|
|
8,159
|
0.48%, 03/15/2027(1)
|
8,144
|
|
|
254,680
|
2.03%, 01/15/2027(1)
|
253,197
|
|
|
|
Flagship Credit Auto Trust
|
|
|
|
549,195
|
5.76%, 04/15/2027(1)
|
550,149
|
|
|
681,175
|
5.89%, 07/15/2027(1)
|
684,047
|
|
|
1,327,784
|
Ford Credit Auto Lease Trust 5.24%, 07/15/2026
|
1,329,803
|
|
|
|
Ford Credit Auto Owner Trust
|
|
|
|
202,414
|
5.14%, 03/15/2026
|
202,421
|
|
|
767,126
|
5.57%, 06/15/2026
|
768,614
|
|
|
|
Foursight Capital Automobile Receivables Trust
|
|
|
|
39,509
|
5.43%, 10/15/2026(1)
|
39,514
|
|
|
927,971
|
5.99%, 05/15/2028(1)
|
934,127
|
|
|
|
GLS Auto Receivables Issuer Trust
|
|
|
|
2,034,920
|
5.57%, 02/16/2027(1)
|
2,037,998
|
|
|
467,959
|
5.70%, 01/15/2027(1)
|
468,536
|
|
|
1,850,000
|
5.77%, 06/15/2027(1)
|
1,856,896
|
|
|
940,364
|
GLS Auto Select Receivables Trust 6.37%,
06/15/2028(1)
|
954,214
|
|
|
|
GM Financial Automobile Leasing Trust
|
|
|
|
3,230,000
|
4.75%, 10/20/2025
|
3,230,662
|
|
|
605,178
|
5.16%, 04/20/2026
|
605,765
|
|
|
117,216
|
5.44%, 10/20/2025
|
117,285
|
|
|
1,233,598
|
5.58%, 01/20/2026
|
1,235,764
|
|
|
|
GM Financial Consumer Automobile
Receivables Trust
|
|
|
|
206,176
|
5.10%, 05/18/2026
|
206,233
|
|
|
355,615
|
5.12%, 02/16/2027
|
356,279
|
|
|
254,042
|
5.19%, 03/16/2026
|
254,071
|
|
|
1,265,000
|
5.33%, 03/16/2027
|
1,269,798
|
|
|
571,949
|
5.74%, 09/16/2026
|
573,371
|
|
|
1,554,413
|
5.89%, 11/16/2026
|
1,560,902
|
|
|
|
Honda Auto Receivables Owner Trust
|
|
|
|
353,133
|
5.41%, 04/15/2026
|
353,676
|
|
|
1,661,557
|
5.87%, 06/22/2026
|
1,669,274
|
|
|
1,225,727
|
Huntington Auto Trust 5.50%, 03/15/2027(1)
|
1,229,854
|
|
|
|
Hyundai Auto Lease Securitization Trust
|
|
|
|
1,435,000
|
4.77%, 03/15/2027(1)
|
1,442,928
|
|
|
1,077,085
|
5.05%, 01/15/2026(1)
|
1,077,406
|
|
|
1,499,584
|
5.15%, 06/15/2026(1)
|
1,503,514
|
|
|
1,249,865
|
5.85%, 03/16/2026(1)
|
1,254,512
|
|
|
|
Hyundai Auto Receivables Trust
|
|
|
|
2,350,000
|
1.09%, 05/17/2027
|
2,292,909
|
|
|
194,522
|
5.19%, 12/15/2025
|
194,562
|
|
|
905,337
|
5.77%, 05/15/2026
|
907,459
|
|
|
|
LAD Auto Receivables Trust
|
|
|
|
751,755
|
5.44%, 11/16/2026(1)
|
752,877
|
|
|
278,286
|
6.09%, 06/15/2026(1)
|
278,540
|
|
|
|
Mercedes-Benz Auto Lease Trust
|
|
|
|
725,000
|
4.23%, 02/15/2028
|
724,030
|
|
|
336,277
|
5.24%, 11/17/2025
|
336,378
|
|
|
1,050,165
|
Mercedes-Benz Auto Receivables Trust 4.51%,
11/15/2027
|
1,050,293
|
|
|
|
Nissan Auto Lease Trust
|
|
|
|
1,220,578
|
4.91%, 01/15/2026
|
1,220,599
|
|
|
|
54
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 36.3% - (continued)
|
|||
|
|
Asset-Backed - Automobile - 20.7% - (continued)
|
||
|
$ 2,263,095
|
5.11%, 10/15/2026
|
$2,270,503
|
|
|
219,263
|
5.74%, 08/15/2025
|
219,352
|
|
|
280,210
|
Nissan Auto Receivables Owner Trust 5.34%,
02/17/2026
|
280,391
|
|
|
|
Porsche Financial Auto Securitization Trust
|
|
|
|
275,702
|
5.42%, 12/22/2026(1)
|
275,826
|
|
|
421,397
|
5.88%, 11/23/2026(1)
|
422,395
|
|
|
|
Santander Drive Auto Receivables Trust
|
|
|
|
134,456
|
1.26%, 02/16/2027
|
134,057
|
|
|
371,768
|
5.71%, 02/16/2027
|
372,718
|
|
|
1,763,604
|
5.80%, 09/15/2027
|
1,770,144
|
|
|
74,084
|
6.08%, 08/17/2026
|
74,144
|
|
|
246,428
|
6.08%, 05/17/2027
|
247,293
|
|
|
1,000,529
|
6.18%, 02/16/2027
|
1,002,819
|
|
|
|
SBNA Auto Lease Trust
|
|
|
|
395,000
|
4.94%, 11/20/2026(1)
|
395,612
|
|
|
1,150,000
|
5.39%, 11/20/2026(1)
|
1,159,984
|
|
|
567,449
|
6.27%, 04/20/2026(1)
|
570,216
|
|
|
|
SFS Auto Receivables Securitization Trust
|
|
|
|
598,094
|
5.35%, 06/21/2027(1)
|
599,264
|
|
|
339,565
|
5.89%, 03/22/2027(1)
|
340,570
|
|
|
|
Tesla Auto Lease Trust
|
|
|
|
854,864
|
5.37%, 06/22/2026(1)
|
856,617
|
|
|
344,448
|
5.86%, 08/20/2025(1)
|
344,784
|
|
|
763,292
|
6.02%, 09/22/2025(1)
|
764,768
|
