College Retirement Equities Fund NPORTP - Inflation-Linked Bond Account (Sep 2024 report)

Portfolio

Investments

September

30,

2024

Stock

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

LONG-TERM

INVESTMENTS

99.5%

GOVERNMENT

BONDS

0.0%

U.S.

TREASURY

SECURITIES

0.0%

200,000

United

States

Treasury

Note

.125

11/15/32

206

TOTAL

U.S.

TREASURY

SECURITIES

206

TOTAL

GOVERNMENT

BONDS

(Cost

$209)

206

DESCRIPTION

VALUE

(000)

COMMON

STOCKS

99.1%

AUTOMOBILES

COMPONENTS

1.8%

13,843

Dynamics

plc

362

57,198

Actron

Technology

Corp

315

34,790

(a)

Adient

plc

785

5,300

Aisan

Industry

Ltd

752,433

Aisin

Seiki

Ltd

8,361

123,200

Anhui

Jianghuai

Automobile

Group

Corp

Ltd

435

245,601

Apollo

Tyres

Ltd

1,606

59,940

ARB

Corp

Ltd

1,962

59,946

Asahi

India

Glass

Ltd

565

310,939

(a),(b),(c)

Aston

Martin

Lagonda

Global

Holdings

plc

501

1,092,638

Atmus

Filtration

Technologies,

Inc

41,007

2,208

(b)

Autoneum

Holding

AG.

313

258,000

(a)

BAIC

BluePark

New

Energy

Technology

Ltd

293

916,500

(c)

BAIC

Motor

Corp

Ltd

262

58,078

Bajaj

Auto

Ltd

8,550

65,960

Balkrishna

Industries

Ltd

2,400

11,995

Banco

Products

India

Ltd

719,139

Bayerische

Motoren

Werke

AG.

63,598

2,017

Bayerische

Motoren

Werke

AG.

(Preference)

167

22,680

Bethel

Automotive

Safety

Systems

Ltd

157

221,954

Bharat

Forge

Ltd

4,010

2,328,196

BorgWarner,

Inc

84,490

4,767

Bosch

Fren

Sistemleri

Sanayi

Ticaret

AS.

6,360

Bosch

Ltd

2,860

753,085

(b)

Brembo

8,249

482,333

Bridgestone

Corp

18,627

2,348,000

Brilliance

China

Automotive

Holdings

Ltd

900

1,866,434

BYD

Ltd

80,536

885,862

BYD

Ltd

shares)

31,606

16,678

Ceat

Ltd

628

5,039

Changzhou

Xingyu

Automotive

Lighting

Systems

Ltd

105

1,542,885

Cheng

Shin

Rubber

Industry

Ltd

2,519

206,000

China

Motor

Corp

480

91,208

Chongqing

Changan

Automobile

Ltd

191

103,508

CIE

Automotive

India

Ltd

688

31,486

CIE

Automotive

S.A.

906

1,048,609

Cie

Generale

des

Etablissements

Michelin

S.C.A

42,587

46,877

Cie

Plastic

Omnium

470

619,975

(a)

Cofide

S.p.A.

395

504,783

Continental

AG.

32,712

49,138

Cub

Elecparts,

Inc

155

784,457

Daimler

AG.

(Registered)

50,832

1,033,608

Dana

Inc

10,915

1,597,600

Denso

Corp

24,014

70,000

Depo

Auto

Parts

Ind

Ltd

584

2,906

Automotive

Corp

227

240,011

(c)

Dometic

Group

1,429

23,823,420

Dowlais

Group

plc

18,641

302,712

ING

Porsche

AG.

24,191

948,700

DRB-Hicom

Bhd

257

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

AUTOMOBILES

COMPONENTS

(continued)

2,122

Dynamatic

Technologies

Ltd

202

10,100

Eagle

Industry

Ltd

145

1,054

EGE

Endustri

Ticaret

AS.

333

115,245

Eicher

Motors

Ltd

6,912

26,260

(c)

Endurance

Technologies

Ltd

752

24,582

Exedy

Corp

550

339,086

Exide

Industries

Ltd

2,031

117,546

Faurecia

1,209

91,600

FCC

Ltd

1,534

89,616

Ferrari

41,994

1,911,747

Ford

Motor

20,188

53,659

Ford

Otomotiv

Sanayi

1,440

50,200

Fras-Le

S.A.

187

509,645

Fuji

Heavy

Industries

Ltd

9,016

93,563

Fuyao

Glass

Industry

Group

Ltd

776

547,362

(c)

Fuyao

Glass

Industry

Group

Ltd

3,679

42,567

Gabriel

India

Ltd

262

5,265,302

Geely

Automobile

Holdings

Ltd

8,077

2,262,753

General

Motors

101,462

132,745

(c)

Gestamp

Automocion

S.A.

409

36,000

Global

PMX

Ltd

148

1,466,530

(a)

Goodyear

Tire

Rubber

12,979

2,058,246

Great

Wall

Motor

Ltd

3,780

121,759

Great

Wall

Motor

Ltd

520

136,200

G-Tekt

Corp

1,505

397,200

Guangzhou

Automobile

Group

Ltd

495

3,861,042

(b)

Guangzhou

Automobile

Group

Ltd

1,503

63,397

Hankook

Tire

Technology

Ltd

1,998

20,592

Hankook

Tire

Worldwide

Ltd

269

109,018

Hanon

Systems

355

82,956

Harley-Davidson,

Inc

3,196

103,308

Hero

Honda

Motors

Ltd

7,044

26,967

Mando

Ltd

759

148,810

(a)

Holley,

Inc

439

3,796,443

Honda

Motor

Ltd

40,532

140,000

Hota

Industrial

Manufacturing

Ltd

253

57,400

Lane

Associate,

Inc

330

172,315

Huayu

Automotive

Systems

Ltd

437

586,000

(b)

Huazhong

In-Vehicle

Holdings

Ltd

23,176

Huizhou

Desay

Automotive

Ltd

390

50,464

Hyundai

Mobis

8,358

114,869

Hyundai

Motor

21,394

32,079

Hyundai

Motor

Ltd

(2nd

Preference)

4,313

220,465

Hyundai

Motor

Ltd

(Preference)

28,678

13,070

Hyundai

Wia

Corp

515

10,776

(a)

Iljin

Hysolus

ltd

177

508,100

Isuzu

Motors

Ltd

6,928

19,420

JBM

Auto

Ltd

417

67,689

Tyre

Industries

Ltd

347

236,342

Johnson

Electric

Holdings

Ltd

347

167,200

JTEKT

Corp

1,204

14,596

Kayaba

Industry

Ltd

493

501,904

Kenda

Rubber

Industrial

Ltd

492

202,375

Kia

Motors

Corp

15,410

3,454

Knaus

Tabbert

AG.

118

141,800

Koito

Manufacturing

Ltd

1,973

34,840

Kordsa

Teknik

Tekstil

AS.

96,921

(a)

Kumho

Tire

Co,

Inc

335

3,616,332

(a)

Auto,

Inc

46,502

32,520

Linamar

Corp

1,517

608,479

(a),(b)

Lucid

Group,

Inc

2,148

232,451

(b)

Magna

International,

Inc

9,536

DESCRIPTION

VALUE

(000)

AUTOMOBILES

COMPONENTS

(continued)

11,951

Maharashtra

Scooters

Ltd

1,674

2,945,038

Mahindra

Ltd

108,697

28,500

Mahle

Metal

Leve

S.A.

158

82,380

Martinrea

International,

Inc

697

112,365

Maruti

Suzuki

India

Ltd

17,742

482,186

(b)

Mazda

Motor

Corp

3,684

81,462

Minda

Corp

Ltd

584

528,000

Minth

Group

Ltd

1,072

506,100

(b)

Mitsubishi

Motors

Corp

1,377

335,173

(a),(b)

Mobileye

Global,

Inc

4,592

1,506,024

Motherson

Sumi

Wiring

India

Ltd

1,278

1,977

MRF

Ltd

3,267

34,038

Musashi

Seimitsu

Industry

Ltd

470

25,834

Myoung

Shin

Industrial

Ltd

257

293,000

(a)

Nan

Kang

Rubber

Tire

Ltd

456

2,271,598

(a),(b),(c)

Nemak

SAB

C.V.

232

18,798

Nexen

Tire

Corp

103

590,000

(b)

Nexteer

Automotive

Group

Ltd

250

120,100

(b)

NGK

Spark

Plug

Ltd

3,384

150,115

NHK

Spring

Ltd

1,921

59,612

Nifco,

Inc

1,526

28,611

Ningbo

Joyson

Electronic

Corp

72,178

Ningbo

Tuopu

Group

Ltd

468

878,380

(a),(b)

NIO,

Inc

5,919

35,053

Nippon

Seiki

Ltd

286

1,987,500

(b)

Nissan

Motor

Ltd

5,646

42,010

Nissan

Shatai

Ltd

306

64,188

NOK

Corp

1,013

94,590

(b)

Nokian

Renkaat

Oyj

933

31,600

Pacific

Industrial

Ltd

305

90,200

Phinia,

Inc

4,152

133,362

(b)

Piaggio

S.p.A.

391

19,094

Piolax,

Inc

313

232,374

(c)

Pirelli

S.p.A

1,411

570,001

Porsche

AG.

26,116

43,747

(a)

Pricol

Ltd

250

1,339,100

Selamat

Sempurna

Tbk

180

56,076

PWR

Holdings

Ltd

350

3,957

Renault

S.A.

172

564,152

(a),(b)

Rivian

Automotive,

Inc

6,330

36,708

SAF-Holland

684

520,123

SAIC

Motor

Corp

Ltd

1,078

181,500

Sailun

Group

Ltd

413

2,304,932

Samvardhana

Motherson

International

Ltd

5,807

24,460

(c)

Sansera

Engineering

Ltd

487

428,000

Sanyang

Motor

Ltd

985

94,359

Schaeffler

AG.

488

4,049

Sebang

Global

Battery

Ltd

261

33,593

(b)

Seiren

Ltd

637

75,100

(a)

Seres

Group

Ltd

958

35,805

Shandong

Linglong

Tyre

Ltd

102

6,943

Sharda

Motor

Industries

Ltd

201

37,400

(b)

Shoei

Ltd

584

7,485

Shriram

Pistons

Rings

Ltd

194

12,221

Corp

332

5,914

SNT

Motiv

Ltd

212

331,398

(c)

Sona

Blw

Precision

Forgings

Ltd

2,937

6,661,900

Sri

Trang

Agro-Industry

PCL

5,152

37,999

(a)

Ssangyong

Motor

154

97,600

Stanley

Electric

Ltd

1,829

702,121

Stellantis

9,723

112,103

(a)

Stoneridge,

Inc

1,254

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

AUTOMOBILES

COMPONENTS

(continued)

604,000

Sumitomo

Electric

Industries

Ltd

9,808

134,600

Sumitomo

Rubber

Industries,

Inc

1,481

62,969

Sundaram

Finance

Holdings

Ltd

266

4,258

Sundaram-Clayton

Ltd

728

89,899

Sundram

Fasteners

Ltd

1,472

38,861

Sungwoo

Hitech

Ltd

199

67,753

Suprajit

Engineering

Ltd

419

1,330,500

(b)

Suzuki

Motor

Corp

14,981

4,663,669

Tata

Motors

Ltd

54,170

2,325,746

(a)

Tesla,

Inc

608,485

34,864

Thor

Industries,

Inc

3,831

227,287

(c)

Fluid

Systems

plc

500

548,000

(b)

Tianneng

Power

International

Ltd

555

102,671

Tofas

Turk

Otomobil

Fabrik

646

40,147

Tokai

Rika

Ltd

554

19,517

Tokai

Rubber

Industries,

Inc

200

296,000

Tong

Yang

Industry

Ltd

990

26,068

Topre

Corp

329

91,725

Toyo

Tire

Rubber

Ltd

1,347

287,200

Toyoda

Gosei

Ltd

4,964

243,195

Toyota

Boshoku

Corp

3,197

18,903,370

(a)

Toyota

Motor

Corp

339,769

6,648

Trigano

S.A.

855

70,400

Tech

Ltd

865

90,657

Tube

Investments

India

Ltd

4,693

202,342

TVS

Motor

Ltd

6,856

96,000

TYC

Brother

Industrial

Ltd

191

141,104

UNO

Minda

Ltd

1,853

164,843

Valeo

1,995

44,391

(a),(c)

Varroc

Engineering

Ltd

311

84,670

(a)

Visteon

Corp

8,064

84,176

Volkswagen

AG.

(Preference)

8,941

721,974

(a),(b)

Volvo

Car

1,988

34,500

Weifu

High-Technology

Ltd

1,025,100

(a),(b)

XPeng,

Inc

6,326

1,119,031

(c)

Yadea

Group

Holdings

Ltd

1,975

711,100

Yamaha

Motor

Ltd

6,404

91,000

Yokohama

Rubber

Ltd

2,045

480,480

Yulon

Motor

Ltd

910

4,144

Commercial

Vehicle

Control

Systems

India

Ltd

786

453,100

(a),(b),(c)

Zhejiang

Leapmotor

Technologies

Ltd

1,910

137,000

Zhejiang

Wanfeng

Auto

Wheel

Ltd

295

TOTAL

AUTOMOBILES

COMPONENTS

2,354,205

BANKS

6.7%

5,040

1st

Source

Corp

302

42,003

Bank

Ltd

1,154

474,875

(c)

ABN

AMRO

Bank

8,582

342,685

Absa

Group

Ltd

3,480

1,181,981

Abu

Dhabi

Commercial

Bank

PJSC

2,709

602,769

Abu

Dhabi

Islamic

Bank

PJSC

2,087

689,234

(a)

AFFIN

Holdings

Bhd

465

47,815,383

Agricultural

Bank

China

Ltd

22,309

2,184,662

Agricultural

Bank

China

Ltd

(Class

1,488

14,368,580

AIB

Group

plc

82,308

31,600

Aichi

Financial

Group,

Inc

524

1,085,917

(a)

Ajman

Bank

PJSC

523

13,142,391

Akbank

TAS

23,673

872,391

Ahli

Bank

Kuwait

KSCP

779

5,800,073

Rajhi

Bank

135,161

4,111,169

Alinma

Bank

31,285

69,671

Alior

Bank

S.A.

1,675

700,800

Alliance

Financial

Group

BHD

757

DESCRIPTION

VALUE

(000)

BANKS

(continued)

863,148

Alpha

Services

and

Holdings

S.A.

1,499

315,270

(a),(d)

Amagerbanken

149,550

Amalgamated

Financial

Corp

4,691

380,570

Ameris

Bancorp

23,744

838,934

AMMB

Holdings

BHD

1,018

89,700

(b)

Aozora

Bank

Ltd

1,676

362,153

Arab

National

Bank

1,846

138,945

(c)

Small

Finance

Bank

Ltd

1,225

4,515,800

Australia

New

Zealand

Banking

Group

Ltd

94,904

21,444

Awa

Bank

Ltd

368

5,312,282

Axis

Bank

Ltd

78,101

302,360

(a)

Axos

Financial,

Inc

19,012

725,756

Banca

Monte

dei

Paschi

Siena

S.p.A

4,194

676,198

Banca

Popolare

Sondrio

SPA

5,186

68,914

Banco

ABC

Brasil

S.A.

276

13,880,090

Banco

Bilbao

Vizcaya

Argentaria

S.A.

149,936

1,227,288

Banco

BPM

S.p.A.

8,292

635,756

Banco

Bradesco

S.A.

1,528

4,744,530

Banco

Bradesco

S.A.

(Preference)

12,803

6,439,563

Banco

Comercial

Portugues

S.A.

2,906

18,352,151

Banco

Chile

2,344

28,807

Banco

Credito

Inversiones

897

111,773

Banco

Sabadell

S.A.

237

1,634,271

(c)

Banco

del

Bajio

S.A.

3,820

695,402

Banco

Brasil

S.A.

3,470

156,600

Banco

Estado

Rio

Grande

Sul

333

54,048

Banco

Itau

Chile

S.A.

628

211,900

Banco

Pan

S.A.

391

26,770,189

Banco

Santander

Chile

S.A.

1,393

30,207,115

Banco

Santander

S.A.

154,777

106,901

BanColombia

S.A.

921

201,940

BanColombia

S.A.

(Preference)

1,593

235,593

(a)

Bancorp,

Inc

12,604

553,456

(c)

Bandhan

Bank

Ltd

1,314

5,584,900

(a)

Bank

Aladin

Syariah

Tbk

312

248,301

Bank

AlBilad

2,614

186,042

(a)

Bank

Al-Jazira

853

1,959,600

Bank

BTPN

Syariah

Tbk

157

48,968,670

Bank

Central

Asia

Tbk

33,395

104,714

Bank

Hapoalim

Ltd

1,050

561,100

Bank

Islam

Malaysia

Bhd

368

3,105,800

(a)

Bank

Jago

Tbk

627

131,756

Bank

Leumi

Le-Israel

1,290

460,828

(a)

Bank

Millennium

S.A.

1,018

6,116,506

Bank

Negara

Indonesia

Persero

Tbk

2,160

8,153,385

Bank

America

Corp

323,526

440,811

Bank

Baroda

1,303

509,862

Bank

Beijing

Ltd

423

205,300

Bank

Changsha

Ltd

243

90,620

Bank

Chengdu

Ltd

202

981,644

Bank

China

Ltd

696

34,081,912

Bank

China

Ltd

15,916

1,096,812

Bank

Communications

Ltd

1,149

4,071,319

Bank

Communications

Ltd

3,097

899,200

Bank

East

Asia

Ltd

1,157

26,051

Bank

Georgia

Group

plc

1,280

112,795

Bank

Hangzhou

Ltd

225

382,898

Bank

Ireland

Group

plc

4,276

477,518

Bank

Jiangsu

Ltd

568

599,939

Bank

Kaohsiung

Ltd

227

940,646

Bank

Montreal

84,880

5,100

Bank

Nagoya

Ltd

223

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

BANKS

(continued)

214,914

Bank

Nanjing

Ltd

334

156,174

Bank

Ningbo

Ltd

566

1,129,030

(b)

Bank

Nova

Scotia

61,517

797,173

Bank

Butterfield

Son

Ltd

29,400

508,423

(b)

Bank

Queensland

Ltd

2,169

283,299

Bank

Shanghai

Ltd

317

123,600

Bank

Suzhou

Ltd

142

786,908

Bank

the

Philippine

Islands

1,906

119,540

Bank

OZK

5,139

73,975

Bank

Pekao

S.A.

2,824

2,724,511

Bank

Pembangunan

Daerah

Jawa

Barat

Dan

Banten

Tbk

174

493,065,468

Bank

Rakyat

Indonesia

161,263

4,944,462

Bank

Tabungan

Negara

Persero

Tbk

474

16,692

Bank

Zachodni

WBK

S.A.

1,972

524,133

Bankinter

S.A.

4,627

133,520

BankUnited,

Inc

4,865

358,324

Banner

Corp

21,342

28,667

Banque

Cantonale

Vaudoise

2,961

227,452

Banque

Saudi

Fransi

1,957

23,745,728

Barclays

plc

71,346

313,440

(c)

BAWAG

Group

AG.

24,284

9,162,349

BDO

Unibank,

Inc

25,945

442,551

Bendigo

Bank

Ltd

3,551

125,625

Berkshire

Hills

Bancorp,

Inc

3,383

215,950

BNK

Financial

Group,

Inc

1,489

593,206

BNP

Paribas

S.A.

40,707

3,383,625

BOC

Hong

Kong

Holdings

Ltd

10,720

586,005

Boubyan

Bank

KSCP

1,095

772,969

BPER

Banca

4,355

5,836

(a)

BRE

Bank

S.A.

936

2,865,099

Bumiputra-Commerce

Holdings

BHD

5,607

597,125

Burgan

Bank

SAK

372

40,200

Business

First

Bancshares,

Inc

1,032

247,755

Byline

Bancorp,

Inc

6,632

9,082,606

CaixaBank

S.A.

54,204

863,157

(b)

Canadian

Imperial

Bank

Commerce

52,946

77,985

(b)

Canadian

Western

Bank

3,104

1,656,444

Canara

Bank

2,203

537,292

(b)

Capitec

Bank

Holdings

Ltd

94,678

885,220

(b)

Capitol

Federal

Financial,

Inc

5,170

41,470

(a)

Carter

Bankshares,

Inc

721

33,218

Cathay

General

Bancorp

1,427

89,991

Central

Pacific

Financial

Corp

2,656

2,064,836

Chang

Hwa

Commercial

Bank

1,167

1,773,100

Chiba

Bank

Ltd

14,412

27,137,490

China

Citic

Bank

17,228

233,607

China

Construction

Bank

Corp

263

81,258,546

China

Construction

Bank

Corp

60,594

1,339,504

China

Everbright

Bank

Ltd

683

2,124,845

China

Everbright

Bank

Ltd

719

6,446,481

China

Merchants

Bank

Ltd

31,239

12,705,110

China

Merchants

Bank

Ltd

(Class

67,134

795,848

China

Minsheng

Banking

Corp

Ltd

454

3,195,491

(b)

China

Minsheng

Banking

Corp

Ltd

1,295

351,237

China

Zheshang

Bank

Ltd

147

31,693,388

Chinatrust

Financial

Holding

34,500

743,100

Chongqing

Rural

Commercial

Bank

Ltd

573

116,600

Chugin

Financial

Group,

Inc

1,172

4,148,058

Citigroup,

Inc

259,668

278,078

City

Union

Bank

Ltd

544

219,874

Brothers

Group

plc

1,210

20,160

CNB

Financial

Corp

485

DESCRIPTION

VALUE

(000)

BANKS

(continued)

505,600

CNPC

Capital

Ltd

525

16,220

(a)

Coastal

Financial

Corp

876

40,731

(a)

Collector

Bank

166

142,938

Columbia

Banking

System,

Inc

3,732

33,826

Comerica,

Inc

2,026

1,264,591

Commercial

Bank

PSQC

1,527

953,227

Commercial

International

Bank

1,668

3,223,771

Commerzbank

AG.

59,461

2,202,248

Commonwealth

Bank

Australia

205,416

214,975

Community

Bank

System,

Inc

12,484

40,710

Community

Trust

Bancorp,

Inc

2,022

2,676,900

Concordia

Financial

Group

Ltd

14,942

27,288

Credicorp

Ltd

4,938

21,827

Credit

Agricole

S.A.

334

57,281

Credito

Emiliano

S.p.A.

649

181,410

(a)

CrossFirst

Bankshares,

Inc

3,028

109,410

(a)

Customers

Bancorp,

Inc

5,082

5,646,074

(a),(d)

Cyprus

Popular

Bank

PCL

299,627

Dah

Sing

Banking

Group

Ltd

267

135,508

Dah

Sing

Financial

Holdings

Ltd

431

57,172

Daishi

Hokuetsu

Financial

Group,

Inc

943

1,653,496

Danske

Bank

49,735

1,821,804

DBS

Group

Holdings

Ltd

53,951

80,886

DCB

Bank

Ltd

119

108,709

DGB

Financial

Group,

Inc

671

18,390

DNB

Bank

ASA

377

1,870,201

Doha

Bank

QPSC

879

1,193,887

Dubai

Islamic

Bank

PJSC

2,048

1,387,023

Dukhan

Bank

1,470

5,805,464

E.Sun

Financial

Holding

Ltd

5,135

313,080

Eagle

Bancorp,

Inc

7,069

121,307

East

West

Bancorp,

Inc

10,037

776,672

Emirates

NBD

Bank

PJSC

4,292

20,260

Enterprise

Financial

Services

Corp

1,039

23,210

(a),(b)

Equitable

Group,

Inc

1,789

439,174

(c)

Equitas

Small

Finance

Bank

Ltd

404

875,674

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

47,986

5,600

Esquire

Financial

Holdings,

Inc

365

1,107,899

Eurobank

Ergasias

Services

and

Holdings

S.A.

2,538

1,774,020

Far

Eastern

International

Bank

779

60,680

Financial

Corp

2,848

1,358,568

Federal

Bank

Ltd

3,187

13,451

FIBI

Holdings

Ltd

592

4,654,740

Fifth

Third

Bancorp

199,409

709,716

FinecoBank

Banca

Fineco

S.p.A

12,180

1,777,399

First

Abu

Dhabi

Bank

PJSC

6,645

54,442

First

Citizens

Bancshares,

Inc

(Class

100,225

591,721

First

Financial

Bankshares,

Inc

21,900

82,820

First

Financial

Corp

3,632

4,447,941

First

Financial

Holding

Ltd

3,849

211,240

First

Hawaiian,

Inc

4,890

736,181

First

Horizon

National

Corp

11,433

42,525

First

International

Bank

Israel

Ltd

1,762

760,542

First

Interstate

BancSystem,

Inc

23,333

180,500

FNB

Corp

2,547

141,000

Fukuoka

Financial

Group,

Inc

3,651

6,003,485

Grupo

Financiero

Banorte

S.A.

C.V.

42,534

750,877

(a),(b)

Grupo

Financiero

Inbursa

S.A.

1,701

1,205,431

Grupo

Security

S.A.

341

861,301

Gulf

Bank

KSCP

856

277,800

Gunma

Bank

Ltd

1,716

279,000

Hachijuni

Bank

Ltd

1,648

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

BANKS

(continued)

441,127

Haci

Omer

Sabanci

Holding

1,256

119,479

Hana

Financial

Group,

Inc

5,361

102,140

Hancock

Whitney

Corp

5,226

694,535

Hang

Seng

Bank

Ltd

8,642

25,020

Hanmi

Financial

Corp

465

8,638,910

HDFC

Bank

Ltd

177,913

776,766

HDFC

Bank

Ltd

(ADR)

48,594

204,302

Hirogin

Holdings,

Inc

1,591

14,700

Hokkoku

Financial

Holdings,

Inc

440

85,160

(b)

Hokuhoku

Financial

Group,

Inc

937

643,272

Home

Bancshares,

Inc

17,426

8,010

HomeTrust

Bancshares,

Inc

273

206,012

Hong

Leong

Bank

BHD

1,079

7,553,952

HSBC

Holdings

plc

67,767

3,481,985

Hua

Nan

Financial

Holdings

Ltd

2,825

247,686

Huaxia

Bank

Ltd

261

147,374

Hyakugo

Bank

Ltd

565

4,544,767

ICICI

Bank

Ltd

68,969

1,370,128

(a)

IDFC

First

Bank

Ltd

1,216

26,700

Independent

Bank

Corp

890

14,320

(a)

India

Shelter

Finance

Corp

Ltd

129

114,756

IndusInd

Bank

Ltd

1,981

1,658,839

Industrial

Commercial

Bank

China

Ltd

1,452

56,447,914

Industrial

Commercial

Bank

China

Ltd

33,263

514,105

Industrial

Bank

Ltd

1,401

105,172

Industrial

Bank

Korea

1,122

24,235,161

ING

Groep

439,699

187,821

(b)

Inter

Co,

Inc

1,251

24,009

Intercorp

Financial

Services,

Inc

627

55,700

International

Bancshares

Corp

3,330

5,157,266

Intesa

Sanpaolo

S.p.A.

22,077

2,124,823

Investimentos

Itau

S.A.

4,318

106,006

Israel

Discount

Bank

Ltd

594

18,328,402

Itau

Unibanco

Holding

S.A.

121,490

186,354

Iyogin

Holdings,

Inc

1,784

312,641

Jammu

Kashmir

Bank

Ltd

400

1,250,600

Japan

Post

Bank

Ltd

11,740

81,668

Financial

Group

Ltd

952

4,504,162

JPMorgan

Chase

949,748

506,854

(a)

Judo

Capital

Holdings

Ltd

575

22,140

Juroku

Financial

Group,

Inc

614

37,490

Jyske

Bank

2,918

64,699

KakaoBank

Corp

1,043

96,536

Karnataka

Bank

Ltd

273

332,749

Karur

Vysya

Bank

Ltd

850

239,000

Kasikornbank

PCL

(Foreign)

1,114

1,107,084

Financial

Group,

Inc

68,310

28,705

KBC

Ancora

1,552

533,710

KBC

Groep

42,461

44,100

Kearny

Financial

Corp

303

65,248

Keiyo

Bank

Ltd

321

181,000

Kiatnakin

Phatra

Bank

PCL

286

572,000

King's

Town

Bank

Ltd

1,010

43,819

Kiyo

Bank

Ltd

514

28,989

Komercni

Banka

1,022

446,700

Kotak

Mahindra

Bank

Ltd

9,874

3,115,396

Krung

Thai

Bank

PCL

1,994

4,161,060

Kuwait

Finance

House

KSCP

9,769

796,221

Kuwait

International

Bank

KSCP

468

1,653,792

Kuwait

Projects

Holding

KSCP

527

186,200

Kyoto

Financial

Group,

Inc

2,888

251,900

Kyushu

Financial

Group,

Inc

1,235

DESCRIPTION

VALUE

(000)

BANKS

(continued)

34,846

(b)

Laurentian

Bank

Canada

702

288,191

Live

Oak

Bancshares,

Inc

13,652

43,723,939

Lloyds

TSB

Group

plc

34,380

698,146

M&T

Bank

Corp

124,354

2,218,330

Malayan

Banking

BHD

5,639

1,784,600

Malaysia

Building

Society

Bhd

331

2,327,109

Masraf

Rayan

QSC

1,580

775,800

Mebuki

Financial

Group,

Inc

3,140

1,464,536

Mediobanca

S.p.A.

25,024

10,070,653

Mega

Financial

Holding

Ltd

12,502

6,770

Mercantile

Bank

Corp

296

734,914

Metropolitan

Bank

Trust

1,033

5,690

(a)

Metropolitan

Bank

Holding

Corp

299

20,650

Mid

Penn

Bancorp,

Inc

616

32,410

Midland

States

Bancorp,

Inc

725

25,170,182

Mitsubishi

UFJ

Financial

Group,

Inc

258,462

12,892

Mizrahi

Tefahot

Bank

Ltd

504

2,207,657

Mizuho

Financial

Group,

Inc

45,634

78,914

(c)

Moneta

Money

Bank

387

19,768

Musashino

Bank

Ltd

370

21,849

Nanto

Bank

Ltd

462

2,837,226

National

Australia

Bank

Ltd

73,457

225,055

National

Bank

Holdings

Corp

9,475

311,523

(b)

National

Bank

Canada

29,424

1,195,307

National

Bank

Greece

S.A.

10,218

3,289,765

National

Bank

Kuwait

SAKP

9,520

29,636,326

NatWest

Group

plc

137,197

194,282

(b)

Nedbank

Group

Ltd

3,356

91,464

Nishi-Nippon

Financial

Holdings,

Inc

1,051

142,928

Nordea

Bank

publ

1,686

11,305,930

Nordea

Bank

publ

133,469

212,597

North

Pacific

Bank

Ltd

578

34,960

Northeast

Bank

2,696

18,210

Northrim

BanCorp,

Inc

1,297

8,286,211

(a)

Holdings

Ltd

113,107

1,135,000

O-Bank

Ltd

360

464,824

(b)

OFG

Bancorp

20,880

23,107

Ogaki

Kyoritsu

Bank

Ltd

295

11,900

Okinawa

Financial

Group,

Inc

190

42,304

Optima

bank

S.A.

610

74,110

Origin

Bancorp,

Inc

2,383

83,996

OTP

Bank

4,393

5,310,625

Oversea-Chinese

Banking

Corp

62,166

172,560

Pacific

Premier

Bancorp,

Inc

4,342

205,770

Pathward

Financial,

Inc

13,583

466,584

Ping

Bank

Ltd

804

421,958

Piraeus

Financial

Holdings

S.A.

1,796

347,326

PNC

Financial

Services

Group,

Inc

64,203

24,330

Popular,

Inc

2,440

725,837

Postal

Savings

Bank

China

Ltd

541

3,498,972

(c)

Postal

Savings

Bank

China

Ltd

2,068

355,710

Powszechna

Kasa

Oszczednosci

Bank

Polski

S.A.

5,183

193,967

Preferred

Bank

15,566

54,384

Premier

Financial

Corp

1,277

29,250

Primis

Financial

Corp

356

79,592

Prosperity

Bancshares,

Inc

5,736

15,287,770

Bank

Mandiri

Persero

Tbk

7,032

5,909,480

Public

Bank

Bhd

6,532

937,442

Punjab

National

Bank

1,198

374,340

Qatar

International

Islamic

Bank

QSC

1,130

727,542

Qatar

Islamic

Bank

SAQ

4,271

1,876,094

Qatar

National

Bank

QPSC

8,745

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

BANKS

(continued)

57,262

QCR

Holdings,

Inc

4,239

103,599

Raiffeisen

International

Bank

Holding

AG.

2,064

71,600

(a)

Rakuten

Bank

Ltd

1,631

340,977

(c)

RBL

Bank

Ltd

832

195,600

(b)

Regional

SAB

C.V.

1,136

120,510

Renasant

Corp

3,917

3,415,000

Resona

Holdings,

Inc

23,929

530,274

RHB

Capital

BHD

795

20,479

Ringkjoebing

Landbobank

A.S.

3,226

593,248

Riyad

Bank

3,948

1,306,039

Royal

Bank

Canada

163,007

115,164

San-In

Godo

Bank

Ltd

990

406,526

Saudi

Awwal

Bank

3,763

191,501

Saudi

Investment

Bank

667

2,475,220

Saudi

National

Bank

22,716

43,900

SBI

Sumishin

Net

Bank

Ltd

828

706,361

SCB

PCL

2,393

10,821

Seacoast

Banking

Corp

Florida

288

122,200

(b)

Senshu

Ikeda

Holdings,

Inc

279

513,200

(b)

Seven

Bank

Ltd

1,030

1,436,331

Shanghai

Commercial

Savings

Bank

Ltd

1,748

690,034

Shanghai

Pudong

Development

Bank

Ltd

985

477,700

Shanghai

Rural

Commercial

Bank

Ltd

506

1,062,496

Sharjah

Islamic

Bank

668

121,400

Shiga

Bank

Ltd

2,765

882,593

Shinhan

Financial

Group

Ltd

37,433

397,300

Shizuoka

Financial

Group,

Inc

3,465

4,304,874

SinoPac

Financial

Holdings

Ltd

3,298

3,628,484

Skandinaviska

Enskilda

Banken

(Class

55,546

1,410,265

Societe

Generale

35,143

855,824

South

Indian

Bank

Ltd

250

21,500

South

Plains

Financial,

Inc

729

4,260

Southern

Missouri

Bancorp,

Inc

241

246,043

SouthState

Corp

23,910

59,593

Spar

Nord

Bank

A.S.

1,137

29,425

Sparebank

Oestlandet

405

147,336

SpareBank

SR-Bank

ASA

1,900

99,806

Sparebanken

Midt-Norge

1,451

73,586

Sparebanken

Nord-Norge

755

1,359,172

Standard

Bank

Group

Ltd

19,034

1,965,886

Standard

Chartered

plc

20,850

737,828

State

Bank

India

6,927

7,864,509

Sumitomo

Mitsui

Financial

Group,

Inc

168,038

2,658,542

(b)

Sumitomo

Mitsui

Trust

Holdings,

Inc

63,632

105,964

(b)

Suruga

Bank

Ltd

828

29,973

Svenska

Handelsbanken

308

17,457

Swedbank

Shares)

371

90,355

Sydbank

4,447

2,814,347

Taichung

Commercial

Bank

Ltd

1,635

4,682,034

Taishin

Financial

Holdings

Ltd

2,718

2,726,523

Taiwan

Business

Bank

1,372

4,137,913

Taiwan

Cooperative

Financial

Holding

Ltd

3,381

31,123

Tamilnad

Mercantile

Bank

Ltd

175

98,826

TBC

Bank

Group

plc

3,501

198,069

(a)

Texas

Capital

Bancshares,

Inc

14,154

1,108,800

Thanachart

Capital

PCL

1,736

9,410

(a)

Third

Coast

Bancshares,

Inc

252

94,700

Tisco

Bank

PCL

284

21,803,500

TMB

Bank

PCL

(Foreign)

1,329

116,343

(b)

Toho

Bank

Ltd

213

46,300

Tokyo

Kiraboshi

Financial

Group,

Inc

1,348

107,364

TOMONY

Holdings,

Inc

281

DESCRIPTION

VALUE

(000)

BANKS

(continued)

1,616,190

Toronto-Dominion

Bank

102,197

58,540

Towne

Bank

1,935

45,846,558

Turkiye

Bankasi

(Series

18,790

701,264

(c)

Ujjivan

Small

Finance

Bank

Ltd

338

68,400

UMB

Financial

Corp

7,190

4,815,733

(c)

Unicaja

Banco

S.A.

6,137

1,828,440

UniCredit

S.p.A

80,271

622,905

Union

Bank

India

912

954,817

Union

Bank

Taiwan

467

45,230

United

Bankshares,

Inc

1,678

1,150,804

United

Overseas

Bank

Ltd

28,726

100,140

(b)

Univest

Financial

Corp

2,818

11,885

Valiant

Holding

AG.

1,396

323,815

Veritex

Holdings,

Inc

8,523

850,105

(d)

Virgin

Money

plc

2,473

635,093

(a),(d)

VTB

Bank

PJSC

(GDR)

Equiduct

664,707

(a),(d)

VTB

Bank

PJSC

(GDR)

Tradegate

958,801

(a)

Warba

Bank

KSCP

595

11,052,847

Wells

Fargo

624,375

68,904

WesBanco,

Inc

2,052

24,670

Westamerica

Bancorporation

1,219

102,060

Western

Alliance

Bancorp

8,827

3,182,397

Westpac

Banking

Corp

69,543

269,719

Wintrust

Financial

Corp

29,273

247,941

Woori

Financial

Group,

Inc

2,927

135,199

Yamaguchi

Financial

Group,

Inc

1,477

1,417,348

Yapi

Kredi

Bankasi

1,279

5,830,142

(a)

Yes

Bank

Ltd

1,566

TOTAL

BANKS

8,770,066

CAPITAL

GOODS

8.2%

43,386

5,931

7,200

India

Ltd

2,908

162,364

A.O.

Smith

Corp

14,585

76,063

Aalberts

Industries

3,092

46,816

Aaon,

Inc

5,049

824,711

ABB

Ltd

47,846

46,807

ABB

Ltd

India

4,498

425,749

AcBel

Polytech,

Inc

458

270,353

Accelleron

Industries

AG.

14,027

16,550

Ackermans

Van

Haaren

3,515

3,782

ACS

Actividades

Construccion

Servicios

S.A.

175

86,000

Acter

Ltd

833

28,149

Action

Construction

Equipment

Ltd

467

129,683

Adani

Enterprises

Ltd

4,847

249,359

AddTech

7,476

14,985

ADENTRA,

Inc

470

25,000

Advanced

Energy

Solution

Holding

Ltd

392

42,827

AECC

Aero-Engine

Control

Ltd

133

130,152

AECC

Aviation

Power

Ltd

761

239,011

Aecom

Technology

Corp

24,683

47,226

(b)

Aecon

Group,

Inc

730

185,011

AerCap

Holdings

17,524

117,795

(a)

Aerovironment,

Inc

23,618

386,700

(a)

AerSale

Corp

1,953

39,954

AFG

Arbonia-Forster

Hldg

612

15,108

(b)

AG.

Growth

International,

Inc

605

18,108

Ahluwalia

Contracts

India

Ltd

248

34,797

AIA

Engineering

Ltd

1,802

83,100

Aichi

Corp

683

32,741

Aida

Engineering

Ltd

176

71,493

Air

Lease

Corp

3,238

1,197,492

Airbus

175,260

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

119,226

Airtac

International

Group

3,415

17,469

Aker

ASA

Shares)

906

17,107

Babtain

Power

Telecommunication

201

141,918

Alarko

Holding

AS.

392

202,690

Albany

International

Corp

(Class

18,009

5,947

Alfa

Laval

286

2,488,200

Alfa

S.A.

C.V.

(Class

2,036

18,163

(a),(b),(c)

Alfen

,NV

266

54,156

(c)

Alimak

Group

605

218,574

Allegion

plc

31,855

2,357,300

Alliance

Global

Group,

Inc

395

10,130

Allied

Motion

Technologies,

Inc

192

135,627

Allis

Electric

Ltd

522

69,836

Allison

Transmission

Holdings,

Inc

6,709

4,142,333

Alstom

RGPT

86,065

146,880

Alta

Equipment

Group,

Inc

990

1,670,100

Amada

Ltd

17,051

79,625

Amara

Raja

Batteries

Ltd

1,354

535,350

(a)

American

Superconductor

Corp

12,634

257,678

Ametek,

Inc

44,246

51,945

Andritz

AG.

3,681

12,665

Apar

Industries

Ltd

1,441

155,913

(a)

API

Group

Corp

5,148

134,590

Apogee

Enterprises,

Inc

9,423

125,018

Applied

Industrial

Technologies,

Inc

27,895

33,480

Group

397

243,868

(a)

Arabi

Group

Holding

KSC

293

336,345

Arcosa,

Inc

31,872

91,400

Armac

Locacao

Logistica

Servicos

S.A.

133

29,783

Armstrong

World

Industries,

Inc

3,914

161,500

Asahi

Glass

Ltd

5,241

1,163,703

Aselsan

Elektronik

Sanayi

Ticaret

2,010

1,266,886

Ashok

Leyland

Ltd

3,555

72,069

(a)

Ashoka

Buildcon

Ltd

197

2,365,550

Ashtead

Group

plc

183,285

169,028

Ashtead

Technology

Holdings

plc

1,284

37,919

(a)

Ashtrom

Group

Ltd

527

2,267,382

Assa

Abloy

76,388

29,633

Astra

Industrial

Group

1,327

125,289,407

Astra

International

Tbk

41,729

313,952

Astral

Ltd

7,459

13,040

(a)

Astronics

Corp

254

660,421

Atlas

Copco

11,331

2,492,890

Atlas

Copco

48,313

67,643

(a)

ATS

Corp

1,963

872,400

Austal

Ltd

1,756

726,037

AviChina

Industry

Technology

Ltd

353

22,959

AVICOPTER

plc

135

49,231

(a)

Axon

Enterprise,

Inc

19,673

95,321

Ayala

Corp

1,145

2,215

(a),(d)

Ayala

Corp

Preferred

10,200

(a)

Azad

Engineering

Ltd

178

237,675

(a)

AZEK

Co,

Inc

11,123

193,036

Babcock

International

Group

1,219

143,293

Badger

Infrastructure

Solutions

Ltd

3,896

2,391,525

BAE

Systems

plc

39,704

408,856

Balfour

Beatty

plc

2,355

193,892

(a),(b)

Ballard

Power

Systems,

Inc

348

13,533

Balmer

Lawrie

Ltd

118,897

Barloworld

Ltd

594

20,521

Bawan

229

9,895

(b)

BayWa

AG.

141

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

233,800

(a)

Beacon

Roofing

Supply,

Inc

20,207

435,095

(b)

Beijer

Ref

7,163

83,712

Beijing

New

Building

Materials

plc

391

21,194

Belimo

Holding

AG.

15,131

15,502

BEML

Ltd

683

1,252,000

BES

Engineering

Corp

483

469,490

Bharat

Dynamics

Ltd

6,520

3,198,023

Bharat

Electronics

Ltd

10,896

954,078

Bharat

Heavy

Electricals

Ltd

3,175

284,754

Bidvest

Group

Ltd

4,828

29,685

(b)

Bird

Construction

Income

Fund

530

384,937

Bizlink

Holding,

Inc

5,571

440,430

(a)

Blue

Bird

Corp

21,123

94,596

Blue

Star

Ltd

2,330

92,006

(c)

BOC

Aviation

Ltd

761

1,589,106

Bodycote

plc

12,836

1,793,375

(a)

Boeing

272,665

19,190

Boise

Cascade

2,705

67,668

(a)

Bombardier,

Inc

5,149

4,300

(b)

Bossard

Holding

AG.

1,210

181,865

Bouygues

S.A.

6,087

516,895

Brenntag

38,582

244,000

Brighton-Best

International

Taiwan,

Inc

265

16,490

(b)

Brookfield

Business

Corp

426

5,014

Bucher

Industries

AG.

2,276

10,863

Budimex

S.A.

1,686

20,228

Bufab

726

153,176

(a)

Builders

FirstSource,

Inc

29,695

36,700

Bunka

Shutter

Ltd

464

365,534

Bunzl

plc

17,311

21,501

Burckhardt

Compression

Holding

AG.

15,425

14,366

Burkhalter

Holding

AG.

1,514

59,701

BWX

Technologies,

Inc

6,489

1,170

(b)

Bystronic

AG.

480

67,000

Sun

Manufacturing

Ltd

447

140,143

(a)

Cadeler

A.S.

983

360,461

(a)

CAE,

Inc

6,767

15,797

Carbone

Lorraine

500

35,453

(b),(c)

Carel

Industries

S.p.A

774

30,423

Cargotec

Oyj

1,777

32,658

Carlisle

Cos,

Inc

14,688

3,658,825

Carrier

Global

Corp

294,499

339,357

Caterpillar,

Inc

132,729

33,600

Central

Glass

Ltd

800

5,180

Cera

Sanitaryware

Ltd

500

249,537

Power

Industrial

Solutions

Ltd

2,258

1,049,700

Karnchang

PCL

659

947,529

Chemring

Group

plc

4,638

8,587

Cheryong

Electric

Ltd

393

109,000

Chicony

Power

Technology

Ltd

465

907,000

(a)

Chin

Hin

Group

Bhd

466

1,210,000

China

Communications

Services

Corp

Ltd

650

1,089,000

China

Conch

Venture

Holdings

Ltd

1,066

234,200

China

CSSC

Holdings

Ltd

1,389

1,445,800

China

Energy

Engineering

Corp

Ltd

493

830,000

China

Lesso

Group

Holdings

Ltd

418

144,700

China

National

Chemical

Engineering

Ltd

168

594,018

China

Railway

Group

Ltd

552

1,861,000

China

Railway

Group

Ltd

964

754,000

China

State

Construction

Development

Holdings

Ltd

204

1,067,300

China

State

Construction

Engineering

Corp

Ltd

931

870,000

China

State

Construction

International

Holdings

Ltd

1,350

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

329,800

China

Electric

Ltd

408

138,545

(a),(b)

Chiyoda

Corp

287

96,500

Chudenko

Corp

2,272

468,000

Chung-Hsin

Electric

Machinery

Manufacturing

Corp

2,550

612,000

CIMC

Enric

Holdings

Ltd

536

2,710,517

Citic

Pacific

Ltd

3,151

12,358,000

Citic

Resources

Holdings

Ltd

644

10,544

Corp

956

2,265,484

Hutchison

Holdings

Ltd

12,845

41,593

CKD

Corp

865

2,404,074

CNH

Industrial

26,685

6,123

Colt

Group

174

107,244

Columbus

McKinnon

Corp

3,861

98,794

Comfort

Systems

USA,

Inc

38,564

705,042

Compagnie

Saint-Gobain

64,302

90,217

COMSYS

Holdings

Corp

1,969

39,411

Construcciones

Auxiliar

Ferrocarriles

S.A.

1,565

29,400

(a)

Construction

Partners,

Inc

2,052

1,546,966

Contemporary

Amperex

Technology

Ltd

54,367

239,000

Continental

Holdings

Corp

233

131,186

(a)

Core

Main,

Inc

5,825

395,500

COSCO

SHIPPING

Development

Ltd

148

8,328

Craftsman

Automation

Ltd

643

134,415

Crane

21,275

38,617

(a)

Creative

Innovative

System

291

21,361

Wind

Corp

1,124

563,010

(a)

CSBC

Corp

Taiwan

314

431,000

CTCI

Corp

645

121,768

Cummins

India

Ltd

5,536

93,666

Curtiss-Wright

Corp

30,787

25,393

Enerji

Muhendislik

Ticaret

Sanayi

AS.

130

35,000

CyberPower

Systems,

Inc

351

9,018

Daelim

Industrial

301

6,047

(b)

Daetwyler

Holding

AG.

1,233

162,077

(a)

Daewoo

Engineering

Construction

Ltd

474

46,833

Daewoo

International

Corp

2,042

36,497

(a)

Daewoo

Shipbuilding

Marine

Engineering

Ltd

849

140,200

Dai-Dan

Ltd

2,894

132,353

Daifuku

Ltd

2,562

14,548

(b)

Daihen

Corp

668

422,828

Daikin

Industries

Ltd

59,349

545,057

Daimler

Truck

Holding

AG.

20,465

34,700

Daiwa

Industries

Ltd

358

9,046

(b)

Danieli

S.p.A.

282

30,384

Danieli

S.p.A.

(RSP)

729

23,855

Dassault

Aviation

S.A.

4,926

28,999

Data

Patterns

India

Ltd

802

95,505

DCC

plc

6,520

209,729

Deere

87,526

91,965

Deutz

AG.

461

17,853

(c)

Dilip

Buildcon

Ltd

112

103,135

Diploma

plc

6,131

71,722

DiscoverIE

Group

plc

583

26,394

E&C

Ltd

597

5,768,100

DMCI

Holdings,

Inc

1,183

176,010

(a)

DNOW,

Inc

2,276

25,790

Donaldson

Co,

Inc

1,901

150,529

Dongfang

Electric

Corp

Ltd

337

49,400

Doosan

Bobcat,

Inc

1,528

36,996

Doosan

Corp

4,784

38,176

(a)

Doosan

Fuel

Cell

Ltd

553

182,903

(a)

Doosan

Heavy

Industries

and

Construction

Ltd

2,503

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

108,183

Doosan

Infracore

Ltd

620

1,118,410

Dover

Corp

214,444

5,776

Dredging

Environmental

Marine

Engineering

939

543,501

(a),(b)

DroneShield

Ltd

514

1,556,435

Dubai

Investments

PJSC

886

52,360

(a)

Ducommun,

Inc

3,447

40,294

Duerr

AG.

990

91,231

(a)

Dycom

Industries,

Inc

17,982

4,087,800

Dynasty

Ceramic

PCL

254

1,248,717

Eaton

Corp

plc

413,875

362,000

Ebara

Corp

5,933

1,120,000

E-Commodities

Holdings

Ltd

222

52,197

Ecopro

Ltd

7,319

14,384

(a)

Ecopro

Materials

Ltd

1,485

14,535

Eczacibasi

Yatirim

Holding

1,528

Eiffage

S.A.

148

25,759

Elbit

Systems

Ltd

5,126

8,947

Elco

Ltd

266

66,996

Elecon

Engineering

Ltd

560

1,737

Electra

Israel

Ltd

694

504,360

Electrical

Industries

963

1,824,332

Electrocomponents

plc

19,829

192,233

Electrolux

Professional

1,269

227,212

Electrosteel

Castings

Ltd

573

157,618

Elgi

Equipments

Ltd

1,279

3,772,854

(a)

Embraer

S.A.

33,222

57,482

EMCOR

Group,

Inc

24,748

3,397,787

Emerson

Electric

371,616

679,055

(a)

Empresa

Brasileira

Aeronautica

S.A.

(ADR)

24,018

5,558

Energiekontor

AG.

353

72,070

Enerpac

Tool

Group

Corp

3,019

26,392

(b)

Engcon

305

228,293

Engineers

India

Ltd

577

2,478

(a),(b)

Enovix

Corp

105,628

EnPro

Industries,

Inc

17,131

324,000

(a),(b)

Envision

Greenwise

Holdings

Ltd

240

13,546

Epiroc

293

8,014

Epiroc

152

98,264

Esab

Corp

10,446

15,218

ESAB

India

Ltd

1,124

261,192

ESCO

Technologies,

Inc

33,689

607,332

(a)

Estithmar

Holding

QPSC

309

54,893

(a)

Europower

Enerji

Otomasyon

Teknolojileri

Sanayi

Ticaret

AS.

136

52,807

Eve

Energy

Ltd

363

78,000

Evergreen

Aviation

Technologies

Corp

240

187,264

Fanuc

Ltd

5,500

2,668,631

Far

Eastern

Textile

Ltd

3,220

392,508

Fastenal

28,033

147,886

FAW

Jiefang

Group

Ltd

194

239,562

Federal

Signal

Corp

22,389

500,164

Ferrovial

21,496

44,371

(a)

Fincantieri

S.p.A

230

108,065

Finning

International,

Inc

3,547

152,691

Finolex

Cables

Ltd

2,571

420,000

First

Tractor

Ltd

454

631,864

Fletcher

Building

Ltd

1,193

965,923

Flowserve

Corp

49,929

34,836

FLSmidth

1,973

491,460

(a),(b)

Fluence

Energy,

Inc

11,161

74,430

Fluidra

S.A.

1,951

518,540

(a)

Fluor

Corp

24,740

726

Forbo

Holding

AG.

756

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

3,229

Force

Motors

Ltd

288

340,277

Fortive

Corp

26,858

28,600

Fortune

Brands

Innovations,

Inc

2,561

377,100

Fortune

Electric

Ltd

7,475

2,651,008

(b)

Fosun

International

1,687

86,990

Franklin

Electric

Co,

Inc

9,118

9,900

FTAI

Aviation

Ltd

1,316

88,362

Fugro

2,013

26,515

(a)

Fuji

Electric

Holdings

Ltd

1,607

351,545

Fuji

Machine

Manufacturing

Ltd

5,647

192,278

Fujikura

Ltd

6,534

47,639

Fujitec

Ltd

1,659

11,139

Fukushima

Galilei

Ltd

426

20,256

Furukawa

Ltd

230

54,144

Furukawa

Electric

Ltd

1,376

17,934

(a)

Infraprojects

Ltd

362

70,000

Shank

Enterprise

Ltd

200

1,621,456

Gamuda

BHD

3,172

23,773

Garden

Reach

Shipbuilders

Engineers

Ltd

489

140,490

(a)

Gates

Industrial

Corp

plc

2,466

227,285

T&D

India

Ltd

4,569

670,061

GEA

Group

AG.

32,864

683

Geberit

AG.

446

43,618

GEK

Group

Cos

S.A.

857

40,363

(a)

Generac

Holdings,

Inc

6,413

278,418

General

Dynamics

Corp

84,138

280,706

General

Electric

52,936

207,280

Genuit

Group

plc

1,329

61,253

Georg

Fischer

AG.

4,636

61,000

GFC

Ltd

194

51,393

(a)

Gibraltar

Industries,

Inc

3,594

14,300

Ginlong

Technologies

Ltd

168

116,629

(a)

Girisim

Elektrik

Taahhut

Ticaret

Sanayi

AS.

141

176,456

Glory

Ltd

3,171

25,752

GMM

Pfaudler

Ltd

440

130,903

(a)

GMR

Power

and

Urban

Infra

Ltd

250

51,213

(a)

Godrej

Industries

Ltd

755

33,640

Gongniu

Group

Ltd

396

7,410

Gorman-Rupp

289

43,630

Gotion

High-tech

Ltd

143

1,113,470

Grafton

Group

plc

15,494

49,541

Graphite

India

Ltd

349

232,190

(a)

Great

Lakes

Dredge

Dock

Corp

2,445

19,721

Greenlam

Industries

Ltd

119

2,577,000

(c)

Greentown

Management

Holdings

Ltd

1,220

58,220

Griffon

Corp

4,075

36,423

Grindwell

Norton

Ltd

1,044

477,293

(b)

Grupo

Carso

S.A.

