#
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|
Harbor Capital Appreciation Fund
|
Harbor Convertible Securities Fund
|
Harbor Core Bond Fund
|
Harbor Core Plus Fund
|
Harbor Disruptive Innovation Fund
|
Harbor Diversified International All Cap Fund
|
Harbor International Fund
|
Harbor International Core Fund
|
Harbor International Growth Fund
|
Harbor International Small Cap Fund
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Harbor Large Cap Value Fund
|
Harbor Mid Cap Fund
|
Harbor Mid Cap Value Fund
|
Harbor Small Cap Growth Fund
|
Harbor Small Cap Value Fund
|
Portfolios of Investments
|
|
Harbor Capital Appreciation Fund
|
|
Harbor Convertible Securities Fund
|
|
Harbor Core Bond Fund
|
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Harbor Core Plus Fund
|
|
Harbor Disruptive Innovation Fund
|
|
Harbor Diversified International All Cap Fund
|
|
Harbor International Fund
|
|
Harbor International Core Fund
|
|
Harbor International Growth Fund
|
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Harbor International Small Cap Fund
|
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Harbor Large Cap Value Fund
|
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Harbor Mid Cap Fund
|
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Harbor Mid Cap Value Fund
|
|
Harbor Small Cap Growth Fund
|
|
Harbor Small Cap Value Fund
|
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Notes to Portfolios of Investments
|
54
|
COMMON STOCKS—99.5%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—0.9%
|
||
1,164,799
|
Boeing Co. *
|
$245,819
|
AUTOMOBILES—2.5%
|
||
3,609,217
|
Tesla, Inc. *
|
675,970
|
BIOTECHNOLOGY—1.4%
|
||
859,665
|
Vertex Pharmaceuticals, Inc. *
|
372,562
|
BROADLINE RETAIL—9.8%
|
||
13,299,445
|
Amazon.com, Inc. *
|
2,064,074
|
328,271
|
MercadoLibre, Inc. (Brazil)*
|
561,938
|
|
|
2,626,012
|
CAPITAL MARKETS—1.0%
|
||
372,037
|
Goldman Sachs Group, Inc.
|
142,866
|
315,877
|
Moody’s Corp.
|
123,836
|
|
|
266,702
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—2.1%
|
||
828,150
|
Costco Wholesale Corp.
|
575,465
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—0.7%
|
||
1,219,089
|
Keysight Technologies, Inc. *
|
186,838
|
ENTERTAINMENT—2.4%
|
||
1,150,671
|
Netflix, Inc. *
|
649,105
|
FINANCIAL SERVICES—5.9%
|
||
1,722,127
|
Mastercard, Inc. Class A
|
773,631
|
2,924,708
|
Visa, Inc. Class A
|
799,206
|
|
|
1,572,837
|
GROUND TRANSPORTATION—1.9%
|
||
7,646,775
|
Uber Technologies, Inc. *
|
499,105
|
HEALTH CARE EQUIPMENT & SUPPLIES—1.4%
|
||
1,023,669
|
Intuitive Surgical, Inc. *
|
387,172
|
HEALTH CARE PROVIDERS & SERVICES—1.6%
|
||
844,497
|
UnitedHealth Group, Inc.
|
432,163
|
HOTELS, RESTAURANTS & LEISURE—2.4%
|
||
1,253,527
|
Airbnb, Inc. Class A*
|
180,683
|
74,559
|
Chipotle Mexican Grill, Inc. *
|
179,595
|
1,195,347
|
Marriott International, Inc. Class A
|
286,561
|
|
|
646,839
|
INTERACTIVE MEDIA & SERVICES—8.7%
|
||
4,482,556
|
Alphabet, Inc. Class A*
|
628,006
|
4,458,508
|
Alphabet, Inc. Class C*
|
632,216
|
2,780,083
|
Meta Platforms, Inc. Class A*
|
1,084,622
|
|
|
2,344,844
|
IT SERVICES—2.2%
|
||
746,575
|
MongoDB, Inc. *
|
299,018
|
1,533,749
|
Snowflake, Inc. Class A*
|
300,063
|
|
|
599,081
|
MEDIA—0.7%
|
||
2,703,410
|
Trade Desk, Inc. Class A*
|
184,994
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
PERSONAL CARE PRODUCTS—0.9%
|
||
523,847
|
L’Oreal SA (France)
|
$250,689
|
PHARMACEUTICALS—6.8%
|
||
3,973,540
|
AstraZeneca PLC ADR (United Kingdom)1
|
264,797
|
1,529,307
|
Eli Lilly & Co.
|
987,336
|
5,045,546
|
Novo Nordisk AS ADR (Denmark)1
|
578,926
|
|
|
1,831,059
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—16.6%
|
||
6,753,947
|
Advanced Micro Devices, Inc. *
|
1,132,569
|
1,661,153
|
ARM Holdings PLC ADR*,1
|
117,394
|
480,826
|
ASML Holding NV New York Registry Shares (Netherlands)
|
418,232
|
674,156
|
Broadcom, Inc.
|
795,504
|
954,634
|
Micron Technology, Inc.
|
81,860
|
3,101,489
|
NVIDIA Corp.
|
1,908,253
|
|
|
4,453,812
|
SOFTWARE—17.6%
|
||
870,398
|
Adobe, Inc. *
|
537,715
|
1,202,035
|
Cadence Design Systems, Inc. *
|
346,739
|
1,100,215
|
Crowdstrike Holdings, Inc. Class A*
|
321,813
|
259,979
|
HubSpot, Inc. *
|
158,847
|
5,677,852
|
Microsoft Corp.
|
2,257,401
|
493,292
|
Palo Alto Networks, Inc. *
|
166,984
|
1,966,375
|
Salesforce, Inc. *
|
552,728
|
518,989
|
ServiceNow, Inc. *
|
397,234
|
|
|
4,739,461
|
SPECIALIZED REITS—1.1%
|
||
1,433,560
|
American Tower Corp.
|
280,476
|
SPECIALTY RETAIL—3.4%
|
||
1,093,214
|
Home Depot, Inc.
|
385,861
|
257,906
|
O’Reilly Automotive, Inc. *
|
263,850
|
2,819,459
|
TJX Cos., Inc.
|
267,595
|
|
|
917,306
|
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS—4.3%
|
||
6,246,046
|
Apple, Inc.
|
1,151,771
|
TEXTILES, APPAREL & LUXURY GOODS—3.2%
|
||
733,462
|
Lululemon Athletica, Inc. *
|
332,860
|
381,508
|
LVMH Moet Hennessy Louis Vuitton SE (France)
|
317,437
|
2,106,025
|
NIKE, Inc. Class B
|
213,824
|
|
|
864,121
|
TOTAL COMMON STOCKS
(Cost $11,844,512)
|
26,754,203
|
PREFERRED STOCKS—0.4%
|
||
|
|
|
(Cost $101,187)
|
||
AUTOMOBILES—0.4%
|
||
1,251,342
|
Dr Ing hc F Porsche AG (Germany)2
|
106,242
|
TOTAL INVESTMENTS—99.9%
(Cost $11,945,699)
|
26,860,445
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—0.1%
|
22,681
|
|
TOTAL NET ASSETS—100%
|
$26,883,126
|
Convertible Bonds—87.9%
|
||
Principal
Amount
|
|
Value
|
Automobiles—1.5%
|
||
|
Rivian Automotive, Inc.
|
|
$300
|
3.625%—10/15/20301
|
$277
|
100
|
4.625%—03/15/20291
|
107
|
|
|
384
|
|
|
384
|
Biotechnology—4.4%
|
||
|
Bridgebio Pharma, Inc.
|
|
100
|
2.250%—02/01/2029
|
83
|
200
|
2.500%—03/15/2027
|
224
|
|
|
307
|
100
|
Cytokinetics, Inc.
3.500%—07/01/2027
|
172
|
200
|
Guardant Health, Inc.
0.000%—11/15/20272
|
138
|
200
|
Halozyme Therapeutics, Inc.
0.250%—03/01/2027
|
172
|
300
|
Ionis Pharmaceuticals, Inc.
0.000%—04/01/20262
|
320
|
|
|
1,109
|
Capital Markets—0.8%
|
||
200
|
New Mountain Finance Corp.
7.500%—10/15/2025
|
204
|
Commercial Services & Supplies—6.3%
|
||
400
|
Affirm Holdings, Inc.
0.000%—11/15/20262
|
319
|
200
|
Alarm.com Holdings, Inc.
0.000%—01/15/20262
|
178
|
300
|
Block, Inc.
0.250%—11/01/2027
|
246
|
200
|
Marathon Digital Holdings, Inc.
1.000%—12/01/2026
|
161
|
200
|
Sabre GLBL, Inc.
4.000%—04/15/2025
|
193
|
300
|
Shift4 Payments, Inc.
0.500%—08/01/2027
|
280
|
200
|
Tetra Tech, Inc.
2.250%—08/15/20281
|
204
|
|
|
1,581
|
Construction & Engineering—2.0%
|
||
200
|
Fluor Corp.
1.125%—08/15/20291
|
212
|
200
|
Granite Construction, Inc.
2.750%—11/01/2024
|
287
|
|
|
499
|
Diversified REITs—3.5%
|
||
100
|
GEO Corrections Holdings, Inc.
6.500%—02/23/2026
|
142
|
100
|
Uniti Group, Inc.
7.500%—12/01/20271
|
94
|
300
|
Ventas Realty LP
3.750%—06/01/20261
|
309
|
300
|
Welltower OP LLC
2.750%—05/15/20281
|
325
|
|
|
870
|
Convertible Bonds—Continued
|
||
Principal
Amount
|
|
Value
|
Electric Utilities—2.9%
|
||
$300
|
CMS Energy Corp.
3.375%—05/01/20281
|
$296
|
100
|
NRG Energy, Inc.
2.750%—06/01/2048
|
132
|
100
|
Ormat Technologies, Inc.
2.500%—07/15/2027
|
96
|
100
|
PPL Capital Funding, Inc.
2.875%—03/15/20281
|
96
|
100
|
Southern Co.
3.875%—12/15/20251
|
100
|
|
|
720
|
Electronic Equipment, Instruments & Components—4.3%
|
||
300
|
Itron, Inc.
0.000%—03/15/20262
|
276
|
100
|
Lumentum Holdings, Inc.
0.500%—12/15/2026
|
91
|
200
|
PAR Technology Corp.
1.500%—10/15/2027
|
183
|
100
|
Rapid7, Inc.
1.250%—03/15/20291
|
109
|
100
|
Seagate HDD Cayman
3.500%—06/01/20281
|
121
|
100
|
Varonis Systems, Inc.
1.250%—08/15/2025
|
152
|
100
|
Western Digital Corp.
3.000%—11/15/20281
|
130
|
|
|
1,062
|
Energy Equipment & Services—0.4%
|
||
200
|
Sunnova Energy International, Inc.
2.625%—02/15/2028
|
104
|
Entertainment—1.4%
|
||
400
|
DraftKings Holdings, Inc.
0.000%—03/15/20282
|
338
|
Equity Real Estate Investment Trusts (REITs)—0.9%
|
||
100
|
HAT Holdings I LLC/HAT Holdings II LLC
3.750%—08/15/20281
|
108
|
100
|
Starwood Property Trust, Inc.
6.750%—07/15/2027
|
107
|
|
|
215
|
Financial Services—3.2%
|
||
400
|
Coinbase Global, Inc.
0.500%—06/01/2026
|
348
|
200
|
EZCORP, Inc.
3.750%—12/15/20291
|
201
|
300
|
SoFi Technologies, Inc.
0.000%—10/15/20261,2
|
251
|
|
|
800
|
Food Products—0.4%
|
||
100
|
Post Holdings, Inc.
2.500%—08/15/2027
|
104
|
Health Care Providers & Services—3.9%
|
||
100
|
Alphatec Holdings, Inc.
0.750%—08/01/2026
|
110
|
300
|
CONMED Corp.
2.250%—06/15/2027
|
286
|
Convertible Bonds—Continued
|
||
Principal
Amount
|
|
Value
|
Health Care Providers & Services—Continued
|
||
$200
|
Exact Sciences Corp.
0.375%—03/15/2027
|
$186
|
300
|
Haemonetics Corp.
0.000%—03/01/20262
|
268
|
100
|
Merit Medical Systems, Inc.
3.000%—02/01/20291
|
113
|
|
|
963
|
Hotels, Restaurants & Leisure—2.7%
|
||
100
|
Carnival Corp.
5.750%—12/01/2027
|
152
|
200
|
Cheesecake Factory, Inc.
0.375%—06/15/2026
|
173
|
100
|
Cracker Barrel Old Country Store, Inc.
0.625%—06/15/2026
|
87
|
300
|
Shake Shack, Inc.
0.000%—03/01/20282
|
249
|
|
|
661
|
Interactive Media & Services—2.7%
|
||
100
|
fuboTV, Inc.
3.250%—02/15/2026
|
76
|
500
|
Snap, Inc.
0.125%—03/01/2028
|
398
|
100
|
Uber Technologies, Inc.
0.875%—12/01/20281
|
112
|
100
|
Upwork, Inc.
0.250%—08/15/2026
|
85
|
|
|
671
|
Internet & Catalog Retail—9.2%
|
||
500
|
Airbnb, Inc.
0.000%—03/15/20262
|
455
|
100
|
Booking Holdings, Inc.
0.750%—05/01/2025
|
188
|
|
Okta, Inc.
|
|
300
|
0.125%—09/01/2025
|
277
|
200
|
0.375%—06/15/2026
|
179
|
|
|
456
|
200
|
Palo Alto Networks, Inc.
0.375%—06/01/2025
|
681
|
300
|
Snap, Inc.
0.000%—05/01/20272
|
242
|
200
|
Wayfair, Inc.
3.500%—11/15/20281
|
268
|
|
|
2,290
|
Leisure Products—5.0%
|
||
100
|
Carnival Corp.
5.750%—10/01/2024
|
172
|
300
|
Liberty TripAdvisor Holdings, Inc.
0.500%—06/30/20511
|
273
|
300
|
NCL Corp. Ltd.
2.500%—02/15/2027
|
276
|
200
|
Royal Caribbean Cruises Ltd.
6.000%—08/15/2025
|
523
|
|
|
1,244
|
Machinery—0.9%
|
||
100
|
Axon Enterprise, Inc.
0.500%—12/15/2027
|
123
|
Convertible Bonds—Continued
|
||
Principal
Amount
|
|
Value
|
Machinery—Continued
|
||
$100
|
John Bean Technologies Corp.
0.250%—05/15/2026
|
$91
|
|
|
214
|
Media—4.0%
|
||
500
|
DISH Network Corp.
0.000%—12/15/20252
|
358
|
100
|
Liberty Broadband Corp.
3.125%—03/31/20531
|
99
|
300
|
Liberty Media Corp.
2.375%—09/30/20531
|
317
|
200
|
Liberty Media Corp.-Liberty Formula One
2.250%—08/15/2027
|
212
|
|
|
986
|
Metals & Mining—2.5%
|
||
100
|
ATI, Inc.
3.500%—06/15/2025
|
267
|
100
|
U.S. Steel Corp.
5.000%—11/01/2026
|
352
|
|
|
619
|
Oil, Gas & Consumable Fuels—1.2%
|
||
100
|
Northern Oil & Gas, Inc.
3.625%—04/15/2029
|
111
|
200
|
Oil States International, Inc.
4.750%—04/01/2026
|
195
|
|
|
306
|
Pharmaceuticals—2.1%
|
||
100
|
Amphastar Pharmaceuticals, Inc.
2.000%—03/15/20291
|
112
|
100
|
Collegium Pharmaceutical, Inc.
2.875%—02/15/20291
|
112
|
300
|
Dexcom, Inc.
0.375%—05/15/20281
|
303
|
|
|
527
|
Real Estate Management & Development—0.7%
|
||
200
|
Redfin Corp.
0.000%—10/15/20252
|
172
|
Semiconductors & Semiconductor Equipment—1.0%
|
||
100
|
ON Semiconductor Corp.
0.000%—05/01/20272
|
145
|
|
Wolfspeed, Inc.
|
|
100
|
0.250%—02/15/2028
|
59
|
100
|
1.875%—12/01/2029
|
58
|
|
|
117
|
|
|
262
|
Software—17.7%
|
||
300
|
Akamai Technologies, Inc.
0.375%—09/01/2027
|
344
|
200
|
Altair Engineering, Inc.
1.750%—06/15/2027
|
260
|
|
Bentley Systems, Inc.
|
|
300
|
0.125%—01/15/2026
|
295
|
100
|
0.375%—07/01/2027
|
89
|
|
|
384
|
Convertible Bonds—Continued
|
||
Principal
Amount
|
|
Value
|
Software—Continued
|
||
$200
|
Ceridian HCM Holding, Inc.
0.250%—03/15/2026
|
$182
|
200
|
Cloudflare, Inc.
0.000%—08/15/20262
|
179
|
100
|
CSG Systems International, Inc.
3.875%—09/15/20281
|
99
|
100
|
DigitalOcean Holdings, Inc.
0.000%—12/01/20262
|
83
|
300
|
Envestnet, Inc.
0.750%—08/15/2025
|
282
|
300
|
Fastly, Inc.
0.000%—03/15/20262
|
268
|
200
|
Guidewire Software, Inc.
1.250%—03/15/2025
|
224
|
100
|
MicroStrategy, Inc.
0.750%—12/15/2025
|
142
|
200
|
MongoDB, Inc.
0.250%—01/15/2026
|
387
|
300
|
Nutanix, Inc.
0.250%—10/01/2027
|
344
|
300
|
Pegasystems, Inc.
0.750%—03/01/2025
|
285
|
500
|
Porch Group, Inc.
0.750%—09/15/20261
|
153
|
200
|
Rapid7, Inc.
0.250%—03/15/2027
|
180
|
|
Splunk, Inc.
|
|
300
|
1.125%—09/15/2025
|
334
|
100
|
1.125%—06/15/2027
|
98
|
|
|
432
|
100
|
Unity Software, Inc.
0.000%—11/15/20262
|
84
|
100
|
Verint Systems, Inc.
0.250%—04/15/2026
|
89
|
|
|
4,401
|
Specialty Retail—0.8%
|
||
200
|
Greenbrier Cos., Inc.
2.875%—04/15/2028
|
205
|
Convertible Bonds—Continued
|
||
Principal
Amount
|
|
Value
|
Wireless Telecommunication Services—1.5%
|
||
$100
|
Infinera Corp.
2.500%—03/01/2027
|
$97
|
200
|
InterDigital, Inc.
3.500%—06/01/2027
|
286
|
|
|
383
|
Total Convertible Bonds
(Cost $20,907)
|
$21,894
|
Convertible Preferred Stocks—8.2%
|
||
Shares
|
|
|
Banks—3.2%
|
||
100
|
Bank of America Corp.—7.250%
|
122
|
550
|
Wells Fargo & Co.—7.500%
|
665
|
|
|
787
|
Diversified REITs—1.2%
|
||
12,400
|
RLJ Lodging Trust—1.950%
|
310
|
Electric Utilities—1.2%
|
||
8,200
|
NextEra Energy, Inc.—6.926%
|
305
|
Machinery—1.2%
|
||
1,300
|
Chart Industries, Inc.—6.750%
|
65
|
1,900
|
RBC Bearings, Inc.—5.000%
|
233
|
|
|
298
|
Oil, Gas & Consumable Fuels—1.4%
|
||
7,200
|
El Paso Energy Capital Trust I—4.750%
|
339
|
Total Convertible Preferred Stocks
(Cost $2,078)
|
2,039
|
|
TOTAL INVESTMENTS—96.1%
(Cost $22,985)
|
23,933
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—3.9%
|
971
|
|
TOTAL NET ASSETS—100.0%
|
$24,904
|
Asset-Backed Securities—10.4%
|
||
Principal
Amount
|
|
Value
|
$385
|
Aligned Data Centers Issuer LLC
Series 2021-1A Cl. A2
1.937%—08/15/20461
|
$348
|
514
|
American Tower Trust I
5.490%—03/15/20281
|
522
|
|
AMSR Trust
|
|
410
|
Series 2021-SFR3 Cl. A
1.476%—10/17/20381
|
373
|
782
|
Series 2022-SFR3 Cl. A
4.000%—10/17/20391
|
754
|
|
|
1,127
|
753
|
Avis Budget Rental Car Funding AESOP LLC
Series 2024-1A Cl. A
5.360%—06/20/20301
|
764
|
366
|
BA Credit Card Trust
Series 2022-A2 Cl. A2
5.000%—04/15/2028
|
369
|
|
CIFC Funding Ltd.
|
|
306
|
Series 2018-3A Cl. A
6.660% (3 Month USD Term SOFR + 1.362%)
07/18/20311,2
|
307
|
497
|
Series 2023-3A Cl. A
6.916% (3 Month USD Term SOFR + 1.600%)
01/20/20371,2
|
497
|
|
|
804
|
1,286
|
Citizens Auto Receivables Trust
Series 2024-1 Cl. A3
5.110%—04/17/20281
|
1,292
|
1,147
|
DB Master Finance LLC
Series 2021-1A Cl. A2I
2.045%—11/20/20511
|
1,051
|
291
|
Discover Card Execution Note Trust
Series 2022-A4 Cl. A
5.030%—10/15/2027
|
293
|
629
|
Domino’s Pizza Master Issuer LLC
Series 2021-1A Cl. A2I
2.662%—04/25/20511
|
565
|
1,575
|
Enterprise Fleet Financing LLC
Series 2024-1 Cl. A2
5.230%—03/20/20301
|
1,580
|
|
FirstKey Homes Trust
|
|
356
|
Series 2020-SFR2 Cl. A
1.266%—10/19/20371
|
333
|
370
|
Series 2021-SFR1 Cl. A
1.538%—08/17/20381
|
339
|
|
|
672
|
|
Ford Credit Auto Owner Trust
|
|
250
|
Series 2020-1 Cl. A
2.040%—08/15/20311
|
242
|
1,000
|
Series 2023-2 Cl. A
5.280%—02/15/20361
|
1,026
|
|
|
1,268
|
|
GM Financial Consumer Automobile Receivables
Trust
|
|
288
|
Series 2022-3 Cl. A4
3.710%—12/16/2027
|
282
|
1,204
|
Series 2024-1 Cl. A3
4.850%—12/18/2028
|
1,209
|
|
|
1,491
|
Asset-Backed Securities—Continued
|
||
Principal
Amount
|
|
Value
|
|
GoldenTree Loan Management U.S. CLO Ltd.
|
|
$650
|
Series 2021-10A Cl. A
6.679% (3 Month USD Term SOFR + 1.362%)
07/20/20341,2
|
$651
|
822
|
Series 2023-17A Cl. A
7.068% (3 Month USD Term SOFR + 1.750%)
07/20/20361,2
|
828
|
|
|
1,479
|
|
Home Partners of America Trust
|
|
250
|
Series 2020-2 Cl. A
1.532%—01/17/20411
|
212
|
510
|
Series 2022-1 Cl. A
3.930%—04/17/20391
|
492
|
|
|
704
|
362
|
Mercedes-Benz Auto Receivables Trust
Series 2022-1 Cl. A4
5.250%—02/15/2029
|
367
|
|
Navient Private Education Refi Loan Trust
|
|
111
|
Series 2021-A Cl. A
0.840%—05/15/20691
|
98
|
248
|
Series 2021-BA Cl. A
0.940%—07/15/20691
|
217
|
|
|
315
|
1,087
|
NextGear Floorplan Master Owner Trust
Series 2023-1A Cl. A2
5.740%—03/15/20281
|
1,106
|
|
Palmer Square CLO Ltd.
|
|
401
|
Series 2013-2A Cl. A1A3
6.578% (3 Month USD Term SOFR + 1.262%)
10/17/20311,2
|
401
|
360
|
Series 2020-3A Cl. A1R2
7.025% (3 Month USD Term SOFR + 1.650%)
11/15/20361,2
|
361
|
|
|
762
|
|
Palmer Square Loan Funding Ltd.
|
|
331
|
Series 2021-2A Cl. A1
6.429% (3 Month USD Term SOFR + 1.062%)
05/20/20291,2
|
332
|
294
|
Series 2022-2A Cl. A1
6.584% (3 Month USD Term SOFR + 1.270%)
10/15/20301,2
|
293
|
|
|
625
|
|
PFS Financing Corp.
|
|
232
|
Series 2022-D Cl. A
4.270%—08/15/20271
|
229
|
1,814
|
Series 2024-B Cl. A
4.950%—02/15/20291
|
1,816
|
522
|
Series 2023-A Cl. A
5.800%—03/15/20281
|
531
|
|
|
2,576
|
|
Progress Residential Trust
|
|
438
|
Series 2019-SFR3 Cl. A
2.271%—09/17/20361
|
437
|
1,094
|
Series 2022-SFR2 Cl. A
2.950%—04/17/20271
|
1,028
|
|
|
1,465
|
202
|
Sabey Data Center Issuer LLC
Series 2020-1 Cl. A2
3.812%—04/20/20451
|
196
|
Asset-Backed Securities—Continued
|
||
Principal
Amount
|
|
Value
|
|
SBA Tower Trust
|
|
$500
|
1.631%—05/15/20511 |
$448
|
705
|
2.593%—10/15/20561 |
571
|
230
|
6.599%—01/15/20281 |
237
|
|
|
1,256
|
1,281
|
SFS Auto Receivables Securitization Trust
Series 2024-1A Cl. A3
4.950%—05/21/20291
|
1,287
|
185
|
Stack Infrastructure Issuer LLC
Series 2019-2A Cl. A2
3.080%—10/25/20441
|
180
|
192
|
Store Master Funding I-VII
Series 2018-1A Cl. A1
3.960%—10/20/20481
|
188
|
163
|
Store Master Funding I-VII & XIV
Series 2019-1 Cl. A1
2.820%—11/20/20491
|
151
|
614
|
Taco Bell Funding LLC
Series 2021-1A Cl. A2II
2.294%—08/25/20511
|
534
|
|
U.S. Small Business Administration
|
|
64
|
Series 2012-20C Cl. 1
2.510%—03/01/2032
|
60
|
101
|
Series 2017-20H Cl. 1
2.750%—08/01/2037
|
93
|
173
|
Series 2014-20K Cl. 1
2.800%—11/01/2034
|
161
|
179
|
Series 2015-20H Cl. 1
2.820%—08/01/2035
|
168
|
145
|
Series 2017-20J Cl. 1
2.850%—10/01/2037
|
133
|
175
|
Series 2018-20B Cl. 1
3.220%—02/01/2038
|
163
|
262
|
Series 2018-20G Cl. 1
3.540%—07/01/2038
|
245
|
387
|
Series 2022-25E Cl. 1
3.940%—05/01/2047
|
367
|
296
|
Series 2023-25B Cl. 1
4.610%—02/01/2048
|
293
|
362
|
Series 2022-25L Cl. 1
4.710%—12/01/2047
|
361
|
1,072
|
Series 2023-25A Cl. 1
4.910%—01/01/2048
|
1,079
|
681
|
Series 2023-25C Cl. 1
4.930%—03/01/2048
|
686
|
1,284
|
Series 2024-25A Cl. 1
5.050%—01/01/2049
|
1,303
|
1,093
|
Series 2022-25K Cl. 1
5.130%—11/01/2047
|
1,113
|
670
|
Series 2023-25H Cl. 1
5.150%—08/01/2048
|
683
|
1,410
|
Series 2023-25G Cl. 1
5.180%—07/01/2048
|
1,442
|
342
|
Series 2023-25L Cl. 1
5.280%—12/01/2048
|
352
|
525
|
Series 2023-25I CL. 1
5.410%—09/01/2048
|
542
|
1,200
|
Series 2023-25K Cl. 1
5.710%—11/01/2048
|
1,259
|
|
|
10,503
|
251
|
Vantage Data Centers LLC
Series 2020-2A Cl. A2
1.992%—09/15/20451
|
218
|
Asset-Backed Securities—Continued
|
||
Principal
Amount
|
|
Value
|
$1,234
|
Verizon Master Trust
Series 2024-1 Cl. A1A
5.000%—12/20/2028
|
$1,239
|
|
Wendy’s Funding LLC
|
|
199
|
Series 2021-1A Cl. A2I
2.370%—06/15/20511
|
174
|
975
|
Series 2021-1A Cl. A2II
2.775%—06/15/20511
|
822
|
369
|
Series 2019-1A Cl. A2I
3.783%—06/15/20491
|
356
|
|
|
1,352
|
Total Asset-Backed Securities
(Cost $38,797)
|
38,649
|
Collateralized Mortgage Obligations—4.3%
|
||
|
|
|
709
|
Bank
Series 2017-BNK6 Cl. A5
3.518%—07/15/2060
|
676
|
|
Benchmark Mortgage Trust
|
|
387
|
Series 2021-B26 Cl. A3
2.391%—06/15/2054
|
342
|
1,462
|
Series 2024-V5 Cl. A3
5.805%—01/10/2057
|
1,526
|
700
|
Series 2023-V2 Cl. A3
5.812%—05/15/20552
|
725
|
|
|
2,593
|
549
|
BMO Mortgage Trust
Series 2023-C7 Cl. A5
6.160%—12/15/2056
|
602
|
|
BX Commercial Mortgage Trust
|
|
403
|
Series 2021-VOLT Cl. A
6.148% (1 Month USD Term SOFR + 0.814%)
09/15/20361,2
|
398
|
188
|
Series 2019-XL Cl. A
6.368% (1 Month USD Term SOFR + 1.034%)
10/15/20361,2
|
188
|
284
|
Series 2023-XL3 Cl. A
7.095% (1 Month USD Term SOFR + 1.761%)
12/09/20401,2
|
286
|
|
|
872
|
1,305
|
BX Trust
Series 2022-CLS Cl. A
5.760%—10/13/20271
|
1,327
|
1,676
|
Citigroup Commercial Mortgage Trust
Series 2016-C2 Cl. A3
2.575%—08/10/2049
|
1,590
|
|
COMM Mortgage Trust
|
|
387
|
Series 2016-COR1 Cl. A3
2.826%—10/10/2049
|
368
|
216
|
Series 2014-CR21 Cl. A3
3.528%—12/10/2047
|
211
|
341
|
Series 2014-UBS3 Cl. A3
3.546%—06/10/2047
|
339
|
|
|
918
|
227
|
FRESB Mortgage Trust
Series 2019-SB63 Cl. A5H
2.550% (1 Month USD Term SOFR + 0.700%)
02/25/20392
|
222
|
550
|
GS Mortgage Securities Trust
Series 2016-GS3 Cl. A4
2.850%—10/10/2049
|
518
|
Collateralized Mortgage Obligations—Continued
|
||
Principal
Amount
|
|
Value
|
$101
|
GS Mortgage-Backed Securities Corp. Trust
Series 2020-PJ4 Cl. A2
3.000%—01/25/20511,2
|
$86
|
|
Morgan Stanley Bank of America Merrill Lynch
Trust
|
|
1,700
|
Series 2015-C22 Cl. A4
3.306%—04/15/2048
|
1,650
|
260
|
Series 2015-C25 Cl. A4
3.372%—10/15/2048
|
253
|
600
|
Series 2015-C26 Cl. A5
3.531%—10/15/2048
|
580
|
|
|
2,483
|
730
|
Morgan Stanley Capital I Trust
Series 2016-UB11 Cl. A4
2.782%—08/15/2049
|
683
|
49
|
PSMC Trust
Series 2020-2 Cl. A2
3.000%—05/25/20501,2
|
44
|
|
Seasoned Credit Risk Transfer Trust
|
|
135
|
Series 2020-2 Cl. MA
2.000%—11/25/2059
|
119
|
227
|
Series 2021-1 Cl. MA
2.000%—09/25/2060
|
196
|
255
|
Series 2021-3 Cl. MA
2.000%—03/25/2061
|
219
|
161
|
Series 2020-3 Cl. MA
2.000%—05/25/2060
|
141
|
149
|
Series 2020-1 Cl. MA
2.500%—08/25/2059
|
135
|
53
|
Series 2017-2 Cl. MA
3.000%—08/25/2056
|
49
|
105
|
Series 2018-1 Cl. MA
3.000%—05/25/2057
|
97
|
1,108
|
Series 2018-4 Cl. MA
3.500%—03/25/2058
|
1,046
|
164
|
Series 2019-2 Cl. MA
3.500%—08/25/2058
|
155
|
|
|
2,157
|
334
|
Tricon American Homes
Series 2020-SFR1 Cl. A
1.499%—07/17/20381
|
307
|
525
|
UBS Commercial Mortgage Trust
Series 2018-C13 Cl. ASB
4.241%—10/15/2051
|
514
|
380
|
Wells Fargo Commercial Mortgage Trust
Series 2015-C31 Cl. A4
3.695%—11/15/2048
|
368
|
Total Collateralized Mortgage Obligations
(Cost $16,114)
|
15,960
|
Corporate Bonds & Notes—26.8%
|
||
|
|
|
AEROSPACE & DEFENSE—0.3%
|
||
361
|
BAE Systems PLC
3.400%—04/15/20301
|
333
|
235
|
Lockheed Martin Corp.