|
|
1,511,757
|
Tesla Electric Vehicle Trust 5.54%, 12/21/2026(1)
|
1,516,520
|
|
|
|
Toyota Auto Receivables Owner Trust
|
|
|
|
366,056
|
5.28%, 05/15/2026
|
366,285
|
|
|
1,180,000
|
5.41%, 03/15/2027
|
1,184,839
|
|
|
1,625,000
|
Toyota Lease Owner Trust 4.21%, 09/20/2027(1)
|
1,625,670
|
|
|
428,687
|
USAA Auto Owner Trust 5.83%, 07/15/2026(1)
|
429,512
|
|
|
403,441
|
Volkswagen Auto Loan Enhanced Trust 5.50%,
12/21/2026
|
404,348
|
|
|
|
Westlake Automobile Receivables Trust
|
|
|
|
887,430
|
1.23%, 04/15/2026(1)
|
880,332
|
|
|
159,757
|
5.51%, 06/15/2026(1)
|
159,807
|
|
|
580,000
|
5.62%, 03/15/2027(1)
|
581,666
|
|
|
3,255,000
|
5.80%, 02/16/2027(1)
|
3,266,862
|
|
|
666,216
|
5.89%, 02/16/2027(1)
|
669,938
|
|
|
612,478
|
5.96%, 10/15/2026(1)
|
614,156
|
|
|
270,000
|
Westlake Flooring Master Trust 5.43%,
02/15/2028(1)
|
273,425
|
|
|
|
Wheels Fleet Lease Funding 1 LLC
|
|
|
|
1,437,680
|
5.80%, 04/18/2038(1)
|
1,448,346
|
|
|
932,061
|
6.46%, 08/18/2038(1)
|
943,232
|
|
|
|
World Omni Auto Receivables Trust
|
|
|
|
179,489
|
5.18%, 07/15/2026
|
179,506
|
|
|
154,080
|
5.25%, 11/16/2026
|
154,140
|
|
|
231,991
|
World Omni Automobile Lease Securitization
Trust 5.47%, 11/17/2025
|
232,183
|
|
|
|
World Omni Select Auto Trust
|
|
|
|
114,064
|
0.53%, 03/15/2027
|
113,840
|
|
|
595,511
|
5.92%, 03/15/2027
|
596,759
|
|
|
|
|
|
111,310,177
|
|
|
Commercial Mortgage-Backed Securities - 0.5%
|
||
|
97,545
|
BWAY Mortgage Trust 2.81%, 03/10/2033(1)
|
96,812
|
|
|
2,500,000
|
FREMF Mortgage Trust 3.85%, 10/25/2048(1)(3)
|
2,472,736
|
|
|
|
|
|
2,569,548
|
|
|
Other Asset-Backed Securities - 12.1%
|
||
|
|
Affirm Asset Securitization Trust
|
|
|
|
167,175
|
4.55%, 06/15/2027(1)
|
166,798
|
|
|
975,000
|
6.61%, 01/18/2028(1)
|
978,734
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 36.3% - (continued)
|
|||
|
|
Other Asset-Backed Securities - 12.1% - (continued)
|
||
|
$ 348,320
|
Amur Equipment Finance Receivables XI LLC
5.30%, 06/21/2028(1)
|
$349,355
|
|
|
981,484
|
Amur Equipment Finance Receivables XIII LLC
5.38%, 01/21/2031(1)
|
993,269
|
|
|
2,735,000
|
Apidos CLO XXXII Ltd. 6.38%, 01/20/2033,
3 mo. USD Term SOFR + 1.10%(1)(2)
|
2,736,573
|
|
|
592,526
|
Auxilior Term Funding LLC 6.18%, 12/15/2028(1)
|
598,148
|
|
|
|
BHG Securitization Trust
|
|
|
|
322,374
|
1.71%, 02/20/2035(1)
|
320,256
|
|
|
67,770
|
5.32%, 10/17/2035(1)
|
67,755
|
|
|
1,481,523
|
Carlyle U.S. CLO Ltd. 6.45%, 10/15/2031, 3 mo.
USD Term SOFR + 1.15%(1)(2)
|
1,483,639
|
|
|
|
CCG Receivables Trust
|
|
|
|
143,806
|
0.54%, 03/14/2029(1)
|
142,313
|
|
|
977,063
|
3.91%, 07/16/2029(1)
|
971,943
|
|
|
1,053,669
|
5.82%, 09/16/2030(1)
|
1,063,443
|
|
|
|
CNH Equipment Trust
|
|
|
|
2,200,000
|
4.30%, 02/18/2028
|
2,199,489
|
|
|
1,373,899
|
5.19%, 07/15/2027
|
1,376,757
|
|
|
376,016
|
5.34%, 09/15/2026
|
376,462
|
|
|
233,160
|
5.42%, 07/15/2026
|
233,195
|
|
|
600,000
|
5.42%, 10/15/2027
|
605,089
|
|
|
|
Daimler Trucks Retail Trust
|
|
|
|
1,079,964
|
5.60%, 04/15/2026
|
1,083,632
|
|
|
645,323
|
6.03%, 09/15/2025
|
646,506
|
|
|
|
Dell Equipment Finance Trust
|
|
|
|
860,000
|
5.58%, 03/22/2030(1)
|
864,877
|
|
|
291,489
|
5.84%, 01/22/2029(1)
|
292,064
|
|
|
365,883
|
6.10%, 04/23/2029(1)
|
367,318
|
|
|
|
Dext ABS LLC
|
|
|
|
15,539
|
1.12%, 02/15/2028(1)
|
15,512
|
|
|
1,559,996
|
6.56%, 05/15/2034(1)
|
1,578,857
|
|
|
543,204
|
DLLAA LLC 5.93%, 07/20/2026(1)
|
545,958
|
|
|
595,000
|
Dllad LLC 5.50%, 08/20/2027(1)
|
600,697
|
|
|
|
DLLAD LLC
|
|
|
|
920,938
|
0.64%, 09/21/2026(1)
|
904,482
|
|
|
513,759
|
5.19%, 04/20/2026(1)
|
514,056
|
|
|
639,005
|
DLLMT LLC 5.78%, 11/20/2025(1)
|
640,228
|
|
|
640,000
|
DLLST LLC 5.33%, 01/20/2026(1)
|
640,993
|
|
|
2,667,050
|
GoldenTree Loan Management U.S. CLO 4 Ltd.