C.V.

(Series

A1)

2,955

134,538

(b)

Grupo

Rotoplas

SAB

C.V.

161

56,409

Engineering

Construction

Corp

789

41,883

Holdings

Corp

1,357

67,154

Yuasa

Corp

1,343

70,630

Capital

Holdings,

Inc

920

88,232

Gulf

Cables

Electrical

Industries

Group

Co.

KSCP

451

48,989

(a),(b),(c)

GVS

S.p.A

394

616,497

Haitian

International

Holdings

Ltd

1,967

5,938

(b)

Hammond

Power

Solutions,

Inc

621

325,668

Hangzhou

Steam

Turbine

Power

Group

Ltd

320

26,079

Hanwa

Ltd

909

29,715

Hanwha

Corp

657

13,757

Hanwha

Corp

162

15,200

(a)

Hanwha

Industrial

Solutions

Ltd

387

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

52,152

Hanwha

Systems

Ltd

715

1,968,000

(a)

Hao

Tian

International

Construction

Investment

Group

Ltd

124

300,500

HAP

Seng

Consolidated

BHD

296

7,540

Happy

Forgings

Ltd

107

3,026,000

Harbin

Power

Equipment

1,036

40,800

Harmonic

Drive

Systems,

Inc

1,009

215,195

Havells

India

Ltd

5,168

97,731

(a)

Hayward

Holdings,

Inc

1,499

110,536

Hazama

Ando

Corp

867

84,247

HBL

Power

Systems

Ltd

608

9,754

Hyundai

Construction

Equipment

Ltd

390

19,781

Hyundai

Electric

Ltd

4,977

18,718

(a)

Hyundai

Heavy

Industries

Ltd

2,632

28,827

HDC

Hyundai

Development

Co-Engineering

Construction

490

9,493

HEG

Ltd

281

126,373

HEICO

Corp

33,044

55,684

HEICO

Corp

(Class

11,346

15,954

Heijmans

(ADR)

461

71,750

Hellenic

Technodomiki

Tev

S.A.

156

226,330

Hensoldt

AG.

7,451

135,269

Hexatronic

Group

688

130,679

Hexcel

Corp

8,080

10,368

Infra

Engineering

Ltd

192

3,600

Hikari

Tsushin,

Inc

802

1,784,669

(a)

Hillman

Solutions

Corp

18,846

175,046

Hindustan

Aeronautics

Ltd

9,237

808,836

(a)

Hindustan

Construction

405

210,200

Hino

Motors

Ltd

682

6,000

Hirata

Corp

205

21,500

(b)

Hitachi

Construction

Machinery

Ltd

527

46,796

Hitachi

Energy

India

Ltd

8,113

11,614,940

(a)

Hitachi

Ltd

307,997

131,720

Hitachi

Zosen

Corp

917

219,643

Hiwin

Technologies

Corp

1,482

3,064,081

Honeywell

International,

Inc

633,376

89,800

Hoshizaki

Corp

3,127

33,074

Hosken

Consolidated

Investments

Ltd

349

687,884

Howden

Joinery

Group

plc

8,359

496,653

Howmet

Aerospace,

Inc

49,789

40,304

(a)

HSD

Engine

Ltd

414

2,285,000

(a),(d)

Hsin

Chong

Group

Holdings

Ltd

211,000

HUA

ENG

Wire

Cable

220

379,945

Hubbell,

Inc

162,749

11,377

Huber

Suhner

AG.

1,179

49,000

(a),(b),(c)

Huitongda

Network

Ltd

138

343,803

Husqvarna

Shares)

2,408

85,000

Hwang

Chang

General

Contractor

Ltd

221

4,391

Hyosung

Corp

174

3,616

Hyosung

Heavy

Industries

Corp

964

19,287

Hyundai

Elevator

Ltd

669

26,171

Hyundai

Engineering

Construction

Ltd

609

17,911

(a)

Hyundai

Heavy

Industries

2,558

16,665

(a)

Hyundai

Mipo

Dockyard

1,268

60,024

Hyundai

Rotem

Ltd

2,456

23,077

Idec

Corp

412

26,309

IDEX

Corp

5,643

1,502,300

IJM

Corp

BHD

1,069

17,687

Iljin

Electric

Ltd

300

180,073

Illinois

Tool

Works,

Inc

47,192

36,367

IMCD

6,317

767,616

IMI

plc

18,676

9,952

Implenia

AG.

373

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

123,436

Inaba

Denki

Sangyo

Ltd

3,310

31,698

Inabata

Ltd

738

137,547

(c)

IndiaMart

InterMesh

Ltd

4,842

25,964

(b)

Industrie

Nora

S.p.A

272

1,394,556

Industries

Qatar

QSC

4,995

261,857

Indutrade

8,149

708,984

Infratil

Ltd

5,526

177,625

INFRONEER

Holdings,

Inc

1,459

32,800

Ingersoll

Rand

India

Ltd

1,622

688,895

Ingersoll

Rand,

Inc

67,622

2,803,600

(a),(d)

Inovisi

Infracom

Tbk

71,547

(a)

Inox

Green

Energy

Services

Ltd

178

14,456

(a)

INOX

India

Ltd

202

1,728

(a)

Inox

Wind

Energy

Ltd

263

392,402

(a)

Inox

Wind

Ltd

1,117

189,961

(a)

InPost

S.A.

3,586

176,144

Instalco

724

7,900

(a),(b)

Institute

for

Q-shu

Pioneers

Space,

Inc

59,174

Interpump

Group

S.p.A.

2,764

537

Interroll

Holding

AG.

1,630

29,979

(a)

Intracom

S.A.

Technical

Steel

Constructions

163

306,500

(a),(b)

Intuitive

Machines,

Inc

2,467

141,690

Investment

Latour

4,427

28,888

INVISIO

656

137,026

Inwido

2,535

1,316,589

IRB

Infrastructure

Developers

Ltd

958

249,726

(c)

IRCON

International

Ltd

679

22,999

Dongseo

Ltd

395

24,857

ISGEC

Heavy

Engineering

Ltd

409

287,400

Ishikawajima-Harima

Heavy

Industries

Ltd

15,072

16,900

(a)

Ispace,

Inc

48,559

ITD

Cementation

India

Ltd

307

368,011

(a),(b)

ITM

Power

plc

249

1,161,059

(b)

Itochu

Corp

62,575

336,344

ITT,

Inc

50,287

677,796

Iveco

Group

6,823

21,570

Kumar

Infraprojects

Ltd

204

173,573

(a)

Jain

Irrigation

Systems

Ltd

134

931,711

(a)

Jaiprakash

Associates

Ltd

485,930

Jamna

Auto

Industries

Ltd

682

14,854

Jantsa

Jant

Sanayi

Ticaret

AS.

62,320

Japan

Pulp

Paper

Ltd

294

49,161

Japan

Steel

Works

Ltd

1,743

135,345

Jardine

Matheson

Holdings

Ltd

5,287

7,782

(a)

Jeio

Ltd

108

2,101,056

Summit

Holdings

(Series

1,042

724,400

JGC

Corp

6,354

69,304

Jiangsu

Hengli

Hydraulic

Ltd

618

194,918

Jiangsu

Zhongtian

Technology

Ltd

427

348,692

(b)

Johns

Lyng

Group

Ltd

896

8,944

(c)

JOST

Werke

458

4,812

Judges

Scientific

plc

634

36,895

Jungheinrich

AG.

1,115

111,980

Jupiter

Wagons

Ltd

684

3,212

(b)

Kaba

Holding

AG.

2,381

65,457

Kajaria

Ceramics

Ltd

1,144

345,908

Kajima

Corp

6,483

103,072

Kaleseramik

Canakkale

Kalebodur

Seramik

Sanayi

AS.

118

30,423

(a)

Kalmar

Oyj

989

76,047

Kalpataru

Projects

International

Ltd

1,238

140,300

Kanamoto

Ltd

2,931

574,001

Kandenko

Ltd

8,954

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

63,300

Kanematsu

Corp

1,074

52,000

Kaori

Heat

Treatment

Ltd

675

64,594

Kardex

Holding

AG.

21,125

14,400

Katakura

Industries

Ltd

208

473,800

Kawasaki

Heavy

Industries

Ltd

19,421

7,294

KCC

Glass

Corp

223

106,168

KEC

International

Ltd

1,314

48,229

KEI

Industries

Ltd

2,470

76,000

Keihan

Electric

Railway

Ltd

1,606

53,948

Keller

Group

plc

1,166

13,622

(a),(b)

Kempower

Oyj

175

147,594

Kenmec

Mechanical

Engineering

Ltd

422

6,320

Kennametal

India

Ltd

227

9,735

KEPCO

Engineering

Construction

Co,

Inc

498

1,233,327

Keppel

Corp

Ltd

6,335

1,451,168

Kier

Group

plc

2,685

216,674

(a)

Kiler

Holding

AS.

189

97,371

Kinden

Corp

2,155

3,182

Kingspan

Group

plc

298

186,000

Kinik

1,817

217,388

KION

Group

AG.

8,584

18,681

Kirloskar

Brothers

Ltd

414

22,735

Kirloskar

Pneumatic

Ltd

360

46,900

Kitz

Corp

342

43,346

Kloeckner

AG.

250

935,977

Knorr-Bremse

AG.

83,400

134,623

KNR

Constructions

Ltd

553

657,294

KOC

Holding

3,617

1,392,012

Komatsu

Ltd

38,969

3,231

(b)

Komax

Holding

459

767,758

Kone

Oyj

(Class

45,928

298,115

Konecranes

Oyj

22,398

183,534

Kongsberg

Gruppen

ASA

17,927

210,489

Koninklijke

BAM

Groep

986

244,861

Kontrolmatik

Enerji

Muhendislik

AS.

316

60,789

Korea

Aerospace

Industries

Ltd

2,423

24,462

Korea

Electric

Terminal

Ltd

1,308

142,486

(a)

Kornit

Digital

Ltd

3,681

834,713

(a)

Kratos

Defense

Security

Solutions,

Inc

19,449

10,579

Krones

AG.

1,523

48,435

KSB

Ltd

520

112,176

(a)

Kuang-Chi

Technologies

Ltd

397

604,081

Kubota

Corp

8,625

26,204

Kumagai

Gumi

Ltd

659

40,000

Kung

Long

Batteries

Industrial

Ltd

189

130,000

Kuo

Toong

International

Ltd

261

77,300

Kurita

Water

Industries

Ltd

3,345

18,310

Kvutzat

Acro

Ltd

221

24,454

Kyokuto

Kaihatsu

Kogyo

Ltd

433

139,810

Kyowa

Exeo

Corp

1,524

34,122

Kyudenko

Corp

1,618

3,812

Kyung

Dong

Navien

Ltd

207

424,875

L3Harris

Technologies,

Inc

101,065

3,506

Lakshmi

Machine

Works

Ltd

771

562,265

Larsen

Toubro

Ltd

24,657

5,400

Legrand

S.A.

622

15,568

Lennox

International,

Inc

9,408

219,660

(a)

Leonardo

DRS,

Inc

6,199

389,081

Leonardo

S.p.A.

8,708

80,135

Corp

4,816

19,196

(a)

Energy

Solution

Ltd

6,056

223,469

Lifco

7,360

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

9,375

LIG

Nex1

Ltd

1,517

33,673

Lincoln

Electric

Holdings,

Inc

6,466

58,245

Lindab

International

1,628

12,448

LISI

367

222,900

(b)

LIXIL

Group

Corp

2,671

427,500

(b)

Technology

Holdings

Ltd

197

303,733

(a)

Lloyds

Steels

Industries

Ltd

294

7,228

(a),(b)

Loar

Holdings,

Inc

539

67,675

Lockheed

Martin

Corp

39,560

8,216,000

Lonking

Holdings

Ltd

1,742

19,585

Lotte

Corp

368

13,742

Cable

Ltd

1,292

7,609

Eco

Energy

Ltd

154

12,813

Electric

Ltd

1,601

3,412,500

Group,

Inc

610

8,582

(b)

LU-VE

S.p.A

254

199,280

Luxfer

Holdings

plc

2,581

34,405

Holdings

Corp

188

20,292

INTERNATIONAL

CORP

466

85,763

(b)

Maas

Group

Holdings

Ltd

283

1,430,164

Mabuchi

Motor

Ltd

22,203

114,795

Maire

Tecnimont

S.p.A

949

18,239

Makino

Milling

Machine

Ltd

751

462,085

Makita

Corp

15,610

2,025,200

Malaysian

Resources

Corp

Bhd

290

78,974

Man

Infraconstruction

Ltd

179

7,731

(b)

Manitou

S.A.

160

53,280

Marcopolo

S.A.

5,214,718

Marcopolo

S.A.

7,610

1,179,903

Marubeni

Corp

19,494

629,401

Masco

Corp

52,832

61,953

(a)

Mastec,

Inc

7,626

20,900

Max

Ltd

527

1,194

MBB

134

18,790

McGrath

RentCorp

1,978

432,287

(a)

MDA

Ltd

5,555

139,233

MDU

Resources

Group,

Inc

3,816

29,971

Meidensha

Corp

702

4,492

Meier

Tobler

Group

AG.

140

5,249,429

Melrose

Industries

plc

32,082

467,003

Metallurgical

Corp

China

Ltd

220

18,900

METAWATER

Ltd

236

591,153

(b)

Metso

Outotec

Oyj

6,321

85,111

(a)

Middleby

Corp

11,841

38,094

(b)

Mie

Kotsu

Group

Holdings,

Inc

133

19,650

Miller

Industries,

Inc

1,199

92,000

Mills

Estruturas

Servicos

Engenharia

S.A.

187

437,500

Minebea

Ltd

8,648

4,400

(b)

Mirai

Industry

Ltd

108

62,462

MIRAIT

ONE

corp

929

1,019,300

MISUMI

Group,

Inc

18,489

2,762,548

Mitsubishi

Corp

57,405

5,430,584

Mitsubishi

Electric

Corp

88,089

1,684,887

Mitsubishi

Heavy

Industries

Ltd

25,179

29,800

Mitsubishi

Logisnext

Ltd

273

19,250

(b)

Mitsuboshi

Belting

Ltd

536

2,923,916

Mitsui

Ltd

65,391

69,800

(a),(b)

Mitsui

Engineering

Shipbuilding

Ltd

562

68,000

Miura

Ltd

1,677

13,142

Momentum

Group

188

71,357

Monadelphous

Group

Ltd

634

3,581,570

MonotaRO

Ltd

59,723

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

60,106

(a),(c)

Montana

Aerospace

AG.

1,439

216,778

Morgan

Crucible

plc

801

32,719

Morgan

Sindall

plc

1,347

92,444

Mori

Seiki

Ltd

1,972

103,000

Morita

Holdings

Corp

1,588

75,771

(b)

Mota

Engil

SGPS

S.A.

217

635,444

(a)

MRC

Global,

Inc

8,096

31,457

MSC

Industrial

Direct

(Class

2,707

14,341

MSTC

Ltd

114

13,325

(a)

MTAR

Technologies

Ltd

278

109,668

MTU

Aero

Engines

Holding

AG.

34,274

79,250

Mueller

Industries,

Inc

5,872

1,014,490

Mueller

Water

Products,

Inc

(Class

22,014

2,760,887

(a)

Multiply

Group

PJSC

1,774

151,078

(b),(c)

Munters

Group

3,453

29,950

(a)

MYR

Group,

Inc

3,062

41,180

Mytilineos

Holdings

S.A.

1,619

676,300

Nabtesco

Corp

11,667

7,333

Nachi-Fujikoshi

Corp

160

327,600

Nagase

Ltd

7,365

37,000

(b)

Namura

Shipbuilding

Ltd

370

429,819

NARI

Technology

Ltd

1,676

1,486,387

National

Industries

Group

Holding

SAK

1,087

48,835

Nava

Bharat

Ventures

Ltd

669

459,039

NBCC

India

Ltd

982

64,556

(b)

NCC

Shares)

1,080

1,773,923

NCC

Ltd

6,381

1,380,436

(a)

NEL

ASA

653

22,788

Nexans

S.A.

3,345

315,240

(a)

NEXTracker,

Inc

11,815

71,189

(a)

NFI

Group,

Inc

952

164,400

NGK

Insulators

Ltd

2,162

1,465,091

(b)

Nibe

Industrier

8,030

459,340

Nichias

Corp

18,353

10,000

(b)

Nichiden

Corp

235

17,545

Nichiha

Corp

426

165,618

Nidec

Corp

3,487

117,867

Nikkiso

Ltd

833

7,711

(a)

Nilfisk

Holding

A.S.

168

27,864

Ningbo

Deye

Technology

Ltd

400

31,900

Ningbo

Orient

Wires

Cables

Ltd

249

90,600

Ningbo

Sanxing

Medical

Electric

Ltd

451

7,500

Nippon

Carbon

Ltd

237

71,659

Nippon

Densetsu

Kogyo

Ltd

961

15,500

Nippon

Road

Ltd

187

26,165

Nishimatsu

Construction

Ltd

932

15,400

Nishio

Rent

All

Ltd

434

100,531

Nisshinbo

Industries,

Inc

675

53,800

Nitta

Corp

1,393

17,700

(b)

Nitto

Boseki

Ltd

736

19,835

Nitto

Kogyo

Corp

418

42,346

(a)

NKT

Holding

4,007

149,360

Nolato

822

18,000

(b)

Nomura

Micro

Science

Ltd

307

44,474

Norconsult

Norge

AS.

150

96,566

(a),(b)

Nordex

AG.

1,502

38,900

Nordson

Corp

10,216

10,366

Noritake

Ltd

284

15,951

Noritsu

Koki

Ltd

489

13,031

Noritz

Corp

166

24,405

Norma

Group

406

197,390

Northrop

Grumman

Corp

104,236

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

341,248

NRW

Holdings

Ltd

841

291,100

(b)

NSK

Ltd

1,472

310,861

(b)

NTN

Corp

563

1,509,997

nVent

Electric

plc

106,092

864,000

NWS

Holdings

Ltd

890

7,046

Obara

Corp

199

538,113

Obayashi

Corp

6,858

155,366

Oerlikon

Corp

AG.

840

12,821

Oiles

Corp

183

34,734

(b)

Okuma

Holdings,

Inc

746

21,500

Okumura

Corp

654

27,288

Olectra

Greentech

Ltd

539

19,700

Omega

Flex,

Inc

983

193,008

(b)

Opus

Global

275

49,748

Organo

Corp

2,435

62,606

OSG

Corp

885

57,350

Oshkosh

Corp

5,747

OSRAM

Licht

AG.

34,450

Otokar

Otomotiv

Savunma

Sanayi

A.S.

444

306,895

Owens

Corning,

Inc

54,173

11,801

Palfinger

AG.

298

9,843

(a)

Paras

Defence

Space

Technologies

Ltd

130

642,281

Parker-Hannifin

Corp

405,806

31,362

(a)

Parsons

Corp

3,252

166,909

(a)

Patel

Engineering

Ltd

114

143,081

Peab

(Series

1,147

88,348

Pentair

plc

8,640

1,411,800

Pentamaster

Corp

Bhd

1,200

223,546

Penta-Ocean

Construction

Ltd

1,003

15,169

People

Technology,

Inc

650

13,958

Per

Aarsleff

Holding

A.S.

842

2,656

Pfeiffer

Vacuum

Technology

AG.

458

257,969

(a)

Phihong

Technology

Ltd

332

93,136

PNC

Infratech

Ltd

497

24,133

(b)

PNE

AG.

319

44,907

Polycab

India

Ltd

3,727

13,119

Porr

AG.

198

12,508

POSCO

Future

Ltd

2,384

439,569

Power

Construction

Corp

China

Ltd

350

4,286

Power

Mech

Projects

Ltd

343

81,990

Praj

Industries

Ltd

784

2,070

Preformed

Line

Products

265

124,169

Primoris

Services

Corp

7,212

40,560

Prince

Pipes

Fittings

Ltd

272

5,553

Prysmian

S.p.A.

404

7,928,200

(a)

PSG

Corp

PCL

150

1,956,345

QinetiQ

plc

11,789

212,531

Quanta

Services,

Inc

63,366

442,697

Rail

Vikas

Nigam

Ltd

2,810

6,949

(a)

Rainbow

Robotics

744

273,900

(b)

Raito

Kogyo

Ltd

4,153

146,500

Randon

S.A.

Implementos

Participacoes

290

78,500

Range

Intelligent

Computing

Technology

Group

Ltd

356

440,401

Ras

Khaimah

Ceramics

288

4,879

Rational

AG.

4,981

19,484

(a)

RBC

Bearings,

Inc

5,833

372,000

(a),(b)

Realord

Group

Holdings

Ltd

254

96,312

Redox

Ltd

219

190,509

Reece

Ltd

3,736

172,831

Regal-Beloit

Corp

28,669

582,090

Reliance

Worldwide

Corp

Ltd

2,352

55,568

Renew

Holdings

plc

782

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

29,711

(b)

RENK

Group

AG.

732

718,140

(a)

Resideo

Technologies,

Inc

14,463

138,535

Reunert

Ltd

649

112,100

REV

Group,

Inc

3,146

4,693

Rexel

S.A.

136

47,427

Rheinmetall

AG.

25,783

43,443

Richelieu

Hardware

Ltd

1,288

1,682

Rieter

Holding

AG.

196

33,743

Rockwell

Automation,

Inc

9,059

193

Rockwool

International

Shares)

8,419

(a)

Rolex

Rings

Ltd

256

8,085,869

(a)

Rolls-Royce

Holdings

plc

57,228

2,193,452

Rotork

plc

9,823

2,379,099

RTX

Corp

288,252

49,000

Ruentex

Engineering

Construction

226

305,690

Run

Long

Construction

Ltd

513

45,005

Russel

Metals,

Inc

1,366

13,900

Ryobi

Ltd

190

305,200

(a),(b)

Saab

6,504

8,205

(a)

Sacyr

S.A.

328,198

Sacyr

Vallehermoso

S.A.

1,187

373,277

Safran

S.A.

87,841

13,478

Salcef

Group

S.p.A

386

227,125

Sam

Engineering

Equipment

Bhd

231

73,570

Samsung

C&T

Corp

7,706

61,865

(a)

Samsung

Engineering

Ltd

1,038

268,425

(a)

Samsung

Heavy

Industries

Ltd

2,059

13,722

Samsung

Techwin

Ltd

3,127

1,211,874

Sandvik

27,118

342,000

(a)

Sanergy

Group

Ltd

22,360

Sanghvi

Movers

Ltd

108

169,600

Sanki

Engineering

Ltd

2,835

394,241

Sanwa

Shutter

Corp

10,496

846,000

Sany

Heavy

Equipment

International

Holdings

Ltd

625

422,357

Sany

Heavy

Industry

Ltd

1,127

8,100

Sanyo

Denki

Ltd

546

336,633

Sarkuysan

Elektrolitik

Bakir

Sanayi

Ticaret

AS.

237

38,631

(a)

Saudi

Ceramic

336

34,943

(b)

Savaria

Corp

562

38,746

Schindler

Holding

AG.

11,372

22,925

Schindler

Holding

AG.

(Registered)

6,520

24,395

(a)

Schneider

Electric

Infrastructure

Ltd

238

631,429

Schneider

Electric

S.A.

166,450

133,320

Schulz

S.A.

151

668

Schweiter

Technologies

AG.

337

10,728

SDT

Uzay

Savunma

Teknolojileri

AS.

1,708,600

(a),(b)

Seatrium

Ltd

2,367

19,395

Sekisui

Jushi

Corp

313

49,337

Sensata

Technologies

Holding

plc

1,769

6,400

(a)

Senshu

Electric

Ltd

226

172,106

Seven

Group

Holdings

Ltd

5,083

12,236

SFA

Engineering

Corp

246

13,210

SFS

Group

AG.

2,063

37,129

(a)

SGL

Carbon

AG.

223

5,894

Shakti

Pumps

India

Ltd

300

42,400

Shandong

Himile

Mechanical

Science

Technology

Ltd

278

687,103

Shanghai

Electric

Group

Ltd

440

392,000

Shanghai

Industrial

Holdings

Ltd

607

129,300

Shanghai

Mechanical

and

Electrical

Industry

Ltd

132

224,100

Shanghai

Waigaoqiao

Free

Trade

Zone

Group

Ltd

177

141,900

Shanxi

Coal

International

Energy

Group

Ltd

281

107,311

(a)

Shapir

Engineering

and

Industry

Ltd

617

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

67,140

Shenzhen

Inovance

Technology

Ltd

592

80,236

Shibaura

Machine

Ltd

2,229

11,400

Shibuya

Corp

305

178,000

Shihlin

Electric

Engineering

Corp

1,244

272,024

(a)

Shikun

Binui

Ltd

657

1,185,900

Shimizu

Corp

8,174

3,900

Shin

Nippon

Air

Technologies

Ltd

964,026

Shin

Shing

Ltd

6,019

10,700

(a)

Shinko

Electric

Ltd

380

18,584

Shinko

Plantech

Ltd

216

286,600

Shinmaywa

Industries

Ltd

2,658

13,083

Shinsung

Delta

Tech

Ltd

473

31,508

SHO-BOND

Holdings

Ltd

1,249

283,450

Shyft

Group,

Inc

3,557

295,460

Sichuan

Road

and

Bridge

Group

Ltd

294

1,487,937

Siemens

AG.

301,021

2,677,243

(a)

Siemens

Energy

AG.

98,843

78,176

Siemens

India

Ltd

6,757

47,500

Sieyuan

Electric

Ltd

498

651,195

(a),(b)

SIG

plc

171

1,026,817

(c)

Signify

24,222

2,515,059

Sime

Darby

BHD

1,500

29,054

Simpson

Manufacturing

Co,

Inc

5,557

306,726

Singapore

Technologies

Engineering

Ltd

1,108

7,900

Sinko

Industries

Ltd

260

172,100

Sinoma

International

Engineering

280

1,356,500

Sinopec

Engineering

Group

Ltd

935

1,096,500

Sino-Thai

Engineering

Construction

PCL

326

660,500

Sinotruk

Hong

Kong

Ltd

1,984

30,568

(a)

SiteOne

Landscape

Supply,

Inc

4,613

96,366

Networks

Ltd

358

21,677

(a)

oceanplant

Ltd

247

39,931

(a)

Square

Ltd

2,465

14,759

SK,

Inc

1,726

6,999

Skanska

Shares)

146

7,027

SKF

Shares)

140

31,226

SKF

India

Ltd

2,026

88,318

Investments

Corp

1,509

45,356

SMC

Corp

20,284

7,097

Smiths

Group

plc

159

35,470

Snap-On,

Inc

10,276

118,301

Sociedad

Quimica

Minera

Chile

S.A.

(Class

4,908

176,102

Sojitz

Holdings

Corp

4,172

11,012

SPG

Ltd

203

71,173

Spirax-Sarco

Engineering

plc

7,175

68,554

(a)

Spirit

Aerosystems

Holdings,

Inc

(Class

2,229

321,302

(a)

SPX

Technologies,

Inc

51,235

19,067

Stabilus

780

41,230

(b)

Stadler

Rail

AG.

1,295

105,366

Stanley

Black

Decker,

Inc

11,604

96,622

Stantec,

Inc

7,770

26,766

Star

Micronics

Ltd

361

5,480,900

(a),(d)

STARK

Corp

PCL

4,088

(a)

Steico

112

69,984

(a)

Sterling

and

Wilson

Renewable

514

1,055,692

Storskogen

Group

1,014

56,945

Sulzer

AG.

9,343

13,200

(b)

Sumiseki

Holdings,

Inc

1,115,546

Sumitomo

Corp

25,051

60,297

Sumitomo

Densetsu

Ltd

1,858

222,400

Sumitomo

Heavy

Industries

Ltd

5,381

106,237

Sumitomo

Mitsui

Construction

Ltd

297

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

110,698

Sungrow

Power

Supply

Ltd

1,549

157,000

Sunonwealth

Electric

Machine

Industry

Ltd

457

1,887,400

Sunway

BHD

1,921

260,700

Sunway

Construction

Group

BHD

285

21,563

Sunwoda

Electronic

Ltd

2,444,500

(a),(b),(d)

Superb

Summit

International

Group

Ltd

9,940

Suzhou

Maxwell

Technologies

Ltd

149

8,073,295

(a)

Suzlon

Energy

Ltd

7,704

18,400

SWCC

Showa

Holdings

Ltd

743

157,608

Sweco

2,670

497,306

Electric

Wire

Cable

794

77,022

Tadano

Ltd

518

64,953

(a)

Taihan

Electric

Wire

Ltd

597

7,343

Taihei

Dengyo

Kaisha

Ltd

265

152,053

Taikisha

Ltd

5,219

215,075

Taisei

Corp

9,444

937,000

Taiwan

Glass

Industrial

Corp

552

11,439

Takamatsu

Corp

236

28,364

Takara

Standard

Ltd

317

33,141

Takasago

Thermal

Engineering

Ltd

1,195

210,800

Takeuchi

Manufacturing

Ltd

6,560

47,400

Takuma

Ltd

531

48,667

(a),(c)

Talgo

S.A.

189

1,197,000

(a)

Tatung

Ltd

1,855

334,275

TBEA

Ltd

694

653,933

Power

Systems

Ltd

3,270

310,545

Techno

Electric

Engineering

Ltd

5,930

1,163,771

Techtronic

Industries

17,373

969,000

Teco

Electric

and

Machinery

Ltd

1,489

9,186

Tega

Industries

Ltd

206

109,417

Tekfen

Holding

166

57,820

Tennant

5,553

142,738

Texmaco

Rail

Engineering

Ltd

358

211,421

Thales

S.A.

33,601

4,210,000

(b)

Theme

International

Holdings

Ltd

263

35,825

Thermax

Ltd

2,176

94,300

(a)

THK

Ltd

1,668

17,597

(a),(b)

Thyssenkrupp

Nucera

AG.

KGaa

184

402,000

Tian

Science

Technology

Ltd

371

400,000

Time

Interconnect

Technology

Ltd

229

27,401

Timken

India

Ltd

1,230

59,436

Titagarh

Rail

System

Ltd

865

30,836

TKH

Group

1,299

40,000

Toa

Corp/Tokyo

275

119,311

Tocalo

Ltd

1,601

183,756

(b)

Toda

Corp

1,215

124,575

(b)

Toenec

Corp

807

59,900

TOKAI

Holdings

Corp

407

66,902

Tokyu

Construction

Ltd

330

173,039

TOMRA

Systems

ASA

2,543

191,190

Toromont

Industries

Ltd

18,663

12,900

Totech

Corp

241

15,877

Totetsu

Kogyo

Ltd

379

28,500

(b)

Toto

Ltd

1,060

35,603

Toyo

Construction

Ltd

333

11,100

Toyo

Tanso

Ltd

444

123,800

Toyota

Industries

Corp

9,600

125,600

Toyota

Tsusho

Corp

2,296

814,004

Trane

Technologies

plc

316,428

31,639

TransDigm

Group,

Inc

45,153

31,589

Transformers

Rectifiers

India

Ltd

238

2,763,461

Travis

Perkins

plc

34,405

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

656,761

Trelleborg

Shares)

25,279

74,299

(a)

Trex

Co,

Inc

4,947

64,600

Trinity

Industries,

Inc

2,251

184,000

(a),(b)

Triumph

New

Energy

Ltd

107

951,105

Triveni

Turbine

Ltd

7,753

31,567

Troax

Group

663

35,910

Trusco

Nakayama

Corp

622

279,870

Tsubakimoto

Chain

3,691

32,500

Tsugami

Corp

339

6,100

(b)

Tsurumi

Manufacturing

Ltd

173

50,100

Tupy

S.A.

236

1,188,348

Turkiye

Sise

Cam

Fabrikalari

1,496

6,200

Union

Tool

267

133,000

United

Integrated

Services

Ltd

1,338

82,184

United

Rentals,

Inc

66,547

58,600

Ushio,

Inc

832

328,800

(a)

UWC

BHD

161

48,887

(a)

V2X,

Inc

2,731

113,215

(b)

Valmet

Oyj

3,632

8,600

Valmont

Industries,

Inc

2,494

25,915

(c)

VAT

Group

AG.

13,253

52,761

VBG

Group

2,020

2,522,091

Ventia

Services

Group

Pty

Ltd

7,916

285,407

Vertiv

Holdings

28,395

20,747

Vestas

Wind

Systems

A.S.

457

5,614

Vesuvius

India

Ltd

370

145,087

Vesuvius

plc

758

526,014

V-Guard

Industries

Ltd

2,808

791,097

Vinci

S.A.

92,476

106,941

Volex

plc

476

4,815

Voltamp

Transformers

Ltd

758

166,293

Voltas

Ltd

3,661

56,000

Voltronic

Power

Technology

Corp

3,579

151,863

Volution

Group

plc

1,242

4,105

Volvo

Shares)

110

32,664

Volvo

Shares)

864

5,902

Vossloh

AG.

322

106,656

W.W.

Grainger,

Inc

110,795

16,477

Wacker

Construction

Equipment

AG.

273

97,000

Waffer

Technology

Corp

224

27,000

Wakita

Ltd

327

2,492,848

Walsin

Lihwa

Corp

2,752

10,425

Wartsila

Oyj

Shares)

233

9,448,700

(a),(d)

Waskita

Karya

Persero

Tbk

23,708

Watsco,

Inc

11,661

335,064

Webuild

SpA

948

1,419,650

WEG

S.A.

14,174

834,709

Weichai

Power

Ltd

1,526

218,186

Weichai

Power

Ltd

(Class

489

1,088,789

Weir

Group

plc

31,639

24,600

Welspun

Enterprises

Ltd

164

29,229

WESCO

International,

Inc

4,910

226,597

Westinghouse

Air

Brake

Technologies

Corp

41,189

14,466,600

(a)

Wijaya

Karya

Persero

Tbk

352

126,607

(a)

WillScot

Mobile

Mini

Holdings

Corp

4,760

44,408

Wilson

Bayly

Holmes-Ovcon

Ltd

594

69,668

Woodward

Inc

11,949

362,468

Worley

Ltd

3,694

8,118

(a)

W-Scope

Chungju

Plant

Ltd

125

105,960

WSP

Global,

Inc

18,825

623,838

XCMG

Construction

Machinery

Ltd

686

252,711

Xiamen

Inc

365

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

144,667

Xinjiang

Goldwind

Science

Technology

Ltd

205

267,200

(a),(b)

Xinte

Energy

Ltd

288

1,261,686

(b)

Xinyi

Glass

Holdings

Ltd

1,479

33,670

(a),(b)

Xometry,

Inc

619

111,507

Xxentria

Technology

Materials

Corp

217

121,227

Xylem,

Inc

16,369

18,480

YAMABIKO

Corp

329

41,270

Yamazen

Corp

393

6,326,700

Yangzijiang

Shipbuilding

Holdings

Ltd

12,075

43,813

Yankey

Engineering

Ltd

426

47,500

Yaskawa

Electric

Corp

1,663

23,194

Yazicilar

Holding

211

165,274

(a),(c)

Yellow

Cake

plc

1,238

30,113

YEO

Teknoloji

Enerji

Endustri

AS.

142

24,279

Yokogawa

Bridge

Holdings

Corp

452

13,552

Yuasa

Trading

Ltd

473

200,700

Yurtec

Corp

2,164

6,265

Zehnder

Group

AG.

410

68,863

Zhejiang

Chint

Electrics

Ltd

222

15,192

Zhejiang

Dingli

Machinery

Ltd

128

96,800

Zhejiang

Sanhua

Intelligent

Controls

Ltd

325

66,151

Zhejiang

Weixing

New

Building

Materials

Ltd

139

138,300

Zhengzhou

Yutong

Bus

Ltd

516

38,825

Zhuzhou

CRRC

Times

Electric

Ltd

292

205,100

Zhuzhou

CSR

Times

Electric

Ltd

803

466,939

Zoomlion

Heavy

Industry

Science

and

Technology

Ltd

502

TOTAL

CAPITAL

GOODS

10,744,845

COMMERCIAL

PROFESSIONAL

SERVICES

1.4%

590,970

(a)

ACV

Auctions,

Inc

12,014

828,492

Adecco

S.A.

28,255

15,020

Aeon

Delight

Ltd

425

68,531

AFRY

1,248

276,717

(a)

Aker

Carbon

Capture

ASA

166

356,984

ALS

Ltd

3,539

4,187

Amadeus

Fire

432

82,881

(a)

Amentum

Holdings,

Inc

2,673

320,747

Arcadis

22,240

190,104

(a)

ASGN,

Inc

17,723

135,315

AtkinsRealis

Group,

Inc

5,498

366,730

Automatic

Data

Processing,

Inc

101,485

182,600

BayCurrent

Consulting,

Inc

6,705

29,387

(c)

Befesa

S.A.

852

27,600

Bell

System24

Holdings,

Inc

291

1,490

Benefit

Systems

S.A.

1,020

89,590

Bilfinger

Berger

AG.

4,839

61,500

Binjiang

Service

Group

Ltd

158

85,236

BLS

International

Services

Ltd

373

114,132

Booz

Allen

Hamilton

Holding

Corp

18,576

17,230

(b)

Boyd

Group

Services,

Inc

2,611

2,084,636

Brambles

Ltd

27,363

166,187

(c)

Bravida

Holding

1,251

389,220

(a)

BrightView

Holdings,

Inc

6,126

8,920

Brink's

1,032

80,287

Broadridge

Financial

Solutions,

Inc

17,264

15,719

(b)

Brunel

International

153

682,736

Bureau

Veritas

S.A.

22,651

15,132

(a)

CACI

International,

Inc

(Class

7,635

10,973

Calian

Group

Ltd

373

231,620

(a)

CECO

Environmental

Corp

6,532

6,447

Cewe

Stiftung

KGAA

762

2,301,000

China

Everbright

Environment

Group

Ltd

1,103

143,200

(a)

Cimpress

plc

11,731

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

237,426

Cintas

Corp

48,881

279,828

(a),(b)

Clarivate

plc

1,987

34,964

(a)

Clean

Harbors,

Inc

8,451

54,000

Cleanaway

Ltd

316

1,643,872

Cleanaway

Waste

Management

Ltd

3,330

115,211

CMS

Info

Systems

Ltd

821

35,530

Computer

Age

Management

Services

Ltd

1,866

442,163

Computershare

Ltd

7,708

70,806

(c)

Coor

Service

Management

Holding

314

598,143

(a)

Copart,

Inc

31,343

278,303

(a)

CoStar

Group,

Inc

20,995

1,320,000

(a),(b),(d)

Environmental

Group

Ltd

1,417,700

CTOS

Digital

Bhd

420

76,800

Dai

Nippon

Printing

Ltd

1,371

32,700

Daiei

Kankyo

Ltd

712

31,665

Daiseki

Ltd

829

3,303

Danel

Adir

Yeoshua

Ltd

302

48,920

Deluxe

Corp

954

71,718

Derichebourg

421

28,564

dip

Corp

566

28,297

DKSH

Holding

AG.

2,251

5,455

(a)

AG.

823

6,979

Doms

Industries

Ltd

225

506,493

Downer

EDI

Ltd

1,912

207,326

Dun

Bradstreet

Holdings,

Inc

2,386

29,098

Duskin

Ltd

782

18,137

eClerx

Services

Ltd

651

8,914

Ecopro

Ltd

376

19,000

ECOVE

Environment

Corp

171

343,043

(b)

Element

Fleet

Management

Corp

7,295

256,276

(b)

Elis

S.A.

5,348

19,309

eMudhra

Ltd

203

22,920

en-japan,

Inc

390

185,878

Ennis,

Inc

4,521

84,230

Equifax,

Inc

24,752

554,815

(a)

ExlService

Holdings,

Inc

21,166

854,647

Experian

Group

Ltd

45,014

29,016

Fila

S.p.A

303

108,403

(a),(c),(d)

Finablr

plc

260,612

Firstsource

Solutions

Ltd

968

26,799

(a),(b)

Fiverr

International

Ltd

693

30,340

(a)

Forrester

Research,

Inc

546

853,200

Frontken

Corp

Bhd

758

24,108

(a)

FTI

Consulting,

Inc

5,486

28,454

Funai

Soken

Holdings,

Inc

481

11,303

(a)

GDI

Integrated

Facility

Services,

Inc

305

169,121

Genpact

Ltd

6,631

186,557

GFL

Environmental,

Inc

7,442

274,200

(c)

GPS

Participacoes

Empreendimentos

S.A.

938

1,244,095

Hays

plc

1,544

27,568

(a)

Healthcare

Services

Group

308

4,846

Heidrick

Struggles

International,

Inc

188

12,385

Hilan

Ltd

650

107,730

(a)

Huron

Consulting

Group,

Inc

11,710

9,500

ICF

International,

Inc

1,585

195,028

Indian

Railway

Catering

Tourism

Corp

Ltd

2,160

4,564,900

Infomart

Corp

10,486

177,640

(a),(b)

Innodata,

Inc

2,979

42,012

Insource

Ltd

302

37,710

Insperity,

Inc

3,319

3,320

Intertek

Group

plc

230

54,454

ION

Exchange

India

Ltd

415

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

178,941

IPH

Ltd

749

122,224

ISS

A.S.

2,439

24,800

(a)

Itoki

Corp

260

265,400

JAC

Recruitment

Ltd

1,421

82,881

Jacobs

Solutions,

Inc

10,849

108,800

Japan

Elevator

Service

Holdings

Ltd

2,371

640,252

Johnson

Service

Group

plc

1,334

162,548

KBR,

Inc

10,587

180,935

KEPCO

Plant

Service

Engineering

Ltd

5,815

31,288

Kforce,

Inc

1,923

66,508

Kokuyo

Ltd

1,181

51,000

(b)

Kosaido

Holdings

Ltd

182

128,550

L&K

Engineering

Ltd

846

41,370

(a)

Latent

View

Analytics

Ltd

234

515,028

Learning

Technologies

Group

plc

654

92,432

Leidos

Holdings,

Inc

15,066

171,225

Loomis

5,625

32,564

(b)

Mader

Group

Ltd

112

198,690

Maharah

Human

Resources

373

32,767

Manpower,

Inc

2,409

5,762

Matsuda

Sangyo

Ltd

129

321,520

MAXIMUS,

Inc

29,953

38,388

McMillan

Shakespeare

Ltd

406

53,984

Meitec

Corp

1,201

245,021

Michael

Page

International

plc

1,270

1,447,555

Mitie

Group

2,296

20,344

Mitsubishi

Pencil

Ltd

344

242,470

(a)

Montrose

Environmental

Group,

Inc

6,377

54,710

MSA

Safety,

Inc

9,702

4,425,966

Services

Bhd

955

23,660

NICE

Information

Service

Ltd

192

239,700

(b)

Nihon

M&A

Center

Holdings,

Inc

1,095

12,700

Nippon

Kanzai

Holdings

Ltd

238

153,211

Nippon

Parking

Development

Ltd

248

262,848

Nomura

Ltd

1,505

9,671

(a),(d)

Odigma

Consultancy

Solutions

Ltd

46,128

Okamura

Corp

640

44,147

Open

Group,

Inc

635

40,700

(a)

Orizon

Valorizacao

Residuos

S.A.

357

1,185,800

(a)

Park24

Ltd

14,880

438,544

(a)

Parkin

PJSC

454

14,600

Pasona

Group,

Inc

226

55,379

Paychex,

Inc

7,431

8,667

Paycom

Software,

Inc

1,444

1,420,700

Persol

Holdings

Ltd

2,560

23,042

Pilot

Corp

715

67,606

(a)

Pluxee

France

S.A.

1,424

65,627

Prestige

International,

Inc

322

333,167

(c)

Prosegur

Cash

S.A.

217

84,799

(b)

Prosegur

Cia

Seguridad

S.A.

181

51,175

(c)

Quess

Corp

Ltd

473

1,305,100

Raksul,

Inc

11,874

105,457

(b)

Randstad

Holdings

5,240

125,533

Global,

Inc

10,104

156,145

Global,

Inc

12,567

3,746,362

Recruit

Holdings

Ltd

227,600

20,940

(a)

Red

Violet,

Inc

596

2,643,605

RELX

plc

124,821

166,174

RELX

plc

7,828

58,186

Renewi

plc

495

5,071,184

Rentokil

Initial

plc

24,797

140,745

Republic

Services,

Inc

28,267

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

417,970

Resources

Connection,

Inc

4,054

77,422

RITES

Ltd

319

69,458

Robert

Half

International,

Inc

4,682

191,581

Rollins,

Inc

9,690

218,362

RWS

Holdings

plc

473

21,019

Corp

(Korea)

943

18,552

Sato

Corp

272

32,578

Saudi

Airlines

Catering

965

35,028

Science

Applications

International

Corp

4,878

76,290

(a)

Sdiptech

2,240

1,845

(b)

Seche

Environnement

S.A.

184

82,754

Secom

Ltd

3,061

476,275

Securitas

Shares)

6,046

3,181,045

Serco

Group

plc

7,596

65,623

Fleet

Group

Ltd

114

34,061

SGS

S.A.

3,803

48,935

Shanghai

M&G

Stationery,

Inc

245

100,500

(a),(d)

Shanghai

Youngsun

Investment

Ltd

34,894

(a)

SIS

Ltd

174

104,963

SmartGroup

Corp

Ltd

607

58,287

SMS

Ltd

876

18,300

Societe

BIC

S.A.

1,230

285,400

Sohgo

Security

Services

Ltd

2,077

631,755

SPIE

S.A.

24,158

63,000

Sporton

International,

Inc

436

467,990

Steelcase,

Inc

(Class

6,313

63,190

(a)

Stericycle,

Inc

3,855

93,522

Sthree

plc

471

4,560

(a)

Sungeel

Hitech

Ltd

204

48,350

Sunny

Friend

Environmental

Technology

Ltd

141

196,000

Taiwan

Secom

Ltd

851

140,000

Taiwan-Sogo

Shinkong

Security

Corp

185

18,773

Takkt

AG.

203

10,648

(a)

TeamLease

Services

Ltd

398

971,054

TechnoPro

Holdings,

Inc

18,900

34,617

Teleperformance

3,581

153,761

(a),(b)

TELUS

International

CDA,

Inc

600

337,880

Tetra

Tech,

Inc

15,934

145,823

Thomson

Reuters

Corp

24,873

19,443

(b)

Tinexta

Spa

257

107,140

TKC

2,868

47,323

Toppan

Printing

Ltd

1,408

18,261

(a)

Trans

Cosmos,

Inc/Japan

451

133,041

TransUnion

13,929

38,800

TRE

Holdings

Corp

448

95,470

TriNet

Group,

Inc

9,258

64,910

(a)

TrueBlue,

Inc

512

14,140

Unifirst

Corp

2,809

626,934

(a)

Upwork,

Inc

6,552

26,099

Group

Ltd

504

389,875

Veralto

Corp

43,611

314,244

Verisk

Analytics,

Inc

84,205

90,127

Vestis

Corp

1,343

7,220

(a)

Viad

Corp

259

182,500

(a)

Visional,

Inc

10,083

20,026

Waaree

Renewable

Technologies

Ltd

455

203,056

Waste

Connections,

Inc

36,311

463,771

Waste

Management,

Inc

96,279

57,970

(a)

Willdan

Group,

Inc

2,374

289,035

(a)

WNS

Holdings

Ltd

15,235

357,995

Wolters

Kluwer

60,384

231,000

(a),(b),(d)

Youyuan

International

Holdings

Ltd

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

84,660

Zhejiang

Weiming

Environment

Protection

Ltd

261

246,000

(b)

Zonqing

Environmental

Ltd

252

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

1,797,563

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

5.1%

81,600

ABC-Mart,

Inc

1,734

146,180

(a)

Abercrombie

Fitch

(Class

20,451

22,145

(a),(b)

About

You

Holding

2,951,626

Abu

Dhabi

National

Oil

for

Distribution

PJSC

2,906

720,071

(b)

Accent

Group

Ltd

1,185

6,071,700

ACE

Hardware

Indonesia

Tbk

369

536,030

Adastria

Holdings

Ltd

12,425

94,574

Ali

Alghanim

Sons

Automotive

KSCC

329

29,990,541

Alibaba

Group

Holding

Ltd

398,538

478,102

(a),(c)

Allegro.eu

S.A.

4,323

11,190

(b)

Alpen

Ltd

167

85,510

AlSaif

Stores

For

Development

Investment

187

16,402,346

(a)

Amazon.com,

Inc

3,056,249

238,730

American

Eagle

Outfitters,

Inc

5,345

237,703

(a)

World

plc

357

14,400

AOKI

Holdings,

Inc

121

25,000

Aoyama

Trading

Ltd

236

22,644

Arata

Corp

577

43,976

Arc

Land

Sakamoto

Ltd

538

627,432

(b)

Arhaus,

Inc

7,724

65,363

(a)

Aritzia,

Inc

2,457

40,440

Arko

Corp

284

57,317

Arvind

Fashions

Ltd

405

779,228

ASKUL

Corp

11,742

42,262

(a),(b)

ASOS

plc

242

450,000

Aurora

Design

PCL

219

58,206

Auto

Partner

S.A.

348

82,297

(a),(c)

Auto1

Group

933

50,488

(b)

Autobacs

Seven

Ltd

521

14,190

Autohellas

Tourist

and

Trading

S.A.

174

17,169

(a)

Autonation,

Inc

3,072

992

(a)

Autozone,

Inc

3,125

106,257

Azzas

2154

S.A.

823

3,283,132

B&M

European

Value

Retail

S.A.

18,285

1,566,385

(a),(b)

Baozun,

Inc

(ADR)

5,608

278,809

Bapcor

Ltd

1,021

148,420

Bath

Body

Works,

Inc

4,738

30,005

(b)

Belluna

Ltd

152

1,432,700

Bermaz

Auto

Bhd

781

147,788

Best

Buy

Co,

Inc

15,266

75,000

(b)

BIC

CAMERA,

Inc

830

44,099

(b)

Bilia

522

750,974

(a),(b)

boohoo

Group

plc

300

41,443

(a),(c)

Boozt

457

537,000

(a),(b),(d)

Boshiwa

International

Holding

Ltd

50,923,700

(a)

Bukalapak.com

Tbk

407

105,006

(a)

Burlington

Stores,

Inc

27,667

925,722

(a)

C&A

Modas

Ltd

1,784

44,170

(b)

Canadian

Tire

Corp

Ltd

5,294

107,777

(a)

Carmax,

Inc

8,340

102,171

(a)

Carvana

17,789

478,165

(a)

Ceconomy

1,741

4,900

Central

Automotive

Products

Ltd

162

1,497,665

Central

Retail

Corp

PCL

1,433

500,000

(b)

China

Meidong

Auto

Holdings

Ltd

184

161,000

(b)

China

Tobacco

International

Ltd

412

89,741

China

Tourism

Group

Duty

Free

Corp

Ltd

972

1,911,600

Chow

Tai

Fook

Jewellery

Group

Ltd

2,120

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

(continued)

34,267

Clas

Ohlson

Shares)

568

712,200

Com7

PCL

(Foreign)

526

794,141

(a)

Coupang,

Inc

19,496

699,133

Currys

plc

836

83,846

DCM

Holdings

Ltd

926

44,565

Delek

Automotive

Systems

Ltd

256

20,577

Dieteren

S.A.

4,357

12,807

(b)

Dillard's,

Inc

(Class

4,914

995,077

Dogan

Sirketler

Grubu

Holdings

439

45,901

Dogus

Otomotiv

Servis

Ticaret

293

803,570

Dohome

PCL

281

996,860

Dollarama,

Inc

102,115

1,088,248

Don

Quijote

Ltd

28,277

15,500

Doshisha

Ltd

233

21,591

(a)

Douglas

AG.

495

221,322

Dufry

Group

9,368

365,243

Dunelm

Group

plc

5,639

116,483

(b)

Eagers

Automotive

Ltd

877

50,378

(b)

EDION

Corp

644

61,382

(a)

Electronics

Mart

India

Ltd

151

7,146,100

Erajaya

Swasembada

Tbk

214

5,129

(a)

Ethos

Ltd

211

79,733

(a)

Etsy,

Inc

4,428

128,467

(c)

Europris

ASA

821

553,000

Far

Eastern

Department

Stores

Ltd

474

134,448

Fast

Retailing

Ltd

44,609

192,315

Ferguson

Enterprises,

Inc

37,796

138,718

Ferguson

Enterprises,

Inc

27,545

19,918

Fielmann

AG.

1,029

9,035

(b)

Fnac

Darty

312

261,039

(b)

Foschini

Ltd

2,360

6,386

Fox

Wizel

Ltd

482

82,995

(a)

Frasers

Group

plc

926

255,095

(a),(b)

GameStop

Corp

(Class

5,849

910,934

Gap,

Inc

20,086

16,700

(b)

Geo

Holdings

Corp

181

95,147

(a)

Global-e

Online

Ltd

3,657

33,427

(a)

Fashion

India

Ltd

554

746,432,100

(a)

GoTo

Gojek

Tokopedia

Tbk

3,252

50,300

Grupo

SBF

S.A.

152

51,100

Gulliver

International

Ltd

388

158,458

Halfords

Group

plc

319

451,956

(b)

Harvey

Norman

Holdings

Ltd

1,541

11,692

(b)

Hennes

Mauritz

Shares)

199

335,400

HLA

Corp

Ltd

360

1,620,025

Home

Depot,

Inc

656,434

4,020,467

Home

Product

Center

PCL

1,292

17,758

Hornbach

Holding

AG.

KGaA

1,746

240,591

Hotai

Motor

Ltd

5,352

21,688

Hotel

Shilla

Ltd

794

10,147

Hyundai

Department

Store

Ltd

379

3,902

Hyundai

Home

Shopping

Network

Corp

139

1,677,922

Inchcape

plc

17,927

318,563

Industria

Diseno

Textil

S.A.

18,867

256,300

(b)

Isetan

Mitsukoshi

Holdings

Ltd

4,024

24,200

Izumi

Ltd

600

187,100

Front

Retailing

Ltd

2,036

305,900

Jarir

Marketing

1,073

84,857

Hi-Fi

Ltd

4,670

53,616

Sports

Fashion

plc

111

11,588,050

JD.com,

Inc

232,432

11,142

JINS

Holdings,

Inc

407

DESCRIPTION

VALUE

(000)

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

(continued)

8,720

Joshin

Denki

Ltd

165

37,374

Joyful

Honda

Ltd

542

99,233

JUMBO

S.A.

2,842

13,450

Car

Ltd

133

38,090

Kingfisher

plc

164

18,405

Kohnan

Shoji

Ltd

490

22,152

Komeri

Ltd

573

114,828

K's

Holdings

Corp

1,236

19,418

Leon's

Furniture

Ltd

430

18,575

Lithia

Motors,

Inc

(Class

5,900

692,600

Lojas

Renner

S.A.

2,296

8,510

Lotte

Shopping

Ltd

399

49,465

Lovisa

Holdings

Ltd

1,228

711,506

Lowe's

Cos,

Inc

192,711

279,561

Luk

Fook

Holdings

International

Ltd

598

451,348

(a)

Magazine

Luiza

S.A.