4.700%—05/15/2046
|
227
|
563
|
Northrop Grumman Corp.
5.250%—05/01/2050
|
571
|
|
|
1,131
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
AUTO COMPONENTS—0.4%
|
||
$1,526
|
Aptiv PLC/Aptiv Corp.
3.250%—03/01/2032
|
$1,346
|
AUTOMOBILES—1.6%
|
||
635
|
BMW U.S. Capital LLC
3.450%—04/01/20271
|
614
|
1,463
|
Ford Motor Credit Co. LLC
2.900%—02/16/2028-02/10/2029
|
1,296
|
|
General Motors Financial Co., Inc.
|
|
1,157
|
2.400%—10/15/2028
|
1,030
|
700
|
4.300%—04/06/2029
|
673
|
|
|
1,703
|
|
Volkswagen Group of America Finance LLC
|
|
1,580
|
4.350%—06/08/20271
|
1,555
|
735
|
4.600%—06/08/20291
|
725
|
|
|
2,280
|
|
|
5,893
|
BANKS—5.4%
|
||
|
Bank of America Corp.
|
|
2,260
|
2.572%—10/20/20323
|
1,885
|
132
|
3.311%—04/22/20423
|
104
|
|
|
1,989
|
1,005
|
Bank of America Corp. MTN
4.948%—07/22/20283
|
1,007
|
850
|
Barclays PLC
5.304%—08/09/20263
|
850
|
1,455
|
BNP Paribas SA
4.400%—08/14/20281
|
1,421
|
813
|
Capital One Financial Corp.
5.468%—02/01/20293
|
815
|
|
Citigroup, Inc.
|
|
171
|
3.400%—05/01/2026
|
166
|
909
|
3.520%—10/27/20283
|
863
|
849
|
4.412%—03/31/20313
|
817
|
|
|
1,846
|
448
|
Credit Suisse AG
7.950%—01/09/2025
|
459
|
|
HSBC Holdings PLC
|
|
550
|
7.336%—11/03/20263
|
571
|
212
|
7.390%—11/03/20283
|
228
|
|
|
799
|
|
JPMorgan Chase & Co.
|
|
2,791
|
4.203%—07/23/20293
|
2,718
|
250
|
4.493%—03/24/20313
|
244
|
|
|
2,962
|
1,180
|
Lloyds Banking Group PLC
2.438%—02/05/20263
|
1,143
|
715
|
Macquarie Group Ltd.
5.033%—01/15/20301,3
|
710
|
710
|
Mitsubishi UFJ Financial Group, Inc.
5.017%—07/20/20283
|
711
|
418
|
National Securities Clearing Corp.
5.000%—05/30/20281
|
427
|
|
PNC Financial Services Group, Inc.
|
|
710
|
5.354%—12/02/20283
|
719
|
745
|
5.676%—01/22/20353
|
765
|
|
|
1,484
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
BANKS—Continued
|
||
$340
|
Toronto-Dominion Bank
1.950%—01/12/2027
|
$316
|
1,910
|
Truist Financial Corp. MTN
5.711%—01/24/20353
|
1,943
|
1,335
|
U.S. Bancorp
5.678%—01/23/20353
|
1,367
|
|
|
20,249
|
BIOTECHNOLOGY—0.1%
|
||
310
|
AbbVie, Inc.
4.500%—05/14/2035
|
303
|
BUILDING PRODUCTS—0.1%
|
||
|
Carlisle Cos., Inc.
|
|
350
|
2.200%—03/01/2032
|
286
|
285
|
2.750%—03/01/2030
|
251
|
|
|
537
|
CAPITAL MARKETS—2.3%
|
||
300
|
Bank of New York Mellon Corp. MTN
5.802%—10/25/20283
|
311
|
|
Blackstone Holdings Finance Co. LLC
|
|
173
|
2.800%—09/30/20501
|
108
|
856
|
3.500%—09/10/20491
|
617
|
|
|
725
|
630
|
Brookfield Finance, Inc.
3.900%—01/25/2028
|
610
|
2,126
|
Goldman Sachs Group, Inc.
3.800%—03/15/2030
|
2,002
|
54
|
KKR Group Finance Co. II LLC
5.500%—02/01/20431
|
52
|
170
|
KKR Group Finance Co. III LLC
5.125%—06/01/20441
|
157
|
860
|
KKR Group Finance Co. VI LLC
3.750%—07/01/20291
|
804
|
493
|
Macquarie Group Ltd.
1.340%—01/12/20271,3
|
455
|
|
Morgan Stanley MTN
|
|
665
|
3.125%—07/27/2026
|
638
|
2,545
|
3.622%—04/01/20313
|
2,350
|
|
|
2,988
|
500
|
UBS Group AG
4.125%—04/15/20261
|
489
|
|
|
8,593
|
COMMERCIAL SERVICES & SUPPLIES—0.4%
|
||
1,459
|
Ashtead Capital, Inc.
5.800%—04/15/20341
|
1,468
|
300
|
Moody’s Corp.
3.250%—05/20/2050
|
217
|
|
|
1,685
|
DIVERSIFIED FINANCIAL SERVICES—1.0%
|
||
662
|
AerCap Ireland Capital DAC/AerCap Global Aviation
Trust
5.100%—01/19/2029
|
658
|
875
|
Air Lease Corp.
3.250%—03/01/2025
|
855
|
810
|
Aviation Capital Group LLC
6.375%—07/15/20301
|
841
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
DIVERSIFIED FINANCIAL SERVICES—Continued
|
||
|
Capital One Financial Corp.
|
|
$435
|
4.927%—05/10/20283
|
$429
|
812
|
6.051%—02/01/20353
|
826
|
|
|
1,255
|
|
|
3,609
|
DIVERSIFIED REITS—0.5%
|
||
533
|
Federal Realty OP LP
1.250%—02/15/2026
|
494
|
1,475
|
Healthpeak OP LLC
3.250%—07/15/2026
|
1,421
|
|
|
1,915
|
DIVERSIFIED TELECOMMUNICATION SERVICES—0.4%
|
||
|
AT&T, Inc.
|
|
240
|
2.300%—06/01/2027
|
222
|
504
|
6.808% (3 Month USD Term SOFR + 1.442%)
06/12/20242
|
505
|
|
|
727
|
|
Verizon Communications, Inc.
|
|
735
|
2.355%—03/15/2032
|
611
|
162
|
4.500%—08/10/2033
|
157
|
|
|
768
|
|
|
1,495
|
ELECTRIC UTILITIES—2.4%
|
||
|
Berkshire Hathaway Energy Co.
|
|
685
|
4.450%—01/15/2049
|
595
|
275
|
6.125%—04/01/2036
|
299
|
|
|
894
|
1,030
|
Consumers Securitization Funding LLC
5.210%—09/01/2031
|
1,057
|
856
|
DTE Energy Co.
4.875%—06/01/2028
|
860
|
875
|
Duke Energy Florida LLC
3.800%—07/15/2028
|
853
|
|
Eversource Energy
|
|
1,280
|
2.900%—10/01/2024-03/01/2027
|
1,215
|
695
|
5.450%—03/01/2028
|
708
|
|
|
1,923
|
|
Exelon Corp.
|
|
560
|
4.450%—04/15/2046
|
486
|
62
|
4.700%—04/15/2050
|
56
|
243
|
5.100%—06/15/2045
|
228
|
|
|
770
|
1,670
|
Florida Power & Light Co.
2.450%—02/03/2032
|
1,425
|
|
Northern States Power Co.
|
|
158
|
4.500%—06/01/2052
|
143
|
370
|
6.250%—06/01/2036
|
412
|
|
|
555
|
|
Southern Co.
|
|
230
|
3.250%—07/01/2026
|
222
|
308
|
4.250%—07/01/2036
|
282
|
|
|
504
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
ELECTRIC UTILITIES—Continued
|
||
$230
|
Xcel Energy, Inc.
3.400%—06/01/2030
|
$212
|
|
|
9,053
|
ENTERTAINMENT—0.2%
|
||
700
|
Warnermedia Holdings, Inc.
5.141%—03/15/2052
|
602
|
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)—0.6%
|
||
|
Alexandria Real Estate Equities, Inc.
|
|
1,090
|
2.000%—05/18/2032
|
864
|
266
|
4.700%—07/01/2030
|
260
|
115
|
4.750%—04/15/2035
|
111
|
|
|
1,235
|
825
|
Simon Property Group LP
5.500%—03/08/2033
|
853
|
|
|
2,088
|
FINANCIAL SERVICES—0.3%
|
||
322
|
American Express Co.
5.043%—05/01/20343
|
322
|
198
|
Berkshire Hathaway Finance Corp.
3.850%—03/15/2052
|
164
|
|
PNC Financial Services Group, Inc.
|
|
410
|
5.068%—01/24/20343
|
404
|
163
|
6.875%—10/20/20343
|
181
|
|
|
585
|
|
|
1,071
|
HEALTH CARE PROVIDERS & SERVICES—0.8%
|
||
853
|
Cigna Group
3.400%—03/01/2027
|
820
|
|
CVS Pass-Through Trust
|
|
162
|
5.773%—01/10/20331
|
161
|
72
|
5.880%—01/10/2028
|
71
|
859
|
8.353%—07/10/20311
|
927
|
|
|
1,159
|
425
|
Elevance Health, Inc.
4.750%—02/15/2033
|
421
|
590
|
PeaceHealth Obligated Group
1.375%—11/15/2025
|
552
|
|
|
2,952
|
INSURANCE—2.2%
|
||
419
|
AIA Group Ltd.
3.600%—04/09/20291
|
398
|
1,080
|
Corebridge Global Funding
5.200%—01/12/20291
|
1,085
|
325
|
Equitable Financial Life Global Funding
1.400%—07/07/20251
|
308
|
|
GA Global Funding Trust
|
|
664
|
1.950%—09/15/20281
|
568
|
420
|
3.850%—04/11/20251
|
413
|
|
|
981
|
530
|
Liberty Mutual Group, Inc.
4.569%—02/01/20291
|
520
|
276
|
Lincoln National Corp.
3.400%—01/15/2031
|
248
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
INSURANCE—Continued
|
||
|
Massachusetts Mutual Life Insurance Co.
|
|
$935
|
3.375%—04/15/20501
|
$676
|
160
|
5.672%—12/01/20521
|
165
|
|
|
841
|
1,760
|
Metropolitan Life Global Funding I
3.300%—03/21/20291
|
1,637
|
1,445
|
Peachtree Corners Funding Trust
3.976%—02/15/20251
|
1,421
|
950
|
Prudential Funding Asia PLC
3.625%—03/24/2032
|
861
|
|
|
8,300
|
INTERNET & CATALOG RETAIL—0.2%
|
||
834
|
Amazon.com, Inc.
4.100%—04/13/2062
|
718
|
MEDIA—0.9%
|
||
1,663
|
Charter Communications Operating LLC/Charter
Communications Operating Capital
6.384%—10/23/2035
|
1,678
|
360
|
Comcast Corp.
2.350%—01/15/2027
|
339
|
|
Cox Communications, Inc.
|
|
400
|
1.800%—10/01/20301
|
326
|
1,240
|
3.350%—09/15/20261
|
1,189
|
|
|
1,515
|
|
|
3,532
|
MULTI-UTILITIES—0.3%
|
||
|
PG&E Wildfire Recovery Funding LLC
|
|
502
|
3.594%—06/01/2032
|
484
|
294
|
4.022%—06/01/2033
|
284
|
183
|
4.722%—06/01/2037
|
181
|
|
|
949
|
257
|
Rogers Communications, Inc.
5.450%—10/01/2043
|
253
|
|
|
1,202
|
OIL, GAS & CONSUMABLE FUELS—1.4%
|
||
1,680
|
Columbia Pipelines Operating Co. LLC
6.036%—11/15/20331
|
1,765
|
600
|
Dominion Energy, Inc.
5.250%—08/01/2033
|
604
|
|
Energy Transfer LP
|
|
730
|
3.900%—07/15/2026
|
711
|
550
|
5.750%—02/15/2033
|
564
|
|
|
1,275
|
474
|
Occidental Petroleum Corp.
0.000%—10/10/20364
|
254
|
1,237
|
Schlumberger Holdings Corp.
3.900%—05/17/20281
|
1,201
|
230
|
Southern Co. Gas Capital Corp.
1.750%—01/15/2031
|
186
|
|
|
5,285
|
PASSENGER AIRLINES—0.4%
|
||
249
|
Air Canada Pass-Through Trust
3.600%—09/15/20281
|
236
|
308
|
Delta Air Lines Pass-Through Trust
3.625%—01/30/2029
|
293
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
PASSENGER AIRLINES—Continued
|
||
|
United Airlines Pass-Through Trust
|
|
$195
|
3.100%—01/07/2030
|
$179
|
784
|
4.000%—10/11/2027
|
759
|
|
|
938
|
|
|
1,467
|
PROFESSIONAL SERVICES—0.2%
|
||
765
|
Verisk Analytics, Inc.
3.625%—05/15/2050
|
571
|
ROAD & RAIL—0.6%
|
||
|
Canadian Pacific Railway Co.
|
|
460
|
4.200%—11/15/2069
|
375
|
190
|
6.125%—09/15/2115
|
209
|
|
|
584
|
155
|
Norfolk Southern Corp.
4.837%—10/01/2041
|
149
|
1,411
|
Ryder System, Inc. MTN
5.250%—06/01/2028
|
1,436
|
|
|
2,169
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—0.8%
|
||
|
Broadcom, Inc.
|
|
595
|
4.000%—04/15/20291
|
573
|
1,042
|
4.110%—09/15/2028
|
1,015
|
|
|
1,588
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc.
|
|
595
|
2.700%—05/01/2025
|
576
|
1,010
|
3.150%—05/01/2027
|
959
|
|
|
1,535
|
|
|
3,123
|
SOFTWARE—0.2%
|
||
|
Oracle Corp.
|
|
340
|
1.650%—03/25/2026
|
318
|
343
|
3.950%—03/25/2051
|
267
|
|
|
585
|
SPECIALTY RETAIL—0.9%
|
||
|
Lowe’s Cos., Inc.
|
|
77
|
3.700%—04/15/2046
|
61
|
199
|
5.000%—04/15/2040
|
193
|
697
|
5.625%—04/15/2053
|
725
|
|
|
979
|
2,467
|
Penske Truck Leasing Co. LP/PTL Finance Corp.
5.550%—05/01/20281
|
2,513
|
|
|
3,492
|
TRADING COMPANIES & DISTRIBUTORS—0.5%
|
||
671
|
AerCap Ireland Capital DAC/AerCap Global Aviation
Trust
3.000%—10/29/2028
|
609
|
1,605
|
Ferguson Finance PLC
3.250%—06/02/20301
|
1,439
|
|
|
2,048
|
UNKNOWN G3—0.4%
|
||
1,560
|
SBA Small Business Investment Cos.
5.168%—03/10/2033
|
1,566
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
WATER UTILITIES—0.1%
|
||
$238
|
Aquarion Co.
4.000%—08/15/20241
|
$235
|
WIRELESS TELECOMMUNICATION SERVICES—0.9%
|
||
1,190
|
Rogers Communications, Inc.
3.200%—03/15/2027
|
1,138
|
|
T-Mobile USA, Inc.
|
|
1,001
|
5.050%—07/15/2033
|
1,003
|
1,038
|
5.150%—04/15/2034
|
1,046
|
|
|
2,049
|
|
|
3,187
|
Total Corporate Bonds & Notes
(Cost $100,620)
|
100,002
|
Mortgage Pass-Through—20.0%
|
||
|
|
|
|
Federal Home Loan Mortgage Corp.
|
|
216
|
2.000%—06/01/2050 |
179
|
6,250
|
2.500%—03/01/2051-05/01/2052 |
5,337
|
7,140
|
3.000%—01/01/2033-08/01/2050 |
6,420
|
2,107
|
3.500%—05/01/2042-04/01/2050 |
1,967
|
4,117
|
4.000%—12/01/2037-10/01/2047 |
3,945
|
3,159
|
4.500%—03/01/2049-05/01/2053 |
3,096
|
804
|
5.000%—10/01/2052-05/01/2053 |
805
|
127
|
5.365% (USD IBOR Consumer Cash Fallback 12-month+ 1.598%) 06/01/20472
|
130
|
3,464
|
5.500%—12/01/2052-12/01/2053 |
3,517
|
|
|
25,396
|
|
Federal National Mortgage Association
|
|
4,778
|
2.000%—08/01/2050-01/01/2052 |
3,908
|
14,498
|
2.500%—01/01/2032-04/01/2052 |
12,657
|
5,961
|
3.000%—02/01/2034-12/01/2051 |
5,428
|
5,999
|
3.500%—05/01/2037-06/01/2050 |
5,577
|
6,430
|
4.000%—03/01/2038-07/01/2052 |
6,175
|
4,978
|
4.500%—05/01/2046-08/01/2052 |
4,895
|
6,248
|
5.000%—06/01/2050-08/01/2053 |
6,236
|
979
|
5.500%—11/01/2052 |
989
|
128
|
7.327% (Fed 12 Month Treasury Average Constant Maturity Treasury + 2.316%) 12/01/20362
|
133
|
|
|
45,998
|
|
Government National Mortgage Association
|
|
2,159
|
2.500%—01/20/2051-09/20/2051 |
1,869
|
359
|
4.000%—09/20/2041-09/15/2046 |
349
|
779
|
4.500%—01/15/2042-08/20/2047 |
774
|
|
|
2,992
|
Total Mortgage Pass-Through
(Cost $75,767)
|
74,386
|
Municipal Bonds—0.5%
|
||
|
|
|
145
|
Metropolitan Water Reclamation District of Greater
Chicago
5.720%—12/01/2038
|
156
|
83
|
Michigan State University
4.165%—08/15/2122
|
66
|
440
|
New York City Transitional Finance Authority Future
Tax Secured Revenue
3.950%—08/01/2032
|
419
|
555
|
New York State Urban Development Corp.
5.770%—03/15/2039
|
572
|
Municipal Bonds—Continued
|
||
Principal
Amount
|
|
Value
|
$520
|
Sales Tax Securitization Corp.
4.637%—01/01/2040
|
$500
|
300
|
State of California
7.500%—04/01/2034
|
366
|
Total Municipal Bonds
(Cost $2,182)
|
$2,079
|
U.S. Government Obligations—35.7%
|
||
|
|
|
|
U.S. Treasury Bonds
|
|
1,380
|
3.000%—08/15/2052 |
1,095
|
1,542
|
3.625%—05/15/2053 |
1,386
|
1,095
|
3.875%—05/15/2043 |
1,030
|
18,787
|
4.125%—08/15/2053 |
18,479
|
32,646
|
4.375%—08/15/2043 |
32,891
|
|
|
54,881
|
U.S. Government Obligations—Continued
|
||
Principal
Amount
|
|
Value
|
$1,912
|
U.S. Treasury Inflation-Indexed Notes
0.125%—01/15/2030
|
$1,749
|
|
U.S. Treasury Notes
|
|
16,852
|
3.875%—08/15/2033 |
16,754
|
26,942
|
4.375%—11/30/2028 |
27,537
|
18,658
|
4.625%—11/15/2026 |
18,946
|
13,095
|
5.000%—10/31/2025 |
13,245
|
|
|
76,482
|
Total U.S. Government Obligations
(Cost $132,531)
|
133,112
|
|
TOTAL INVESTMENTS—97.7%
(Cost $366,011)
|
364,188
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—2.3%
|
8,461
|
|
TOTAL NET ASSETS—100.0%
|
$372,649
|
Asset-Backed Securities—15.1%
|
||
Principal
Amount
|
|
Value
|
$3,017
|
Air Canada Pass-Through Trust
Series 2017-1 Series 2017-1AA Cl. PTT
3.300%—07/15/20311
|
$2,740
|
3,582
|
Aligned Data Centers Issuer LLC
Series 2021-1A Cl. A2
1.937%—08/15/20461
|
3,236
|
1,347
|
American Airlines Pass-Through Trust
Series 2015-2 Cl. AA
3.600%—03/22/2029
|
1,268
|
3,029
|
American Tower Trust I
5.490%—03/15/20281
|
3,073
|
2,559
|
AMMC CLO XII Ltd.
Series 2013-12A Cl. AR2
6.581% (3 Month USD Term SOFR + 1.212%)
11/10/20301,2
|
2,564
|
2,418
|
Apidos CLO XXVI Ltd.
Series 2017-26A Cl. A1AR
6.460% (3 Month USD Term SOFR + 1.162%)
07/18/20291,2
|
2,422
|
4,000
|
ARES LII CLO Ltd.
Series 2019-52A Cl. A1R
6.629% (3 Month USD Term SOFR + 1.312%)
04/22/20311,2
|
4,015
|
4,905
|
Avis Budget Rental Car Funding AESOP LLC
Series 2024-1A Cl. A
5.360%—06/20/20301
|
4,979
|
3,318
|
Birch Grove CLO Ltd.
Series 19A Cl. AR
6.776% (3 Month USD Term SOFR + 1.392%)
06/15/20311,2
|
3,323
|
5,976
|
CIFC Funding Ltd.
Series 2023-3A Cl. A
6.916% (3 Month USD Term SOFR + 1.600%)
01/20/20371,2
|
5,982
|
4,439
|
Citizens Auto Receivables Trust
Series 2023-2 Cl. A3
5.830%—02/15/20281
|
4,505
|
2,239
|
DB Master Finance LLC
Series 2021-1A Cl. A2II
2.493%—11/20/20511
|
1,977
|
1,313
|
Domino’s Pizza Master Issuer LLC
Series 2021-1A Cl. A2I
2.662%—04/25/20511
|
1,179
|
7,293
|
FirstKey Homes Trust
Series 2021-SFR1 Cl. A
1.538%—08/17/20381
|
6,681
|
3,941
|
GMF Floorplan Owner Revolving Trust
Series 2023-2 Cl. A
5.340%—06/15/20301
|
4,039
|
3,116
|
GSAA Home Equity Trust
Series 2006-20 Cl. 1A2
5.810% (1 Month USD Term SOFR + 0.474%)
12/25/20462
|
869
|
3,030
|
Home Partners of America Trust
Series 2022-1 Cl. A
3.930%—04/17/20391
|
2,923
|
432
|
IXIS Real Estate Capital Trust
Series 2005-HE1 Cl. M4
6.500% (1 Month USD Term SOFR + 1.164%)
06/25/20352
|
438
|
3,617
|
JetBlue Pass-Through Trust
Series 2020-1 Cl. A
4.000%—05/15/2034
|
3,343
|
Asset-Backed Securities—Continued
|
||
Principal
Amount
|
|
Value
|
$642
|
JP Morgan Mortgage Acquisition Trust
Series 2007-HE1 Cl. AF3
4.266%—05/25/20353
|
$421
|
|
Morgan Stanley ABS Capital I, Inc. Trust
|
|
1,495
|
Series 2007-HE1 Cl. A2C
5.600% (1 Month USD Term SOFR + 0.264%)
11/25/20362
|
850
|
2,803
|
Series 2007-HE6 Cl. A3
5.630% (1 Month USD Term SOFR + 0.294%)
05/25/20372
|
2,421
|
|
|
3,271
|
2,790
|
Palmer Square CLO Ltd.
Series 2020-3A Cl. A1R2
7.025% (3 Month USD Term SOFR + 1.650%)
11/15/20361,2
|
2,800
|
2,329
|
Palmer Square Loan Funding Ltd.
Series 2021-4A Cl. A1
6.376% (3 Month USD Term SOFR + 1.062%)
10/15/20291,2
|
2,317
|
2,863
|
PFS Financing Corp.
Series 2023-B Cl. A
5.270%—05/15/20281
|
2,879
|
|
Planet Fitness Master Issuer LLC
|
|
4,300
|
Series 2022-1A Cl. A2I
3.251%—12/05/20511
|
4,024
|
2,217
|
Series 2018-1A Cl. A2II
4.666%—09/05/20481
|
2,167
|
|
|
6,191
|
3,034
|
SBA Tower Trust
6.599%—01/15/20281
|
3,121
|
3,404
|
Servpro Master Issuer, LLC
Series 2021-1A Cl. A2
2.394%—04/25/20511
|
2,988
|
2,287
|
Specialty Underwriting & Residential Finance Trust
Series 2006-BC4 Cl. A2B
5.670% (1 Month USD Term SOFR + 0.334%)
09/25/20372
|
744
|
7,000
|
Stack Infrastructure Issuer LLC
Series 2021-1A Cl. A2
1.877%—03/26/20461
|
6,397
|
6,878
|
Taco Bell Funding LLC
Series 2021-1A Cl. A2I
1.946%—08/25/20511
|
6,244
|
5,172
|
Tricon Residential Trust
Series 2023-SFR1 Cl. A
5.100%—07/17/20401
|
5,192
|
5,000
|
Trinity Rail Leasing LLC
Series 2020-2A Cl. A2
2.560%—11/19/20501
|
4,454
|
|
U.S. Small Business Administration
|
|
4,918
|
Series 2023-25E Cl. 1
4.620%—05/01/2048
|
4,867
|
4,857
|
Series 2023-25F Cl. 1
4.930%—06/01/2048
|
4,896
|
2,961
|
Series 2023-25H Cl. 1
5.150%—08/01/2048
|
3,019
|
5,010
|
Series 2023-25G Cl. 1
5.180%—07/01/2048
|
5,120
|
4,773
|
Series 2023-25K Cl. 1
5.710%—11/01/2048
|
5,006
|
502
|
Series 2009-20A Cl. 1
5.720%—01/01/2029
|
497
|
Asset-Backed Securities—Continued
|
||
Principal
Amount
|
|
Value
|
$4,716
|
Series 2023-25J Cl. 1
5.820%—10/01/2048
|
$4,968
|
845
|
Series 2008-20H Cl. 1
6.020%—08/01/2028
|
854
|
|
|
29,227
|
1,084
|
United Airlines Pass-Through Trust
Series 2019-2 Cl. AA
2.700%—11/01/2033
|
931
|
6,810
|
VB-S1 Issuer LLC
Series 2022-1A Cl. C2I
3.156%—02/15/20521
|
6,203
|
6,824
|
Wendy’s Funding LLC
Series 2021-1A Cl. A2I
2.370%—06/15/20511
|
5,967
|
Total Asset-Backed Securities
(Cost $153,428)
|
148,903
|
Collateralized Mortgage Obligations—9.4%
|
||
|
|
|
3,346
|
Angel Oak Mortgage Trust
Series 2022-1 Cl. A1
2.881%—12/25/20661,3
|
3,039
|
5,407
|
Argent Securities Trust
Series 2006-W4 Cl. A2C
5.770% (1 Month USD Term SOFR + 0.434%)
05/25/20362
|
1,312
|
496
|
Argent Securities, Inc. Asset-Backed Pass-Through
Certificates
Series 2004-W11 Cl. M3
6.575% (1 Month USD Term SOFR + 1.239%)
11/25/20342
|
487
|
6,589
|
Banc of America Alternative Loan Trust
Series 2006-7 Cl. A3
5.913%—10/25/20362
|
1,890
|
397
|
Banc of America Funding Trust
Series 2007-C Cl. 7A5
6.051% (1 Month USD Term SOFR + 0.714%)
05/20/20472
|
361
|
4,948
|
Bank5
Series 2023-5YR2 Cl. A3
6.656%—07/15/2056
|
5,286
|
|
BCAP LLC Trust
|
|
129
|
Series 2011-RR5 Cl. 12A1
4.531%—03/26/20371,3
|
126
|
1,226
|
Series 2011-RR4 Cl. 8A1
5.250%—02/26/20361,2
|
524
|
2,755
|
Series 2007-AA2 Cl. 12A1
5.870% (1 Month USD Term SOFR + 0.534%)
05/25/20472
|
2,607
|
|
|
3,257
|
|
Bear Stearns ARM Trust
|
|
127
|
Series 2004-1 Cl. 12A5
4.369%—04/25/20342
|
110
|
7
|
Series 2000-2 Cl. A1
4.914%—11/25/20302
|
7
|
|
|
117
|
4,698
|
BMO Mortgage Trust
Series 2023-C7 Cl. A5
6.160%—12/15/2056
|
5,152
|
Collateralized Mortgage Obligations—Continued
|
||
Principal
Amount
|
|
Value
|
|
BX Commercial Mortgage Trust
|
|
$1,429
|
Series 2021-VOLT Cl. A
6.148% (1 Month USD Term SOFR + 0.814%)
09/15/20361,2
|
$1,411
|
3,337
|
Series 2022-LP2 Cl. A
6.346% (U.S. Treasury Yield Curve Rate T Note 1
Year Constant Maturity + 1.013%) 02/15/20391,2
|
3,312
|
|
|
4,723
|
|
BX Trust
|
|
2,842
|
Series 2022-CLS Cl. A
5.760%—10/13/20271
|
2,891
|
3,341
|
Series 2024-BIO Cl. A
6.942% (U.S. Treasury Yield Curve Rate T Note 1
Month Constant Maturity + 1.642%) 02/15/20411,2
|
3,346
|
|
|
6,237
|
3,390
|
Citigroup Commercial Mortgage Trust
Series 2015-GC27 Cl. A5
3.137%—02/10/2048
|
3,323
|
|
Countrywide Alternative Loan Trust
|
|
1,188
|
Series 2005-20CB Cl. 2A5
5.500%—07/25/2035
|
799
|
1,577
|
Series 2006-6CB Cl. 1A2
5.500% (1 Month USD Term SOFR + 0.514%)
05/25/20362
|
1,223
|
|
|
2,022
|
2,845
|
Countrywide Alternative Loan Trust Resecuritization
Series 2008-1R Cl. 2A3
6.000%—08/25/2037
|
1,453
|
141
|
Countrywide Asset-Backed Certificates Trust
Series 2006-2 Cl. M1
6.050% (1 Month USD Term SOFR + 0.714%)
06/25/20362
|
140
|
185
|
CSFB Mortgage-Backed Pass-Through Certificates
Series 2005-10 Cl. 9A1
6.000%—11/25/2035
|
133
|
2,433
|
Deutsche Alt-A Securities, Inc. Mortgage Loan
Trust
Series 2007-AR2 Cl. A1
5.750% (1 Month USD Term SOFR + 0.414%)
03/25/20372
|
2,172
|
772
|
DSLA Mortgage Loan Trust
Series 2006-AR1 Cl. 1A1A
5.978% (Fed 12 Month Treasury Average Constant
Maturity Treasury + 0.920%) 03/19/20462
|
620
|
8,000
|
First Franklin Mortgage Loan Trust
Series 2006-FF14 Cl. A6
5.760% (1 Month USD Term SOFR + 0.424%)
10/25/20362
|
6,319
|
112
|
First Horizon Asset Securities, Inc.