6.43%, 04/24/2031, 3 mo. USD Term SOFR +
1.15%(1)(2)
|
2,672,109
|
|
|
1,711,844
|
Granite Park Equipment Leasing LLC 6.51%,
05/20/2030(1)
|
1,734,051
|
|
|
|
GreatAmerica Leasing Receivables
Funding LLC
|
|
|
|
126,885
|
4.92%, 05/15/2025(1)
|
126,871
|
|
|
1,655,000
|
5.32%, 08/17/2026(1)
|
1,663,597
|
|
|
704,185
|
5.35%, 02/16/2026(1)
|
705,772
|
|
|
|
HPEFS Equipment Trust
|
|
|
|
1,340,000
|
5.18%, 05/20/2031(1)
|
1,351,556
|
|
|
752,091
|
5.43%, 08/20/2029(1)
|
752,714
|
|
|
827,389
|
6.04%, 01/21/2031(1)
|
831,383
|
|
|
|
John Deere Owner Trust
|
|
|
|
875,000
|
4.36%, 08/16/2027
|
875,387
|
|
|
518,843
|
5.28%, 03/16/2026
|
518,996
|
|
|
977,817
|
5.59%, 06/15/2026
|
979,280
|
|
|
|
Kubota Credit Owner Trust
|
|
|
|
1,610,000
|
5.39%, 01/15/2027(1)
|
1,619,612
|
|
|
293,684
|
5.40%, 02/17/2026(1)
|
294,021
|
|
|
1,834,593
|
5.61%, 07/15/2026(1)
|
1,841,593
|
|
|
1,948,058
|
Madison Park Funding XXIV Ltd. 6.40%,
10/20/2029, 3 mo. USD Term SOFR +
1.12%(1)(2)
|
1,949,589
|
|
|
|
55
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 36.3% - (continued)
|
|||
|
|
Other Asset-Backed Securities - 12.1% - (continued)
|
||
|
|
Marlette Funding Trust
|
|
|
|
$ 106,771
|
6.04%, 06/15/2033(1)
|
$106,802
|
|
|
207,915
|
6.49%, 09/15/2033(1)
|
208,135
|
|
|
|
MMAF Equipment Finance LLC
|
|
|
|
2,342,602
|
5.20%, 09/13/2027(1)
|
2,353,505
|
|
|
1,108,614
|
5.79%, 11/13/2026(1)
|
1,114,783
|
|
|
2,050,409
|
Octagon Investment Partners 36 Ltd. 6.53%,
04/15/2031, 3 mo. USD Term SOFR +
1.23%(1)(2)
|
2,052,988
|
|
|
2,332,133
|
Octagon Investment Partners 39 Ltd. 6.43%,
10/20/2030, 3 mo. USD Term SOFR +
1.15%(1)(2)
|
2,335,186
|
|
|
906,921
|
Octagon Investment Partners XVII Ltd. 6.55%,
01/25/2031, 3 mo. USD Term SOFR +
1.26%(1)(2)
|
907,955
|
|
|
832,336
|
Race Point IX CLO Ltd. 6.50%, 10/15/2030,
3 mo. USD Term SOFR + 1.20%(1)(2)
|
832,493
|
|
|
2,750,000
|
Rad CLO 7 Ltd. 6.64%, 04/17/2036, 3 mo. USD
Term SOFR + 1.35%(1)(2)
|
2,757,813
|
|
|
1,900,000
|
RR 24 Ltd. 7.03%, 01/15/2036, 3 mo. USD Term
SOFR + 1.73%(1)(2)
|
1,904,311
|
|
|
1,805,617
|
SCF Equipment Leasing LLC 6.56%,
01/22/2030(1)
|
1,831,687
|
|
|
6,834
|
SoFi Consumer Loan Program Trust 5.81%,
05/15/2031(1)
|
6,836
|
|
|
|
Verizon Master Trust
|
|
|
|
2,700,000
|
4.89%, 04/13/2028
|
2,702,255
|
|
|
1,545,000
|
5.23%, 11/22/2027
|
1,545,460
|
|
|
810,000
|
Volvo Financial Equipment LLC 4.29%,
10/16/2028(1)
|
812,343
|
|
|
2,750,000
|
Voya CLO Ltd. 6.48%, 07/20/2032, 3 mo. USD
Term SOFR + 1.20%(1)(2)
|
2,753,135
|
|
|
|
|
|
65,500,616
|
|
|
Whole Loan Collateral CMO - 3.0%
|
||
|
525,777
|
Angel Oak Mortgage Trust 2.53%,
01/26/2065(1)(3)
|
493,255
|
|
|
|
BRAVO Residential Funding Trust
|
|
|
|
262,163
|
0.94%, 02/25/2049(1)(3)
|
238,143
|
|
|
287,433
|
0.97%, 03/25/2060(1)(3)
|
273,225
|
|
|
878,896
|
1.70%, 04/25/2060(1)(3)
|
811,316
|
|
|
127,417
|
Bunker Hill Loan Depositary Trust 2.72%,
11/25/2059(1)(4)
|
125,737
|
|
|
|
COLT Mortgage Loan Trust
|
|
|
|
1,471,025
|
1.11%, 10/25/2066(1)(3)
|
1,252,530
|
|
|
375,711
|
1.33%, 10/26/2065(1)(3)
|
343,553
|
|
|
1,760,266
|
1.40%, 10/25/2066(1)(3)
|
1,504,295
|
|
|
68,674
|
1.51%, 04/27/2065(1)(3)
|
66,081
|
|
|
924,601
|
1.73%, 11/26/2066(1)(3)
|
829,676
|
|
|
1,074,308
|
CSMC Trust 3.57%, 07/25/2049(1)(4)
|
1,040,486
|
|
|
|
Ellington Financial Mortgage Trust
|
|
|
|
389,303
|
0.93%, 06/25/2066(1)(3)
|