804

6,895,000

Map

Aktif

Adiperkasa

428

27,660

Matas

A.S.

515

56,069

Mekonomen

778

31,755

(a)

Mercadolibre,

Inc

65,160

370,400

(a),(b)

Mercari,

Inc

6,465

336,800

(b)

MINISO

Group

Holding

Ltd

1,500

6,657,100

Mitra

Adiperkasa

Tbk

776

30,299

Mobilezone

Holding

AG.

493

225,070

Monro

Muffler,

Inc

6,496

200,068

(a)

Moonpig

Group

plc

547

110,861

(b)

Motus

Holdings

Ltd

780

2,139,400

(c)

DIY

Group

Bhd

1,097

201,893

Price

Group

Ltd

3,161

18,770

Murphy

USA,

Inc

9,251

2,013

(b)

Musti

Group

Oyj

8,300

(b)

Nafco

Ltd

143

417,492

Naspers

Ltd

101,247

17,279

(a)

National

Vision

Holdings,

Inc

189

2,472

plc

324

37,720

(b)

Nextage

Ltd

485

60,965

Nick

Scali

Ltd

700

27,435

Nishimatsuya

Chain

Ltd

471

62,543

Nitori

Ltd

9,312

46,224

Nojima

Corp

657

225,650

Nordstrom,

Inc

5,075

114,113

North-Star

International

Ltd

238

41,790

(a)

Ollie's

Bargain

Outlet

Holdings,

Inc

4,062

175,955

(a)

O'Reilly

Automotive,

Inc

202,630

42,690

(a)

Overstock.com,

Inc

430

59,677

(a),(b),(d)

Ozon

Holdings

plc

(ADR)

262,800

Padini

Holdings

Bhd

227

106,756

Pal

Ltd

1,870

649,415

PALTAC

Corp

20,040

15,000

Pan

German

Universal

Motors

Ltd

137

1,312,484

(a)

PDD

Holdings,

Inc

(ADR)

176,936

12,649

Penske

Auto

Group,

Inc

2,054

131,776

(a),(c)

Pepco

Group

703

1,936,170

(c)

Pepkor

Holdings

Ltd

2,697

28,816

(b)

Pet

Valu

Holdings

Ltd

551

353,902

Pets

Home

Group

PLC

1,445

25,556

Pool

Corp

9,629

461,600

(c)

Pop

Mart

International

Group

Ltd

3,119

37,446

Poya

International

Ltd

625

72,280

Premier

Investments

Ltd

1,535

1,359,463

Prosus

59,412

2,573,600

PTT

Oil

Retail

Business

PCL

1,400

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

(continued)

46,801

Puuilo

Oyj

503

297,700

(a)

Rakuten,

Inc

1,921

301,230

(a)

RattanIndia

Enterprises

Ltd

275

19,535

(a)

Redtape

Ltd

182

15,735

Retailors

Ltd

279

40,494

(a)

13,542

129,398

Ross

Stores,

Inc

19,476

176,806

(b)

Rusta

1,373

43,914

Rvrc

Holding

205

196,500

Ryohin

Keikaku

Ltd

3,608

749,963

(a)

SACI

Falabella

2,779

119,500

Sanrio

Ltd

3,444

12,964

(a)

Saregama

India

Ltd

27,888

Saudi

Automotive

Services

638

34,781

Seria

Ltd

837

35,200

Shimamura

Ltd

1,923

6,141

Shinsegae

Ltd

745

8,588

Shinsegae

International,

Inc

31,534

(a)

Shoppers

Stop

Ltd

297

933,600

Siam

Global

House

PCL

457

179,271

Signet

Jewelers

Ltd

18,490

23,375

(a)

Silicon2

Ltd

826

28,122

(c)

Sleep

Country

Canada

Holdings,

Inc

728

46,080

(b)

Sonic

Automotive,

Inc

(Class

2,695

759,010

(a)

Stitch

Fix,

Inc

2,140

253,438

Super

Group

Ltd

354

129,936

Super

Retail

Group

Ltd

1,627

51,535

Synsam

254

2,579

Tadiran

Group

Ltd

139

224,302

(b)

Takashimaya

Ltd

1,801

37,769

(b)

Telepark

Corp

968

63,550

(a)

Temple

Webster

Group

Ltd

582

5,988

Thanga

Mayil

Jewellery

Ltd

176

1,384,093

(a),(b)

THG

plc

1,020

3,057,831

TJX

Cos,

Inc

359,417

38,927

(b)

Tokmanni

Group

Corp

480

3,099,489

(c)

Topsports

International

Holdings

Ltd

1,350

62,411

Tractor

Supply

18,157

156,531

Trent

Ltd

14,162

299,436

(b)

Truworths

International

Ltd

1,889

32,806

(a)

Ulta

Beauty,

Inc

12,765

29,296

United

Electronics

743

125,100

Upbound

Group,

Inc

4,002

116,842

(a)

Urban

Outfitters,

Inc

4,476

287,100

USS

Ltd

2,725

1,143,886

(a)

Valvoline,

Inc

47,872

822,472

Vibra

Energia

S.A.

3,533

703,377

Vipshop

Holdings

Ltd

(ADR)

11,064

9,315

(a)

V-Mart

Retail

Ltd

447

49,488

Holdings

Ltd

163

1,119,570

(a)

Warby

Parker,

Inc

18,283

180,985

(a),(c)

Watches

Switzerland

Group

plc

1,157

64,338

(a),(b)

Wayfair,

Inc

3,614

873,195

Wesfarmers

Ltd

42,403

757,025

Smith

plc

14,756

187,602

Wickes

Group

plc

439

1,180,800

Wilcon

Depot,

Inc

385

237,017

Williams-Sonoma,

Inc

36,719

806,126

Woolworths

Holdings

Ltd

3,178

294,500

Workman

Ltd

9,060

1,731,000

Xinhua

Winshare

Publishing

and

Media

Ltd

2,234

413,700

Yamada

Denki

Ltd

1,297

DESCRIPTION

VALUE

(000)

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

(continued)

22,733

Yellow

Hat

Ltd

413

1,019,840

(a),(c)

Zalando

33,708

134,200

Zhejiang

China

Commodities

City

Group

Ltd

183

785,072

Zhongsheng

Group

Holdings

Ltd

1,425

26,300

(b)

ZOZO,

Inc

955

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

6,595,366

CONSUMER

DURABLES

APPAREL

1.8%

756,000

361

Degrees

International

Ltd

409

228,814

Adidas-Salomon

AG.

60,633

273,352

(a)

Aditya

Birla

Fashion

and

Retail

Ltd

1,138

932,640

Aksa

Akrilik

Kimya

Sanayii

AS.

251

139,809

Alaseel

174

18,982

Alexander

Marine

Ltd

175

974,579

(a)

Alok

Industries

Ltd

308

143,400

(a)

Alpargatas

S.A.

183

13,762

(a)

Amber

Enterprises

India

Ltd

790

41,163

(a),(b)

Amer

Sports,

Inc

657

112,135

Amotiv

Ltd

805

1,118,755

Anta

Sports

Products

Ltd

13,244

53,161

Ariston

Holding

260

80,077

Arvind

Ltd

355

744,000

Asics

Corp

15,630

64,379

(a)

Azorim-Investment

Development

Construction

Ltd

303

133,203

Bajaj

Electricals

Ltd

1,547

118,200

Bandai

Namco

Holdings,

Inc

2,697

28,338

Barratt

Developments

plc

182

39,861

Bata

India

Ltd

685

4,515

Beijing

Roborock

Technology

Ltd

178

155,297

Bellway

plc

6,465

26,884

(b)

Beneteau

S.A.

291

2,098

Berkeley

Group

Holdings

plc

133

96,232

Betsson

1,181

1,055,093

(a),(b)

Lux

Finco

Sarl

52,006

3,794,472

Bosideng

International

Holdings

Ltd

2,158

244,638

(a)

Bovis

Homes

Group

plc

4,278

75,010

(b)

Breville

Group

Ltd

1,765

30,950

(b)

BRP,

Inc

1,842

26,876

Brunello

Cucinelli

S.p.A

2,902

46,279

Brunswick

Corp

3,879

257,681

Burberry

Group

plc

2,416

4,680,281

Cairn

Homes

plc

10,099

7,980,677

Cairn

Homes

plc

17,468

27,113

(a)

Callaway

Golf

298

58,262

(a)

Campus

Activewear

Ltd

236

33,662

(a),(b)

Canada

Goose

Holdings,

Inc

422

92,379

(a)

Capri

Holdings

Ltd

3,921

157,900

(a),(b)

Casio

Computer

Ltd

1,312

30,932

(a)

CCC

S.A.

1,363

30,229

Cello

World

Pvt

Ltd

329

56,610

Century

Communities,

Inc

5,830

105,500

(b)

Chervon

Holdings

Ltd

307

481,000

China

Lilang

Ltd

259

14,000

Chofu

Seisakusho

Ltd

193

726,604

Cie

Financiere

Richemont

S.A.

115,388

956,000

(a)

Citychamp

Watch

Jewellery

Group

Ltd

128

1,237,363

Coats

Group

plc

1,666

45,688

Coway

Ltd

2,306

189,907

Crest

Nicholson

Holdings

plc

490

40,767

(a)

Crocs,

Inc

5,903

509,320

Crompton

Greaves

Consumer

Electricals

Ltd

2,528

94,900

Cury

Construtora

Incorporadora

S.A.

390

205,400

Cyrela

Brazil

Realty

S.A.

774

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

DURABLES

APPAREL

(continued)

4,872

Danya

Cebus

Ltd

113

80,340

(a)

Deckers

Outdoor

Corp

12,810

60,139

De'Longhi

S.p.A.

1,855

7,817

Delta

Galil

Ltd

354

25,102

(b)

Descente

Ltd

761

13,248

Dong

Corp

371

92,700

Direcional

Engenharia

S.A.

515

16,542

Dixon

Technologies

India

Ltd

2,722

301,981

Horton,

Inc

57,609

457,878

Dr.

Martens

PLC

346

1,363,869

Eclat

Textile

Ltd

23,404

21,600

Ecovacs

Robotics

Ltd

156

3,888

Einhell

Germany

AG.

253

8,296

(a)

Electra

Consumer

Products

1970

Ltd

162

173,384

Electrolux

1,684

320,365

(b)

Ermenegildo

Zegna

3,152

37,257

ES-Con

Japan

Ltd

269

93,600

Tec

Empreendimentos

Participacoes

S.A.

232

10,153

F&F

Ltd

530

2,229,451

Feng

TAY

Enterprise

Ltd

10,894

58,442

(b)

Ferretti

S.p.A

182

24,654

(a),(d)

Group

24,000

(b)

Fields

Corp

420

30,664

Fila

Holdings

Corp

984

548,000

Formosa

Taffeta

Ltd

361

339,999

(a),(d)

Fuguiniao

Ltd

60,021

Fujitsu

General

Ltd

890

110,000

Fulgent

Sun

International

Holding

Ltd

430

66,000

Fusheng

Precision

Ltd

604

25,053

Games

Workshop

Group

plc

3,604

50,828

(a)

Garmin

Ltd

8,947

8,937

Garware

Technical

Fibres

Ltd

433

233,000

Giant

Manufacturing

Ltd

1,642

126,736

Gildan

Activewear,

Inc

5,966

13,603

(a),(c)

Glenveagh

Properties

plc

1,257,229

(a),(c)

Glenveagh

Properties

plc

(London)

2,218

1,313,491

Store

Nord

29,270

35,591

(a)

Gokaldas

Exports

Ltd

411

17,247

(b)

Goldwin,

Inc

999

75,700

Gree

Electric

Appliances,

Inc

Zhuhai

513

241,300

Grendene

S.A.

249

10,718

Gunze

Ltd

421

1,022,201

Haier

Smart

Home

Ltd

4,004

143,507

Haier

Smart

Home

Ltd

649

10,744

(b)

Hamilton

Beach

Brands

Holding

327

55,500

Hang

Zhou

Great

Star

Industrial

Ltd

245

12,552

Hansae

Ltd

153

17,494

Hanssem

Ltd

751

10,203

(a)

Harvia

Oyj

535

162,639

Hasbro,

Inc

11,762

195,272

(b)

Haseko

Corp

2,561

17,656

Hermes

International

43,475

59,300

Hisense

Home

Appliances

Group

Ltd

297

331,000

(b)

Hisense

Kelon

Electrical

Holdings

Ltd

1,219

56,200

Hisense

Visual

Technology

Ltd

178

466,000

(a),(d)

HOSA

International

Ltd

41,609

(b)

Hugo

Boss

AG.

1,906

94,400

(b)

Iida

Group

Holdings

Ltd

1,458

75,375

Indo

Count

Industries

Ltd

346

90,900

Installed

Building

Products,

Inc

22,386

10,230

(a)

JAKKS

Pacific,

Inc

261

35,010

Japan

Wool

Textile

Ltd

323

DESCRIPTION

VALUE

(000)

CONSUMER

DURABLES

APPAREL

(continued)

48,066

960

899,500

JNBY

Design

Ltd

1,858

70,000

Johnson

Health

Tech

Ltd

348

1,155,500

(c)

Global

Lifestyle

Ltd

253

118,400

JVC

KENWOOD

Holdings,

Inc

1,119

229,513

Kalyan

Jewellers

India

Ltd

1,999

8,660

Kaufman

Broad

S.A.

301

312,365

Kering

89,915

828,000

Kinpo

Electronics

567

38,000

KMC

Kuei

Meng

International,

Inc

181

71,830

Kontoor

Brands,

Inc

5,874

73,551

KPR

Mill

Ltd

838

45,018

Opala

Ltd

188

14,790

(a),(b)

Landsea

Homes

Corp

183

187,900

(a)

Latham

Group,

Inc

1,278

163,488

Lennar

Corp

(Class

30,651

7,783

Lennar

Corp

(Class

1,346

154,306

Levi

Strauss

3,364

43,647

Electronics,

Inc

3,475

935,621

Ning

Ltd

2,300

955

LPP

S.A.

3,914

190,442

(a)

Lululemon

Athletica,

Inc

51,676

378,110

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

289,963

181,560

Makalot

Industrial

Ltd

2,009

1,290,984

Man

Wah

Holdings

Ltd

1,063

6,442

(a),(d)

Mariella

Burani

S.p.A.

28,747

(b)

Marimekko

Oyj

418

232,361

(a)

Mattel,

Inc

4,427

2,190,614

(c)

Mavi

Giyim

Sanayi

Ticaret

AS.

5,775

41,648

Maytronics

Ltd

171,000

Merida

Industry

Ltd

1,243

150,112

Merry

Electronics

Ltd

614

201,100

Midea

Group

Ltd

2,167

57,369

MIPS

3,057

14,100

Mizuno

Corp

900

36,010

(a)

Mohawk

Industries,

Inc

5,786

1,547,474

Moncler

S.p.A

98,383

325,700

(a)

MRV

Engenharia

Participacoes

S.A.

433

5,800

(b)

Nagawa

Ltd

298

19,486

(c)

Neinor

Homes

S.A.

326

71,678

(b)

New

Wave

Group

807

5,700

Newell

Rubbermaid,

Inc

145,448

Nien

Made

Enterprise

Ltd

2,329

1,495,357

Nike,

Inc

(Class

132,190

232,300

(b)

Nikon

Corp

2,406

13,098

(a)

NVR,

Inc

128,515

1,608,448

(a),(b)

Holding

AG.

80,664

85,300

Onward

Kashiyama

Ltd

314

56,300

(b)

Open

House

Group

Ltd

2,130

20,832

Oppein

Home

Group,

Inc

184

126,391

Orient

Electric

Ltd

362

153,511

(c)

OVS

S.p.A

495

4,665

Page

Industries

Ltd

2,388

462,559

Panasonic

Corp

4,063

1,689

Pandora

A.S.

278

17,691

PDS

Ltd

109

402,000

(a),(d)

Peace

Mark

Holdings

Ltd

2,217,590

(a),(b)

Peloton

Interactive,

Inc

10,378

6,568

Persimmon

plc

145

20,656

(a),(d)

PIK

Group

(GDR)

35,794

(b)

Polaris

Industries,

Inc

2,980

1,947,006

Pou

Chen

Corp

2,215

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

DURABLES

APPAREL

(continued)

6,854,953

PRADA

S.p.A

52,425

22,485

Pressance

Corp

304

300,545

Pulte

Homes,

Inc

43,137

2,176

Puma

AG.

Rudolf

Dassler

Sport

428,000

(b)

Technology

Group

Ltd

286

44,000

Quang

Viet

Enterprise

Ltd

150

50,297

Rajesh

Exports

Ltd

174

20,156

(a)

Raymond

Lifestyle

Ltd

569

25,195

Raymond

Ltd

528

43,517

Relaxo

Footwears

Ltd

421

77,700

Rinnai

Corp

1,919

9,500

Roland

Corp

248

499,027

Ruentex

Industries

Ltd

1,226

13,628

Safari

Industries

India

Ltd

382

208,136

(a),(b)

Safilo

Group

S.p.A.

254

50,013

(b)

Salvatore

Ferragamo

S.p.A

387

164,724

Sangetsu

Ltd

3,239

163,000

Sankyo

Ltd

2,402

9,954

Sanlorenzo

S.p.A

405

24,259

SEB

S.A.

2,769

123,200

Sega

Sammy

Holdings,

Inc

2,468

20,900

Seiko

Holdings

Corp

570

282,900

Sekisui

Chemical

Ltd

4,423

1,840,423

Sekisui

House

Ltd

51,101

12,901

Senco

Gold

Ltd

220

105,672

SharkNinja

Global

SPV

Ltd

11,488

188,500

Sharp

Corp

1,254

30,636

(a)

Sheela

Foam

Ltd

336

717,638

Shenzhou

International

Group

Holdings

Ltd

6,353

59,199

Shimano,

Inc

11,270

46,700

(a)

Skechers

U.S.A.,

Inc

(Class

3,125

1,037,504

Skyworth

Group

Ltd

465

9,821,035

Sony

Corp

190,799

116,996

(b),(c)

Spin

Master

Corp

2,643

428,500

Stella

International

Holdings

Ltd

812

491,388

Steven

Madden

Ltd

24,073

121,197

Sumitomo

Forestry

Ltd

5,966

7,427

Superior

Uniform

Group,

Inc

115

86,328

Swan

Energy

Ltd

596

804

Swatch

Group

AG.

172

182,942

Symphony

Ltd

3,425

1,003,000

Tainan

Spinning

Ltd

512

175,000

Taiwan

Paiho

Ltd

403

13,700

(b)

Tama

Home

Ltd

382

29,600

Tamron

Ltd

934

173,243

Tapestry,

Inc

8,139

305,300

(a)

Taylor

Morrison

Home

Corp

21,450

18,792,398

Taylor

Wimpey

plc

41,337

3,032,000

TCL

Electronics

Holdings

Ltd

2,212

92,932

(c)

Technogym

S.p.A

971

115,017

Tempur

Sealy

International,

Inc

6,280

83,654

(c)

Thule

Group

2,554

285,844

Titan

Ltd

13,036

5,490

Token

Corp

434

70,188

Toll

Brothers,

Inc

10,843

66,101

Tomy

Ltd

1,813

48,091

(a)

TopBuild

Corp

19,564

41,000

Topkey

Corp

281

531,401

(a)

Traeger,

Inc

1,956

922,463

(a)

Tri

Pointe

Homes,

Inc

41,797

1,051,807

Trident

Ltd

460

44,648

TTK

Prestige

Ltd

466

DESCRIPTION

VALUE

(000)

CONSUMER

DURABLES

APPAREL

(continued)

986,274

(a)

Under

Armour,

Inc

(Class

8,245

17,443

(a),(b)

Universal

Entertainment

Corp

171

47,259

Vaibhav

Global

Ltd

176

82,419

Vardhman

Textiles

Ltd

465

37,252

Vedant

Fashions

Ltd

600

323,152

Vestel

Beyaz

Esya

Sanayi

Ticaret

163

125,384

Vestel

Elektronik

Sanayi

Ticaret

AS.

236

52,655

VIP

Industries

Ltd

338

3,168,000

Viva

Goods

Company

Ltd

233

100,900

Vivara

Participacoes

S.A.

499

74,700

Vulcabras

Azaleia

S.A.

231

33,213

Wacoal

Holdings

Corp

1,041

170,540

Welspun

India

Ltd

333

629,767

Whirlpool

Corp

67,385

49,893

Whirlpool

India

Ltd

1,363

1,053,500

Xtep

International

Holdings

Ltd

805

2,106,000

Yamaha

Corp

18,212

374,234

(a)

YETI

Holdings,

Inc

15,355

107,409

(b)

YIT

Oyj

327

45,300

Yonex

Ltd

673

17,645

Youngone

Corp

543

4,197

Youngone

Holdings

Ltd

293

1,216,000

Yue

Yuen

Industrial

Holdings

2,305

15,813

Zhejiang

Supor

Ltd

132

29,400

Zojirushi

Corp

340

TOTAL

CONSUMER

DURABLES

APPAREL

2,342,946

CONSUMER

SERVICES

2.4%

283,912

(b)

888

Holdings

plc

247

283,672

(c)

AcadeMedia

1,885

793,135

Accor

S.A.

34,477

198,858

ADT,

Inc

1,438

6,802

(a)

Afya

Ltd

116

257,233

(a)

Airbnb,

Inc

32,620

6,789

Alamar

Foods

142

400,600

Alsea

SAB

C.V.

1,102

917,189

Amadeus

Holding

S.A.

66,425

109,000

Ambassador

Hotel

214

2,549,196

Americana

Restaurants

International

plc

1,840

67,715

(a)

AmRest

Holdings

407

47,786

(a)

Ananti,

Inc

186

367,164

Aramark

14,220

8,812,494

Arcos

Dorados

Holdings,

Inc

76,845

455,729

Aristocrat

Leisure

Ltd

18,400

16,650

Ataa

Educational

363

93,700

(a),(b)

Atom

Corp

465

22,600

(b)

Atour

Lifestyle

Holdings

Ltd

(ADR)

586

71,833

(a),(b)

Auction

Technology

Group

plc

403

29,000

Bafang

Yunji

International

Ltd

138

38,083

(a),(b),(c)

Basic-Fit

993

787,921

Berjaya

Sports

Toto

BHD

308

2,924,900

(a)

Bloomberry

Resorts

Corp

422

491,060

Bloomin'

Brands,

Inc

8,117

91,319

Booking

Holdings,

Inc

384,647

723,581

Boyd

Gaming

Corp

46,780

79,608

(a)

Bright

Horizons

Family

Solutions,

Inc

11,155

196,004

(a)

Brinker

International,

Inc

15,000

238,000

Cafe

Coral

Holdings

Ltd

265

3,331,549

(a)

Carnival

Corp

61,567

518,097

(a)

Carnival

plc

8,540

212,358

(a)

Cava

Group,

Inc

26,301

377,500

Central

Plaza

Hotel

PCL

476

65,027

(a)

Chalet

Hotels

Ltd

683

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

144,000

(b)

China

Chunlai

Education

Group

Ltd

491,000

(b),(c)

China

East

Education

Holdings

Ltd

188

849,000

China

Education

Group

Holdings

Ltd

590

1,836,000

China

Travel

International

Inv

275

3,055,725

(a)

Chipotle

Mexican

Grill,

Inc

(Class

176,071

8,960

(b)

Choice

Hotels

International,

Inc

1,167

234

(a)

Chuy's

Holdings,

Inc

24,823

Cie

des

Alpes

393

1,569,900

(a)

Cogna

Educacao

S.A.

369

2,007,070

Collins

Foods

Ltd

12,110

57,700

(b)

Colowide

Ltd

696

2,360,511

Compass

Group

plc

75,677

100,886

Corporate

Travel

Management

Ltd

898

988,510

(a)

Coursera,

Inc

7,849

95,600

(b)

Create

Restaurants

Holdings,

Inc

752

30,200

Curves

Holdings

Ltd

160

334,828

Dalata

Hotel

Group

plc

1,529

1,573,564

(a),(c)

Deliveroo

plc

3,250

176,825

(a),(c)

Delivery

Hero

7,156

71,800

(a),(b)

Despegar.com

Corp

890

248,061

(a)

Devyani

International

Ltd

578

975,000

DigiPlus

Interactive

Corp

351

54,904

Domino's

Pizza

Enterprises

Ltd

1,342

281,500

Domino's

Pizza

Group

plc

1,130

93,070

(a)

DoorDash,

Inc

13,284

8,520

DoubleUGames

Ltd

325

24,618

Doutor

Nichires

Holdings

Ltd

395

35,900

(a),(b)

DPC

Dash

Ltd

362

1,020,907

(a)

DraftKings,

Inc

40,020

44,350

(a)

Duolingo,

Inc

12,508

74,656

(a)

Dutch

Bros,

Inc

2,391

322,000

(a),(b),(c)

East

Buy

Holding

Ltd

805

229,289

Easy

Trip

Planners

Ltd

73,055

(a)

eDreams

ODIGEO

S.A.

554

157,036

EIH

Ltd

710

65,083

(a),(b),(c)

Elior

Group

S.A.

264

5,197

(a),(b),(d)

Empire

Resorts,

Inc

613,601

Entain

plc

6,269

2,018,200

Erawan

Group

PCL

281

1,590,000

(a)

Everi

Holdings,

Inc

20,893

358,909

(c)

Evolution

35,300

440,912

(a)

Expedia

Group,

Inc

65,264

5,796

(a)

Fattal

Holdings

1998

Ltd

663

605,000

(a),(b)

Fenbi

Ltd

255

137,440

(b)

Flight

Centre

Travel

Group

Ltd

2,116

83,240

(a)

Flutter

Entertainment

plc

19,751

370,654

(a)

Flutter

Entertainment

plc

87,160

87,093

Food

Life

Cos

Ltd

1,750

52,000

Formosa

International

Hotels

Corp

334

275,740

(a)

Frontdoor,

Inc

13,233

1,149,000

Shou

Yuan

International

Group

Ltd

666

18,499

Fuji

Kyuko

Ltd

356

5,400

(a)

Fujio

Food

Group,

Inc

5,100

(a)

Fujita

Kanko,

Inc

346

2,019,030

Education

Ltd

1,975

1,848,608

Galaxy

Entertainment

Group

Ltd

9,129

14,600

(a)

GENDA,Inc

258

2,083,897

Genting

BHD

2,134

2,772,581

Genting

Malaysia

BHD

1,628

5,095,712

Genting

Singapore

Ltd

3,454

46,000

Gourmet

Master

Ltd

132

20,039

(a)

Grand

Canyon

Education,

Inc

2,843

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

28,765

Grand

Korea

Leisure

Ltd

274

340,732

Greggs

plc

14,231

33,500

(a),(b)

GSX

Techedu,

Inc

(ADR)

131

221,814

H&R

Block,

Inc

14,096

2,837,000

(a),(b),(c)

Haichang

Ocean

Park

Holdings

Ltd

328

1,538,776

(c)

Haidilao

International

Holding

Ltd

3,683

10,172

Hana

Tour

Service,

Inc

392

42,789

Heiwa

Corp

635

21,523

Herfy

Food

Services

159

19,537

(b)

Hiday

Hidaka

Corp

368

463,151

Hilton

Worldwide

Holdings,

Inc

106,756

42,628

(a),(b)

HIS

Ltd

499

94,583

Hollywood

Bowl

Group

plc

392

233,000

Huangshan

Tourism

Development

Ltd

183

83,037

Huazhu

Group

Ltd

(ADR)

3,089

259,252

Humansoft

Holding

KSC

2,313

63,706

Hyatt

Hotels

Corp

9,696

59,500

(b)

Ichibanya

Ltd

432

263,208

(b)

IDP

Education

Ltd

2,883

745,006

Indian

Hotels

Ltd

6,088

155,431

InterContinental

Hotels

Group

plc

16,926

822,384

International

Game

Technology

plc

17,517

174,007

(a)

Intralot

S.A.-Integrated

Lottery

Systems

Services

217

79,540

(a)

Jahez

International

517

724,000

(b),(c)

Jiumaojiu

International

Holdings

Ltd

454

372,723

Jollibee

Foods

Corp

1,788

302,565

Jubilant

Foodworks

Ltd

2,461

44,505

Jumbo

Interactive

Ltd

422

10,753

(a)

Juniper

Hotels

Ltd

170,872

(a),(c)

Just

Eat

Takeaway.com

2,561

54,380

Kangwon

Land,

Inc

704

13,270

(b)

Kappa

Create

Ltd

155

173,253

Kindred

Group

plc

2,202

18,500

(b)

Kisoji

Ltd

311

38,000

KOMEDA

Holdings

Ltd

732

41,094

(b)

Koshidaka

Holdings

Ltd

292

17,804

(b)

Kura

Sushi,

Inc

467

600

Kustur

Kusadasi

Tur.

End.

AS.

51,766

(b)

Kyoritsu

Maintenance

Ltd

868

95,175

(c)

Francaise

des

Jeux

SAEM

3,916

2,000,566

Las

Vegas

Sands

Corp

100,709

394,747

Laureate

Education,

Inc

6,557

20,066

Leejam

Sports

JSC

1,105

279,607

(a),(c)

Lemon

Tree

Hotels

Ltd

407

363,810

(a)

Life

Time

Group

Holdings,

Inc

8,884

98,300

(b)

LITALICO,

Inc

855

39,682

(a)

Lotte

Tour

Development

Ltd

308

1,884,775

Lottery

Corp

Ltd

6,644

73,788

Lottomatica

Group

Spa

926

61,000

Lung

Yen

Life

Service

Corp

68,987

(a)

Mahindra

Holidays

Resorts

India

Ltd

321

144,273

Marriott

International,

Inc

(Class

35,866

7,200

(b)

Matsuyafoods

Holdings

Ltd

316

796,059

McDonald's

Corp

242,408

17,605

(b)

McDonald's

Holdings

Japan

Ltd

839

151,586

Group

International

plc

394

5,998

MegaStudyEdu

Ltd

204

4,045,133

(a),(c)

Meituan

85,900

4,152,630

(a)

Melco

Crown

Entertainment

Ltd

(ADR)

32,349

537,817

(a),(b)

Melco

International

Development

352

358,953

(a)

MGM

Resorts

International

14,031

2,813,600

Minor

International

PCL

2,463

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

192,553

(a)

Mitchells

Butlers

plc

765

222,400

Restaurants

Group

PCL

209

25,002

Monogatari

Corp

679

16,000

(b)

MOS

Food

Services,

Inc

399

15,686

MTY

Food

Group,

Inc

537

14,121

National

for

Learning

Education

796

430,500

(a),(b)

Nayuki

Holdings

Ltd

104

616,240

New

Oriental

Education

Technology

Group,

Inc

4,703

61,234

NIIT

Learning

Systems

Ltd

371

146,700

Ohsho

Food

Service

Corp

2,918

294,890

OneSpaWorld

Holdings

Ltd

4,869

166,118

OPAP

S.A.

2,951

4,861,366

Oriental

Land

Ltd

125,751

193,620

Papa

John's

International,

Inc

10,430

41,856

Paradise

Ltd

385

12,349

Pearson

plc

168

125,019

(a),(b)

Pierre

Vacances

197

59,664

(a)

Planet

Fitness,

Inc

4,846

182,868

(a)

Playtech

PLC

1,839

11,836

(b)

Pollard

Banknote

Ltd

239

289,860

(a)

Potbelly

Corp

2,417

139,854

Rank

Group

plc

168

703,900

Resorttrust,

Inc

14,160

276,062

(a)

Restaurant

Brands

Asia

Ltd

365

255,453

Restaurant

Brands

International,

Inc

18,433

914,020

(b)

Restaurant

Brands

International,

Inc

65,919

143,483

Round

One

Corp

1,100

335,870

Royal

Caribbean

Cruises

Ltd

59,570

25,700

(b)

Royal

Holdings

Ltd

443

1,656,660

(a)

Rush

Street

Interactive,

Inc

17,975

229,900

(a)

Sabre

Corp

844

23,000

Saizeriya

Ltd

915

12,798,367

(a)

Sands

China

Ltd

32,230

124,815

(a)

Sapphire

Foods

India

Ltd

532

106,382

(a),(b),(c)

Scandic

Hotels

Group

739

121,591

(a)

Seera

Group

Holding

778

97,788

Service

Corp

International

7,718

262,537

(a)

Shake

Shack,

Inc

27,096

1,034,000

Shangri-La

Asia

Ltd

745

192,900

SISB

PCL

210

2,107,000

(a),(b)

SJM

Holdings

Ltd

829

29,143

SkiStar

473

174,882

Skylark

Holdings

Ltd

2,821

220,500

Smartfit

Escola

Ginastica

Danca

S.A.

868

85,353

Sodexho

Alliance

S.A.

6,998

416,375

Sol

Melia

S.A.

3,015

621,691

SSP

Group

PLC

1,326

2,032,901

(a)

Star

Entertainment

Grp

Ltd

413

3,383,788

Starbucks

Corp

329,885

165,270

Strategic

Education,

Inc

15,296

67,034

Super

Group

SGHC

Ltd

243

149,000

(a),(b)

Super

International

Holding

Ltd

269

219,471

Taaleem

Holdings

PJSC

223

40,578

TAB

Gida

Sanayi

Ticaret

AS.

164

3,687,859

TABCORP

Holdings

Ltd

1,283

172,083

(a)

TAL

Education

Group

(ADR)

2,037

92,556

Texas

Roadhouse,

Inc

(Class

16,345

100,588

Thomas

Cook

India

Ltd

244

1,085,000

Tianli

Education

International

Holdings

Ltd

712

13,385

(b)

Tokyotokeiba

Ltd

410

526,820

Tongcheng

Travel

Holdings

Ltd

1,323

37,959

(b)

Toridoll

Holdings

Corp

986

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

358,166

(a),(c)

Trainline

plc

1,588

896,219

Travelsky

Technology

Ltd

1,316

870,750

(a)

Trip.com

Group

Ltd

52,392

487,781

(a)

TUI

AG.

3,724

297,175

(a)

Webjet

Group

Ltd

205

297,175

(a),(b)

Webjet

Ltd

1,505

121,090

Wendy's

2,122

51,621

(a)

Westlife

Foodworld

Ltd

581

64,497

(a)

Wetherspoon

(J.D.)

plc

639

170,049

Whitbread

plc

7,138

28,164

Wingstop,

Inc

11,718

7,954

Wonderla

Holidays

Ltd

56,075

Wowprime

Corp

391

260,932

Wyndham

Hotels

Resorts,

Inc

20,389

43,506,200

Wynn

Macau

Ltd

37,418

8,410

Wynn

Resorts

Ltd

806

217,700

YDUQS

Participacoes

S.A.

367

53,419

(b)

Yoshinoya

D&C

Ltd

1,169

16,727

Young

Co's

Brewery

plc

204

182,935

Yum

China

Holdings,

Inc

8,236

29,097

Yum!

Brands,

Inc

4,065

81,900

Zensho

Ltd

4,538

5,617,739

(a)

Zomato

Ltd

18,285

TOTAL

CONSUMER

SERVICES

3,200,966

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

1.7%

1,880,757

Abdullah

Othaim

Markets

5,972

458,813

Aeon

Ltd

12,462

27,600

Aeon

Hokkaido

Corp

177

22,483

Ain

Holdings,

Inc

855

76,556

Meera

Consumer

Goods

QSC

315

63,790

Albertsons

Cos,

Inc

1,179

27,877

Al-Dawaa

Medical

Services

711

2,255,829

(a),(b)

Alibaba

Health

Information

Technology

Ltd

1,517

1,895,977

Alimentation

Couche-Tard,

Inc

104,819

12,676,391

Almacenes

Exito

S.A.

25,550

13,472

Almunajem

Foods

432

27,379

Arcs

Ltd

491

3,722,662

(a)

Atacadao

S.A.

6,321

138,079

(a),(c)

Avenue

Supermarts

Ltd

8,396

301,793

(b)

Axfood

8,506

44,220

Axial

Retailing,

Inc

290

8,300

Belc

Ltd

373

551,600

Berli

Jucker

PCL

422

6,604

BGF

retail

Ltd

577

278,206

Bid

Corp

Ltd

7,129

394,797

BIM

Birlesik

Magazalar

5,729

184,760

BinDawood

Holding

385

11,264

Carrefour

S.A.

192

25,374

Casey's

General

Stores,

Inc

9,533

103,854

(a),(b)

Casino

Guichard

Perrachon

S.A.

347

6,151

Cawachi

Ltd

116

1,154,263

Cencosud

S.A.

2,330

74,170

(a)

Chefs'

Warehouse,

Inc

3,116

333,400

(a),(d)

Chongqing

Hongjiu

Fruit

Ltd

30,099,494

(a)

Cia

Brasileira

Distribuicao

15,581

196,773

Clicks

Group

Ltd

4,521

1,029,218

Coles

Group

Ltd

12,831

136,986

Colruyt

S.A.

6,377

32,400

Cosmos

Pharmaceutical

Corp

1,679

732,875

Costco

Wholesale

Corp

649,708

2,362,916

ALL

plc

4,789

1,536,700

(d)

Axtra

PCL

1,552

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

(continued)

20,900

Create

Holdings

Ltd

469

4,418

Daikokutenbussan

Ltd

359

189,700

DFI

Retail

Group

Holdings

Ltd

412

19,157

(a),(c)

Dino

Polska

S.A.

1,745

309,644

(c)

Dis-Chem

Pharmacies

Ltd

680

16,397,216

(a)

Distribuidora

Internacional

Alimentacion

S.A.

234

9,669

(a),(b)

DocMorris

AG.

428

168,076

Dollar

General

Corp

14,214

30,720

Dongsuh

Cos,

Inc

449

14,636

E-MART,

Inc

661

116,752

Empire

Ltd

3,568

305,629

Endeavour

Group

Ltd

1,057

53,148

Eurocash

S.A.

131

19,900

Fuji

Ltd

293

12,400

G-7

Holdings,

Inc

145

13,400

Genky

DrugStores

Ltd

350

50,976

George

Weston

Ltd

8,556

163,506

GrainCorp

Ltd-A

1,036

55,734

Great

Tree

Pharmacy

Ltd

331

66,433

(a)

Grocery

Outlet

Holding

Corp

1,166

227,800

(a),(b)

Grupo

Comercial

Chedraui

S.a.

C.V.

1,712

421,200

Grupo

Mateus

S.A.

573

34,485

Retail

Ltd

559

6,100

Halows

Ltd

178

71,125

(b)

Hankyu

Department

Stores,

Inc

1,027

21,858

Heiwado

Ltd

365

119,724

(a)

HelloFresh

1,227

2,770

Itochu-Shokuhin

Ltd

139

34,152

Sainsbury

plc

135

466,050

(a),(c)

Health

International,

Inc

2,035

1,634,585

Jeronimo

Martins

SGPS

S.A.

32,097

16,723

Kato

Sangyo

Ltd

496

3,249

(b)

Kesko

Oyj

Shares)

29,300

Kobe

Bussan

Ltd

914

19,661

Koninklijke

Ahold

Delhaize

679

36,302

Kusuri

Aoki

Holdings

Ltd

844

223,400

(b)

Comer

SAB

C.V.

446

17,596

Life

Corp

446

130,012

Loblaw

Cos

Ltd

17,311

11,776

Yochananof

Sons

Ltd

708

117,967

(a)

Maplebear,

Inc

4,806

1,553,186

Marks

Spencer

Group

plc

7,751

23,973

(b)

MARR

S.p.A.

321

527,500

(b)

Matsumotokiyoshi

Holdings

Ltd

8,691

29,400

Maxvalu

Tokai

Ltd

653

40,870

(a)

Medplus

Health

Services

Ltd

327

738,123

Metcash

Ltd

1,825

69,575

METRO

AG.

377

181,995

Metro,

Inc

11,504

5,014,800

Midi

Utama

Indonesia

Tbk

159

73,969

Migros

Ticaret

972

30,451

Nahdi

Medical

1,068

35,903

(b)

North

West

Co,

Inc

1,363

415,774

(a)

Ocado

Group

plc

2,144

782,344

Olam

Group

Ltd

682

101,200

(a)

Performance

Food

Group

7,931

446,716

(b)

Pick'n

Pay

Stores

Ltd

668

401,200

(a),(b),(c)

Ping

Healthcare

and

Technology

Ltd

740

474,195

President

Chain

Store

Corp

4,410

740,700

Puregold

Price

Club,

Inc

416

1,048,324

Raia

Drogasil

S.A.

4,905

6,203

Rami

Levy

Chain

Stores

Hashikma

Marketing

2006

Ltd

346

DESCRIPTION

VALUE

(000)

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

(continued)

12,054

(a),(c)

Redcare

Pharmacy

1,748

17,112

Retail

Partners

Ltd

163

726,550

Robinsons

Retail

Holdings,

Inc

521

53,841

Ryoshoku

Ltd

1,988

30,000

San-A

Ltd

539

19,902,592

Sendas

Distribuidora

S.A.

27,291

4,790,092

Seven

Holdings

Ltd

72,128

1,766,910

Sheng

Siong

Group

Ltd

2,103

9,911

(b)

Shoei

Foods

Corp

320

209,057

Shoprite

Holdings

Ltd

3,571

670,141

Shufersal

Ltd

5,959

197,600

(a),(b)

Sipai

Health

Technology

Ltd

159

11,072

Sligro

Food

Group

156

2,263,019

SMU

S.A.

367

244,733

Sok

Marketler

Ticaret

AS.

345

2,423,085

Sonae

SPGS

S.A.

2,560

142,134

SPAR

Group

Ltd

1,112

441,680

Spinneys

1961

Holding

plc

191

83,388

Sugi

Pharmacy

Ltd

1,540

16,426,300

Sumber

Alfaria

Trijaya

Tbk

3,428

1,609,000

(d)

Sun

Art

Retail

Group

Ltd

370

402,200

Sundrug

Ltd

11,901

29,191

Target

Corp

4,550

24,359,742

Tesco

plc

116,959

27,200

(a)

Trial

Holdings,

Inc

661

28,900

Tsuruha

Holdings,

Inc

1,828

248,416

(a)

United

Natural

Foods,

Inc

4,178

41,650

(b)

United

Super

Markets

Holdings,

Inc

246

78,670

(a)

Foods

Holding

Corp

4,838

24,194

Valor

Ltd

373

246,275

Walgreens

Boots

Alliance,

Inc

2,207

4,285,936

Wal-Mart

Mexico

SAB

C.V.

12,880

9,778,412

Walmart,

Inc

789,607

112,100

(b)

Weis

Markets,

Inc

7,727

69,300

Welcia

Holdings

Ltd

985

962,135

Woolworths

Ltd

22,109

13,100

Yaoko

Ltd

889

41,730

Yifeng

Pharmacy

Chain

Ltd

150

32,200

(b)

Yokohama

Reito

Ltd

214

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

2,174,481

ENERGY

4.2%

13,519,061

Adaro

Energy

Indonesia

Tbk

3,403

320,122

Ades

Holding

1,718

2,949,685

ADNOC

Drilling

PJSC

3,798

124,463

(a)

Advantage

Energy

Ltd

870

111,057

Aegis

Logistics

Ltd

1,012

277,800

(b)

Africa

Oil

Corp

359

991,990

Aker

ASA

21,232

893,668

Aker

Solutions

ASA

3,442

6,406,200

AKR

Corporindo

Tbk

656

39,861

Aldrees

Petroleum

and

Transport

Services

1,420

202,348

Ampol

Ltd

4,268

232,366

Antero

Midstream

Corp

3,497

506,406

(b)

ARC

Resources

Ltd

8,560

677,233

Archrock,

Inc

13,707

240,590

Ardmore

Shipping

Corp

4,355

423,634

(a)

Athabasca

Oil

Corp

1,504

611,524

(b)

Atlas

Energy

Solutions,

Inc

13,331

14,134

(c)

Avance

Gas

Holding

Ltd

141

1,836,941

Baker

Hughes

66,405

768,900

Bangchak

Corp

PCL

889

188,300

Bangchak

Sriracha

PCL

(Foreign)

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

6,647,200

Banpu

PCL

(Foreign)

1,449

557,899

Baytex

Energy

Corp

1,667

1,244,923

Beach

Petroleum

Ltd

1,047

211,410

Berry

Corp

1,087

1,362,323

Bharat

Petroleum

Corp

Ltd

6,003

224,840

(b)

Birchcliff

Energy

Ltd

948

18,743

(a)

BLUENORD

ASA

821

162,145

Borr

Drilling

Ltd

891

315,779

(a)

Boss

Energy

Ltd

716

41,209,197

plc

214,928

250,352

Brava

Energia

810

4,650,000

(a),(d)

Brightoil

Petroleum

Holdings

Ltd

2,542,000

(a)

Bumi

Armada

Bhd

290

44,109,300

(a)

Bumi

Resources

Minerals

Tbk

670

11,079

(a)

Energy

Ltd

70,456

(c)

LPG

Ltd

1,004

69,135

Offshore

Ltd

186

971,616

Cameco

Corp

46,404

1,203,901

Cameco

Corp

57,513

1,933,717

Canadian

Natural

Resources

Ltd

64,212

106,618

(b)

Cardinal

Energy

Ltd

505

1,183,736

Cenovus

Energy,

Inc

(Toronto)

19,798

193,250

(b)

CES

Energy

Solutions

Corp

1,069

2,145,000

(b)

CGN

Mining

Ltd

447

288,444

ChampionX

Corp

8,697

420,262

Cheniere

Energy,

Inc

75,580

139,566

Chennai

Petroleum

Corp

Ltd

1,559

1,750,388

Chevron

Corp

257,780

1,915,000

China

Coal

Energy

2,372

693,300

China

Merchants

Energy

Shipping

Ltd

790

2,249,122

China

Oilfield

Services

Ltd

2,063

440,276

China

Shenhua

Energy

Ltd

2,713

3,076,955

China

Shenhua

Energy

Ltd

13,704

634,000

(b)

China

Shipping

Development

Ltd

768

172,077

Chord

Energy

Corp

22,410

113,109

Civitas

Resources,

Inc

5,731

987,800

CNOOC

Energy

Technology

Services

Ltd

637

382,190

(a)

CNX

Resources

Corp

12,448

1,591,960

Coal

India

Ltd

9,674

118

(a),(d),(e)

Cobalt

International

Energy,

Inc

2,532,600

ConocoPhillips

266,632

19,649

Cool

Ltd

221

984,804

Cosan

Industria

Comercio

2,365

278,493

COSCO

SHIPPING

Energy

Transportation

Ltd

624

48,658

Cosmo

Energy

Holdings

Ltd

2,684

842,216

Crescent

Energy

9,222

98,671

(a)

Crew

Energy,

Inc

524

266,000

(b)

Dalipal

Holdings

Ltd

137

65,823

d'Amico

International

Shipping

S.A.

419

4,524,778

Dana

Gas

PJSC

788

217,000

Dayang

Enterprise

Holdings

BHD

121

580,601

(a)

Deep

Yellow

Ltd

556

7,057

Delek

Group

Ltd

827

281,050

Delek

Holdings,

Inc

5,270

1,914,868

(a),(b)

Denison

Mines

Corp

3,483

2,345,700

Dialog

Group

Bhd

1,224

1,650,942

Diamondback

Energy,

Inc

284,622

41,952

(b)

Diversified

Energy

plc

475

302,333

DNO

International

ASA

327

103,582

(a)

DOF

Group

ASA

859

8,063,567

(a)

Empire

Energy

Group

Ltd

1,338

365,108

Empresas

COPEC

S.A.

2,444

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

1,850,626

Enbridge,

Inc

75,177

2,434,101

ENEOS

Holdings,

Inc

13,327

95,821

Enerflex

Ltd

571

116,988

Energean

plc

1,411

1,168,600

(a),(d)

Energy

Earth

PCL

130,671

(a),(b)

Energy

Fuels,

Inc

718

Energy

Transfer

47,246

(b)

ENI

S.p.A.

719

870,361

EOG

Resources,

Inc

106,993

63,900

EQT

Corp

2,341

1,123,207

Equinor

ASA

28,416

16,141

(a)

Equital

Ltd

544

7,574

Esso

Francaise

994

38,147

Etablissements

Maurel

Prom

201

179,590

Excelerate

Energy,

Inc

3,953

116,886

(b)

Exxaro

Resources

Ltd

1,160

7,138,973

Exxon

Mobil

Corp

836,830

496,000

(a)

Fission

Uranium

Corp

378

24,805

FLEX

LNG

Ltd

639

14,600

(a)

Forum

Energy

Technologies,

Inc

226

97,018

(b)

Freehold

Royalties

Ltd

1,008

123,074

(b)

Frontera

Energy

Corp

716

108,927

Frontline

plc

2,473

9,543

Galp

Energia

SGPS

S.A.

179

27,058

Gaztransport

Technigaz

S.A.

3,826

128,511

(b)

Gibson

Energy,

Inc

2,110

433,610

Golar

LNG

Ltd

15,940

783,070

(b)

Granite

Ridge

Resources,

Inc

4,651

86,207

Great

Eastern

Shipping

Ltd

1,237

931,786

Guanghui

Energy

Ltd

950

42,506

Gujarat

Mineral

Development

Corp

Ltd

183

843,123

Gulf

International

Services

QSC

751

11,740

(a)

Gulfport

Energy

Operating

Corp

1,777

929,340

Hafnia

Ltd

6,599

504,780

(a)

Hallador

Energy

4,760

36,827

Halliburton

1,070

3,533,834

Harbour

Energy

plc

12,604

1,609,500

(a)

Harum

Energy

Tbk

147

20,185

Hyundai

Ltd

1,178

172,136

(b)

Headwater

Exploration,

Inc

806

207,710

(a)

Helix

Energy

Solutions

Group,

Inc

2,306

73,692

Hellenic

Petroleum

S.A.

572

571,579

Hess

Corp

77,620

99,800

Sinclair

Corp

4,448

1,029,940

Hibiscus

Petroleum

Bhd

502

831,132

Hindustan

Petroleum

Corp

Ltd

4,361

119,172

Hunting

plc

601

824,624

Idemitsu

Kosan

Ltd

5,980

172,401

Imperial

Oil

Ltd

12,129

2,610,422

Indian

Oil

Corp

Ltd

5,610

1,595,100

Indika

Energy

Tbk

180

869,400

Indo

Tambangraya

Megah

Tbk

1,520

217,200

Inner

Mongolia

Dian

Tou

Energy

Corp

Ltd

608

1,091,700

Inner

Mongolia

Yitai

Coal

2,329

159,870

(a)

Innovex

International,

Inc

2,347

797,800

Inpex

Holdings,

Inc

10,801

67,146

(a)

International

Petroleum

Corp

793

210,420

International

Seaways,

Inc

10,849

6,302,686

IRPC

PCL

(Foreign)

342

137,350

Itochu

Enex

Ltd

1,501

140,088

Iwatani

International

Corp

2,022

761,385

Japan

Petroleum

Exploration

5,567

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

1,948,762

(a)

John

Wood

Group

plc

3,310

578,486

Karoon

Energy

Ltd

624

3,065,914

(a)

Kelt

Exploration

Ltd

14,191

194,110

(b)

Keyera

Corp

6,052

243,092

Kinder

Morgan,

Inc

5,370

3,192,000

Kinetic

Development

Group

Ltd

587

53,003

Koninklijke

Vopak

2,460

1,429,890

Marathon

Oil

Corp

38,078

632,778

Marathon

Petroleum

Corp

103,086

658,575

Matador

Resources

32,547

55,262

(a)

Mattr

Corp

579

5,448,300

Medco

Energi

Internasional

Tbk

457

294,160

MEG

Energy

Corp

5,527

19,300

Mitsuuroko

Ltd

236

52,030

(b)

Modec,

Inc

1,249

470,538

MOL

Hungarian

Oil

Gas

plc

3,520

47,967

Motor

Oil

Hellas

Corinth

Refineries

S.A.

1,137

306,222

Murphy

Oil

Corp

10,332

691,975

(b)

Neste

Oil

Oyj

13,444

44,637

(b)

New

Fortress

Energy,

Inc

406

414,335

(b)

New

Hope

Corp

Ltd

1,486

187,040

(a)

Newpark

Resources,

Inc

1,296

3,697,270

(a),(b)

NexGen

Energy

Ltd

24,112

478,751

Noble

Corp

plc

17,302

1,291,980

(b)

Nordic

American

Tankers

Ltd

4,742

19,889

North

American

Construction

Group

Ltd

372

623,354

Northern

Oil

and

Gas,

Inc

22,073

1,496,621

NOV,

Inc

23,901

128,634

(a),(b)

NuVista

Energy

Ltd

1,058

57,401

(a),(b)

Obsidian

Energy

Ltd

319

38,130

Occidental

Petroleum

Corp

1,965

66,464

Odfjell

Drilling

Ltd

321

650,427

Offshore

Oil

Engineering

Ltd

538

308,075

Oil

India

Ltd

2,134

1,990,240

Oil

Refineries

Ltd

514

42,740

(a)

Oil

States

International,

Inc

197

3,040

OMV

AG.

130

56,710

ONEOK,

Inc

5,168

166,780

Ovintiv,

Inc

6,389

227,847

(a)

Paladin

Resources

Ltd

1,819

226,360

(a)

Par

Pacific

Holdings,

Inc

3,984

63,930

(b)

Paramount

Resources

Ltd

(Class

1,246

939,606

Parex

Resources,

Inc

8,337

118,400

Parkland

Corp

3,052

66,493

(b)

Pason

Systems,

Inc

655

515,620

Patterson-UTI

Energy,

Inc

3,944

6,960

Paz

Oil

Ltd

732

492,538

(b)

Pembina

Pipeline

Corp

20,303

12,834,652

Permian

Resources

Corp

174,680

3,383,600

Petro

Rio

S.A.

26,913

3,391,895

Petroleo

Brasileiro

S.A.

24,451

8,731,727

Petroleo

Brasileiro

S.A.

(Preference)

57,718

246,780

Petronas

Dagangan

BHD

1,069

668,162

Petronet

LNG

Ltd

2,726

124,500

Petroreconcavo

S.A.

405

515,500

(b)

PetroTal

Corp

244

145,256

(b)

Peyto

Exploration

Development

Corp

1,654

288,121

Phillips

37,874

286,900

Pingdingshan

Tianan

Coal

Mining

Ltd

444

544,980

Polski

Koncern

Naftowy

Orlen

S.A.

7,910

100,100

(a),(d)

Poseidon

Concepts

Corp

166,034

(b)

PrairieSky

Royalty

Ltd

3,375

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

10,446

(a)

Precision

Drilling

Corp

643

961,500

Prima

Marine

PCL

257

80,168,000

(a)

Bumi

Resources

Tbk

646

3,252,100

Tambang

Batubara

Bukit

Asam

Tbk

661

617,706

United

Tractors

Tbk

1,109

1,512,648

PTT

Exploration

Production

PCL

6,170

9,905,609

PTT

PCL

10,441

553,739

Qatar

Fuel

QSC

2,319

2,516,433

Qatar

Gas

Transport

Ltd

3,006

59,174,325

Raizen

S.A.

33,673

10,051,722

Reliance

Industries

Ltd

353,649

271,996

Repsol

YPF

S.A.

