Portfolio
Summary
Sector
Percent
Financial
25.33%
Consumer,
Non-cyclical
10.29%
Mortgage
Securities
9.28%
Industrial
7.79%
Consumer,
Cyclical
7.75%
Communications
6.96%
Basic
Materials
6.92%
Energy
5.14%
Technology
4.83%
Government
4.60%
Money
Market
Funds
4.20%
Utilities
4.06%
Closed-End
Funds
2.14%
Exchange-Traded
Funds
1.86%
Asset
Backed
Securities
0.99%
Other
Assets
and
Liabilities
(2.14)%
TOTAL
NET
ASSETS
100.00%
Affiliated
Securities
October
31,
2023
Purchases
Sales
January
31,
2024
Value
Cost
Proceeds
Value
Principal
Government
Money
Market
Fund
-
Class
R-6
5.25%
$
85,777
$
542,513
$
523,704
$
104,586
$
85,777
$
542,513
$
523,704
$
104,586
Income
(a)
Realized
Gain/(Loss)
on
Investments
Realized
Gain
from
Capital
Gain
Distributions
Change
in
Unrealized
Gain/
(Loss)
Principal
Government
Money
Market
Fund
-
Class
R-6
5.25%
$
841
$
—
$
—
$
—
$
841
$
—
$
—
$
—
Amounts
in
thousands.
(a)
Amount
excludes
earnings
from
securities
lending
collateral.
Restricted
Securities
Security
Name
Acquisition
Date
Cost
Value
Percent
of
Net
Assets
Arctic
Canadian
Diamond
Co
Ltd
02/03/2021
$
—
$
1,845
0.07%
Avaya
Holdings
Corp
05/19/2023
179
76
0.00%
Crown
Finance
US
Inc
-
4A2
Shares
08/30/2023
1,242
861
0.03%
High
Ridge
Brands
-
Escrow
0.00%,
03/15/2025
12/29/2020
14,671
—
0.00%
Material
Sciences
Corp
13.07%,
PIK
13.07%,
07/09/2026
12/22/2016-01/03/2024
21,193
20,815
0.77%
Specialty
Steel
15.42%,
11/15/2026
06/04/2021
41,564
41,564
1.53%
SportsNet
New
York
10.25%,
01/15/2025
12/27/2017
19,789
19,789
0.73%
Total
$
84,950
3.13%
Amounts
in
thousands.
Futures
Contracts
Description
and
Expiration
Date
Type
Contracts
Notional
Amount
Value
and
Unrealized
Appreciation/(Depreciation)
US
10
Year
Note;
March
2024
Long
46
$
5,167
$
115
US
5
Year
Note;
March
2024
Short
43
4,661
(84)
US
Long
Bond;
March
2024
Long
12
1,468
74
Total
$
105
Amounts
in
thousands
except
contracts.
Foreign
Currency
Contracts
Unrealized
Appreciation/(Depreciation)
Counterparty
Settlement
Date
Currency
to
Accept
Currency
to
Deliver
Asset
Liability
Bank
of
New
York
Mellon
03/18/2024
$
2,803
EUR
2,540
$
53
$
—
Citigroup
Inc
02/16/2024
$
54
EUR
50
—
—
Citigroup
Inc
02/28/2024
$
3,304
ZAR
63,300
—
(70)
HSBC
Securities
Inc
02/16/2024
EUR
25
$
27
—
—
HSBC
Securities
Inc
02/16/2024
$
164
EUR
150
1
—
JPMorgan
Chase
02/16/2024
$
21,429
EUR
19,700
127
—
Total
$
181
$
(70)
Amounts
in
thousands.