326,410
|
|
|
41,386
|
2.74%, 11/25/2059(1)(3)
|
40,171
|
|
|
|
GCAT Trust
|
|
|
|
2,535,469
|
1.26%, 07/25/2066(1)(3)
|
2,124,421
|
|
|
536,726
|
1.92%, 08/25/2066(1)(3)
|
495,585
|
|
|
|
MFA Trust
|
|
|
|
236,078
|
1.01%, 01/26/2065(1)(3)
|
219,401
|
|
|
442,890
|
1.03%, 11/25/2064(1)(3)
|
391,754
|
|
|
|
New Residential Mortgage Loan Trust
|
|
|
|
1,221,804
|
1.16%, 11/27/2056(1)(3)
|
1,079,435
|
|
|
359,737
|
4.00%, 08/27/2057(1)(3)
|
349,840
|
|
|
|
OBX Trust
|
|
|
|
450,000
|
5.12%, 06/25/2064(1)
|
451,330
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 36.3% - (continued)
|
|||
|
|
Whole Loan Collateral CMO - 3.0% - (continued)
|
||
|
$ 29,280
|
5.62%, 06/25/2057, 1 mo. USD Term SOFR +
0.76%(1)(2)
|
$28,619
|
|
|
44,379
|
Residential Mortgage Loan Trust 2.38%,
01/26/2060(1)(3)
|
43,420
|
|
|
1,705,845
|
SG Residential Mortgage Trust 1.16%,
07/25/2061(1)(3)
|
1,441,557
|
|
|
|
Starwood Mortgage Residential Trust
|
|
|
|
202,381
|
0.94%, 05/25/2065(1)(3)
|
189,456
|
|
|
31,204
|
2.28%, 02/25/2050(1)(3)
|
29,853
|
|
|
|
Towd Point Mortgage Trust
|
|
|
|
348,867
|
2.75%, 06/25/2057(1)(3)
|
338,251
|
|
|
559,814
|
3.75%, 03/25/2058(1)(3)
|
552,809
|
|
|
74,853
|
5.57%, 02/25/2057, 1 mo. USD Term SOFR +
0.71%(1)(2)
|
77,071
|
|
|
|
Verus Securitization Trust
|
|
|
|
1,015,409
|
1.63%, 10/25/2066(1)(3)
|
875,028
|
|
|
94,636
|
3.64%, 11/25/2059(1)(4)
|
93,133
|
|
|
150,068
|
3.69%, 11/25/2059(1)(3)
|
147,948
|
|
|
|
|
|
16,273,789
|
|
|
Total Asset & Commercial Mortgage-Backed
Securities
(cost $196,907,970)
|
$195,654,130
|
|
|
CORPORATE BONDS - 25.1%
|
|||
|
|
Aerospace/Defense - 0.2%
|
||
|
900,000
|
Litton Industries, Inc. 7.75%, 03/15/2026
|
$935,556
|
|
|
|
Agriculture - 0.5%
|
||
|
1,700,000
|
Cargill, Inc. 3.50%, 04/22/2025(1)(5)
|
1,689,932
|
|
|
1,225,000
|
Philip Morris International, Inc. 5.13%,
11/15/2024
|
1,224,742
|
|
|
|
|
|
2,914,674
|
|
|
Auto Manufacturers - 1.5%
|
||
|
1,400,000
|
American Honda Finance Corp. 4.95%,
01/09/2026
|
1,412,644
|
|
|
|
Daimler Truck Finance North America LLC
|
|
|
|
565,000
|
5.15%, 01/16/2026(1)
|
569,823
|
|
|
875,000
|
5.60%, 08/08/2025(1)
|
882,145
|
|
|
1,500,000
|
General Motors Financial Co., Inc. 5.88%,
10/15/2024, 3 mo. USD SOFR + 0.62%(2)
|
1,500,174
|
|
|
|
Hyundai Capital America
|
|
|
|
1,650,000
|
5.45%, 06/24/2026(1)
|
1,677,372
|
|
|
1,000,000
|
6.25%, 11/03/2025(1)
|
1,018,558
|
|
|
1,225,000
|
Mercedes-Benz Finance North America LLC
5.50%, 11/27/2024(1)
|
1,225,356
|
|
|
|
|
|
8,286,072
|
|
|
Beverages - 0.1%
|
||
|
730,000
|
Diageo Capital PLC 5.20%, 10/24/2025
|
737,719
|
|
|
|
Chemicals - 0.6%
|
||
|
1,700,000
|
International Flavors & Fragrances, Inc. 1.23%,
10/01/2025(1)
|
1,640,951
|
|
|
1,225,000
|
Linde, Inc. 4.80%, 12/05/2024
|
1,224,599
|
|
|
580,000
|
Nutrien Ltd. 5.95%, 11/07/2025
|
589,018
|
|
|
|
|
|
3,454,568
|
|
|
Commercial Banks - 12.4%
|
||
|
1,600,000
|
ABN AMRO Bank NV 6.34%, 09/18/2027,
(6.34% fixed rate until 09/18/2026; 1 yr. USD
CMT + 1.65% thereafter)(1)(6)
|
1,656,169
|
|
|
1,750,000
|
ANZ New Zealand International Ltd. 5.66%,
02/18/2025, 3 mo. USD SOFR + 0.60%(1)(2)
|
1,751,686
|
|
|
|
56
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 25.1% - (continued)
|
|||
|
|
Commercial Banks - 12.4% - (continued)
|
||
|
$ 925,000
|
Bank of America Corp. 5.08%, 01/20/2027,
(5.08% fixed rate until 01/20/2026; 6 mo.