3,587

92,430

(a)

Rex

American

Resources

Corp

4,279

64,700

(a),(b)

Sable

Offshore

Corp

1,529

936,461

(a)

Saipem

S.p.A

2,069

37,452

San-Ai

Oil

Ltd

511

2,749,494

Santos

Ltd

13,322

13,419,299

(c)

Saudi

Arabian

Oil

97,041

176,051

SBM

Offshore

3,218

613,507

Schlumberger

Ltd

25,737

6,768

Schoeller-Bleckmann

Oilfield

Equipment

AG.

217

7,580

(a)

Seadrill

Ltd

301

157,564

Secure

Energy

Services,

Inc

1,425

2,437,400

Semirara

Mining

Power

Corp

1,414

205,512

Serica

Energy

plc

368

(a),(d)

Serval

Integrated

Energy

Services

428,130

SFL

Corp

Ltd

4,953

649,038

Shaanxi

Coal

Industry

Ltd

2,523

419,450

Shan

Hua

Yang

Group

New

Energy

Ltd

503

254,186

Shanxi

Lu'an

Environmental

Energy

Development

Ltd

633

430,899

Shanxi

Xishan

Coal

Electricity

Power

Ltd

583

11,911,762

Shell

plc

386,438

752,924

Shell

plc

(ADR)

49,655

5,438,000

Sinopec

Kantons

Holdings

Ltd

3,188

7,350

Discovery

Ltd

194

1,232

Gas

Ltd

161

27,084

(a)

Innovation

Ltd

2,426

258,180

Energy

10,319

43,565

S-Oil

Corp

2,044

272,230

(b)

Solaris

Oilfield

Infrastructure,

Inc

3,474

210,240

(a)

Southwestern

Energy

1,495

102,951

(a),(b)

Spartan

Delta

Corp

281

220,688

Stanmore

Resources

Ltd

485

1,735,500

Star

Petroleum

Refining

PCL

380

177,881

Subsea

S.A.

2,872

1,709,026

Suncor

Energy,

Inc

63,082

80,637

(b)

Surge

Energy,

Inc

360

429,217

(b)

Tamarack

Valley

Energy

Ltd

1,241

72,630

(a),(b)

Tamboran

Resources

Corp

1,476

51,151,618

(a)

Tamboran

Resources

Ltd

5,305

34,522

Targa

Resources

Corp

5,110

881,782

(b)

Energy

Corp

41,916

1,516,679

Technip

Energies

36,647

585,468

TechnipFMC

plc

15,357

39,579

(a)

Tecnicas

Reunidas

S.A.

524

602,408

(a)

Teekay

Corp

5,542

23,600

Teekay

Tankers

Ltd

1,375

9,717

Tenaris

S.A.

154

305,440

(a)

Tetra

Technologies,

Inc

947

12,875

Texas

Pacific

Land

Corp

11,391

154,440

TGS

Nopec

Geophysical

ASA

1,451

1,456,132

Thai

Oil

PCL

2,324

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

107,682

Thungela

Resources

Ltd

684

212,254

(b)

Topaz

Energy

Corp

4,057

187,745

TORM

plc

6,387

3,114,752

(b)

Total

S.A.

202,257

283,945

Tourmaline

Oil

Corp

13,187

161,403

Trican

Well

Service

Ltd

569

1,049,123

(a),(b)

Tullow

Oil

plc

300

907,926

Turkiye

Petrol

Rafinerileri

4,120

613,961

Ultrapar

Participacoes

S.A.

2,390

6,476,000

(b)

United

Energy

Group

Ltd

320

2,066,551

Valero

Energy

Corp

279,046

935,924

(a),(b)

Vallourec

S.A.

14,189

15,626

VERBIO

Vereinigte

BioEnergie

AG.

326

440,754

Veren,

Inc

2,715

123,691

(b)

Vermilion

Energy,

Inc

1,207

69,344

Viper

Energy

Partners

3,128

272,829

(a),(b)

Vital

Energy,

Inc

7,339

110,130

(b)

Vitesse

Energy,

Inc

2,645

852,185

(c)

Viva

Energy

Group

Ltd

1,719

61,599

Weatherford

International

plc

5,231

473,404

(b)

Whitecap

Resources,

Inc

3,535

617,976

Whitehaven

Coal

Ltd

3,065

118,020

Williams

Cos,

Inc

5,388

2,455,202

Woodside

Energy

Group

Ltd

42,321

153,350

World

Fuel

Services

Corp

4,740

292,100

(b)

Yancoal

Australia

Ltd

1,236

111,233

Yantai

Jereh

Oilfield

Services

Group

Ltd

519

3,023,502

(b)

Yanzhou

Coal

Mining

Ltd

4,256

389,788

Yanzhou

Coal

Mining

Ltd

(Class

924

1,123,560

Yinson

Holdings

BHD

730

TOTAL

ENERGY

5,463,429

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2.3%

1,661,714

(b)

Abacus

Property

Group

1,417

954,917

Abacus

Storage

King

874

611

Activia

Properties,

Inc

1,388

481

Advance

Logistics

Investment

Corp

406

1,089

Advance

Residence

Investment

Corp

2,548

240,725

(b)

Aedifica

S.A.

16,860

1,370

AEON

REIT

Investment

Corp

1,254

109,093

(b)

Agree

Realty

Corp

8,218

396,922

AIMS

AMP

Capital

Industrial

REIT

407

132,094

Rajhi

REIT

307

234,554

Alexander

Baldwin,

Inc

4,503

123,042

Alexandria

Real

Estate

Equities,

Inc

14,611

50,980

Allied

Properties

Real

Estate

Investment

Trust

762

24,440

Alpine

Income

Property

Trust,

Inc

445

3,578

(b)

Altarea

SCA

429

589,860

American

Assets

Trust,

Inc

15,761

759,580

American

Healthcare

REIT,

Inc

19,825

1,083,497

American

Homes

Rent

41,595

1,036,771

American

Tower

Corp

241,111

448,249

Americold

Realty

Trust,

Inc

12,672

888,721

Apple

Hospitality

REIT,

Inc

13,198

583,200

AREIT,

Inc

381

309,902

Arena

REIT

889

130,574

Armada

Hoffler

Properties,

Inc

1,414

35,930

Artis

Real

Estate

Investment

Trust

213

3,346,178

Ascendas

REIT

7,410

2,501,330

Assura

plc

1,419

367,164

AvalonBay

Communities,

Inc

82,704

1,297,996

Axis

Real

Estate

Investment

Trust

578

565,957

Balanced

Commercial

Property

Trust

Ltd

720

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

186,244

Big

Yellow

Group

plc

3,157

18,210

Boardwalk

REIT

1,153

7,232

Boston

Properties,

Inc

582

788,054

British

Land

plc

4,592

313,231

Brixmor

Property

Group,

Inc

8,727

182,001

Broadstone

Net

Lease,

Inc

3,449

124,376

(c)

Brookfield

India

Real

Estate

Trust

423

29,199

BSR

Real

Estate

Investment

Trust

414

449,058

Bunnings

Warehouse

Property

Trust

1,163

273,288

(b)

Camden

Property

Trust

33,759

69,994

Canadian

Apartment

Properties

REIT

2,846

1,733,761

CapitaLand

Ascott

Trust

1,314

5,021,565

CapitaMall

Trust

8,254

1,047,787

CapitaRetail

China

Trust

695

85,700

CareTrust

REIT,

Inc

2,645

48,769

Carmila

S.A.

969

802,868

CDL

Hospitality

Trusts

638

53,070

Centerspace

3,740

505,914

Centuria

Capital

Group

727

411,051

Centuria

Industrial

REIT

907

325,189

Centuria

Office

REIT

286

1,447,883

Charter

Hall

Group

15,912

510,806

Charter

Hall

Long

Wale

REIT

1,407

286,479

Charter

Hall

Social

Infrastructure

REIT

562

127,021

Choice

Properties

Real

Estate

Investment

Trust

1,421

130,049

CLS

Holdings

plc

162

27,236

Cofinimmo

2,000

540

Comforia

Residential

REIT,

Inc

1,220

846,014

Concentradora

Fibra

Danhos

S.A.

C.V.

905

692,540

(b)

Corporate

Office

Properties

Trust

21,005

103,841

Cousins

Properties,

Inc

3,061

496

CRE

Logistics

REIT,

Inc

515

93,407

Crombie

REIT

1,094

239,300

Cromwell

European

Real

Estate

Investment

Trust

428

1,316,575

Cromwell

Group

410

687,560

Crown

Castle,

Inc

81,565

40,919

Real

Estate

Investment

Trust

481

163,260

(b)

CTO

Realty

Growth,

Inc

3,105

58,254

CubeSmart

3,136

338,366

Custodian

Property

Income

Reit

plc

388

1,686

Daiwa

House

REIT

Investment

Corp

2,766

450

Daiwa

Office

Investment

Corp

948

1,581

Daiwa

Securities

Living

Investments

Corp

1,071

227,385

Derwent

London

plc

7,302

199,459

Dexus

Industria

REIT

399

209,388

Dexus

Property

Group

1,093

726,800

Digital

Core

REIT

Management

Pte

Ltd

447

297,483

Digital

Realty

Trust,

Inc

48,142

92,870

Diversified

Healthcare

Trust

389

103,779

Dream

Industrial

Real

Estate

Investment

Trust

1,108

437,000

(a),(d)

Eagle

Hospitality

Trust

231,324

EastGroup

Properties,

Inc

43,216

685,737

Embassy

Office

Parks

REIT

3,191

1,745,119

Emlak

Konut

Gayrimenkul

Yatirim

Ortakligi

AS.

613

457,377

Empiric

Student

Property

plc

596

54,550

EPR

Properties

2,675

82,295

Equinix,

Inc

73,048

664,877

(b)

Equites

Property

Fund

Ltd

555

15,498

(a)

Equity

Commonwealth

308

1,186,978

Equity

Lifestyle

Properties,

Inc

84,679

34,707

Equity

Residential

2,584

115,908

ESR

Kendall

Square

REIT

Ltd

442

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

5,348,962

ESR-LOGOS

REIT

1,207

319,403

(b)

Essential

Properties

Realty

Trust,

Inc

10,908

6,538

(b)

Essex

Property

Trust,

Inc

1,931

32,300

Eurocommercial

Properties

895

265,853

Extra

Space

Storage,

Inc

47,904

933,805

Far

East

Hospitality

Trust

465

23,030

Federal

Realty

Investment

Trust

2,648

1,676,001

(c)

FIBRA

Macquarie

Mexico

2,680

2,442,997

Fibra

Uno

Administracion

S.A.

C.V.

2,844

825,476

First

Capital

Real

Estate

Investment

Trust

11,444

198,338

First

Industrial

Realty

Trust,

Inc

11,103

1,449

Fonciere

Des

Regions

1,147,000

Fortune

Real

Estate

Investment

Trust

651

167,910

Franklin

Street

Properties

Corp

297

837,577

Frasers

Centrepoint

Trust

1,497

690,600

Frasers

Hospitality

Trust

252

2,488,945

Frasers

Logistics

Commercial

Trust

2,218

370

Frontier

Real

Estate

Investment

Corp

1,096

480

Fukuoka

REIT

Corp

490

290,571

Gaming

and

Leisure

Properties,

Inc

14,950

97,248

Gecina

S.A.

11,197

1,012

Global

One

Real

Estate

Investment

Corp

699

3,315

GLP

J-Reit

3,064

1,293,397

Goodman

Group

32,993

903,411

Goodman

Property

Trust

1,179

1,614,158

GPT

Group

5,535

25,439

Granite

REIT

1,535

8,225,977

Great

Portland

Estates

plc

39,152

789,313

Growthpoint

Properties

Australia

Ltd

1,452

2,546,084

Growthpoint

Properties

Ltd

2,068

97,862

H&R

Real

Estate

Investment

Trust

828

49,040

Hamborner

REIT

AG.

362

327,318

Hammerson

plc

1,391

407

Hankyu

Reit,

Inc

351

357,789

Healthcare

Realty

Trust,

Inc

6,494

321,040

(b)

HealthCo

REIT

258

603,239

Healthpeak

Properties,

Inc

13,796

741

Heiwa

Real

Estate

REIT,

Inc

668

214,523

HMC

Capital

Ltd

1,207

896,843

(a),(d)

Home

Reit

plc

12,615,346

HomeCo

Daily

Needs

REIT

10,815

205

(b)

Hoshino

Resorts

REIT,

Inc

701

1,041,593

Host

Hotels

Resorts

Inc

18,332

1,249

Hulic

Reit,

Inc

1,208

259,138

Hyprop

Investments

Ltd

690

32,194

ICADE

955

840

Ichigo

Office

REIT

Investment

Corp

487

252,563

Impact

Healthcare

Reit

plc

312

17,745

(b)

Independence

Realty

Trust,

Inc

364

1,651

Industrial

Infrastructure

Fund

Investment

Corp

1,376

1,648,286

Ingenia

Communities

Group

5,695

1,134,559

Inmobiliaria

Colonial

Socimi

S.A.

7,863

4,153

(b)

Innovative

Industrial

Properties,

Inc

559

52,779

InterRent

Real

Estate

Investment

Trust

496

5,920

Invincible

Investment

Corp

2,564

32,474

(b)

Invitation

Homes,

Inc

1,145

306,705

Irish

Residential

Properties

REIT

plc

307

199,629

Iron

Mountain,

Inc

23,722

277,657

(a)

Gayrimenkul

Yatirim

Ortakligi

143

163,994

Jadwa

REIT

Saudi

Fund

505

942

Japan

Excellent,

Inc

799

3,628

Japan

Hotel

REIT

Investment

Corp

1,809

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

691

(b)

Japan

Logistics

Fund

Inc

1,318

657

Japan

Prime

Realty

Investment

Corp

1,594

1,089

(b)

Japan

Real

Estate

Investment

Corp

4,329

4,874

Japan

Retail

Fund

Investment

Corp

3,272

148,633

Global

Reit

402

3,042

Kenedix

Realty

Investment

Corp

3,205

1,067,317

Keppel

REIT

1,799

1,577,191

Keppel

REIT

1,169

1,357,447

Killam

Apartment

REIT

21,068

6,288

Kilroy

Realty

Corp

243

6,689,109

Kimco

Realty

Corp

155,321

227,380

Kite

Realty

Group

Trust

6,039

1,472,099

Kiwi

Property

Group

Ltd

863

296,623

Klepierre

9,719

59,696

(b)

Lamar

Advertising

7,975

83,653

Land

Securities

Group

plc

729

38,180

Lar

Espana

Real

Estate

Socimi

S.A.

342

1,510

LaSalle

Logiport

REIT

1,509

1,522,844

Lendlease

Global

Commercial

REIT

716

41,096

(b)

Lineage,

Inc

3,221

2,269,427

Link

REIT

11,314

6,047,536

LondonMetric

Property

plc

16,627

94,286

LOTTE

Reit

Ltd

256

832,030

Mack-Cali

Realty

Corp

14,860

1,914,727

Macquarie

CountryWide

Trust

4,764

1,722,747

Mapletree

Industrial

Trust

3,255

2,524,600

Mapletree

Logistics

Trust

2,866

1,692,400

(b)

Mapletree

Pan

Asia

Commercial

Trust

1,943

116,503

(b)

Medical

Properties

Trust,

Inc

682

70,226

Mercialys

S.A

948

302,345

Merlin

Properties

Socimi

S.A.

3,833

10,065

Mid-America

Apartment

Communities,

Inc

1,599

187,809

(c)

Mindspace

Business

Parks

REIT

797

12,830

(c)

Minto

Apartment

Real

Estate

Investment

Trust

160

1,629

(b)

Mirai

Corp

495

3,324,854

Mirvac

Group

4,918

400

Mitsubishi

Estate

Logistics

REIT

Investment

Corp

1,029

838

Mitsui

Fudosan

Logistics

Park,

Inc

2,476

11,269

(b)

Montea

937

15,438

Morguard

North

American

Residential

REIT

220

1,260

Mori

Hills

REIT

Investment

Corp

1,116

1,899

Mori

Trust

Sogo

Reit,

Inc

862

22,080

(b)

National

Health

Investors,

Inc

1,856

356,856

National

Storage

Affiliates

Trust

17,200

8,358,723

(b)

National

Storage

REIT

14,653

419,100

(b)

NETSTREIT

Corp

6,928

50,400

NexPoint

Diversified

Real

Estate

Trust

315

986

NexPoint

Residential

Trust,

Inc

392

Nippon

Accommodations

Fund,

Inc

1,744

6,500

Nippon

Building

Fund,

Inc

5,956

1,932

Nippon

ProLogis

REIT,

Inc

3,309

361

NIPPON

REIT

Investment

Corp

814

3,103

Nomura

Real

Estate

Master

Fund,

Inc

3,096

86,648

NorthWest

Healthcare

Properties

Real

Estate

Investment

Trust

364

63,410

Omega

Healthcare

Investors,

Inc

2,581

209

One

REIT,

Inc

361

2,287

Orix

JREIT,

Inc

2,443

811,458

PARAGON

REIT

581

87,381

(b)

Park

Hotels

Resorts,

Inc

1,232

301,624

Parkway

Life

Real

Estate

Investment

Trust

985

573,400

Pavilion

Real

Estate

Investment

Trust

200

520,697

Picton

Property

Income

Ltd

519

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

199,320

Piedmont

Office

Realty

Trust,

Inc

2,013

37,460

Plymouth

Industrial

REIT,

Inc

847

1,098

Premier

Investment

877

271,323

Primaris

REIT

3,280

1,216,163

Primary

Health

Properties

plc

1,665

778,106

ProLogis

Property

Mexico

S.A.

C.V.

2,545

3,710,524

Prologis,

Inc

468,565

361,390

PRS

REIT

PLC

496

140,134

Public

Storage,

Inc

50,991

101,272

Rayonier,

Inc

3,259

807,044

Realty

Income

Corp

51,183

7,773,133

Redefine

Properties

Ltd

2,245

262,266

Regency

Centers

Corp

18,943

910,096

Region

Ltd

1,433

160,513

Reit Ltd

651

766,429

Resilient

REIT

Ltd

2,606

8,018

Retail

Estates

585

711,083

(b)

Rexford

Industrial

Realty,

Inc

35,775

430,449

(a)

Reysas

Gayrimenkul

Yatirim

Ortakligi

AS.

153

113,921

RioCan

Real

Estate

Investment

Trust

1,717

639,167

RLJ

Lodging

Trust

5,868

296,055

Rural

Funds

Group

406

208,443

Ryman

Hospitality

Properties,

Inc

22,353

596,351

Sabra

Health

Care

REIT,

Inc

11,098

226,565

Safestore

Holdings

plc

2,729

350

Samty

Residential

Investment

Corp

245

493,300

Sasseur

REIT

276

35,710

Saul

Centers,

Inc

1,498

110,481

SBA

Communications

Corp

26,593

4,390,969

Scentre

Group

11,038

104,928

Segro

plc

1,230

3,280

Sekisui

House

Reit,

Inc

1,737

176,095

Sella

Capital

Real

Estate

Ltd

345

4,359,909

Shaftesbury

Capital

plc

8,600

22,584

Shurgard

Self

Storage

Ltd

1,058

995,468

Simon

Property

Group,

Inc

168,254

101,462

REITs

Ltd

399

308,609

(b)

Green

Realty

Corp

21,482

256,664

Slate

Grocery

REIT

2,668

363,932

SmartCentres

REIT

7,161

495

SOSiLA

Logistics

REIT,

Inc

400

809,040

STAG

Industrial,

Inc

31,625

2,869

Star

Asia

Investment

Corp

1,065

1,275,029

Starhill

Global

REIT

541

474,018

Stockland

Trust

Group

1,710

1,429,417

Summit

Hotel

Properties,

Inc

9,806

59,682

Sun

Communities,

Inc

8,066

21,800

Sunstone

Hotel

Investors,

Inc

225

1,886,200

Suntec

Real

Estate

Investment

Trust

1,949

1,202,600

Sunway

Real

Estate

Investment

Trust

497

1,127,324

Supermarket

Income

Reit

plc

1,131

640

Takara

Leben

Real

Estate

Investment

Corp

393

72,000

Tanger

Factory

Outlet

Centers,

Inc

2,389

578,784

Target

Healthcare

REIT

plc

695

15,718

Terreno

Realty

Corp

1,050

152,400

Administradora

Industrial

C.V.

294

722

Tokyu

REIT,

Inc

779

131,205

Torunlar

Gayrimenkul

Yatirim

Ortakligi

194

16,761,544

Tritax

Big

Box

REIT

plc

35,775

11,510

(c)

Tritax

EuroBox

plc

685,750

UMH

Properties,

Inc

13,489

2,440

Unibail-Rodamco-Westfield

214

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

301,416

Unite

Group

plc

3,796

2,422

United

Urban

Investment

Corp

2,329

13,250

Universal

Health

Realty

Income

Trust

606

429,085

Urban

Logistics

REIT

plc

724

9,197

Vastned

Retail

247

506,063

Ventas,

Inc

32,454

2,553,023

VICI

Properties,

Inc

85,041

2,993,525

Vicinity

Ltd

4,561

705,481

Vukile

Property

Fund

Ltd

746

377,759

Warehouse

REIT

plc

444

448,695

Warehouses

Pauw

CVA

11,973

388,033

Washington

REIT

6,826

516,871

Waypoint

REIT

Ltd

940

354,904

Welltower,

Inc

45,438

29,828

Wereldhave

494

538,198

Weyerhaeuser

18,223

107,965

Workspace

Group

plc

936

23,434

Xior

Student

Housing

882

1,991,000

(b)

Yuexiu

Real

Estate

Investment

Trust

300

1,013,240

Ziraat

Gayrimenkul

Yatirim

Ortakligi

AS.

292

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2,950,144

FINANCIAL

SERVICES

6.0%

102,900

360

Finance,

Inc

(ADR)

3,067

95,343

360

ONE

WAM

Ltd

1,182

207,279

Group

plc

9,182

43,242

(a)

Aavas

Financiers

Ltd

937

1,309,877

Abrdn

plc

2,859

219,300

Acom

Ltd

586

29,211

Aditya

Birla

Sun

Life

Asset

Management

Ltd

251

96,704

(a),(c)

Adyen

151,402

355,100

AEON

Financial

Service

Ltd

3,131

65,800

Aeon

Thana

Sinsap

Thailand

PCL

288

28,480

(b)

AFC

Gamma,

Inc

291

20,919

Affiliated

Managers

Group,

Inc

3,719

158,842

(a)

Affirm

Holdings,

Inc

6,484

505,875

(b)

AGNC

Investment

Corp

5,291

263,100

Aiful

Corp

594

9,300

(a),(b)

Aizawa

Securities

Ltd

115

248,151

Bell

plc

1,491

843,932

Waha

Capital

PJSC

350

961,522

Allfunds

Group

PLC

5,917

214,449

Ally

Financial,

Inc

7,632

28,624

Alpha

Group

International

plc

846

871,018

Amanat

Holdings

PJSC

282

105,300

(b)

A-Mark

Precious

Metals,

Inc

4,650

1,779,888

American

Express

482,706

339,825

Ameriprise

Financial,

Inc

159,653

2,224,896

AMP

Ltd

2,044

1,280

(c)

Amundi

S.A.

10,121

Anand

Rathi

Wealth

Ltd

474

34,099

Angel

One

Ltd

1,043

358,462

(c)

Anima

Holding

S.p.A

2,180

335,929

Annaly

Capital

Management,

Inc

6,742

26,492

Antin

Infrastructure

Partners

S.A.

353

505,125

Apollo

Global

Management,

Inc

63,095

141,853

Aptus

Value

Housing

Finance

India

Ltd

605

31,412

Ares

Management

Corp

4,895

195,268

Arzan

Financial

Group

for

Financing

Investment

KPSC

132

363,608

Ashmore

Group

plc

999

177,440

Australian

Stock

Exchange

Ltd

7,826

97,467

(b)

Avanza

Bank

Holding

2,417

83,760

Azimut

Holding

S.p.A.

2,166

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

2,260,129

SA-Brasil

Bolsa

Balcao

4,443

153,000

(a),(c)

Bairong,

Inc

201

112,124

Bajaj

Finance

Ltd

10,302

154,283

Bajaj

Finserv

Ltd

3,634

22,207

Bajaj

Holdings

Investment

Ltd

2,783

48,146

Banca

Generali

SpA

2,160

16,093

Banca

IFIS

S.p.A.

393

1,083,440

Banca

Mediolanum

S.p.A

13,685

5,789,554

Banco

BTG

Pactual

S.A.

Unit

35,358

1,691,100

Bangkok

Commercial

Asset

Management

PCL

506

4,290,723

Bank

New

York

Mellon

Corp

308,331

348,364

(a),(d)

BBI

EPS

Ltd

1,444,894

(a)

Berkshire

Hathaway,

Inc

665,027

1,006,093

(c)

BFF

Bank

S.p.A

11,040

5,541,800

BFI

Finance

Indonesia

Tbk

381

145,680

BGC

Group,

Inc

1,337

179,891

BlackRock,

Inc

170,808

305,478

Blackstone,

Inc

46,778

1,670,987

(a)

Block,

Inc

112,173

343,957

Blue

Owl

Capital,

Inc

6,659

63,400

BOC

International

China

Ltd

113

288,000

Bolsa

Mexicana

Valores

SAB

C.V.

465

195,046

Boursa

Kuwait

Securities

KPSC

1,300

195,152

Bridgepoint

Group

Holdings

Ltd

899

323,175

Brightsphere

Investment

Group,

Inc

8,209

306,523

(b)

Brookfield

Asset

Management

Ltd

14,492

1,175,712

(a)

Brookfield

Corp

62,443

51,567

BSE

Ltd

2,265

131,206

Bure

Equity

5,331

148,021

Burford

Capital

Ltd

1,958

470,500

Bursa

Malaysia

BHD

1,086

128,452

Caitong

Securities

Ltd

158

65,294

Can

Fin

Homes

Ltd

695

306,812

(b)

Canaccord

Financial,

Inc

2,039

217,997

Cannae

Holdings,

Inc

4,155

216,670

(a)

Cantaloupe,

Inc

1,603

178

Capital

One

Financial

Corp

1,257,000

Capital

Securities

Corp

859

37,718

Carlyle

Group,

Inc

1,624

17,646

Cboe

Global

Markets,

Inc

3,615

23,880

(b)

Cembra

Money

Bank

AG.

2,230

44,162

Central

Depository

Services

India

Ltd

757

131,700

Century

Leasing

System,

Inc

1,484

588,103

Chailease

Holding

Ltd

3,025

606,910

Challenger

Financial

Services

Group

Ltd

2,710

77,264

Changjiang

Securities

Ltd

5,027,848

Charles

Schwab

Corp

325,855

647,000

China

Bills

Finance

Corp

306

896,000

China

Everbright

Ltd

583

5,281,459

China

Galaxy

Securities

Ltd

4,882

172,650

China

Galaxy

Securities

Ltd

(Class

374

43,500

China

Great

Wall

Securities

Ltd

55,000

China

International

Capital

Corp

Ltd

299

635,337

(c)

China

International

Capital

Corp

Ltd

1,118

167,636

China

Merchants

Securities

Ltd

460

9,355

(a)

Choice

International

Ltd

76,922

Cholamandalam

Financial

Holdings

Ltd

1,876

167,454

Cholamandalam

Investment

and

Finance

Ltd

3,214

177,699

(b)

Financial

Corp

2,419

2,271,965

CITIC

Securities

Ltd

5,912

338,516

CITIC

Securities

Ltd

(Class

1,295

73,888

(c)

CMC

Markets

plc

309

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

61,779

CME

Group,

Inc

13,632

133,863

(a)

Coinbase

Global,

Inc

23,850

206,730

Compass

Diversified

Trust

4,575

1,850,492

Corebridge

Financial,

Inc

53,960

226,197

Coronation

Fund

Managers

Ltd

512

39,244

(a)

Corpay,

Inc

12,274

149,223

Creades

1,223

4,262

(a)

Credit

Acceptance

Corp

1,890

55,545

Credit

Corp

Group

Ltd

594

119,200

Credit

Saison

Ltd

2,991

44,826

CreditAccess

Grameen

Ltd

640

14,441

CRISIL

Ltd

803

120,625

CSC

Financial

Ltd

455

1,496,000

CSSC

Hong

Kong

Shipping

Ltd

330

662,501

(a)

CVC

Capital

Partners

plc

14,801

24,277

Daishin

Securities

Ltd

303

28,638

Daishin

Securities

Ltd

337

1,228,600

(b)

Daiwa

Securities

Group,

Inc

8,714

17,593

Daou

Technology,

Inc

249

38,948

Deutsche

Bank

AG.

(Registered)

674

146,810

Deutsche

Boerse

AG.

34,466

102,748

(c)

Deutsche

Pfandbriefbank

AG.

684

106,000

Diamond

Biofund,

Inc

135

95,142

Discover

Financial

Services

13,347

69,025

Dongxing

Securities

Ltd

106

38,070

(a)

Donnelley

Financial

Solutions,

Inc

2,506

1,641,428

Dubai

Financial

Market

PJSC

585

419,266

East

Money

Information

Ltd

1,194

41,006,865

Edelweiss

Financial

Services

Ltd

69,442

240,360

Edenred

9,104

74,818

EFG

International

1,006

499,081

E-Finance

for

Digital

Financial

Investments

235

25,886

eGuarantee,

Inc

256

661,776

(a)

Egyptian

Financial

Group-Hermes

Holding

335

372,342

Enact

Holdings,

Inc

13,527

13,100

(a)

Enova

International,

Inc

1,098

358,528

EQT

12,308

447,906

Equitable

Holdings,

Inc

18,825

116,688

Essent

Group

Ltd

7,502

943

Eurazeo

7,426

(a)

Euronet

Worldwide,

Inc

737

336,308

(c)

Euronext

36,505

105,806

Everbright

Securities

Ltd

287

150,263

Evercore

Partners,

Inc

(Class

38,068

94,081

EXOR

10,086

26,074

Factset

Research

Systems,

Inc

11,990

531,401

Far

East

Horizon

Ltd

389

1,118,533

(a)

Fawry

for

Banking

Payment

Technology

Services

SAE

194

439,256

Fidelity

National

Information

Services,

Inc

36,788

55,663

Fiera

Capital

Corp

340

56,600

Financial

Partners

Group

Ltd

882

75,200

FinVolution

Group

(ADR)

465

14,351

(b)

First

National

Financial

Corp

418

328,242

FirstCash

Holdings,

Inc

37,682

2,072,182

FirstRand

Ltd

9,941

2,047,128

(a)

Fiserv,

Inc

367,767

80,107

(a)

Five-Star

Business

Finance

Ltd

746

121,989

flatexDEGIRO

AG.

1,750

158,886

(a)

FleetPartners

Group

Ltd

339

27,392

(b)

Flow

Traders

577

146,645

(a)

Flywire

Corp

2,404

183,100

Founder

Securities

Ltd

242

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

195,352

Franklin

Resources,

Inc

3,936

4,191,534

Fuhwa

Financial

Holdings

Ltd

4,190

22,453

(a)

Fusion

Micro

Finance

Ltd

47,700

(a)

Futu

Holdings

Ltd

(ADR)

4,563

12,784

Fuyo

General

Lease

Ltd

986

166,320

(b)

GCM

Grosvenor,

Inc

1,883

635,000

(c)

Genertec

Universal

Medical

Group

Ltd

411

2,336,000

(b)

Gentera

SAB

C.V.

2,610

168,708

Securities

Ltd

(Class

399

489,300

Global

Payments,

Inc

50,114

2,500

(b)

GMO

Financial

Gate,

Inc

125

15,901

(b)

GMO

Financial

Holdings,

Inc

32,800

GMO

Payment

Gateway,

Inc

1,996

28,610

(b)

goeasy

Ltd

3,828

402,486

Goldman

Sachs

Group,

Inc

199,275

21,587

GRENKE

AG.

577

248,645

Groupe

Bruxelles

Lambert

S.A.

19,375

28,904

Guolian

Securities

Ltd

100,849

Guosen

Securities

Ltd

169

2,407,800

(b)

Guotai

Junan

International

Holdings

Ltd

403

194,816

(d)

Guotai

Junan

Securities

Ltd

408

113,154

Guoyuan

Securities

Ltd

141

1,422,773

(b),(d)

Haitong

Securities

Ltd

664

250,312

(d)

Haitong

Securities

Ltd

(Class

313

1,330,000

(c)

Haitong

UniTrust

International

Leasing

Ltd

175

37,870

Hamilton

Lane,

Inc

6,377

123,618

(a)

Hanwha

Investment

Securities

Ltd

314

7,326

Hargreaves

Lansdown

plc

109

40,964

(c)

HDFC

Asset

Management

Ltd

2,101

233,291

Helia

Group

Ltd

651

14,886

Hithink

RoyalFlush

Information

Network

Ltd

403

26,101

(c)

Home

First

Finance

India

Ltd

370

1,101,999

Hong

Kong

Exchanges

and

Clearing

Ltd

45,017

170,500

Hotai

Finance

Ltd

532

35,960

Houlihan

Lokey,

Inc

5,682

640,140

(c)

Huatai

Securities

Ltd

1,023

106,634

Huatai

Securities

Ltd

(Class

264

57,773

HUB24

Ltd

2,326

3,265

(a)

Hypoport

1,078

68,982

(c)

ICICI

Securities

Ltd

719

1,116

ICRA

Ltd

914,517

IDFC

Ltd

1,236

103,100

iFAST

Corp

Ltd

585

401,778

(a)

IFCI

Ltd

317

1,783,654

Group

Holdings

plc

21,951

76,989

(b)

IGM

Financial,

Inc

2,310

158,497

IIFL

Finance

Ltd

874

54,080

IIFL

Securities

Ltd

223

47,551

(b)

Illimity

Bank

S.p.A

248

82,749

Impax

Asset

Management

Group

plc

418

280,316

Indiabulls

Housing

Finance

Ltd

545

303,865

(c)

Indian

Energy

Exchange

Ltd

741

223,554

Industrial

Securities

Ltd

216

3,303

(b)

Industrivarden

122

117,263

Industrivarden

4,337

860,724

Infibeam

Avenues

Ltd

285

654,499

IntegraFin

Holdings

plc

3,256

5,800

(a)

Integral

Corp

165

72,420

Interactive

Brokers

Group,

Inc

(Class

10,092

1,569,467

Intercontinental

Exchange,

Inc

252,119

472,728

Intermediate

Capital

Group

plc

14,117

16,793

Inversiones

Construccion

S.A.

140

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

250,492

Invesco

Ltd

4,399

202,924

Investcorp

Capital

plc

109

318,264

Investec

Ltd

2,417

490,737

Investec

plc

3,735

72,379

Investment

Oresund

911

35,569

Investor

1,096

430,057

IOOF

Holdings

Ltd

776

860,464

Group

plc

572

448,014

Yatirim

Menkul

Degerler

460

133,723

Isracard

Ltd

493

16,725

(b)

Jaccs

Ltd

453

44,567

Jack

Henry

Associates,

Inc

7,868

17,660

Jackson

Financial,

Inc

1,611

439,454

Jafco

Ltd

6,218

228,910

Janus

Henderson

Group

plc

8,715

64,600

Japan

Securities

Finance

Ltd

868

207,838

Jefferies

Financial

Group,

Inc

12,792

301,575

Financial

Ltd

543

549,200

JMT

Network

Services

PCL

305

55,914

JSE

Ltd

415

110,214

(c)

JTC

plc

1,559

4,211

Julius

Baer

Group

Ltd

254

312,400

Jupiter

Fund

Management

plc

362

43,358

Kfin

Technologies

Ltd

528

182,512

Kinnevik

1,485

10,760

KIWOOM

Securities

Ltd

1,067

1,144,928

KKR

Co,

Inc

149,505

14,709

Korea

Investment

Holdings

Ltd

822

14,303

KRUK

S.A.

1,648

423,828

Krungthai

Card

PCL

639

1,554

Lundbergforetagen

533,338

L&T

Finance

Holdings

Ltd

1,181

1,079,311

Ladder

Capital

Corp

12,520

75,035

Lazard,

Inc

3,780

1,254,560

(a)

LendingClub

Corp

14,340

6,911

(b)

Leonteq

AG.

220

236,556

LIC

Housing

Finance

Ltd

1,868

283,788

Liontrust

Asset

Management

plc

2,222

644,355

London

Stock

Exchange

Group

plc

88,219

51,040

LPL

Financial

Holdings,

Inc

11,873

152,700

(b)

Lufax

Holding

Ltd

(ADR)

533

12,300

(b)

M&A

Capital

Partners

Ltd

199

124,400

(a),(b)

M&A

Research

Institute

Holdings,

Inc

2,613

46,453

M&G

plc

129

66,988

(b)

Financial

Group

Ltd

245

331,287

Macquarie

Group

Ltd

53,010

268,992

Magellan

Financial

Group

Ltd

1,856

385,365

Mahindra

Financial

Services

Ltd

1,555

26,819,823

Man

Group

plc

76,025

413,588

Manappuram

Finance

Ltd

994

6,310

MarketAxess

Holdings,

Inc

1,617

120,300

(b)

Marui

Ltd

2,012

34,143

(c)

MAS

Financial

Services

Ltd

119

1,974,342

Mastercard,

Inc

(Class

974,930

92,000

Matsui

Securities

Ltd

504

38,908

Meritz

Financial

Group,

Inc

2,877

87,923

Mirae

Asset

Daewoo

Ltd

565

707,902

(b)

Mitsubishi

UFJ

Lease

Finance

Ltd

5,028

105,900

Mizuho

Leasing

Ltd

732

99,654

(a)

Molten

Ventures

plc

538

137,252

Monex

Group,

Inc

581

108,517

Moody's

Corp

51,501

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

600,624

Morgan

Stanley

62,609

18,299

Morningstar,

Inc

5,840

130,464

Motilal

Oswal

Financial

Services

Ltd

1,187

52,685

MSCI,

Inc

(Class

30,712

493,600

Muangthai

Capital

PCL

753

18,722

Multi

Commodity

Exchange

India

Ltd

1,265

7,895

Mutares

KGaA

185

44,408

Muthoot

Finance

Ltd

1,077

99,600

Nanjing

Securities

Ltd

136

1,032,892

Nasdaq

Stock

Market,

Inc

75,411

367,093

National

Investments

KSCP

282

48,490

(a)

Nayifat

Finance

193

98,500

(a)

NCR

Corp

ATM

2,810

351,950

(a)

NerdWallet,

Inc

4,473

404,491

Netwealth

Group

Ltd

6,922

12,116

(a),(b),(c)

Nexi

S.p.A

1,083,081

Ngern

Tid

Lor

PCL

614

164,299

Ninety

One

Ltd

389

224,311

Ninety

One

plc

521

120,074

(c)

Nippon

Life

India

Asset

Management

Ltd

934

532,194

(a)

NMI

Holdings,

Inc

21,921

28,100

Noah

Holdings

Ltd

(ADR)

346

2,756,800

(a)

Nomura

Holdings,

Inc

14,388

108,809

(b)

Nordnet

publ

2,615

4,977

Nuvama

Wealth

Management

Ltd

402

50,390

Nuvei

Corp

1,680

119,593

Okasan

Holdings,

Inc

521

3,319,554

(a),(b)

Omni

Bridgeway

Ltd

2,547

219,518

(a)

One

Communications

Ltd

1,803

77,373

OneMain

Holdings,

Inc

3,642

61,567

Onex

Corp

4,312

178,850

Orient

Corp

1,173

196,051

Orient

Securities

Ltd

307

2,427,077

ORIX

Corp

56,791

909,354

Osaka

Securities

Exchange

Ltd

11,818

304,840

OSB

Group

plc

1,595

262,000

(a),(b)

OSL

Group

Ltd

216

88,688

Oyak

Yatirim

Menkul

Degerler

AS.

101

73,630

P10,

Inc

789

6,068,800

(a)

Pacific

Strategic

Financial

Tbk

415

2,951,136

(a)

Pagseguro

Digital

Ltd

25,409

419,400

Paisalo

Digital

Ltd

304

158,226

Paragon

Group

Cos

plc

1,643

465

(b)

Partners

Group

701

765,366

Patria

Investments

Ltd

8,549

629,710

(a)

Payoneer

Global,

Inc

4,742

1,627,716

(a)

PayPal

Holdings,

Inc

127,011

1,733,644

(a)

Pensionbee

Group

plc

4,021

202,171

Pepper

Money

Ltd

190

49,309

Perella

Weinberg

Partners

952

80,762

Perpetual

Trustees

Australia

Ltd

1,035

118,234

Pinnacle

Investment

Management

Group

Ltd

1,469

106,554

Piper

Jaffray

Cos

30,241

79,588

Piramal

Enterprises

Ltd

1,048

163,322

Plus500

Ltd

5,468

86,280

(a),(c)

PNB

Housing

Finance

Ltd

1,013

172,785

Polar

Capital

Holdings

plc

1,238

751,638

Poonawalla

Fincorp

Ltd

3,539

604,142

Power

Finance

Corp

Ltd

3,522

108,700

Premium

Group

Ltd

1,611

669,000

President

Securities

Corp

569

88,600

PROG

Holdings,

Inc

4,296

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

9,988

Prudent

Corporate

Advisory

Services

Ltd

310

1,075,784

(c)

Quilter

plc

1,911

37,443

Rathbone

Brothers

897

201,236

Ratos

Shares)

688

129,643

Raymond

James

Financial,

Inc

15,876

545,022

REC

Ltd

3,608

9,540

Regional

Management

Corp

312

54,149

Reinet

Investments

S.C.A

1,501

33,129,358

(a)

Reliance

Strategic

Investments

Ltd

138,351

421,629

Remgro

Ltd

3,839

1,163,060

(a)

Remitly

Global,

Inc

15,573

11,261

Ricoh

Leasing

Ltd

390

321,565

Rithm

Capital

Corp

3,650

830,196

(a)

Robinhood

Markets,

Inc

19,443

1,012,388

(a)

Rocket

Cos,

Inc

19,428

17,817

Kabel

Ltd

368

500,655

S&P

Global,

Inc

258,648

103,137

Samsung

Securities

Ltd

3,428

14,604

Saudi

Advanced

Industries

143

19,589

Saudi

Tadawul

Group

Holding

1,186

38,717

(a)

SBFC

Finance

Ltd

93,632

SBI

Cards

Payment

Services

Ltd

865

1,278,250

SBI

Holdings,

Inc

29,582

16,703

Schroders

plc

153,200

SDIC

Capital

Ltd

176

68,608

SEI

Investments

4,747

3,390

(a),(b)

Sezzle,

Inc

578

45,935

India

Securities

Ltd

174

665,244

Shenwan

Hongyuan

Group

Ltd

538

42,037

(a),(b)

Shift4

Payments,

Inc

3,724

2,586

Shinyoung

Securities

Ltd

157

36,465

(a)

SHL

Finance

162

113,349

Shriram

Finance

Ltd

4,846

778,035

Singapore

Exchange

Ltd

6,894

105,000

Sinolink

Securities

Ltd

145

149,561

SLM

Corp

3,420

27,107,620

Sociedad

Inversiones

Oro

Blanco

S.A.

128

3,695

Societe

Fonciere

Financiere

Participations

FFP

315

1,530,374

(a),(b)

SoFi

Technologies,

Inc

12,029

14,823

Sofina

S.A.

4,189

125,135

SooChow

Securities

Ltd

149

135,973

Southwest

Securities

Ltd

20,048

(a)

Spandana

Sphoorty

Financial

Ltd

140

73,171

Sparx

Group

Ltd

675

139,252

Sprott,

Inc

6,035

508,420

Srisawad

Corp

PCL

678

408,862

St.

James's

Place

plc

4,017

799,527

(b)

Starwood

Property

Trust,

Inc

16,294

86,666

State

Street

Corp

7,667

91,720

StepStone

Group,

Inc

5,212

68,053

Stifel

Financial

Corp

6,390

1,519,189

(a)

StoneCo

Ltd

17,106

29,280

(a)

StoneX

Group,

Inc

2,397

8,624

Strike

Ltd

263

55,150

Sundaram

Finance

Ltd

3,463

63,277

Svolder

389

8,441

Swissquote

Group

Holding

S.A.

3,046

355,000

(b)

Holdings

Group

Ltd

282

150,396

Rowe

Price

Group,

Inc

16,383

82,553

Tamburi

Investment

Partners

S.p.A.

845

10,866

Tata

Investment

Corp

Ltd

882

239,883

Tel

Aviv

Stock

Exchange

Ltd

2,266

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

69,715

(b)

Timbercreek

Financial

Corp

420

254,401

TMX

Group

Ltd

7,974

169,812

(a),(b)

Toast,

Inc

4,807

173,480

Tokai

Tokyo

Securities

Ltd

590

84,132

Tong

Yang

Investment

Bank

187

585,426

ICAP

Group

plc

1,851

57,599

TPG,

Inc

3,315

19,863

Tradeweb

Markets,

Inc

2,456

1,058,597

Turkiye

Sinai

Kalkinma

Bankasi

362

2,127,407

UBS

Group

65,831

1,599,292

(b)

UBS

Group

49,434

58,800

(a)

Fintech

Holding

Ltd

(ADR)

314

118,200

(a),(b)

Upstart

Holdings,

Inc

4,729

43,062

UTI

Asset

Management

Ltd

637

64,660

(b)

UWM

Holdings

Corp

551

119,757

Van

Lanschot

Kempen

5,699

18,722

(a)

Verusa

Holding

AS.

170

92,850

Victory

Capital

Holdings,

Inc

5,144

16,066

Vinci

Partners

Investments

Ltd

160

215,441

Virtu

Financial,

Inc

6,562

1,936,663

Visa,

Inc

(Class

532,485

22,109

Vontobel

Holding

AG.

1,446

141,250

Voya

Financial,

Inc

11,190

73,412

Warsaw

Stock

Exchange

835

197,683

Washington

Soul

Pattinson

Ltd

4,735

1,895,914

Waterland

Financial

Holdings

907

31,400

(a),(b)

WealthNavi,

Inc

253

18,674

Wendel

1,911

112,603

Western

Securities

Ltd

138

57,525

Western

Union

686

7,046

(a)

WEX,

Inc

1,478

638,821

(a)

Wise

plc

5,744

43,564

Woori

Investment

Securities

Ltd

446

159,657

(a),(b),(c)

Worldline

S.A.

1,163

874,158

XP,

Inc

15,682

93,471

XPS

Pensions

Group

plc

361

43,577

(c)

XTB

S.A.

695

8,850,500

(b)

Yangzijiang

Financial

Holding

Ltd

2,754

148,400

(a),(b)

Yeahka

Ltd

261

1,698,000

(c)

Yixin

Group

Ltd

192

199,129

Yulon

Finance

Corp

947

183,965

Zenkoku

Hosho

Ltd

7,261

113,991

Zheshang

Securities

Ltd

232

196,800

Zhongtai

Securities

Ltd

204

933,917

(a)

Zip

Ltd

1,775

TOTAL

FINANCIAL

SERVICES

7,874,271

FOOD,

BEVERAGE

TOBACCO

2.6%

142,298

AAK

4,666

69,716

AG.

Barr

plc

582

217,551

(a)

Agrotech

Yueksek

Teknoloji

Yatirim

AS.

253,897

Agthia

Group

PJSC

539

757,137

Ajinomoto

Co,

Inc

29,303

15,719

Jouf

Agricultural

Development

268

213,147

Almarai

JSC

3,138

1,910,439

Ambev

S.A.

4,587

77,394

Anadolu

Efes

Biracilik

Malt

Sanayii

444

16,111

Angel

Yeast

Ltd

1,235,592

(b)

Anheuser-Busch

InBev

(ADR)

81,907

860,293

Anheuser-Busch

InBev

S.A.

57,009

112,728

Anhui

Gujing

Distillery

Ltd

1,799

18,714

Anhui

Gujing

Distillery

Ltd

(Class

536

18,717

Anhui

Kouzi

Distillery

Ltd

127

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

29,000

Anhui

Yingjia

Distillery

Ltd

297

426,626

Arca

Continental

SAB

C.V.

3,989

13,272

Ariake

Japan

Ltd

491

2,187,055

(a)

Aryzta

AG.

4,200

2,606,841

Asahi

Breweries

Ltd

34,168

631,775

Associated

British

Foods

plc

19,745

76,223

Austevoll

Seafood

ASA

698

32,322

Avanti

Feeds

Ltd

242

260,966

AVI

Ltd

1,658

517,510

(a)

Bajaj

Hindusthan

Ltd

264

39,816

Bakkafrost

2,292

642,706

Baladna

240

99,297

Balrampur

Chini

Mills

Ltd

769

Barry

Callebaut

AG.

133

227,536

Bega

Cheese

Ltd

824

235,700

Beijing

Yanjing

Brewery

Ltd

373

650,100

Betagro

PCL

446

53,080

Bikaji

Foods

International

Ltd

583

3,387

Binggrae

Ltd

167

17,447

Bombay

Burmah

Trading

597

6,233

(a)

Boston

Beer

Co,

Inc

(Class

1,802

32,300

BrasilAgro-Co

Brasileira

Propriedades

Agricolas

149

93,350

(a)

BRC,

Inc

319

477,100

(a)

BRF

S.A.

2,071

94,340

Britannia

Industries

Ltd

7,139

64,000

British

American

Tobacco

Malaysia

BHD

122

246,112

British

American

Tobacco

plc

8,973

183,834

Britvic

plc

3,126

357,999

Bunge

Global

S.A.

34,597

311,591

C&C

Group

plc

678

65,400

Calbee,

Inc

1,593

73,000

Camil

Alimentos

S.A.

116

789,506

Campbell

Soup

38,623

208,100

Carabao

Group

PCL

508

177,629

Carlsberg

(Class

21,151

118,200

Carlsberg

Brewery

Malaysia

Bhd

564

59,493

CCL

Products

India

Ltd

500

135,475

(a)

Celsius

Holdings,

Inc

4,248

947,800

Century

Pacific

Food,

Inc

644

132,800

Charoen

Pokphand

Enterprise

410

3,075,531

Charoen

Pokphand

Foods

PCL

2,280

5,944,518

Charoen

Pokphand

Indonesia

Tbk

1,845

3,284,021

(c)

China

Feihe

Ltd

2,465

2,300,000

China

Foods

Ltd

820

4,375,889

(a),(d)

China

Huishan

Dairy

Holdings

Ltd

370,000

(a),(d)

China

Huiyuan

Juice

Group

Ltd

1,282,227

China

Mengniu

Dairy

Ltd

3,008

3,105,000

(b)

China

Modern

Dairy

Holdings

Ltd

390

684,357

China

Resources

Beer

Holdings

Company

Ltd

2,930

Chocoladefabriken

Lindt

Spruengli

AG.

382

8,027

Chongqing

Brewery

Ltd

88,277

Cia

Cervecerias

Unidas

S.A.

520

2,537,000

Cisarua

Mountain

Dairy

TBK

947

7,169

CheilJedang

Corp

1,663

150,732

Cloetta

363

3,328,462

Coca-Cola

239,183

4,140

Coca-Cola

Consolidated

Inc

5,450

1,445,009

(a)

Coca-Cola

Europacific

Partners

plc

113,794

451,083

Coca-Cola

Femsa

SAB

C.V.

3,993

4,445

Coca-Cola

HBC

AG.

158

744,381

Coca-Cola

Icecek

1,241

105,800

Coca-Cola

West

Japan

Ltd

1,470

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

2,280,000

(a),(b)

COFCO

Joycome

Foods

Ltd

483

41,420

Cranswick

plc

2,780

15,133

Daesang

Corp

246

882,247

Danone

64,262

108,687

(a)

Darling

International,

Inc

4,039

9,694,983

(b)

Davide

Campari-Milano

82,180

960,138

Diageo

plc

33,538

4,879

(a)

Dodla

Dairy

Ltd

928,930

Dole

plc

15,132

2,585

Dongwon

F&B

Ltd

17,000

(b)

Dydo

Drinco,

Inc

360

1,357,962

Eastern

Tobacco

731

17,000

Eastroc

Beverage

Group

Ltd

654

317,283

Embotelladora

Andina

S.A.

1,071

1,610

Emmi

AG.

1,648

39,215

Ezaki

Glico

Ltd

1,199

591,100

Farm

Fresh

Bhd

264

1,864,118

Fevertree

Drinks

plc

20,561

13,194

First

Milling

249

1,944,000

First

Pacific

1,071

387,000

First

Resources

Ltd

442

1,542,283

Fomento

Economico

Mexicano

S.A.

C.V.

15,224

733,869

Fomento

Economico

Mexicano

SAB

C.V.

(ADR)

72,440

224,861

Foshan

Haitian

Flavouring

Food

Ltd

1,522

96,600

Fraser

Neave

Holdings

Bhd

731

119,195

Fresh

Del

Monte

Produce,

Inc

3,521

59,309

(a)

Freshpet,

Inc

8,112

11,445

Jian

Anjoy

Foods

Ltd

160

34,727

Fuji

Oil

Ltd

768

3,382

Fujiya

Ltd

119,396

Futuris

Corp

Ltd

696

517,600

GFPT

PCL

(Foreign)

185

149,774

Glanbia

plc

2,636

10,475

Godfrey

Phillips

India

Ltd

872

4,825,425

(b)

Golden

Agri-Resources

Ltd

1,051

467,500

Great

Wall

Enterprise

Ltd

759

352,136

(a)

Greencore

Group

plc

866

41,836

Grieg

Seafood

ASA

231

141,896

Gruma

SAB

C.V.

2,635

1,083,341

(b)

Grupo

Bimbo

S.A.

C.V.

(Series

3,728

158,600

Guan

Chong

Bhd

119

89,345

Guangdong

Haid

Group

Ltd

607

112,464

Gujarat

Ambuja

Exports

Ltd

171

805,189

(a)

Hain

Celestial

Group,

Inc

6,949

7,885

(a)

Halwani

Brothers

132

42,064

Harim

Holdings

Ltd

179

172,314

Health

Happiness

H&H

International

Holdings

Ltd

253

65,700

Hebei

Yangyuan

Zhihui

Beverage

Ltd

215

85,532

Heilongjiang

Agriculture

Ltd

180

247,751

Heineken

Holding

18,718

119,400

Heineken

Malaysia

Bhd

676

2,459,136

Heineken

218,298

124,423

Henan

Shuanghui

Investment

Development

Ltd

478

28,689

Heritage

Foods

Ltd

216

133,371

Hershey

25,578

188,739

Hilton

Food

Group

plc

2,266

33,088

(a)

Hindustan

Foods

Ltd

264

22,675

Hite

Jinro

Ltd

352

14,500

Hokuto

Corp

184

44,562

House

Foods

Corp

947

530,600

Ichitan

Group

PCL

268

16,654

Imperial

Tobacco

Group

plc

484

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

1,846,709

Indofood

CBP

Sukses

Makmur

Tbk

1,503

291,423

(b)

Inghams

Group

Ltd

593

45,950

Ingredion,

Inc

6,315

348,353

Inner

Mongolia

Yili

Industrial

Group

Ltd

1,432

9,135,000

(a),(d)

Inti

Agri

Resources

Tbk

1,869,106

IOI

Corp

BHD

1,703

424,500

I-TAIL

Corp

PCL

281

2,749,863

ITC

Ltd

16,995

43,000

Ito

Ltd

1,023

71,540

Itoham

Yonekyu

Holdings,

Inc

1,931

66,400

Jalles

Machado

S.A.