Series 2005-AR6 Cl. 4A1
5.450%—02/25/20362
|
105
|
—
|
FNT Mortgage-Backed Pass-Through Trust
Series 2001-3 Cl. 1A1
6.750%—08/21/2031
|
—
|
3,888
|
GS Mortgage Securities Trust
Series 2015-GC30 Cl. A3
3.119%—05/10/2050
|
3,787
|
2,850
|
GSMPS Mortgage Loan Trust
Series 2006-RP2 Cl. 1AF1
5.850% (1 Month USD Term SOFR + 0.514%)
04/25/20361,2
|
2,345
|
Collateralized Mortgage Obligations—Continued
|
||
Principal
Amount
|
|
Value
|
$177
|
GSR Mortgage Loan Trust
Series 2005-AR3 Cl. 3A1
5.425%—05/25/20352
|
$129
|
2
|
IndyMac ARM Trust
Series 2001-H2 Cl. A2
5.545%—01/25/20322
|
1
|
543
|
IndyMac INDX Mortgage Loan Trust
Series 2005-AR31 Cl. 1A1
3.644%—01/25/20362
|
477
|
|
JP Morgan Mortgage Trust
|
|
853
|
Series 2006-A6 Cl. 1A4L
4.133%—10/25/20362
|
613
|
22
|
Series 2006-S1 Cl. 3A1
5.500%—04/25/2036
|
22
|
4,405
|
Series 2023-4 Cl. 1A4A
5.500%—11/25/20531,2
|
4,384
|
|
|
5,019
|
421
|
Merrill Lynch Alternative Note Asset Trust
Series 2007-F1 Cl. 2A6
6.000%—03/25/2037
|
154
|
1,901
|
MetLife Securitization Trust
Series 2018-1A Cl. A
3.750%—03/25/20571,2
|
1,824
|
1,933
|
OBX Trust
Series 2018-1 Cl. A2
6.100% (U.S. Treasury Yield Curve Rate T Note 1
Month Constant Maturity + 0.764%) 06/25/20571,2
|
1,843
|
17,461
|
Residential Asset Securitization Trust
Series 2007-A8 Cl. 2A1
6.250%—08/25/2037
|
4,204
|
134
|
RFMSI Trust
Series 2007-SA1 Cl. 2A2
4.864%—02/25/20372
|
92
|
1,235
|
Saxon Asset Securities Trust
Series 2006-3 Cl. A3
5.790% (1 Month USD Term SOFR + 0.454%)
10/25/20462
|
1,197
|
|
Sequoia Mortgage Trust
|
|
4,542
|
Series 2023-1 Cl. A4
5.000%—01/25/20531,2
|
4,471
|
4,081
|
Series 2023-2 Cl. A4
5.000%—03/25/20531,2
|
4,007
|
|
|
8,478
|
218
|
STARM Mortgage Loan Trust
Series 2007-S1 Cl. 1A
5.541%—01/25/20372
|
157
|
49
|
Structured Adjustable Rate Mortgage Loan Trust
Series 2005-7 Cl. 3A1
5.557%—04/25/20352
|
49
|
4,179
|
Towd Point Mortgage Trust
Series 2019-1 Cl. A1
3.750%—03/25/20581,2
|
4,015
|
2,316
|
Tricon American Homes
Series 2020-SFR1 Cl. A
1.499%—07/17/20381
|
2,133
|
|
WaMu Mortgage Pass-Through Certificates Trust
|
|
1,429
|
Series 2006-AR8 Cl. 1A4
4.405%—08/25/20462
|
1,254
|
Collateralized Mortgage Obligations—Continued
|
||
Principal
Amount
|
|
Value
|
$135
|
Series 2005-AR6 Cl. 2A1A
5.910% (1 Month USD Term SOFR + 0.574%)
04/25/20452
|
$131
|
64
|
Series 2005-AR13 Cl. A1A1
6.030% (1 Month USD Term SOFR + 0.694%)
10/25/20452
|
61
|
|
|
1,446
|
7,117
|
Wells Fargo Commercial Mortgage Trust
Series 2018-C48 Cl. A5
4.302%—01/15/2052
|
6,936
|
Total Collateralized Mortgage Obligations
(Cost $105,589)
|
$92,434
|
Corporate Bonds & Notes—27.9%
|
||
|
|
|
AUTO COMPONENTS—0.6%
|
||
5,000
|
Aptiv PLC/Aptiv Corp.
4.150%—05/01/2052
|
3,987
|
1,980
|
ZF North America Capital, Inc.
6.875%—04/14/20281
|
2,041
|
|
|
6,028
|
AUTOMOBILES—0.8%
|
||
|
Ford Motor Credit Co. LLC
|
|
4,000
|
3.375%—11/13/2025
|
3,840
|
1,900
|
6.950%—03/06/2026
|
1,943
|
|
|
5,783
|
2,352
|
General Motors Financial Co., Inc.
5.800%—06/23/2028
|
2,416
|
|
|
8,199
|
BANKS—3.0%
|
||
5,703
|
Barclays PLC
6.490%—09/13/20294
|
5,956
|
|
Citigroup, Inc.
|
|
4,700
|
2.572%—06/03/20314
|
4,051
|
4,605
|
3.875%—02/18/20264
|
4,255
|
|
|
8,306
|
2,850
|
HSBC Holdings PLC
7.390%—11/03/20284
|
3,062
|
4,000
|
JPMorgan Chase & Co.
1.470%—09/22/20274
|
3,653
|
2,637
|
PNC Financial Services Group, Inc.
6.615%—10/20/20274
|
2,742
|
|
Truist Financial Corp. MTN
|
|
3,001
|
6.123%—10/28/20334
|
3,118
|
2,592
|
7.161%—10/30/20294
|
2,800
|
|
|
5,918
|
|
|
29,637
|
BUILDING PRODUCTS—0.3%
|
||
2,412
|
Carlisle Cos., Inc.
2.200%—03/01/2032
|
1,968
|
1,028
|
Summit Materials LLC/Summit Materials Finance
Corp.
7.250%—01/15/20311
|
1,069
|
|
|
3,037
|
CAPITAL MARKETS—2.9%
|
||
6,000
|
Blackstone Holdings Finance Co. LLC
3.200%—01/30/20521
|
4,148
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
CAPITAL MARKETS—Continued
|
||
$5,700
|
Blue Owl Credit Income Corp.
4.700%—02/08/2027
|
$5,455
|
6,096
|
Brookfield Capital Finance LLC
6.087%—06/14/2033
|
6,414
|
780
|
Golub Capital BDC, Inc.
7.050%—12/05/2028
|
809
|
1,397
|
HPS Corporate Lending Fund
6.750%—01/30/20291
|
1,403
|
5,850
|
KKR Group Finance Co. VII LLC
3.625%—02/25/20501
|
4,225
|
2,675
|
Main Street Capital Corp.
6.950%—03/01/2029
|
2,720
|
1,709
|
Oaktree Specialty Lending Corp.
2.700%—01/15/2027
|
1,540
|
1,893
|
Oaktree Strategic Credit Fund
8.400%—11/14/20281
|
2,026
|
|
|
28,740
|
COMMERCIAL SERVICES & SUPPLIES—0.8%
|
||
4,851
|
Element Fleet Management Corp.
6.271%—06/26/20261
|
4,941
|
3,519
|
Triton Container International Ltd.
2.050%—04/15/20261
|
3,243
|
|
|
8,184
|
CONSUMER FINANCE—0.3%
|
||
2,856
|
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer,
Inc.
2.875%—10/15/20261
|
2,623
|
DIVERSIFIED FINANCIAL SERVICES—0.7%
|
||
3,070
|
Cantor Fitzgerald LP
7.200%—12/12/20281
|
3,175
|
750
|
Depository Trust & Clearing Corp.
3.375%—06/20/20261,4
|
638
|
2,078
|
GGAM Finance Ltd.
8.000%—02/15/20271
|
2,143
|
916
|
National Rural Utilities Cooperative Finance Corp.
8.489% (1 Month USD Term SOFR + 3.172%)
04/30/20432
|
907
|
|
|
6,863
|
DIVERSIFIED TELECOMMUNICATION SERVICES—0.2%
|
||
2,915
|
Verizon Communications, Inc.
3.700%—03/22/2061
|
2,176
|
ELECTRIC UTILITIES—1.7%
|
||
|
CMS Energy Corp.
|
|
4,171
|
3.750%—12/01/20504
|
3,375
|
1,647
|
4.750%—06/01/20504
|
1,493
|
|
|
4,868
|
3,073
|
DTE Electric Securitization Funding II LLC
5.970%—03/01/2033
|
3,218
|
|
Exelon Corp.
|
|
3,100
|
4.050%—04/15/2030
|
2,959
|
1,500
|
5.625%—06/15/2035
|
1,529
|
|
|
4,488
|
900
|
Jersey Central Power & Light Co.
4.300%—01/15/20261
|
884
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
ELECTRIC UTILITIES—Continued
|
||
$2,877
|
New England Power Co.
5.936%—11/25/20521
|
$3,027
|
|
|
16,485
|
ENTERTAINMENT—0.2%
|
||
2,000
|
Warnermedia Holdings, Inc.
5.141%—03/15/2052
|
1,720
|
EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)—2.9%
|
||
1,400
|
Agree LP
2.900%—10/01/2030
|
1,212
|
2,100
|
Alexandria Real Estate Equities, Inc.
2.750%—12/15/2029
|
1,868
|
4,905
|
Boston Properties LP
2.750%—10/01/2026
|
4,575
|
5,922
|
Corporate Office Properties LP
2.000%—01/15/2029
|
4,979
|
|
EPR Properties
|
|
1,900
|
4.500%—06/01/2027
|
1,809
|
600
|
4.950%—04/15/2028
|
577
|
|
|
2,386
|
5,000
|
Equinix, Inc.
1.000%—09/15/2025
|
4,687
|
4,500
|
GLP Capital LP/GLP Financing II, Inc.
4.000%—01/15/2030
|
4,104
|
4,700
|
Realty Income Corp.
3.400%—01/15/2030
|
4,332
|
|
|
28,143
|
FINANCIAL SERVICES—1.5%
|
||
3,249
|
Charles Schwab Corp.
5.643%—05/19/20294
|
3,326
|
3,662
|
Macquarie Airfinance Holdings Ltd.
8.125%—03/30/20291
|
3,803
|
1,738
|
Navient Corp.
5.000%—03/15/2027
|
1,659
|
2,800
|
OneMain Finance Corp.
6.875%—03/15/2025
|
2,813
|
2,846
|
PNC Financial Services Group, Inc.
6.875%—10/20/20344
|
3,164
|
|
|
14,765
|
HEALTH CARE PROVIDERS & SERVICES—1.5%
|
||
|
CVS Pass-Through Trust
|
|
348
|
6.943%—01/10/2030
|
358
|
4,166
|
7.507%—01/10/20321
|
4,381
|
|
|
4,739
|
4,000
|
HCA, Inc.
5.375%—09/01/2026
|
4,023
|
|
IQVIA, Inc.
|
|
2,400
|
5.700%—05/15/20281
|
2,447
|
800
|
6.250%—02/01/20291
|
834
|
|
|
3,281
|
3,347
|
Pediatrix Medical Group, Inc.
5.375%—02/15/20301
|
3,003
|
|
|
15,046
|
INDUSTRIAL CONGLOMERATES—0.8%
|
||
4,540
|
Ashtead Capital, Inc.
5.550%—05/30/20331
|
4,506
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
INDUSTRIAL CONGLOMERATES—Continued
|
||
$3,800
|
Textron, Inc.
2.450%—03/15/2031
|
$3,237
|
|
|
7,743
|
INSURANCE—1.1%
|
||
7,099
|
GA Global Funding Trust
1.950%—09/15/20281
|
6,077
|
1,687
|
Global Atlantic Fin Co.
7.950%—06/15/20331
|
1,876
|
3,026
|
SBL Holdings, Inc.
5.000%—02/18/20311
|
2,497
|
|
|
10,450
|
MEDIA—0.2%
|
||
2,400
|
Charter Communications Operating LLC/Charter
Communications Operating Capital
6.384%—10/23/2035
|
2,421
|
METALS & MINING—0.5%
|
||
5,267
|
Anglo American Capital PLC
3.875%—03/16/20291
|
4,959
|
OIL, GAS & CONSUMABLE FUELS—1.7%
|
||
3,209
|
Columbia Pipelines Operating Co. LLC
6.036%—11/15/20331
|
3,371
|
3,145
|
Enbridge, Inc.
5.750%—07/15/20804
|
2,947
|
2,347
|
Energy Transfer LP
8.586% (1 Month USD Term SOFR + 3.279%)
11/01/20662
|
2,093
|
1,094
|
Hess Midstream Operations LP
5.500%—10/15/20301
|
1,070
|
2,978
|
New Fortress Energy, Inc.
6.750%—09/15/20251
|
2,945
|
7,629
|
Occidental Petroleum Corp.
0.000%—10/10/20365
|
4,082
|
|
|
16,508
|
PHARMACEUTICALS—0.3%
|
||
3,000
|
Teva Pharmaceutical Finance Netherlands III BV
6.750%—03/01/2028
|
3,078
|
PROFESSIONAL SERVICES—0.2%
|
||
1,642
|
KBR, Inc.
4.750%—09/30/20281
|
1,516
|
ROAD & RAIL—0.7%
|
||
3,800
|
Norfolk Southern Corp.
4.050%—08/15/2052
|
3,176
|
4,077
|
Ryder System, Inc. MTN
5.250%—06/01/2028
|
4,150
|
|
|
7,326
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—0.6%
|
||
1,230
|
KLA Corp.
5.650%—11/01/2034
|
1,318
|
4,600
|
NXP BV/NXP Funding LLC/NXP USA, Inc.
3.875%—06/18/2026
|
4,484
|
|
|
5,802
|
SOFTWARE—0.6%
|
||
3,500
|
Oracle Corp.
3.600%—04/01/2040
|
2,801
|
Corporate Bonds & Notes—Continued
|
||
Principal
Amount
|
|
Value
|
SOFTWARE—Continued
|
||
$3,600
|
VMware LLC
4.650%—05/15/2027
|
$3,569
|
|
|
6,370
|
SPECIALTY RETAIL—0.9%
|
||
2,900
|
Group 1 Automotive, Inc.
4.000%—08/15/20281
|
2,676
|
2,956
|
Lithia Motors, Inc.
3.875%—06/01/20291
|
2,656
|
3,612
|
Macy’s Retail Holdings LLC
5.875%—03/15/20301
|
3,428
|
|
|
8,760
|
TRADING COMPANIES & DISTRIBUTORS—2.0%
|
||
6,200
|
Aircastle Ltd.
2.850%—01/26/20281
|
5,561
|
5,300
|
Aviation Capital Group LLC
4.125%—08/01/20251
|
5,164
|
4,800
|
Ferguson Finance PLC
4.650%—04/20/20321
|
4,693
|
3,875
|
LKQ Corp.
5.750%—06/15/2028
|
3,957
|
|
|
19,375
|
WIRELESS TELECOMMUNICATION SERVICES—0.9%
|
||
1,118
|
American Tower Corp.
3.650%—03/15/2027
|
1,080
|
4,000
|
Crown Castle, Inc.
3.700%—06/15/2026
|
3,877
|
4,000
|
T-Mobile USA, Inc.
5.050%—07/15/2033
|
4,006
|
|
|
8,963
|
Total Corporate Bonds & Notes
(Cost $283,349)
|
274,917
|
Mortgage Pass-Through—25.1%
|
||
|
|
|
|
Federal Home Loan Mortgage Corp.
|
|
29,105
|
2.500%—07/01/2050-05/01/2052 |
24,736
|
11,612
|
3.000%—02/01/2033-12/01/2046 |
10,762
|
194
|
3.500%—01/01/2026-02/01/2035 |
188
|
11,939
|
4.000%—03/01/2025-11/01/2048 |
11,488
|
148
|
4.500%—12/01/2040-09/01/2041 |
148
|
386
|
5.500%—02/01/2038-07/01/2038 |
398
|
1,210
|
6.000%—01/01/2029-05/01/2040 |
1,260
|
3
|
6.307% (U.S. Treasury Yield Curve Rate T Note 1 Year Constant Maturity Treasury + 2.250%)
08/01/20352
|
3
|
|
|
48,983
|
|
Federal Home Loan Mortgage Corp. REMICS6
|
|
3,655
|
Series 4628 Cl. CI
3.000%—05/15/2035
|
310
|
4,039
|
Series 4118
4.000%—10/15/2042
|
654
|
1,218
|
Series 4989 Cl. FA
5.248% (30 day USD SOFR Average + 0.464%)
08/15/20402
|
1,210
|
Mortgage Pass-Through—Continued
|
||
Principal
Amount
|
|
Value
|
$1,176
|
Series 4989 Cl. FB
5.401% (30 day USD SOFR Average + 0.464%)
10/15/20402
|
$1,166
|
—
|
Series 2266 Cl. F
5.911% (30 day USD SOFR Average + 0.564%)
11/15/20302
|
—
|
|
|
3,340
|
6,517
|
Federal Home Loan Mortgage Corp. STRIPS
Series 304 Cl. C45
3.000%—12/15/2027
|
235
|
|
Federal Home Loan Mortgage Corp. Structured
Pass-Through Certificates
|
|
9
|
Series E3 Cl. A
4.629%—08/15/20322
|
9
|
41
|
Series T-63 Cl. 1A1
6.258% (Fed 12 Month Treasury Average Constant
Maturity Treasury + 1.200%) 02/25/20452
|
38
|
|
|
47
|
|
Federal National Mortgage Association
|
|
3,717
|
2.000%—02/01/2051 |
3,013
|
34,866
|
2.500%—04/01/2035-04/01/2052 |
30,490
|
31,198
|
3.000%—11/01/2025-12/01/2050 |
28,013
|
19,409
|
3.500%—12/01/2025-01/01/2051 |
18,001
|
37,674
|
4.000%—02/01/2024-07/01/2051 |
36,305
|
26,500
|
4.500%—03/01/2024-12/01/2050 |
26,106
|
3,991
|
5.000%—10/01/2031-08/01/2053 |
3,994
|
9,154
|
5.500%—01/01/2025-09/01/2041 |
9,417
|
179
|
5.729% (Fed 12 Month Treasury Average Constant Maturity Treasury + 1.715%) 06/01/20352
|
184
|
14
|
5.835% (USD IBOR Consumer Cash Fallback 12-month + 1.710%) 05/01/20352
|
14
|
238
|
5.943% (USD IBOR Consumer Cash Fallback 12-month + 1.693%) 08/01/20352
|
237
|
2,933
|
6.000%—06/01/2027-06/01/2040 |
3,041
|
52
|
6.412% (U.S. Treasury Yield Curve Rate T Note 1 Year Constant Maturity Treasury + 1.400%)
10/01/20402
|
52
|
|
|
158,867
|
5,117
|
Federal National Mortgage Association Interest
STRIPS
Series 407 Cl. 7
5.000%—03/25/2041
|
1,102
|
|
Federal National Mortgage Association REMICS6
|
|
9,014
|
Series 2017-70 Cl. AS
0.000%—09/25/20572,5
|
348
|
4,608
|
Series 2011-98 Cl. ZL
3.500%—10/25/2041
|
4,286
|
2,742
|
Series 2016-102 Cl. JI
3.500%—02/25/2046
|
158
|
7,138
|
Series 2020-27 Cl. IM
3.500%—05/25/2035
|
629
|
6,542
|
Series 2020-44 Cl. AI
4.000%—07/25/2050
|
1,296
|
172
|
Series 2003-25 Cl. KP
5.000%—04/25/2033
|
170
|
2,418
|
Series 2015-30 Cl. EI
5.000%—05/25/2045
|
376
|
1,626
|
Series 2016-33 Cl. NI
5.000%—07/25/2034
|
258
|
19
|
Series 2006-5 Cl. 3A2
5.242%—05/25/20352
|
20
|
Mortgage Pass-Through—Continued
|
||
Principal
Amount
|
|
Value
|
$1,415
|
Series 2015-38 Cl. DF
5.755% (30 day USD SOFR Average + 0.424%)
06/25/20552
|
$1,395
|
1,985
|
Series 2011-59 Cl. YI
6.000%—07/25/2041
|
317
|
|
|
9,253
|
86
|
Federal National Mortgage Association REMICS
Trust6
Series 2003-W1 Cl. 1A1
4.784%—12/25/20422
|
82
|
|
Government National Mortgage Association
|
|
21
|
2.750% (USD IBOR Consumer Cash Fallback 12-month + 1.500%)—12/20/2026-11/20/20292
|
21
|
4
|
2.750% (U.S. Treasury Yield Curve Rate T Note 1 Year Constant Maturity Treasury + 1.500%)—
10/20/2025-11/20/20252
|
4
|
543
|
3.000%—11/15/2049 |
485
|
1
|
3.000% (U.S. Treasury Yield Curve Rate T Note 1 Year Constant Maturity Treasury + 1.500%)
10/20/20252
|
—
|
96
|
3.625% (U.S. Treasury Yield Curve Rate T Note 1 Year Constant Maturity + 1.500%)—
01/20/2025-02/20/20322
|
97
|
10
|
3.625% (USD IBOR Consumer Cash Fallback 12-month + 1.500%) 07/20/20272
|
10
|
2
|
4.000% (U.S. Treasury Yield Curve Rate T Note 1 Year Constant Maturity Treasury + 1.500%)—
07/20/2024-09/20/20242
|
2
|
4,027
|
4.000%—09/15/2049-03/15/2050 |
3,886
|
1,118
|
4.500%—02/20/2049 |
1,103
|
16,526
|
5.000%—08/15/2033-06/15/2050 |
16,799
|
|
|
22,407
|
|
Government National Mortgage Association
REMICS6
|
|
3,385
|
Series 2010-47 Cl. SK
1.149% (1 Month USD Term SOFR + 6.486%)
07/20/20372
|
153
|
3,271
|
Series 2007-41 Cl. SM
1.249% (1 Month USD Term SOFR + 6.586%)
07/20/20372
|
284
|
4,306
|
Series 2020-4 Cl. DI
4.000%—03/20/2041
|
610
|
4,127
|
Series 2014-2 Cl. IC
5.000%—01/16/2044
|
774
|
579
|
Series 2015-180 Cl. CI
5.000%—12/16/2045
|
93
|
691
|
Series 2017-163 Cl. IE
5.500%—02/20/2039
|
125
|
314
|
Series 2016-136 Cl. IA
6.000%—10/20/2038
|
41
|
|
|
2,080
|
Total Mortgage Pass-Through
(Cost $268,142)
|
246,396
|
U.S. Government Obligations—21.2%
|
||
|
|
|
|
U.S. Treasury Bonds
|
|
63,321
|
1.750%—08/15/2041 |
43,487
|
29,777
|
2.000%—08/15/2051 |
18,822
|
9,447
|
2.250%—02/15/2052 |
6,344
|
7,730
|
2.375%—02/15/2042 |
5,852
|
7,428
|
3.000%—08/15/2052 |
5,893
|
U.S. Government Obligations—Continued
|
||
Principal
Amount
|
|
Value
|
$19,242
|
3.375%—08/15/2042 |
$16,947
|
16,561
|
3.625%—05/15/2053 |
14,886
|
14,923
|
3.875%—05/15/2043 |
14,045
|
8,726
|
4.125%—08/15/2053 |
8,583
|
4,697
|
4.375%—08/15/2043 |
4,732
|
|
|
139,591
|
|
U.S. Treasury Notes
|
|
7,551
|
2.750%—08/15/2032 |
6,900
|
6,389
|
3.375%—05/15/2033 |
6,108
|
39,198
|
3.875%—08/15/2033 |
38,971
|
16,133
|
4.375%—08/31/2028-11/30/2028
|
16,480
|
|
|
68,459
|
Total U.S. Government Obligations
(Cost $236,695)
|
208,050
|
|
TOTAL INVESTMENTS—98.7%
(Cost $1,047,203)
|
970,700
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—1.3%
|
12,985
|
|
TOTAL NET ASSETS—100.0%
|
$983,685
|
COMMON STOCKS—97.0%
|
||
Shares
|
|
Value
|
AUTOMOBILES—0.6%
|
||
2,525
|
Tesla, Inc. *
|
$473
|
BIOTECHNOLOGY—11.7%
|
||
3,529
|
89bio, Inc. *
|
35
|
100,142
|
Adaptimmune Therapeutics PLC ADR*,1
|
96
|
6,748
|
Alkermes PLC *
|
182
|
51,149
|
Allogene Therapeutics, Inc. *
|
180
|
15,227
|
Arrowhead Pharmaceuticals, Inc. *
|
489
|
8,574
|
Ascendis Pharma AS ADR (Denmark)*,1
|
1,114
|
150,589
|
Autolus Therapeutics PLC ADR (United Kingdom)*,1
|
907
|
22,056
|
Avidity Biosciences, Inc. *
|
270
|
18,749
|
Bicycle Therapeutics PLC ADR (United Kingdom)*,1
|
327
|
54,762
|
C4 Therapeutics, Inc. *
|
338
|
10,659
|
Fate Therapeutics, Inc. *
|
66
|
13,292
|
Freeline Therapeutics Holdings PLC ADR (United Kingdom)*,1
|
86
|
9,637
|
Intellia Therapeutics, Inc. *
|
230
|
49,186
|
Iovance Biotherapeutics, Inc. *
|
380
|
4,267
|
Krystal Biotech, Inc. *
|
475
|
11,215
|
Kymera Therapeutics, Inc. *
|
368
|
4,442
|
Legend Biotech Corp. ADR*,1
|
245
|
143,270
|
Magenta Therapeutics, Inc. - CVR *
|
—
x
|
7,001
|
Moderna, Inc. *
|
707
|
539
|
Mural Oncology PLC *
|
2
|
102,443
|
Precision BioSciences, Inc. *
|
39
|
23,557
|
REGENXBIO, Inc. *
|
290
|
32,173
|
Repare Therapeutics, Inc. (Canada)*
|
210
|
23,497
|
Replimune Group, Inc. *
|
182
|
38,849
|
Rocket Pharmaceuticals, Inc. *
|
1,116
|
20,901
|
Synlogic, Inc. *
|
72
|
19,013
|
uniQure NV (Netherlands)*
|
106
|
|
|
8,512
|
BROADLINE RETAIL—5.7%
|
||
12,171
|
Amazon.com, Inc. *
|
1,889
|
1,311
|
MercadoLibre, Inc. (Brazil)*
|
2,244
|
|
|
4,133
|
CHEMICALS—2.3%
|
||
4,176
|
Linde PLC
|
1,691
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—0.5%
|
||
187,397
|
Dada Nexus Ltd. ADR (China)*,1
|
354
|
ELECTRICAL EQUIPMENT—0.3%
|
||
662
|
Hubbell, Inc.
|
222
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—0.8%
|
||
16,634
|
Cognex Corp.
|
601
|
ENTERTAINMENT—0.2%
|
||
3,532
|
Sea Ltd. ADR (Singapore)*,1
|
135
|
FINANCIAL SERVICES—6.9%
|
||
1,008
|
Adyen NV (Netherlands)*,2
|
1,264
|
23,046
|
Block, Inc. *
|
1,498
|
11,268
|
Fiserv, Inc. *
|
1,599
|
36,936
|
Toast, Inc. Class A*
|
656
|
|
|
5,017
|
HEALTH CARE EQUIPMENT & SUPPLIES—3.3%
|
||
687
|
Cooper Cos., Inc.
|
256
|
9,875
|
Dexcom, Inc. *
|
1,199
|
540
|
IDEXX Laboratories, Inc. *
|
278
|
1,432
|
Inspire Medical Systems, Inc. *
|
302
|
1,179
|
Insulet Corp. *
|
225
|
2,657
|
Lantheus Holdings, Inc. *
|
138
|
|
|
2,398
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HEALTH CARE PROVIDERS & SERVICES—0.1%
|
||
162,855
|
Invitae Corp. *
|
$63
|
HOTELS, RESTAURANTS & LEISURE—4.2%
|
||
374
|
Chipotle Mexican Grill, Inc. *
|
901
|
582,211
|
Deliveroo PLC (United Kingdom)*,2
|
864
|
10,299
|
DoorDash, Inc. Class A*
|
1,073
|
6,213
|
DraftKings, Inc. Class A*
|
243
|
|
|
3,081
|
INSURANCE—2.4%
|
||
9,719
|
Progressive Corp.
|
1,732
|
INTERACTIVE MEDIA & SERVICES—2.6%
|
||
8,344
|
Alphabet, Inc. Class A*
|
1,169
|
1,963
|
Meta Platforms, Inc. Class A*
|
766
|
|
|
1,935
|
IT SERVICES—6.1%
|
||
13,854
|
Cloudflare, Inc. Class A*
|
1,095
|
1,181
|
MongoDB, Inc. *
|
473
|
2,583
|
Okta, Inc. *
|
214
|
23,533
|
Shopify, Inc. Class A (Canada)*
|
1,884
|
4,133
|
Snowflake, Inc. Class A*
|
809
|
|
|
4,475
|
LIFE SCIENCES TOOLS & SERVICES—4.4%
|
||
7,533
|
Danaher Corp.
|
1,807
|
1,703
|
ICON PLC *
|
444
|
905
|
Lonza Group AG (Switzerland)
|
443
|
907
|
Thermo Fisher Scientific, Inc.
|
489
|
|
|
3,183
|
MACHINERY—0.7%
|
||
4,675
|
Chart Industries, Inc. *
|
546
|
PHARMACEUTICALS—1.8%
|
||
12,673
|
Arvinas, Inc. *
|
526
|
7,421
|
Catalent, Inc. *
|
383
|
642
|
Eli Lilly & Co.
|
415
|
|
|
1,324
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—15.5%
|
||
16,539
|
Advanced Micro Devices, Inc. *
|
2,773
|
4,039
|
Applied Materials, Inc.
|
664
|
2,276
|
ASML Holding NV (Netherlands)
|
1,975
|
2,875
|
Lam Research Corp.
|
2,372
|
9,304
|
Lattice Semiconductor Corp. *
|
566
|
4,704
|
Microchip Technology, Inc.
|
401
|
1,928
|
NVIDIA Corp.
|
1,186
|
8,618
|
Texas Instruments, Inc.
|
1,380
|
|
|
11,317
|
SOFTWARE—24.8%
|
||
300,301
|
Agora, Inc. ADR (China)*,1
|
841
|
1,944
|
Atlassian Corp. Class A*
|
485
|
6,903
|
Bentley Systems, Inc. Class B
|
348
|
6,468
|
Cadence Design Systems, Inc. *
|
1,866
|
21,353
|
CCC Intelligent Solutions Holdings, Inc. *
|
235
|
5,451
|
Datadog, Inc. Class A*
|
678
|
6,062
|
DoubleVerify Holdings, Inc. *
|
242
|
6,499
|
Dynatrace, Inc. *
|
370
|
1,340
|
HubSpot, Inc. *
|
819
|
8,989
|
Microsoft Corp.
|
3,574
|
1,194
|
Monday.com Ltd. *
|
251
|
1,160
|
Nice Ltd. ADR (Israel)*,1
|
241
|
2,133
|
Palo Alto Networks, Inc. *
|
722
|
14,384
|
Procore Technologies, Inc. *
|
1,027
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
SOFTWARE—Continued
|
||
4,120
|
Salesforce, Inc. *
|
$1,158
|
36,403
|
Samsara, Inc. Class A*
|
1,143
|
2,652
|
ServiceNow, Inc. *
|
2,030
|
13,952
|
Smartsheet, Inc. Class A*
|
627
|
1,615
|
Splunk, Inc. *
|
248
|
2,407
|
Workday, Inc. Class A*
|
701
|
2,177
|
Zscaler, Inc. *
|
513
|
|
|
18,119
|
SPECIALTY RETAIL—0.0%
|
||
375,682
|
Farfetch Ltd. Class A (United Kingdom)*
|
11
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TRADING COMPANIES & DISTRIBUTORS—2.1%
|
||
2,431
|
United Rentals, Inc.