USD SOFR + 1.29% thereafter)(6)
|
$932,461
|
|
|
2,000,000
|
Bank of America NA 5.65%, 08/18/2025
|
2,021,961
|
|
|
|
Bank of New York Mellon
|
|
|
|
430,000
|
5.15%, 05/22/2026, (5.15% fixed rate until
05/22/2025; 6 mo. USD SOFR + 1.07%
thereafter)(6)
|
431,671
|
|
|
1,000,000
|
5.22%, 11/21/2025, (5.22% fixed rate until
11/21/2024; 6 mo. USD SOFR + 0.80%
thereafter)(6)
|
1,000,190
|
|
|
|
Banque Federative du Credit Mutuel SA
|
|
|
|
1,000,000
|
4.52%, 07/13/2025(1)
|
1,000,386
|
|
|
1,250,000
|
4.94%, 01/26/2026(1)
|
1,259,369
|
|
|
875,000
|
5.90%, 07/13/2026(1)
|
899,204
|
|
|
950,000
|
Barclays PLC 7.33%, 11/02/2026, (7.33% fixed
rate until 11/02/2025; 1 yr. USD CMT + 3.05%
thereafter)(6)
|
974,763
|
|
|
1,125,000
|
BPCE SA 5.20%, 01/18/2027(1)
|
1,145,822
|
|
|
1,210,000
|
Canadian Imperial Bank of Commerce 5.24%,
06/28/2027
|
1,242,916
|
|
|
1,625,000
|
Citibank NA 4.93%, 08/06/2026
|
1,648,894
|
|
|
1,400,000
|
Citigroup, Inc. 5.88%, 01/25/2026, 3 mo. USD
SOFR + 0.69%(2)
|
1,402,755
|
|
|
750,000
|
Citizens Bank NA 6.06%, 10/24/2025, (6.06%
fixed rate until 09/23/2025; 6 mo. USD SOFR
+ 1.45% thereafter)(6)
|
749,973
|
|
|
1,250,000
|
Commonwealth Bank of Australia 5.08%,
01/10/2025
|
1,250,402
|
|
|
2,190,000
|
Credit Agricole SA 5.59%, 07/05/2026(1)
|
2,239,689
|
|
|
|
Danske Bank AS
|
|
|
|
1,180,000
|
6.26%, 09/22/2026, (6.26% fixed rate until
09/22/2025; 1 yr. USD CMT + 1.18%
thereafter)(1)(6)
|
1,198,398
|
|
|
750,000
|
6.47%, 01/09/2026, (6.47% fixed rate until
01/09/2025; 1 yr. USD CMT + 2.10%
thereafter)(1)(6)
|
752,475
|
|
|
1,880,000
|
Fifth Third Bank NA 5.85%, 10/27/2025, (5.85%
fixed rate until 10/28/2024; 6 mo. USD SOFR
+ 1.23% thereafter)(6)
|
1,880,624
|
|
|
1,675,000
|
Goldman Sachs Bank USA 5.41%, 05/21/2027,
(5.41% fixed rate until 05/21/2026; 6 mo.
USD SOFR + 0.75% thereafter)(6)
|
1,701,890
|
|
|
|
Goldman Sachs Group, Inc.
|
|
|
|
1,250,000
|
5.70%, 11/01/2024
|
1,250,517
|
|
|
1,750,000
|
5.80%, 08/10/2026, (5.80% fixed rate until
08/10/2025; 6 mo. USD SOFR + 1.08%
thereafter)(6)
|
1,765,348
|
|
|
1,250,000
|
HSBC Holdings PLC 7.34%, 11/03/2026, (7.34%
fixed rate until 11/03/2025; 6 mo. USD SOFR
+ 3.03% thereafter)(6)
|
1,285,429
|
|
|
1,250,000
|
Huntington National Bank 5.70%, 11/18/2025,
(5.70% fixed rate until 11/18/2024; 6 mo.
USD SOFR + 1.22% thereafter)(6)
|
1,250,090
|
|
|
850,000
|
JP Morgan Chase & Co. 5.55%, 12/15/2025,
(5.55% fixed rate until 12/15/2024; 6 mo.
USD SOFR + 1.07% thereafter)(6)
|
850,477
|
|
|
780,000
|
Lloyds Banking Group PLC 5.46%, 01/05/2028,
(5.46% fixed rate until 01/05/2027; 1 yr. USD
CMT + 1.38% thereafter)(6)
|
797,295
|
|
|
|
Macquarie Group Ltd.
|
|
|
|
1,500,000
|
5.96%, 10/14/2025, 3 mo. USD SOFR +
0.71%(1)(2)
|
1,500,097
|
|
|
1,200,000
|
6.21%, 11/22/2024(1)
|
1,201,363
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 25.1% - (continued)
|
|||
|
|
Commercial Banks - 12.4% - (continued)
|
||
|
|
Manufacturers & Traders Trust Co.
|
|
|
|
$ 2,310,000
|
4.65%, 01/27/2026
|
$2,308,001
|
|
|
1,850,000
|
5.40%, 11/21/2025
|
1,861,386
|
|
|
1,225,000
|
Morgan Stanley 5.05%, 01/28/2027, (5.05%
fixed rate until 01/28/2026; 6 mo. USD SOFR
+ 1.30% thereafter)(6)
|
1,236,332
|
|
|
|
Morgan Stanley Bank NA
|
|
|
|
1,250,000
|
4.75%, 04/21/2026
|
1,261,205
|
|
|
1,500,000
|
5.48%, 07/16/2025
|
1,510,834
|
|
|
|
National Australia Bank Ltd.