418,012

Japan

Tobacco,

Inc

12,189

4,685,000

(a)

Japfa

Comfeed

Indonesia

Tbk

446

658,982

JBS

S.A.

3,826

3,168

JDE

Peet's

65,626

Jiangsu

King's

Luck

Brewery

JSC

Ltd

478

62,181

Jiangsu

Yanghe

Brewery

Joint-Stock

Ltd

870

13,046

J-Oil

Mills,

Inc

192

60,646

Kagome

Ltd

1,359

10,900

(b)

Kameda

Seika

Ltd

340

23,394

Kaveri

Seed

Ltd

272

147,819

Kerry

Group

plc

(Class

15,318

80,397

Kewpie

Corp

2,008

353,900

Kikkoman

Corp

4,026

153,425

Kirin

Brewery

Ltd

2,338

78,900

Kotobuki

Spirits

Ltd

999

596,913

Kraft

Heinz

20,958

42,521

KRBL

Ltd

154

87,227

KT&G

Corp

7,231

392,195

Kuala

Lumpur

Kepong

BHD

1,950

62,085

Kweichow

Moutai

Ltd

15,214

2,383

(b)

Lassonde

Industries,

Inc

312

1,363

Lassonde

Industries,

Inc

179

204,012

Leroy

Seafood

Group

ASA

935

67,332

Lian

HWA

Food

Corp

229

725,109

Lien

Hwa

Industrial

Corp

1,411

Lindt

Spruengli

AG.

258

3,020

Lotte

Chilsung

Beverage

Ltd

299

1,838

Lotte

Wellfood

Ltd

197

817

(b)

Lotus

Bakeries

10,963

113,162

Foods

Ltd

538

73,423

Luzhou

Laojiao

Ltd

1,539

57,700

Dias

Branco

S.A.

270

62,285

Maple

Leaf

Foods,

Inc

1,020

295,678

(a)

Marfrig

Global

Foods

S.A.

740

431,884

Marico

Ltd

3,582

28,800

Maruha

Nichiro

Corp

638

36,387

Megmilk

Snow

Brand

Ltd

686

250,200

Meihua

Holdings

Group

Ltd

386

102,285

MEIJI

Holdings

Ltd

2,558

58,371

Mezzan

Holding

KSCC

173

255,300

(a)

Minerva

S.A.

297

10,600

Mitsui

Sugar

Ltd

249

11,218

Modern

Mills

145

5,324,006

Mondelez

International,

Inc

392,220

1,910,509

(a)

Monster

Beverage

Corp

99,671

52,158

Morinaga

Ltd

1,045

808,226

(b)

Morinaga

Milk

Industry

Ltd

19,747

11,621

Mowi

ASA

209

19,551

Mrs

Bectors

Food

Specialities

Ltd

445

281,338

Muyuan

Foods

Ltd

1,839

108,000

Namchow

Holdings

Ltd

190

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

116,207

(a)

National

Agriculture

Development

860

288,481

Nestle

India

Ltd

9,261

54,614

Nestle

Malaysia

Bhd

1,381

2,352,414

Nestle

S.A.

236,400

149,105

(a)

New

Hope

Liuhe

Ltd

220

590,092

Nichirei

Corp

18,284

31,497

(b)

Nippon

Flour

Mills

Ltd

488

67,500

Nippon

Meat

Packers,

Inc

2,503

233,759

Nippon

Suisan

Kaisha

Ltd

1,501

19,122

Nisshin

Oillio

Group

Ltd

705

161,300

Nisshin

Seifun

Group,

Inc

2,042

217,300

Nissin

Food

Products

Ltd

6,072

1,762,200

(c)

Nongfu

Spring

Ltd

7,590

2,445

NongShim

Ltd

719

63,745

Oceana

Group

Ltd

255

19,082

Orion

Corp/Republic

Korea

1,416

91,600

Orion

Holdings

Corp

1,111

4,959

(b)

Orior

AG.

300

20,912

Orkla

ASA

197

706,100

Osotspa

PCL

505

1,254

Ottogi

Corp

408

2,270,883

PepsiCo,

Inc

386,164

352,731

Pernod-Ricard

S.A.

53,365

243

Philip

Morris

AS.

164

3,782,115

Philip

Morris

International,

Inc

459,149

17,000

Piccadily

Agro

Industries

Ltd

151

74,170

(a)

Pilgrim's

Pride

Corp

3,416

434,341

PPB

Group

BHD

1,520

1,441,410

Premier

Foods

plc

3,534

35,854

(b)

Premium

Brands

Holdings

Corp

2,539

132,238

(b)

Prima

Meat

Packers

Ltd

2,190

1,886,330

(b)

Primo

Water

Corp

47,630

128,194

(b)

Primo

Water

Corp

(Toronto)

3,234

409,800

Astra

Agro

Lestari

Tbk

179

282,700

(a)

Gudang

Garam

Tbk

297

3,613,009

Indofood

Sukses

Makmur

Tbk

1,682

1,023,000

Resources

Bhd

1,161

60,269

Radico

Khaitan

Ltd

1,470

15,765

(b)

Remy

Cointreau

S.A.

1,228

12,500

Riken

Vitamin

Ltd

226

277,900

(b)

RLX

Technology,

Inc

(ADR)

503

60,708

Rogers

Sugar,

Inc

255

38,963

Royal

Unibrew

A.S.

3,269

14,294

Foods,

Inc

276

23,555

Sakata

Seed

Corp

581

63,172

Salmar

ASA

3,313

3,349

Samyang

Foods

Ltd

1,394

2,268

Samyang

Holdings

Corp

135

124,300

Sao

Martinho

S.A.

598

89,100

Sappe

PCL

194

48,986

Sapporo

Holdings

Ltd

2,703

215,661

Saputo,

Inc

4,655

12,081

Saudia

Dairy

Foodstuff

1,214

396,163

Savola

Group

2,854

2,975,600

(a)

Sawit

Sumbermas

Sarana

Tbk

215

159,600

(c)

Scandinavian

Tobacco

Group

A.S.

2,450

9,280

Schouw

807

176

Seaboard

Corp

552

58,542

Shanxi

Xinghuacun

Fen

Wine

Factory

Ltd

1,798

10,187

Showa

Sangyo

Ltd

208

529,285

(a)

Shree

Renuka

Sugars

Ltd

344

1,740,778

Sime

Darby

Plantation

Bhd

2,019

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

24,410

(a)

Sinad

Holding

103

136,154

SLC

Agricola

S.A.

455

1,598,171

(b),(c)

Smoore

International

Holdings

Ltd

2,626

263,000

Standard

Foods

Corp

328

113,500

(a)

Star

Plus

Legend

Holdings

Ltd

42,847

Strauss

Group

Ltd

682

44,643

Suedzucker

AG.

561

17,446

Sula

Vineyards

Ltd

100

60,641

(a)

SunOpta,

Inc

389

27,000

Suntory

Beverage

Food

Ltd

1,017

485,400

Ann

Holdings

Bhd

459

467,000

(a)

Taiwan

TEA

Corp

333

112,003

Takara

Holdings,

Inc

951

3,692

Tanmiah

Food

142

504,859

Tata

Consumer

Products

Ltd

7,207

964,470

Tate

Lyle

plc

8,800

2,271,800

Thai

Union

Group

PCL

1,028

399,230

Thai

Vegetable

Oil

PCL

(Foreign)

299

123,646

(b)

Tiger

Brands

Ltd

1,667

61,907

Tilaknagar

Industries

Ltd

222

1,863,301

Tingyi

Cayman

Islands

Holding

Corp

2,673

69,900

Toyo

Suisan

Kaisha

Ltd

4,589

161,889

Treasury

Wine

Estates

Ltd

1,336

118,700

Tres

Tentos

Agroindustrial

S.A.

247

52,366

Triveni

Engineering

Industries

Ltd

297

573,471

Tsingtao

Brewery

Ltd

4,446

32,893

Tsingtao

Brewery

Ltd

(Class

364

18,000

Ttet

Union

Corp

117,830

Turning

Point

Brands,

Inc

5,084

136,184

Ulker

Biskuvi

Sanayi

558

1,872,600

Ultrajaya

Milk

Industry

Trading

Tbk

233

4,148,934

Uni-President

Enterprises

Corp

11,352

589,500

United

Plantations

BHD

3,743

252,409

United

Spirits

Ltd

4,787

696,220

Universal

Robina

Corp

1,292

988,710

Varun

Beverages

Ltd

7,153

317,864

Vina

Concha

Toro

S.A.

391

31,893

(b)

Viscofan

S.A.

2,265

175,610

(a)

Vital

Farms,

Inc

6,159

636,000

Vitasoy

International

Holdings

Ltd

450

45,210

VST

Industries

Ltd

203

4,372,694

Want

China

Holdings

Ltd

3,004

307,800

Weilong

Delicious

Global

Holdings

Ltd

317

366,070

Wens

Foodstuffs

Group

Ltd

1,044

7,026,300

(c)

Group

Ltd

5,534

1,631,111

Wilmar

International

Ltd

4,230

99,321

Wuliangye

Yibin

Ltd

2,273

103,039

(b)

Yakult

Honsha

Ltd

2,386

90,100

Yamazaki

Baking

Ltd

1,785

392,000

Yihai

International

Holding

Ltd

802

63,700

Yihai

Kerry

Arawana

Holdings

Ltd

319

903,000

(b),(c)

Zhou

Hei

International

Holdings

Ltd

216

13,152

Zydus

Wellnes

Ltd

316

TOTAL

FOOD,

BEVERAGE

TOBACCO

3,456,642

HEALTH

CARE

EQUIPMENT

SERVICES

4.3%

3,823,416

Abbott

Laboratories

435,908

101,996

(a)

Acadia

Healthcare

Co,

Inc

6,468

102,500

(a),(b)

Adicon

Holdings

Ltd

122

168,987

Advanced

Medical

Solutions

Group

plc

490

946,880

(a)

agilon

health,

Inc

3,721

232,449

Aier

Eye

Hospital

Group

Ltd

521

444,000

(b),(c)

Medical

Holdings

Ltd

300

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

65,666

Hammadi

Holding

748

442,136

Alcon,

Inc

44,249

136,700

Alfresa

Holdings

Corp

2,162

173,984

(a)

Align

Technology,

Inc

44,248

457,230

(a)

Alphatec

Holdings,

Inc

2,542

48,554

(c)

Ambea

430

147,230

(a)

Ambu

A.S.

2,885

11,091

(a)

Amedisys,

Inc

1,070

113,468

AmerisourceBergen

Corp

25,539

617,541

Amplifon

S.p.A.

17,773

34,200

Amvis

Holdings,

Inc

456

16,154

(b)

Andlauer

Healthcare

Group,

Inc

466

34,000

(b),(c)

Angelalign

Technology,

Inc

326

467,180

(a)

Angiodynamics,

Inc

3,635

599,914

Ansell

Ltd

13,161

358,568

Apollo

Hospitals

Enterprise

Ltd

30,817

38,090

(a)

Ardent

Health

Partners,

Inc

700

721,329

Arjo

3,173

43,088

One

Corp

873

155,200

Asahi

Intecc

Ltd

2,730

121,167

(c)

Aster

Healthcare

Ltd

600

595,430

(a)

AtriCure,

Inc

16,696

337,015

(c)

Attendo

1,586

16,100

Autobio

Diagnostics

Ltd

110

222,100

(a),(b)

Aveanna

Healthcare

Holdings,

Inc

1,155

45,520

(a)

Axogen,

Inc

638

64,050

(a)

Axonics,

Inc

4,458

1,076,200

Bangkok

Chain

Hospital

PCL

600

4,490,071

Bangkok

Dusit

Medical

Services

PCL

4,256

439,838

Becton

Dickinson

106,045

45,036

BioMerieux

5,398

449,150

(a)

Bioventus,

Inc

5,367

15,045

BML,

Inc

279

3,971,324

(a)

Boston

Scientific

Corp

332,797

822,100

(a),(b)

BrightSpring

Health

Services,

Inc

12,068

1,238,740

(a),(b)

Brookdale

Senior

Living,

Inc

8,411

216,438

Bumrungrad

Hospital

PCL

1,809

84,073

Cardinal

Health,

Inc

9,292

1,040

Carl

Zeiss

Meditec

AG.

465,666

(a)

Centene

Corp

35,055

82,450

(a)

Certara,

Inc

965

37,366

(a)

Chabiotech

Ltd

487

5,136

Chemed

Corp

3,087

30,700

China

National

Medicines

Corp

Ltd

151

723,500

China

Resources

Medical

Holdings

Ltd

401

4,203,000

Chularat

Hospital

PCL

354

809,836

Cigna

Group

280,560

14,752

Classys,

Inc

610

32,894

Cochlear

Ltd

6,401

128,695

Coloplast

A.S.

16,775

22,441

CompuGroup

Medical

KgaA

355

5,917,753

(c)

ConvaTec

Group

plc

17,973

102,347

(a)

Cooper

Cos,

Inc

11,293

21,612

Craneware

plc

578

167,840

(a),(b)

CVRx,

Inc

1,479

54,648

CVS

Group

plc

824

479,834

CVS

Health

Corp

30,172

14,673

Dallah

Healthcare

630

17,387

(a)

DaVita,

Inc

2,850

2,054

(a)

Demant

A.S.

231,326

(a),(b)

dentalcorp

Holdings

Ltd

1,459

5,873

Dentium

Ltd

366

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

1,733,205

(a)

DexCom,

Inc

116,194

576

DiaSorin

S.p.A.

84,143

(a)

Doximity,

Inc

3,666

30,870

(c)

Lal

PathLabs

Ltd

1,217

89,510

Sulaiman

Habib

Medical

Services

Group

7,077

6,027

Draegerwerk

AG.

315

113,492

EBOS

Group

Ltd

2,606

11,270

Eckert

Ziegler

Strahlen-

und

Medizintechnik

AG.

564

923,558

(a)

Edwards

Lifesciences

Corp

60,946

27,100

Eiken

Chemical

Ltd

443

30,950

(b)

El.En.

S.p.A

380

290,976

(b)

Elekta

Shares)

2,074

899,206

Elevance

Health,

Inc

467,587

234,714

Encompass

Health

Corp

22,683

36,221

(a)

Enovis

Corp

1,559

5,186

(b)

Equasens

296

963,040

Essilor

International

S.A.

228,167

230,509

(a),(b)

Establishment

Labs

Holdings,

Inc

9,974

179,900

(a)

Evolent

Health,

Inc

5,088

44,537

(b)

Extendicare,

Inc

312

124,697

Fagron

2,580

1,040,380

Fisher

Paykel

Healthcare

Corp

23,061

200,982

Fleury

S.A.

569

1,285,846

Fortis

Healthcare

Ltd

9,427

631,443

Fresenius

Medical

Care

AG.

26,831

8,680

Fresenius

331

11,300

Fukuda

Denshi

Ltd

609

38,283

(c)

Galenica

AG.

3,373

84,100

(a)

GeneDx

Holdings

Corp

3,569

4,711

Getinge

Shares)

101

113,114

(a)

Glaukos

Corp

14,736

66,947

(a)

Global

Health

Ltd

817

92,589

(a)

Globus

Medical,

Inc

6,624

39,412

Guangzhou

Baiyunshan

Pharmaceutical

Holdings

Ltd

171

38,472

(a)

Guardant

Health,

Inc

883

344,170

(a)

Guardian

Pharmacy

Services,

Inc

5,782

104,700

(b)

Gushengtang

Holdings

Ltd

604

2,033,838

(a),(c)

Hapvida

Participacoes

Investimentos

S.A.

1,493

1,246,500

Hartalega

Holdings

Bhd

844

401,984

HCA,

Inc

163,378

405,363

(b)

Healius

Ltd

483

41,910

(a)

Health

Catalyst,

Inc

341

252,402

(a)

HealthEquity,

Inc

20,659

44,283

(a)

Henry

Schein,

Inc

3,228

1,184,870

(a)

Hims

Hers

Health,

Inc

21,825

66,081

(a)

HLB

Life

Science

Ltd

550

98,764

(a)

HLB,

Inc

6,422

16,100

(b)

Hogy

Medical

Ltd

524

300,396

(a)

Hoya

Corp

41,606

42,278

Huadong

Medicine

Ltd

209

433,195

Humana,

Inc

137,210

272,400

(a),(b),(c)

Hygeia

Healthcare

Holdings

Ltd

820

28,445

(a)

IDEXX

Laboratories,

Inc

14,371

1,346,989

IHH

Healthcare

Bhd

2,339

62,194

(a)

Inmode

Ltd

1,054

73,197

(a)

Inspire

Medical

Systems,

Inc

15,448

47,945

(a)

Insulet

Corp

11,159

134,210

(a)

Integer

Holdings

Corp

17,447

878,477

(a)

Intuitive

Surgical,

Inc

431,569

33,500

Japan

Lifeline

Ltd

286

33,388

Jeol

Ltd

1,308

29,450

Jiangsu

Yuyue

Medical

Equipment

Supply

Ltd

160

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

1,497,500

(b),(c)

Jinxin

Fertility

Group

Ltd

696

18,400

(a)

JMDC,

Inc

599

47,090

(a),(b)

Joint

Corp

539

120,466

Jointown

Pharmaceutical

Group

Ltd

4,825

Jupiter

Life

Line

Hospitals

Ltd

244,000

(b)

Kangji

Medical

Holdings

Ltd

187

689,439

Koninklijke

Philips

Electronics

22,604

546,909

(b)

Korian-Medica

1,047

1,189,600

Kossan

Rubber

Industries

Bhd

539

3,219,500

KPJ

Healthcare

Bhd

1,653

178,930

(a),(c)

Krishna

Institute

Medical

Sciences

Ltd

1,188

125,027

Labcorp

Holdings,

Inc

27,941

237,912

(a)

Lantheus

Holdings,

Inc

26,111

16,113

Lepu

Medical

Technology

Beijing

Ltd

1,231,259

Life

Healthcare

Group

Holdings

Ltd

1,140

3,064,000

(a),(b)

Lifetech

Scientific

Corp

681

338,070

(a)

LivaNova

plc

17,762

15,779

(a)

Lunit,

Inc

516

89,100

M3,

Inc

892

60,663

Mani,

Inc

773

582,717

Max

Healthcare

Institute

Ltd

6,845

100,202

McKesson

Corp

49,542

5,388

(c)

Medacta

Group

S.A.

796

142,900

Mediceo

Paltac

Holdings

Ltd

2,491

53,493

Medicover

1,001

4,913,200

Medikaloka

Hermina

Tbk

495

17,400

(a)

Medley,

Inc

463

197,000

(b),(c)

Medlive

Technology

Ltd

232

21,357

(c)

Medmix

AG.

261

605,858

(b)

Medtronic

plc

54,545

44,084

Menicon

Ltd

452

350,881

(a)

Merit

Medical

Systems,

Inc

34,678

156

(b)

Metall

Zug

AG.(B

Shares)

227

24,367

(c)

Metropolis

Healthcare

Ltd

637

146,000

(b)

MicroPort

NeuroTech

Ltd

174

621,700

(b)

Microport

Scientific

Corp

621

34,426

(a)

Middle

East

Healthcare

665

47,300

(b)

Miraca

Holdings,

Inc

877

11,357,800

Mitra

Keluarga

Karyasehat

Tbk

2,378

40,401

(a),(c)

MLP

Saglik

Hizmetleri

AS.

386

20,095

(a)

Molina

Healthcare,

Inc

6,924

131,124

Mouwasat

Medical

Services

3,496

16,936

Nagaileben

Ltd

300

52,122

Nakanishi,

Inc

972

216,889

(a),(b)

Nanosonics

Ltd

549

57,118

Narayana

Hrudayalaya

Ltd

853

18,636

National

Medical

Care

1,027

1,120,328

Network

Healthcare

Holdings

Ltd

1,001

220,500

(a),(b),(c),(d)

New

Horizon

Health

Ltd

100

123,554

Nihon

Kohden

Corp

1,838

120,352

Nipro

Corp

1,200

159,379

(a),(d)

NMC

Health

plc

510,250

Odontoprev

S.A.

1,054

232,868

Olympus

Corp

4,427

47,620

(a)

Omnicell,

Inc

2,076

192,800

(a)

Oncoclinicas

Brasil

Servicos

Medicos

S.A.

160

65,438

(a)

Optima

Health

Group

Ltd

131

335,844

(a)

Option

Care

Health,

Inc

10,512

54,440

(a),(b)

Orpea

S.A.

341

7,215

(a)

Orthofix

Medical,

Inc

113

238,200

(a)

PACS

Group,

Inc

9,521

30,644

Paramount

Bed

Holdings

Ltd

554

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

33,885

Pegavision

Corp

480

243,120

(a)

Pennant

Group,

Inc

8,679

25,305

(a)

Penumbra,

Inc

4,917

194,462

(a)

PetIQ,

Inc

5,984

20,700

(b)

PHC

Holdings

Corp

153

79,000

(a),(d)

Pihsiang

Machinery

Manufacturing

Ltd

23,620

Poly

Medicure

Ltd

653

462,181

(a)

PolyNovo

Ltd

830

36,206

Premier,

Inc

724

358,530

(a)

Privia

Health

Group,

Inc

6,529

48,515

Pro

Medicus

Ltd

5,971

107,534

(a)

Project

Roadrunner

Parent,

Inc

1,524

96,570

(a)

Pulmonx

Corp

801

38,328

Quest

Diagnostics,

Inc

5,950

223,929

(a)

RadNet,

Inc

15,538

688,099

Raffles

Medical

Group

Ltd

493

41,762

Rainbow

Children's

Medicare

Ltd

698

36,363

Ramsay

Health

Care

Ltd

1,044

286,676

(c)

Rede

D'Or

Sao

Luiz

S.A.

1,628

16,325

Revenio

Group

Oyj

635

2,976,700

Riverstone

Holdings

Ltd

2,046

66,540

(a)

RxSight,

Inc

3,289

720,387

(a)

Ryman

Healthcare

Ltd

1,968

309,190

Saudi

Chemical

Holding

946

30,741

Biosensor,

Inc

215

107,571

(b)

Sectra

3,006

97,672

Selcuk

Ecza

Deposu

Ticaret

Sanayi

A.S.

195

498,696

Select

Medical

Holdings

Corp

17,390

1,071,882

Shandong

Weigao

Group

Medical

Polymer

Ltd

775

138,500

Shanghai

Conant

Optical

Ltd

248

174,000

(a),(b)

Shanghai

MicroPort

MedBot

Group

Ltd

259

68,232

Shanghai

Pharmaceuticals

Holding

Ltd

205

362,427

Shanghai

Pharmaceuticals

Holding

Ltd

587

19,707

Shanghai

United

Imaging

Healthcare

Ltd

357

30,922

Shenzhen

Mindray

Bio-Medical

Electronics

Ltd

1,275

17,600

Shenzhen

New

Industries

Biomedical

Engineering

Ltd

205

845,803

Ship

Healthcare

Holdings,

Inc

13,821

689,792

(a)

SI-BONE,

Inc

9,643

357,347

(c)

Siemens

Healthineers

AG.

21,462

215,705

(b)

Sienna

Senior

Living,

Inc

2,679

953,625

(b)

Sigma

Healthcare

Ltd

946

546,587

Sinopharm

Group

Ltd

1,442

631,440

Smith

Nephew

plc

9,801

90,125

Sonic

Healthcare

Ltd

1,695

36,901

Sonova

Holdings

13,292

367,650

(c)

Spire

Healthcare

Group

plc

1,158

1,145,900

Sri

Trang

Gloves

Thailand

PCL

436

6,821

STRATEC

334

78,244

Straumann

Holding

AG.

12,799

439,764

Stryker

Corp

158,869

9,200

(b)

SUNWELS

Ltd

104

1,524,701

(a)

Supermax

Corp

Bhd

307

88,030

(a)

Surgery

Partners,

Inc

2,838

29,166

(a),(b)

Surgical

Science

Sweden

364

259,800

Suzuken

Ltd

9,119

219,932

Sysmex

Corp

4,353

443,777

(a)

Tactile

Systems

Technology,

Inc

6,484

44,000

TaiDoc

Technology

Corp

216

205,261

(a)

Teladoc

Health,

Inc

1,884

32,900

Teleflex,

Inc

8,137

625,674

(a)

Tenet

Healthcare

Corp

103,987

1,363,575

Terumo

Corp

25,832

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

277,500

Thonburi

Healthcare

Group

PCL

172

38,230

(b)

Toho

Pharmaceutical

Ltd

1,215

27,109

Tokai

Corp

(GIFU)

408

3,615,500

(a)

Top

Glove

Corp

Bhd

877

247,410

(a)

Treace

Medical

Concepts,

Inc

1,435

179,950

Uniphar

plc

520

1,967,139

UnitedHealth

Group,

Inc

1,150,147

19,994

Universal

Health

Services,

Inc

(Class

4,579

38,425

Universal

Vision

Biotechnology

Ltd

313

3,780

Utah

Medical

Products,

Inc

253

433,989

(a)

Veeva

Systems,

Inc

91,081

156,500

(a),(c),(d)

Venus

MedTech

Hangzhou,

Inc

24,840

(a)

Viemed

Healthcare,

Inc

182

46,530

Vijaya

Diagnostic

Centre

Pvt

Ltd

533

100,928

(a)

Vimian

Group

462

27,000

Visco

Vision,

Inc

214

72,570

(a)

Waystar

Holding

Corp

2,024

174,279

(a)

Well

Health

Technologies

Corp

571

36,844

Won

Tech

Ltd

198

159,950

(a)

Xvivo

Perfusion

8,045

429,900

(a),(b),(c)

Yidu

Tech,

Inc

207

3,333

Ypsomed

Holding

AG.

1,625

21,809

Zimmer

Biomet

Holdings,

Inc

2,354

162,500

(a),(c)

Zylox-Tonbridge

Medical

Technology

Ltd

271

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

5,581,959

HOUSEHOLD

PERSONAL

PRODUCTS

1.3%

7,340

Aekyung

Industrial

Ltd

105

24,480

Amorepacific

Corp

2,741

23,585

AMOREPACIFIC

Group

501

2,346

(a)

APR

Corp

482

646,361

Beiersdorf

AG.

97,290

509,465

(a)

BellRing

Brands,

Inc

30,935

502,000

(b),(c)

Blue

Moon

Group

Holdings

Ltd

173

24,483

By-health

Ltd

2,576

(a)

C&C

International

Corp

186

29,875

Chlitina

Holding

Ltd

144

440,393

Church

Dwight

Co,

Inc

46,118

223,712

Colgate-Palmolive

23,223

119,760

Colgate-Palmolive

India

Ltd

5,435

6,686

Cosmax,

Inc

744

4,832

(a)

Cosmecca

Korea

Ltd

340

7,091

(a)

Coty,

Inc

446,059

Dabur

India

Ltd

3,325

10,730

Earth

Chemical

Ltd

400

113,717

EIS

Eczacibasi

Ilac

Sinai

Finansal

Yatirimlar

Sanayi

Ticaret

159

36,877

(a)

elf

Beauty,

Inc

4,021

150,588

Emami

Ltd

1,378

50,900

Energizer

Holdings,

Inc

1,616

12,514

Essity

390

212,067

Estee

Lauder

Cos

(Class

21,141

77,300

(a),(b)

euglena

Ltd

242

266,600

(c)

Giant

Biogene

Holding

ltd

1,725

2,999

Gillette

India

Ltd

303

351,925

Godrej

Consumer

Products

Ltd

5,842

90,000

Grape

King

Bio

Ltd

407

35,877,054

Haleon

plc

187,727

1,385,549

(b)

Haleon

plc

(ADR)

14,659

587,636

Hengan

International

Group

Ltd

2,007

19,787

Henkel

KGaA

1,682

163,521

Henkel

KGaA

(Preference)

15,371

334,998

Hindustan

Lever

Ltd

11,824

74,570

(a)

Honasa

Consumer

Ltd

408

DESCRIPTION

VALUE

(000)

HOUSEHOLD

PERSONAL

PRODUCTS

(continued)

859,620

(a)

Honest

Co,

Inc

3,069

27,210

(a)

Hyundai

Bioscience

Ltd

398

33,834,000

Industri

Jamu

Dan

Farmasi

Sido

Muncul

Tbk

1,486

18,537

(b)

Inter

Parfums

S.A.

938

29,205

Intercos

S.p.A

515

34,897

(b),(c)

Jamieson

Wellness,

Inc

906

126,668

Jyothy

Labs

Ltd

844

445,022

Kao

Corp

21,996

444,100

Karmarts

PCL

170

5,070,850

Kenvue,

Inc

117,289

1,208,818

Kimberly-Clark

Mexico

S.A.

C.V.

(Class

1,955

36,900

Kobayashi

Pharmaceutical

Ltd

1,468

12,171

Kolmar

Korea

Ltd

693

24,000

Kose

Corp

1,550

7,675

Household

Health

Care

Ltd

2,212

187,000

Lion

Corp

2,104

248,557

L'Oreal

S.A.

111,487

123,472

Mandom

Corp

1,068

334,880

(a)

Microbio

Ltd

435

21,298

Milbon

Ltd

471

713,264

Natura

Holding

S.A.

1,839

30,600

Noevir

Holdings

Ltd

1,105

54,477

(a)

Ontex

Group

542

3,381

(b)

Pharmanutra

S.p.A

219

92,600

Pigeon

Corp

1,085

1,141,900

Pola

Orbis

Holdings,

Inc

11,767

3,137,604

Procter

Gamble

543,433

6,577,810

Unilever

Indonesia

Tbk

957

855,428

(a)

Puig-Group

19,662

181,745

Cussons

plc

234

14,339

Reckitt

Benckiser

Group

plc

877

145,490

Rohto

Pharmaceutical

Ltd

3,641

34,272

Sarantis

S.A.

416

53,800

Shanghai

Chicmax

Cosmetic

Ltd

313

332,790

Shiseido

Ltd

9,051

47,600

Spectrum

Brands

Holdings,

Inc

4,529

84,000

TCI

Ltd

364

335,569

Uni-Charm

Corp

12,089

5,914,668

Unilever

plc

383,467

8,185

Unilever

plc

531

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

1,750,336

INSURANCE

3.2%

248,960

Admiral

Group

plc

9,280

1,301,342

Aegon

8,359

76,935

Aflac,

Inc

8,601

3,309

Ageas

S.A.

177

10,247,243

AIA

Group

Ltd

89,488

33,751

(a)

Rajhi

for

Co-operative

Insurance

1,729

347,405

Allianz

AG.

114,268

683,875

Allstate

Corp

129,697

2,435,474

Alm

Brand

4,874

294,786

(a)

AMBAC

Financial

Group,

Inc

3,305

48,250

American

Financial

Group,

Inc

6,494

3,147,677

American

International

Group,

Inc

230,504

30,230

Amerisafe,

Inc

1,461

57,398

Anadolu

Hayat

Emeklilik

181

154,102

Anadolu

Sigorta

361

297,098

Aon

plc

102,793

2,053,737

(a)

Arch

Capital

Group

Ltd

229,772

151,564

ASR

Nederland

7,430

20,959

Assicurazioni

Generali

S.p.A.

607

35,558

Assurant,

Inc

7,071

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

INSURANCE

(continued)

34,903

Assured

Guaranty

Ltd

2,776

152,709

AUB

Group

Ltd

3,251

4,391,899

Aviva

plc

28,445

2,838,603

AXA

S.A.

109,277

596,786

Axis

Capital

Holdings

Ltd

47,510

880

Baloise

Holding

AG.

180

206,700

(a)

Bangkok

Life

Assurance

PCL

157

1,724,800

Bangkok

Life

Assurance

PCL

1,313

242,500

Bangkok

Life

Assurance

PCL

185

573,846

Seguridade

Participacoes

S.A.

3,739

4,542,811

Beazley

plc

46,392

48,467

Brookfield

Wealth

Solutions

Ltd

2,578

69,554

Bupa

Arabia

for

Cooperative

Insurance

3,842

485,000

Caixa

Seguridade

Participacoes

1,295

3,928,215

Cathay

Financial

Holding

Ltd

8,248

225,000

Central

Reinsurance

Ltd

185

6,498,435

China

Development

Financial

Holding

Corp

3,384

1,350,732

China

Insurance

International

Holdings

Ltd

2,148

6,568,790

China

Life

Insurance

Ltd

12,937

161,775

China

Life

Insurance

Ltd

(Class

1,005

386,200

China

Pacific

Insurance

Group

Ltd

2,123

2,306,609

China

Pacific

Insurance

Group

Ltd

8,168

464,820

Chubb

Ltd

134,049

44,749

(a)

Clal

Insurance

Enterprises

Holdings

Ltd

760

114,800

CNO

Financial

Group,

Inc

4,029

60,470

for

Cooperative

Insurance

2,386

86,196

Coface

S.A.

1,412

3,630,000

(a),(d)

Convoy

Global

Holdings

Ltd

840,466

Dai-ichi

Life

Holdings,

Inc

21,808

63,515

Definity

Financial

Corp

2,560

390,800

Dhipaya

Group

Holdings

PCL

347

2,403,969

Direct

Line

Insurance

Group

plc

6,031

437,063

Discovery

Ltd

4,352

39,305

Dongbu

Insurance

Ltd

3,378

152,906

Employers

Holdings,

Inc

7,335

319,992

Everest

Group

Ltd

125,382

19,461

Fairfax

Financial

Holdings

Ltd

24,572

514,500

Fidelis

Insurance

Holdings

Ltd

9,292

932,046

Fidelity

National

Financial,

Inc

57,843

5,400

(b)

Partner,

Inc

102

3,394,283

Fubon

Financial

Holding

Ltd

9,663

203,051

Gallagher

(Arthur

J.)

57,132

4,101

Gjensidige

Forsikring

ASA

558,821

Globe

Life,

Inc

59,185

105,516

(a)

Digit

General

Insurance

Ltd

474

256,242

Great-West

Lifeco

Inc

8,738

1,935,044

(a)

Hamilton

Insurance

Group

Ltd

37,424

133,727

Hannover

Rueckversicherung

AG.

38,174

23,330

Hanover

Insurance

Group,

Inc

3,455

594,796

Hanwha

General

Insurance

Ltd

2,280

1,845,347

Hanwha

Life

Insurance

Ltd

4,046

128,338

Harel

Insurance

Investments

Financial

Services

Ltd

1,248

816,353

(c)

HDFC

Life

Insurance

Ltd

6,995

749

Helvetia

Holding

AG.

130

23,880

Heritage

Insurance

Holdings,

Inc

292

762,222

Hiscox

Ltd

11,678

270,636

Hyundai

Marine

Fire

Insurance

Ltd

6,816

88,296

Financial

Corp,

Inc

7,319

187,665

(c)

ICICI

Lombard

General

Insurance

Ltd

4,876

312,436

(c)

ICICI

Prudential

Life

Insurance

Ltd

2,906

2,162,813

Insurance

Australia

Group

Ltd

10,992

161,499

Intact

Financial

Corp

31,011

DESCRIPTION

VALUE

(000)

INSURANCE

(continued)

44,853

(a)

IRB-Brasil

Resseguros

S.A.

369

313,843

James

River

Group

Holdings

Ltd

1,968

1,736,294

Japan

Post

Holdings

Ltd

16,650

177,200

Japan

Post

Insurance

Ltd

3,254

6,306,876

Just

Group

plc

11,737

41,711

Kemper

Corp

2,555

44,002

Kinsale

Capital

Group,

Inc

20,486

84,754

Korean

Reinsurance

535

550,715

Lancashire

Holdings

Ltd

5,058

7,602,775

Legal

General

Group

plc

23,042

100,000

(a),(b)

Lemonade,

Inc

1,649

46,600

(a),(b)

Lifenet

Insurance

542

485,270

(b)

Linea

Directa

Aseguradora

S.A.

Cia

Seguros

Reaseguros

583

1,555,728

Mandatum

Holding

7,702

1,650,963

(b)

Manulife

Financial

Corp

48,792

701,164

(b)

Mapfre

S.A.

1,867

1,028,336

Marsh

McLennan

Cos,

Inc

229,411

199,885

(a)

Max

Financial

Services

Ltd

2,838

2,523,774

Medibank

Pvt

Ltd

6,367

38,179

(a)

Mediterranean

and

Gulf

Cooperative

Insurance

and

Reinsurance

242

17,084

Menora

Mivtachim

Holdings

Ltd

499

385,933

Mercuries

Associates

Holding

Ltd

220

2,384,301

Mercuries

Life

Insurance

Ltd

570

60,073

Mercury

General

Corp

3,783

1,741,020

Metlife,

Inc

143,599

271,915

Migdal

Insurance

Financial

Holdings

Ltd

371

1,181,153

Mitsui

Sumitomo

Insurance

Group

Holdings,

Inc

27,762

977,791

Momentum

Metropolitan

Holdings

1,668

168,702

Muenchener

Rueckver

AG.

92,962

142,265

New

China

Life

Insurance

Ltd

924

886,865

New

China

Life

insurance

Ltd

2,740

380,094

nib

holdings

Ltd

1,557

967,200

Group

48,260

3,948,393

Old

Mutual

Ltd

3,131

175,290

Old

Republic

International

Corp

6,209

1,355,471

(a)

Oscar

Health,

Inc

28,750

698,758

OUTsurance

Group

Ltd

2,347

9,718,600

(a)

Panin

Financial

Tbk

277

249,688

(a)

Fintech

Ltd

4,813

9,223,388

People's

Insurance

Group

China

Ltd

4,370

729,615

People's

Insurance

Group

China

Ltd

(Class

766

14,391

Phoenix

Group

Holdings

plc

108

129,440

Phoenix

Holdings

Ltd

1,461

6,125,556

PICC

Property

Casualty

Ltd

9,067

5,913,476

Ping

Insurance

Group

China

Ltd

37,134

6,342,864

Ping

Insurance

Group

China

Ltd

(Class

51,048

437,096

(c)

Poste

Italiane

S.p.A

6,138

516,920

(b)

Power

Corp

Canada

16,305

506,729

Powszechny

Zaklad

Ubezpieczen

S.A.

5,540

62,465

Primerica,

Inc

16,563

1,277,143

Progressive

Corp

324,088

42,413

Protector

Forsikring

ASA

972

7,261,815

Prudential

plc

67,370

1,373,716

QBE

Insurance

Group

Ltd

15,686

240,000

(b)

Qualitas

Controladora

SAB

C.V.

1,877

213,621

Reinsurance

Group

America,

Inc

(Class

46,542

81,993

(a)

Religare

Enterprises

Ltd

285

124,891

RenaissanceRe

Holdings

Ltd

34,020

20,420

(a),(b)

Root,

Inc

771

65,614

Ryan

Specialty

Holdings,

Inc

4,356

116,765

(b)

Sampo

Oyj

5,446

43,946

(a)

Sampo

Oyj

2,045

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

INSURANCE

(continued)

26,420

Samsung

Fire

Marine

Insurance

Ltd

6,983

67,588

Samsung

Life

Insurance

Ltd

4,827

1,513,938

Sanlam

Ltd

7,711

28,839

(b)

Santam

Ltd

614

28,510

(a)

Saudi

Reinsurance

275

388,812

(c)

SBI

Life

Insurance

Ltd

8,539

116,515

SCOR

2,606

229,100

(b)

Selective

Insurance

Group,

Inc

21,375

392,951

(a)

Selectquote,

Inc

853

11,895,980

Shin

Kong

Financial

Holding

Ltd

4,496

105,000

Shinkong

Insurance

Ltd

311

2,527,404

Sompo

Holdings,

Inc

56,970

808,029

(a)

Star

Health

Allied

Insurance

Ltd

5,852

2,402,525

Steadfast

Group

Ltd

9,404

2,476,023

Storebrand

ASA

27,171

532,099

(b)

Sun

Life

Financial,

Inc

30,865

1,164,664

Suncorp-Metway

Ltd

14,543

28,204

Swiss

Life

Holding

23,600

6,182

(b)

Swiss

AG.

855

248,500

Syarikat

Takaful

Malaysia

Keluarga

Bhd

235

451,700

T&D

Holdings,

Inc

7,964

61,732

Talanx

AG.

5,204

5,508,300

Thai

Life

Insurance

PCL

1,838

124,037

Tiptree,

Inc

2,427

1,721,185

Tokio

Marine

Holdings,

Inc

63,468

11,186

Tongyang

Life

Insurance

Ltd

258,200

TQM

Alpha

PCL

219

156,256

Travelers

Cos,

Inc

36,583

43,089

(a)

Trisura

Group

Ltd

1,376

12,455

(a),(b)

Trupanion,

Inc

523

1,340,226

Tryg

A.S.

31,783

726,627

Turkiye

Sigorta

264

798,220

(a)

TWFG,

Inc

21,648

312,137

Unipol

Gruppo

S.p.A

3,715

86,438

Uniqa

Versicherungen

AG.

713

164,060

(a)

United

Insurance

Holdings

Corp

1,849

463,422

Unum

Group

27,546

27,691

Vienna

Insurance

Group

Wiener

Versicherung

Gruppe

920

28,443

(a)

Walaa

Cooperative

Insurance

166

217,919

Willis

Towers

Watson

plc

64,184

16,546

Wuestenrot

Wuerttembergische

AG.

226

503,300

(a),(b),(c)

ZhongAn

Online

P&C

Insurance

Ltd

1,008

452,131

Zurich

Insurance

Group

273,159

TOTAL

INSURANCE

4,139,106

MATERIALS

4.5%

137,648

Aarti

Industries

Ltd

958

39,449

Aarti

Pharmalabs

Ltd

300

611,534

Abou

Kir

Fertilizers

Chemical

Industries

806

134,937

Acerinox

S.A.

1,451

60,438

ADEKA

Corp

1,241

45,110

Advanced

Enzyme

Technologies

Ltd

271

7,131

Advanced

Nano

Products

Ltd

512

74,917

(a)

Advanced

Petrochemical

775

87,812

AECI

Ltd

525

12,475

Aekyung

Chemical

Ltd

110

76,786

African

Rainbow

Minerals

Ltd

844

66,625

Afrimat

Ltd

263

15,643

AGI

Greenpac

Ltd

179

419,214

Agnico

Eagle

Mines

Ltd

33,772

423,422

Agnico-Eagle

Mines

Ltd

34,110

38,752

Aica

Kogyo

Ltd

919

558,687

Air

Liquide

107,888

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

29,902

Air

Products

Chemicals,

Inc

8,903

148,800

Air

Water,

Inc

2,089

27,656

Akcansa

Cimento

125

8,301

Akzo

Nobel

India

Ltd

374

167,220

Akzo

Nobel

11,813

30,883

Masane

Kobra

Mining

613

689,477

Alamos

Gold,

Inc

13,739

35,465

(b)

Albemarle

Corp

3,359

226,465

Alcoa

Corp

8,737

70,378

Algoma

Steel

Group,

Inc

721

14,012

Alkyl

Amines

Chemicals

383

121,273

(a)

Allegheny

Technologies,

Inc

8,114

153,247

Alleima

1,078

33,000

Allied

Supreme

Corp

345

292,100

(b)

Alpek

SAB

C.V.

187

458,332

(a)

Alpha

HPA

Ltd

349

31,177

(b)

Altius

Minerals

Corp

600

57,606

Altri

SGPS

S.A.

322

28,369

Alujain

Corp

318

1,765,964

Aluminum

Corp

China

Ltd

1,386

1,917,487

Aluminum

Corp

China

Ltd

(Class

2,392

530,350

Ambuja

Cements

Ltd

4,000

Amcor

plc

181,920

(b)

American

Vanguard

Corp

964

24,579

(b)

AMG

Advanced

Metallurgical

Group

468

5,592,700

(a)

Amman

Mineral

Internasional

3,431

179,777

(b)

Anglo

American

Platinum

Ltd

6,467

2,415,108

Anglo

American

plc

78,505

481,967

AngloGold

Ashanti

Ltd

12,818

561,565

Anhui

Conch

Cement

Ltd

1,638

91,645

Anhui

Conch

Cement

Ltd

(Class

339

415,218

Antofagasta

plc

11,192

18,784

Anupam

Rasayan

India

Ltd

165

31,965

APERAM

S.A.

1,002

142,895

APL

Apollo

Tubes

Ltd

2,697

104

Aptargroup,

Inc

160,261

Arabian

Cement

1,101

199,120

ArcelorMittal

S.A.

5,214

29,351

Archean

Chemical

Industries

Ltd

253

58,034

ARE

Holdings,

Inc

737

101,419

(a)

Aris

Mining

Corp

469

302,125

Arkema

28,777

1,127,908

Asahi

Kasei

Corp

8,551

8,700

Asahi

Organic

Chemicals

Industry

Ltd

248

150

Ashland,

Inc

916,044

Asia

Cement

Corp

1,379

12,981

(a),(d)

Asia

Pacific

Investment

Partners

Limited

369,000

Asia

Polymer

Corp

221

324,632

Asian

Paints

Ltd

12,906

392,830

(a)

Aspen

Aerogels,

Inc

10,877

71,249

Atalaya

Mining

plc

384

12,057

Atul

Ltd

1,106

25,534

(b)

Aurubis

AG.

1,873

11,513

Avery

Dennison

Corp

2,542

427,008

Avient

Corp

21,487

1,583,263

(a)

Axalta

Coating

Systems

Ltd

57,298

86,583

(a)

Aya

Gold

Silver,

Inc

1,127

1,893,898

B2Gold

Corp

5,853

11,265

Balaji

Amines

Ltd

308

2,793,680

Baoshan

Iron

Steel

Ltd

2,748

23,058,938

Barito

Pacific

Tbk

1,595

1,492,474

Barrick

Gold

Corp

29,685

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

9,291

BASF

India

Ltd

819

580,405

BASF

30,763

63,899

(a)

Baticim

Bati

Anadolu

Cimento

Sanayii

326

11,343

Bayer

CropScience

Ltd

868

30,400

Beijing

Oriental

Yuhong

Waterproof

Technology

Ltd

28,281

Bekaert

S.A.

1,162

895,942

(a)

Bellevue

Gold

Ltd

811

46,350

Berry

Global

Group,

Inc

3,151

4,298

Bharat

Bijlee

Ltd

242

7,190,681

BHP

Billiton

Ltd

223,243

328,091

(b)

BHP

Group

Ltd

10,146

176,251

Billerud

2,022

4,000

(a),(b),(d)

Bio

Spa

28,588

Birla

Corp

Ltd

432

371,851

BlueScope

Steel

Ltd

5,676

5,631

Boliden

191

75,802

Borregaard

ASA

1,425

19,849

(a)

Borusan

Mannesmann

Boru

Sanayi

Ticaret

AS.

275

294,305

Boubyan

Petrochemicals

KSCP

617

207,700

Bradespar

S.A.

771

220,551

Breedon

Group

plc

1,262

61,328

Brickworks

Ltd

1,235

67,020

Buzzi

Unicem

S.p.A.

2,674

30,700

Uyemura

Ltd

2,471

1,666,955

(a)

Calibre

Mining

Corp

3,217

45,474

(a)

Canfor

Corp

573

45,797

(a)

CAP

S.A.

307

244,245

(a)

Capricorn

Metals

Ltd

961

429,265

(a),(b)

Capstone

Copper

Corp

3,355

85,783

Carborundum

Universal

Ltd

1,533

76,310

Carpenter

Technology

Corp

12,178

58,955

Cascades,

Inc

455

312,228

Castrol

India

Ltd

917

23,397

Cathay

Biotech,

Inc

156

127,789

CCL

Industries

7,790

1,060,524

Celanese

Corp

(Series

144,189

116,819

Cementir

Holding

1,274

442,775

Cementos

Argos

S.A.

790

12,944,130

Cemex

S.A.

C.V.

7,928

864,482

Centamin

plc

1,694

1,005,209

Centerra

Gold,

Inc

7,217

258,805

Central

Asia

Metals

plc

677

138,000

Century

Iron

Steel

Industrial

Ltd

965

45,282

Century

Plyboards

India

Ltd

480

41,481

Century

Textiles

Industries

Ltd

1,413

2,843

Industries

Holdings,

Inc

244

138,584

Chambal

Fertilisers

and

Chemicals

Ltd

875

302,661

(b)

Champion

Iron

Ltd

1,523

6,663,400

Chandra

Asri

Pacific

Tbk

3,730

59,219

(a)

Chemplast

Sanmar

Ltd

363

632,000

Cheng

Loong

Corp

491

350,880

Chia

Hsin

Cement

Corp

201

29,700

Chifeng

Jilong

Gold

Mining

Ltd

1,448,000

China

BlueChemical

Ltd

393

1,215,105

China

Hongqiao

Group

Ltd

1,993

101,429

China

Jushi

Ltd

169

1,236,000

China

Man-Made

Fiber

Corp

332

150,000

China

Metal

Products

186

2,663,614

China

Molybdenum

Ltd

2,571

951,344

China

Molybdenum

Ltd

(Class

1,161

1,970,276

(b)

China

National

Building

Material

Ltd

855

1,100,000

China

Nonferrous

Mining

Corp

Ltd

895

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

91,329

China

Northern

Rare

Earth

Group

High-Tech

Ltd

267

1,444,000

China

Oriental

Group

Ltd

247

2,855,000

China

Petrochemical

Development

Corp

854

38,700

China

Rare

Earth

Resources

And

Technology

Ltd

155

8,128,000

China

Resources

Cement

Holdings

Ltd

2,261

706,000

(b)

China

Risun

Group

Ltd

286

110,000

China

Steel

Chemical

Corp

353

4,917,568

China

Steel

Corp

3,587

2,549,251

China

XLX

Fertiliser

Ltd

1,329

4,462,240

(a),(b),(d)

China

Zhongwang

Holdings

Ltd

23,078

Chugoku

Marine

Paints

Ltd

333

512,000

Chun

Yuan

Steel

Industry

Ltd

298

4,030

Chunbo

Ltd

186

712,000

Chung

Hung

Steel

Corp

505

328,000

Chung

Hwa

Pulp

Corp

225

123,476

(a)

Cia

Brasileira

Aluminio

124

94,400

Cia

Ferro

Ligas

Bahia

FERBASA

133

199,360

Cia

Minas

Buenaventura

S.A.

(ADR)

(Series

2,759

259,223

Cia

Siderurgica

Nacional

S.A.

613

300,629

Cimsa

Cimento

Sanayi

Ticaret

AS.

307

132,100

Citic

Pacific

Special

Steel

Group

Ltd

255

51,901

City

Cement

245

4,352

Clariant

AG.

20,523

Clean

Science

Technology

Ltd

386

549,255

(a)

Cleveland-Cliffs,

Inc

7,014

22,920

CNGR

Advanced

Material

Ltd

130

484,200

(a)

Coeur

Mining,

Inc

3,331

320,764

Commercial

Metals

17,629

86,132

(a)

Companhia

Vale

Rio

Doce

1,103,113

(a)

Constellium

17,937

41,611

Corbion

1,187

95,978

Coromandel

International

Ltd

1,917

626,223

(c)

Coronado

Global

Resources,

Inc

517

3,715,381

Corteva,

Inc

218,427

28,489

(b)

Corticeira

Amorim

SGPS

S.A.

281

21,928

(a)

Cosmochemical

Ltd

394

197,297

(c)

Covestro

AG.

12,296

63,000

CPMC

Holdings

Ltd

138,166

CRH

plc

12,645

1,729,183

CRH

plc

160,364

60,645

Croda

International

plc

3,427

763,909

Crown

Holdings,

Inc

73,244

220,100

CSG

Holding

Ltd

1,389,200

D&L

Industries,

Inc

160

175,200

Daicel

Chemical

Industries

Ltd

1,635

92,755

Daido

Steel

Ltd

911

60,701

Dainippon

Ink

and

Chemicals,

Inc

1,376

66,699

(b)

Daio

Paper

Corp

421

73,330

(a)

Dakota

Gold

Corp

173

1,350,015

(a)

Grey

Mining

Ltd

1,287

48,522

Deepak

Fertilisers

Petrochemicals

Corp

Ltd

618

43,916

Deepak

Nitrite

Ltd

1,522

61,049

(b)

Denki

Kagaku

Kogyo

962

1,954,399

Deterra

Royalties

Ltd

5,436

335,310

Dexco

S.A.

526

6,060

Dhanuka

Agritech

Ltd

112

25,466

Dongjin

Semichem

Ltd

564

3,372

Dongwon

Systems

Corp

114

1,080,000

Dongyue

Group

Ltd

1,069

1,899

(a),(b)

Dottikon

Holding

AG.

582

341,914

Dow,

Inc

18,679

42,679

DOWA

HOLDINGS

Ltd

1,569

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

385,527

DRDGOLD

Ltd

367

1,060,745

Smith

plc

6,560

656,636

DSM-Firmenich

AG.

90,620

752,824

Dundee

Precious

Metals,

Inc

7,626

2,946,567

DuPont

Nemours,

Inc

262,569

7,764

East

Pipes

Integrated

for

Industry

300

28,157

Eastern

Province

Cement

242

14,857

Ecolab,

Inc

3,793

83,557

Ecopro

Ltd

5,631

65,163

EID

Parry

India

Ltd

667

164,263

(a)

Ezz

Steel

398

160,062

(a)

Eldorado

Gold

Corp

2,782

382,420

Element

Solutions,

Inc

10,387

464,438

Elementis

plc

1,011

241,189

(c)

Elkem

ASA

469

385,294

(a)

Emerald

Resources

1,021

1,022,687

Empresas

CMPC

S.A.

1,779

6,773

EMS-Chemie

Holding

AG.

5,691

110,191

Ence

Energia

Celulosa

S.A.

369

11,188

(a)

Enchem

Ltd

1,554

223,807

Endeavour

Mining

plc

5,296

182,277

(a),(b)

Endeavour

Silver

Corp

720

122,091

EPL

Ltd

378

288,659

(a),(b)

Equinox

Gold

Corp

1,761

6,620

(b)

Eramet

523

564,785

Eregli

Demir

Celik

Fabrikalari

TAS

884

69,316

(a),(b)

ERO

Copper

Corp

1,543

195,637

Essentra

plc

400

668,850

Eternal

Chemical

Ltd

720

134,000

EVERGREEN

Steel

Corp

501

1,487,063

Evolution

Mining

Ltd

4,738

5,270

Evonik

Industries

AG.