|
$1,520
|
TOTAL COMMON STOCKS
(Cost $56,807)
|
70,842
|
|
TOTAL INVESTMENTS—97.0%
(Cost $56,807)
|
70,842
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—3.0%
|
2,156
|
|
TOTAL NET ASSETS—100%
|
$72,998
|
Valuation
Description
|
Beginning
Balance
as of 11/01/2023
(000s)
|
Purchases
(000s)
|
Sales
(000s)
|
Discount/
(Premium)
(000s)
|
Total
Realized
Gain/(Loss)
(000s)
|
Change in
Unrealized
Appreciation/
(Depreciation)
(000s)
|
Transfers
Into
Level 3
(000s)
|
Transfers
Out of
Level 3
(000s)
|
Ending
Balance
as of
01/31/2024
(000s)
|
Unrealized
Gain/(Loss)
as of
01/31/2024
(000s)
|
Common Stock
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
Valuation Descriptions
|
Ending Balance
as of 01/31/24
(000s)
|
Valuation
Technique
|
Unobservable
Input(s)
|
Input
Value(s)
|
Investments in Securities
|
|
|
|
|
Common Stocks
|
|
|
|
|
Magenta Therapeutics, Inc. - CVR*
|
$—
|
Market Approach
|
Estimated Recovery Value
|
USD
0.00
|
COMMON STOCKS—97.9%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—1.3%
|
||
400,536
|
BAE Systems PLC (United Kingdom)
|
$5,967
|
1,735,120
|
Rolls-Royce Holdings PLC (United Kingdom)*
|
6,587
|
|
|
12,554
|
AIR FREIGHT & LOGISTICS—0.1%
|
||
131,600
|
Senko Group Holdings Co. Ltd. (Japan)
|
1,029
|
AUTOMOBILE COMPONENTS—0.7%
|
||
88,500
|
Bridgestone Corp. (Japan)
|
3,835
|
170,449
|
Gestamp Automocion SA (Spain)1
|
566
|
307,449
|
Johnson Electric Holdings Ltd. (Hong Kong)
|
403
|
39,733
|
Magna International, Inc. (Canada)
|
2,258
|
|
|
7,062
|
AUTOMOBILES—0.5%
|
||
43,048
|
Bayerische Motoren Werke AG (Germany)
|
4,479
|
BANKS—11.3%
|
||
19,377,500
|
Bank Central Asia Tbk. PT (Indonesia)
|
11,724
|
484,467
|
Bank of Ireland Group PLC (Ireland)
|
4,455
|
83,881
|
Bank of Nova Scotia (Canada)
|
3,922
|
2,872,992
|
Barclays PLC (United Kingdom)
|
5,339
|
1,355,160
|
CaixaBank SA (Spain)
|
5,778
|
52,023
|
Capitec Bank Holdings Ltd. (South Africa)
|
5,541
|
112,241
|
Close Brothers Group PLC (United Kingdom)
|
771
|
197,047
|
DBS Group Holdings Ltd. (Singapore)
|
4,667
|
298,584
|
DNB Bank ASA (Norway)
|
5,804
|
67,100
|
Fukuoka Financial Group, Inc. (Japan)
|
1,649
|
917,400
|
Grupo Financiero Banorte SAB de CV Class O (Mexico)
|
9,328
|
200,687
|
HDFC Bank Ltd. ADR (India)2
|
11,136
|
213,962
|
HSBC Holdings PLC (Hong Kong)
|
1,673
|
5,210,545
|
Lloyds Banking Group PLC (United Kingdom)
|
2,793
|
1,068,700
|
Resona Holdings, Inc. (Japan)
|
5,900
|
199,171
|
Shinhan Financial Group Co. Ltd. (South Korea)
|
6,103
|
539,945
|
Standard Chartered PLC (United Kingdom)
|
4,081
|
268,800
|
Sumitomo Mitsui Trust Holdings, Inc. (Japan)
|
5,509
|
317,731
|
Svenska Handelsbanken AB Class A (Sweden)3
|
3,425
|
264,595
|
UniCredit SpA (Italy)
|
7,751
|
|
|
107,349
|
BEVERAGES—3.8%
|
||
657,900
|
Arca Continental SAB de CV (Mexico)
|
7,480
|
49,100
|
Asahi Group Holdings Ltd. (Japan)
|
1,825
|
51,831
|
Carlsberg AS Class B (Denmark)
|
6,669
|
31,491
|
Coca-Cola Europacific Partners PLC (United States)
|
2,170
|
395,430
|
Davide Campari-Milano NV (Italy)
|
4,006
|
219,025
|
Diageo PLC (United Kingdom)
|
7,911
|
421,200
|
Kirin Holdings Co. Ltd. (Japan)
|
6,054
|
|
|
36,115
|
BIOTECHNOLOGY—0.6%
|
||
26,792
|
CSL Ltd. (Australia)
|
5,261
|
BROADLINE RETAIL—1.0%
|
||
28,602
|
Naspers Ltd. Class N (South Africa)
|
4,797
|
311,535
|
Vipshop Holdings Ltd. ADR (China)*,2
|
4,951
|
|
|
9,748
|
BUILDING PRODUCTS—1.3%
|
||
207,017
|
Assa Abloy AB Class B (Sweden)
|
5,677
|
328,304
|
Fletcher Building Ltd. (New Zealand)
|
905
|
10,183
|
Geberit AG (Switzerland)
|
5,862
|
|
|
12,444
|
CAPITAL MARKETS—3.5%
|
||
402,291
|
3i Group PLC (United Kingdom)
|
12,594
|
2,760,900
|
B3 SA - Brasil Bolsa Balcao (Brazil)
|
7,295
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
CAPITAL MARKETS—Continued
|
||
37,583
|
Brookfield Asset Management Ltd. Class A (Canada)
|
$1,511
|
150,827
|
Brookfield Corp. (Canada)
|
5,986
|
64,377
|
IG Group Holdings PLC (United Kingdom)
|
579
|
408,074
|
Jupiter Fund Management PLC (United Kingdom)
|
408
|
702,400
|
Nomura Holdings, Inc. (Japan)
|
3,783
|
56,282
|
Rathbones Group PLC (United Kingdom)
|
1,177
|
|
|
33,333
|
CHEMICALS—0.6%
|
||
183,200
|
Air Water, Inc. (Japan)
|
2,420
|
44,200
|
Nissan Chemical Corp. (Japan)
|
1,763
|
27,400
|
Sumitomo Bakelite Co. Ltd. (Japan)
|
1,361
|
|
|
5,544
|
COMMERCIAL SERVICES & SUPPLIES—1.1%
|
||
31,112
|
Befesa SA (Germany)1
|
1,093
|
174,306
|
Brambles Ltd. (Australia)
|
1,662
|
647,846
|
Cleanaway Waste Management Ltd. (Australia)
|
1,097
|
54,800
|
Daiei Kankyo Co. Ltd. (Japan)
|
932
|
100,331
|
Elis SA (France)
|
2,206
|
11,300
|
Secom Co. Ltd. (Japan)
|
820
|
1,246,037
|
Serco Group PLC (United Kingdom)
|
2,719
|
|
|
10,529
|
CONSTRUCTION & ENGINEERING—1.3%
|
||
182,200
|
INFRONEER Holdings, Inc. (Japan)
|
1,905
|
345,600
|
Obayashi Corp. (Japan)
|
3,199
|
165,500
|
Penta-Ocean Construction Co. Ltd. (Japan)
|
887
|
127,184
|
SNC-Lavalin Group, Inc. (Canada)
|
4,218
|
47,755
|
Taisei Corp. (Japan)
|
1,741
|
|
|
11,950
|
CONSTRUCTION MATERIALS—1.5%
|
||
507,511
|
Cemex SAB de CV ADR (Mexico)*,2
|
4,202
|
43,860
|
Holcim AG (Switzerland)
|
3,350
|
134,100
|
Taiheiyo Cement Corp. (Japan)
|
2,760
|
127,958
|
Wienerberger AG (Austria)
|
4,337
|
|
|
14,649
|
CONSUMER FINANCE—0.2%
|
||
296,575
|
International Personal Finance PLC (United Kingdom)
|
452
|
97,300
|
Marui Group Co. Ltd. (Japan)
|
1,609
|
158,869
|
Vanquis Banking Group PLC (United Kingdom)
|
237
|
|
|
2,298
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—2.5%
|
||
91,152
|
Alimentation Couche-Tard, Inc. (Canada)
|
5,341
|
263,787
|
Bid Corp. Ltd. (South Africa)
|
6,384
|
100,174
|
HelloFresh SE (Germany)*
|
1,325
|
133,611
|
Koninklijke Ahold Delhaize NV (Netherlands)
|
3,758
|
54,251
|
Loblaw Cos. Ltd. (Canada)
|
5,421
|
37,300
|
MatsukiyoCocokara & Co. (Japan)
|
678
|
18,300
|
Seven & i Holdings Co. Ltd. (Japan)
|
723
|
140,921
|
X5 Retail Group NV GDR (Russia)*,2
|
—
x
|
|
|
23,630
|
CONTAINERS & PACKAGING—0.4%
|
||
416,617
|
DS Smith PLC (United Kingdom)
|
1,485
|
129,300
|
Toyo Seikan Group Holdings Ltd. (Japan)
|
2,054
|
|
|
3,539
|
DISTRIBUTORS—0.1%
|
||
165,080
|
Inchcape PLC (United Kingdom)
|
1,421
|
DIVERSIFIED TELECOMMUNICATION SERVICES—1.5%
|
||
33,353
|
BCE, Inc. (Canada)
|
1,346
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
DIVERSIFIED TELECOMMUNICATION SERVICES—Continued
|
||
1,236,856
|
Koninklijke KPN NV (Netherlands)
|
$4,208
|
6,906,900
|
Nippon Telegraph & Telephone Corp. (Japan)
|
8,673
|
|
|
14,227
|
ELECTRICAL EQUIPMENT—2.6%
|
||
225,301
|
Havells India Ltd. (India)
|
3,516
|
27,254
|
Legrand SA (France)
|
2,641
|
227,900
|
Mitsubishi Electric Corp. (Japan)
|
3,382
|
40,879
|
Schneider Electric SE (France)
|
8,031
|
265,375
|
Vestas Wind Systems AS (Denmark)*
|
7,482
|
|
|
25,052
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—1.0%
|
||
515,315
|
Delta Electronics, Inc. (Taiwan)
|
4,611
|
88,500
|
Kyocera Corp. (Japan)
|
1,296
|
50,800
|
TDK Corp. (Japan)
|
2,527
|
56,200
|
Topcon Corp. (Japan)
|
646
|
|
|
9,080
|
ENERGY EQUIPMENT & SERVICES—0.3%
|
||
510,357
|
John Wood Group PLC (United Kingdom)*
|
1,012
|
108,163
|
Technip Energies NV (France)
|
2,239
|
|
|
3,251
|
FINANCIAL SERVICES—1.2%
|
||
525,818
|
Chailease Holding Co. Ltd. (Taiwan)
|
2,911
|
138,543
|
Edenred SE (France)
|
8,275
|
|
|
11,186
|
FOOD PRODUCTS—1.1%
|
||
822,000
|
First Pacific Co. Ltd. (Hong Kong)
|
312
|
562,850
|
Marico Ltd. (India)
|
3,587
|
52,300
|
Megmilk Snow Brand Co. Ltd. (Japan)
|
820
|
58,200
|
NH Foods Ltd. (Japan)
|
1,993
|
49,500
|
Toyo Suisan Kaisha Ltd. (Japan)
|
2,578
|
20,716
|
Viscofan SA (Spain)
|
1,213
|
|
|
10,503
|
GROUND TRANSPORTATION—1.2%
|
||
60,949
|
Canadian Pacific Kansas City Ltd. (Canada)
|
4,904
|
569,754
|
Localiza Rent a Car SA (Brazil)
|
6,224
|
|
|
11,128
|
HEALTH CARE EQUIPMENT & SUPPLIES—1.8%
|
||
47,708
|
Coloplast AS Class B (Denmark)
|
5,499
|
1,044,697
|
ConvaTec Group PLC (United Kingdom)1
|
3,179
|
99,374
|
Demant AS (Denmark)*
|
4,502
|
17,350
|
EssilorLuxottica SA (France)
|
3,400
|
45,100
|
Olympus Corp. (Japan)
|
668
|
|
|
17,248
|
HEALTH CARE PROVIDERS & SERVICES—0.7%
|
||
65,676
|
Amplifon SpA (Italy)
|
2,144
|
66,610
|
Fresenius Medical Care AG (Germany)
|
2,574
|
76,000
|
Medipal Holdings Corp. (Japan)
|
1,213
|
50,500
|
Ship Healthcare Holdings, Inc. (Japan)
|
766
|
|
|
6,697
|
HOTELS, RESTAURANTS & LEISURE—3.6%
|
||
70,086
|
Aristocrat Leisure Ltd. (Australia)
|
2,021
|
267,543
|
Compass Group PLC (United Kingdom)
|
7,369
|
15,289
|
Domino’s Pizza Enterprises Ltd. (Australia)
|
393
|
396,634
|
Entain PLC (United Kingdom)
|
4,831
|
43,792
|
Flutter Entertainment PLC (United Kingdom)*
|
8,989
|
385,000
|
Galaxy Entertainment Group Ltd. (Hong Kong)
|
1,998
|
36,838
|
InterContinental Hotels Group PLC (United Kingdom)
|
3,491
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HOTELS, RESTAURANTS & LEISURE—Continued
|
||
200,209
|
Playtech PLC (United Kingdom)*
|
$1,123
|
1,312,692
|
SSP Group PLC (United Kingdom)*
|
3,736
|
|
|
33,951
|
HOUSEHOLD DURABLES—1.3%
|
||
251,831
|
Barratt Developments PLC (United Kingdom)
|
1,716
|
46,190
|
GN Store Nord AS (Denmark)*
|
1,089
|
886,015
|
Midea Group Co. Ltd. Class A (China)
|
7,191
|
43,100
|
Sekisui Chemical Co. Ltd. (Japan)
|
616
|
18,600
|
Sony Group Corp. (Japan)
|
1,824
|
|
|
12,436
|
HOUSEHOLD PRODUCTS—0.6%
|
||
80,917
|
Reckitt Benckiser Group PLC (United Kingdom)
|
5,850
|
INDUSTRIAL CONGLOMERATES—1.4%
|
||
287,000
|
CK Hutchison Holdings Ltd. (Hong Kong)
|
1,483
|
50,180
|
DCC PLC (United Kingdom)
|
3,648
|
66,100
|
Hitachi Ltd. (Japan)
|
5,192
|
44,400
|
Jardine Matheson Holdings Ltd. (Hong Kong)
|
1,783
|
151,000
|
Nisshinbo Holdings, Inc. (Japan)
|
1,246
|
|
|
13,352
|
INSURANCE—5.8%
|
||
52,599
|
Admiral Group PLC (United Kingdom)
|
1,672
|
1,771,200
|
AIA Group Ltd. (Hong Kong)
|
13,890
|
168,100
|
Dai-ichi Life Holdings, Inc. (Japan)
|
3,687
|
10,093
|
Fairfax Financial Holdings Ltd. (Canada)
|
10,521
|
66,100
|
Great Eastern Holdings Ltd. (Singapore)
|
862
|
17,105
|
Hannover Rueck SE (Germany)
|
4,100
|
225,422
|
Hiscox Ltd. (United Kingdom)
|
2,959
|
182,600
|
Japan Post Holdings Co. Ltd. (Japan)
|
1,748
|
18,450
|
Prudential PLC (Hong Kong)
|
193
|
326,074
|
Prudential PLC (United Kingdom)
|
3,350
|
325,857
|
QBE Insurance Group Ltd. (Australia)
|
3,355
|
108,462
|
Sampo OYJ Class A (Finland)
|
4,540
|
173,700
|
Tokio Marine Holdings, Inc. (Japan)
|
4,580
|
|
|
55,457
|
INTERACTIVE MEDIA & SERVICES—1.1%
|
||
297,339
|
Auto Trader Group PLC (United Kingdom)1
|
2,736
|
36,866
|
Baidu, Inc. ADR (China)*,2
|
3,882
|
32,856
|
CAR Group Ltd. (Australia)
|
706
|
458,437
|
Rightmove PLC (United Kingdom)
|
3,244
|
|
|
10,568
|
IT SERVICES—2.5%
|
||
10,487
|
Alten SA (France)
|
1,621
|
290,896
|
Infosys Ltd. ADR (India)2
|
5,777
|
58,900
|
NEC Corp. (Japan)
|
3,849
|
86,700
|
NET One Systems Co. Ltd. (Japan)
|
1,410
|
35,400
|
NS Solutions Corp. (Japan)
|
1,181
|
98,200
|
SCSK Corp. (Japan)
|
1,928
|
180,478
|
Tata Consultancy Services Ltd. (India)
|
8,264
|
|
|
24,030
|
LEISURE PRODUCTS—0.5%
|
||
132,500
|
Sega Sammy Holdings, Inc. (Japan)
|
1,950
|
97,452
|
Spin Master Corp. (Canada)1
|
2,507
|
|
|
4,457
|
LIFE SCIENCES TOOLS & SERVICES—0.6%
|
||
52,774
|
Eurofins Scientific SE (France)
|
3,178
|
23,444
|
Gerresheimer AG (Germany)
|
2,390
|
|
|
5,568
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
MACHINERY—4.8%
|
||
38,940
|
Alfa Laval AB (Sweden)
|
$1,429
|
45,153
|
ANDRITZ AG (Austria)
|
2,780
|
443,622
|
CNH Industrial NV (United States)
|
5,323
|
70,600
|
Daifuku Co. Ltd. (Japan)
|
1,392
|
159,145
|
Fluidra SA (Spain)
|
3,445
|
56,671
|
GEA Group AG (Germany)
|
2,270
|
34,600
|
Komatsu Ltd. (Japan)
|
984
|
63,300
|
Kubota Corp. (Japan)
|
958
|
87,800
|
Mitsubishi Heavy Industries Ltd. (Japan)
|
5,857
|
52,900
|
Miura Co. Ltd. (Japan)
|
967
|
109,900
|
NSK Ltd. (Japan)
|
599
|
486,249
|
Rotork PLC (United Kingdom)
|
1,917
|
139,412
|
Sandvik AB (Sweden)
|
2,930
|
1,752,400
|
Sany Heavy Industry Co. Ltd. Class A (China)
|
3,196
|
20,910
|
Stabilus SE (Germany)
|
1,465
|
565,500
|
Techtronic Industries Co. Ltd. (Hong Kong)
|
6,006
|
21,400
|
Toyota Industries Corp. (Japan)
|
1,810
|
120,767
|
Wartsila OYJ Abp (Finland)
|
1,782
|
|
|
45,110
|
MARINE TRANSPORTATION—0.1%
|
||
195,689
|
Irish Continental Group PLC (Ireland)
|
972
|
MEDIA—1.0%
|
||
175,300
|
Fuji Media Holdings, Inc. (Japan)
|
2,077
|
107,909
|
Future PLC (United Kingdom)
|
967
|
81,400
|
Hakuhodo DY Holdings, Inc. (Japan)
|
625
|
1,560,364
|
ITV PLC (United Kingdom)
|
1,182
|
133,720
|
Nippon Television Holdings, Inc. (Japan)
|
1,560
|
75,100
|
TBS Holdings, Inc. (Japan)
|
1,742
|
134,994
|
WPP PLC (United Kingdom)
|
1,305
|
|
|
9,458
|
METALS & MINING—4.8%
|
||
66,906
|
Acerinox SA (Spain)
|
706
|
369,762
|
African Rainbow Minerals Ltd. (South Africa)
|
3,653
|
164,423
|
ArcelorMittal SA (France)
|
4,528
|
237,724
|
Barrick Gold Corp. (Canada)
|
3,713
|
176,524
|
BHP Group Ltd. (Australia)
|
5,401
|
87,974
|
BlueScope Steel Ltd. (Australia)
|
1,343
|
32,900
|
Dowa Holdings Co. Ltd. (Japan)
|
1,147
|
569,442
|
Evolution Mining Ltd. (Australia)
|
1,193
|
207,352
|
First Quantum Minerals Ltd. (Canada)
|
1,882
|
33,286
|
Franco-Nevada Corp. (Canada)
|
3,601
|
1,464,391
|
Glencore PLC (United Kingdom)
|
7,748
|
20,775
|
Newmont Corp. CDI (Australia)2
|
713
|
206,544
|
Pilbara Minerals Ltd. (Australia)
|
471
|
320,373
|
Severstal PAO GDR (Russia)*,2
|
—
x
|
93,814
|
Southern Copper Corp. (Peru)
|
7,702
|
65,300
|
Sumitomo Metal Mining Co. Ltd. (Japan)
|
1,805
|
|
|
45,606
|
OIL, GAS & CONSUMABLE FUELS—3.8%
|
||
2,116,336
|
BP PLC (United Kingdom)
|
12,360
|
93,872
|
Canadian Natural Resources Ltd. (Canada)
|
6,008
|
117,563
|
Equinor ASA (Norway)
|
3,364
|
210,300
|
Inpex Corp. (Japan)
|
2,859
|
184,699
|
PrairieSky Royalty Ltd. (Canada)
|
3,047
|
335,684
|
PRIO SA (Brazil)
|
2,976
|
536,253
|
Santos Ltd. (Australia)
|
2,710
|
118,242
|
Woodside Energy Group Ltd. (Australia)
|
2,473
|
|
|
35,797
|
PAPER & FOREST PRODUCTS—0.4%
|
||
236,800
|
Oji Holdings Corp. (Japan)
|
926
|
47,821
|
Stella-Jones, Inc. (Canada)
|
2,829
|
|
|
3,755
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
PASSENGER AIRLINES—1.4%
|
||
119,033
|
Air Canada (Canada)*
|
$1,613
|
60,311
|
Copa Holdings SA Class A (Panama)
|
5,794
|
464,881
|
easyJet PLC (United Kingdom)*
|
3,255
|
610,611
|
Qantas Airways Ltd. (Australia)*
|
2,201
|
|
|
12,863
|
PERSONAL CARE PRODUCTS—0.4%
|
||
517,390
|
Dabur India Ltd. (India)
|
3,365
|
284,709
|
L’Occitane International SA (Hong Kong)
|
909
|
|
|
4,274
|
PHARMACEUTICALS—2.6%
|
||
206,177
|
Novo Nordisk AS Class B (Denmark)
|
23,567
|
65,600
|
Tsumura & Co. (Japan)
|
1,187
|
|
|
24,754
|
PROFESSIONAL SERVICES—2.7%
|
||
147,126
|
ALS Ltd. (Australia)
|
1,209
|
1,485,365
|
Capita PLC (United Kingdom)*
|
357
|
66,938
|
Experian PLC (United Kingdom)
|
2,786
|
68,633
|
Hays PLC (United Kingdom)
|
85
|
88,749
|
Intertek Group PLC (United Kingdom)
|
5,037
|
93,307
|
IPH Ltd. (Australia)
|
415
|
463,006
|
Pagegroup PLC (United Kingdom)
|
2,690
|
600,700
|
Persol Holdings Co. Ltd. (Japan)
|
955
|
51,351
|
Randstad NV (Netherlands)
|
2,920
|
211,938
|
RELX PLC (United Kingdom)
|
8,748
|
65,924
|
RWS Holdings PLC (United Kingdom)
|
199
|
|
|
25,401
|
REAL ESTATE MANAGEMENT & DEVELOPMENT—0.7%
|
||
143,600
|
Daiwa House Industry Co. Ltd. (Japan)
|
4,440
|
226,500
|
Swire Pacific Ltd. Class A (Hong Kong)
|
1,753
|
|
|
6,193
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—4.5%
|
||
21,150
|
ASML Holding NV (Netherlands)
|
18,350
|
39,200
|
ASMPT Ltd. (Hong Kong)
|
378
|
139,000
|
MediaTek, Inc. (Taiwan)
|
4,289
|
225,100
|
Renesas Electronics Corp. (Japan)*
|
3,693
|
812,000
|
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan)
|
16,255
|
|
|
42,965
|
SOFTWARE—1.1%
|
||
3,093
|
Constellation Software, Inc. (Canada)
|
8,549
|
9,439
|
Lumine Group, Inc. (Canada)*
|
220
|
17,800
|
Oracle Corp. (Japan)
|
1,403
|
|
|
10,172
|
SPECIALTY RETAIL—1.1%
|
||
73,000
|
ABC-Mart, Inc. (Japan)
|
1,265
|
967,200
|
Esprit Holdings Ltd. (Hong Kong)*
|
36
|
380,141
|
Pets at Home Group PLC (United Kingdom)
|
1,346
|
54,200
|
USS Co. Ltd. (Japan)
|
1,025
|
90,680
|
WH Smith PLC (United Kingdom)
|
1,386
|
1,769,000
|
Zhongsheng Group Holdings Ltd. (China)
|
2,986
|
126,600
|
ZOZO, Inc. (Japan)
|
2,772
|
|
|
10,816
|
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS—1.8%
|
||
624,529
|
Advantech Co. Ltd. (Taiwan)
|
6,732
|
181,949
|
Samsung Electronics Co. Ltd. (South Korea)
|
9,886
|
|
|
16,618
|
TEXTILES, APPAREL & LUXURY GOODS—2.5%
|
||
21,588
|
adidas AG (Germany)
|
4,075
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TEXTILES, APPAREL & LUXURY GOODS—Continued
|
||
54,506
|
Cie Financiere Richemont SA Class A (Switzerland)
|
$8,096
|
85,810
|
Gildan Activewear, Inc. (Canada)
|
2,834
|
996,000
|
Li Ning Co. Ltd. (China)
|
2,128
|
489,300
|
Samsonite International SA (Hong Kong)*,1
|
1,366
|
485,300
|
Shenzhou International Group Holdings Ltd. (China)
|
4,322
|
400,070
|
Stella International Holdings Ltd. (Hong Kong)
|
528
|
|
|
23,349
|
TRADING COMPANIES & DISTRIBUTORS—2.7%
|
||
517,600
|
BOC Aviation Ltd. (China)1
|
3,880
|
70,277
|
Brenntag SE (Germany)
|
6,213
|
153,426
|
Bunzl PLC (United Kingdom)
|
6,235
|
79,323
|
Finning International, Inc. (Canada)
|
2,296
|
60,500
|
ITOCHU Corp. (Japan)
|
2,746
|
67,424
|
Rexel SA (France)
|
1,796
|
76,984
|
Richelieu Hardware Ltd. (Canada)3
|
2,486
|
|
|
25,652
|
TRANSPORTATION INFRASTRUCTURE—0.7%
|
||
308,660
|
Grupo Aeroportuario del Pacifico SAB de CV Class B (Mexico)
|
4,806
|
48,000
|
Mitsubishi Logistics Corp. (Japan)
|
1,483
|
|
|
6,289
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
WIRELESS TELECOMMUNICATION SERVICES—0.2%
|
||
24,900
|
KDDI Corp. (Japan)
|
$825
|
27,191
|
Rogers Communications, Inc. Class B (Canada)
|
1,270
|
|
|
2,095
|
TOTAL COMMON STOCKS
(Cost $799,216)
|
$929,114
|
PREFERRED STOCKS—0.3%
|
||
|
|
|
(Cost $3,067)
|
||
BEVERAGES—0.3%
|
||
1,218,390
|
Embotelladora Andina SA Class B (Chile)
|
3,104
|
TOTAL INVESTMENTS—98.2%
(Cost $802,283)
|
932,218
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—1.8%
|
16,719
|
|
TOTAL NET ASSETS—100%
|
$948,937
|
RIGHTS/WARRANTS
|
||||||
Description
|
Shares
|
Strike Price
|
Expiration Date
|
Cost
(000s)
|
Value
(000s)
|
|
Constellation Software, Inc. (Canada)*
|
3,982
|
CAD
|
0.00
|
03/31/2040
|
$—
|
$—x
|
Localiza Rent a Car SA (Brazil)*
|
2,067
|
BRL
|
45.35
|
02/05/2024
|
—
|
4
|
Total Rights/Warrants
|
$4
|
Asset Category
|
Quoted Prices
Level 1
(000s)
|
Other Significant
Observable Inputs
Level 2
(000s)
|
Significant
Unobservable
Inputs
Level 3
(000s)
|
Total
(000s)
|
Investments in Securities
|
|
|
|
|
Common Stocks
|
|
|
|
|
Africa
|
$—
|
$20,375
|
$—
|
$20,375
|
Europe
|
—
|
401,384
|
—
|
401,384
|
Latin America
|
55,807
|
—
|
—
|
55,807
|
Middle East/Central Asia
|
16,913
|
34,721
|
—
|
51,634
|
North America
|
95,776
|
—
|
—
|
95,776
|
Pacific Basin
|
8,833
|
295,305
|
—
|
304,138
|
Preferred Stocks
|
|
|
|
|
Latin America
|
—
|
3,104
|
—
|
3,104
|
Total Investments in Securities
|
$177,329
|
$754,889
|
$—
|
$932,218
|
Financial Derivative Instruments - Assets
|
|
|
|
|
Rights/Warrants
|
$4
|
$—
|
$—
|
4
|
Total Investments
|
$177,333
|
$754,889
|
$—
|
$932,222
|
Valuation
Description
|
Beginning
Balance
as of 11/01/2023
(000s)
|
Purchases
(000s)
|
Sales
(000s)
|
Discount/
(Premium)
(000s)
|
Total
Realized
Gain/(Loss)
(000s)
|
Change in
Unrealized
Appreciation/
(Depreciation)
(000s)
|
Transfers
Into
Level 3
(000s)
|
Transfers
Out of
Level 3
(000s)
|
Ending
Balance
as of
01/31/2024
(000s)
|
Unrealized
Gain/(Loss)
as of
01/31/2024
(000s)
|
Common Stock
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$(11,174)
|
Rights/Warrants
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
—
|
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$(11,174
)
|
Valuation Descriptions
|
Ending Balance
as of 01/31/24
(000s)
|
Valuation
Technique
|
Unobservable
Input(s)
|
Input
Value(s)
|
Investments in Securities
|
|
|
|
|
Common Stocks
|
|
|
|
|
Severstal PAO GDR (Russia)*
|
$—
|
Market Approach
|
Estimated Recovery Value
|
USD
0.00
|
X5 Retail Group NV GDR (Russia)*
|
—
|
Market Approach
|
Estimated Recovery Value
|
USD
0.00
|
|
$—
|
|
|
|
Financial Derivative Instruments
|
|
|
|
|
Rights/Warrants
|
|
|
|
|
Constellation Software, Inc. (Canada)*
|
$—
|
Market Approach
|
Estimated Recovery Value
|
CAD
0.00
|
COMMON STOCKS—98.7%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—2.0%
|
||
2,177,197
|
BAE Systems PLC (United Kingdom)
|
$32,432
|
9,430,538
|
Rolls-Royce Holdings PLC (United Kingdom)*
|
35,803
|
|
|
68,235
|
AIR FREIGHT & LOGISTICS—0.2%
|
||
703,500
|
Senko Group Holdings Co. Ltd. (Japan)
|
5,500
|
AUTOMOBILE COMPONENTS—0.8%
|
||
468,500
|
Bridgestone Corp. (Japan)
|
20,301
|
890,204
|
Gestamp Automocion SA (Spain)1
|
2,953
|
91,835
|
Hankook Tire & Technology Co. Ltd. (South Korea)*
|
3,515
|
862,007
|
Johnson Electric Holdings Ltd. (Hong Kong)
|
1,131
|
|
|
27,900
|
AUTOMOBILES—0.8%
|
||
234,107
|
Bayerische Motoren Werke AG (Germany)
|
24,360
|
10,784
|
Hyundai Motor Co. (South Korea)
|
1,568
|
|
|
25,928
|
BANKS—9.9%
|
||
104,504
|
Axis Bank Ltd. (India)
|
1,343
|
11,102,900
|
Bank Central Asia Tbk. PT (Indonesia)
|
6,717
|
2,619,195
|
Bank of Ireland Group PLC (Ireland)
|
24,086
|
15,608,456
|
Barclays PLC (United Kingdom)
|
29,006
|
7,366,405
|
CaixaBank SA (Spain)
|
31,410
|
29,808
|
Capitec Bank Holdings Ltd. (South Africa)
|
3,175
|
616,487
|
Close Brothers Group PLC (United Kingdom)
|
4,237
|
585,334
|
DBS Group Holdings Ltd. (Singapore)
|
13,864
|
1,597,283
|
DNB Bank ASA (Norway)
|
31,051
|
356,500
|
Fukuoka Financial Group, Inc. (Japan)
|
8,762
|
525,700
|
Grupo Financiero Banorte SAB de CV Class O (Mexico)
|
5,345
|
119,582
|
Hana Financial Group, Inc. (South Korea)
|
4,276
|
114,989
|
HDFC Bank Ltd. ADR (India)2
|
6,381
|
645,569
|
HSBC Holdings PLC (Hong Kong)
|
5,047
|
28,314,028
|
Lloyds Banking Group PLC (United Kingdom)
|
15,178
|
5,651,700
|
Resona Holdings, Inc. (Japan)
|
31,199
|
112,875
|
Shinhan Financial Group Co. Ltd. (South Korea)
|
3,458
|
2,377,869
|
Standard Chartered PLC (United Kingdom)
|
17,971
|
1,427,400
|
Sumitomo Mitsui Trust Holdings, Inc. (Japan)
|
29,252
|
1,726,582
|
Svenska Handelsbanken AB Class A (Sweden)
|
18,613
|
1,438,333
|
UniCredit SpA (Italy)
|
42,132
|
|
|
332,503
|
BEVERAGES—4.8%
|
||
372,900
|
Arca Continental SAB de CV (Mexico)
|
4,239
|
258,600
|
Asahi Group Holdings Ltd. (Japan)
|
9,612
|
277,282
|
Carlsberg AS Class B (Denmark)
|
35,677
|
171,158
|
Coca-Cola Europacific Partners PLC (United States)
|
11,793
|
2,115,903
|
Davide Campari-Milano NV (Italy)
|
21,437
|
1,190,574
|
Diageo PLC (United Kingdom)
|
43,001
|
2,216,100
|
Kirin Holdings Co. Ltd. (Japan)
|
31,854
|
6,929,500
|
Thai Beverage PCL (Singapore)
|
2,705
|
|
|
160,318
|
BIOTECHNOLOGY—0.5%
|
||
82,722
|
CSL Ltd. (Australia)
|
16,245
|
BROADLINE RETAIL—0.2%
|
||
16,209
|
Naspers Ltd. Class N (South Africa)
|
2,719
|
178,504
|
Vipshop Holdings Ltd. ADR (China)*,2
|
2,836
|
|
|
5,555
|
BUILDING PRODUCTS—1.9%
|
||
1,125,323
|
Assa Abloy AB Class B (Sweden)
|
30,863
|
969,109
|