|
|
|
|
1,225,000
|
4.97%, 01/12/2026
|
1,238,061
|
|
|
1,400,000
|
5.64%, 01/12/2025, 3 mo. USD SOFR +
0.38%(1)(2)
|
1,400,485
|
|
|
1,000,000
|
National Securities Clearing Corp. 5.15%,
05/30/2025(1)
|
1,003,853
|
|
|
1,510,000
|
PNC Financial Services Group, Inc. 5.67%,
10/28/2025, (5.67% fixed rate until
10/28/2024; 6 mo. USD SOFR + 1.09%
thereafter)(6)
|
1,509,962
|
|
|
|
Royal Bank of Canada
|
|
|
|
875,000
|
5.20%, 07/20/2026
|
893,345
|
|
|
1,475,000
|
5.64%, 10/07/2024, 3 mo. USD SOFR +
0.34%(2)
|
1,475,033
|
|
|
950,000
|
5.66%, 10/25/2024
|
950,348
|
|
|
|
Societe Generale SA
|
|
|
|
1,350,000
|
4.35%, 06/13/2025(1)
|
1,346,857
|
|
|
925,000
|
6.45%, 01/12/2027, (6.45% fixed rate until
01/12/2026; 1 yr. USD CMT + 2.30%
thereafter)(1)(6)
|
941,397
|
|
|
|
Standard Chartered PLC
|
|
|
|
1,225,000
|
6.17%, 01/09/2027, (6.17% fixed rate until
01/09/2026; 1 yr. USD CMT + 2.05%
thereafter)(1)(5)(6)
|
1,246,395
|
|
|
850,000
|
7.78%, 11/16/2025, (7.78% fixed rate until
11/16/2024; 1 yr. USD CMT + 3.10%
thereafter)(1)(6)
|
852,508
|
|
|
1,500,000
|
State Street Corp. 5.75%, 11/04/2026, (5.75%
fixed rate until 11/04/2025; 6 mo. USD SOFR
+ 1.35% thereafter)(6)
|
1,519,882
|
|
|
925,000
|
Toronto-Dominion Bank 5.10%, 01/09/2026
|
934,969
|
|
|
1,250,000
|
Truist Financial Corp. 5.90%, 10/28/2026,
(5.90% fixed rate until 10/28/2025; 6 mo.
USD SOFR + 1.63% thereafter)(6)
|
1,265,997
|
|
|
1,400,000
|
UBS AG 5.73%, 01/13/2025, 3 mo. USD SOFR
+ 0.47%(1)(2)
|
1,400,498
|
|
|
|
Wells Fargo Bank NA
|
|
|
|
1,700,000
|
4.81%, 01/15/2026
|
1,712,799
|
|
|
1,750,000
|
5.55%, 08/01/2025
|
1,764,663
|
|
|
|
|
|
66,677,124
|
|
|
Diversified Financial Services - 0.7%
|
||
|
|
American Express Co.
|
|
|
|
1,300,000
|
3.95%, 08/01/2025
|
1,294,593
|
|
|
1,250,000
|
4.99%, 05/01/2026, (4.99% fixed rate until
05/01/2025; 6 mo. USD SOFR + 1.00%
thereafter)(6)
|
1,251,263
|
|
|
975,000
|
Capital One Financial Corp. 4.99%, 07/24/2026,
(4.99% fixed rate until 07/24/2025; 6 mo.
USD SOFR + 2.16% thereafter)(6)
|
975,020
|
|
|
|
|
|
3,520,876
|
|
|
Electric - 2.1%
|
||
|
1,310,000
|
Alliant Energy Finance LLC 5.40%,
06/06/2027(1)
|
1,343,503
|
|
|
|
57
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 25.1% - (continued)
|
|||
|
|
Electric - 2.1% - (continued)
|
||
|
$ 1,250,000
|
American Electric Power Co., Inc. 5.70%,
08/15/2025
|
$1,259,947
|
|
|
835,033
|
Consumers Securitization Funding LLC 5.55%,
03/01/2028
|
843,979
|
|
|
1,459,000
|
Emera U.S. Finance LP 3.55%, 06/15/2026
|
1,431,011
|
|
|
500,000
|
FirstEnergy Pennsylvania Electric Co. 5.15%,
03/30/2026(1)
|
504,334
|
|
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
980,000
|
5.75%, 09/01/2025
|
989,934
|
|
|
525,000
|
6.05%, 03/01/2025
|
527,201
|
|
|
1,700,000
|
Sempra 5.40%, 08/01/2026
|
1,731,468
|
|
|
1,750,000
|
Southern California Edison Co. 5.35%,
03/01/2026
|
1,773,731
|
|
|
1,000,000
|
Southern Co. 5.15%, 10/06/2025
|
1,006,959
|
|
|
|
|
|
11,412,067
|
|
|
Gas - 0.2%
|
||
|
1,000,000
|
Spire, Inc. 5.30%, 03/01/2026
|
1,010,980
|
|
|
|
Healthcare - Products - 0.3%
|
||
|
1,550,000
|
GE HealthCare Technologies, Inc. 5.55%,
11/15/2024
|
1,550,613
|
|
|
|
Healthcare - Services - 0.9%
|
||
|
1,580,000
|
CommonSpirit Health 2.76%, 10/01/2024
|
1,580,000
|
|
|
545,000
|
Elevance Health, Inc. 5.35%, 10/15/2025
|
549,829
|
|
|
|
UnitedHealth Group, Inc.