123

343,000

Feng

Hsin

Iron

Steel

920

70,035

(a)

Filo

Corp

1,669

7,567

Fine

Organic

Industries

Ltd

473

33,792

Fineotex

Chemical

Ltd

163

220,875

Finolex

Industries

Ltd

733

1,286,478

(a),(b),(d)

Firefinch

Ltd

115,000

(a)

First

Copper

Technology

Ltd

168

228,002

(b)

First

Majestic

Silver

Corp

1,369

604,383

First

Quantum

Minerals

Ltd

8,240

99,558

FMC

Corp

6,565

48,735

Foosung

Ltd

245

175,751

(a)

Foran

Mining

Corp

545

2,926,139

Formosa

Chemicals

Fibre

Corp

4,008

3,094,019

Formosa

Plastics

Corp

5,216

176,456

(c)

Forterra

plc

410

1,432,919

Fortescue

Metals

Group

Ltd

20,211

235,507

(a)

Fortuna

Silver

Mines,

Inc

1,095

37,020

Corp

738

163,445

Franco-Nevada

Corp

20,301

2,600,222

Freeport-McMoRan,

Inc

(Class

129,803

54,202

FUCHS

2,634

1,156,000

(b)

Fufeng

Group

Ltd

712

29,877

Fuji

Seal

International,

Inc

529

43,425

Fujimi,

Inc

723

10,730

Fujimori

Kogyo

Ltd

331

15,900

Fuso

Chemical

Ltd

442

77,120

FutureFuel

Corp

443

11,151

Galaxy

Surfactants

Ltd

397

41,780

Ganfeng

Lithium

Group

Ltd

202

5,606

Garware

Hi-Tech

Films

Ltd

259

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

570,247

(a),(b)

Gascoyne

Resources

Ltd

565

243,454

(b)

GCC

SAB

C.V.

1,822

262,979

GEM

Ltd

266

727,749

(a)

Genesis

Minerals

Ltd

1,028

1,333,880

Gerdau

S.A.

(Preference)

4,677

62,969

GHCL

Ltd

513

10,996

Givaudan

S.A.

60,330

24,978,519

Glencore

plc

143,043

579,000

(a),(b)

Global

New

Material

International

Holdings

Ltd

303

1,179,000

Gloria

Material

Technology

Corp

1,797

39,541

Godawari

Power

and

Ispat

Ltd

524

3,200

Godo

Steel

Ltd

594,470

Gold

Fields

Ltd

9,219

889,265

Gold

Road

Resources

Ltd

1,044

666,000

Goldsun

Development

Construction

Ltd

1,100

928,755

Grand

Pacific

Petrochemical

396

77,970

Granges

935

231,476

Grasim

Industries

Ltd

7,716

17,869

Gravita

India

Ltd

525

605,755

(a),(d)

Great

Basin

Gold

Ltd

4,118,082

(a),(b)

Greatland

Gold

plc

380

47,969

Greenpanel

Industries

Ltd

223

6,950

Greif,

Inc

(Class

485

29,721

(a)

Grupa

Azoty

S.A.

158

7,403

Grupa

Kety

S.A.

1,586

3,334,738

Grupo

Mexico

S.A.

C.V.

(Series

18,591

66,624

Guangzhou

Tinci

Materials

Technology

Ltd

173

49,108

(a)

Gubre

Fabrikalari

TAS

294

17,665

Gujarat

Alkalies

Chemicals

Ltd

175

21,772

Gujarat

Fluorochemicals

Ltd

1,109

65,223

Gujarat

Narmada

Valley

Fertilizers

Chemicals

Ltd

525

199,152

Gujarat

State

Fertilizers

Chemicals

Ltd

519

8,530

Gulf

Oil

Lubricants

India

Ltd

141

26,291

Han

Kuk

Carbon

Ltd

217

11,998

Hanil

Cement

Ltd

126

7,604

Hansol

Chemical

Ltd

779

94,253

Hanwha

Chemical

Corp

1,867

217,444

Harmony

Gold

Mining

Ltd

2,232

2,259,840

Hecla

Mining

15,073

1,052,870

HeidelbergCement

AG.

114,699

67,346

HeidelbergCement

India

Ltd

178

843,595

(a)

Hektas

Ticaret

TAS

110

180,400

Henan

Shenhuo

Coal

Power

Ltd

509

420,969

Hengli

Petrochemical

Ltd

934

196,094

Hengyi

Petrochemical

Ltd

194

264,022

Hexpol

2,730

540,800

Hextar

Global

Bhd

120

61,441

Hill

Smith

Holdings

plc

1,688

121,598

Himadri

Speciality

Chemical

Ltd

960

1,314,476

Hindalco

Industries

Ltd

11,881

191,678

Hindustan

Copper

Ltd

787

249,891

Hochschild

Mining

plc

614

72,029

(b)

Hokuetsu

Paper

Mills

Ltd

789

10,682

Holcim

Ltd

1,046

74,597

(b)

Holmen

3,230

16,165

Honam

Petrochemical

Corp

1,252

28,700

Hoshine

Silicon

Industry

Ltd

244

173,000

Hsin

Kuang

Steel

Ltd

330

883,000

(b)

Huabao

International

Holdings

Ltd

300

197,300

Huafon

Chemical

Ltd

234

201,400

Huaibei

Mining

Holdings

Ltd

514

1,250,473

(b)

HudBay

Minerals,

Inc

11,502

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

74,675

(b)

Huhtamaki

Oyj

2,899

345,411

Hunan

Valin

Steel

Ltd

229

295,538

Huntsman

Corp

7,152

2,312

Hyosung

Advanced

Materials

Corp

510

2,114

Hyosung

TNC

Corp

512

36,246

Hyundai

Steel

771

1,527,609

(a)

Iamgold

Corp

8,008

327,531

(c)

Ibstock

plc

814

334,431

Iluka

Resources

Ltd

1,598

410,660

Imdex

Ltd

669

27,795

Imerys

S.A.

923

1,057,624

(b)

Impala

Platinum

Holdings

Ltd

5,928

1,508,340

Incitec

Pivot

Ltd

3,228

2,004,497

Indah

Kiat

Pulp

Paper

Tbk

1,144

511,149

Independence

Group

2,053

76,930

(a)

India

Cements

Ltd

335

9,864

Indigo

Paints

Ltd

172

80,121

(a),(b)

Industrias

Penoles

S.A.

C.V.

1,063

1,296,018

Inner

Mongolia

BaoTou

Steel

Union

Ltd

317

725,888

Inner

Mongolia

Junzheng

Energy

Chemical

Industry

Group

Ltd

472

189,600

Inner

Mongolia

Yuan

Xing

Energy

Ltd

180

198,236

Innospec,

Inc

22,419

41,032

(a)

Interfor

Corp

616

646,000

International

CSRC

Investment

Holdings

336

192,174

International

Flavors

Fragrances,

Inc

20,165

20,398

International

Paper

996

1,300

(b)

Ise

Chemicals

Corp

177

22,158

Israel

Chemicals

Ltd

2,778

Israel

Corp

Ltd

605

12,573

(a)

ISU

Specialty

Chemical

492

1,056,904

(a)

Ivanhoe

Mines

Ltd

15,723

23,178

(a)

Jai

Balaji

Industries

Ltd

290

27,936

JAI

Corp

Ltd

123

365,067

(a)

James

Hardie

Industries

plc

14,507

38,843

(a)

Jastrzebska

Spolka

Weglowa

S.A.

261

46,000

JCHX

Mining

Management

Ltd

324

12,800

JCU

Corp

313

487,449

(b)

JFE

Holdings,

Inc

6,553

237,000

Jiangsu

Eastern

Shenghong

Ltd

311

15,990

Jiangsu

Yangnong

Chemical

Ltd

140

28,500

Jiangsu

Yoke

Technology

Ltd

247

528,115

Jiangxi

Copper

Ltd

1,061

53,509

Jiangxi

Copper

Ltd

(Class

183

40,027

Jinan

Acetate

Chemical

Ltd

1,117

2,433,000

(b)

Jinchuan

Group

International

Resources

Ltd

206

92,340

Jindal

Saw

Ltd

820

286,991

Jindal

Stainless

Ltd

2,707

150,110

Jindal

Steel

Power

Ltd

1,859

226,900

Jinduicheng

Molybdenum

Ltd

381

28,600

Cement

Ltd

1,585

45,172

Lakshmi

Cement

Ltd

416

60,349

Paper

Ltd

323

136,603

Johnson

Matthey

plc

2,786

671,201

JSW

Steel

Ltd

8,241

60,729

Jubilant

Ingrevia

Ltd

562

131,428

(b)

K&S

AG.

1,685

179,903

(a)

K92

Mining,

Inc

1,047

5,580

Kaiser

Aluminum

Corp

405

30,015

Kaneka

Corp

821

334,740

Kansai

Nerolac

Paints

Ltd

1,238

127,000

(b)

Kansai

Paint

Ltd

2,268

156,109

Kardemir

Karabuk

Demir

Celik

Sanayi

Ticaret

(Class

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

707,162

Kardemir

Karabuk

Demir

Celik

Sanayi

Ticaret

AS.

555

3,125

KCC

Corp

717

11,200

(b)

KeePer

Technical

Laboratory

Ltd

335

83,968

Kemira

Oyj

2,096

66,835

(a)

Kesoram

Industries

Ltd

178

33,544

DONGBUSTEEL

172

56,191

KGHM

Polska

Miedz

S.A.

2,324

25,100

Neochem

Ltd

368

1,046,933

Kinross

Gold

Corp

9,808

48,552

Kirloskar

Ferrous

Industries

Ltd

388

61,202

Kirloskar

Oil

Engines

Ltd

898

671,151

Klabin

S.A.

2,574

Klabin

S.A.

(Preference)

192,920

(a)

Knife

River

Corp

17,245

867,000

(b)

Kobe

Steel

Ltd

10,391

118,951

Kocaer

Celik

Sanayi

Ticaret

AS.

139

16,044

Kolon

Industries,

Inc

439

40,316

Konishi

Ltd

341

749

(a)

Konya

Cimento

Sanayii

153

2,299

Korea

Petrochemical

Ind

Ltd

203

3,265

Korea

Zinc

Ltd

1,710

664,564

(a)

Koza

Altin

Isletmeleri

451

162,650

(a)

Koza

Anadolu

Metal

Madencilik

Isletmeleri

327

248,380

Kronos

Worldwide,

Inc

3,092

13,600

Krosaki

Harima

Corp

213

30,568

(a)

Kum

Yang

Ltd

1,224

18,240

Kumba

Iron

Ore

Ltd

423

6,500

Kumho

Petrochemical

Ltd

781

49,548

Kumiai

Chemical

Industry

Ltd

292

231,600

Kuraray

Ltd

3,441

25,500

KUREHA

CORP

506

18,216

Kyoei

Steel

Ltd

221

253,078

(b)

Labrador

Iron

Ore

Royalty

Corp

6,018

203,500

Lafarge

Malayan

Cement

BHD

256

33,409

(a)

Lake

Materials

Ltd

436

67,770

Lanxess

AG.

2,145

63,295

Laxmi

Organic

Industries

Ltd

215

143,854

Group

Ltd

422

1,196,000

Lee

Man

Paper

Manufacturing

Ltd

425

15,574

Lenzing

AG.

616

816,893

(a),(b),(d)

Leo

Lithium

Ltd

143

41,868

Chem

Ltd

11,364

7,393

Chem

Ltd

(Preference)

1,373

1,642,436

Linde

plc

783,212

28,300

Lintec

Corp

654

1,015,887

(a),(b)

Liontown

Resources

Ltd

561

82,777

(a),(b)

Lithium

Americas

Argentina

Corp

271

152,576

(a),(b)

Lithium

Americas

Corp

412

684,477

Longchen

Paper

Packaging

Ltd

316

627,400

(a),(c)

Lotte

Chemical

Titan

Holding

Bhd

152

11,373

LOTTE

Fine

Chemical

Ltd

415

44,160

Louisiana-Pacific

Corp

4,745

15,396

Materials

Ltd

218

82,633

Lundin

Gold,

Inc

1,787

557,785

(b)

Lundin

Mining

Corp

5,844

1,766,274

(a)

Lynas

Corp

Ltd

9,691

40,290

LyondellBasell

Industries

3,864

23,466

Maeda

Kosen

Ltd

308

73,216

(a)

MAG.

Silver

Corp

1,030

372,646

Maharashtra

Seamless

Ltd

2,854

54,242

(a)

Major

Drilling

Group

International

336

173,713

Marshalls

plc

773

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

89,800

Maruichi

Steel

Tube

Ltd

2,119

31,680

(a)

Max

Estates

Ltd

234

12,421

Meghmani

Finechem

Ltd

339

3,815,196

(a)

Merdeka

Copper

Gold

Tbk

680

4,656,631

Mesaieed

Petrochemical

Holding

2,084

541,900

Metalurgica

Gerdau

S.A.

1,086

51,550

(b)

Methanex

Corp

2,130

29,246

(a)

Middle

East

Paper

343

166,888

(b)

Mineral

Resources

Ltd

5,950

213,320

Minerals

Technologies,

Inc

16,475

27,572

(c)

Mishra

Dhatu

Nigam

Ltd

133

7,500

(b)

Mitani

Sekisan

Ltd

299

1,145,334

Mitsubishi

Chemical

Holdings

Corp

7,367

773,700

Mitsubishi

Gas

Chemical

Co,

Inc

15,085

103,000

(b)

Mitsubishi

Materials

Corp

1,861

145,000

(b)

Mitsui

Chemicals,

Inc

3,873

60,564

Mitsui

Mining

Smelting

Ltd

2,073

910

Miwon

Commercial

Ltd

139

3,856,000

(a)

MMG

Ltd

1,339

41,763

MOIL

Ltd

203

9,092

Mondi

plc

173

29,955

Mosaic

802

134,078

(b)

M-real

Oyj

Shares)

939

325,910

Myers

Industries,

Inc

4,504

50,071

Najran

Cement

127

32,000

Nan

Pao

Resins

Chemical

Ltd

306

4,312,887

Nan

Plastics

Corp

6,252

331,500

Nanjing

Iron

Steel

Ltd

228

200,000

Nantex

Industry

Ltd

238

674,130

National

Aluminium

Ltd

1,693

208,550

(a)

National

Industrialization

629

26,332

Navin

Fluorine

International

Ltd

1,081

11,762

Neogen

Chemicals

Ltd

290

618,451

(a)

New

Gold,

Inc

1,793

4,611

NewMarket

Corp

2,545

2,900,195

Newmont

Goldcorp

Corp

155,015

90,947

(a)

NGEx

Minerals

Ltd

750

1,410,307

Nickel

Industries

Ltd

893

207,381

Nihon

Parkerizing

Ltd

1,806

1,131,000

Nine

Dragons

Paper

Holdings

Ltd

595

433,206

Ningxia

Baofeng

Energy

Group

Ltd

1,066

104,566

Nippon

Kayaku

Ltd

914

597,203

Nippon

Light

Metal

Holdings

Ltd

6,814

845,200

Nippon

Paint

Ltd

6,437

77,980

(b)

Nippon

Paper

Industries

Ltd

533

76,900

Nippon

Pillar

Packing

Ltd

2,236

80,512

Nippon

Shokubai

Ltd

978

35,368

Nippon

Soda

Ltd

616

732,384

(b)

Nippon

Steel

Corp

16,414

95,200

Nissan

Chemical

Industries

Ltd

3,418

28,714

Nittetsu

Mining

Ltd

858

597,500

Nitto

Denko

Corp

10,055

893,486

NMDC

Ltd

2,612

623,733

(a)

NMDC

Steel

Ltd

402

102,670

NOCIL

Ltd

356

154,146

NOF

Corp

2,662

2,196,575

Norsk

Hydro

ASA

14,190

136,540

(b)

Northam

Platinum

Holdings

Ltd

862

55,538

Northern

Region

Cement

138

971,458

Northern

Star

Resources

Ltd

10,642

185,858

(a),(b)

Novagold

Resources,

Inc

765

217,562

Novozymes

A.S.

15,663

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

318,348

Nucor

Corp

47,860

298,211

Nufarm

Ltd

812

41,678

Nuh

Cimento

Sanayi

AS.

317

923,376

(b)

Nutrien

Ltd

44,371

109,674

(a)

Nuvoco

Vistas

Corp

Ltd

470

540,305

OceanaGold

Corp

1,530

4,110

OCI

Ltd

257

11,133

OCI

Ltd

602

2,708

OCI

699,140

(a)

O-I

Glass,

Inc

9,173

582,200

(b)

OJI

Paper

Ltd

2,332

7,200

Okamoto

Industries,

Inc

263

14,869

Olin

Corp

713

17,750

Olympic

Steel,

Inc

692

119,157

Omnia

Holdings

Ltd

448

793,448

(b)

Orbia

Advance

Corp

SAB

C.V.

802

411,947

Orica

Ltd

5,262

70,758

Orient

Cement

Ltd

245

474,000

Oriental

Union

Chemical

Corp

281

286,260

Orion

S.A.

5,098

1,245

(a)

Orissa

Minerals

Development

Ltd

137

184,329

(a),(b)

Orla

Mining

Ltd

741

967,618

Orora

Ltd

1,819

9,100

Osaka

Organic

Chemical

Industry

Ltd

201

60,000

(b)

Osaka

Soda

Ltd

810

8,900

Osaka

Steel

Ltd

214

25,300

(b)

Osaka

Titanium

Technologies

443

133,205

(b)

Osisko

Gold

Royalties

Ltd

2,467

277,515

(a)

Osisko

Mining,

Inc

999

295,734

(b)

Outokumpu

Oyj

1,194

190,926

(a)

Oyak

Cimento

Fabrikalari

371

1,064,800

Pabrik

Kertas

Tjiwi

Kimia

Tbk

531

450,169

Packaging

Corp

America

96,966

1,635,687

Pan

African

Resources

plc

693

1,077,596

Pan

American

Silver

Corp

(Toronto)

22,501

508,266

(a)

Pangang

Group

Vanadium

Titanium

Resources

Ltd

212

229,073

(c)

Paradeep

Phosphates

Ltd

227

91,824

(a),(b)

Patriot

Battery

Metals,

Inc

283

133,015

PCBL

Ltd

917

3,864,717

Perenti

Ltd

2,912

85,720

(a)

Perimeter

Solutions

S.A.

1,153

5,610,713

Perseus

Mining

Ltd

10,029

979,003

(a)

Petkim

Petrokimya

Holding

647

2,508,615

Petronas

Chemicals

Group

Bhd

3,431

13,469

Advanced

Materials

Ltd

221

67,702

Industries

Ltd

3,762

131,373

Pidilite

Industries

Ltd

5,272

2,420,958

(b)

Pilbara

Minerals

Ltd

5,445

162,900

(a)

PMB

Technology

Bhd

574

Politeknik

Metal

Sanayi

Ticaret

AS.

112

139,722

Poongsan

Corp

6,527

166,049

Portucel

Empresa

Produtora

Pasta

Papel

S.A.

681

74,463

POSCO

21,860

17,535

POSCO

M-Tech

Ltd

244

138,053

PPG

Industries,

Inc

18,287

1,513,468

Press

Metal

Aluminium

Holdings

Bhd

1,861

126,676

(a)

Prism

Johnson

Ltd

309

4,908,000

Aneka

Tambang

Tbk

479

984,500

Indocement

Tunggal

Prakarsa

Tbk

443

1,987,200

Semen

Gresik

Persero

Tbk

497

1,207,800

(a)

Vale

Indonesia

Tbk

325

2,163

(a)

PTC

Industries

Ltd

365

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

1,919,509

PTT

Global

Chemical

PCL

1,774

38,116

Qassim

Cement

540

2,262,375

Qatar

Aluminum

Manufacturing

811

195,400

(a)

Qinghai

Salt

Lake

Industry

Ltd

513

1,808,619

Rain

Industries

Ltd

3,884

69,861

Rallis

India

Ltd

275

87,191

Ramco

Cements

Ltd

901

4,395,110

Ramelius

Resources

Ltd

6,618

54,395

Ramkrishna

Forgings

Ltd

655

32,794

(a)

Ranpak

Holdings

Corp

214

42,885

Rashtriya

Chemicals

Fertilizers

Ltd

23,009

Ratnamani

Metals

Tubes

Ltd

1,006

32,234

(b)

Recticel

S.A.

474

613,912

Regis

Resources

Ltd

860

112,140

Reliance

Steel

Aluminum

32,432

155,683

Rengo

Ltd

1,088

1,769,986

(a)

Resolute

Mining

Ltd

900

50,762

Rhi

Magnesita

India

Ltd

368

13,088

RHI

Magnesita

602

313,979

Rio

Tinto

Ltd

27,770

723,642

Rio

Tinto

plc

51,370

548,924

Rongsheng

Petrochemical

Ltd

804

12,742

Rossari

Biotech

Ltd

138

49,640

Royal

Gold,

Inc

6,965

204,324

SABIC

Agri-Nutrients

6,475

302,405

Sahara

International

Petrochemical

2,367

32,600

Sakata

INX

Corp

368

19,720

Salzgitter

AG.

361

4,273

Sam-A

Aluminum

Ltd

166

19,000

San

Chemical

Ltd

373,321

Sandfire

Resources

Ltd

2,764

208,264

Sandstorm

Gold

Ltd

1,250

28,466

Sandur

Manganese

Iron

Ores

Ltd

168

56,611

Sanyo

Chemical

Industries

Ltd

1,644

15,206

Sanyo

Special

Steel

Ltd

203

440,193

Sappi

Ltd

1,233

67,474

Sarda

Energy

Minerals

Ltd

356

8,872,736

(a)

Sasa

Polyester

Sanayi

1,116

492,399

Sasol

Ltd

3,307

211,320

Satellite

Chemical

Ltd

557

591,904

(a)

Saudi

Arabian

Mining

7,711

44,343

Saudi

Aramco

Base

Oil

1,570

772,868

Saudi

Basic

Industries

Corp

15,431

50,738

Saudi

Cement

562

300,763

Saudi

Industrial

Investment

Group

1,572

661,778

(a)

Saudi

Kayan

Petrochemical

1,483

12,313

Saudi

Paper

Manufacturing

212

13,484

Saudi

Steel

Pipe

257

977,100

SCG

Packaging

PCL

876

664,000

Scientex

BHD

697

29,115

Scotts

Miracle-Gro

(Class

2,524

58,512

(a)

Seabridge

Gold,

Inc

984

11,934

SeAH

Besteel

Holdings

Corp

187

1,348

SeAH

Steel

Holdings

Corp

179

172,498

Sealed

Air

Corp

6,262

8,218,300

(a),(d)

Sekawan

Intipratama

Tbk

33,357

Semapa-Sociedade

Investimento

Gestao

536

87,648

Shandong

Gold

Mining

Ltd

365

304,255

(c)

Shandong

Gold

Mining

Ltd

679

174,707

Shandong

Hualu

Hengsheng

Chemical

Ltd

647

380,666

Shandong

Nanshan

Aluminum

Ltd

236

151,911

Shandong

Sun

Paper

Industry

JSC

Ltd

324

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

241,200

Shanghai

Chlor-Alkali

Chemical

Ltd

138

80,777

Shanghai

Putailai

New

Energy

Technology

Ltd

170

36,048

Shenzhen

Capchem

Technology

Ltd

206

38,000

Shenzhen

YUTO

Packaging

Technology

Ltd

138

180,462

Sherwin-Williams

68,877

100,000

(a)

Shihlin

Paper

Corp

180

17,100

Shikoku

Kasei

Holdings

Corp

247

6,900

Shinagawa

Refractories

Ltd

4,507,322

Shin-Etsu

Chemical

Ltd

188,363

114,303

Shin-Etsu

Polymer

Ltd

1,238

802,000

Shinkong

Synthetic

Fibers

Corp

410

78,000

Shiny

Chemical

Industrial

Ltd

438

11,310

Shivalik

Bimetal

Controls

Ltd

10,342,000

Shougang

Fushan

Resources

Group

Ltd

3,902

135,600

Showa

Denko

3,524

7,504

Shree

Cement

Ltd

2,356

31,129

Shyam

Metalics

Energy

Ltd

337

655,983

Siam

Cement

PCL

4,886

86,800

Siam

City

Cement

PCL

430

1,133,022

Sibanye

Stillwater

Ltd

1,171

293,610

(b)

SIG

Group

AG.

6,546

46,241

(a),(b)

Sigma

Lithium

Corp

572

3,125

Sika

AG.

1,036

154,515

Silgan

Holdings,

Inc

8,112

162,896

Silvercorp

Metals,

Inc

709

109,641

(a),(b)

SilverCrest

Metals,

Inc

1,017

126,928

Sims

Ltd

1,103

1,490,000

Sinofert

Holdings

Ltd

224

217,000

Sinon

Corp

294

8,138

Chemicals

Ltd

317

19,778

(a),(c)

Technology

Ltd

546

15,277

SKC

Ltd

1,679

59,704

(a)

Skeena

Resources

Ltd

507

5,154,227

Smurfit

WestRock

plc

254,722

27,919

SOL

S.p.A.

1,109

434,000

Solar

Applied

Materials

Technology

Corp

891

23,418

Solar

Industries

India

Ltd

3,220

57,715

(b)

Solvay

S.A.

2,261

2,946

Soulbrain

Ltd

500

3,686

Soulbrain

Holdings

Ltd

158

337,096

(b)

South32

Ltd

857

3,827,730

South32

Ltd

9,818

36,212

Southern

Copper

Corp

4,189

44,812

Southern

Province

Cement

415

117,436

SRF

Ltd

3,502

168,495

Ssab

Svenskt

Stal

(Series

882

1,257,419

Ssab

Svenskt

Stal

(Series

6,438

164,957

SSR

Mining,

Inc

937

28,639

(a)

Star

Cement

Ltd

26,175

Stelco

Holdings,

Inc

1,291

40,546

Stella-Jones,

Inc

2,662

1,513

STO

AG.

206

12,154

Stora

Enso

Oyj

Shares)

156

17,420

Sudarshan

Chemical

Industries

Ltd

232

51,624

Sumitomo

Bakelite

Ltd

1,455

1,087,100

Sumitomo

Chemical

Ltd

3,104

94,336

Sumitomo

Chemical

India

Ltd

626

209,400

Sumitomo

Metal

Mining

Ltd

6,284

483,021

Sumitomo

Osaka

Cement

Ltd

13,796

801,106

(a)

Summit

Materials,

Inc

31,267

30,855

SunCoke

Energy,

Inc

268

153,506

Supreme

Industries

Ltd

9,749

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

64,386

Supreme

Petrochem

Ltd

666

7,067,200

Surya

Esa

Perkasa

Tbk

412

17,277

Surya

Roshni

Ltd

148

654,317

Suzano

6,539

586,383

Svenska

Cellulosa

Shares)

8,549

235,245

(d)

Syensqo

S.A.

20,847

211,627

Symrise

AG.

29,287

24,900

Hasegawa

Ltd

571

1,327,344

Chen

Stainless

Pipe

1,450

269

Taekwang

Industrial

Ltd

134

87,400

Taiheiyo

Cement

Corp

2,060

2,738,145

Taiwan

Cement

Corp

2,917

463,000

Taiwan

Fertilizer

Ltd

846

203,000

Taiwan

Hon

Chuan

Enterprise

Ltd

1,043

29,000

Taiyo

Ink

Manufacturing

Ltd

751

154,119

Taiyo

Nippon

Sanso

Corp

5,657

6,355

Takasago

International

Corp

245

248,216

(a)

Taseko

Mines

Ltd

630

101,928

Tata

Chemicals

Ltd

1,326

3,642,398

Tata

Steel

Ltd

7,331

13,329

TCC

Steel

391

548,239

Teck

Cominco

Ltd

(Class

28,635

195,437

Teck

Resources

Ltd

10,210

140,100

Teijin

Ltd

1,386

104,321

(b)

Ternium

S.A.

(ADR)

3,850

19,203

Tessenderlo

Chemie

546

382,952

ThyssenKrupp

AG.

1,484

1,306,000

(b)

Tiangong

International

Ltd

349

218,100

Tianqi

Lithium

Corp

1,080

192,900

Tianshan

Aluminum

Group

Ltd

232

65,777

Time

Technoplast

Ltd

307

525,000

Tipco

Asphalt

PCL

307

32,211

Titan

Cement

International

S.A.

1,279

12,591

TKG

Huchems

Ltd

184

582,400

TOA

Paint

Thailand

PCL

350

64,703

Toagosei

Ltd

732

23,624

(b)

Toho

Titanium

Ltd

188

157,929

(b)

Tokai

Carbon

Ltd

1,019

48,541

Tokuyama

Corp

982

78,042

Tokyo

Ohka

Kogyo

Ltd

1,919

42,204

Tokyo

Steel

Manufacturing

Ltd

583

564,000

Ton

Industrial

Corp

298

78,978

Tongkun

Group

Ltd

151

943,400

Tongling

Nonferrous

Metals

Group

Ltd

512

1,246,381

Toray

Industries,

Inc

7,361

63,823

(a)

Torex

Gold

Resources,

Inc

1,218

1,223,000

Tosoh

Corp

16,376

3,300

(b)

Toyo

Gosei

Ltd

188

24,300

Toyo

Ink

Manufacturing

Ltd

658

95,700

Toyo

Seikan

Kaisha

Ltd

1,506

60,148

Toyobo

Ltd

416

10,704,900

TPI

Polene

PCL

396

56,992

(b)

Transcontinental,

Inc

757

154,460

(a)

Tredegar

Corp

1,126

39,610

Trimas

Corp

1,011

41,097

Triple

Flag

Precious

Metals

Corp

665

1,214,263

Tronox

Holdings

plc

17,765

506,000

TSRC

Corp

380

383,000

Tung

Steel

Enterprise

Corp

957

274,143

UACJ

Corp

9,806

74,526

UBE

Industries

Ltd

1,399

99,642

Ultra

Tech

Cement

Ltd

14,030

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

139,507

Umicore

S.A.

1,811

42,086

Uniao

Industrias

Petroquimicas

S.A.

360

2,087

Unid

Ltd

124

283,019

United

States

Steel

Corp

9,999

343,546

Universal

Cement

Corp

335

575,000

UPC

Technology

Corp

224

392,893

UPL

Ltd

2,871

254,038

UPM-Kymmene

Oyj

8,504

129,890

Usha

Martin

Ltd

554

661,000

USI

Corp

337

385,300

Usinas

Siderurgicas

Minas

Gerais

S.A.

(Preference)

441

8,102,683

Vale

S.A.

94,462

4,956,130

(a)

Vault

Minerals

Ltd

1,114

634,597

Vedanta

Ltd

3,878

56,211

(c)

Verallia

S.A.

1,645

11,215

(b)

Vetropack

Holding

AG.

421

50,544

Vicat

S.A.

1,988

60,178

Victrex

plc

782

16,326

(b)

Vidrala

S.A.

1,850

20,806

Vinati

Organics

Ltd

518

2,207

Voestalpine

AG.

17,612

(a)

Ltd

456

60,530

Vulcan

Steel

Ltd

322

30,662

(a)

WA1

Resources

Ltd

319

12,493

Wacker

Chemie

AG.

1,236

186,000

(b)

Wanguo

International

Mining

Group

Ltd

232

177,596

Wanhua

Chemical

Group

Ltd

2,282

16,562

Weihai

Guangwei

Composites

Ltd

63,753

Welspun

Corp

Ltd

584

116,808

(a)

Wesdome

Gold

Mines

Ltd

1,096

862,225

(a)

West

African

Resources

Ltd

1,022

2,230,000

(b)

West

China

Cement

Ltd

327

30,238

West

Coast

Paper

Mills

Ltd

222

50,856

West

Fraser

Timber

Ltd

4,955

92,400

Western

Mining

Ltd

246

31,291

Western

Superconducting

Technologies

Ltd

206

3,255,482

Westgold

Resources

Ltd

5,979

324,493

(a)

Westgold

Resources

Ltd

578

341,513

Westlake

Chemical

Corp

51,326

385,282

(b)

Wheaton

Precious

Metals

Corp

23,531

84,323

Wienerberger

AG.

2,788

41,872

Winpak

Ltd

1,471

169,030

(b)

Worthington

Steel,

Inc

5,749

95,015

Xiamen

Tungsten

Ltd

280

78,778

Yamama

Cement

663

58,505

Yamato

Kogyo

Ltd

2,935

53,756

Yanbu

Cement

348

250,212

Yanbu

National

Petrochemical

2,850

3,412

Yara

International

ASA

108

233,000

INOX

Ltd

179

854,913

Yieh

Phui

Enterprise

Ltd

427

161,723

Yintai

Gold

Ltd

426

14,955

Yodogawa

Steel

Works

Ltd

587

9,285

Youlchon

Chemical

Ltd

161

904,000

Yuen

Foong

Paper

Manufacturing

Ltd

944

68,900

Yunnan

Aluminium

Ltd

143

438,100

Yunnan

Chihong

Zinc&Germanium

Ltd

353

35,884

Yunnan

Energy

New

Material

Ltd

173

175,200

Yunnan

Tin

Ltd

401

158,500

Yunnan

Yuntianhua

Ltd

507

108,200

Zangge

Mining

Ltd

438

114,716

Zeon

Corp

1,096

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

648,000

Zhaojin

Mining

Industry

Ltd

1,139

39,738

Zhejiang

Huayou

Cobalt

Ltd

165

174,836

Zhejiang

Juhua

Ltd

549

158,600

Zhejiang

Longsheng

Group

Ltd

236

121,300

Zhongjin

Gold

Corp

Ltd

260

25,147

(b)

Zignago

Vetro

S.p.A.

307

5,153,232

Zijin

Mining

Group

Ltd

11,505

2,050,866

Zijin

Mining

Group

Ltd

(Class

5,212

TOTAL

MATERIALS

5,826,296

MEDIA

ENTERTAINMENT

5.5%

121,123

Interactive

Entertainment

Network

Technology

Group

Ltd

305

21,829

4imprint

Group

plc

1,465

342,108

(a)

Affle

India

Ltd

6,483

19,916

AfreecaTV

Ltd

1,523

10,130,000

(a),(b)

Alibaba

Pictures

Group

Ltd

657

6,959,672

Alphabet,

Inc

1,163,588

5,939,187

Alphabet,

Inc

(Class

985,014

15,800

(a),(b)

Anycolor,

Inc

276

12,459

(a)

Arabian

Contracting

Services

666

117,488

Arnoldo

Mondadori

Editore

S.p.A.

318

161,747

Ascential

plc

1,225

37,555

(a)

Atlanta

Braves

Holdings,

Inc

1,495

395,247

Atresmedia

Corp

Medios

Comunicacion

S.A.

2,090

1,800,993

(c)

Auto

Trader

Group

plc

20,937

29,223

Autohome,

Inc

(ADR)

953

25,459

Avex

Group

Holdings,

Inc

262

5,438,048

(a)

Baidu,

Inc

71,497

118,946

(a),(b)

Baidu,

Inc

(ADR)

12,524

176,557

Beijing

Enlight

Media

Ltd

221

6,400

(a),(b)

Bengo4.com,

Inc

134

29,669

(a)

Better

Collective

A.S.

659

95,068

(a)

Bilibili,

Inc

2,187

14,599

Bollore

288,834

(a)

Borussia

Dortmund

GmbH

KGaA

1,176

8,487

(a)

Boston

Omaha

Corp

126

68,897

Capcom

Ltd

1,607

82,200

(a)

Cargurus,

Inc

2,469

767,442

carsales.com

Ltd

19,851

26,614

Projekt

S.A.

1,204

159,197

(a)

Charter

Communications,

Inc

51,593

145,874

Cheil

Worldwide,

Inc

2,043

161,865

(a),(d)

Chennai

Super

Kings

Cricket

Ltd

166,158

(a),(c)

China

Literature

Ltd

682

5,504,000

(a),(b)

China

Ruyi

Holdings

Ltd

1,590

51,976

(a)

CGV

Ltd

230

8,813

ENM

Ltd

472

46,600

(a),(c)

Cloud

Music,

Inc

796

11,647

(b)

Cogeco

Communications,

Inc

616

44,018

(a)

COLOPL,

Inc

164

6,185,727

Comcast

Corp

(Class

258,378

1,857,300

Converge

Information

and

Communications

Technology

Solutions,

Inc

542

73,700

(a),(b)

Cover

Corp

923

361,928

CTS

Eventim

AG.

37,686

331,800

CyberAgent,

Inc

2,359

171,292

Cyfrowy

Polsat

S.A.

567

55,162

Daiichikosho

Ltd

672

150,372

Corp

Ltd

611

59,311

(a)

Dena

Ltd

740

120,600

Dentsu,

Inc

3,717

5,990

(a)

Devsisters

Ltd

179

174,994

Domain

Holdings

Australia

Ltd

386

7,801,100

Elang

Mahkota

Teknologi

Tbk

213

DESCRIPTION

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

6,233

Electronic

Arts,

Inc

894

578,817

(a)

Embracer

Group

1,504

92,443

(b)

Eutelsat

Communications

411

70,104

(b)

EVT

Ltd

519

733,200

(a)

Scripps

(Class

1,646

468,867

Focus

Media

Information

Technology

Ltd

468

960,240

(a),(b)

fuboTV,

Inc

1,364

37,300

Fuji

Television

Network,

Inc

449

77,182

Future

plc

1,043

1,068,690

(a)

Gannett

Co,

Inc

6,006

51,750

Gree,

Inc

169

522,080

(a)

Grindr,

Inc

6,228

1,806,600

(b)

Grupo

Televisa

S.A.

915

6,112,450

(b)

Grupo

Televisa

SAB

(ADR)

15,648

359,043

(a)

GungHo

Online

Entertainment,

Inc

7,724

154,800

Hakuhodo

Holdings,

Inc

1,269

103,700

Hello

Group,

Inc

(ADR)

789

67,589

Hemnet

Group

2,488

5,319,943

(b)

HUYA,

Inc

(ADR)

27,132

18,222

HYBE

Ltd

2,348

50,996

(a)

IAC,

Inc

2,745

6,832

(a)

Ibotta,

Inc

421

450,306

(a)

iClick

Interactive

Asia

Group

Ltd

(ADR)

1,486

666,400

(a),(b),(c)

iDreamSky

Technology

Holdings

Ltd

228

60,055

Info

Edge

India

Ltd

5,803

3,024,222

Informa

plc

33,259

13,384

Innocean

Worldwide,

Inc

196

927,430

(a)

Integral

Science

Holding

Corp

10,026

188,000

International

Games

System

Ltd

5,856

30,655

IPSOS

1,929

182,748

(a),(b)

iQIYI,

Inc

(ADR)

523

2,711,518

ITV

plc

2,912

51,382

(a)

Decaux

S.A.

1,151

147,800

Jiangsu

Phoenix

Publishing

Media

Corp

Ltd

251

175,300

(a)

JOYY,

Inc

(ADR)

6,353

23,699

(a)

Just

Dial

Ltd

326

91,942

(a),(b)

Juventus

Football

Club

S.p.A

262

21,323

JYP

Entertainment

Corp

820

69,524

Kadokawa

Corp

1,553

106,400

Kakaku.com,

Inc

1,852

259,699

Kakao

Corp

7,156

24,956

(a)

Kakao

Games

Corp

334

227,500

Kanzhun

Ltd

(ADR)

3,949

10,177

(b)

Kinepolis

Group

453

400,310

Kingsoft

Corp

Ltd

1,500

78,600

Koei

Tecmo

Holdings

Ltd

906

74,832

Konami

Corp

7,631

11,694

(a),(c)

Krafton,

Inc

3,042

1,943,800

(a),(c)

Kuaishou

Technology

13,356

36,400

Kunlun

Tech

Ltd

193

15,901

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

1,137

222,206

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

17,205

13,447

(a)

Liberty

Media

Corp-Liberty

Live

(Class

666

31,827

(a)

Liberty

Media

Corp-Liberty

Live

(Class

1,634

398,212

(a)

Live

Nation,

Inc

43,600

19,785

(b)

M6-Metropole

Television

268

274,860

(a)

Madison

Square

Garden

Entertainment

Corp

11,690

12,384

(a)

Madison

Square

Garden

Sports

Corp

2,579

1,724,054

(a)

Magnite,

Inc

23,878

93,922

Mango

Excellent

Media

Ltd

348

273,400

(a),(b),(c)

Maoyan

Entertainment

301

1,032,310

(a)

Match

Group,

Inc

39,063

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

1,402,500

Entertainment

Tbk

288

414,760

(a)

MediaAlpha,

Inc

7,511

335,100

Megacable

Holdings

SAB

C.V.

695

2,275,500

(b),(c)

Meitu,

Inc

885

3,627,600

Meta

Platforms,

Inc

2,076,583

35,351

(b)

MFE-MediaForEurope

171

881,279

MFE-MediaForEurope

3,050

249,990

Mixi

Inc

4,826

915,000

(a),(b),(c)

Mobvista,

Inc

245

68,737

(a)

Modern

Times

Group

MTG

535

972,282

Moneysupermarket.com

Group

plc

2,753

194,604

(a)

MultiChoice

Group

1,228

318,099

Naver

Corp

40,973

26,530

(a)

Nazara

Technologies

Ltd

311

5,791

NCSoft

Corp

842

165,500

NetDragon

Websoft

Holdings

Ltd

246

3,450,930

NetEase,

Inc

64,462

183,729

NetEase,

Inc

(ADR)

17,181

508,653

(a)

NetFlix,

Inc

360,772

10,487

(c)

Netmarble

Corp

474

173,213

New

York

Times

(Class

9,643

432,091

News

Corp

(Class

11,507

77,920

News

Corp

(Class

2,178

1,525,100

Nexon

Ltd

30,307

21,265

(a)

Nexon

Games

Ltd

253

21,357

Nexstar

Media

Group,

Inc

3,531

68,866

Group

plc

418

10,648

NHN

Corp

138

1,082,925

Nine

Entertainment

Holdings

Ltd

935

2,055,000

Nintendo

Ltd

109,843

42,300

Nippon

Television

Holdings,

Inc

663

132,933

Omnicom

Group,

Inc

13,744

1,363,438

oOh!media

Ltd

1,235

118,076

Paradox

Interactive

2,090

5,763

Paramount

Global

(Class

126

22,498

(a)

Pearl

Abyss

Corp

661

38,719

(a)

Perion

Network

Ltd

309

357,776

(a)

Pinterest,

Inc

11,581

1,584,400

Plan

Media

Pcl

400

43,960

Playtika

Holding

Corp

348

114,828

ProSiebenSat.

Media

AG.

746

699,145

Publicis

Groupe

S.A.

76,512

58,139

(a)

PVR

Ltd

1,155

350,490

(a)

QuinStreet,

Inc

6,705

40,404

(b)

REA

Group

Ltd

5,591

1,453,907

Rightmove

plc

12,019

623,814

(a)

ROBLOX

Corp

27,610

86,634

(a)

Roku,

Inc

6,468

64,820

Saregama

India

Ltd

489

29,743

(a)

Saudi

Research

Media

Group

2,285

57,765

Schibsted

ASA

1,864

70,849

Schibsted

ASA

Shares)

2,130

208,650

(c)

Scout24

17,964

307,297

(a)

Sea

Ltd

(ADR)

28,972

262,761

Seek

Ltd

4,498

61,300

Septeni

Holdings

Ltd

199

273,141

(b)

SES

S.A.

1,370

7,601

(b)

Shochiku

Ltd

560

93,980

Shutterstock,

Inc

3,324

127,100

Sky

Perfect

Jsat

Corp

795

8,952

Entertainment

Ltd

457

617,600

(a),(b),(d)

SMI

Holdings

Group

Ltd

DESCRIPTION

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

320,367

(a)

Snap,

Inc

3,428

143,907

Societe

Television

Francaise

1,278

52,000

Soft-World

International

Corp

216

31,135

(a)

Spotify

Technology

S.A.

11,474

58,400

Square

Enix

Ltd

2,318

2,309,908

(a)

Stillfront

Group

1,482

26,536

Stroeer

KGaA

1,699

8,878

(a)

Studio

Dragon

Corp

253

67,014

Sun

Network

Ltd

665

20,124,700

Surya

Citra

Media

Tbk

162

280,446

(a)

Take-Two

Interactive

Software,

Inc

43,107

97,105

(a)

Team17

Group

plc

351

223,200

TEGNA,

Inc

3,522

9,431,025

Tencent

Holdings

Ltd

524,411

1,887,972

Tencent

Music

Entertainment

Group

(ADR)

22,750

21,164

Tips

Industries

Ltd

175

54,089

(a)

TKO

Group

Holdings,

Inc

6,691

45,100

Toei

Animation

Ltd

953

21,920

Toei

Ltd

697

87,200

Toho

Ltd

3,537

27,300

Tokyo

Broadcasting

System,

Inc

747

241,132

(a)

TripAdvisor,

Inc

3,494

39,520

(a),(b)

Trump

Media

Technology

Group

Corp

635

1,358,293

(a),(c)

Trustpilot

Group

plc

4,104

15,151

Asahi

Corp

211

345,822

(a)

TV18

Broadcast

Ltd

183

2,450

Group

AG.

410

198,998

(a),(b)

Ubisoft

Entertainment

2,234

678,401

(b)

Universal

Music

Group

17,748

4,280,800

VGI

PCL

346

604,060

(a)

Vimeo,

Inc

3,051

691,786

Vivendi

Universal

S.A.

8,003

53,915

(a)

VTEX

401

4,476,160

Walt

Disney

430,562

135,000

(a)

Wanda

Film

Holding

Ltd

237

416,266

(a)

Warner

Bros

Discovery,

Inc

3,434

9,693

Webzen,

Inc

127

59,600

Weibo

Corp

(ADR)

601

15,227

Wemade

Ltd

398

22,190

WPP

plc

227

188,400

(a),(b)

XD,

Inc

607

87,170

(a)

Yelp,

Inc

3,058

10,159

Entertainment,

Inc

289

80,594

YouGov

plc

473

2,064,700

Holdings

Corp

6,018

575,156

(a)

ZEE

Telefilms

Ltd

944

486,013

(a)

Zhejiang

Century

Huatong

Group

Ltd

286

219,859

(a)

Ziff

Davis,

Inc

10,698

524,700

ZIGExN

Ltd

2,218

366,955

(a)

ZoomInfo

Technologies,

Inc

3,787

TOTAL

MEDIA

ENTERTAINMENT

7,124,392

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

6.8%

1,266,500

(c)

3SBio,

Inc

1,111

33,648

Aarti

Drugs

Ltd

206

3,230,293

AbbVie,

Inc

637,918

26,827

(a)

Abivax

S.A.

303

23,977

(a)

ABLBio,

Inc

567

563,750

(a)

Acadia

Pharmaceuticals,

Inc

8,670

13,958

(a),(b)

Acrivon

Therapeutics,

Inc

74,914

(b)

Adcock

Ingram

Holdings

Ltd

304

91,261

AddLife

1,463

266,000

Adimmune

Corp

229

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

2,414,023

(a)

ADMA

Biologics,

Inc

48,256

141,830

(a)

Adverum

Biotechnologies,

Inc

996

16,998

(a)

Aether

Industries

Ltd

189

166,600

(a),(b)

AIM

Vaccine

Ltd

189

35,351

Ajanta

Pharma

Ltd

1,348

850,000

(a),(b),(c)

Akeso,

Inc

7,454

26,000

Alar

Pharmaceuticals,

Inc

148

39,863

Alembic

Pharmaceuticals

Ltd

573

101,160

(a)

ALK-Abello

A.S.

2,598

57,595

Almirall

S.A.

562

90,903

(a)

Alnylam

Pharmaceuticals,

Inc

25,001

40,111

(a)

Alteogen,

Inc

9,989

61,310

(a),(b)

Alto

Neuroscience,

Inc

701

786,375

Amgen,

Inc

253,378

7,380

AMI

Organics

Ltd

153

1,359,090

(a)

Amicus

Therapeutics,

Inc

14,515

1,314,150

(a)

Amneal

Pharmaceuticals,

Inc

10,934

3,882

(a)

ANI

Pharmaceuticals,

Inc

232

1,078,540

(a),(b)

Annexon,

Inc

6,385

103,390

(a)

Apellis

Pharmaceuticals,

Inc

2,982

367,120

(a),(b)

Arcutis

Biotherapeutics,

Inc

3,414

115,376

(a)

Argenx

62,383

181,900

(a),(b),(c)

Ascentage

Pharma

Group

International

961

1,972,465

(b)

Aspen

Pharmacare

Holdings

Ltd

22,262

1,558,650

Astellas

Pharma,

Inc

18,014

5,453

AstraZeneca

Pharma

India

Ltd

518

1,831,720

AstraZeneca

plc

285,357

380,126

AstraZeneca

plc

(ADR)

29,616

6,562

Asymchem

Laboratories

Tianjin

Ltd

125,211

(a),(b)

Aurinia

Pharmaceuticals,

Inc

918

107,955

Aurobindo

Pharma

Ltd

1,881

406,070

(a)

Avidity

Biosciences,

Inc

18,651

29,058

(b)

Bachem

Holding

AG.

2,450

9,123

(a)

Basilea

Pharmaceutica

500

214,522

(a)

Bausch

Health

Cos,

Inc

1,751

60,415

(a)

Bavarian

Nordic

2,089

48,044

Bayer

AG.

1,625

873,200

(a)

BeiGene

Ltd

15,347

107,213

(a)

BeiGene

Ltd

(ADR)

24,070

58,680

Beijing

Tiantan

Biological

Products

Corp

Ltd

209

205,000

(b)

Beijing

Tong

Ren

Tang

Chinese

Medicine

Ltd

241

34,400

Beijing

Tongrentang

Ltd

205

25,258

Beijing

Wantai

Biological

Pharmacy

Enterprise

Ltd

293

30,598

(a),(b),(c)

BioArctic

477

319,816

Biocon

Ltd

1,384

2,294,760

(a)

BioCryst

Pharmaceuticals,

Inc

17,440

186,604

BioGaia

2,063

4,103

(a)

Biogen,

Inc

795

148,446

(a)

Biohaven

Ltd

7,418

393,802

(a)

BioMarin

Pharmaceutical,

Inc

27,680

15,763

(a)

Bioneer

Corp

328

50,409

Biotage

927

110,790

(a)

Black

Diamond

Therapeutics,

Inc

482

9,649

Bloomage

Biotechnology

Corp

Ltd

45,704

(a)

Blueprint

Medicines

Corp

4,228

45,674

(a),(c)

BoneSupport

Holding

1,373

42,564

Bora

Pharmaceuticals

Ltd

1,007

22,082

Boryung

182

3,383,629

Bristol-Myers

Squibb

175,069

36,409

(a)

Brooks

Automation,

Inc

1,764

676,110

Bruker

BioSciences

Corp

46,692

95,383

Cadila

Healthcare

Ltd

1,216

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

25,796

(a)

Camurus

1,643

70,200

(a),(b),(c)

CanSino

Biologics,

Inc

254

18,186

Caplin

Point

Laboratories

Ltd

412

284,650

(a),(b)

Cardiff

Oncology,

Inc

760

13,770

Caregen

Ltd

204

48,000

(a)

Catalent,

Inc

2,907

245,700

(a)

Catalyst

Pharmaceuticals,

Inc

4,884

28,469

(a),(d)

Cellivery

Therapeutics,

Inc

7,163

(a)

Celltrion

Pharm

Inc

376

126,283

Celltrion,

Inc

18,803

407,385

Center

Laboratories,

Inc

619

4,214

Changchun

High

New

Technology

Industry

Group,

Inc

17,564

(a)

Charles

River

Laboratories

International,

Inc

3,460

13,057

Chemometec

A.S.

794

970,000

China

Medical

System

Holdings

Ltd

1,111

877,000

(c)

China

Resources

Pharmaceutical

Group

Ltd

674

36,816

China

Resources

Sanjiu

Medical

Pharmaceutical

Ltd

248

938,000

China

Shineway

Pharmaceutical

Group

Ltd

1,109

389

(a),(d)

Chinook

Therapeutics,

Inc

5,388

Chong

Kun

Dang

Pharmaceutical

Corp

462

56,970

Chongqing

Zhifei

Biological

Products

Ltd

269

705,814

Chugai

Pharmaceutical

Ltd

34,212

457,222

Cipla

Ltd

9,034

163,490

(a),(b)

Clarity

Pharmaceuticals

Ltd

948

31,807

(b)

Clinuvel

Pharmaceuticals

Ltd

308

311,914

(a)

Codexis,

Inc

961

19,523

Concord

Biotech

Ltd

473

288,000

Consun

Pharmaceutical

Group

Ltd

261

22,226

COSMO

Pharmaceuticals

1,972

174,975

(a)

Crinetics

Pharmaceuticals,

Inc

8,941

189,422

(a),(b)

Cronos

Group,

Inc

419

452,308

CSL

Ltd

89,346

38,280

CSPC

Innovation

Pharmaceutical

Ltd

165

3,512,054

CSPC

Pharmaceutical

Group

Ltd

2,690

83,219

(a)

CureVac

255

14,189

Daewoong

Ltd

253

3,152

Daewoong

Pharmaceutical

Ltd

333

4,701,470

Daiichi

Sankyo

Ltd

155,300

1,236,895

Danaher

Corp

343,882

174,980

(a)

Denali

Therapeutics,

Inc

5,097

15,696

Dermapharm

Holding

611

54,550

(a),(b)

Design

Therapeutics,

Inc

293

12,156

(a)

Diffusion

Pharmaceuticals,

Inc

177

83,866

Divi's

Laboratories

Ltd

5,448

3,064

Dong-A

Socio

Holdings

Ltd

276

3,143

Dong-A

Ltd

171

2,502,633

Dong-E-E-Jiao

Ltd

21,912

13,689

DongKook

Pharmaceutical

Ltd

178

328,574

Reddy's

Laboratories

Ltd

26,450

139,000

(a)

EirGenix,

Inc

390

49,800

Eisai

Ltd

1,856

5,145,753

(a)

Elanco

Animal

Health,

Inc

75,591

92,950

(a)

Elevation

Oncology,

Inc

1,169,064

Eli

Lilly

1,035,721

33,200

(a),(b)

Entrada

Therapeutics,

Inc

531

34,908

(a),(c)

Eris

Lifesciences

Ltd

556

127,473

(b)

Eurofins

Scientific

8,082

460,951

Ever

Supreme

Bio

Technology

Ltd

2,708

156,500

(a),(b),(c)

Everest

Medicines

Ltd

543

300,620

(a)

Evolus,

Inc

4,870

114,762

(a)

Evotec

822

337,336

(a)

Exact

Sciences

Corp

22,979

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

1,329,397

(a)

Exelixis,

Inc

34,498

541,540

Faes

Farma

S.A.

(Sigma)

2,239

49,876

(a)

FDC

Ltd

321

7,284

(a)

Formycon

AG.

442

30,882

(a)

Fortrea

Holdings,

Inc

618

36,414

(a),(b)

Galapagos

1,049

344,356

(a)

Galderma

Group

AG.

31,980

7,624

Cell

Corp

186

30,227

GEN

Ilac

Saglik

Urunleri

Sanayi

Ticaret

AS.

1,294

(a)

Genmab

314

582,800

Genomma

Lab

Internacional

SAB

C.V.

669

499,386

(a),(b)

Genscript

Biotech

Corp

885

50,323

Genus

plc

1,352

134,790

Gerresheimer

AG.

12,031

724,503

Gilead

Sciences,

Inc

60,742

24,974

(c)

Gland

Pharma

Ltd

534

44,583

GlaxoSmithKline

Pharmaceuticals

Ltd

1,463

19,826

Glenmark

Life

Sciences

Ltd

250

112,635

Glenmark

Pharmaceuticals

Ltd

2,250

40,701

(a),(b)

GNI

Group

Ltd

818

33,547

(a),(b)

GRAIL,

Inc

462

958,500

Grand

Pharmaceutical

Group

Ltd

638

105,799

Granules

India

Ltd

705

4,522

Green

Cross

Corp

522

15,822

Green

Cross

Holdings

Corp

187

7,692

(a),(b)

Grifols

S.A.