Fletcher Building Ltd. (New Zealand)
|
2,671
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
BUILDING PRODUCTS—Continued
|
||
55,745
|
Geberit AG (Switzerland)
|
$32,089
|
|
|
65,623
|
CAPITAL MARKETS—3.1%
|
||
2,152,089
|
3i Group PLC (United Kingdom)
|
67,371
|
1,581,900
|
B3 SA - Brasil Bolsa Balcao (Brazil)
|
4,180
|
354,024
|
IG Group Holdings PLC (United Kingdom)
|
3,181
|
2,248,357
|
Jupiter Fund Management PLC (United Kingdom)
|
2,251
|
3,675,400
|
Nomura Holdings, Inc. (Japan)
|
19,796
|
314,668
|
Rathbones Group PLC (United Kingdom)
|
6,582
|
|
|
103,361
|
CHEMICALS—0.9%
|
||
974,200
|
Air Water, Inc. (Japan)
|
12,868
|
234,500
|
Nissan Chemical Corp. (Japan)
|
9,353
|
145,000
|
Sumitomo Bakelite Co. Ltd. (Japan)
|
7,206
|
|
|
29,427
|
COMMERCIAL SERVICES & SUPPLIES—1.5%
|
||
166,388
|
Befesa SA (Germany)1
|
5,847
|
524,225
|
Brambles Ltd. (Australia)
|
4,998
|
1,829,786
|
Cleanaway Waste Management Ltd. (Australia)
|
3,098
|
293,000
|
Daiei Kankyo Co. Ltd. (Japan)
|
4,985
|
533,637
|
Elis SA (France)
|
11,733
|
59,600
|
Secom Co. Ltd. (Japan)
|
4,326
|
6,802,202
|
Serco Group PLC (United Kingdom)
|
14,843
|
|
|
49,830
|
CONSTRUCTION & ENGINEERING—1.2%
|
||
965,600
|
INFRONEER Holdings, Inc. (Japan)
|
10,094
|
1,827,400
|
Obayashi Corp. (Japan)
|
16,915
|
865,500
|
Penta-Ocean Construction Co. Ltd. (Japan)
|
4,637
|
249,974
|
Taisei Corp. (Japan)
|
9,114
|
|
|
40,760
|
CONSTRUCTION MATERIALS—1.7%
|
||
287,618
|
Cemex SAB de CV ADR (Mexico)*,2
|
2,382
|
238,418
|
Holcim AG (Switzerland)
|
18,210
|
711,200
|
Taiheiyo Cement Corp. (Japan)
|
14,638
|
665,589
|
Wienerberger AG (Austria)
|
22,555
|
|
|
57,785
|
CONSUMER FINANCE—0.4%
|
||
1,526,929
|
International Personal Finance PLC (United Kingdom)
|
2,326
|
515,700
|
Marui Group Co. Ltd. (Japan)
|
8,527
|
893,071
|
Vanquis Banking Group PLC (United Kingdom)
|
1,336
|
|
|
12,189
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—1.1%
|
||
151,145
|
Bid Corp. Ltd. (South Africa)
|
3,658
|
544,627
|
HelloFresh SE (Germany)*
|
7,202
|
726,152
|
Koninklijke Ahold Delhaize NV (Netherlands)
|
20,422
|
199,300
|
MatsukiyoCocokara & Co. (Japan)
|
3,623
|
96,900
|
Seven & i Holdings Co. Ltd. (Japan)
|
3,827
|
95,013
|
X5 Retail Group NV GDR (Russia)*,2
|
—
x
|
|
|
38,732
|
CONTAINERS & PACKAGING—0.6%
|
||
2,263,852
|
DS Smith PLC (United Kingdom)
|
8,072
|
683,700
|
Toyo Seikan Group Holdings Ltd. (Japan)
|
10,860
|
|
|
18,932
|
DISTRIBUTORS—0.2%
|
||
897,040
|
Inchcape PLC (United Kingdom)
|
7,724
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
DIVERSIFIED TELECOMMUNICATION SERVICES—2.0%
|
||
6,722,506
|
Koninklijke KPN NV (Netherlands)
|
$22,868
|
36,359,600
|
Nippon Telegraph & Telephone Corp. (Japan)
|
45,659
|
|
|
68,527
|
ELECTRICAL EQUIPMENT—3.5%
|
||
129,093
|
Havells India Ltd. (India)
|
2,015
|
148,163
|
Legrand SA (France)
|
14,359
|
1,198,500
|
Mitsubishi Electric Corp. (Japan)
|
17,786
|
222,337
|
Schneider Electric SE (France)
|
43,678
|
1,441,116
|
Vestas Wind Systems AS (Denmark)*
|
40,632
|
|
|
118,470
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—0.8%
|
||
292,000
|
Delta Electronics, Inc. (Taiwan)
|
2,613
|
472,800
|
Kyocera Corp. (Japan)
|
6,922
|
269,500
|
TDK Corp. (Japan)
|
13,409
|
300,300
|
Topcon Corp. (Japan)
|
3,450
|
|
|
26,394
|
ENERGY EQUIPMENT & SERVICES—0.5%
|
||
2,805,485
|
John Wood Group PLC (United Kingdom)*
|
5,562
|
594,077
|
Technip Energies NV (France)
|
12,298
|
|
|
17,860
|
FINANCIAL SERVICES—1.4%
|
||
301,895
|
Chailease Holding Co. Ltd. (Taiwan)
|
1,671
|
738,710
|
Edenred SE (France)
|
44,122
|
|
|
45,793
|
FOOD PRODUCTS—1.1%
|
||
2,266,000
|
First Pacific Co. Ltd. (Hong Kong)
|
861
|
322,503
|
Marico Ltd. (India)
|
2,055
|
276,700
|
Megmilk Snow Brand Co. Ltd. (Japan)
|
4,340
|
304,800
|
NH Foods Ltd. (Japan)
|
10,438
|
261,600
|
Toyo Suisan Kaisha Ltd. (Japan)
|
13,622
|
112,440
|
Viscofan SA (Spain)
|
6,583
|
|
|
37,899
|
GROUND TRANSPORTATION—0.1%
|
||
326,505
|
Localiza Rent a Car SA (Brazil)
|
3,567
|
HEALTH CARE EQUIPMENT & SUPPLIES—2.8%
|
||
259,303
|
Coloplast AS Class B (Denmark)
|
29,890
|
5,693,268
|
ConvaTec Group PLC (United Kingdom)1
|
17,327
|
526,981
|
Demant AS (Denmark)*
|
23,872
|
94,198
|
EssilorLuxottica SA (France)
|
18,460
|
237,500
|
Olympus Corp. (Japan)
|
3,516
|
|
|
93,065
|
HEALTH CARE PROVIDERS & SERVICES—1.1%
|
||
356,872
|
Amplifon SpA (Italy)
|
11,648
|
362,061
|
Fresenius Medical Care AG (Germany)
|
13,993
|
397,700
|
Medipal Holdings Corp. (Japan)
|
6,348
|
266,200
|
Ship Healthcare Holdings, Inc. (Japan)
|
4,040
|
|
|
36,029
|
HOTELS, RESTAURANTS & LEISURE—5.2%
|
||
2,241,000
|
Ajisen China Holdings Ltd. (China)
|
274
|
208,582
|
Aristocrat Leisure Ltd. (Australia)
|
6,014
|
1,454,454
|
Compass Group PLC (United Kingdom)
|
40,061
|
42,068
|
Domino’s Pizza Enterprises Ltd. (Australia)
|
1,082
|
2,121,818
|
Entain PLC (United Kingdom)
|
25,845
|
237,298
|
Flutter Entertainment PLC (United Kingdom)*
|
48,707
|
1,122,000
|
Galaxy Entertainment Group Ltd. (Hong Kong)
|
5,823
|
197,116
|
InterContinental Hotels Group PLC (United Kingdom)
|
18,677
|
1,088,687
|
Playtech PLC (United Kingdom)*
|
6,109
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HOTELS, RESTAURANTS & LEISURE—Continued
|
||
7,139,822
|
SSP Group PLC (United Kingdom)*
|
$20,320
|
87,505
|
Yum China Holdings, Inc. (China)
|
3,027
|
|
|
175,939
|
HOUSEHOLD DURABLES—1.0%
|
||
1,369,380
|
Barratt Developments PLC (United Kingdom)
|
9,333
|
250,979
|
GN Store Nord AS (Denmark)*
|
5,919
|
502,100
|
Midea Group Co. Ltd. Class A (China)
|
4,075
|
230,400
|
Sekisui Chemical Co. Ltd. (Japan)
|
3,289
|
98,100
|
Sony Group Corp. (Japan)
|
9,620
|
|
|
32,236
|
HOUSEHOLD PRODUCTS—0.9%
|
||
439,961
|
Reckitt Benckiser Group PLC (United Kingdom)
|
31,810
|
INDUSTRIAL CONGLOMERATES—1.9%
|
||
882,500
|
CK Hutchison Holdings Ltd. (Hong Kong)
|
4,558
|
268,126
|
DCC PLC (United Kingdom)
|
19,492
|
349,600
|
Hitachi Ltd. (Japan)
|
27,461
|
128,000
|
Jardine Matheson Holdings Ltd. (Hong Kong)
|
5,140
|
798,700
|
Nisshinbo Holdings, Inc. (Japan)
|
6,592
|
|
|
63,243
|
INSURANCE—5.2%
|
||
285,895
|
Admiral Group PLC (United Kingdom)
|
9,091
|
2,478,200
|
AIA Group Ltd. (Hong Kong)
|
19,435
|
887,500
|
Dai-ichi Life Holdings, Inc. (Japan)
|
19,465
|
178,700
|
Great Eastern Holdings Ltd. (Singapore)
|
2,330
|
91,524
|
Hannover Rueck SE (Germany)
|
21,940
|
1,206,206
|
Hiscox Ltd. (United Kingdom)
|
15,831
|
976,300
|
Japan Post Holdings Co. Ltd. (Japan)
|
9,346
|
333,500
|
Ping An Insurance Group Co. of China Ltd. Class H (China)
|
1,402
|
49,300
|
Prudential PLC (Hong Kong)
|
515
|
1,587,873
|
Prudential PLC (United Kingdom)
|
16,311
|
992,261
|
QBE Insurance Group Ltd. (Australia)
|
10,217
|
589,391
|
Sampo OYJ Class A (Finland)
|
24,669
|
918,200
|
Tokio Marine Holdings, Inc. (Japan)
|
24,211
|
|
|
174,763
|
INTERACTIVE MEDIA & SERVICES—1.1%
|
||
1,615,670
|
Auto Trader Group PLC (United Kingdom)1
|
14,864
|
41,719
|
Baidu, Inc. ADR (China)*,2
|
4,393
|
88,444
|
CAR Group Ltd. (Australia)
|
1,899
|
2,491,050
|
Rightmove PLC (United Kingdom)
|
17,630
|
|
|
38,786
|
IT SERVICES—1.8%
|
||
57,014
|
Alten SA (France)
|
8,816
|
166,679
|
Infosys Ltd. ADR (India)2
|
3,310
|
311,700
|
NEC Corp. (Japan)
|
20,368
|
459,500
|
NET One Systems Co. Ltd. (Japan)
|
7,471
|
187,000
|
NS Solutions Corp. (Japan)
|
6,237
|
524,800
|
SCSK Corp. (Japan)
|
10,304
|
103,411
|
Tata Consultancy Services Ltd. (India)
|
4,735
|
|
|
61,241
|
LEISURE PRODUCTS—0.3%
|
||
694,000
|
Sega Sammy Holdings, Inc. (Japan)
|
10,214
|
LIFE SCIENCES TOOLS & SERVICES—0.9%
|
||
282,237
|
Eurofins Scientific SE (France)
|
16,995
|
125,444
|
Gerresheimer AG (Germany)
|
12,789
|
|
|
29,784
|
MACHINERY—6.0%
|
||
211,648
|
Alfa Laval AB (Sweden)
|
7,766
|
247,994
|
ANDRITZ AG (Austria)
|
15,267
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
MACHINERY—Continued
|
||
2,437,651
|
CNH Industrial NV (United States)
|
$29,252
|
377,200
|
Daifuku Co. Ltd. (Japan)
|
7,438
|
897,071
|
Fluidra SA (Spain)
|
19,421
|
308,089
|
GEA Group AG (Germany)
|
12,339
|
185,000
|
Komatsu Ltd. (Japan)
|
5,263
|
336,300
|
Kubota Corp. (Japan)
|
5,091
|
460,200
|
Mitsubishi Heavy Industries Ltd. (Japan)
|
30,697
|
280,200
|
Miura Co. Ltd. (Japan)
|
5,120
|
587,800
|
NSK Ltd. (Japan)
|
3,205
|
2,643,976
|
Rotork PLC (United Kingdom)
|
10,423
|
757,602
|
Sandvik AB (Sweden)
|
15,922
|
1,004,100
|
Sany Heavy Industry Co. Ltd. Class A (China)
|
1,831
|
113,530
|
Stabilus SE (Germany)
|
7,955
|
602,000
|
Techtronic Industries Co. Ltd. (Hong Kong)
|
6,394
|
114,500
|
Toyota Industries Corp. (Japan)
|
9,684
|
656,192
|
Wartsila OYJ Abp (Finland)
|
9,680
|
|
|
202,748
|
MARINE TRANSPORTATION—0.2%
|
||
1,041,485
|
Irish Continental Group PLC (Ireland)
|
5,175
|
MEDIA—1.6%
|
||
930,100
|
Fuji Media Holdings, Inc. (Japan)
|
11,019
|
588,956
|
Future PLC (United Kingdom)
|
5,278
|
426,400
|
Hakuhodo DY Holdings, Inc. (Japan)
|
3,275
|
8,479,043
|
ITV PLC (United Kingdom)
|
6,423
|
141,034
|
JCDecaux SE (France)*
|
2,929
|
699,200
|
Nippon Television Holdings, Inc. (Japan)
|
8,157
|
393,000
|
TBS Holdings, Inc. (Japan)
|
9,113
|
734,096
|
WPP PLC (United Kingdom)
|
7,099
|
|
|
53,293
|
METALS & MINING—3.6%
|
||
363,511
|
Acerinox SA (Spain)
|
3,838
|
211,867
|
African Rainbow Minerals Ltd. (South Africa)
|
2,093
|
894,318
|
ArcelorMittal SA (France)
|
24,629
|
569,884
|
BHP Group Ltd. (Australia)
|
17,435
|
264,987
|
BlueScope Steel Ltd. (Australia)
|
4,046
|
173,900
|
Dowa Holdings Co. Ltd. (Japan)
|
6,065
|
1,696,666
|
Evolution Mining Ltd. (Australia)
|
3,554
|
118,809
|
First Quantum Minerals Ltd. (Canada)
|
1,078
|
7,960,215
|
Glencore PLC (United Kingdom)
|
42,117
|
59,438
|
Newmont Corp. CDI (Australia)2
|
2,040
|
618,095
|
Pilbara Minerals Ltd. (Australia)
|
1,408
|
217,215
|
Severstal PAO GDR (Russia)*,2
|
—
x
|
53,754
|
Southern Copper Corp. (Peru)
|
4,413
|
345,700
|
Sumitomo Metal Mining Co. Ltd. (Japan)
|
9,555
|
|
|
122,271
|
OIL, GAS & CONSUMABLE FUELS—3.5%
|
||
11,503,826
|
BP PLC (United Kingdom)
|
67,187
|
638,828
|
Equinor ASA (Norway)
|
18,281
|
1,100,100
|
Inpex Corp. (Japan)
|
14,953
|
192,341
|
PRIO SA (Brazil)
|
1,705
|
1,706,512
|
Santos Ltd. (Australia)
|
8,625
|
363,579
|
Woodside Energy Group Ltd. (Australia)
|
7,605
|
|
|
118,356
|
PAPER & FOREST PRODUCTS—0.1%
|
||
1,238,900
|
Oji Holdings Corp. (Japan)
|
4,844
|
PASSENGER AIRLINES—0.8%
|
||
34,557
|
Copa Holdings SA Class A (Panama)
|
3,320
|
2,486,784
|
easyJet PLC (United Kingdom)*
|
17,410
|
1,804,356
|
Qantas Airways Ltd. (Australia)*
|
6,505
|
|
|
27,235
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
PERSONAL CARE PRODUCTS—0.1%
|
||
296,455
|
Dabur India Ltd. (India)
|
$1,928
|
855,000
|
L’Occitane International SA (Hong Kong)
|
2,730
|
|
|
4,658
|
PHARMACEUTICALS—4.0%
|
||
1,120,710
|
Novo Nordisk AS Class B (Denmark)
|
128,102
|
343,400
|
Tsumura & Co. (Japan)
|
6,213
|
|
|
134,315
|
PROFESSIONAL SERVICES—4.0%
|
||
454,425
|
ALS Ltd. (Australia)
|
3,734
|
8,068,001
|
Capita PLC (United Kingdom)*
|
1,940
|
363,729
|
Experian PLC (United Kingdom)
|
15,139
|
591,092
|
Hays PLC (United Kingdom)
|
735
|
482,430
|
Intertek Group PLC (United Kingdom)
|
27,383
|
277,797
|
IPH Ltd. (Australia)
|
1,236
|
2,403,636
|
Pagegroup PLC (United Kingdom)
|
13,963
|
3,211,700
|
Persol Holdings Co. Ltd. (Japan)
|
5,106
|
274,718
|
Randstad NV (Netherlands)
|
15,620
|
1,155,829
|
RELX PLC (United Kingdom)
|
47,706
|
343,836
|
RWS Holdings PLC (United Kingdom)
|
1,039
|
|
|
133,601
|
REAL ESTATE MANAGEMENT & DEVELOPMENT—0.9%
|
||
761,000
|
Daiwa House Industry Co. Ltd. (Japan)
|
23,532
|
691,500
|
Swire Pacific Ltd. Class A (Hong Kong)
|
5,350
|
|
|
28,882
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—3.0%
|
||
74,629
|
ASML Holding NV (Netherlands)
|
64,747
|
79,300
|
ASMPT Ltd. (Hong Kong)
|
765
|
79,000
|
MediaTek, Inc. (Taiwan)
|
2,438
|
1,191,000
|
Renesas Electronics Corp. (Japan)*
|
19,542
|
660,000
|
Taiwan Semiconductor Manufacturing Co. Ltd. (Taiwan)
|
13,212
|
|
|
100,704
|
SOFTWARE—0.2%
|
||
94,500
|
Oracle Corp. (Japan)
|
7,448
|
SPECIALTY RETAIL—1.3%
|
||
384,900
|
ABC-Mart, Inc. (Japan)
|
6,670
|
2,862,400
|
Esprit Holdings Ltd. (Hong Kong)*
|
105
|
2,034,089
|
Pets at Home Group PLC (United Kingdom)
|
7,204
|
286,400
|
USS Co. Ltd. (Japan)
|
5,416
|
484,961
|
WH Smith PLC (United Kingdom)
|
7,411
|
1,002,500
|
Zhongsheng Group Holdings Ltd. (China)
|
1,692
|
670,700
|
ZOZO, Inc. (Japan)
|
14,686
|
|
|
43,184
|
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS—0.5%
|
||
357,557
|
Advantech Co. Ltd. (Taiwan)
|
3,854
|
220,619
|
Samsung Electronics Co. Ltd. (South Korea)
|
11,988
|
|
|
15,842
|
TEXTILES, APPAREL & LUXURY GOODS—2.4%
|
||
117,359
|
adidas AG (Germany)
|
22,156
|
33,846
|
Cie Financiere Richemont SA Class A (South Africa)
|
5,079
|
296,209
|
Cie Financiere Richemont SA Class A (Switzerland)
|
43,997
|
561,500
|
Li Ning Co. Ltd. (China)
|
1,200
|
1,486,200
|
Samsonite International SA (Hong Kong)*,1
|
4,149
|
278,118
|
Shenzhou International Group Holdings Ltd. (China)
|
2,477
|
890,521
|
Stella International Holdings Ltd. (Hong Kong)
|
1,174
|
|
|
80,232
|
TRADING COMPANIES & DISTRIBUTORS—2.7%
|
||
296,600
|
BOC Aviation Ltd. (China)1
|
2,224
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TRADING COMPANIES & DISTRIBUTORS—Continued
|
||
375,961
|
Brenntag SE (Germany)
|
$33,239
|
774,424
|
Bunzl PLC (United Kingdom)
|
31,472
|
323,500
|
ITOCHU Corp. (Japan)
|
14,682
|
366,310
|
Rexel SA (France)
|
9,756
|
|
|
91,373
|
TRANSPORTATION INFRASTRUCTURE—0.3%
|
||
176,050
|
Grupo Aeroportuario del Pacifico SAB de CV Class B (Mexico)
|
2,741
|
253,600
|
Mitsubishi Logistics Corp. (Japan)
|
7,834
|
|
|
10,575
|
WIRELESS TELECOMMUNICATION SERVICES—0.1%
|
||
131,100
|
KDDI Corp. (Japan)
|
4,344
|
TOTAL COMMON STOCKS
(Cost $2,670,927)
|
3,321,247
|
PREFERRED STOCKS—0.1%
|
||
Shares
|
|
Value
|
(Cost $1,735)
|
||
BEVERAGES—0.1%
|
||
689,411
|
Embotelladora Andina SA Class B (Chile)
|
$1,756
|
TOTAL INVESTMENTS—98.8%
(Cost $2,672,662)
|
3,323,003
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—1.2%
|
40,615
|
|
TOTAL NET ASSETS—100%
|
$3,363,618
|
RIGHTS/WARRANTS
|
||||||
Description
|
Shares
|
Strike Price
|
Expiration Date
|
Cost
(000s)
|
Value
(000s)
|
|
Localiza Rent a Car SA (Brazil)*
|
1,171
|
BRL
|
45.35
|
02/05/2024
|
$—
|
$2
|
Asset Category
|
Quoted Prices
Level 1
(000s)
|
Other Significant
Observable Inputs
Level 2
(000s)
|
Significant
Unobservable
Inputs
Level 3
(000s)
|
Total
(000s)
|
Investments in Securities
|
|
|
|
|
Common Stocks
|
|
|
|
|
Africa
|
$—
|
$16,724
|
$—
|
$16,724
|
Europe
|
—
|
2,133,203
|
—
|
2,133,203
|
Latin America
|
31,892
|
—
|
—
|
31,892
|
Middle East/Central Asia
|
9,691
|
36,881
|
—
|
46,572
|
North America
|
42,123
|
—
|
—
|
42,123
|
Pacific Basin
|
10,256
|
1,040,477
|
—
|
1,050,733
|
Preferred Stocks
|
|
|
|
|
Latin America
|
—
|
1,756
|
—
|
1,756
|
Total Investments in Securities
|
$93,962
|
$3,229,041
|
$—
|
$3,323,003
|
Financial Derivative Instruments - Assets
|
|
|
|
|
Rights/Warrants
|
$2
|
$—
|
$—
|
2
|
Total Investments
|
$93,964
|
$3,229,041
|
$—
|
$3,323,005
|
Valuation
Description
|
Beginning
Balance
as of 11/01/2023
(000s)
|
Purchases
(000s)
|
Sales
(000s)
|
Discount/
(Premium)
(000s)
|
Total
Realized
Gain/(Loss)
(000s)
|
Change in
Unrealized
Appreciation/
(Depreciation)
(000s)
|
Transfers
Into
Level 3
(000s)
|
Transfers
Out of
Level 3
(000s)
|
Ending
Balance
as of
01/31/2024
(000s)
|
Unrealized
Gain/(Loss)
as of
01/31/2024
(000s)
|
Common Stock
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$—
|
$(7,678)
|
Valuation Descriptions
|
Ending Balance
as of 01/31/24
(000s)
|
Valuation
Technique
|
Unobservable
Input(s)
|
Input
Value(s)
|
Investments in Securities
|
|
|
|
|
Common Stocks
|
|
|
|
|
Severstal PAO GDR (Russia)*
|
$—
|
Market Approach
|
Estimated Recovery Value
|
USD
0.00
|
X5 Retail Group NV GDR (Russia)*
|
—
|
Market Approach
|
Estimated Recovery Value
|
USD
0.00
|
|
$—
|
|
|
|
COMMON STOCKS—99.4%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—1.4%
|
||
1,128
|
Dassault Aviation SA (France)
|
$214
|
115,028
|
Leonardo SpA (Italy)
|
2,008
|
2,713
|
MDA Ltd. (United States)*
|
22
|
12,645
|
QinetiQ Group PLC (United Kingdom)
|
57
|
60,835
|
Rolls-Royce Holdings PLC (United Kingdom)*
|
231
|
773
|
Safran SA (France)
|
144
|
|
|
2,676
|
AIR FREIGHT & LOGISTICS—0.0%
|
||
5,800
|
KRS Corp. (Japan)
|
37
|
AUTOMOBILE COMPONENTS—0.1%
|
||
3,546
|
Bulten AB (Sweden)
|
25
|
8,700
|
Ichikoh Industries Ltd. (Japan)
|
34
|
28,000
|
Johnson Electric Holdings Ltd. (Hong Kong)
|
37
|
8,986
|
Martinrea International, Inc. (Canada)
|
92
|
6,500
|
Thai Stanley Electric PCL NVDR (Thailand)1
|
38
|
|
|
226
|
AUTOMOBILES—3.3%
|
||
331,400
|
Nissan Motor Co. Ltd. (Japan)
|
1,301
|
168,686
|
Stellantis NV (United States)
|
3,716
|
59,400
|
Subaru Corp. (Japan)
|
1,185
|
8,000
|
Suzuki Motor Corp. (Japan)
|
359
|
|
|
6,561
|
BANKS—7.1%
|
||
1,291,000
|
Agricultural Bank of China Ltd. Class H (China)
|
500
|
5,700
|
Awa Bank Ltd. (Japan)
|
96
|
5,613
|
Banca Popolare di Sondrio SpA (Italy)
|
43
|
138,524
|
Banco Bilbao Vizcaya Argentaria SA (Spain)
|
1,296
|
223,400
|
Bangkok Bank PCL NVDR (Thailand)1
|
888
|
741,065
|
Bank Danamon Indonesia Tbk. PT (Indonesia)
|
133
|
18,538
|
Bank Polska Kasa Opieki SA (Poland)
|
713
|
35,782
|
Bankinter SA (Spain)
|
221
|
611,414
|
CaixaBank SA (Spain)
|
2,607
|
2,463,000
|
China Construction Bank Corp. Class H (China)
|
1,463
|
32,260
|
Commercial Bank of Dubai PSC (United Arab Emirates)
|
43
|
22,200
|
Concordia Financial Group Ltd. (Japan)
|
106
|
14,255
|
Danske Bank AS (Denmark)
|
383
|
4,300
|
Ehime Bank Ltd. (Japan)
|
31
|
25,502
|
Erste Group Bank AG (Austria)
|
1,099
|
53,361
|
Faisal Islamic Bank of Egypt (Egypt)
|
53
|
7,000
|
Hyakugo Bank Ltd. (Japan)
|
27
|
754
|
ING Bank Slaski SA (Poland)*
|
47
|
15,640
|
Komercni Banka AS (Czech Republic)
|
513
|
3,700
|
Musashino Bank Ltd. (Japan)
|
70
|
18,434
|
Powszechna Kasa Oszczednosci Bank Polski SA (Poland)
|
234
|
14,933
|
Raiffeisen Bank International AG (Austria)
|
311
|
2,241
|
Santander Bank Polska SA (Poland)
|
271
|
3,400
|
Shikoku Bank Ltd. (Japan)
|
23
|
160,894
|
Skandinaviska Enskilda Banken AB Class A (Sweden)
|
2,285
|
11,862
|
Standard Bank Group Ltd (South Africa)
|
126
|
1,633,800
|
TMBThanachart Bank PCL NVDR (Thailand)1
|
82
|
11,100
|
Towa Bank Ltd. (Japan)
|
48
|
10,200
|
UniCredit SpA (Italy)
|
299
|
|
|
14,011
|
BEVERAGES—0.1%
|
||
3,442
|
Coca-Cola HBC AG (Italy)
|
101
|
14,638
|
Ginebra San Miguel, Inc. (Philippines)
|
43
|
|
|
144
|
BIOTECHNOLOGY—0.3%
|
||
2,348
|
Genmab AS (Denmark)*
|
649
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
BROADLINE RETAIL—0.5%
|
||
16,308
|
Max Stock Ltd. (Israel)
|
$33
|
9,500
|
Ryohin Keikaku Co. Ltd. (Japan)
|
148
|
54,816
|
Vipshop Holdings Ltd. ADR (China)*,1
|
871
|
|
|
1,052
|
BUILDING PRODUCTS—1.3%
|
||
300
|
BRC Asia Ltd. (Singapore)
|
—
|
31,743
|
Cie de Saint-Gobain SA (France)
|
2,244
|
5,400
|
Maezawa Kasei Industries Co. Ltd. (Japan)
|
58
|
1,300
|
Nichias Corp. (Japan)
|
30
|
4,400
|
Okabe Co. Ltd. (Japan)
|
24
|
615
|
ROCKWOOL AS Class B (Denmark)
|
168
|
1,900
|
Shin Nippon Air Technologies Co. Ltd. (Japan)
|
33
|
|
|
2,557
|
CAPITAL MARKETS—5.3%
|
||
35,988
|
3i Group PLC (United Kingdom)
|
1,126
|
318
|
Cie Financiere Tradition SA (Switzerland)
|
44
|
171,701
|
Deutsche Bank AG (Germany)
|
2,218
|
11,735
|
Deutsche Boerse AG (Germany)
|
2,337
|
2,082
|
Fiducian Group Ltd. (Australia)
|
8
|
2,256
|
Foresight Group Holdings Ltd. (United Kingdom)
|
13
|
6,200
|
iFAST Corp. Ltd. (Singapore)
|
34
|
83,841
|
Investec PLC (United Kingdom)
|
553
|
4,100
|
IwaiCosmo Holdings, Inc. (Japan)
|
59
|
41,100
|
Japan Exchange Group, Inc. (Japan)
|
910
|
131,408
|
Man Group PLC (United Kingdom)
|
393
|
230
|
Partners Group Holding AG (Switzerland)
|
310
|
5,700
|
Singapore Exchange Ltd. (Singapore)
|
40
|
1,200
|
Titanium OYJ (Finland)
|
22
|
27,500
|
TMX Group Ltd. (Canada)
|
680
|
55,123
|
UBS Group AG (Switzerland)
|
1,650
|
11,793
|
Westaim Corp. (Canada)*
|
32
|
|
|
10,429
|
CHEMICALS—1.0%
|
||
2,500
|
Achilles Corp. (Japan)
|
27
|
1,200
|
Asahi Yukizai Corp. (Japan)
|
33
|
5,600
|
Carlit Holdings Co. Ltd. (Japan)
|
37
|
2,900
|
Dai Nippon Toryo Co. Ltd. (Japan)
|
23
|
28,100
|
Daicel Corp. (Japan)
|
275
|
4,200
|
Fujimori Kogyo Co. Ltd. (Japan)
|
116
|
800
|
Hodogaya Chemical Co. Ltd. (Japan)
|
20
|
2,800
|
Ishihara Sangyo Kaisha Ltd. (Japan)
|
30
|
4,600
|
Koatsu Gas Kogyo Co. Ltd. (Japan)
|
27
|
5,200
|
Konishi Co. Ltd. (Japan)
|
50
|
492
|
KPX Chemical Co. Ltd. (South Korea)
|
16
|
2,800
|
Kyowa Leather Cloth Co. Ltd. (Japan)
|
15
|
2,000
|
MORESCO Corp. (Japan)
|
20
|
4,200
|
Nihon Parkerizing Co. Ltd. (Japan)
|
33
|
2,200
|
Nippon Carbide Industries Co., Inc. (Japan)
|
23
|
2,100
|
Nippon Shokubai Co. Ltd. (Japan)
|
79
|
1,400
|
Okamoto Industries, Inc. (Japan)
|
47
|
1,300
|
Okura Industrial Co. Ltd. (Japan)
|
25
|
80,933
|
Orica Ltd. (Australia)
|
854
|
7,100
|
Riken Technos Corp. (Japan)
|
42
|
5,600
|
Sekisui Kasei Co. Ltd. (Japan)
|
19
|
600
|
Soken Chemical & Engineering Co. Ltd. (Japan)
|
11
|
1,100
|
Sumitomo Seika Chemicals Co. Ltd. (Japan)
|
39
|
9,600
|
Tokuyama Corp. (Japan)
|
154
|
|
|
2,015
|
COMMERCIAL SERVICES & SUPPLIES—1.1%
|
||
4,000
|
Aeon Delight Co. Ltd. (Japan)
|
103
|
800
|
Ajis Co. Ltd. (Japan)
|
14
|
4,000
|
Azienda Bresciana Petroli Nocivelli SpA (Italy)
|
18
|
35,589
|
Brambles Ltd. (Australia)
|
339
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
COMMERCIAL SERVICES & SUPPLIES—Continued
|
||
1,074
|
Cewe Stiftung & Co. KGAA (Germany)
|
$117
|
6,206
|
Chrysos Corp. Ltd. (Australia)*
|
27
|
3,800
|
Dai Nippon Printing Co. Ltd. (Japan)
|
110
|
13,743
|
Elis SA (France)
|
302
|
340
|
Fursys, Inc. (South Korea)*
|
8
|
2,746
|
GL Events SACA (France)
|
59
|
17,217
|
Johnson Service Group PLC (United Kingdom)
|
32
|
14,200
|
Kokuyo Co. Ltd. (Japan)
|
229
|
1,800
|
Kyodo Printing Co. Ltd. (Japan)
|
41
|
8,961
|
Mears Group PLC (United Kingdom)
|
39
|
5,900
|
Prestige International, Inc. (Japan)
|
24
|
1,900
|
Sato Holdings Corp. (Japan)
|
28
|
9,067
|
SPIE SA (France)
|
300
|
2,500
|
Takara & Co. Ltd. (Japan)
|
48
|
15,200
|
TOPPAN Holdings, Inc. (Japan)
|
419
|
|
|
2,257
|
COMMUNICATIONS EQUIPMENT—0.0%
|
||
1,712
|
EVS Broadcast Equipment SA (Belgium)
|
56
|
CONSTRUCTION & ENGINEERING—0.7%
|
||
8,889
|
ACS Actividades de Construccion y Servicios SA (Spain)
|
351
|
316,778
|
Analogue Holdings Ltd. (Hong Kong)
|
40
|
13,188
|
Boustead Singapore Ltd. (Singapore)
|
8
|
305
|
Burkhalter Holding AG (Switzerland)
|
31
|
18,032
|
Costain Group PLC (United Kingdom)
|
15
|
5,000
|
Dai-Ichi Cutter Kogyo KK (Japan)
|
46
|
2,091
|
Eiffage SA (France)
|
219
|
4,546
|
HOCHTIEF AG (Germany)
|
488
|
3,816
|
Lycopodium Ltd. (Australia)
|
30
|
905
|
Morgan Sindall Group PLC (United Kingdom)
|
26
|
3,722
|
Orascom Construction PLC (United Arab Emirates)
|
23
|
19,372
|
Service Stream Ltd. (Australia)
|
12
|
133,009
|
SRG Global Ltd. (Australia)
|
60
|
3,600
|
Tobishima Corp. (Japan)
|
37
|
7,700
|
Tomoe Corp. (Japan)
|
30
|
5,400
|
Toyo Engineering Corp. (Japan)*
|
30
|
|
|
1,446
|
CONSTRUCTION MATERIALS—3.2%