|
|
|
|
1,300,000
|
4.75%, 07/15/2026
|
1,318,943
|
|
|
1,395,000
|
5.15%, 10/15/2025
|
1,409,235
|
|
|
|
|
|
4,858,007
|
|
|
Insurance - 2.4%
|
||
|
|
Athene Global Funding
|
|
|
|
1,600,000
|
4.86%, 08/27/2026(1)
|
1,610,126
|
|
|
980,000
|
5.68%, 02/23/2026(1)
|
994,193
|
|
|
705,000
|
Corebridge Financial, Inc. 3.50%, 04/04/2025
|
699,648
|
|
|
725,000
|
Corebridge Global Funding 5.75%,
07/02/2026(1)
|
743,305
|
|
|
1,540,000
|
Equitable Financial Life Global Funding 5.50%,
12/02/2025(1)
|
1,560,012
|
|
|
|
Jackson National Life Global Funding
|
|
|
|
1,225,000
|
5.50%, 01/09/2026(1)
|
1,236,758
|
|
|
775,000
|
5.55%, 07/02/2027(1)
|
795,796
|
|
|
1,225,000
|
Metropolitan Life Global Funding I 5.00%,
01/06/2026(1)
|
1,236,871
|
|
|
1,250,000
|
Pacific Life Global Funding II 5.50%,
08/28/2026(1)
|
1,279,224
|
|
|
|
Protective Life Global Funding
|
|
|
|
1,375,000
|
3.22%, 03/28/2025(1)
|
1,364,273
|
|
|
1,525,000
|
5.37%, 01/06/2026(1)
|
1,543,566
|
|
|
|
|
|
13,063,772
|
|
|
IT Services - 0.2%
|
||
|
875,000
|
Hewlett Packard Enterprise Co. 5.90%,
10/01/2024
|
875,000
|
|
|
|
Media - 0.2%
|
||
|
1,020,000
|
Comcast Corp. 5.25%, 11/07/2025
|
1,030,853
|
|
|
|
Oil & Gas - 0.6%
|
||
|
1,400,000
|
Occidental Petroleum Corp. 5.88%, 09/01/2025
|
1,406,116
|
|
|
1,750,000
|
Ovintiv, Inc. 5.65%, 05/15/2025
|
1,756,825
|
|
|
|
|
|
3,162,941
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
CORPORATE BONDS - 25.1% - (continued)
|
|||
|
|
Pharmaceuticals - 0.3%
|
||
|
$ 460,000
|
Bayer U.S. Finance LLC 6.13%, 11/21/2026(1)
|
$474,092
|
|
|
1,225,000
|
CVS Health Corp. 5.00%, 02/20/2026
|
1,233,276
|
|
|
|
|
|
1,707,368
|
|
|
Pipelines - 1.1%
|
||
|
245,000
|
Columbia Pipelines Holding Co. LLC 6.06%,
08/15/2026(1)
|
250,947
|
|
|
925,000
|
Enterprise Products Operating LLC 5.05%,
01/10/2026
|
935,396
|
|
|
1,100,000
|
Gray Oak Pipeline LLC 2.60%, 10/15/2025(1)
|
1,072,629
|
|
|
2,050,000
|
ONEOK, Inc. 5.55%, 11/01/2026
|
2,096,260
|
|
|
1,700,000
|
Williams Cos., Inc. 5.40%, 03/02/2026
|
1,721,704
|
|
|
|
|
|
6,076,936
|
|
|
Retail - 0.1%
|
||
|
800,000
|
AutoZone, Inc. 5.05%, 07/15/2026
|
811,770
|
|
|
|
Semiconductors - 0.4%
|
||
|
1,120,000
|
Analog Devices, Inc. 5.58%, 10/01/2024, 3 mo.
USD SOFR + 0.25%(2)
|
1,120,000
|
|
|
885,000
|
Intel Corp. 4.88%, 02/10/2026
|
889,364
|
|
|
|
|
|
2,009,364
|
|
|
Software - 0.1%
|
||
|
275,000
|
Oracle Corp. 5.80%, 11/10/2025
|
279,268
|
|
|
|
Trucking & Leasing - 0.2%
|
||
|
1,000,000
|
Penske Truck Leasing Co. LP/PTL Finance
Corp. 5.75%, 05/24/2026(1)
|
1,018,017
|
|
|
|
Total Corporate Bonds
(cost $134,140,370)
|
$135,393,545
|
|
|
U.S. GOVERNMENT AGENCIES - 4.4%
|
|||
|
|
Mortgage-Backed Agencies - 4.4%
|
||
|
|
Federal Home Loan Mortgage Corp. - 0.7%
|
||
|
480,167
|
1.00%, 05/15/2041
|
$447,226
|
|
|
126,057
|
1.75%, 04/15/2027
|
123,726
|
|
|
17,035
|
3.00%, 05/15/2043
|
16,945
|
|
|
158,405
|
3.50%, 11/15/2025
|
157,050
|
|
|
1,106,085
|
3.50%, 05/15/2026
|
1,095,840
|
|
|
1,783,402
|
4.00%, 03/15/2037
|
1,773,415
|
|
|
|
|
|
3,614,202
|
|
|
Federal National Mortgage Association - 0.9%
|
||
|
357,032
|
1.75%, 09/25/2041
|
339,718
|
|
|
414,354
|
3.50%, 08/25/2026
|
410,279
|
|
|
549,168
|
3.50%, 11/01/2034
|
544,544
|
|
|
643,273
|
3.50%, 11/25/2038
|
635,031
|
|
|
654,196
|
4.00%, 09/25/2039
|
648,595
|
|
|
1,184,659
|
4.00%, 07/25/2040
|
1,174,607
|
|
|
1,193,834
|
4.00%, 06/25/2041
|
1,186,327
|
|
|
|
|
|
4,939,101
|
|
|
Government National Mortgage Association - 2.8%
|
||
|
2,347,318
|
2.00%, 12/16/2040
|
2,181,680
|
|
|
1,591,666
|
2.00%, 06/16/2041
|
1,512,535
|
|
|
307,189
|
2.50%, 09/20/2046
|
296,345
|
|
|
749,601
|
3.50%, 01/20/2052
|
739,395
|
|
|
10,226,349
|
4.50%, 11/20/2043
|
10,197,828
|
|
|
|
|
|
14,927,783
|
|
|
Total U.S. Government Agencies
(cost $23,207,271)
|
|
$23,481,086
|
|
|
58
|
|
|
Shares or Principal Amount
|
|
Market Value†
|
|
|
U.S. GOVERNMENT SECURITIES - 18.6%
|
|||
|
|
U.S. Treasury Securities - 18.6%
|
||
|
|
U.S. Treasury Notes - 18.6%
|
||
|
$ 22,600,000
|
0.38%, 11/30/2025
|
$21,703,945
|
|
|
10,000,000
|
0.75%, 11/15/2024
|
9,949,996
|
|
|
21,050,000
|
1.38%, 08/31/2026
|
20,165,242
|
|
|
11,600,000
|
2.88%, 08/15/2028
|
11,298,672
|
|
|
36,690,000
|
4.25%, 10/15/2025
|
36,798,924
|
|
|
|
Total U.S. Government Securities
(cost $99,115,784)
|
|
$99,916,779
|
|
|
Total Long-Term Investments
(cost $453,371,395)
|
|
$454,445,540
|
|
SHORT-TERM INVESTMENTS - 12.9%
|
|||
|
|
Repurchase Agreements - 0.8%
|
||
|
4,164,830
|
Fixed Income Clearing Corp. Repurchase
Agreement dated 09/30/2024 at 4.87%,
due on 10/01/2024 with a maturity value of