10,596,505

GSK

plc

215,756

51,421

(a)

G-treeBNT

Ltd

374

679,945

Lundbeck

A.S.

4,397

32,104

Lundbeck

A.S.

177

598,557

(a)

Halozyme

Therapeutics,

Inc

34,261

28,412

(a)

Hanall

Biopharma

Ltd

841

7,521

Hangzhou

Tigermed

Consulting

Ltd

2,671

Hanmi

Pharm

Ltd

657

16,712

Hanmi

Science

Ltd

407

485,839

(c)

Hansoh

Pharmaceutical

Group

Ltd

1,297

125,326

(a)

Harmony

Biosciences

Holdings,

Inc

5,013

252,020

(a),(b)

Harrow

Health,

Inc

11,331

166,250

(a),(b)

Heron

Therapeutics,

Inc

331

39,992

Hikal

Ltd

178

3,925

Hikma

Pharmaceuticals

plc

100

38,200

(b)

Hisamitsu

Pharmaceutical

Co,

Inc

1,031

10,878

inno

Corp

407

20,403

(a)

Hlb

Pharma

Ceutical

Ltd

405

2,548,684

(a),(b),(d)

Hua

Han

Health

Industry

Holdings

Ltd

27,720

Hualan

Biological

Engineering,

Inc

11,700

Hubei

Jumpcan

Pharmaceutical

Ltd

5,023

(a)

Hugel,

Inc

918

28,154

Humanwell

Healthcare

Group

Ltd

446,000

(a),(b)

HUTCHMED

China

Ltd

1,827

145,944

Hypera

S.A.

703

34,112

(a)

ICON

plc

9,801

724,917

(a)

Illumina,

Inc

94,536

7,140

Imeik

Technology

Development

Ltd

238

418,027

(a)

Immunovant,

Inc

11,918

53,396

(a)

Incyte

Corp

3,529

92,759

(a)

Indivior

plc

915

15,850

(a)

Inhibrx

Biosciences,

Inc

248

446,000

(a),(c)

InnoCare

Pharma

Ltd

383

4,850,573

(a),(c)

Innovent

Biologics,

Inc

29,091

41,850

(a),(b)

Inozyme

Pharma,

Inc

219

195,396

(a)

Insmed,

Inc

14,264

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

55,000

(a)

Intellia

Therapeutics,

Inc

1,130

139,656

(a)

Intra-Cellular

Therapies,

Inc

10,219

658,380

(a)

Iovance

Biotherapeutics,

Inc

6,182

114,682

Ipca

Laboratories

Ltd

2,049

191

Ipsen

62,253

(a)

IQVIA

Holdings,

Inc

14,752

96,930

(a)

iTeos

Therapeutics,

Inc

990

16,608

Jamjoom

Pharmaceuticals

Factory

844

96,211

(a)

Jazz

Pharmaceuticals

plc

10,719

56,382

Chemicals

Pharmaceuticals

Ltd

1,260

51,844

JCR

Pharmaceuticals

Ltd

239

164,411

Jiangsu

Hengrui

Pharmaceuticals

Ltd

1,210

4,400

Jiangsu

Nhwa

Pharmaceutical

Ltd

2,328,739

Johnson

377,395

49,061

Jubilant

Pharmova

Ltd

673

11,683

Pharmaceutical

Corp

246

22,179

Kaken

Pharmaceutical

Ltd

593

8,003,406

Kalbe

Farma

Tbk

912

4,044

(a)

Kangmei

Pharmaceutical

Ltd

44,190

(a)

Keros

Therapeutics,

Inc

2,566

138,500

(a),(b),(c)

Keymed

Biosciences,

Inc

733

309,610

(a),(b)

Kiniksa

Pharmaceuticals

Ltd

7,737

21,500

Kissei

Pharmaceutical

Ltd

534

55,523

(a)

Knight

Therapeutics,

Inc

243

157,529

(a)

Krystal

Biotech,

Inc

28,675

32,281

Kyorin

Ltd

344

48,200

Kyowa

Hakko

Kogyo

Ltd

851

16,078

Laboratorios

Farmaceuticos

Rovi

S.A

1,282

289,294

(c)

Laurus

Labs

Ltd

1,599

28,677

(a),(b)

Legend

Biotech

Corp

(ADR)

1,397

19,495

(a)

LegoChem

Biosciences,

Inc

1,463

469,000

(a),(b),(c)

Lepu

Biopharma

Ltd

239

14,717

Livzon

Pharmaceutical

Group,

Inc

68,005

(a),(b)

Longboard

Pharmaceuticals,

Inc

2,267

185,505

Lonza

Group

AG.

117,718

250,000

Lotus

Pharmaceutical

Ltd

2,076

68,000

(a)

Lumosa

Therapeutics

Ltd

709

1,032,343

Lupin

Ltd

26,993

1,615,000

(a),(c)

Luye

Pharma

Group

Ltd

692

28,493

(a)

Madrigal

Pharmaceuticals,

Inc

6,047

86,128

(a)

Mankind

Pharma

Ltd

2,592

108,961

(a)

MannKind

Corp

685

123,332

Marksans

Pharma

Ltd

438

178,466

(a)

Medigen

Vaccine

Biologics

Corp

254

17,420

(a)

Medpace

Holdings,

Inc

5,815

39,074

Medytox,

Inc

5,750

287,900

Mega

Lifesciences

PCL

352

3,687,572

Merck

Co,

Inc

418,761

2,664

Merck

KGaA

470

667,599

(a)

Mesoblast

Ltd

540

18,065

(a)

Mezzion

Pharma

Ltd

373

2,496

Middle

East

Pharmaceutical

97,550

(a)

Mirum

Pharmaceuticals,

Inc

3,804

10,775

Mochida

Pharmaceutical

Ltd

254

249,089

(a),(b)

MoonLake

Immunotherapeutics

12,559

543,350

(a)

Myriad

Genetics,

Inc

14,882

67,023

Natco

Pharma

Ltd

1,137

254,751

(a)

Natera,

Inc

32,341

47,368

(a)

Naturecell

Ltd

356

5,645

Neuland

Laboratories

Ltd

834

85,378

(a)

Neuren

Pharmaceuticals

Ltd

889

91,627

(a)

Neurocrine

Biosciences,

Inc

10,557

Stock

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

43,500

Nippon

Shinyaku

Ltd

1,135

55,518

(a),(d)

NKMax

Ltd

2,108,375

Novartis

AG.

242,763

8,109,364

Novo

Nordisk

A.S.

961,864

619,057

Novo

Nordisk

A.S.

(ADR)

73,711

67,200

(a)

Nurix

Therapeutics,

Inc

1,510

1,021,497

(a)

Nuvation

Bio,

Inc

2,339

120,669

(a)

Nykode

Therapeutics

ASA

99,452

(a)

OBI

Pharma,

Inc

237

253,500

(a),(b),(c)

Ocumension

Therapeutics

203

3,120

(a),(d)

OmniAb

Operations,

Inc

3,120

(a),(d)

OmniAb

Operations,

Inc

239,605

(a)

Oneness

Biotech

Ltd

1,087

73,800

Ono

Pharmaceutical

Ltd

991

9,326

(a)

Orchid

Pharma

Ltd

152

88,520

Organon

1,693

2,271

Orion

Oyj

(Class

124

20,183

(a)

Oscotec,

Inc

534

442,953

Otsuka

Holdings

Ltd

25,159

414,294

(a)

Oxford

Nanopore

Technologies

plc

881

75,000

(a)

PeptiDream,

Inc

1,395

15,515

(a)

Peptron,

Inc

606

115,870

Perrigo

plc

3,039

116,320

(a)

Perspective

Therapeutics,

Inc

1,553

2,274,233

Pfizer,

Inc

65,816

11,994

Pharma

Mar

S.A.

663

76,000

PharmaEngine,

Inc

215

99,000

(a)

PharmaEssentia

Corp

1,982

69,951

(a),(d)

Pharmally

International

Holding

Ltd

5,216

PharmaResearch

Ltd

764

24,225

Pharmaron

Beijing

Ltd

104

530,257

(a),(b)

Pharming

Group

443

9,799

(a),(b)

Pharvaris

181

257,620

Phibro

Animal

Health

Corp

5,802

2,038,091

Piramal

Pharma

Ltd

5,571

129,790

(a)

Pliant

Therapeutics,

Inc

1,455

251,000

(a)

Polaris

Group

437

10,377

(a),(c)

PolyPeptide

Group

AG.

375

80,700

(a)

Praxis

Precision

Medicines,

Inc

4,643

15,422

Procter

Gamble

Health

Ltd

997

126,580

(a)

PTC

Therapeutics,

Inc

4,696

82,860

(a),(b)

Pyxis

Oncology,

Inc

304

4,624

QIAGEN

209

159,291

(b)

QIAGEN

7,259

193,990

(a)

Quanterix

Corp

2,514

245,980

(a),(b)

Quantum-Si,

Inc

217

21,505

Recordati

S.p.A.

1,217

147,408

(a)

Regeneron

Pharmaceuticals,

Inc

154,961

121,000

(a),(c)

Remegen

Ltd

262

142,409

(a),(b)

Repligen

Corp

21,193

96,952

Richter

Gedeon

2,985

92,110

(a)

Rigel

Pharmaceuticals,

Inc

1,490

657

(b)

Roche

Holding

AG.

225

591,453

Roche

Holding

AG.

189,275

1,598,525

(a)

Roivant

Sciences

Ltd

18,447

268,306

Royalty

Pharma

plc

7,590

10,771

(a)

Sam

Chun

Dang

Pharm

Ltd

1,148

13,760

(a),(c)

Samsung

Biologics

Ltd

10,235

8,412

Sandoz

Group

AG.

351

1,312,687

Sanofi

(ADR)

75,650

7,152

(a)

Sanofi

Consumer

Healthcare

India

Ltd

431

7,152

Sanofi

India

Ltd

602

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

3,338,141

Sanofi-Aventis

384,351

475,800

Santen

Pharmaceutical

Ltd

5,776

163,731

(a)

Sarepta

Therapeutics,

Inc

20,448

37,621

Sartorius

AG.

10,578

605

Sartorius

Stedim

Biotech

127

46,649

Saudi

Pharmaceutical

Industries

Medical

Appliances

Corp

434

88,551

(b)

Sawai

Group

Holdings

Ltd

1,265

26,193

Schott

Pharma

AG.&

KGaA

894

209,000

ScinoPharm

Taiwan

Ltd

169

89,150

(a),(b)

scPharmaceuticals,

Inc

406

28,787

Seegene,

Inc

541

172,000

Shandong

Xinhua

Pharmaceutical

Ltd

133

51,688

Shanghai

Fosun

Pharmaceutical

Group

Ltd

203

22,540

(c)

Shanghai

Haohai

Biological

Technology

Ltd

104

182,737

Shanghai

RAAS

Blood

Products

Ltd

205

24,525

Shenzhen

Salubris

Pharmaceuticals

Ltd

120

38,307

Shijiazhuang

Yiling

Pharmaceutical

Ltd

27,308

(a)

Shilpa

Medicare

Ltd

265

29,390

Shin

Poong

Pharmaceutical

Ltd

281

148,743

Shionogi

Ltd

2,132

4,095,046

Sichuan

Kelun

Pharmaceutical

Ltd

18,511

3,552

Siegfried

Holding

AG.

4,784

13,527,000

Sihuan

Pharmaceutical

Holdings

Group

Ltd

1,122

(a)

Silence

Therapeutics

plc

(ADR)

546,000

(b),(c)

Simcere

Pharmaceutical

Group

Ltd

478

4,365,236

Sino

Biopharmaceutical

Ltd

2,059

12,229

(a)

Biopharmaceuticals

Ltd

969

8,891

(a)

Bioscience

Ltd

376

8,455

SKAN

Group

AG.

796

170,990

(a)

Solid

Biosciences,

Inc

1,192

65,629

(a),(b),(d)

Sorrento

Therapeutics,

Inc

55,808

(a),(b)

Sosei

Group

Corp

483

112,700

(a)

SpringWorks

Therapeutics,

Inc

3,611

1,112,000

SSY

Group

Ltd

608

8,214

Pharm

Ltd

632

44,598

Strides

Pharma

Science

Ltd

743

144,000

Sumitomo

Dainippon

Pharma

Ltd

601

60,594

(a)

Sun

Pharma

Advanced

Research

Ltd

157

1,843,227

Sun

Pharmaceutical

Industries

Ltd

42,377

961,490

(a)

Sutro

Biopharma,

Inc

3,327

87,992

(a)

Suven

Pharmaceuticals

Ltd

1,235

71,525

SwedenCare

312

4,015

(a)

Swedish

Orphan

Biovitrum

129

140,690

(a)

Syndax

Pharmaceuticals,

Inc

2,708

145,680

(c)

Syngene

International

Ltd

1,561

292,425

Synmosa

Biopharma

Corp

347

374,000

(a)

Taigen

Biopharmaceuticals

Holdings

Ltd

177

123,484

(a)

TaiMed

Biologics,

Inc

311

36,533

Takara

Bio,

Inc

256

725,294

Takeda

Pharmaceutical

Ltd

20,898

9,966

Tecan

Group

AG.

3,275

196,709

(a),(b)

Telix

Pharmaceuticals

Ltd

2,803

118,990

(a),(b)

Tenaya

Therapeutics,

Inc

230

914,630

(a)

Terns

Pharmaceuticals,

Inc

7,628

891,223

(a)

Teva

Pharmaceutical

Industries

Ltd

(ADR)

16,060

856,190

(a),(b)

Therapeutics,

Inc

20,026

264,934

(a)

Theravance

Biopharma,

Inc

2,135

332,071

Thermo

Fisher

Scientific,

Inc

205,409

521,000

Tong

Ren

Tang

Technologies

Ltd

385

52,565

Torii

Pharmaceutical

Ltd

1,423

189,839

Torrent

Pharmaceuticals

Ltd

7,691

21,413

Towa

Pharmaceutical

Ltd

452

Stock

100

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

737,040

(a)

Travere

Therapeutics,

Inc

10,311

48,300

Tsumura

1,525

131,000

TTY

Biopharm

Ltd

304

710,972

UCB

S.A.

128,342

153,809

(a)

Ultragenyx

Pharmaceutical,

Inc

8,544

745,562

United

Laboratories

Ltd

960

129,190

(a)

United

Therapeutics

Corp

46,295

56,430

(a),(b)

UroGen

Pharma

Ltd

717

83,447

(a),(b)

Valneva

247

77,730

(a)

Vaxcyte,

Inc

8,882

491,700

(a)

Veracyte,

Inc

16,737

177,048

(a)

Vertex

Pharmaceuticals,

Inc

82,341

868,910

(a),(b)

Verve

Therapeutics,

Inc

4,206

393,844

Viatris,

Inc

4,573

72,098

(a)

Viking

Therapeutics,

Inc

4,565

3,312

Virbac

S.A.

1,410

56,058

(b)

Vitrolife

1,412

7,650

(a)

Voronoi,

Inc

566

89,980

(a),(b)

WaVe

Life

Sciences

Ltd

738

227,399

West

Pharmaceutical

Services,

Inc

68,256

2,280,000

Winteam

Pharmaceutical

Group

Ltd

1,285

49,033

(a)

Wockhardt

Ltd

574

65,458

WuXi

AppTec

Ltd

482

151,237

(c)

WuXi

AppTec

Ltd

1,045

16,794,000

(a),(c)

Wuxi

Biologics

Cayman,

Inc

37,129

1,250,090

(a)

Xeris

Biopharma

Holdings,

Inc

3,563

234,400

(a),(c)

YiChang

HEC

ChangJiang

Pharmaceutical

Ltd

286

86,236

Yuhan

Corp

9,406

127,000

YungShin

Global

Holding

Corp

246

54,107

Yunnan

Baiyao

Group

Ltd

467

676,200

(a)

Zai

Lab

Ltd

1,631

432,646

(a)

Zealand

Pharma

52,641

12,500

ZERIA

Pharmaceutical

Ltd

198

89,110

(a),(b)

Zevra

Therapeutics,

Inc

618

15,501

Zhangzhou

Pientzehuang

Pharmaceutical

Ltd

566

30,058

Zhejiang

Huahai

Pharmaceutical

Ltd

89,099

Zhejiang

NHU

Ltd

284

1,056,499

Zoetis,

Inc

206,419

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

8,900,149

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.4%

164,000

Advancetek

Enterprise

Ltd

350

9,287

(c)

Aedas

Homes

264

75,800

Aeon

Mall

Ltd

1,106

(a)

AFI

Properties

Ltd

5,654

Africa

Israel

Residences

Ltd

369

52,422

(a)

Airport

City

Ltd

789

28,636

Alandalus

Property

186

3,227,886

Aldar

Properties

PJSC

6,604

320,941

Aliansce

Sonae

Shopping

Centers

1,287

695,250

(b),(c)

A-Living

Smart

City

Services

Ltd

307

11,445

Allreal

Holding

AG.

2,148

127,170

Alony

Hetz

Properties

Investments

Ltd

976

36,165

(b)

Altus

Group

Ltd

1,468

634,500

Amata

Corp

PCL

492

193,353

Amot

Investments

Ltd

836

80,977

Anant

Raj

Industries

Ltd

682

348,440

(a)

Anywhere

Real

Estate,

Inc

1,770

8,704,100

Thailand

PCL

2,701

116,570

(c)

Arabian

Centres

679

815,089

Aroundtown

S.A.

2,567

69,199

Arriyadh

Development

517

43,011

(b)

Atrium

Ljungberg

1,042

101

DESCRIPTION

VALUE

(000)

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

(continued)

100,807

Aura

Investments

Ltd

471

5,636,508

Ayala

Land,

Inc

3,671

866

Azrieli

Group

Ltd

1,576,429

Barwa

Real

Estate

1,236

9,792

(a)

Big

Shopping

Centers

Ltd

1,091

5,522

Blue

Square

Real

Estate

Ltd

432

94,276

Brigade

Enterprises

Ltd

1,591

4,940,100

(a)

Bumi

Serpong

Damai

Tbk

389

691,000

(b)

C&D

International

Investment

Group

Ltd

1,485

466,000

(b)

C&D

Property

Management

Group

Ltd

172

34,114

Immobilien

Anlagen

AG.

1,020

942,198

Capitaland

India

Trust

850

2,188,344

Capitaland

Investment

Ltd

5,291

310,041

Castellum

4,545

26,400

Catena

1,508

490,000

Cathay

Real

Estate

Development

Ltd

393

276,694

(a)

CBRE

Group,

Inc

34,443

1,577,382

Central

Pattana

PCL

3,264

3,182,000

(b)

China

Jinmao

Holdings

Group

Ltd

471

465,727

China

Merchants

Shekou

Industrial

Zone

Holdings

Ltd

804

1,134,000

China

Overseas

Grand

Oceans

Group

Ltd

303

3,226,286

China

Overseas

Land

Investment

Ltd

6,463

2,854,602

China

Resources

Land

Ltd

10,269

625,200

(c)

China

Resources

Mixc

Lifestyle

Services

Ltd

2,749

1,982,938

(b)

China

Vanke

Ltd

1,867

437,419

China

Vanke

Ltd

(Class

596

105,000

Chong

Hong

Construction

Ltd

328

41,625

(b)

Cibus

Nordic

Real

Estate

722

8,098,100

Ciputra

Development

Tbk

710

336,900

City

Developments

Ltd

1,411

60,714

(b)

Citycon

Oyj

281

1,626,817

Asset

Holdings

Ltd

7,082

32,587

Colliers

International

Group,

Inc

4,945

1,413,225

Commercial

Real

Estate

KSC

699

955,500

(a)

Compass,

Inc

5,838

820,737

(b)

Corem

Property

Group

838

653,800

(b)

Corp

Inmobiliaria

Vesta

SAB

C.V.

1,765

11,042,898

(a),(b),(d)

Country

Garden

Holdings

Ltd

344

1,722,000

Country

Garden

Services

Holdings

Ltd

1,419

102,000

Crowell

Development

Corp

128

104,901

(a)

Realty

Ltd

238

15,185

(b)

Daito

Trust

Construction

Ltd

1,850

473,433

Daiwa

House

Industry

Ltd

14,902

183,750

Da-Li

Development

Ltd

286

212,232

(a)

Dar

Arkan

Real

Estate

Development

883

310,000

Delpha

Construction

Ltd

385

922,284

Deyaar

Development

PJSC

172

64,204

Dios

Fastigheter

553

647,010

DLF

Ltd

6,904

19,424

DREAM

Unlimited

Corp

484

617,800

Eco

World

Development

Group

BHD

269

17,877

Electra

Real

Estate

Ltd

206

308,269

(a)

Emaar

Economic

City

721

5,680,439

Emaar

Properties

PJSC

13,477

54,443

(c)

Entra

ASA

705

1,148,400

(c)

ESR

Group

Ltd

1,826

4,118,000

(a),(c)

Evergrande

Property

Services

Group

Ltd

490

145,770

(b)

eXp

World

Holdings,

Inc

2,054

190,625

(b)

Fabege

1,889

173,000

Farglory

Land

Development

Ltd

392

755,203

(a)

Fastighets

Balder

6,641

35,843

(a)

FastPartner

292

Stock

102

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

(continued)

34,287

FirstService

Corp

6,265

37,740

(a)

Forestar

Group,

Inc

1,222

917,420

Fortress

REIT

Ltd

1,094

64,827

Gazit

Globe

Ltd

239

6,290,000

(b)

Gemdale

Properties

Investment

Corp

Ltd

264

102,435

(a)

Godrej

Properties

Ltd

3,863

7,880

Goldcrest

Ltd

179

547,680

Grainger

plc

1,798

54,150

Grand

City

Properties

S.A.

763

867,500

Greentown

China

Holdings

Ltd

1,008

1,186,000

Greentown

Service

Group

Ltd

704

355,000

(a)

Hainan

Airport

Infrastructure

Ltd

193

15,448,479

Hang

Lung

Properties

Ltd

14,887

16,315,400

(a),(d)

Hanson

International

Tbk

21,022

Heiwa

Real

Estate

Ltd

602

58,008

(a)

Hemisphere

Properties

India

Ltd

138

1,319,899

Henderson

Land

Development

Ltd

4,180

1,080,498

Highwealth

Construction

Corp

1,538

44,114

Hiyes

International

Ltd

244

280,100

Hong

Fok

Corp

Ltd

183

1,086,945

Hongkong

Land

Holdings

Ltd

3,994

1,015,477

(b)

Hopson

Development

Holdings

Ltd

626

21,228

(a)

Howard

Hughes

Holdings,

Inc

1,644

195,800

Huaku

Development

Ltd

824

42,000

Huang

Hsiang

Construction

88,186

Hufvudstaden

(Series

1,205

1,019,600

Hulic

Ltd

10,379

461,696

Hysan

Development

Ltd

794

181,125

Ichigo

Holdings

Ltd

465

185,500

Iguatemi

S.A.

718

23,975

(a)

IMMOFINANZ

AG.

479

341,590

(a)

Indiabulls

Real

Estate

Ltd

519

4,235

Intershop

Holding

AG.

596

1,332,500

(a)

IOI

Properties

Group

Bhd

684

128,855

Israel

Canada

T.R

Ltd

475

2,896

(a)

Isras

Holdings

Ltd

266

898

Isras

Investment

Ltd

178

102,168

I-Sunny

Construction

Development

Ltd

349

656,571

IWG

plc

1,562

290,300

JHSF

Participacoes

S.A.

219

1,596,750

(a),(d)

Jiangsu

Future

Land

Ltd

164,500

Jinke

Smart

Services

Group

Ltd

180

25,525

(a)

Jones

Lang

LaSalle,

Inc

6,887

41,152

Katitas

Ltd

574

265,311

Holdings,

Inc

(ADR)

5,282

20,900

Keihanshin

Building

Ltd

236

453,000

Kerry

Properties

Ltd

957

11,807

(a)

Keystone

Realtors

Ltd

102

269,000

Kindom

Development

Ltd

413

95,065

Kojamo

Oyj

1,090

623,026

Kuwait

Real

Estate

KSC

492

45,169

(a)

Lamda

Development

S.A.

377

5,727,600

Land

and

Houses

PCL

1,133

5,934

LEG

Immobilien

621

494,582

Lend

Lease

Corp

Ltd

2,418

135,443

Leopalace21

Corp

568

67,674

Lifestyle

Communities

Ltd

392

41,100

LOG

Commercial

Properties

Participacoes

S.A.

171

1,769,093

(c)

Longfor

Group

Holdings

Ltd

3,334

603,663

Mabanee

SAK

1,655

256,243

(c)

Macrotech

Developers

Ltd

3,773

876,800

Mah

Sing

Group

BHD

365

103

DESCRIPTION

VALUE

(000)

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

(continued)

63,301

Mahindra

Lifespace

Developers

Ltd

405

35,779

(a),(b),(d)

Mapeley

Ltd

790,500

Matrix

Concepts

Holdings

Bhd

384

833,100

MBK

PCL

462

17,336

Mega

Holdings

Ltd

446

8,221,000

Megaworld

Corp

316

20,530

Melisron

Ltd

1,556

45,298

(a)

Milpa

142

1,087,453

Mitsubishi

Estate

Ltd

17,176

2,292,973

Mitsui

Fudosan

Ltd

21,606

505,890

Mivne

Real

Estate

Ltd

1,297

5,815

Mobimo

Holding

AG.

1,872

2,178

Morguard

Corp

199

215,300

Multiplan

Empreendimentos

Imobiliarios

S.A.

1,014

1,175,112

(a)

National

Real

Estate

KPSC

281

450,962

NEPI

Rockcastle

3,808

21,640

NESCO

Ltd

243

1,067,000

(b)

New

World

Development

Ltd

1,307

293,850

Newmark

Group,

Inc

4,564

32,731

(b)

Nexity

430

93,200

(b)

Nomura

Real

Estate

Holdings,

Inc

2,511

18,947

NP3

Fastigheter

496

124,077

Nyfosa

1,471

179,500

OSK

Holdings

BHD

12,089,800

Pakuwon

Jati

Tbk

411

75,722

Pandox

1,514

455,296

Parque

Arauco

S.A.

803

30,375

Patrizia

Immobilien

AG.

303

99,438

(a)

PEXA

Group

Ltd

1,013

170,794

Phoenix

Mills

Ltd

3,757

50,802

Platzer

Fastigheter

Holding

552

346,146

Plaza

S.A.

594

629,162

Poly

Developments

and

Holdings

Group

Ltd

969

102,200

(b)

Poly

Property

Development

Ltd

448

1,773,000

Poly

Property

Group

Ltd

402

4,327

Prashkovsky

Investments

and

Construction

Ltd

105

145,053

Prestige

Estates

Projects

Ltd

3,189

1,075,000

Prince

Housing

Development

Corp

368

768,700

Pruksa

Holding

PCL

216

38,337

PSP

Swiss

Property

AG.

5,617

46,047

Puravankara

Ltd

219

3,907,900

Quality

Houses

PCL

234

733,000

(a),(b)

Radiance

Holdings

Group

Ltd

371

546,617

RAK

Properties

PJSC

177

5,600

Raysum

Ltd

232

138,795

(a)

Re/Max

Holdings,

Inc

1,728

1,040,000

(a),(b),(c),(d)

Redco

Properties

Group

Ltd

1,096,320

(a),(b)

Redfin

Corp

13,737

86,228

Relo

Group,

Inc

1,134

160,749

Retal

Urban

Development

659

144,340

RMR

Group,

Inc

3,663

1,523,900

Robinsons

Land

Corp

426

1,266,755

Ruentex

Development

Ltd

1,954

210,947

Sagax

6,008

181,244

Sakura

Development

Ltd

285

341,555

Salhia

Real

Estate

KSCP

477

22,030

(a)

SAMTY

HOLDINGS

Ltd

430

11,623,600

Sansiri

PCL

691

94,473

(a)

Saudi

Real

Estate

681

927,349

Savills

plc

14,704

5,238

(a),(b)

Seaport

Entertainment

Group,

Inc

144

1,898,000

Seazen

Group

Ltd

610

Stock

104

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

(continued)

293,192

Shanghai

Jinqiao

Export

Processing

Zone

Development

Ltd

260

52,137

Shanghai

Lingang

Holdings

Corp

Ltd

84,300

Shanghai

Zhangjiang

High-Tech

Park

Development

Ltd

286

2,584,000

Shenzhen

Investment

Ltd

333

1,874,000

(b)

Shoucheng

Holdings

Ltd

331

3,562,500

Shui

Land

Ltd

373

2,618,600

Sime

Darby

Property

Bhd

934

3,295,322

Sino

Land

3,599

236,000

Sinyi

Realty,

Inc

228

1,171,435

Sirius

Real

Estate

Ltd

1,528

8,346,988

Prime

Holdings

4,806

31,999

Sobha

Ltd

742

2,009,500

(a)

Soho

China

Ltd

207

1,318,200

Setia

BHD

401

6,900

(a),(b)

SRE

Holdings

Corp

213

21,600

Starts

Corp,

Inc

526

934,209

(b)

StorageVault

Canada,

Inc

3,571

241,705

Sumitomo

Realty

Development

Ltd

8,182

8,935,800

Summarecon

Agung

Tbk

410

30,868

Summit

Real

Estate

Holdings

Ltd

462

20,462

Sumou

Real

Estate

226

23,480

Sun

Frontier

Fudousan

Ltd

289

1,318,503

Sun

Hung

Kai

Properties

Ltd

14,286

4,590,000

(a),(b)

Sunac

China

Holdings

Ltd

1,505

1,022,000

(c)

Sunac

Services

Holdings

Ltd

295

58,429

Sunteck

Realty

Ltd

405

1,044,600

Supalai

PCL

666

350,424

Swire

Pacific

Ltd

(Class

2,988

77,343

Swiss

Prime

Site

AG.

8,668

966,308

TAG

Tegernsee

Immobilien

und

Beteiligungs

AG.

17,911

705,501

Talaat

Moustafa

Group

931

54,201

(a)

TARC

Ltd

162

14,271

(a)

TKP

Corp

153

236,493

Tokyo

Tatemono

Ltd

3,798

463,700

Tokyu

Fudosan

Holdings

Corp

3,226

20,443

Tosei

Corp

329

735,600

UEM

Sunrise

Bhd

177

1,414,986

United

Development

QSC

454

306,700

(b)

UOL

Group

Ltd

1,325

10,406

VGP

1,066

314,768

Vonovia

11,491

294,053

Wallenstam

1,707

6,704,900

WHA

Corp

PCL

1,136

915,000

Wharf

Holdings

Ltd

2,598

1,496,756

Wharf

Real

Estate

Investment

Ltd

5,227

233,545

Wihlborgs

Fastigheter

2,695

580,642

Yanlord

Land

Group

Ltd

271

95,000

Yea

Shin

International

Development

Ltd

105

6,217

Dimri

Construction

Development

Ltd

554

155,400

Youngor

Group

Ltd

178

1,305,000

Yuexiu

Property

Ltd

1,052

455,000

Yuexiu

Services

Group

Ltd

206

43,000

Yungshin

Construction

Development

Ltd

307

32,239

(a)

Zillow

Group,

Inc

(Class

1,997

108,728

(a)

Zillow

Group,

Inc

(Class

6,942

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

544,839

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

8.7%

5,838

ACM

Research

Shanghai,

Inc

270,618

(a)

ACM

Research,

Inc

5,494

217,080

ADATA

Technology

Ltd

608

1,997,330

(a)

Advanced

Micro

Devices,

Inc

327,722

14,250

Advanced

Micro-Fabrication

Equipment,

Inc

China

331

105

DESCRIPTION

VALUE

(000)

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

(continued)

115,000

Advanced

Wireless

Semiconductor

386

2,063,321

Advantest

Corp

97,041

673,982

(b)

AEM

Holdings

Ltd

741

22,000

Airoha

Technology

Corp

438

762,721

Aixtron

AG.

13,593

342,000

Alchip

Technologies

Ltd

21,317

61,073

Alfa

Solar

Enerji

Sanayi

Ticaret

AS.

83,380

(a)

Allegro

MicroSystems,

Inc

1,943

228,186

(a),(b)

Alphawave

Group

plc

318

214,990

(a)

Ambarella,

Inc

12,127

75,096

Amkor

Technology,

Inc

2,298

10,214

Amlogic

Shanghai

Ltd

101

81,270

(a)

ams-OSRAM

AG.

1,137

1,065,313

Analog

Devices,

Inc

245,203

32,000

(a)

Andes

Technology

Corp

379

77,000

Memory

Technology

Corp

737

1,727,421

Applied

Materials,

Inc

349,025

2,517,000

Ardentec

Corp

4,779

185,256

(a),(b)

ARM

Holdings

plc

(ADR)

26,493

2,805,925

ASE

Technology

Holding

Ltd

13,307

45,043

ASM

International

29,718

2,553,400

ASM

Pacific

Technology

31,039

26,000

ASMedia

Technology,

Inc

1,321

644,548

ASML

Holding

536,174

23,000

ASPEED

Technology,

Inc

3,110

15,102

(a),(b)

Astera

Labs,

Inc

791

95,300

(a)

Axcelis

Technologies,

Inc

9,992

74,029

Semiconductor

Industries

9,442

45,231

(a)

Borosil

Renewables

Ltd

265

10,319,054

Broadcom,

Inc

1,780,037

11,598

(a)

Cambricon

Technologies

Corp

Ltd

477

84,619

Camtek

Ltd

6,872

255,500

Chang

Wah

Technology

Ltd

315

11,538

(a),(d)

China

Energy

Savings

Technology,

Inc

32,072

China

Resources

Microelectronics

Ltd

214

479,000

Chipbond

Technology

Corp

1,008

4,330,000

ChipMOS

Technologies,

Inc

5,126

70,457

(a)

Cirrus

Logic,

Inc

8,751

855,240

(a)

Credo

Technology

Group

Holding

Ltd

26,341

429,500

D&O

Green

Technologies

Bhd

222

33,600

(a),(b)

Daqo

New

Energy

Corp

(ADR)

684

63,024

HiTek

Ltd

1,941

136,411

Disco

Corp

35,934

22,372

Doosan

Tesna,

Inc

533

10,272

(a)

Duk

San

Neolux

Ltd

247

8,290

(a)

Duksan

Techopia

Ltd

286

230,000

Elan

Microelectronics

Corp

1,035

98,000

Elite

Advanced

Laser

Corp

572

223,000

Elite

Semiconductor

Microelectronics

Technology,

Inc

513

5,084

Elmos

Semiconductor

376

26,000

eMemory

Technology,

Inc

2,140

514,000

Ennostar,

Inc

733

90,338

(a)

Enphase

Energy,

Inc

10,210

103,236

Entegris,

Inc

11,617

6,561

Technics

Ltd

767

194,595

Episil

Technologies,

Inc

346

37,860

Episil-Precision,

Inc

16,000

Eris

Technology

Corp

137

222,391

Etron

Technology,

Inc

262

103,085

Eugene

Technology

Ltd

2,996

272,000

Everlight

Electronics

Ltd

650

7,228

(a)

Fadu,

Inc

Stock

106

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

(continued)

185,913

Faraday

Technology

Corp

1,556

34,333

(b)

Ferrotec

Holdings

Corp

558

73,102

(a)

First

Solar,

Inc

18,235

69,550

Fitipower

Integrated

Technology,

Inc

584

43,100

Flat

Glass

Group

Ltd

123

159,000

FocalTech

Systems

Ltd

427

320,484

(a)

Formfactor,

Inc

14,742

108,000

Formosa

Advanced

Technologies

Ltd

124

62,200

Formosa

Sumco

Technology

Corp

270

658,000

Foxsemicon

Integrated

Technology,

Inc

7,383

9,000

Furuya

Metal

Ltd

253

18,779

GalaxyCore,

Inc

3,884

(a)

Gaonchips

Ltd

128

8,573,000

(a)

GCL

Technology

Holdings

Ltd

1,530

19,834

GigaDevice

Semiconductor,

Inc

248

2,024

GigaVis

Ltd

46,000

Global

Mixed

Mode

Technology,

Inc

325

35,000

Global

Unichip

Corp

1,201

67,406

(a),(b)

GLOBALFOUNDRIES,

Inc

2,713

1,978,384

Globalwafers

Ltd

28,360

14,000

Grand

Plastic

Technology

Corp

763

3,449,600

(a)

Greatech

Technology

Bhd

1,776

1,460,000

Greatek

Electronics,

Inc

2,692

52,457

Gudeng

Precision

Industrial

Ltd

935

10,231

HAESUNG

Ltd

230

6,608

Hana

Materials,

Inc

162

37,578

Hana

Micron,

Inc

336

35,618

Hangzhou

First

Applied

Material

Ltd

38,244

Hangzhou

Silan

Microelectronics

Ltd

122

18,093

Hanmi

Semiconductor

Ltd

1,507

127,000

Holtek

Semiconductor,

Inc

216

31,985

HPSP

Ltd

760

255,531

(c)

Hua

Hong

Semiconductor

Ltd

681

5,265

Hwatsing

Technology

Ltd

120

47,849

Hygon

Information

Technology

Ltd

700

391,331

Hynix

Semiconductor,

Inc

52,374

508,250

(a)

Ichor

Holdings

Ltd

16,167

1,087,500

Inari

Amertron

Bhd

766

2,460,041

Infineon

Technologies

AG.

86,367

8,356

Ingenic

Semiconductor

Ltd

12,942

Innox

Advanced

Materials

Ltd

270

4,041,729

Intel

Corp

94,819

8,787

ISC

Ltd

389

563,000

ITE

Technology,

Inc

2,510

178,817

Solar

Technology

Ltd

342

50,713

Japan

Material

Ltd

660

22,155

(a)

Jeju

Semiconductor

Corp

224

65,097

Jentech

Precision

Industrial

Ltd

2,656

148,491

Jinko

Solar

Ltd

186

27,400

(b)

JinkoSolar

Holding

Ltd

(ADR)

735

21,576

Jusung

Engineering

Ltd

441

5,962

Tech

Ltd

162

1,747,000

King

Yuan

Electronics

Ltd

6,196

244,000

Kinsus

Interconnect

Technology

Corp

846

43,687

KLA

Corp

33,832

39,830

Koh

Young

Technology,

Inc

322

119,400

(a),(b)

Kokusai

Electric

Corp

2,692

19,753

KoMiCo

Ltd

867

231,058

Lam

Research

Corp

188,562

65,000

LandMark

Optoelectronics

Corp

610

15,900

Lasertec

Corp

2,651

93,360

(a)

Lattice

Semiconductor

Corp

4,955

107

DESCRIPTION

VALUE

(000)

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

(continued)

7,866

LEENO

Industrial,

Inc

1,133

197,246

LONGi

Green

Energy

Technology

Ltd

489

9,771

Semicon

Ltd

481

18,840

M31

Technology

Corp

487

25,000

Machvision,

Inc

275

38,243

(a)

MACOM

Technology

Solutions

Holdings,

Inc

4,255

1,528,000

Macronix

International

1,292

67,800

Malaysian

Pacific

Industries

Bhd

437

62,000

Marketech

International

Corp

294

527,212

Marvell

Technology,

Inc

38,023

31,000

Materials

Analysis

Technology,

Inc

264

1,096,720

MediaTek,

Inc

40,420

10,689

(a)

Megachips

Corp

389

16,131

(b)

Melexis

1,335

175,209

Microchip

Technology,

Inc

14,068

2,214,261

Micron

Technology,

Inc

229,641

21,800

Micronics

Japan

Ltd

606

83,030

(b)

Mitsui

High-Tec,

Inc

524

22,365

MKS

Instruments,

Inc

2,431

15,571

Monolithic

Power

Systems,

Inc

14,395

30,810

Montage

Technology

Ltd

292

63,000

MPI

Corp

1,486

494,075

Nanya

Technology

Corp

738

68,815

National

Silicon

Industry

Group

Ltd

185

13,314

NAURA

Technology

Group

Ltd

691

5,995

NEXTIN,

Inc

241

133,062

(a)

Nordic

Semiconductor

ASA

1,346

63,024

(a)

Nova

Measuring

Instruments

Ltd

13,302

237,758

Novatek

Microelectronics

Corp

Ltd

3,871

177,000

Nuvoton

Technology

Corp

479

35,750,862

Nvidia

Corp

4,341,585

195,560

NXP

Semiconductors

46,936

141,026

(a)

Semiconductor

Corp

10,240

156,300

(a)

Onto

Innovation,

Inc

32,442

248,552

Optorun

Ltd

3,091

301,000

Orient

Semiconductor

Electronics

Ltd

384

240,000

Pan

Jit

International,

Inc

440

289,000

Parade

Technologies

Ltd

6,953

130,000

Phison

Electronics

Corp

2,029

102,000

Phoenix

Silicon

International

Corp

401

6,850

Piotech,

Inc

140

101,000

Pixart

Imaging,

Inc

855

56,700

Power

Integrations,

Inc

3,636

2,151,000

Powerchip

Semiconductor

Manufacturing

Corp

1,462

538,000

Powertech

Technology,

Inc

2,319

16,595

PSK,

Inc

290

4,684

PSK,

Inc

159

31,311

(a)

Qorvo,

Inc

3,234

534,583

QUALCOMM,

Inc

90,906

350,000

Radiant

Opto-Electronics

Corp

2,144

158,042

(a)

Rambus,

Inc

6,673

45,000

Raydium

Semiconductor

Corp

480

203,261

Realtek

Semiconductor

Corp

3,017

3,495,724

Renesas

Electronics

Corp

50,732

344,311

RichWave

Technology

Corp

2,102

7,800

Rockchip

Electronics

Ltd

1,436,100

(b)

Rohm

Ltd

16,179

249,070

Rorze

Corp

3,482

71,100

Technologies

Ltd

1,800

13,825

S&S

Tech

Corp

274

130,100

Sanan

Optoelectronics

Ltd

229

17,613

(b)

Sanken

Electric

Ltd

829

Stock

108

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

(continued)

68,600

(b)

SCREEN

Holdings

Ltd

4,824

89,000

SDI

Corp

411

(a)

Semtech

Corp

32,687

Seoul

Semiconductor

Ltd

217

59,406

(a)

SFA

Semicon

Ltd

170

5,569

Micro

Corp

13,300

Shenzhen

Goodix

Technology

Ltd

131

116,100

Shibaura

Mechatronics

Corp

6,421

52,000

Shinko

Electric

Industries

1,989

30,000

ShunSin

Technology

Holding

Ltd

196

2,743,000

Sigurd

Microelectronics

Corp

6,544

132,960

Silergy

Corp

1,958

147,917

(a),(b)

Silex

Systems

Ltd

441

291,200

Silicon

Integrated

Systems

Corp

654

114,579

(a)

Silicon

Laboratories,

Inc

13,242

12,966

Siltronic

AG.

988

19,427

SIMMTECH

Ltd

286

383,000

Sino-American

Silicon

Products,

Inc

2,139

95,000

Sitronix

Technology

Corp

685

52,040

Skyworks

Solutions,

Inc

5,140

13,010

SMA

Solar

Technology

AG.

262

121,259

(a)

Smart

Gunes

Enerjisi

Teknolojileri

ArGE

Uretim

Sanayi

Ticaret

AS.

136

139,300

(b)

Socionext,

Inc

2,771

19,813

(a),(b)

SOITEC

1,984

647,608

(b)

STMicroelectronics

19,340

51,293

SUESS

MicroTec

3,955

13,721,842

Sumco

Corp

148,415

402,000

Sunplus

Technology

Ltd

401

138,000

Taiwan

Mask

Corp

254

204,000

Taiwan

Semiconductor

Ltd

413

42,250,146

Taiwan

Semiconductor

Manufacturing

Ltd

1,274,016

1,376,692

Taiwan

Semiconductor

Manufacturing

Ltd

(ADR)

239,090

529,000

Taiwan

Surface

Mounting

Technology

Corp

1,834

270,000

Taiwan-Asia

Semiconductor

Corp

318

101,531

TCL

Zhonghuan

Renewable

Energy

Technology

Ltd

148

221,578

(a)

Technoprobe

S.p.A

1,561

23,764

TechWing,

Inc

680

544,530

Teradyne,

Inc

72,929

632,987

Texas

Instruments,

Inc

130,756

118,161

Tianshui

Huatian

Technology

Ltd

156

4,237

Tokai

Carbon

Korea

Ltd

299

540,698

Tokyo

Electron

Ltd

96,426

32,100

Tokyo

Seimitsu

Ltd

1,709

29,348

TongFu

Microelectronics

Ltd

250,739

Tongwei

Ltd

808

128,611

Topco

Scientific

Ltd

1,143

44,700

(b)

Towa

Corp

690

85,378

(a)

Tower

Semiconductor

Ltd

(Tel

Aviv)

3,784

22,800

Tri

Chemical

Laboratories,

Inc

562

55,306

Trina

Solar

Ltd

176

1,746,000

(a),(d)

Trony

Solar

Holdings

Ltd

437,946

TSEC

Corp

341

5,592

u-blox

Holding

AG.

515

252,180

(a)

Ultra

Clean

Holdings

10,070

34,944

Ulvac,

Inc

1,874

3,600,900

(b)

UMS

Holdings

Ltd

3,001

24,729

Unigroup

Guoxin

Microelectronics

Ltd

218

341,600

Unisem

Bhd

259

4,586,071

United

Microelectronics

Corp

7,730

1,224,000

United

Renewable

Energy

Ltd/Taiwan

488

15,325

Universal

Display

Corp

3,217

34,000

UPI

Semiconductor

Corp

266

109

DESCRIPTION

VALUE

(000)

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

(continued)

355,744

Vanguard

International

Semiconductor

Corp

1,163

144,000

Via

Technologies,

Inc

595

241,000

VisEra

Technologies

Ltd

2,206

589,000

Visual

Photonics

Epitaxy

Ltd

3,078

438,400

ViTrox

Corp

Bhd

344

449,000

Wafer

Works

Corp

450

635,875

Will

Semiconductor

Ltd

9,621

270,000

Win

Semiconductors

Corp

1,161

1,350,507

Winbond

Electronics

Corp

909

21,000

WinWay

Technology

Ltd

808

84,747

(a),(b)

Wolfspeed,

Inc

822

207,020

WONIK

IPS

Ltd

4,920

12,602

Wonik

QnC

Corp

246

41,234

(a),(c)

X-Fab

Silicon

Foundries

233

7,316

(a),(c)

X-Fab

Silicon

Foundries

38,417

Xinjiang

Daqo

New

Energy

Ltd

143

649,000

XinTec,

Inc

4,192

2,099,681

Xinyi

Solar

Holdings

Ltd

1,115

20,711

(a)

Corp

208

27,406

Zhejiang

Jingsheng

Mechanical

Electrical

Ltd

125

24,000

ZillTek

Technology

Corp

254

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

11,361,298

SOFTWARE

SERVICES

8.5%

184,587

360

Security

Technology,

Inc

230

956,779

Accenture

plc

338,202

122,190

(a)

ACI

Worldwide,

Inc

6,219

87,762

Addnode

Group

958

2,913

Adesso

221

289,902

(a)

Adobe,

Inc

150,105

50,047

Ahnlab,

Inc

2,063

278,220

(a),(b)

Airship

Holdings,

Inc

640

26,023

(a)

Akamai

Technologies,

Inc

2,627

12,462

(a)

Moammar

Information

Systems

649

52,271

(c)

Alfa

Financial

Software

Holdings

plc

140

23,653

Alten

2,644

150,732

Amdocs

Ltd

13,186

128,250

American

Software,

Inc

(Class

1,435

14,177

(a)

Ansys,

Inc

4,517

37,378

(a)

Appfolio,

Inc

8,799

438,000

(a)

Appier

Group,

Inc

5,459

220,568

(a)

AppLovin

Corp

28,795

20,041

Arabian

Internet

Communications

Services

1,508

45,700

Argo

Graphics,

Inc

1,687

140,800

(b),(c)

AsiaInfo

Technologies

Ltd

104

144,069

Asseco

Poland

S.A.

3,258

64,044

Atea

ASA

828

586,722

(a)

Atlassian

Corp

Ltd

93,177

6,514

Atoss

Software

AG.

943

6,785

Aubay

333

162,510

(a),(b)

AudioEye,

Inc

3,713

13,574

AurionPro

Solutions

Ltd

266

11,625

(a)

AvePoint,

Inc

137

2,625,900

(a),(b)

BASE,

Inc

4,300

273,636

Bechtle

AG.

12,240

11,647

Beijing

Kingsoft

Office

Software,

Inc

437

138,384

Bentley

Systems,

Inc

7,031

70,208

(a)

BILL

Holdings,

Inc

3,704

133,351

Birlasoft

Ltd

958

26,227

(a)

Bitdeer

Technologies

Group

205

251,019

(a),(b)

Bitfarms

Ltd

529

405,512

(a),(b)

BlackBerry

Ltd

1,067

358,780

(a)

Blend

Labs,

Inc

1,345

Stock

110

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

146,280

(a)

Box,

Inc

4,788

775,932

Bytes

Technology

Group

plc

5,390

26,850

CANCOM

842

149,101

Cap

Gemini

S.A.

32,191

18,317

cBrain

A.S.

557

310,220

(a)

CCC

Intelligent

Solutions

Holdings,

Inc

3,428

15,363

Info

Systems

Ltd

398

233,808

(a),(b)

Cellebrite

Ltd

3,937

26,171

(a),(b)

Ceridian

HCM

Holding,

Inc

1,603

10,704

Cerillion

plc

258

173,199

(a)

CGI,

Inc

19,929

26,000

(b)

Change

Holdings,

Inc

254

84,935

(a)

Check

Point

Software

Technologies

16,376

1,858,000

Chinasoft

International

Ltd

1,234

2,572,440

(a),(b)

Cipher

Mining,

Inc

9,955

897,131

Clear

Secure,

Inc

29,731

265,410

(a)

Clearwater

Analytics

Holdings,

Inc

6,702

51,616

(a)

Cloudflare,

Inc

4,175

46,999

Coforge

Ltd

3,935

85,919

Cognizant

Technology

Solutions

Corp

(Class

6,631

318,316

(a)

Commvault

Systems,

Inc

48,973

135,604

Computacenter

plc

4,487

425,207

Computer

Modelling

Group

Ltd

3,575

168,088

Comture

Corp

2,047

1,045,716

(a)

Confluent,

Inc

21,312

21,064

Constellation

Software,

Inc

68,529

929,746

(b)

Converge

Technology

Solutions

Corp

3,176

322,572

(a)

Coveo

Solutions,

Inc

1,464

50,987

(a),(c)

Crayon

Group

Holding

ASA

602

185,812

(a)

Crowdstrike

Holdings,

Inc

52,115

40,688

(a)

CyberArk

Software

Ltd

11,865

203,500

Cybozu,

Inc

2,772

68,430

Cyient

Ltd

1,537

526,140

(a)

Darktrace

plc

4,064

642,170

Dassault

Systemes

25,508

110,640

Data#3

Ltd

580

897,235

(a)

Datadog,

Inc

103,236

7,958

Datagroup

378

83,280

(a),(b)

Dave,

Inc

3,328

7,949

(a)

Dear

Ltd

121

231,555

(a)

Descartes

Systems

Group,

Inc

23,828

100,000

Digital

Arts,

Inc

3,455

599,000

Digital

China

Holdings

Ltd

227

26,013

Digital

Garage,

Inc

555

177,300

(a),(b)

Digital

Turbine,

Inc

544

2,348

(b)

Digital

Value

S.p.A

136

12,006

(a)

Docebo,

Inc

530

19,476

Dolby

Laboratories,

Inc

(Class

1,491

312,690

(a)

Domo,

Inc

2,348

13,434

Douzone

Bizon

Ltd

537

41,246

(a)

Dropbox,

Inc

1,049

31,000

DTS

Corp

876

124,372

(a)

DXC

Technology

2,581

177,178

(b)

Dye

Durham

Ltd

2,082

223,571

(a)

Dynatrace,

Inc

11,954

56,709

(a)

Elastic

4,353

20,509

Elm

6,367

9,100

Empyrean

Technology

Ltd

119

5,621

(a)

EMRO,

Inc

226

36,496

Enghouse

Systems

Ltd

908

182,644

(a)

Envestnet,

Inc

11,437

305,918

(a)

EPAM

Systems,

Inc

60,887

111

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

4,181

(b)

Esker

S.A.

1,232

7,034

(a)

Exclusive

Networks

S.A.

185

15,826

(a)

Fair

Isaac

Corp

30,758

21,006

(a),(b)

Technologies

plc

462

64,104

FDM

Group

Holdings

plc

330

15,831

Formula

Systems

1985

Ltd

1,268

108,576

(a)

Fortinet,

Inc

8,420

1,128,791

(b)

Fortnox

7,015

118,300

(a)

Freee

2,011

41,768

FUJI

SOFT,

Inc

2,630

1,410,105

Fujitsu

Ltd

28,991

40,500

Future

Architect,

Inc

514

51,680

(a)

Gartner,

Inc

26,189

687,646

Group

plc

2,859

800,600

(a)

GDS

Holdings

Ltd

2,077

57,800

(a),(b)

GDS

Holdings

Ltd

(ADR)

1,179

3,787,534

Gen

Digital,

Inc

103,892

12,591

GFT

Technologies

328

97,966

(a)

Gitlab,

Inc

5,049

77,537

(b),(c)

Global

Dominion

Access

S.A.

253

28,831

(a)

Globant

S.A.

5,713

53,770

GMO

internet,

Inc

941

96,936

(a)

GoDaddy,

Inc

15,198

1,148,961

(a)

Grid

Dynamics

Holdings,

Inc

16,085

55,951

(a)

Guidewire

Software,

Inc

10,236

11,800

Hackett

Group,

Inc

310

143,517

Hansen

Technologies

Ltd

471

52,456

Happiest

Minds

Technologies

Ltd

506

95,953

(a)

HashiCorp,

Inc

3,249

1,228,638

HCL

Technologies

Ltd

26,318

13,613

Hinduja

Global

Solutions

Ltd

132

11,979

(a)

HubSpot,

Inc

6,368

54,052

Hundsun

Technologies,

Inc

174

58,583

Iflytek

Ltd

370

58,000

(b)

I'll,

Inc

1,206

68,030

Indra

Sistemas

S.A.