|
||
4,100
|
Asia Pile Holdings Corp. (Japan)
|
22
|
13,352
|
Breedon Group PLC (United Kingdom)
|
61
|
3,663
|
Buzzi SpA (Italy)
|
125
|
21,383
|
CRH PLC (United States)
|
1,534
|
16,825
|
Heidelberg Materials AG (Germany)
|
1,554
|
75,220
|
James Hardie Industries PLC CDI (United States)*,1
|
2,826
|
12,394
|
Qatar National Cement Co. QSC (Qatar)
|
14
|
4,000
|
Shinagawa Refractories Co. Ltd. (Japan)
|
54
|
1,742
|
Titan Cement International SA (United States)
|
45
|
29,705
|
Wagners Holding Co. Ltd. (Australia)*
|
18
|
|
|
6,253
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—0.4%
|
||
4,400
|
Axial Retailing, Inc. (Japan)
|
122
|
9,200
|
Beshom Holdings Bhd. (Malaysia)
|
2
|
1,676
|
Colruyt Group NV (Belgium)
|
77
|
16,210
|
Eurocash SA (Poland)
|
61
|
3,300
|
G-7 Holdings, Inc. (Japan)
|
28
|
10,268
|
Jeronimo Martins SGPS SA (Portugal)
|
234
|
500
|
Lawson, Inc. (Japan)
|
29
|
7,200
|
Medical System Network Co. Ltd. (Japan)
|
30
|
2,600
|
Mitsubishi Shokuhin Co. Ltd. (Japan)
|
88
|
3,600
|
Orsero SpA (Italy)
|
67
|
2,700
|
Qol Holdings Co. Ltd. (Japan)
|
32
|
1,964
|
Sligro Food Group NV (Netherlands)
|
31
|
1,300
|
Toho Co. Ltd. (Japan)
|
25
|
|
|
826
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
CONTAINERS & PACKAGING—0.1%
|
||
18,631
|
Orora Ltd. (Australia)
|
$34
|
6,177
|
Pro-Pacific Packaging Ltd. (Australia)*
|
1
|
39,400
|
PSC Corp. Ltd. (Singapore)
|
10
|
1,900
|
Richards Packaging Income Fund (Canada)
|
49
|
9,900
|
Thantawan Industry PCL NVDR (Thailand)1
|
8
|
|
|
102
|
DISTRIBUTORS—0.0%
|
||
52,861
|
Smiths News PLC (United Kingdom)
|
32
|
DIVERSIFIED CONSUMER SERVICES—0.2%
|
||
1,533
|
JLS Co. Ltd. (South Korea)
|
8
|
30,798
|
Me Group International PLC (United Kingdom)
|
49
|
2,713
|
MegaStudy Co. Ltd. (South Korea)
|
22
|
30,042
|
TAL Education Group ADR (China)*,1
|
320
|
3,700
|
Tear Corp. (Japan)
|
12
|
|
|
411
|
DIVERSIFIED TELECOMMUNICATION SERVICES—0.0%
|
||
604
|
Magyar Telekom Telecommunications PLC ADR (Hungary)1
|
7
|
3,800
|
Vision, Inc. (Japan)*
|
30
|
|
|
37
|
ELECTRIC UTILITIES—0.3%
|
||
1,171
|
BKW AG (Switzerland)
|
186
|
48,945
|
Enel SpA (Italy)
|
334
|
|
|
520
|
ELECTRICAL EQUIPMENT—1.1%
|
||
48,183
|
ABB Ltd. (Switzerland)
|
2,038
|
735
|
Cembre SpA (Italy)
|
32
|
5,600
|
Chiyoda Integre Co. Ltd. (Japan)
|
105
|
2,500
|
Sinfonia Technology Co. Ltd. (Japan)
|
40
|
51,000
|
Xingye Alloy Materials Group Ltd. (China)*
|
7
|
|
|
2,222
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—0.6%
|
||
12,192
|
Codan Ltd. (Australia)
|
64
|
2,300
|
Daitron Co. Ltd. (Japan)
|
47
|
77,905
|
DataTec Ltd. (South Africa)
|
171
|
4,400
|
Horiba Ltd. (Japan)
|
353
|
3,900
|
Iriso Electronics Co. Ltd. (Japan)
|
91
|
1,000
|
Kaga Electronics Co. Ltd. (Japan)
|
46
|
5,200
|
Koa Corp. (Japan)
|
53
|
16,000
|
Maxell Ltd. (Japan)
|
176
|
265
|
Nedap NV (Netherlands)
|
18
|
2,700
|
Nihon Denkei Co. Ltd. (Japan)
|
38
|
3,800
|
Osaki Electric Co. Ltd. (Japan)
|
18
|
2,700
|
Sigma Koki Co. Ltd. (Japan)
|
27
|
2,700
|
SMK Corp. (Japan)
|
46
|
2,000
|
Sun-Wa Technos Corp. (Japan)
|
32
|
|
|
1,180
|
ENERGY EQUIPMENT & SERVICES—0.5%
|
||
55,749
|
CES Energy Solutions Corp. (Canada)
|
168
|
13,597
|
Hunting PLC (United Kingdom)
|
56
|
62,210
|
MMA Offshore Ltd. (Australia)*
|
84
|
10,553
|
Pason Systems, Inc. (Canada)
|
116
|
23,013
|
PHX Energy Services Corp. (Canada)
|
160
|
9,418
|
Technip Energies NV (France)
|
195
|
15,004
|
Vallourec SACA (France)*
|
215
|
|
|
994
|
ENTERTAINMENT—1.6%
|
||
7,900
|
Ateam, Inc. (Japan)
|
30
|
14,200
|
Capcom Co. Ltd. (Japan)
|
542
|
46,000
|
IGG, Inc. (Singapore)*
|
16
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
ENTERTAINMENT—Continued
|
||
15,900
|
Nexon Co. Ltd. (Japan)
|
$254
|
10,628
|
Spotify Technology SA (United States)*
|
2,289
|
|
|
3,131
|
FINANCIAL SERVICES—0.6%
|
||
26,741
|
Banca Mediolanum SpA (Italy)
|
274
|
3,972
|
Eurazeo SE (France)
|
338
|
5,400
|
Firm Capital Mortgage Investment Corp. (Canada)
|
46
|
95,700
|
Pacific Century Regional Developments Ltd. (Singapore)
|
20
|
32,279
|
Wise PLC Class A (United Kingdom)*
|
329
|
2,200
|
Zenkoku Hosho Co. Ltd. (Japan)
|
82
|
|
|
1,089
|
FOOD PRODUCTS—0.2%
|
||
469,500
|
CCK Consolidated Holdings Bhd. (Malaysia)
|
89
|
1,500,000
|
China Starch Holdings Ltd. (China)
|
24
|
39,400
|
Delfi Ltd. (Singapore)
|
32
|
797
|
Industrial Milk Co. (Ukraine)*
|
2
|
58,700
|
Kawan Food Bhd. (Malaysia)
|
23
|
561
|
Maeil Holdings Co. Ltd. (South Korea)*
|
3
|
27,953
|
Ridley Corp. Ltd. (Australia)
|
51
|
1,562
|
Sajodaerim Corp. (South Korea)
|
39
|
356,800
|
Salim Ivomas Pratama Tbk. PT (Indonesia)
|
8
|
98,600
|
Sarawak Plantation Bhd. (Malaysia)
|
46
|
17,200
|
Ta Ann Holdings Bhd. (Malaysia)
|
14
|
4,600
|
Warabeya Nichiyo Holdings Co. Ltd. (Japan)
|
89
|
|
|
420
|
GAS UTILITIES—0.0%
|
||
4,400
|
Hiroshima Gas Co. Ltd. (Japan)
|
12
|
2,300
|
Toho Gas Co. Ltd. (Japan)
|
46
|
|
|
58
|
GROUND TRANSPORTATION—0.2%
|
||
4,400
|
Alps Logistics Co. Ltd. (Japan)
|
53
|
341,700
|
BTS Rail Mass Transit Growth Infrastructure Fund (Thailand)
|
25
|
1,900
|
Chilled & Frozen Logistics Holdings Co. Ltd. (Japan)
|
22
|
50,609
|
Firstgroup PLC (United Kingdom)
|
107
|
220
|
Jungfraubahn Holding AG (Switzerland)
|
43
|
36,910
|
Lindsay Australia Ltd. (Australia)
|
26
|
1,000
|
Maruzen Showa Unyu Co. Ltd. (Japan)
|
28
|
3,400
|
Mullen Group Ltd. (Canada)
|
38
|
14,007
|
PKP Cargo SA (Poland)*
|
49
|
1,800
|
Seino Holdings Co. Ltd. (Japan)
|
26
|
|
|
417
|
HEALTH CARE EQUIPMENT & SUPPLIES—1.1%
|
||
7,058
|
Cochlear Ltd. (Australia)
|
1,401
|
12,657
|
Demant AS (Denmark)*
|
573
|
2,200
|
Fukuda Denshi Co. Ltd. (Japan)
|
117
|
1,900
|
Nihon Kohden Corp. (Japan)
|
58
|
|
|
2,149
|
HEALTH CARE PROVIDERS & SERVICES—0.5%
|
||
18,500
|
Alfresa Holdings Corp. (Japan)
|
304
|
3,943
|
Dedicare AB Class B (Sweden)
|
40
|
19,831
|
Humana AB (Sweden)*
|
50
|
4,800
|
Japan Medical Dynamic Marketing, Inc. (Japan)
|
24
|
5,400
|
Koa Shoji Holdings Co. Ltd. (Japan)
|
28
|
60,000
|
Ladprao General Hospital PCL NVDR (Thailand)1
|
8
|
2,000
|
Medipal Holdings Corp. (Japan)
|
32
|
6,322
|
Oriola OYJ (Finland)
|
8
|
830
|
Oriola OYJ Class B (Finland)
|
1
|
4,000
|
Suzuken Co. Ltd. (Japan)
|
124
|
11,700
|
Toho Holdings Co. Ltd. (Japan)
|
254
|
10,598
|
Viemed Healthcare, Inc. (United States)*
|
86
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HEALTH CARE PROVIDERS & SERVICES—Continued
|
||
9,200
|
Vital KSK Holdings, Inc. (Japan)
|
$72
|
|
|
1,031
|
HEALTH CARE TECHNOLOGY—0.3%
|
||
211
|
Ascom Holding AG (Switzerland)
|
2
|
7,502
|
Pro Medicus Ltd. (Australia)
|
494
|
|
|
496
|
HOTELS, RESTAURANTS & LEISURE—2.2%
|
||
73,287
|
Aristocrat Leisure Ltd. (Australia)
|
2,113
|
4,523
|
Betsson AB Class B (Sweden)
|
49
|
400,400
|
Champ Resto Indonesia Tbk. PT (Indonesia)
|
33
|
495,000
|
Genting Singapore Ltd. (Singapore)
|
372
|
83,100
|
Jaya Bersama Indo Tbk. PT (Indonesia)*
|
—
x
|
43,700
|
Kimly Ltd. (Singapore)
|
10
|
32,104
|
La Francaise des Jeux SAEM (France)2
|
1,301
|
8,233
|
Whitbread PLC (United Kingdom)
|
373
|
2,500
|
Yossix Holdings Co. Ltd. (Japan)
|
51
|
61,600
|
Zen Corp. Group PCL NVDR (Thailand)1
|
15
|
|
|
4,317
|
HOUSEHOLD DURABLES—0.6%
|
||
5
|
Dom Development SA (Poland)
|
—
|
3,800
|
JANOME Corp. (Japan)
|
18
|
1,457
|
Kaufman & Broad SA (France)
|
43
|
4,700
|
Nihon Trim Co. Ltd. (Japan)
|
102
|
47,000
|
Panasonic Holdings Corp. (Japan)
|
443
|
4,439
|
SEB SA (France)
|
542
|
10,993
|
Toya SA (Poland)*
|
23
|
|
|
1,171
|
INDUSTRIAL CONGLOMERATES—1.1%
|
||
1,700
|
Hikari Tsushin, Inc. (Japan)
|
296
|
5,700
|
Jardine Matheson Holdings Ltd. (Hong Kong)
|
229
|
14,034
|
Qatar Industrial Manufacturing Co. QSC (Qatar)
|
12
|
8,732
|
Siemens AG (Germany)
|
1,563
|
|
|
2,100
|
INSURANCE—3.0%
|
||
21,539
|
Chesnara PLC (United Kingdom)
|
72
|
10,172
|
Conduit Holdings Ltd. (Bermuda)
|
61
|
42,500
|
Dai-ichi Life Holdings, Inc. (Japan)
|
932
|
195,700
|
Japan Post Holdings Co. Ltd. (Japan)
|
1,873
|
40,600
|
Japan Post Insurance Co. Ltd. (Japan)
|
760
|
15,500
|
MS&AD Insurance Group Holdings, Inc. (Japan)
|
640
|
4,366
|
SCOR SE (France)
|
130
|
11,300
|
Sompo Holdings, Inc. (Japan)
|
586
|
7,534
|
Talanx AG (Germany)
|
529
|
15,500
|
Tokio Marine Holdings, Inc. (Japan)
|
409
|
|
|
5,992
|
INTERACTIVE MEDIA & SERVICES—0.2%
|
||
1,184
|
Autohome, Inc. ADR (China)1
|
30
|
2,833
|
JOYY, Inc. ADR (China)1
|
87
|
13,600
|
Kakaku.com, Inc. (Japan)
|
155
|
17,425
|
Yalla Group Ltd. ADR (United Arab Emirates)*,1
|
89
|
|
|
361
|
IT SERVICES—4.0%
|
||
2,100
|
AGS Corp. (Japan)
|
14
|
1,100
|
Argo Graphics, Inc. (Japan)
|
32
|
4,958
|
Atea ASA (Sweden)
|
66
|
2,721
|
B3 Consulting Group AB (Sweden)
|
24
|
1,400
|
Business Brain Showa-Ota, Inc. (Japan)
|
21
|
800
|
CDS Co. Ltd. (Japan)
|
9
|
640
|
ComArch SA (Poland)
|
33
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
IT SERVICES—Continued
|
||
4,200
|
Core Corp. (Japan)
|
$51
|
11,000
|
Fujitsu Ltd. (Japan)
|
1,523
|
7,700
|
Future Corp. (Japan)
|
91
|
1,500
|
GMO GlobalSign Holdings KK (Japan)
|
29
|
2,600
|
ID Holdings Corp. (Japan)
|
30
|
40,100
|
NEC Corp. (Japan)
|
2,620
|
1,600
|
Obic Co. Ltd. (Japan)
|
246
|
1,500
|
Oro Co. Ltd. (Japan)
|
30
|
12,600
|
Otsuka Corp. (Japan)
|
530
|
9,300
|
SCSK Corp. (Japan)
|
183
|
571
|
Sopra Steria Group SACA (France)
|
134
|
3,300
|
TechMatrix Corp. (Japan)
|
35
|
8,400
|
TIS, Inc. (Japan)
|
187
|
4,200
|
Ubicom Holdings, Inc. (Japan)
|
43
|
15,419
|
Wix.com Ltd. (Israel)*
|
1,956
|
700
|
Zuken, Inc. (Japan)
|
19
|
|
|
7,906
|
LEISURE PRODUCTS—0.1%
|
||
1,500
|
Sankyo Co. Ltd. (Japan)
|
92
|
3,600
|
Tomy Co. Ltd. (Japan)
|
59
|
|
|
151
|
MACHINERY—3.8%
|
||
2,025
|
ANDRITZ AG (Austria)
|
125
|
7,300
|
Daihatsu Diesel Manufacturing Co. Ltd. (Japan)
|
64
|
13,379
|
Deutz AG (Germany)
|
81
|
5,396
|
Duerr AG (Germany)
|
123
|
54
|
Exail Technologies SA (France)*
|
1
|
268
|
Exel Industries SA Class A (France)
|
17
|
1,691
|
Georg Fischer AG (Switzerland)
|
113
|
3,000
|
Glory Ltd. (Japan)
|
62
|
1,327
|
Grenevia SA (Poland)*
|
1
|
6,612
|
Knorr-Bremse AG (Germany)
|
408
|
3,700
|
Maezawa Industries, Inc. (Japan)
|
27
|
18,900
|
Miura Co. Ltd. (Japan)
|
345
|
3,200
|
Morita Holdings Corp. (Japan)
|
34
|
8,800
|
Nippon Thompson Co. Ltd. (Japan)
|
35
|
2,200
|
Nitto Kohki Co. Ltd. (Japan)
|
29
|
371
|
Palfinger AG (Austria)
|
10
|
247
|
Rational AG (Germany)
|
190
|
600
|
Rix Corp. (Japan)
|
15
|
6,900
|
Schindler Holding AG (Switzerland)
|
1,719
|
22,380
|
SKF AB Class B (Sweden)
|
441
|
4,700
|
Sodick Co. Ltd. (Japan)
|
23
|
3,000
|
Toyo Machinery & Metal Co. Ltd. (Japan)
|
14
|
9,561
|
Vesuvius PLC (United Kingdom)
|
58
|
107,699
|
Volvo AB Class B (Sweden)
|
2,581
|
55,108
|
Wartsila OYJ Abp (Finland)
|
813
|
52,300
|
Yangzijiang Shipbuilding Holdings Ltd. (China)
|
65
|
|
|
7,394
|
MARINE TRANSPORTATION—2.1%
|
||
1,212
|
AP Moller - Maersk AS Class B (Denmark)
|
2,235
|
40,373
|
Hoegh Autoliners ASA (Norway)
|
405
|
3,467
|
Kuehne & Nagel International AG (Switzerland)
|
1,175
|
1,228,800
|
Marco Polo Marine Ltd. (Singapore)*
|
47
|
341,700
|
Samudera Shipping Line Ltd. (Singapore)
|
174
|
1,029
|
Stolt-Nielsen Ltd. (Norway)
|
38
|
2,303
|
Western Bulk Chartering AS (Norway)
|
6
|
1,724
|
Wilson ASA (Norway)*
|
10
x
|
|
|
4,090
|
MEDIA—0.7%
|
||
1,200
|
AlphaPolis Co. Ltd. (Japan)*
|
19
|
4,842
|
Bloomsbury Publishing PLC (United Kingdom)
|
29
|
5,458
|
Criteo SA ADR (France)*,1
|
141
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
MEDIA—Continued
|
||
1,900
|
FAN Communications, Inc. (Japan)
|
$5
|
960
|
HighCo (France)
|
3
|
14,050
|
NZME Ltd. (New Zealand)
|
9
|
158,443
|
Pico Far East Holdings Ltd. (Hong Kong)
|
31
|
100
|
Proto Corp. (Japan)
|
1
|
33,805
|
PRT Co. Ltd. (Australia)*
|
—
x
|
10,257
|
Publicis Groupe SA (France)
|
1,028
|
16,315
|
SKY Network Television Ltd. (New Zealand)
|
28
|
10,900
|
SKY Perfect JSAT Holdings, Inc. (Japan)
|
57
|
|
|
1,351
|
METALS & MINING—4.2%
|
||
1,595
|
Anglo American PLC (South Africa)
|
38
|
233,117
|
Base Resources Ltd. (Australia)
|
25
|
67,085
|
BlueScope Steel Ltd. (Australia)
|
1,024
|
17,724
|
Boryszew SA (Poland)
|
26
|
48,281
|
Champion Iron Ltd. (Australia)
|
265
|
15,426
|
ElvalHalcor SA (Greece)
|
40
|
77,940
|
Fortescue Ltd. (Australia)
|
1,506
|
17,744
|
Gem Diamonds Ltd. (United Kingdom)*
|
3
|
17,603
|
Iluka Resources Ltd. (Australia)
|
82
|
6,948
|
Major Drilling Group International, Inc. (Canada)*
|
43
|
113,919
|
Northern Star Resources Ltd. (Australia)
|
977
|
35,973
|
Perenti Ltd. (Australia)*
|
19
|
127,608
|
Regis Resources Ltd. (Australia)*
|
174
|
46,952
|
Rio Tinto PLC ADR (Australia)1
|
3,252
|
93,363
|
Sierra Rutile Holdings Ltd. (Australia)*
|
4
|
148,422
|
South32 Ltd. (Australia)
|
321
|
33,261
|
Stanmore Resources Ltd. (Australia)
|
85
|
39,616
|
thyssenkrupp AG (Germany)
|
245
|
2,200
|
Topy Industries Ltd. (Japan)
|
43
|
5,500
|
Tree Island Steel Ltd. (Canada)
|
14
|
3,359
|
Zimplats Holdings Ltd. (Australia)
|
49
|
|
|
8,235
|
MULTI-UTILITIES—2.3%
|
||
98,993
|
A2A SpA (Italy)
|
196
|
884,402
|
Centrica PLC (United Kingdom)
|
1,548
|
194,256
|
E.ON SE (Germany)
|
2,628
|
45,600
|
Sembcorp Industries Ltd. (Singapore)
|
192
|
|
|
4,564
|
OIL, GAS & CONSUMABLE FUELS—5.0%
|
||
116,400
|
ABM Investama Tbk. PT (Indonesia)
|
25
|
22,909
|
Ampol Ltd. (Australia)
|
542
|
36,669
|
Awilco LNG AS (Norway)
|
27
|
551,700
|
Baramulti Suksessarana Tbk. PT (Indonesia)
|
129
|
130,664
|
BP PLC ADR (United Kingdom)1
|
4,586
|
55,295
|
Channel Infrastructure NZ Ltd. (New Zealand)
|
50
|
75,100
|
China Aviation Oil Singapore Corp. Ltd. (Singapore)
|
49
|
41,848
|
Hafnia Ltd. (Singapore)
|
304
|
507,155
|
Horizon Oil Ltd. (Australia)
|
49
|
27,500
|
Idemitsu Kosan Co. Ltd. (Japan)
|
153
|
96,000
|
Lanna Resources PCL NVDR (Thailand)1
|
40
|
3,518
|
Lubelski Wegiel Bogdanka SA (Poland)
|
30
|
110,622
|
New Hope Corp. Ltd. (Australia)
|
387
|
2,882,000
|
PetroChina Co. Ltd. Class H (China)
|
2,085
|
577,000
|
Petron Corp. (Philippines)
|
35
|
53,000
|
PTT Exploration & Production PCL NVDR (Thailand)1
|
224
|
897,694
|
Resource Alam Indonesia Tbk. PT (Indonesia)
|
21
|
19,617
|
Shell PLC (Netherlands)
|
608
|
92,900
|
Thai Oil PCL NVDR (Thailand)1
|
143
|
83,223
|
Whitehaven Coal Ltd. (Australia)
|
455
|
|
|
9,942
|
PAPER & FOREST PRODUCTS—0.0%
|
||
1,311
|
Midway Ltd. (Australia)
|
1
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
PASSENGER AIRLINES—1.1%
|
||
112,697
|
Air New Zealand Ltd. (New Zealand)
|
$44
|
108,173
|
International Consolidated Airlines Group SA (United Kingdom)*
|
202
|
180,730
|
Qantas Airways Ltd. (Australia)*
|
651
|
255,500
|
Singapore Airlines Ltd. (Singapore)
|
1,268
|
|
|
2,165
|
PERSONAL CARE PRODUCTS—0.0%
|
||
477
|
Interparfums SA (France)
|
25
|
PHARMACEUTICALS—12.1%
|
||
21,427
|
Hikma Pharmaceuticals PLC (Jordan)
|
523
|
1,436
|
Ipsen SA (France)
|
166
|
31,700
|
Nippon Shinyaku Co. Ltd. (Japan)
|
1,120
|
43,495
|
Novartis AG (Switzerland)
|
4,498
|
2,668
|
Novo Nordisk AS ADR (Denmark)1
|
306
|
66,321
|
Novo Nordisk AS Class B (Denmark)
|
7,581
|
27,800
|
Ono Pharmaceutical Co. Ltd. (Japan)
|
501
|
284
|
Orion OYJ Class A (Finland)
|
13
|
7,500
|
Otsuka Holdings Co. Ltd. (Japan)
|
295
|
15,754
|
Recordati Industria Chimica e Farmaceutica SpA (Italy)
|
869
|
18,038
|
Roche Holding AG (United States)
|
5,136
|
34,027
|
Sandoz Group AG (Switzerland)*
|
1,167
|
30,600
|
Santen Pharmaceutical Co. Ltd. (Japan)
|
309
|
8,600
|
Sawai Group Holdings Co. Ltd. (Japan)
|
325
|
5,600
|
Seikagaku Corp. (Japan)
|
29
|
16,700
|
Shionogi & Co. Ltd. (Japan)
|
801
|
26,500
|
Sumitomo Pharma Co. Ltd. (Japan)
|
78
|
274
|
Vetoquinol SA (France)
|
32
|
1,500
|
ZERIA Pharmaceutical Co. Ltd. (Japan)
|
21
|
|
|
23,770
|
PROFESSIONAL SERVICES—3.7%
|
||
600
|
Abist Co. Ltd. (Japan)
|
13
|
613
|
Bertrandt AG (Germany)
|
33
|
1,700
|
Career Design Center Co. Ltd. (Japan)
|
24
|
1,800
|
Creek & River Co. Ltd. (Japan)
|
24
|
5,300
|
en Japan, Inc. (Japan)
|
98
|
28,361
|
Experian PLC (United Kingdom)
|
1,180
|
4,400
|
JAC Recruitment Co. Ltd. (Japan)
|
20
|
2,600
|
Matching Service Japan Co. Ltd. (Japan)
|
22
|
2,400
|
MEITEC Group Holdings, Inc. (Japan)
|
47
|
989
|
Pagegroup PLC (United Kingdom)
|
6
|
32,700
|
Persol Holdings Co. Ltd. (Japan)
|
52
|
1,119
|
Randstad NV (Netherlands)
|
64
|
22,000
|
Recruit Holdings Co. Ltd. (Japan)
|
869
|
19,258
|
RELX PLC (United Kingdom)
|
795
|
5,300
|
SIGMAXYZ Holdings, Inc. (Japan)
|
50
|
2,400
|
SMS Co. Ltd. (Japan)
|
43
|
8,500
|
Space Co. Ltd. (Japan)
|
55
|
3,412
|
SThree PLC (United Kingdom)
|
18
|
6,185
|
Wilmington PLC (United Kingdom)
|
25
|
25,975
|
Wolters Kluwer NV (Netherlands)
|
3,829
|
1,600
|
YAMADA Consulting Group Co. Ltd. (Japan)
|
20
|
|
|
7,287
|
REAL ESTATE MANAGEMENT & DEVELOPMENT—0.2%
|
||
4,596,500
|
Agung Podomoro Land Tbk. PT (Indonesia)*
|
36
|
946
|
Almogim Holdings Ltd. (Israel)
|
2
|
292,649
|
Deyaar Development PJSC (United Arab Emirates)*
|
56
|
107,325
|
Emaar Properties PJSC (United Arab Emirates)
|
217
|
116,681
|
Ever Reach Group Holdings Co. Ltd. (China)*
|
3
|
998
|
K Wah International Holdings Ltd. (Hong Kong)
|
—
|
1,077
|
Melcor Developments Ltd. (Canada)
|
10
|
20,963
|
Modern Land China Co. Ltd. (China)*
|
—
|
2,400
|
Propnex Ltd. (Singapore)
|
2
|
|
|
326
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—3.4%
|
||
163,151
|
ASE Technology Holding Co. Ltd. ADR (Taiwan)1
|
$1,516
|
113
|
ASML Holding NV New York Registry Shares (Netherlands)
|
98
|
1,378
|
ChipMOS Technologies, Inc. ADR (Taiwan)1
|
37
|
300
|
Disco Corp. (Japan)
|
81
|
43,096
|
Himax Technologies, Inc. ADR (Taiwan)1
|
246
|
4,800
|
Japan Electronic Materials Corp. (Japan)
|
60
|
3,100
|
Megachips Corp. (Japan)
|
100
|
2,000
|
Micronics Japan Co. Ltd. (Japan)
|
59
|
4,700
|
Mimasu Semiconductor Industry Co. Ltd. (Japan)
|
101
|
8,300
|
Optorun Co. Ltd. (Japan)
|
96
|
900
|
RS Technologies Co. Ltd. (Japan)
|
18
|
2,500
|
Sanken Electric Co. Ltd. (Japan)
|
115
|
26,300
|
SCREEN Holdings Co. Ltd. (Japan)
|
2,579
|
18,455
|
Silicon Motion Technology Corp. ADR (Taiwan)1
|
1,162
|
900
|
Tera Probe, Inc. (Japan)
|
43
|
2,100
|
Tokyo Electron Ltd. (Japan)
|
390
|
1,500
|
Tokyo Seimitsu Co. Ltd. (Japan)
|
97
|
|
|
6,798
|
SOFTWARE—5.2%
|
||
2,388
|
Altium Ltd. (Australia)
|
77
|
6,085
|
Check Point Software Technologies Ltd. (Israel)*
|
967
|
14,600
|
Coveo Solutions, Inc. (Canada)*
|
106
|
503
|
CyberArk Software Ltd. (United States)*
|
117
|
18,526
|
Dassault Systemes SE (France)
|
960
|
1,100
|
Digital Arts, Inc. (Japan)
|
38
|
1,185
|
Enghouse Systems Ltd. (Canada)
|
33
|
5,400
|
ISB Corp. (Japan)
|
57
|
5,654
|
Monday.com Ltd. (United States)*
|
1,188
|
2,853
|
Nemetschek SE (Germany)
|
263
|
600
|
NTT Data Intramart Corp. (Japan)
|
8
|
123,543
|
Sage Group PLC (United Kingdom)
|
1,839
|
20,995
|
SAP SE (Germany)
|
3,637
|
1,800
|
Soliton Systems KK (Japan)
|
17
|
1,410
|
Temenos AG (Switzerland)
|
143
|
3,545
|
Text SA (Poland)
|
86
|
10,900
|
Trend Micro, Inc. (Japan)
|
624
|
1,400
|
WingArc1st, Inc. (Japan)
|
27
|
|
|
10,187
|
SPECIALTY RETAIL—4.1%
|
||
5,000
|
Adastria Co. Ltd. (Japan)
|
117
|
6,743
|
Autosports Group Ltd. (Australia)
|
11
|
441
|
Castro Model Ltd. (Israel)*
|
5
|
3,500
|
Fast Retailing Co. Ltd. (Japan)
|
934
|
4,300
|
Fuji Corp. (Japan)
|
52
|
43,525
|
H & M Hennes & Mauritz AB Class B (Sweden)
|
614
|
117,586
|
Industria de Diseno Textil SA (Spain)
|
5,028
|
6,986
|
Naturhouse Health SAU (Spain)
|
12
|
113,600
|
Padini Holdings Bhd. (Malaysia)
|
85
|
10,200
|
PAL GROUP Holdings Co. Ltd. (Japan)
|
163
|
70
|
Samse SACA (France)
|
15
|
52,000
|
USS Co. Ltd. (Japan)
|
983
|
|
|
8,019
|
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS—2.5%
|
||
30,700
|
Brother Industries Ltd. (Japan)
|
514
|
167,400
|
Konica Minolta, Inc. (Japan)*
|
459
|
29,604
|
Logitech International SA (Switzerland)
|
2,482
|
93,300
|
Ricoh Co. Ltd. (Japan)
|
733
|
44,800
|
Seiko Epson Corp. (Japan)
|
654
|
14,394
|
Tobii Dynavox AB (Sweden)*
|
58
|
4,000
|
Toshiba TEC Corp. (Japan)
|
83
|
6,000
|
Wacom Co. Ltd. (Japan)
|
28
|
|
|
5,011
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TEXTILES, APPAREL & LUXURY GOODS—4.0%
|
||
999
|
adidas AG (Germany)
|
$189
|
1,381
|
Bijou Brigitte AG (Germany)
|
57
|
2,000
|
Hermes International SCA (France)
|
4,219
|
12,252
|
Pandora AS (Denmark)
|
1,790
|
6,900
|
Seiko Group Corp. (Japan)
|
123
|
6,380
|
Swatch Group AG (Switzerland)
|
1,498
|
|
|
7,876
|
TOBACCO—0.0%
|
||
313,400
|
Wismilak Inti Makmur Tbk. PT (Indonesia)
|
34
|
TRADING COMPANIES & DISTRIBUTORS—0.7%
|
||
60,000
|
APAC Resources Ltd. (Hong Kong)
|
7
|
2,000
|
Chori Co. Ltd. (Japan)
|
40
|
2,900
|
Gecoss Corp. (Japan)
|
23
|
5,800
|
Hanwa Co. Ltd. (Japan)
|
212
|
2,349
|
Jacquet Metals SACA (France)
|
46
|
2,200
|
Kanaden Corp. (Japan)
|
23
|
800
|
Nanyo Corp. (Japan)
|
12
|
252,987
|
New Times Energy Corp. Ltd. (Hong Kong)*
|
2
|
900
|
Nice Corp. (Japan)
|
10
|
2,300
|
Parker Corp. (Japan)
|
13
|
34,095
|
Rexel SA (France)
|
908
|
1,700
|
Sugimoto & Co. Ltd. (Japan)
|
26
|
500
|
Tsubakimoto Kogyo Co. Ltd. (Japan)
|
23
|
|
|
1,345
|
TRANSPORTATION INFRASTRUCTURE—0.0%
|
||
1,802
|
Ocean Wilsons Holdings Ltd. (Bermuda)
|
31
|
91,000
|
Qilu Expressway Co. Ltd. (China)
|
22
|
|
|
53
|
TOTAL COMMON STOCKS
(Cost $173,334)
|
195,955
|
EXCHANGE-TRADED FUNDS—0.1%
|
||
Shares
|
|
Value
|
(Cost $94)
|
||
CAPITAL MARKETS—0.1%
|
||
1,269
|
iShares MSCI EAFE ETF (United States)
|
$95
|
PREFERRED STOCKS—0.2%
|
||
|
|
|
CHEMICALS—0.0%
|
||
1,829
|
FUCHS SE (Germany)
|
80
|
HOUSEHOLD PRODUCTS—0.1%
|
||
3,719
|
Henkel AG & Co. KGaA (Germany)
|
285
|
MACHINERY—0.1%
|
||
173
|
KSB SE & Co. KGaA (Germany)
|
110
|
TOTAL PREFERRED STOCKS
(Cost $405)
|
475
|
|
TOTAL INVESTMENTS—99.7%
(Cost $173,833)
|
196,525
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—0.3%
|
524
|
|
TOTAL NET ASSETS—100%
|
$197,049
|
Asset Category
|
Quoted Prices
Level 1
(000s)
|
Other Significant
Observable Inputs
Level 2
(000s)
|
Significant
Unobservable
Inputs
Level 3
(000s)
|
Total
(000s)
|
Common Stocks
|
|
|
|
|
Africa
|
$—
|
$388
|
$—
|
$388
|
Europe
|
5,138
|
100,766
|
10
|
105,914
|
Middle East/Central Asia
|
3,012
|
579
|
—
|
3,591
|
North America
|
6,823
|
11,815
|
—
|
18,638
|
Pacific Basin
|
7,524
|
59,900
|
—
|
67,424
|
Exchange-Traded Funds
|
|
|
|
|
North America
|
95
|
—
|
—
|
95
|
Preferred Stocks
|
|
|
|
|
Europe
|
—
|
475
|
—
|
475
|
Total Investments in Securities
|
$22,592
|
$173,923
|
$10
|
$196,525
|
Valuation
Description
|
Beginning
Balance
as of 11/01/2023
(000s)
|
Purchases
(000s)
|
Sales
(000s)
|
Discount/
(Premium)
(000s)
|
Total
Realized
Gain/(Loss)
(000s)
|
Change in
Unrealized
Appreciation/
(Depreciation)
(000s)
|
Transfers
Into
Level 3
(000s)
|
Transfers
Out of
Level 3
(000s)
|
Ending
Balance
as of
01/31/2024
(000s)
|
Unrealized
Gain/(Loss)
as of
01/31/2024
(000s)
|
Common Stock
|
$33
|
$—
|
$(17)
|
$—
|
$(9)
|
$3
|
$—
|
$—
|
$10
|
$(11)
|
Valuation Descriptions
|
Ending Balance
as of 01/31/24
(000s)
|
Valuation
Technique
|
Unobservable
Input(s)
|
Input
Value(s)
|
Investments in Securities
|
|
|
|
|
Common Stocks
|
|
|
|
|
Jaya Bersama Indo Tbk. PT (Indonesia)*
|
$—
|
Market Approach
|
Estimated Recovery Value
|
IDR
0.00
|
Wilson ASA (Norway)*.