$4,165,393; collateralized by U.S. Treasury
Note at 3.50%, maturing 09/30/2026, with
a market value of $4,248,238
|
$4,164,830
|
|
|
|
Securities Lending Collateral - 0.3%
|
||
|
223,608
|
Goldman Sachs Financial Square Funds,
Government Fund, Institutional Class,
4.85%(7)
|
223,608
|
|
|
745,360
|
HSBC U.S. Government Money Market Fund,
Institutional Class, 4.86%(7)
|
745,360
|
|
|
223,608
|
Invesco Government & Agency Portfolio,
Institutional Class, 4.84%(7)
|
223,608
|
|
|
223,608
|
Morgan Stanley Institutional Liquidity Funds,
Government Portfolio, Institutional Class,
4.85%(7)
|
223,608
|
|
|
|
|
|
1,416,184
|
|
|
U.S. Treasury Securities - 11.8%
|
||
|
|
U.S. Treasury Bills - 11.8%
|
||
|
3,028,900
|
4.83%, 01/07/2025(8)
|
2,992,120
|
|
|
5,400,000
|
4.83%, 01/14/2025(8)
|
5,329,759
|
|
|
2,446,100
|
4.85%, 01/07/2025(8)
|
2,416,397
|
|
|
3,000,000
|
4.96%, 03/20/2025(8)
|
2,939,399
|
|
|
13,925,000
|
5.04%, 01/30/2025(8)
|
13,720,921
|
|
|
10,000,000
|
5.09%, 10/31/2024(8)
|
9,956,958
|
|
|
5,000,000
|
5.12%, 11/07/2024(8)
|
4,973,509
|
|
|
5,825,000
|
5.13%, 04/17/2025(8)
|
5,698,196
|
|
|
10,900,000
|
5.14%, 11/19/2024(8)
|
10,823,817
|
|
|
5,000,000
|
5.15%, 11/14/2024(8)
|
4,968,436
|
|
|
|
|
|
63,819,512
|
|
|
Total Short-Term Investments
(cost $69,325,739)
|
$69,400,526
|
|
|
|
Total Investments
(cost $522,697,134)
|
97.3
%
|
$523,846,066
|
|
|
Other Assets and Liabilities
|
2.7
%
|
14,804,413
|
|
|
Net Assets
|
100.0
%
|
$538,650,479
|
|
(1)
|
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only
to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At September 30, 2024, the aggregate value of these securities was
$181,193,570, representing 33.6% of net assets.
|
|
(2)
|
Variable rate securities; the rate reported is the coupon rate in effect at September
30, 2024. Base lending rates may be subject to a floor or cap.
|
|
(3)
|
Variable or floating rate security, which interest rate adjusts periodically based
on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
|
|
(4)
|
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
|
|
(5)
|
Represents entire or partial securities on loan.
|
|
(6)
|
Fixed to variable rate investment. The rate shown reflects the fixed rate in effect
at
September 30, 2024. Rate will reset at a future date. Base lending rates may be
subject to a floor or cap.
|
|
(7)
|
Current yield as of period end.
|
|
(8)
|
The rate shown represents current yield to maturity.
|
|
†
|
For information regarding the Fund’s significant accounting policies, please refer to
the Fund’s most recent shareholder report.
|
|
|
59
|
|
|
Description
|
Total
|
Level 1
|
Level 2
|
Level 3(1)
|
|
Assets
|
|
|
|
|
|
Asset & Commercial Mortgage-Backed Securities
|
$195,654,130
|
$—
|
$195,654,130
|
$—
|
|
Corporate Bonds
|
135,393,545
|
—
|
135,393,545
|
—
|
|
U.S. Government Agencies
|
23,481,086
|
—
|
23,481,086
|
—
|
|
U.S. Government Securities
|
99,916,779
|
—
|
99,916,779
|
—
|
|
Short-Term Investments
|
69,400,526
|
1,416,184
|
67,984,342
|
—
|
|
Total
|
$523,846,066
|
$1,416,184
|
$522,429,882
|
$—
|
|
(1)
|
For the period ended September 30, 2024, there were no transfers in and out of Level
3.
|
|
|
60
|
|
|
Counterparty Abbreviations:
|
|
|
CBK
|
Citibank NA
|
|
DEUT
|
Deutsche Bank Securities, Inc.
|
|
GSC
|
Goldman Sachs & Co.
|
|
NWM
|
NatWest Markets Plc
|
|
SGG
|
Societe Generale Group
|
|
Currency Abbreviations:
|
|
|
BRL
|
Brazil Real
|
|
EUR
|
Euro Member Countries
|
|
USD
|
United States Dollar
|
|
Index Abbreviations:
|
|
|
CDX.EM
|
Credit Derivatives Emerging Markets
|
|
CMT
|
Constant Maturity Treasury Index
|
|
ICE
|
Intercontinental Exchange, Inc.
|
|
MTA
|
Monthly Treasury Average Index
|
|
S&P
|
Standard & Poor's
|
|
Municipal Abbreviations:
|
|
|
Auth
|
Authority
|
|
Dev
|
Development
|
|
GO
|
General Obligation
|
|
Rev
|
Revenue
|
|
Other Abbreviations:
|
|
|
ADR
|
American Depositary Receipt
|
|
ARM
|
Adjustable Rate Mortgage
|
|
ASA
|
Allmennaksjeselskap
|
|
BAM
|
Build America Mutual Assurance Co.
|
|
CLO
|
Collateralized Loan Obligation
|
|
CMO
|
Collateralized Mortgage Obligation
|
|
CVR
|
Contingent Value Rights
|
|
ETF
|
Exchange-Traded Fund
|
|
EURIBOR
|
Euro Interbank Offered Rate
|
|
KGaA
|
Kommanditgesellschaft Auf Aktien
|
|
MSCI
|
Morgan Stanley Capital International
|
|
NPFG
|
National Public Finance Guarantee Corp.
|
|
Nyrt
|
New York REIT Inc
|
|
PJSC
|
Private Joint Stock Company
|
|
PT
|
Perseroan Terbatas
|
|
REIT
|
Real Estate Investment Trust
|
|
SOFR
|
Secured Overnight Financing Rate
|
|
TBA
|
To Be Announced
|
|
Tbk
|
Terbuka
|
|
|
61
|
|