|
10
|
Market Approach
|
Estimated Recovery Value
|
NOK 63.00
|
|
$10
|
|
|
|
COMMON STOCKS—97.8%
|
||
Shares
|
|
Value
|
AIR FREIGHT & LOGISTICS—1.0%
|
||
13,023
|
DSV AS (Denmark)
|
$2,330
|
BANKS—3.6%
|
||
180,319
|
HDFC Bank Ltd. (India)
|
3,171
|
270,607
|
United Overseas Bank Ltd. (Singapore)
|
5,704
|
|
|
8,875
|
BEVERAGES—4.7%
|
||
57,948
|
Anheuser-Busch InBev SA (Belgium)
|
3,585
|
22,059
|
Fomento Economico Mexicano SAB de CV ADR (Mexico)1
|
2,990
|
23,215
|
Remy Cointreau SA (France)
|
2,352
|
182,464
|
United Spirits Ltd. (India)
|
2,385
|
|
|
11,312
|
BIOTECHNOLOGY—0.5%
|
||
108,243
|
BeiGene Ltd. (China)*
|
1,227
|
BROADLINE RETAIL—5.9%
|
||
303,636
|
Alibaba Group Holding Ltd. (China)
|
2,723
|
88,544
|
Coupang, Inc. (South Korea)*
|
1,240
|
3,833
|
MercadoLibre, Inc. (Brazil)*
|
6,561
|
131,636
|
Prosus NV (China)
|
3,894
|
|
|
14,418
|
CAPITAL MARKETS—1.7%
|
||
204,251
|
Hargreaves Lansdown PLC (United Kingdom)
|
1,971
|
71,200
|
Hong Kong Exchanges & Clearing Ltd. (Hong Kong)
|
2,159
|
|
|
4,130
|
CHEMICALS—2.5%
|
||
18,846
|
Air Liquide SA (France)
|
3,526
|
334,900
|
Nippon Paint Holdings Co. Ltd. (Japan)
|
2,638
|
|
|
6,164
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—5.1%
|
||
27,100
|
Cosmos Pharmaceutical Corp. (Japan)
|
2,911
|
158,820
|
Jeronimo Martins SGPS SA (Portugal)
|
3,612
|
658,387
|
Raia Drogasil SA (Brazil)
|
3,362
|
591,104
|
Wal-Mart de Mexico SAB de CV (Mexico)
|
2,442
|
|
|
12,327
|
ELECTRICAL EQUIPMENT—0.5%
|
||
55,700
|
Contemporary Amperex Technology Co. Ltd. Class A (China)
|
1,177
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—2.9%
|
||
7,340
|
Keyence Corp. (Japan)
|
3,284
|
189,480
|
Murata Manufacturing Co. Ltd. (Japan)
|
3,826
|
|
|
7,110
|
ENTERTAINMENT—1.5%
|
||
16,783
|
Spotify Technology SA (United States)*
|
3,614
|
FINANCIAL SERVICES—6.1%
|
||
2,399
|
Adyen NV (Netherlands)*,2
|
3,009
|
35,988
|
EXOR NV (Netherlands)
|
3,482
|
225,028
|
Investor AB Class B (Sweden)
|
5,298
|
110,427
|
Jio Financial Services Ltd. (India)*
|
330
|
267,672
|
Wise PLC Class A (United Kingdom)*
|
2,730
|
|
|
14,849
|
GROUND TRANSPORTATION—1.3%
|
||
38,174
|
Canadian Pacific Kansas City Ltd. (Canada)
|
3,072
|
HEALTH CARE EQUIPMENT & SUPPLIES—3.5%
|
||
8,168
|
Cochlear Ltd. (Australia)
|
1,621
|
258,380
|
Olympus Corp. (Japan)
|
3,825
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HEALTH CARE EQUIPMENT & SUPPLIES—Continued
|
||
56,840
|
Sysmex Corp. (Japan)
|
$3,079
|
|
|
8,525
|
HOTELS, RESTAURANTS & LEISURE—1.8%
|
||
40,186
|
MakeMyTrip Ltd. (India)*
|
2,226
|
510,755
|
Trainline PLC (United Kingdom)*,2
|
2,137
|
|
|
4,363
|
HOUSEHOLD PRODUCTS—1.1%
|
||
79,200
|
Unicharm Corp. (Japan)
|
2,725
|
INSURANCE—1.9%
|
||
405,360
|
AIA Group Ltd. (Hong Kong)
|
3,179
|
315,600
|
Ping An Insurance Group Co. of China Ltd. Class H (China)
|
1,327
|
|
|
4,506
|
INTERACTIVE MEDIA & SERVICES—4.4%
|
||
579,787
|
Auto Trader Group PLC (United Kingdom)2
|
5,334
|
562,200
|
LY Corp. (Japan)
|
1,749
|
525,630
|
Rightmove PLC (United Kingdom)
|
3,720
|
|
|
10,803
|
IT SERVICES—2.3%
|
||
71,083
|
Shopify, Inc. Class A (Canada)*
|
5,692
|
LEISURE PRODUCTS—2.2%
|
||
24,235
|
Games Workshop Group PLC (United Kingdom)
|
3,036
|
16,980
|
Shimano, Inc. (Japan)
|
2,438
|
|
|
5,474
|
LIFE SCIENCES TOOLS & SERVICES—3.5%
|
||
8,036
|
Lonza Group AG (Switzerland)
|
3,929
|
3,784
|
Mettler-Toledo International, Inc. (United States)*
|
4,530
|
|
|
8,459
|
MACHINERY—8.5%
|
||
395,744
|
Atlas Copco AB Class A (Sweden)
|
6,316
|
183,760
|
Epiroc AB Class B (Sweden)
|
2,865
|
8,480
|
SMC Corp. (Japan)
|
4,720
|
341,800
|
Techtronic Industries Co. Ltd. (Hong Kong)
|
3,630
|
135,942
|
Weir Group PLC (United Kingdom)
|
3,125
|
|
|
20,656
|
METALS & MINING—0.8%
|
||
67,609
|
BHP Group Ltd. (Australia)
|
2,068
|
OIL, GAS & CONSUMABLE FUELS—1.4%
|
||
99,151
|
Reliance Industries Ltd. (India)
|
3,403
|
PASSENGER AIRLINES—1.0%
|
||
19,089
|
Ryanair Holdings PLC ADR (Italy)1
|
2,550
|
PERSONAL CARE PRODUCTS—1.8%
|
||
27,740
|
Kao Corp. (Japan)
|
1,097
|
116,620
|
Shiseido Co. Ltd. (Japan)
|
3,251
|
|
|
4,348
|
PROFESSIONAL SERVICES—4.4%
|
||
735,100
|
Centre Testing International Group Co. Ltd. Class A (China)
|
1,203
|
111,904
|
Experian PLC (United Kingdom)
|
4,658
|
37,414
|
Intertek Group PLC (United Kingdom)
|
2,124
|
69,100
|
Recruit Holdings Co. Ltd. (Japan)
|
2,729
|
|
|
10,714
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—10.2%
|
||
9,067
|
ASML Holding NV (Netherlands)
|
7,866
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—Continued
|
||
91,000
|
Silergy Corp. (China)
|
$1,120
|
7,874
|
SOITEC (France)*
|
1,138
|
97,918
|
Taiwan Semiconductor Manufacturing Co. Ltd. ADR (Taiwan)1
|
11,061
|
19,300
|
Tokyo Electron Ltd. (Japan)
|
3,582
|
|
|
24,767
|
SOFTWARE—3.1%
|
||
29,111
|
Nemetschek SE (Germany)
|
2,686
|
22,906
|
Topicus.com, Inc. (Netherlands)*
|
1,772
|
41,624
|
Xero Ltd. (New Zealand)*
|
2,979
|
|
|
7,437
|
TEXTILES, APPAREL & LUXURY GOODS—6.0%
|
||
6,950
|
adidas AG (Germany)
|
1,312
|
89,251
|
Burberry Group PLC (United Kingdom)
|
1,470
|
32,792
|
Cie Financiere Richemont SA Class A (Switzerland)
|
4,871
|
4,427
|
Kering SA (France)
|
1,818
|
324,400
|
Li Ning Co. Ltd. (China)
|
693
|
5,206
|
LVMH Moet Hennessy Louis Vuitton SE (France)
|
4,332
|
|
|
14,496
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TRADING COMPANIES & DISTRIBUTORS—2.6%
|
||
45,930
|
Ashtead Group PLC (United Kingdom)
|
$3,003
|
21,839
|
IMCD NV (Netherlands)
|
3,334
|
|
|
6,337
|
TOTAL COMMON STOCKS
(Cost $176,615)
|
$237,928
|
PREFERRED STOCKS—1.9%
|
||
|
|
|
(Cost $1,258)
|
||
LIFE SCIENCES TOOLS & SERVICES—1.9%
|
||
12,400
|
Sartorius AG (Germany)
|
4,524
|
TOTAL INVESTMENTS—99.7%
(Cost $177,873)
|
242,452
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—0.3%
|
697
|
|
TOTAL NET ASSETS—100%
|
$243,149
|
Asset Category
|
Quoted Prices
Level 1
(000s)
|
Other Significant
Observable Inputs
Level 2
(000s)
|
Significant
Unobservable
Inputs
Level 3
(000s)
|
Total
(000s)
|
Common Stocks
|
|
|
|
|
Europe
|
$4,322
|
$100,970
|
$—
|
$105,292
|
Latin America
|
15,354
|
—
|
—
|
15,354
|
Middle East/Central Asia
|
3,466
|
9,289
|
—
|
12,755
|
North America
|
16,908
|
—
|
—
|
16,908
|
Pacific Basin
|
11,061
|
76,558
|
—
|
87,619
|
Preferred Stocks
|
|
|
|
|
Europe
|
—
|
4,524
|
—
|
4,524
|
Total Investments in Securities
|
$51,111
|
$191,341
|
$—
|
$242,452
|
COMMON STOCKS—98.5%
|
||
Shares
|
|
Value
|
AIR FREIGHT & LOGISTICS—3.2%
|
||
166,177
|
Sankyu, Inc. (Japan)
|
$6,212
|
13,969,817
|
Singapore Post Ltd. (Singapore)
|
4,264
|
|
|
10,476
|
AUTOMOBILE COMPONENTS—1.0%
|
||
2,560,730
|
Johnson Electric Holdings Ltd. (Hong Kong)
|
3,358
|
BANKS—1.4%
|
||
2,383,787
|
Virgin Money U.K. PLC (United Kingdom)
|
4,708
|
BEVERAGES—1.0%
|
||
1,745,278
|
C&C Group PLC (Ireland)
|
3,388
|
BUILDING PRODUCTS—2.7%
|
||
1,137,091
|
Genuit Group PLC (United Kingdom)
|
6,081
|
1,026,699
|
Reliance Worldwide Corp. Ltd. (United States)
|
2,807
|
|
|
8,888
|
CAPITAL MARKETS—1.9%
|
||
2,558,058
|
TP ICAP Group PLC (United Kingdom)
|
6,061
|
CHEMICALS—2.5%
|
||
12,643
|
Solvay SA (Belgium)
|
346
|
198,447
|
Tosoh Corp. (Japan)
|
2,559
|
302,780
|
Victrex PLC (United Kingdom)
|
5,213
|
|
|
8,118
|
COMMERCIAL SERVICES & SUPPLIES—5.5%
|
||
326,906
|
ISS AS (Denmark)
|
6,186
|
192,169
|
Loomis AB (Sweden)
|
5,261
|
3,018,668
|
Serco Group PLC (United Kingdom)
|
6,587
|
|
|
18,034
|
CONSTRUCTION & ENGINEERING—1.8%
|
||
409,358
|
Raito Kogyo Co. Ltd. (Japan)
|
5,722
|
CONSUMER FINANCE—1.7%
|
||
72,669
|
Cembra Money Bank AG (Switzerland)
|
5,603
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—1.5%
|
||
400,458
|
Qol Holdings Co. Ltd. (Japan)
|
4,808
|
CONTAINERS & PACKAGING—5.3%
|
||
473,648
|
Fuji Seal International, Inc. (Japan)
|
5,586
|
150,216
|
Huhtamaki OYJ (Finland)
|
5,896
|
562,681
|
Transcontinental, Inc. Class A (Canada)
|
5,662
|
|
|
17,144
|
DISTRIBUTORS—4.9%
|
||
1,352,089
|
Bapcor Ltd. (Australia)
|
4,949
|
670,987
|
Inchcape PLC (United Kingdom)
|
5,778
|
171,348
|
PALTAC Corp. (Japan)
|
5,217
|
|
|
15,944
|
ELECTRICAL EQUIPMENT—1.5%
|
||
131,146
|
Mersen SA (France)
|
4,757
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—7.6%
|
||
486,699
|
Anritsu Corp. (Japan)
|
3,854
|
63,640
|
Landis & Gyr Group AG (Switzerland)
|
5,218
|
398,767
|
Optex Group Co. Ltd. (Japan)
|
4,952
|
456,653
|
Topcon Corp. (Japan)
|
5,247
|
554,490
|
Venture Corp. Ltd. (Singapore)
|
5,524
|
|
|
24,795
|
FINANCIAL SERVICES—1.4%
|
||
855,091
|
Illimity Bank SpA (Italy)*
|
4,717
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
FOOD PRODUCTS—6.0%
|
||
147,215
|
Ariake Japan Co. Ltd. (Japan)
|
$4,721
|
2,672,712
|
Aryzta AG (Switzerland)*
|
4,797
|
215,943
|
AustAsia Group Ltd. (China)*
|
39
|
982,162
|
Elders Ltd. (Australia)
|
5,738
|
245,102
|
Glanbia PLC (Ireland)
|
4,389
|
|
|
19,684
|
GAS UTILITIES—1.7%
|
||
218,797
|
Rubis SCA (France)
|
5,533
|
GROUND TRANSPORTATION—1.5%
|
||
1,115,063
|
Redde Northgate PLC (United Kingdom)
|
5,007
|
HEALTH CARE EQUIPMENT & SUPPLIES—6.4%
|
||
313,504
|
Ansell Ltd. (Australia)
|
4,931
|
1,307,358
|
Arjo AB Class B (Sweden)
|
6,119
|
393,960
|
Eiken Chemical Co. Ltd. (Japan)
|
4,910
|
109,720
|
Jeol Ltd. (Japan)
|
5,016
|
|
|
20,976
|
HEALTH CARE PROVIDERS & SERVICES—1.4%
|
||
247,255
|
Fagron (Belgium)
|
4,452
|
HOTELS, RESTAURANTS & LEISURE—1.9%
|
||
358,871
|
Resorttrust, Inc. (Japan)
|
6,238
|
INSURANCE—6.0%
|
||
128,921
|
ASR Nederland NV (Netherlands)
|
6,076
|
418,156
|
Coface SA (France)
|
5,650
|
1,440,501
|
Direct Line Insurance Group PLC (United Kingdom)*
|
3,074
|
2,243,858
|
Mapfre SA (Spain)
|
4,941
|
|
|
19,741
|
IT SERVICES—1.8%
|
||
248,790
|
TietoEVRY OYJ (Finland)
|
5,773
|
LEISURE PRODUCTS—1.9%
|
||
239,689
|
Spin Master Corp. (Canada)1
|
6,165
|
MACHINERY—9.2%
|
||
191,468
|
Construcciones y Auxiliar de Ferrocarriles SA (Spain)
|
6,881
|
660,241
|
Husqvarna AB Class B (Sweden)
|
5,136
|
372,226
|
METAWATER Co. Ltd. (Japan)
|
5,425
|
1,009,813
|
Morgan Advanced Materials PLC (United Kingdom)
|
3,458
|
237,540
|
Nabtesco Corp. (Japan)
|
4,566
|
274,482
|
Norma Group SE (Germany)
|
4,464
|
|
|
29,930
|
MEDIA—3.0%
|
||
189,697
|
Criteo SA ADR (France)*,2
|
4,919
|
130,704
|
RTL Group SA (Luxembourg)
|
5,023
|
|
|
9,942
|
PERSONAL CARE PRODUCTS—1.7%
|
||
703,653
|
Ontex Group NV (Belgium)*
|
5,560
|
PROFESSIONAL SERVICES—1.8%
|
||
271,776
|
Tinexta SpA (Italy)
|
5,747
|
REAL ESTATE MANAGEMENT & DEVELOPMENT—1.2%
|
||
3,001,200
|
ESR Group Ltd. (China)1
|
3,836
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—1.5%
|
||
511,701
|
X-FAB Silicon Foundries SE (Belgium)*,1
|
4,926
|
SOFTWARE—3.0%
|
||
422,140
|
Computer Engineering & Consulting Ltd. (Japan)
|
4,677
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
SOFTWARE—Continued
|
||
759,347
|
TomTom NV (Netherlands)*
|
$5,141
|
|
|
9,818
|
TEXTILES, APPAREL & LUXURY GOODS—1.7%
|
||
6,188,862
|
Coats Group PLC (United Kingdom)
|
5,623
|
TRADING COMPANIES & DISTRIBUTORS—1.9%
|
||
826,857
|
BOC Aviation Ltd. (China)1
|
6,199
|
TOTAL COMMON STOCKS
(Cost $319,351)
|
321,671
|
|
TOTAL INVESTMENTS—98.5%
(Cost $319,351)
|
321,671
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—1.5%
|
4,900
|
|
TOTAL NET ASSETS—100%
|
$326,571
|
Asset Category
|
Quoted Prices
Level 1
(000s)
|
Other Significant
Observable Inputs
Level 2
(000s)
|
Significant
Unobservable
Inputs
Level 3
(000s)
|
Total
(000s)
|
Common Stocks
|
|
|
|
|
Europe
|
$6,395
|
$182,094
|
$—
|
$188,489
|
North America
|
11,828
|
2,807
|
—
|
14,635
|
Pacific Basin
|
—
|
118,547
|
—
|
118,547
|
Total Investments in Securities
|
$18,223
|
$303,448
|
$—
|
$321,671
|
COMMON STOCKS—97.6%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—2.1%
|
||
149,600
|
General Dynamics Corp.
|
$39,643
|
AUTOMOBILE COMPONENTS—1.8%
|
||
2,088,800
|
Cie Generale des Etablissements Michelin SCA ADR (France)1
|
34,632
|
BANKS—8.1%
|
||
365,100
|
Commerce Bancshares, Inc.
|
19,029
|
263,200
|
Cullen/Frost Bankers, Inc.
|
27,931
|
3,235,000
|
Mitsubishi UFJ Financial Group, Inc. ADR (Japan)1
|
30,247
|
232,600
|
PNC Financial Services Group, Inc.
|
35,171
|
1,044,500
|
U.S. Bancorp
|
43,389
|
|
|
155,767
|
BEVERAGES—3.9%
|
||
680,000
|
Coca-Cola Co.
|
40,453
|
140,000
|
Constellation Brands, Inc. Class A
|
34,311
|
|
|
74,764
|
BIOTECHNOLOGY—2.8%
|
||
171,000
|
Amgen, Inc.
|
53,738
|
CAPITAL MARKETS—5.4%
|
||
148,000
|
Ameriprise Financial, Inc.
|
57,251
|
373,000
|
Blackstone, Inc.
|
46,420
|
|
|
103,671
|
CHEMICALS—6.9%
|
||
1,084,000
|
Corteva, Inc.
|
49,300
|
211,800
|
Ecolab, Inc.
|
41,983
|
394,000
|
RPM International, Inc.
|
42,024
|
|
|
133,307
|
COMMERCIAL SERVICES & SUPPLIES—0.2%
|
||
60,000
|
Veralto Corp.
|
4,601
|
CONSTRUCTION MATERIALS—3.2%
|
||
123,000
|
Martin Marietta Materials, Inc.
|
62,536
|
CONSUMER FINANCE—2.6%
|
||
378,300
|
Capital One Financial Corp.
|
51,192
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—2.0%
|
||
475,000
|
Sysco Corp.
|
38,442
|
ELECTRIC UTILITIES—1.9%
|
||
626,000
|
Xcel Energy, Inc.
|
37,479
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—2.0%
|
||
92,000
|
Teledyne Technologies, Inc. *
|
38,499
|
GAS UTILITIES—2.3%
|
||
383,000
|
Atmos Energy Corp.
|
43,639
|
HEALTH CARE EQUIPMENT & SUPPLIES—3.6%
|
||
497,000
|
Alcon, Inc. (Switzerland)
|
37,330
|
371,000
|
Medtronic PLC
|
32,477
|
|
|
69,807
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HOUSEHOLD DURABLES—6.0%
|
||
444,000
|
Lennar Corp. Class A
|
$66,533
|
7,126
|
Lennar Corp. Class B
|
989
|
494,000
|
Sony Group Corp. ADR (Japan)1
|
48,289
|
|
|
115,811
|
HOUSEHOLD PRODUCTS—2.0%
|
||
252,000
|
Procter & Gamble Co.
|
39,599
|
INDUSTRIAL CONGLOMERATES—2.1%
|
||
203,700
|
Honeywell International, Inc.
|
41,200
|
LIFE SCIENCES TOOLS & SERVICES—2.4%
|
||
193,000
|
Danaher Corp.
|
46,303
|
MACHINERY—7.3%
|
||
261,700
|
Oshkosh Corp.
|
28,813
|
146,500
|
Parker-Hannifin Corp.
|
68,049
|
383,000
|
Xylem, Inc.
|
43,065
|
|
|
139,927
|
OIL, GAS & CONSUMABLE FUELS—4.3%
|
||
1,544,000
|
Coterra Energy, Inc.
|
38,414
|
306,900
|
Phillips 66
|
44,289
|
|
|
82,703
|
PHARMACEUTICALS—2.6%
|
||
410,000
|
Merck & Co., Inc.
|
49,520
|
RESIDENTIAL REITS—1.7%
|
||
480,000
|
Equity LifeStyle Properties, Inc.
|
32,491
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—5.3%
|
||
632,000
|
Microchip Technology, Inc.
|
53,834
|
322,000
|
QUALCOMM, Inc.
|
47,820
|
|
|
101,654
|
SOFTWARE—13.6%
|
||
115,000
|
Adobe, Inc. *
|
71,045
|
162,000
|
ANSYS, Inc. *
|
53,108
|
195,000
|
Autodesk, Inc. *
|
49,493
|
223,200
|
Microsoft Corp.
|
88,740
|
|
|
262,386
|
SPECIALIZED REITS—1.5%
|
||
261,200
|
Crown Castle, Inc.
|
28,275
|
TOTAL COMMON STOCKS
(Cost $1,176,126)
|
1,881,586
|
|
TOTAL INVESTMENTS—97.6%
(Cost $1,176,126)
|
1,881,586
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—2.4%
|
45,615
|
|
TOTAL NET ASSETS—100%
|
$1,927,201
|
COMMON STOCKS—97.9%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—6.3%
|
||
8,445
|
General Dynamics Corp.
|
$2,238
|
23,014
|
Hexcel Corp.
|
1,528
|
78,967
|
Spirit AeroSystems Holdings, Inc. Class A*
|
2,168
|
15,178
|
Woodward, Inc.
|
2,091
|
|
|
8,025
|
BANKS—1.4%
|
||
126,012
|
KeyCorp
|
1,831
|
BUILDING PRODUCTS—2.5%
|
||
47,305
|
Masco Corp.
|
3,183
|
CAPITAL MARKETS—7.9%
|
||
21,011
|
Houlihan Lokey, Inc.
|
2,517
|
21,040
|
Intercontinental Exchange, Inc.
|
2,679
|
23,304
|
Raymond James Financial, Inc.
|
2,568
|
31,517
|
Stifel Financial Corp.
|
2,299
|
|
|
10,063
|
CHEMICALS—3.5%
|
||
9,606
|
Albemarle Corp.
|
1,102
|
20,953
|
Eastman Chemical Co.
|
1,751
|
28,528
|
Scotts Miracle-Gro Co.
|
1,605
|
|
|
4,458
|
COMMERCIAL SERVICES & SUPPLIES—4.1%
|
||
23,130
|
Republic Services, Inc.
|
3,958
|
25,655
|
Stericycle, Inc. *
|
1,231
|
|
|
5,189
|
COMMUNICATIONS EQUIPMENT—1.3%
|
||
29,921
|
Lumentum Holdings, Inc. *
|
1,644
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—1.5%
|
||
24,320
|
Sysco Corp.
|
1,968
|
CONTAINERS & PACKAGING—2.4%
|
||
9,925
|
Packaging Corp. of America
|
1,646
|
40,920
|
Sealed Air Corp.
|
1,414
|
|
|
3,060
|
ELECTRICAL EQUIPMENT—1.4%
|
||
48,408
|
Sensata Technologies Holding PLC
|
1,751
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—3.4%
|
||
15,700
|
Arrow Electronics, Inc. *
|
1,745
|
17,325
|
Keysight Technologies, Inc. *
|
2,655
|
|
|
4,400
|
ENERGY EQUIPMENT & SERVICES—2.0%
|
||
43,880
|
ChampionX Corp.
|
1,203
|
34,506
|
Helmerich & Payne, Inc.
|
1,389
|
|
|
2,592
|
FINANCIAL SERVICES—1.7%
|
||
16,281
|
Global Payments, Inc.
|
2,169
|
GROUND TRANSPORTATION—1.9%
|
||
66,662
|
CSX Corp.
|
2,380
|
HEALTH CARE EQUIPMENT & SUPPLIES—1.3%
|
||
45,912
|
DENTSPLY SIRONA, Inc.
|
1,595
|
HEALTH CARE PROVIDERS & SERVICES—3.6%
|
||
10,592
|
Cencora, Inc.
|
2,465
|
9,577
|
Laboratory Corp. of America Holdings
|
2,129
|
|
|
4,594
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HOTELS, RESTAURANTS & LEISURE—2.3%
|
||
17,761
|
Darden Restaurants, Inc.
|
$2,888
|
HOUSEHOLD DURABLES—2.3%
|
||
20,692
|
DR Horton, Inc.
|
2,957
|
INDUSTRIAL REITS—1.4%
|
||
67,156
|
Americold Realty Trust, Inc.
|
1,847
|
INSURANCE—6.3%
|
||
15,787
|
Progressive Corp.
|
2,814
|
16,107
|
Reinsurance Group of America, Inc.
|
2,801
|
10,505
|
RenaissanceRe Holdings Ltd. (Bermuda)
|
2,404
|
|
|
8,019
|
IT SERVICES—2.5%
|
||
25,684
|
Akamai Technologies, Inc. *
|
3,165
|
LIFE SCIENCES TOOLS & SERVICES—3.1%
|
||
17,645
|
Agilent Technologies, Inc.
|
2,295
|
5,281
|
Bio-Rad Laboratories, Inc. Class A*
|
1,695
|
|
|
3,990
|
MACHINERY—5.0%
|
||
7,342
|
Cummins, Inc.
|
1,757
|
14,743
|
Dover Corp.
|
2,208
|
8,358
|
Snap-on, Inc.
|
2,423
|
|
|
6,388
|
MULTI-UTILITIES—1.3%
|
||
20,634
|
WEC Energy Group, Inc.
|
1,666
|
OFFICE REITS—1.2%
|
||
22,549
|
Boston Properties, Inc.
|
1,500
|
OIL, GAS & CONSUMABLE FUELS—2.4%
|
||
80,041
|
Coterra Energy, Inc.
|
1,991
|
28,702
|
Murphy Oil Corp.
|
1,111
|
|
|
3,102
|
PHARMACEUTICALS—1.6%
|
||
39,788
|
Catalent, Inc. *
|
2,055
|
PROFESSIONAL SERVICES—1.7%
|
||
10,621
|
Broadridge Financial Solutions, Inc.
|
2,169
|
REAL ESTATE MANAGEMENT & DEVELOPMENT—2.3%
|
||
34,564
|
CBRE Group, Inc. Class A*
|
2,983
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—5.6%
|
||
11,985
|
Applied Materials, Inc.
|
1,969
|
27,628
|
Entegris, Inc.
|
3,252
|
18,254
|
Skyworks Solutions, Inc.
|
1,907
|
|
|
7,128
|
SOFTWARE—4.9%
|
||
8,126
|
ANSYS, Inc. *
|
2,664
|
6,733
|
Synopsys, Inc. *
|
3,591
|
|
|
6,255
|
SPECIALIZED REITS—1.5%
|
||
8,300
|
SBA Communications Corp.
|
1,858
|
SPECIALTY RETAIL—3.2%
|
||
19,908
|
TJX Cos., Inc.
|
1,890
|
4,353
|
Ulta Beauty, Inc. *
|
2,185
|
|
|
4,075
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TRADING COMPANIES & DISTRIBUTORS—3.1%
|
||
52,848
|
Air Lease Corp.
|
$2,209
|
14,104
|
GATX Corp.
|
1,730
|
|
|
3,939
|
TOTAL COMMON STOCKS
(Cost $110,752)
|
124,886
|
|
TOTAL INVESTMENTS—97.9%
(Cost $110,752)
|
124,886
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—2.1%
|
2,696
|
|
TOTAL NET ASSETS—100%
|
$127,582
|
COMMON STOCKS—99.2%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—1.7%
|
||
3,700
|
Huntington Ingalls Industries, Inc.
|
$958
|
6,535
|
Moog, Inc. Class A
|
914
|
34,600
|
Textron, Inc.
|
2,931
|
|
|
4,803
|
AUTOMOBILE COMPONENTS—1.0%
|
||
30,600
|
American Axle & Manufacturing Holdings, Inc. *
|
248
|
36,000
|
BorgWarner, Inc.
|
1,220
|
68,900
|
Goodyear Tire & Rubber Co. *
|
960
|
7,200
|
Phinia, Inc.
|
218
|
|
|
2,646
|
AUTOMOBILES—1.1%
|
||
62,200
|
Harley-Davidson, Inc.
|
2,018
|
9,800
|
Thor Industries, Inc.
|
1,108
|
|
|
3,126
|
BANKS—4.2%
|
||
83,200
|
Citizens Financial Group, Inc.
|
2,721
|
71,500
|
Fifth Third Bancorp
|
2,448
|
114,600
|
KeyCorp
|
1,665
|
147,700
|
Regions Financial Corp.
|
2,758
|
45,500
|
Zions Bancorp NA
|
1,906
|
|
|
11,498
|
BEVERAGES—1.4%
|
||
63,900
|
Molson Coors Beverage Co. Class B
|
3,948
|
BIOTECHNOLOGY—1.8%
|
||
24,900
|
Incyte Corp. *
|
1,463
|
121,700
|
Ironwood Pharmaceuticals, Inc. *
|
1,727
|
8,800
|
United Therapeutics Corp. *
|
1,890
|
|
|
5,080
|
BROADLINE RETAIL—1.2%
|
||
30,000
|
eBay, Inc.
|
1,232
|
20,400
|
Kohl’s Corp.
|
526
|
82,300
|
Macy’s, Inc.
|
1,505
|
|
|
3,263
|
BUILDING PRODUCTS—1.6%
|
||
29,300
|
Owens Corning
|
4,440
|
CAPITAL MARKETS—3.5%
|
||
9,700
|
Ameriprise Financial, Inc.
|
3,752
|
60,800
|
Bank of New York Mellon Corp.
|
3,372
|
34,300
|
State Street Corp.
|
2,534
|
|
|
9,658
|
CHEMICALS—2.0%
|
||
36,300
|
Chemours Co.
|
1,095
|
14,300
|
Eastman Chemical Co.
|
1,195
|
48,500
|
Koppers Holdings, Inc.
|
2,481
|
8,800
|
LyondellBasell Industries NV Class A
|
828
|
|
|
5,599
|
CONSUMER FINANCE—3.4%
|
||
110,800
|
Ally Financial, Inc.
|
4,064
|
10,900
|
Discover Financial Services
|
1,150
|
133,400
|
Navient Corp.
|
2,297
|
46,400
|
Synchrony Financial
|
1,804
|
|
|
9,315
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—3.3%
|
||
9,700
|
Ingles Markets, Inc. Class A
|
817
|
87,900
|
Kroger Co.
|
4,056
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
CONSUMER STAPLES DISTRIBUTION & RETAIL—Continued
|
||
71,500
|
Sprouts Farmers Market, Inc. *
|
$3,601
|
31,500
|
Walgreens Boots Alliance, Inc.
|
711
|
|
|
9,185
|
CONTAINERS & PACKAGING—2.0%
|
||
33,400
|
Berry Global Group, Inc.
|
2,186
|
21,200
|
Greif, Inc. Class A
|
1,327
|
78,400
|
O-I Glass, Inc. *
|
1,142
|
18,500
|
Silgan Holdings, Inc.
|
850
|
|
|
5,505
|
DIVERSIFIED CONSUMER SERVICES—0.6%
|
||
36,800
|
H&R Block, Inc.
|
1,724
|
DIVERSIFIED REITS—0.4%
|
||
46,900
|
American Assets Trust, Inc.
|
1,052
|
ELECTRIC UTILITIES—1.2%
|
||
62,300
|
NRG Energy, Inc.
|
3,304
|
ELECTRICAL EQUIPMENT—1.8%
|
||
20,200
|
Atkore, Inc. *
|
3,081
|
8,200
|
Encore Wire Corp.
|
1,849
|
|
|
4,930
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—4.7%
|
||
23,300
|
Arrow Electronics, Inc. *
|
2,590
|
24,200
|
Avnet, Inc.
|
1,096
|
38,500
|
Jabil, Inc.
|
4,824
|
4,500
|
Methode Electronics, Inc.
|
93
|
31,200
|
Sanmina Corp. *
|
1,866
|
10,300
|
TD SYNNEX Corp.
|
1,030
|
69,800
|
Vishay Intertechnology, Inc.
|
1,517
|
|
|
13,016
|
FINANCIAL SERVICES—3.4%
|
||
79,987
|
Banco Latinoamericano de Comercio Exterior SA (Panama)
|
1,924
|
132,900
|
MGIC Investment Corp.
|
2,637
|
11,800
|
PennyMac Financial Services, Inc.
|
1,029
|
77,000
|
Radian Group, Inc.
|
2,231
|
117,600
|
Western Union Co.
|
1,478
|
|
|
9,299
|
FOOD PRODUCTS—2.3%
|
||
24,900
|
Archer-Daniels-Midland Co.
|
1,384
|
12,100
|
Bunge Global SA
|
1,066
|
47,700
|
Conagra Brands, Inc.
|
1,391
|
23,800
|
Ingredion, Inc.
|
2,560
|
|
|
6,401
|
GAS UTILITIES—1.0%
|
||
37,500
|
National Fuel Gas Co.
|
1,769
|
47,700
|
UGI Corp.
|
1,056
|
|
|
2,825
|
GROUND TRANSPORTATION—1.1%
|
||
26,268
|
Ryder System, Inc.
|
2,983
|
HEALTH CARE PROVIDERS & SERVICES—4.3%
|
||
41,800
|
Cardinal Health, Inc.
|
4,564
|
33,800
|
Centene Corp. *
|
2,545
|
10,500
|
DaVita, Inc. *
|
1,136
|
4,600
|
McKesson Corp.
|
2,300
|
8,200
|
Universal Health Services, Inc. Class B
|
1,302
|
|
|
11,847
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HEALTH CARE REITS—1.0%
|
||
114,400
|
Medical Properties Trust, Inc.
|
$355
|
45,700
|
Omega Healthcare Investors, Inc.
|
1,325
|
80,100
|
Sabra Health Care REIT, Inc.
|
1,069
|
|
|
2,749
|
HOTEL & RESORT REITS—0.3%
|
||
102,411
|
Service Properties Trust
|
792
|
HOTELS, RESTAURANTS & LEISURE—0.5%
|
||
56,500
|
Bloomin' Brands, Inc.
|
1,504
|
HOUSEHOLD DURABLES—4.7%
|
||
49,557
|
Ethan Allen Interiors, Inc.
|
1,444
|
11,400
|
Meritage Homes Corp.
|
1,888
|
45,300
|
PulteGroup, Inc.
|
4,736
|
34,500
|
Toll Brothers, Inc.
|
3,427
|
13,300
|
Whirlpool Corp.
|
1,457
|
|
|
12,952
|
INDEPENDENT POWER AND RENEWABLE ELECTRICITY PRODUCERS—1.5%
|
||
102,900
|
Vistra Corp.
|
4,222
|
INSURANCE—7.2%
|
||
37,800
|
Aflac, Inc.
|
3,188
|
9,200
|
American Financial Group, Inc.
|
1,108
|
45,280
|
American International Group, Inc.
|
3,147
|
15,900
|
First American Financial Corp.
|
959
|
54,600
|
Hartford Financial Services Group, Inc.
|
4,748
|
35,800
|
Lincoln National Corp.
|
983
|
129,100
|
Old Republic International Corp.
|
3,620
|
20,900
|
Universal Insurance Holdings, Inc.
|
347
|
37,000
|
Unum Group
|
1,789
|
|
|
19,889
|
IT SERVICES—0.6%
|
||
73,300
|
DXC Technology Co. *
|
1,598
|
LEISURE PRODUCTS—0.6%
|
||
19,500
|
Brunswick Corp.
|
1,573
|
MACHINERY—8.9%
|
||
32,700
|
AGCO Corp.
|
4,000
|
55,400
|
Allison Transmission Holdings, Inc.
|
3,354
|
81,300
|
CNH Industrial NV
|
975
|
17,600
|
Cummins, Inc.
|
4,212
|
66,900
|
Gates Industrial Corp. PLC *
|
862
|
36,600
|
Mueller Industries, Inc.
|
1,757
|
22,600
|
PACCAR, Inc.
|
2,269
|
15,100
|
Snap-on, Inc.
|
4,378
|
22,700
|
Timken Co.
|
1,859
|
70,400
|
Titan International, Inc. *
|
1,039
|
|
|
24,705
|
MEDIA—2.2%
|
||
64,500
|
Fox Corp. Class A
|
2,083
|
15,600
|
Nexstar Media Group, Inc.
|
2,772
|
78,300
|
TEGNA, Inc.
|
1,221
|
|
|
6,076
|
METALS & MINING—0.8%
|
||
7,420
|
Reliance Steel & Aluminum Co.
|
2,118
|
MORTGAGE REAL ESTATE INVESTMENT TRUSTS (REITS)—0.3%
|
||
41,650
|
Annaly Capital Management, Inc.
|
799
|
OFFICE REITS—0.8%
|
||
99,400
|
Brandywine Realty Trust
|
471
|
240,078
|
Franklin Street Properties Corp.
|
590
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
OFFICE REITS—Continued
|
||
52,750
|
Office Properties Income Trust
|
$194
|
138,248
|
Piedmont Office Realty Trust, Inc. Class A
|
940
|
|
|
2,195
|
OIL, GAS & CONSUMABLE FUELS—5.3%
|
||
48,800
|
APA Corp.
|
1,529
|
5,700
|
Chord Energy Corp.
|
877
|
33,200
|
Devon Energy Corp.
|
1,395
|
42,400
|
HF Sinclair Corp.
|
2,395
|
18,300
|
Marathon Petroleum Corp.
|
3,031
|
19,500
|
Phillips 66
|
2,814
|
13,200
|
Scorpio Tankers, Inc. (Monaco)
|
933
|
10,700
|
Valero Energy Corp.
|
1,486
|
3,636
|
Vitesse Energy, Inc.
|
76
|
|
|
14,536
|
PAPER & FOREST PRODUCTS—0.4%
|
||
20,900
|
Sylvamo Corp.
|
970
|
PASSENGER AIRLINES—1.4%
|
||
36,000
|
Alaska Air Group, Inc. *
|
1,290
|
33,100
|
Delta Air Lines, Inc.
|
1,296
|
31,500
|
United Airlines Holdings, Inc. *
|
1,303
|
|
|
3,889
|
PHARMACEUTICALS—2.1%
|
||
26,800
|
Jazz Pharmaceuticals PLC *
|
3,289
|
13,800
|
Prestige Consumer Healthcare, Inc. *
|
849
|
142,800
|
Viatris, Inc.
|
1,681
|
|
|
5,819
|
PROFESSIONAL SERVICES—1.2%
|
||
27,500
|
ManpowerGroup, Inc.
|
2,039
|
19,800
|
SS&C Technologies Holdings, Inc.
|
1,208
|
|
|
3,247
|
RETAIL REITS—2.5%
|
||
121,600
|
Brixmor Property Group, Inc.
|
2,729
|
12,900
|
Simon Property Group, Inc.
|
1,788
|
95,800
|
SITE Centers Corp.
|
1,276
|
41,000
|
Tanger, Inc.
|
1,103
|
|
|
6,896
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—1.4%
|
||
78,700
|
Amkor Technology, Inc.
|
2,492
|
45,900
|
Photronics, Inc. *
|
1,341
|
|
|
3,833
|
SOFTWARE—0.6%
|
||
55,300
|
Dropbox, Inc. Class A*
|
1,752
|
SPECIALTY RETAIL—3.1%
|
||
16,400
|
Best Buy Co., Inc.
|
1,189
|
9,500
|
Dick’s Sporting Goods, Inc.
|
1,416
|
27,500
|
Foot Locker, Inc.
|
774
|
6,800
|
Group 1 Automotive, Inc.
|
1,769
|
36,200
|
ODP Corp. *
|
1,851
|
11,200
|
Penske Automotive Group, Inc.
|
1,662
|
|
|
8,661
|
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS—2.2%
|
||
147,900
|
HP, Inc.
|
4,246
|
93,900
|
Xerox Holdings Corp.
|
1,734
|
|
|
5,980
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
TEXTILES, APPAREL & LUXURY GOODS—0.6%
|
||
16,000
|
Capri Holdings Ltd. *
|
$780
|
28,100
|
G-III Apparel Group Ltd. *
|
845
|
|
|
1,625
|
TOTAL COMMON STOCKS
(Cost $225,114)
|
273,827
|
|
TOTAL INVESTMENTS—99.2%
(Cost $225,114)
|
273,827
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—0.8%
|
2,277
|
|
TOTAL NET ASSETS—100%
|
$276,104
|
COMMON STOCKS—96.7%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—1.0%
|
||
190,776
|
Hexcel Corp.
|
$12,666
|
BANKS—1.2%
|
||
153,550
|
Wintrust Financial Corp.
|
14,891
|
BIOTECHNOLOGY—14.0%
|
||
950,090
|
89bio, Inc. *
|
9,406
|
734,287
|
Alkermes PLC *
|
19,862
|
406,580
|
Ascendis Pharma AS ADR (Denmark)*,1
|
52,827
|
416,770
|
Bicycle Therapeutics PLC ADR (United Kingdom)*,1
|
7,273
|
356,290
|
Cerevel Therapeutics Holdings, Inc. *
|
14,928
|
274,309
|
MoonLake Immunotherapeutics *
|
15,328
|
854,223
|
Mural Oncology PLC *
|
3,750
|
773,055
|
Rocket Pharmaceuticals, Inc. *
|
22,210
|
372,021
|
Vaxcyte, Inc. *
|
26,570
|
145,349
|
Xenon Pharmaceuticals, Inc. (Canada)*
|
6,573
|
|
|
178,727
|
BUILDING PRODUCTS—3.4%
|
||
245,830
|
AAON, Inc.
|
17,247
|
664,490
|
AZEK Co., Inc. *
|
25,623
|
|
|
42,870
|
CHEMICALS—3.4%
|
||
545,950
|
Avient Corp.
|
19,769
|
724,980
|
Axalta Coating Systems Ltd. *
|
23,504
|
|
|
43,273
|
COMMERCIAL SERVICES & SUPPLIES—2.3%
|
||
341,440
|
Casella Waste Systems, Inc. Class A*
|
29,138
|
COMMUNICATIONS EQUIPMENT—3.0%
|
||
234,200
|
Calix, Inc. *
|
7,771
|
86,043
|
F5, Inc. *
|
15,806
|
257,910
|
Lumentum Holdings, Inc. *
|
14,169
|
|
|
37,746
|
CONSTRUCTION & ENGINEERING—3.5%
|
||
104,580
|
Comfort Systems USA, Inc.
|
22,743
|
458,429
|
WillScot Mobile Mini Holdings Corp. *
|
21,684
|
|
|
44,427
|
ELECTRICAL EQUIPMENT—1.8%
|
||
210,940
|
NEXTracker, Inc. Class A*
|
9,549
|
363,370
|
Sensata Technologies Holding PLC
|
13,143
|
|
|
22,692
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—4.1%
|
||
120,310
|
Fabrinet (Thailand)*
|
25,688
|
144,020
|
Insight Enterprises, Inc. *
|
26,606
|
|
|
52,294
|
ENERGY EQUIPMENT & SERVICES—2.2%
|
||
407,030
|
ChampionX Corp.
|
11,157
|
1,566,236
|
Patterson-UTI Energy, Inc.
|
17,369
|
|
|
28,526
|
FINANCIAL SERVICES—5.6%
|
||
877,638
|
Flywire Corp. *
|
18,755
|
1,308,596
|
Marqeta, Inc. Class A*
|
7,865
|
335,680
|
Shift4 Payments, Inc. Class A*
|
24,105
|
103,471
|
WEX, Inc. *
|
21,148
|
|
|
71,873
|
GROUND TRANSPORTATION—1.7%
|
||
49,350
|
Saia, Inc. *
|
22,236
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HEALTH CARE EQUIPMENT & SUPPLIES—5.9%
|
||
323,380
|
Haemonetics Corp. *
|
$24,726
|
81,090
|
Inspire Medical Systems, Inc. *
|
17,100
|
147,783
|
iRhythm Technologies, Inc. *
|
17,701
|
316,620
|
Lantheus Holdings, Inc. *
|
16,442
|
|
|
75,969
|
HEALTH CARE PROVIDERS & SERVICES—2.3%
|
||
948,317
|
Option Care Health, Inc. *
|
29,625
|
HOTELS, RESTAURANTS & LEISURE—4.9%
|
||
171,722
|
Churchill Downs, Inc.
|
20,773
|
126,300
|
Texas Roadhouse, Inc.
|
15,878
|
91,290
|
Wingstop, Inc.
|
25,663
|
|
|
62,314
|
HOUSEHOLD DURABLES—4.7%
|
||
216,033
|
M/I Homes, Inc. *
|
27,527
|
196,537
|
Meritage Homes Corp.
|
32,548
|
|
|
60,075
|
INDUSTRIAL REITS—2.3%
|
||
295,350
|
Rexford Industrial Realty, Inc.
|
15,532
|
364,260
|
STAG Industrial, Inc.
|
13,456
|
|
|
28,988
|
INSURANCE—4.8%
|
||
73,254
|
Kinsale Capital Group, Inc.
|
29,124
|
203,286
|
Palomar Holdings, Inc. *
|
12,171
|
84,422
|
Primerica, Inc.
|
19,768
|
|
|
61,063
|
LEISURE PRODUCTS—0.2%
|
||
49,691
|
BRP, Inc.
|
3,136
|
LIFE SCIENCES TOOLS & SERVICES—1.2%
|
||
49,499
|
Bio-Rad Laboratories, Inc. Class A*
|
15,884
|
MACHINERY—4.8%
|
||
291,364
|
ITT, Inc.
|
35,191
|
119,430
|
Lincoln Electric Holdings, Inc.
|
26,540
|
|
|
61,731
|
OIL, GAS & CONSUMABLE FUELS—1.8%
|
||
705,480
|
Northern Oil & Gas, Inc.
|
23,634
|
PHARMACEUTICALS—2.1%
|
||
429,400
|
Cymabay Therapeutics, Inc. *
|
10,095
|
1,019,980
|
Innoviva, Inc. *
|
16,524
|
|
|
26,619
|
PROFESSIONAL SERVICES—1.7%
|
||
318,838
|
WNS Holdings Ltd. ADR (India)*,1
|
22,111
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—4.0%
|
||
82,803
|
Camtek Ltd. (Israel)*
|
6,446
|
55,506
|
Ichor Holdings Ltd. *
|
2,009
|
150,446
|
Impinj, Inc. *
|
14,590
|
84,104
|
Kulicke & Soffa Industries, Inc. (Singapore)
|
4,232
|
87,743
|
Nova Ltd. (Israel)*
|
12,706
|
67,796
|
Universal Display Corp.
|
11,510
|
|
|
51,493
|
SOFTWARE—8.0%
|
||
1,211,551
|
CCC Intelligent Solutions Holdings, Inc. *
|
13,315
|
323,490
|
Dynatrace, Inc. *
|
18,439
|
833,549
|
Samsara, Inc. Class A*
|
26,173
|
625,050
|
Smartsheet, Inc. Class A*
|
28,108
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
SOFTWARE—Continued
|
||
331,690
|
Tenable Holdings, Inc. *
|
$15,623
|
|
|
101,658
|
TECHNOLOGY HARDWARE, STORAGE & PERIPHERALS—0.8%
|
||
20,386
|
Super Micro Computer, Inc. *
|
10,797
|
TOTAL COMMON STOCKS
(Cost $1,032,022)
|
1,236,456
|
|
TOTAL INVESTMENTS—96.7%
(Cost $1,032,022)
|
1,236,456
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—3.3%
|
41,998
|
|
TOTAL NET ASSETS—100%
|
$1,278,454
|
Valuation
Description
|
Beginning
Balance
as of 11/01/2023
(000s)
|
Purchases
(000s)
|
Sales
(000s)
|
Discount/
(Premium)
(000s)
|
Total
Realized
Gain/(Loss)
(000s)
|
Change in
Unrealized
Appreciation/
(Depreciation)
(000s)
|
Transfers
Into
Level 3
(000s)
|
Transfers
Out of
Level 3
(000s)
|
Ending
Balance
as of
01/31/2024
(000s)
|
Unrealized
Gain/(Loss)
as of
01/31/2024
(000s)
|
Common Stock
|
$6,370
|
$203
|
$(11,573
)
|
$—
|
$2,258
|
$2,742
|
$—
|
$—
|
$—
|
$—
|
COMMON STOCKS—97.8%
|
||
Shares
|
|
Value
|
AEROSPACE & DEFENSE—6.6%
|
||
743,816
|
AAR Corp. *
|
$45,239
|
725,837
|
Hexcel Corp.
|
48,188
|
308,211
|
Moog, Inc. Class A
|
43,088
|
|
|
136,515
|
BANKS—12.2%
|
||
754,603
|
Enterprise Financial Services Corp.
|
31,414
|
1,034,561
|
First Merchants Corp.
|
34,978
|
745,357
|
Heartland Financial USA, Inc.
|
26,438
|
555,807
|
SouthState Corp.
|
46,188
|
1,329,416
|
Trustmark Corp.
|
35,881
|
1,071,033
|
United Bankshares, Inc.
|
38,397
|
1,413,147
|
United Community Banks, Inc.
|
38,635
|
|
|
251,931
|
CAPITAL MARKETS—5.3%
|
||
626,182
|
Houlihan Lokey, Inc.
|
75,004
|
460,776
|
Stifel Financial Corp.
|
33,614
|
|
|
108,618
|
CHEMICALS—3.4%
|
||
533,719
|
Cabot Corp.
|
38,481
|
558,889
|
Scotts Miracle-Gro Co.
|
31,443
|
|
|
69,924
|
COMMERCIAL SERVICES & SUPPLIES—2.7%
|
||
653,921
|
Casella Waste Systems, Inc. Class A*
|
55,806
|
CONSUMER FINANCE—2.2%
|
||
392,455
|
FirstCash Holdings, Inc.
|
45,042
|
ELECTRICAL EQUIPMENT—1.8%
|
||
395,024
|
EnerSys
|
37,753
|
ELECTRONIC EQUIPMENT, INSTRUMENTS & COMPONENTS—6.8%
|
||
322,594
|
Advanced Energy Industries, Inc.
|
33,608
|
669,331
|
CTS Corp.
|
27,483
|
152,051
|
Littelfuse, Inc.
|
36,781
|
607,689
|
Methode Electronics, Inc.
|
12,615
|
305,129
|
Plexus Corp. *
|
28,902
|
|
|
139,389
|
ENERGY EQUIPMENT & SERVICES—5.8%
|
||
1,375,648
|
Archrock, Inc.
|
22,478
|
1,151,168
|
Core Laboratories, Inc.
|
18,154
|
703,594
|
Expro Group Holdings NV *
|
12,383
|
761,281
|
Helmerich & Payne, Inc.
|
30,649
|
1,740,877
|
Oceaneering International, Inc. *
|
36,176
|
|
|
119,840
|
FOOD PRODUCTS—1.6%
|
||
756,144
|
Darling Ingredients, Inc. *
|
32,741
|
GROUND TRANSPORTATION—1.5%
|
||
266,603
|
Ryder System, Inc.
|
30,278
|
HEALTH CARE EQUIPMENT & SUPPLIES—4.3%
|
||
421,222
|
CONMED Corp.
|
40,269
|
467,453
|
Integer Holdings Corp. *
|
47,362
|
|
|
87,631
|
HEALTH CARE PROVIDERS & SERVICES—0.9%
|
||
1,922,208
|
Pediatrix Medical Group, Inc. *
|
17,992
|
HOTEL & RESORT REITS—0.8%
|
||
1,094,149
|
Pebblebrook Hotel Trust
|
16,653
|
COMMON STOCKS—Continued
|
||
Shares
|
|
Value
|
HOTELS, RESTAURANTS & LEISURE—4.0%
|
||
1,085,930
|
Cheesecake Factory, Inc.
|
$37,323
|
344,169
|
Cracker Barrel Old Country Store, Inc.
|
26,622
|
4,586,690
|
Sabre Corp. *
|
18,805
|
|
|
82,750
|
HOUSEHOLD DURABLES—3.3%
|
||
231,159
|
Helen of Troy Ltd. *
|
26,468
|
247,083
|
Meritage Homes Corp.
|
40,919
|
|
|
67,387
|
INDUSTRIAL REITS—1.9%
|
||
1,048,431
|
STAG Industrial, Inc.
|
38,729
|
INSURANCE—3.9%
|
||
484,405
|
Horace Mann Educators Corp.
|
17,841
|
302,561
|
Reinsurance Group of America, Inc.
|
52,612
|
407,352
|
United Fire Group, Inc.
|
9,129
|
|
|
79,582
|
MACHINERY—10.5%
|
||
408,380
|
Albany International Corp. Class A
|
36,309
|
1,149,627
|
Flowserve Corp.
|
45,905
|
597,416
|
Franklin Electric Co., Inc.
|
56,312
|
473,104
|
SPX Technologies, Inc. *
|
47,613
|
358,039
|
Timken Co.
|
29,327
|
|
|
215,466
|
OFFICE REITS—1.2%
|
||
1,015,555
|
COPT Defense Properties
|
23,927
|
PROFESSIONAL SERVICES—4.2%
|
||
965,727
|
Parsons Corp. *
|
62,917
|
199,824
|
TriNet Group, Inc. *
|
22,720
|
|
|
85,637
|
SEMICONDUCTORS & SEMICONDUCTOR EQUIPMENT—6.5%
|
||
937,475
|
Amkor Technology, Inc.
|
29,680
|
371,394
|
Diodes, Inc. *
|
25,002
|
241,946
|
Entegris, Inc.
|
28,477
|
1,316,060
|
FormFactor, Inc. *
|
51,024
|
|
|
134,183
|
SOFTWARE—2.9%
|
||
1,198,940
|
Box, Inc. Class A*
|
31,149
|
579,437
|
Envestnet, Inc. *
|
29,609
|
|
|
60,758
|
SPECIALIZED REITS—1.0%
|
||
851,181
|
Four Corners Property Trust, Inc.
|
19,926
|
TEXTILES, APPAREL & LUXURY GOODS—0.5%
|
||
1,289,349
|
Wolverine World Wide, Inc.
|
10,779
|
TRADING COMPANIES & DISTRIBUTORS—2.0%
|
||
333,382
|
GATX Corp.
|
40,889
|
TOTAL COMMON STOCKS
(Cost $1,433,174)
|
2,010,126
|
|
TOTAL INVESTMENTS—97.8%
(Cost $1,433,174)
|
2,010,126
|
|
CASH AND OTHER ASSETS, LESS LIABILITIES—2.2%
|
45,724
|
|
TOTAL NET ASSETS—100%
|
$2,055,850
|
Harbor Capital Appreciation Fund
|
Harbor Convertible Securities Fund
|
Harbor Core Bond Fund
|
Harbor Core Plus Fund
|
Harbor Disruptive Innovation Fund
|
Harbor Diversified International All Cap Fund
|
Harbor International Fund
|
Harbor International Core Fund
|
Harbor International Growth Fund
|
Harbor International Small Cap Fund
|
Harbor Large Cap Value Fund
|
Harbor Mid Cap Fund
|
Harbor Mid Cap Value Fund
|
Harbor Small Cap Growth Fund
|
Harbor Small Cap Value Fund
|