1,251

281,000

INESA

Intelligent

Tech,

Inc

162

43,781

(a)

Informatica,

Inc

1,107

22,548

Information

Services

International-Dentsu

Ltd

871

6,306,410

Infosys

Technologies

Ltd

140,865

24,289

(a)

Instructure

Holdings,

Inc

572

75,630

(a)

Intapp,

Inc

3,617

67,768

Intellect

Design

Arena

Ltd

777

435,626

International

Business

Machines

Corp

96,308

212,455

Intuit,

Inc

131,935

16,207

(a)

Ionos

405

143,764

Iress

Market

Technology

Ltd

982

56,550

Isoftstone

Information

Technology

Group

Ltd

413

161,300

(a)

Jasmine

Technology

Solution

PCL

365

347,330

(a)

JFrog

Ltd

10,086

182,157

Justsystems

Corp

4,545

69,570

Kainos

Group

plc

821

664,500

(a)

Kaonavi,

Inc

9,755

685,824

Keywords

Studios

plc

22,336

234,092

(a)

Kinaxis,

Inc

27,810

1,171,495

(a)

Kingdee

International

Software

Group

Ltd

1,321

14,508,000

(a),(b)

Kingsoft

Cloud

Holdings

Ltd

2,987

73,314

(a),(b)

Klaviyo,

Inc

2,594

30,118

Kontron

AG.

540

131,980

KPIT

Technologies

Ltd

2,562

354,355

(a)

Kyndryl

Holdings,

Inc

8,143

1,246,933

(a)

Lightspeed

Commerce,

Inc

20,560

Stock

112

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

779,000

(b),(c)

Linklogis,

Inc

186

48,914

LiveChat

Software

S.A.

934

173,530

(a)

LiveRamp

Holdings,

Inc

4,300

31,743,900

(a),(c)

Locaweb

Servicos

Internet

S.A.

24,357

458,522

(c)

LTIMindtree

Ltd

34,159

96,710

Magellanic

Cloud

Ltd

118

46,382

Magic

Software

Enterprises

Ltd

553

31,160

(a)

Manhattan

Associates,

Inc

8,768

14,076

Mastek

Ltd

437

48,044

Matrix

Ltd

919

105,605

Meeza

QSTP

LLC

100

207,791

(a),(b)

Megaport

Ltd

1,050

196,651

(a)

MIA

Teknoloji

AS.

248

11,891,185

Microsoft

Corp

5,116,777

104,337

(a),(b)

MicroStrategy,

Inc

(Class

17,591

671,000

Ming

Yuan

Cloud

Group

Holdings

Ltd

266

22,367

Mitsubishi

Research

Institute,

Inc

651

35,910

(a)

Monday.com

Ltd

9,975

34,088

(a)

Money

Forward,

Inc

1,389

160,767

(a)

MongoDB,

Inc

43,463

53,604

(a)

Moschip

Technologies

Ltd

153

90,757

Mphasis

Ltd

3,254

378,960

(a)

N-able,

Inc

4,949

6,371

(a)

Nagarro

631

852,000

(a),(b),(d)

National

Agricultural

Holdings

Ltd

760,928

NCC

Group

plc

1,813

37,608

(a)

nCino

OpCo,

Inc

1,188

48,391

NEC

Corp

4,673

54,443

NEC

Networks

System

Integration

Corp

1,054

55,004

Nemetschek

5,717

844,106

NET

One

Systems

Ltd

21,079

34,446

(c)

Netcompany

Group

A.S.

1,584

44,277

Newgen

Software

Technologies

Ltd

708

471,053

(a)

NEXTDC

Ltd

5,681

60,961

(a)

Nice

Systems

Ltd

10,599

593,784

Nihon

Unisys

Ltd

20,179

49,800

Nippon

System

Development

Ltd

1,103

75,100

Nomura

Research

Institute

Ltd

2,787

8,389

(a),(b)

Northern

Data

AG.

239

50,584

Solutions

Corp

1,313

2,168,100

NTT

Data

Corp

39,021

974,291

(a)

Nuix

Ltd

4,411

336,357

(a)

Nutanix,

Inc

19,929

767,800

OBIC

Business

Consultants

Ltd

39,888

63,675

Obic

Ltd

2,234

71,721

Objective

Corp

Ltd

726

24,905

(a),(b)

Oddity

Tech

Ltd

1,006

332,315

(a)

Okta,

Inc

24,704

429,440

(a)

Olo,

Inc

2,130

38,911

One

Software

Technologies

Ltd

526

457,600

(a)

OneSpan,

Inc

7,628

54,820

(a)

Onestream,

Inc

1,858

227,621

Open

Text

Corp

(Toronto)

7,577

2,626,663

Oracle

Corp

447,583

7,500

(a)

Oracle

Corp

Japan

774

9,716

Oracle

Financial

Services

Software

Ltd

1,327

44,500

Otsuka

Corp

1,099

31,822

(a),(b)

OVH

Groupe

SAS

241

220,210

(a),(b)

Pagaya

Technologies

Ltd

2,328

346,328

(a)

Palantir

Technologies,

Inc

12,883

801,119

(a)

Palo

Alto

Networks,

Inc

273,822

330,055

(a)

Paycor

HCM,

Inc

4,684

113

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

7,446

(a)

Paylocity

Holding

Corp

1,228

85,932

Pegasystems,

Inc

6,281

88,340

(a)

Perfect

Presentation

For

Commercial

Services

356

89,280

Persistent

Systems

Ltd

5,805

610,285

(a)

Phoenix

Group

plc

249

11,800

(a),(b)

PKSHA

Technology,

Inc

279

9,158

(a)

Planisware

S.A.

284

832,800

Plus

Alpha

Consulting

Ltd

12,697

42,917

POSCO

Ltd

1,001

39,950

(a)

Procore

Technologies,

Inc

2,466

14,613

Protean

eGov

Technologies

Ltd

327

621,813

(a)

PTC,

Inc

112,337

287,588

(a)

Holdings,

Inc

22,941

14,737

(a),(b)

Group

Oyj

1,529

66,900

Rakus

Ltd

1,042

31,556

(a)

Rategain

Travel

Technologies

Ltd

276

880,840

(a),(b)

Rekor

Systems,

Inc

1,039

17,236

S.p.A

2,599

54,953

(a)

RingCentral,

Inc

1,738

59,563

(a)

Riskified

Ltd

282

243,088

Roper

Industries,

Inc

135,264

20,591

Route

Mobile

Ltd

385

976,694

(a),(b)

Rubrik,

Inc

31,401

962,213

Sage

Group

plc

13,217

14,600

(b)

Sakura

Internet,

Inc

442

1,933,212

Salesforce,

Inc

529,139

17,347

Samsung

SDS

Ltd

2,043

52,500

(a)

Sansan,

Inc

790

1,216,291

SAP

AG.

278,205

115,040

Sapiens

International

Corp

4,288

81,398

Sapiens

International

Corp

3,026

1,315

Secunet

Security

Networks

AG.

135

703,510

(a)

SEMrush

Holdings,

Inc

11,052

1,528,695

(a)

SentinelOne,

Inc

36,566

442,458

(a)

ServiceNow,

Inc

395,730

59,522

Shanghai

Baosight

Software

Ltd

278

294,586

Shanghai

Baosight

Software

Ltd

503

106,271

(a)

SHIFT,

Inc

10,105

116,830

(a)

Shopify,

Inc

(Class

9,363

3,032,269

(a)

Shopify,

Inc

(Class

242,927

177,884

(a)

SimilarWeb

Ltd

1,573

21,500

Simplex

Holdings,

Inc

363

6,927,028

(a),(c)

Sinch

20,845

182,900

(a)

SiteMinder

Ltd

797

144,702

(a)

Smartsheet,

Inc

8,011

349,472

(a)

Snowflake,

Inc

40,140

100,967

Softcat

plc

2,095

137,304

Sonata

Software

Ltd

1,034

82,325

Sopra

Group

S.A.

17,310

16,747

(a)

SPS

Commerce,

Inc

3,252

31,200

Sumisho

Computer

Systems

Corp

647

637,224

SUNeVision

Holdings

Ltd

311

283,144

(a)

Synopsys,

Inc

143,381

2,096,012

Systena

Corp

5,439

122,000

Systex

Corp

489

518,852

Tanla

Platforms

Ltd

5,550

519,669

Tata

Consultancy

Services

Ltd

26,461

13,913

Tata

Elxsi

Ltd

1,282

506,313

(a),(c)

TeamViewer

6,464

221,313

Tech

Mahindra

Ltd

4,167

179,800

TechMatrix

Corp

3,003

790,810

Technology

One

Ltd

13,015

Stock

114

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

504,520

(a)

Telos

Corp

1,811

57,214

Temenos

Group

AG.

4,006

88,790

(a)

Tenable

Holdings,

Inc

3,598

337,656

(a)

Teradata

Corp

10,245

78,760

(b)

Tietoenator

Oyj

1,627

790,500

TIS,

Inc

20,179

45,396

(a),(b)

TomTom

261

445,152

TOTVS

S.A.

2,334

931,865

(a)

Trade

Desk,

Inc

102,179

25,100

(a)

Trend

Micro,

Inc

1,490

162,703

(b)

Truecaller

618

188,800

Tuya,

Inc

(ADR)

312

142,197

(a)

Twilio,

Inc

9,274

303,691

(a)

UiPath,

Inc

3,887

203,904

(a),(b)

Unity

Software,

Inc

4,612

58,078

(a)

VeriSign,

Inc

11,033

25,739

Vitec

Software

Group

1,333

83,400

(a),(b)

VNET

Group,

Inc

(ADR)

340

5,804

Wavestone

359

423,700

(a)

Weave

Communications,

Inc

5,423

1,765,000

(a),(b),(c)

Weimob,

Inc

416

12,559

(b)

Wiit

S.p.A

312

13,700

WingArc1st,

Inc

308

531,853

Wipro

Ltd

3,434

137,396

WiseTech

Global

Ltd

13,011

50,858

(a)

Wix.com

Ltd

8,502

516,141

(a)

Workday,

Inc

126,150

230,834

(a)

Workiva,

Inc

18,264

99,584

(a)

Xero

Ltd

10,294

193,330

(a)

Xperi,

Inc

1,786

78,090

(a)

Yext,

Inc

540

89,487

Yonyou

Network

Technology

Ltd

145

207,969

(a),(b)

Yubico

5,118

94,829

Zensar

Technologies

Ltd

763

995,730

(a)

Zeta

Global

Holdings

Corp

29,703

133,506

(a)

Zscaler,

Inc

22,822

55,600

Zuken,

Inc

1,399

955,580

(a)

Zuora,

Inc

8,237

TOTAL

SOFTWARE

SERVICES

11,032,435

TECHNOLOGY

HARDWARE

EQUIPMENT

6.3%

97,420

(a),(b)

908

Devices,

Inc

338

306,444

AAC

Technologies

Holdings,

Inc

1,249

55,000

Ability

Opto-Electronics

Technology

Ltd

401

22,900

Accelink

Technologies

Ltd

109

209,402

Accton

Technology

Corp

3,504

1,177,532

Acer,

Inc

1,516

78,000

Adlink

Technology,

Inc

172

10,631

ADVA

Optical

Networking

230

30,000

Advanced

Ceramic

Corp

168

189,543

Advantech

Ltd

1,921

25,006

Holdings

Corp

418

16,402

AIC,

Inc

179

126,000

Alpha

Networks,

Inc

136

154,100

(b)

Alps

Electric

Ltd

1,674

4,518

ALSO

Holding

AG.

1,450

44,450

Amano

Corp

1,341

1,766,187

Amphenol

Corp

(Class

115,085

2,260

Anker

Innovations

Technology

Ltd

110,593

(b)

Anritsu

Corp

843

1,287,120

(a),(d)

Anxin-China

Holdings

Ltd

22,016,430

(f)

Apple,

Inc

5,129,828

128,000

Arcadyan

Technology

Corp

573

115

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

722,831

(a)

Arista

Networks,

Inc

277,437

17,447

(a)

Arrow

Electronics,

Inc

2,317

129,000

Asia

Optical

Co,

Inc

463

282,000

Asia

Vital

Components

Ltd

5,225

55,000

ASROCK,

Inc

360

26,174

Astra

Microwave

Products

Ltd

263

292,026

Asustek

Computer,

Inc

5,073

20,622

AT&S

Austria

Technologie

Systemtechnik

AG.

464

2,809,827

Optronics

Corp

1,507

55,815

(a)

Audinate

Group

Ltd

377

45,000

AURAS

Technology

Ltd

957

12,613

(a),(c)

Avalon

Technologies

Ltd

42,000

Avary

Holding

Shenzhen

Ltd

212

28,646

Avnet,

Inc

1,556

314,800

Azbil

Corp

2,559

93,930

Badger

Meter,

Inc

20,515

56,212

(b)

Barco

746

1,085,000

Benq

Corp

1,285

22,617

Ltd

315

1,119,337

BOE

Technology

Group

Ltd

708

266,000

(b)

BOE

Varitronix

Ltd

195

45,200

Brother

Industries

Ltd

886

343,439

BYD

Electronic

International

Ltd

1,420

84,170

(a)

Calix,

Inc

3,265

63,900

(a)

Canon

Electronics,

Inc

1,024

36,290

Canon

Marketing

Japan,

Inc

1,181

829,540

Canon,

Inc

27,321

358,574

Career

Technology

MFG.

Ltd

237

259,947

Catcher

Technology

Ltd

1,940

92,118

CDW

Corp

20,846

248,447

(a)

Celestica,

Inc

12,701

278,000

Chang

Wah

Electromaterials,

Inc

535

133,000

Channel

Well

Technology

Ltd

278

51,845

Chaozhou

Three-Circle

Group

Ltd

273

635,000

Chenbro

Micom

Ltd

5,315

221,000

Cheng

Uei

Precision

Industry

Ltd

449

81,000

Chenming

Mold

Industry

Corp

344

1,643,000

Chicony

Electronics

Ltd

8,471

489,600

(a),(d)

China

Fiber

Optic

Network

System

Group

Ltd

42,957

China

Greatwall

Technology

Group

Ltd

286,069

China

Railway

Signal

Communication

Corp

Ltd

255

281,000

Chin-Poon

Industrial

Ltd

364

304,000

Chroma

ATE,

Inc

3,569

18,000

Chunghwa

Precision

Test

Tech

Ltd

297

951,393

(a)

Ciena

Corp

58,596

2,267,427

Cisco

Systems,

Inc

120,672

152,000

(b)

Citizen

Watch

Ltd

974

264,000

Clevo

507

166,871

Codan

Ltd

1,855

117,834

Cognex

Corp

4,772

90,626

(a)

Coherent

Corp

8,058

42,619

Comet

Holding

AG.

16,862

816,193

(a)

CommScope

Holding

Co,

Inc

4,987

1,716,524

Compal

Electronics,

Inc

1,801

797,000

Compeq

Manufacturing

Ltd

1,712

181,370

(b)

CompoSecure,

Inc

2,543

208,000

Coretronic

Corp

505

252,053

Corning,

Inc

11,380

9,667

(a)

CosmoAM&T

Ltd

926

186,000

Co-Tech

Development

Corp

359

208,000

(a),(b)

Cowell

Holdings,

Inc

601

31,391

(b)

Crane

NXT

1,761

Stock

116

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

13,581

(a)

Cyient

DLM

Ltd

108

58,139

Daeduck

Electronics

Ltd

837

8,723

Daejoo

Electronic

Materials

Ltd

745

68,070

Daiwabo

Ltd

1,298

142,000

Darfon

Electronics

Corp

223

170,482

DataTec

Ltd

375

554,660

Dell

Technologies,

Inc

65,749

1,262,070

Delta

Electronics

Thailand

PCL

4,169

2,471,673

Delta

Electronics,

Inc

29,490

130,803

Dexerials

Corp

1,869

49,811

Dicker

Data

Ltd

324

31,912

Dreamtech

Ltd

209

199,000

Dynamic

Holding

Ltd

485

1,381,000

Dynapack

International

Technology

Corp

4,525

5,959,476

Ink

Holdings,

Inc

55,243

45,000

Egis

Technology,

Inc

298

21,448

Eizo

Nanao

Corp

327

33,996

Elecom

Ltd

344

214,000

Elite

Material

Ltd

3,021

173,000

Elitegroup

Computer

Systems

Ltd

137

63,679

Ennoconn

Corp

581

4,400

(b)

Enplas

Corp

202

18,900

Eoptolink

Technology,

Inc

Ltd

351

2,661,050

(b)

Ericsson

(LM)

Shares)

20,108

148,108

(a)

Everdisplay

Optronics

Shanghai

Ltd

21,091

(b)

Evertz

Technologies

Ltd

184

547,010

(a),(b)

Evolv

Technologies

Holdings,

Inc

2,215

261,292

(a)

Extreme

Networks,

Inc

3,927

19,660

(a)

Networks,

Inc

4,329

112,500

(a)

Fabrinet

26,600

3,060,000

(a),(b)

FIH

Mobile

Ltd

352

221,000

FLEXium

Interconnect,

Inc

548

1,844,722

(a)

Flextronics

International

Ltd

61,669

34,000

Fositek

Corp

886

334,924

Foxconn

Industrial

Internet

Ltd

1,193

736,000

Foxconn

Technology

Ltd

1,541

2,364,788

FUJIFILM

Holdings

Corp

61,217

183,000

General

Interface

Solution

Holding

Ltd

337

68,000

Genius

Electronic

Optical

Ltd

1,040

72,365

Genus

Power

Infrastructures

Ltd

344

291,000

Getac

Holdings

Corp

1,021

205,000

Gigabyte

Technology

Ltd

1,672

230,000

Global

Brands

Manufacture

Ltd

437

71,822

GoerTek,

Inc

231

262,400

Gold

Circuit

Electronics

Ltd

1,635

91,636

GRG

Banking

Equipment

Ltd

152

35,897

Guangzhou

Haige

Communications

Group,

Inc

9,700

(b)

Hakuto

Ltd

317

677,112

Halma

plc

23,676

54,630

(b)

Hamamatsu

Photonics

713

420,500

Hana

Microelectronics

PCL

(Foreign)

531

232,000

Hannstar

Board

Corp

387

1,669,000

HannStar

Display

Corp

495

63,000

Hengtong

Optic-electric

Ltd

151

3,766,785

Hewlett

Packard

Enterprise

77,068

919,607

Hexagon

9,905

551,000

(a)

High

Tech

Computer

Corp

822

7,500

Hioki

Corp

431

67,400

Hirose

Electric

Ltd

8,601

21,254

(b)

HMS

Networks

846

112,350

Holy

Stone

Enterprise

Ltd

324

9,388,640

Hon

Hai

Precision

Industry

Co,

Ltd

55,279

117

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

27,299

Horiba

Ltd

1,786

191,100

Hosiden

Corp

2,795

1,763,765

HP,

Inc

63,266

35,300

Huagong

Tech

Ltd

174

90,000

Ibase

Technology,

Inc

212

23,700

(b)

Ibiden

Ltd

732

1,349

Inficon

Holding

AG.

1,949

(a)

Infinera

Corp

59,007

Innodisk

Corp

525

3,501,641

InnoLux

Display

Corp

1,782

25,200

Inspur

Electronic

Information

Industry

Ltd

148

65,600

Intelbras

S.A.

Industria

Telecomunicacao

Eletronica

Brasileira

242

6,763

Intellian

Technologies,

Inc

284

1,089,172

Inventec

Ltd

1,480

8,871

(a)

IPG

Photonics

Corp

659

16,600

Iriso

Electronics

Ltd

296

36,423

IsuPetasys

Ltd

1,025

149,000

ITEQ

Corp

355

232,800

ITMAX

SYSTEM

Bhd

203

228,790

(a)

Itron,

Inc

24,437

27,176

Ituran

Location

and

Control

Ltd

721

97,016

Jabil

Inc

11,625

11,269

(a)

Jahwa

Electronics

Ltd

152

355,342

(b)

Japan

Aviation

Electronics

Industry

Ltd

6,344

610,900

Jaymart

Group

Holdings

PCL

296

39,213

Jenoptik

AG.

1,210

55,000

Jess-Link

Products

Ltd

281

12,398

(a)

JNTC

Ltd

198

47,770

(a)

Joongang

DNM

Ltd

367

214,886

Juniper

Networks,

Inc

8,376

30,000

Kaga

Electronics

Ltd

586

18,433

(a)

Kaynes

Technology

India

Ltd

1,192

744,200

KCE

Electronics

PCL

895

180,535

Keyence

Corp

86,524

57,082

(a)

Keysight

Technologies,

Inc

9,072

44,000

King

Slide

Works

Ltd

1,523

482,500

Kingboard

Chemical

Holdings

Ltd

1,214

638,000

Kingboard

Laminates

Holdings

Ltd

607

136,087

Kitron

ASA

369

30,000

(b)

Koa

Corp

239

355,000

Konica

Minolta

Holdings,

Inc

1,028

252,554

Kyocera

Corp

2,952

10,266

L&F

Ltd

889

71,277

Landis&Gyr

Group

AG.

6,631

40,625

Largan

Precision

Ltd

3,257

173,500

(c)

Legend

Holdings

Corp

159

371

(b)

LEM

Holding

S.A.

603

3,282,399

Lenovo

Group

Ltd

4,400

127,723

Lens

Technology

Ltd

370

115,811

Display

Ltd

966

5,804

Innotek

Ltd

966

220,684

Lingyi

iTech

Guangdong

235

816,277

Lite-On

Technology

Corp

2,562

148,836

Logitech

International

S.A.

13,330

83,999

Lotes

Ltd

3,665

14,825

Lotte

Energy

Materials

Corp

466

327,152

(a),(b)

Lumentum

Holdings,

Inc

20,735

672,956

LuxNet

Corp

3,083

381,224

Luxshare

Precision

Industry

Ltd

2,341

112,221

Macnica

Holdings,

Inc

1,563

7,100

Maruwa

Ltd

2,099

31,100

Maxell

Holdings

Ltd

401

Stock

118

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

6,542

Maxscend

Microelectronics

Ltd

256,091

MCJ

Ltd

2,726

15,400

Meiko

Electronics

672

5,681,900

Metrodata

Electronics

Tbk

237

198,000

(a),(b),(d)

Development

Ltd

57,067

(b)

Micronic

2,220

286,200

Micro-Star

International

Ltd

1,565

682,000

Mitac

Holdings

Corp

970

432,607

Motorola

Solutions,

Inc

194,513

1,504,631

Murata

Manufacturing

Ltd

29,775

158,000

Nan

Printed

Circuit

Board

Corp

710

146,500

(a),(b)

Nano

Dimension

Ltd

(ADR)

359

518,400

Nationgate

Holdings

Bhd

218

5,718

(a)

Nayax

Ltd

149

132,934

NCAB

Group

884

21,686

Neopost

S.A.

406

141,271

NetApp,

Inc

17,448

9,454

Netweb

Technologies

India

Ltd

284

38,572

Vision

Stabilized

Systems

Ltd

410

40,450

(b)

Nichicon

Corp

270

35,715

Ninestar

Corp

153

121,300

Nippon

Ceramic

Ltd

2,144

65,476

Nippon

Electric

Glass

Ltd

1,540

26,556

Nippon

Signal

Ltd

177

26,860

Nissha

Printing

Ltd

366

14,572

Nohmi

Bosai

Ltd

297

Nokia

Corp

(ADR)

5,122,192

Nokia

Oyj

22,364

16,900

(a)

OFILM

Group

Ltd

490,936

Oki

Electric

Industry

Ltd

3,350

34,900

Omron

Corp

1,596

29,179

Optex

Group

Ltd

318

265,170

(a),(b)

Ouster,

Inc

1,671

40,600

Oxford

Instruments

plc

1,152

4,389,000

Pan-International

Industrial

4,878

4,331

Park

Systems

Corp

641

623,000

PAX

Global

Technology

Ltd

416

66,590

Connection,

Inc

5,023

829,915

Pegatron

Corp

2,693

87,683

Electroplast

Ltd

673

112,240

(a)

Plexus

Corp

15,344

334,000

Primax

Electronics

Ltd

956

135,000

Promate

Electronic

Ltd

343

210,378

(a)

Pure

Storage,

Inc

10,569

1,108,390

Quanta

Computer,

Inc

9,238

151,000

Quanta

Storage,

Inc

497

105,055

(a)

Radware

Ltd

2,341

462,082

Redington

Ltd

1,019

180,481

(a)

Reeder

Teknoloji

Sanayi

Ticaret

135

29,143

Renishaw

plc

1,459

10,947

Restar

Holdings

Corp

207

109,800

Ricoh

Ltd

1,192

22,252

Riken

Keiki

Ltd

600

14,898

Riso

Kagaku

Corp

356

202,659

(b)

Ryoyo

Ryosan

Holdings,

Inc

3,622

641,617

Samsung

Electro-Mechanics

Ltd

64,864

9,215,753

Samsung

Electronics

Ltd

430,733

688,819

Samsung

Electronics

Ltd

(Preference)

26,752

196,296

Samsung

SDI

Ltd

56,678

108,265

(a)

Sanmina

Corp

7,411

3,000

Santec

Holdings

Corp

126

32,000

Scientech

Corp

428

119

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

56,200

Seiko

Epson

Corp

1,040

7,861

(a),(b),(c)

Sensirion

Holding

AG.

678

20,000

Sensortek

Technology

Corp

182

18,310

Seojin

System

Ltd

376

185,000

Sercomm

Corp

651

6,313

(b)

Sesa

S.p.A

648

5,690

(b)

SES-imagotag

S.A.

977

3,283

Shanghai

Friendess

Electronic

Technology

Corp

Ltd

55,784

Shengyi

Technology

Ltd

165

8,092

Shennan

Circuits

Ltd

127

26,430

Shenzhen

Transsion

Holdings

Ltd

406

47,000

Shimadzu

Corp

1,572

180,400

Siix

Corp

1,395

133,000

Simplo

Technology

Ltd

1,484

645,000

Sinbon

Electronics

Ltd

6,110

24,077

(b)

Softchoice

Corp

334

540,752

Softwareone

Holding

AG.

9,546

83,000

Solomon

Technology

Corp

391

34,065

(a)

SOLUM

Ltd

529

29,486

Solus

Advanced

Materials

Ltd

283

101,024

Spectris

plc

3,692

443,424

(a)

Spirent

Communications

plc

1,011

164,392

Sterlite

Technologies

Ltd

247

9,800

(a)

Sun

Corp

497

289,249

Sunny

Optical

Technology

Group

Ltd

2,093

42,666

(a),(b)

Super

Micro

Computer,

Inc

17,766

373,277

Supreme

Electronics

Ltd

776

51,341

Suzhou

Dongshan

Precision

Manufacturing

Ltd

171

16,660

Suzhou

TFC

Optical

Communication

Ltd

238

519,621

Synnex

Technology

International

Corp

1,184

56,748

(a)

Synopex,

Inc

324

35,247

Syrma

SGS

Technology

Ltd

179

178,000

Taiwan

Union

Technology

Corp

954

94,340

(b)

Taiyo

Yuden

Ltd

1,943

1,076,329

TCL

Technology

Group

Corp

697

63,277

(b)

SYNNEX

Corp

7,598

385,040

TDK

Corp

4,919

888,613

(a)

Connectivity

plc

134,172

45,850

(a),(c)

Tejas

Networks

Ltd

654

100,000

Test

Research,

Inc

446

50,000

Thinking

Electronic

Industrial

Ltd

275

15,900

(b)

Tokyo

Electron

Device

Ltd

402

146,640

Tong

Hsing

Electronic

Industries

Ltd

647

80,356

Topcon

Corp

869

19,585

Toshiba

TEC

Corp

477

192,000

TPK

Holding

Ltd

268

126,000

Transcend

Information,

Inc

409

79,795

(a)

Trimble

Inc

4,954

353,000

Tripod

Technology

Corp

2,185

774,693

(a)

TTM

Technologies,

Inc

14,138

287,570

(a)

Turtle

Beach

Corp

4,411

239,000

TXC

Corp

823

2,849

Ubiquiti,

Inc

632

559,011

Unimicron

Technology

Corp

2,538

82,291

Unisplendour

Corp

Ltd

281

427,000

Unitech

Printed

Circuit

Board

Corp

465

36,000

Universal

Microwave

Technology,

Inc

369

20,000

Universal

Scientific

Industrial

Shanghai

Ltd

755,300

Venture

Corp

Ltd

8,243

188,000

VIA

Labs,

Inc

1,113

253,843

(a),(b)

Viasat,

Inc

3,031

44,800

Victory

Giant

Technology

Huizhou

Ltd

254

Stock

120

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

21,000

Vivotek,

Inc

2,574,686

Vontier

Corp

86,870

11,096,800

Industry

Bhd

2,648

585,042

VSTECS

Holdings

Ltd

350

130,885

Vtech

Holdings

Ltd

910

104,800

Wacom

Ltd

501

96,000

Wah

Lee

Industrial

Corp

388

224,000

Walsin

Technology

Corp

766

404,000

Wasion

Holdings

Ltd

333

999,643

(a)

Western

Digital

Corp

68,266

10,284

Wingtech

Technology

Ltd

190,500

(a),(d),(e)

Wintek

Corp

1,103,000

Wistron

Corp

3,518

294,524

Wistron

NeWeb

Corp

1,079

420,049

Wiwynn

Corp

22,767

667,519

WPG

Holdings

Ltd

1,579

505,252

Microelectronics

Ltd

1,689

72,508

Wuhan

Guide

Infrared

Ltd

33,732

WUS

Printed

Circuit

Kunshan

Ltd

194

6,317,600

(a),(c)

Xiaomi

Corp

17,795

15,750

(a),(d)

Hsin

Industrial

Ltd

164,650

Yageo

Corp

3,241

107,500

(b),(c)

Yangtze

Optical

Fibre

and

Cable

Joint

Stock

Ltd

131

28,065

Yealink

Network

Technology

Corp

Ltd

168

45,600

Yokogawa

Electric

Corp

1,168

35,066

(a)

Zebra

Technologies

Corp

(Class

12,986

23,123

Zen

Technologies

Ltd

475

58,618

Zhejiang

Dahua

Technology

Ltd

143

17,060

Zhejiang

Supcon

Technology

Ltd

121

288,558

Zhen

Ding

Technology

Holding

Ltd

1,029

58,692

Zhongji

Innolight

Ltd

1,297

111,503

ZTE

Corp

491

335,399

ZTE

Corp

(Class

859

199,000

Zyxel

Group

Corp

235

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

8,186,567

TELECOMMUNICATION

SERVICES

1.1%

486,371

Advanced

Info

Service

PCL

3,925

732,548

(c)

Airtel

Africa

plc

1,121

717,057

Yah

Satellite

Communications

Co-Pjsc-Yah

Sat

406

7,899,784

(b)

America

Movil

SAB

C.V.

6,480

15,638,737

AT&T,

Inc

344,052

73,000

ATN

International,

Inc

2,361

170,193

(b)

Aussie

Broadband

Ltd

452

1,258,806

Axiata

Group

Bhd

767

228,570

(a)

Bandwidth,

Inc

4,002

61,986

(b)

BCE,

Inc

2,155

1,527,683

Bezeq

Israeli

Telecommunication

Corp

Ltd

1,758

2,118,883

Bharti

Airtel

Ltd

43,197

6,208,742

(b)

Group

plc

12,306

77,442

(a)

Cellcom

Israel

Ltd

347

508,372

(c)

Cellnex

Telecom

S.A.

20,611

22,300

Chief

Telecom,

Inc

335

20,563,912

(c)

China

Tower

Corp

Ltd

2,702

1,595,653

Chunghwa

Telecom

Ltd

6,316

1,230,641

Citic

Telecom

International

Holdings

Ltd

379

3,565,855

Deutsche

Telekom

AG.

104,726

1,222,344

Digi.Com

BHD

1,104

28,868

Drillisch

AG.

439

137,281

Elisa

Oyj

(Series

7,278

2,901,875

Emirates

Telecommunications

Group

PJSC

14,616

105,726

Empresa

Nacional

Telecomunicaciones

S.A.

370

11,923

Etihad

Atheeb

Telecommunication

297

121

DESCRIPTION

VALUE

(000)

TELECOMMUNICATION

SERVICES

(continued)

337,012

Etihad

Etisalat

4,625

748,282

Far

EasTone

Telecommunications

Ltd

2,142

91,454

Freenet

AG.

2,722

168,296

(a)

Frontier

Communications

Parent,

Inc

5,980

70,731

Gamma

Communications

plc

1,577

186,824

(a),(d)

GCI

Liberty,

Inc

611,057

(a)

Helios

Towers

plc

937

160,727

Hellenic

Telecommunications

Organization

S.A.

2,773

565,175

HFCL

Ltd

1,000

784,120

HKBN

Ltd

311

763,477

HKT

Trust

HKT

Ltd

976

1,271,607

Hutchison

Telecommunications

Hong

Kong

Holdings

Ltd

160

41,900

IDT

Corp

1,599

1,043,307

(a)

Indus

Towers

Ltd

4,888

323,171

Infrastrutture

Wireless

Italiane

S.p.A

3,975

84,248

Internet

Initiative

Japan,

Inc

1,777

642,000

Intouch

Holdings

PCL

(Class

1,840

80,239

Iridium

Communications,

Inc

2,443

4,399,900

Jasmine

International

PCL

408

912,339

KDDI

Corp

29,229

14,227,340

Koninklijke

KPN

58,108

14,310

Corp

438

234,829

Kuwait

Telecommunications

418

222,725

(a),(b),(d)

Let's

GOWEX

S.A.

77,352

Telecom

Ltd

579

354,607

(a)

Liberty

Global

Ltd

7,486

110,185

(a)

Liberty

Global

Ltd

2,381

46,906

(a)

Liberty

Latin

America

Ltd

(Class

449

235,225

Magyar

Telekom

692

840,183

Maxis

Bhd

805

79,751

(a)

Millicom

International

Cellular

S.A.

2,167

1,902,173

Mobile

Telecommunications

KSCP

2,961

352,530

Mobile

Telecommunications

Saudi

Arabia

1,030

680,410

MTN

Group

Ltd

3,616

7,510,266

NetLink

NBN

Trust

5,347

38,886,844

Nippon

Telegraph

Telephone

Corp

39,866

140,902

NOS

SGPS

S.A.

573

13,800

Okinawa

Cellular

Telephone

380

211,742

(a)

Ooma,

Inc

2,412

777,674

Ooredoo

QPSC

2,503

1,021,500

(b)

Operadora

Sites

Mexicanos

SAB

C.V.

803

2,101,270

Orange

24,066

104,150

(a)

Partner

Communications

449

3,410,000

PCCW

Ltd

1,870

30,469

PLDT,

Inc

809

533,472

Proximus

plc

4,157

134,586

Quebecor,

Inc

3,514

75,764

(c)

RAI

Way

S.p.A

449

64,324

Railtel

Corp

India

Ltd

355

303,782

Rogers

Communications,

Inc

(Class

12,215

13,532,600

Sarana

Menara

Nusantara

Tbk

764

1,701,417

Saudi

Telecom

19,827

101,670

Shenandoah

Telecom

1,435

1,965,884

Singapore

Telecommunications

Ltd

4,943

87,977

(a),(d)

Sistema

PJSFC

(GDR)

(London)

87,451

Telecom

Ltd

3,724

342,641

SmarTone

Telecommunications

Holding

Ltd

182

12,024,220

SoftBank

Corp

15,699

813,455

Softbank

Group

Corp

48,251

530,114

StarHub

Ltd

507

24,932

Swisscom

AG.

16,293

745,506

Taiwan

Mobile

Ltd

2,709

Stock

122

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TELECOMMUNICATION

SERVICES

(continued)

103,198

Tata

Communications

Ltd

2,628

325,575

(a)

Tata

Teleservices

Maharashtra

Ltd

328

505,608

Tele2

Shares)

5,720

1,540,722

Telecom

Corp

New

Zealand

Ltd

2,966

276,074

Telecom

Egypt

193

9,480,431

(b)

Telecom

Italia

S.p.A.

2,636

360,585

Telefonica

Brasil

S.A.

3,695

3,780,256

(b)

Telefonica

S.A.

18,493

575,909

Telekom

Malaysia

BHD

936

866,840

Telekomunikacja

Polska

S.A.

1,901

582,135

Telenor

ASA

7,447

554,075

Telephone

and

Data

Systems,

Inc

12,882

2,285,403

TeliaSonera

7,390

166,345,501

Telkom

Indonesia

Persero

Tbk

32,939

219,328

(a)

Telkom

S.A.

Ltd

335

3,181,691

Telstra

Corp

Ltd

8,516

412,712

TELUS

Corp

6,924

747,749

TIM

S.A.

2,571

783,000

TIME

dotCom

Bhd

900

1,157,564

T-Mobile

US,

Inc

238,875

4,384,453

(a)

True

Corp

PCL

1,526

1,084,160

Turkcell

Iletisim

Hizmet

3,019

67,282

United

Internet

AG.

1,384

16,700

Usen-Next

Holdings

Ltd

640

1,057,501

Verizon

Communications,

Inc

47,492

527,173

Vodacom

Group

Ltd

3,340

21,586,032

Vodafone

Group

plc

21,633

18,437,522

(a)

Vodafone

Idea

Ltd

2,278

6,429,643

Vodafone

Qatar

QSC

3,320

4,107,900

Axiata

Tbk

621

TOTAL

TELECOMMUNICATION

SERVICES

1,390,629

TRANSPORTATION

1.6%

189,532

Abu

Dhabi

Aviation

330

457,993

Adani

Ports

Special

Economic

Zone

Ltd

7,909

29,186

Aegean

Airlines

S.A.

355

71,976

Aena

SME

S.A.

15,811

33,599

Aeroports

Paris

4,315

2,560,898

Agility

Global

PLC

851

1,288,031

Agility

Public

Warehousing

KSC

924

1,899,249

Air

Arabia

PJSC

1,417

149,592

(a)

Air

Canada

1,813

202,929

(a)

Air

China

Ltd

226

83,888

(a),(b)

Air

France-KLM

840

1,414,105

Air

New

Zealand

Ltd

476

3,519,188

Airports

Thailand

PCL

6,977

86,020

(a)

Alaska

Air

Group,

Inc

3,889

35,695

All

Nippon

Airways

Ltd

764

230,776

Allcargo

Logistics

Ltd

179

11,500

Alps

Logistics

Ltd

461

5,274

(a),(b)

Amerco,

Inc

409

448,738

(a)

American

Airlines

Group,

Inc

5,044

2,881,500

(a)

ANE

Cayman,

Inc

3,077

370,000

Anhui

Expressway

Ltd

449

2,782

Moller

Maersk

(Class

4,509

4,378

Moller

Maersk

(Class

7,367

598,910

(a)

Aramex

PJSC

366

148,654

ArcBest

Corp

16,122

3,686,500

(a)

Asia

Aviation

PCL

315

24,385

(a)

Asiana

Airlines,

Inc

176

27,489

Athens

International

Airport

S.A.

233

834,099

Atlas

Arteria

Ltd

2,811

1,154,123

Auckland

International

Airport

Ltd

5,477

123

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

1,218,991

Aurizon

Holdings

Ltd

2,966

11,786

(b)

Avis

Budget

Group,

Inc

1,032

27,850

AZ-COM

MARUWA

Holdings,

Inc

224

206,900

(a)

Azul

S.A.

237

641,900

Bangkok

Airways

PCL

492

5,274,362

Bangkok

Expressway

Metro

PCL

1,337

1,262,000

(a)

Beijing

Capital

International

Airport

Ltd

466

1,258,900

Beijing-Shanghai

High

Speed

Railway

Ltd

1,078

70,208

Belships

ASA

132

564,170

(a)

Blade

Air

Mobility,

Inc

1,659

4,426

Blue

Dart

Express

Ltd

433

89,994

(b)

bpost

S.A.

257

5,484,600

BTS

Group

Holdings

PCL

764

514,523

Canadian

National

Railway

60,250

792,726

Canadian

Pacific

Railway

Ltd

67,799

880,000

(b)

Canggang

Railway

Ltd

110

6,654

(b)

Cargojet,

Inc

680

59,960

(b)

Cathay

Pacific

Airways

Ltd

671,215

Central

Japan

Railway

15,498

158,383

Robinson

Worldwide,

Inc

17,481

1,115,000

China

Airlines

757

437,500

(a)

China

Eastern

Airlines

Corp

Ltd

256

268,100

China

Merchants

Expressway

Network

Technology

Holdings

Ltd

481

614,667

China

Merchants

Holdings

International

Ltd

974

283,159

(a)

China

Southern

Airlines

Ltd

(Class

262

622,772

Cia

Concessoes

Rodoviarias

1,383

46,366

Cia

Distribucion

Integral

Logista

Holdings

S.A.

1,396

6,512

Logistics

Corp

462

22,724

Clarkson

plc

1,118

1,709,700

ComfortDelgro

Corp

Ltd

2,010

211,693

Container

Corp

India

Ltd

2,317

630,600

(a),(b)

Controladora

Vuela

Cia

Aviacion

SAB

C.V.

398

838,000

COSCO

Pacific

Ltd

505

689,615

COSCO

SHIPPING

Holdings

Ltd

1,530

2,525,309

COSCO

SHIPPING

Holdings

Ltd

4,220

1,612,000

COSCO

SHIPPING

International

Hong

Kong

Ltd

842

40,000

Costamare,

Inc

629

33,760

Covenant

Logistics

Group,

Inc

1,784

1,973,911

CSX

Corp

68,159

67,121

CTT-Correios

Portugal

S.A.

328

132,629

D/S

Norden

5,508

552,300

Daqin

Railway

Ltd

538

552,280

(a)

Delhivery

Ltd

2,800

1,351,391

Delta

Air

Lines,

Inc

68,637

581,122

Deutsche

Lufthansa

AG.

4,256

2,411,657

Deutsche

Post

AG.

107,576

21,406

Dfds

A.S.

548

399,622

DSV

82,246

161,965

Dubai

Taxi

PJSC

119

1,373,072

East

Japan

Railway

27,250

227,799

easyJet

plc

1,586

195,400

EcoRodovias

Infraestrutura

Logistica

S.A.

248

215,133

Enav

S.p.A

955

1,115,000

Eva

Airways

Corp

1,320

445,000

Evergreen

International

Storage

Transport

Corp

436

838,013

Evergreen

Marine

Corp

Taiwan

Ltd

5,326

16,237

(b)

Exchange

Income

Corp

617

96,786

Expeditors

International

Washington,

Inc

12,718

83,095

Farglory

Investment

Holding

Ltd

125

167,451

FedEx

Corp

45,828

95,848

(a),(b)

Finnair

Oyj

272

468,684

Firstgroup

plc

916

Stock

124

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

15,188

(b)

Flughafen

Zuerich

AG.

3,654

27,979

(a),(b)

Fraport

AG.

Frankfurt

Airport

Services

Worldwide

1,561

15,660

Fukuyama

Transporting

Ltd

417

163,242

Gateway

Distriparks

Ltd

178

289,368

Getlink

S.E.

5,161

2,172,227

(a)

GMR

Infrastructure

Ltd

2,439

110,000

Golden

Ocean

Group

Ltd

1,471

1,771,100

(a)

Grab

Holdings

Ltd

6,730

29,459,695

(a)

Grab

Holdings

Ltd

111,947

519,213

Grindrod

Ltd

454

229,000

Grupo

Aeroportuario

del

Centro

Norte

Sab

C.V.

1,935

324,889

(b)

Grupo

Aeroportuario

del

Pacifico

S.A.

C.V.

Shares)

5,641

151,518

Grupo

Aeroportuario

del

Sureste

S.A.

C.V.

(Class

4,289

302,100

(a),(b),(c)

Grupo

Traxion

SAB

C.V.

309

111,500

Guangzhou

Baiyun

International

Airport

Ltd

165

248,552

Gujarat

Pipavav

Port

Ltd

652

284,449

(a)

Gulf

Navigation

Holding

PJSC

472

243,579

Gulf

Warehousing

232

80,471

(a)

GXO

Logistics,

Inc

4,190

532,500

(a)

Hainan

Airlines

Holding

Ltd

148,000

(a),(b)

Hainan

Meilan

International

Airport

Ltd

167

41,600

Hamakyorex

Ltd

362

5,843

Hamburger

Hafen

und

Logistik

AG.

109

18,172

Hamburger

Hafen

und

Logistik

AG.

328

102,400

(a),(b),(c)

Hangzhou

Intra-City

Industrial

Ltd

152

9,072

Hanjin

Kal

Corp

567

45,578

Hankyu

Hanshin

Holdings,

Inc

1,408

513,310

Heartland

Express,

Inc

6,303

373,900

(a)

Hidrovias

Brasil

S.A.

235

12,795

(b)

Himalaya

Shipping

Ltd

111

99,917

HMM

Ltd

1,415

94,314

Hoegh

Autoliners

ASA

1,211

349,452

Hub

Group,

Inc

(Class

15,883

4,379,651

Hutchison

Port

Holdings

Trust

661

31,258

Hyundai

Glovis

Ltd

2,912

2,121

(a)

Logistics

Group

895

53,638

Iino

Kaiun

Kaisha

Ltd

473

148,284

(a),(c)

InterGlobe

Aviation

Ltd

8,458

880,795

International

Container

Term

Services,

Inc

6,383

490,893

International

Distributions

Services

plc

2,247

1,566,242

Japan

Airlines

Ltd

27,393

48,800

Japan

Airport

Terminal

Ltd

1,761

1,833,700

Jasa

Marga

Persero

Tbk

597

51,925

Jazeera

Airways

KSCP

170

56,297

Hunt

Transport

Services,

Inc

9,702

1,932,900

(a),(c)

Logistics,

Inc

3,403

21,571

(a)

Jeju

Air

Ltd

148

135,212

JET2

plc

2,538

496,915

Jiangsu

Express

502

17,707

(a)

Jin

Air

Ltd

137

19,000

Julio

Simoes

Logistica

S.A.

55,800

Juneyao

Airlines

Ltd

107

65,500

Kamigumi

Ltd

1,498

78,400

(b)

Kawasaki

Kisen

Kaisha

Ltd

1,222

172,100

(b)

Keihin

Electric

Express

Railway

Ltd

1,405

77,400

Keio

Corp

1,847

160,900

(b)

Keisei

Electric

Railway

Ltd

4,797

120,764

(b)

Kelsian

Group

Ltd

343

260,509

Kerry

Logistics

Network

Ltd

290

137,000

Kerry

Logistics

Ltd

172

129,200

(b)

Kintetsu

Corp

3,218

136,623

(a)

Kirby

Corp

16,727

125

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

107,271

Knight-Swift

Transportation

Holdings,

Inc

5,787

16,468

Konoike

Transport

Ltd

288

110,380

(a)

Korea

Line

Corp

174

62,177

Korean

Air

Lines

Ltd

1,067

46,306

Kuehne

Nagel

International

AG.

12,652

108,200

Kyushu

Railway

3,113

123,116,729

Lan

Airlines

S.A.

1,584

24,384

Landstar

System,

Inc

4,605

558,200

Liaoning

Port

Ltd

117

363,442

Localiza

Rent

Car

2,735

10,445

Lotte

Rental

Ltd

242

11,557

(a)

Lumi

Rental

251

426,399

(a)

Lyft,

Inc

(Class

5,437

35,500

(c)

Mahindra

Logistics

Ltd

204

751,135

Malaysia

Airports

Holdings

Bhd

1,905

101,140

Marten

Transport

Ltd

1,790

8,530

Maruzen

Showa

Unyu

Ltd

326

1,572,840

MISC

Bhd

2,977

39,828

Mitsubishi

Logistics

Corp

1,460

67,900

(b)

Mitsui

OSK

Lines

Ltd

2,351

14,014

Mitsui-Soko

Ltd

607

92,600

(a)

Movida

Participacoes

S.A.

105

1,241,377

MPC

Container

Ships

ASA

2,869

1,311,189

MTR

Corp

4,901

69,963

Mullen

Group

Ltd

736

581,100

Nagoya

Railroad

Ltd

7,054

79,527

Nankai

Electric

Railway

Ltd

1,310

353,102

National

Express

Group

plc

347

49,300

Nippon

Express

Holdings,

Inc

2,597

72,498

Nippon

Konpo

Unyu

Soko

Ltd

958

262,069

(b)

Nippon

Yusen

Kabushiki

Kaisha

9,626

48,000

Nishi-Nippon

Railroad

Ltd

767

544,334

Norwegian

Air

Shuttle

667

4,679

(a)

NTG

Nordic

Transport

Group

A.S.

200

225,700

(b)

Odakyu

Electric

Railway

Ltd

2,517

53,401

Odfjell

718

27,261

Oesterreichische

Post

AG.

911

134,693

Old

Dominion

Freight

Line

26,755

128,500

Orient

Overseas

International

Ltd

1,808

45,076,290

Pacific

Basin

Shipping

Ltd

14,204

205,821

Pan

Ocean

Ltd

629

65,510

Pangaea

Logistics

Solutions

Ltd

474

164,882

(a)

Pegasus

Hava

Tasimaciligi

AS.

1,149

15,110

(a)

Proficient

Auto

Logistics,

Inc

214

145,082

Promotora

Operadora

Infraestructura

SAB

C.V.

1,366

748,721

(a)

Qantas

Airways

Ltd

3,822

700,430

Qatar

Navigation

QSC

2,170

1,306,290

Qube

Holdings

Ltd

3,545

829,546

Redde

Northgate

plc

4,273

3,681,200

Regional

Container

Lines

PCL

3,061

899,632

(a)

Reysas

Tasimacilik

Lojistik

Ticaret

AS.

326

1,047,246

Rumo

S.A.

3,845

162,540

(a)

RXO,

Inc

4,551

29,213

Ryder

System,

Inc

4,259

61,497

Sagami

Railway

Ltd

1,024

18,155

(a)

Saia,

Inc

7,938

(a),(d)

SAir

Group

12,940

Sakai

Moving

Service

Ltd

227

20,075

SAL

Saudi

Logistics

Services

1,569

323,950

Sankyu,

Inc

10,941

392,300

Santos

Brasil

Participacoes

S.A.

1,063

65,719

Saudi

Ground

Services

906

Stock

126

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

33,012

Saudi

Industrial

Services

270

49,777

(a)

Saudi

Public

Transport

286

11,204

SBS

Holdings,

Inc

213

32,179

Schneider

National,

Inc

918

177,900

Seibu

Holdings,

Inc

3,958

84,906

(b)

Seino

Holdings

Corp

1,428

83,496

(b)

Senko

Ltd

728

122,839

Holding

Ltd

778

264,750

Holdings

Ltd

2,840

60,096

Shanghai

International

Airport

Ltd

327

114,060

Shanghai

International

Port

Group

Ltd

105

1,065,500

Shenzhen

International

Holdings

Ltd

944

4,827

Shenzhen

Investment

Holdings

Bay

Area

Development

Ltd

102,060

(b)

Shinwa

Kaiun

Kaisha

Ltd

3,235

1,979,650

Shipping

Corp

India

Ltd

6,168

176,600

SIA

Engineering

Ltd

332

558,000

Sichuan

Expressway

Ltd

234

279,400

(a)

SIMPAR

S.A.

287

227,000

Sincere

Navigation

Corp

215

1,076,173

(b)

Singapore

Airlines

Ltd

5,681

738,124

Singapore

Airport

Terminal

Services

Ltd

2,073

1,316,619

Singapore

Post

Ltd

476

1,151,000

SITC

International

Holdings

Ltd

3,087

10,578

Sixt

AG.

774

13,648

Sixt

AG.

(Preference)

796

409,626

Southwest

Airlines

12,137

162,741

(a)

SpiceJet

Ltd

124

23,700

Spring

Airlines

Ltd

207

51,898

Stolt-Nielsen

Ltd

1,918

40,383

Sumitomo

Warehouse

Ltd

760

8,832

(a)

Svitzer

A.S.

369

64,000

T3EX

Global

Holdings

Corp

180

1,272,501

Taiwan

High

Speed

Rail

Corp

1,187

150,087

(a)

TAV

Havalimanlari

Holding

1,096

7,889

TCI

Express

Ltd

103

68,298

(b)

TFI

International,

Inc

9,355

16,586

Theeb

Rent

Car

346

250,535

(b)

TNT

350

131,500

Tobu

Railway

Ltd

2,297

99,860

Tokyu

Corp

1,293

5,648,600

(a),(d)

Trada

Alam

Minera

Tbk

5,907

(b)

Trancom

Ltd

441

875,700

Transcoal

Pacific

Tbk

403

26,549

Transport

Corp

India

Ltd

339

2,611,761

Transurban

Group

23,597

475,693

(a)

Turk

Hava

Yollari

3,957

30,859

(a)

TVS

Supply

Chain

Solutions

Ltd

64,570

(a)

Tway

Air

Ltd

151

3,168,718

(a)

Uber

Technologies,

Inc

238,161

68,749

U-Haul

Holding

4,950

341,000

U-Ming

Marine

Transport

Corp

601

1,459,784

Union

Pacific

Corp

359,808

224,450

(a)

United

Airlines

Holdings,

Inc

12,807

27,314

United

International

Transportation

635

691,476

United

Parcel

Service,

Inc

(Class

94,276

345,600

Vamos

Locacao

Caminhoes

Maquinas

Equipamentos

S.A.

419

67,336

(a),(d)

Virgin

Australia

Holdings

Pty

Ltd

30,917

(a)

VRL

Logistics

Ltd

208

93,461

Wallenius

Wilhelmsen

ASA

1,096

265,350

Wan

Hai

Lines

Ltd

819

689,700

(a)

WCE

Holdings

Bhd

136

86,900

West

Japan

Railway

1,650

127

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

60,527

(b)

Westshore

Terminals

Investment

Corp

1,085

107,880

(a),(b)

Wheels

Experience,

Inc

261

154,300

Wilson

Sons

Holdings

Brasil

S.A.

487

318,000

Wisdom

Marine

Lines

Ltd

767

78,371

(a)

XPO,

Inc

8,426

1,180,436

(b)

Yamato

Transport

Ltd

13,442

1,464,000

Yang

Ming

Marine

Transport

3,187

75,759

YTO

Express

Group

Ltd

191

922,000

Yuexiu

Transport

Infrastructure

Ltd

448

888,415

Zhejiang

Expressway

Ltd

619

73,627

ZIM

Integrated

Shipping

Services

Ltd

1,889

177,200

ZTO

Express

Cayman,

Inc

4,427

TOTAL

TRANSPORTATION

2,040,477

UTILITIES

2.7%

4,199,815

A2A

S.p.A.

9,701

24,034

Acciona

S.A.

3,410

589,425

ACEA

S.p.A.

11,535

7,797,000

ACEN

Corp

749

123,923

ACWA

Power

16,356

268,564

(a)

Adani

Green

Energy

Ltd

6,091

660,993

(a)

Adani

Power

Ltd

5,173

160,823

AES

Brasil

Energia

S.A.

344

526,263

AES

Corp

10,557

1,572,249

AGL

Energy

Ltd

12,846

2,182,532

Aguas

Andinas

S.A.

675

634,800

Ahlatci

Dogal

Gaz

Dagitim

Enerji

Yatirim

AS.

275

282,547

(a)

Akfen

Yenilenebilir

Enerji

AS.

156

79,153

Aksa

Enerji

Uretim

700,634

(b)

Algonquin

Power

Utilities

Corp

3,828

11,830

(a)

AlKhorayef

Water

Power

Technologies

511

251,429

Allete,

Inc

16,139

3,906,453

Alliant

Energy

Corp

237,083

252,622

(b)

AltaGas

Ltd

6,254

124,167

Alupar

Investimento

S.A.

696

1,444,169

Ameren

Corp

126,307

1,597,124

American

Electric

Power

Co,

Inc

163,865

37,730

American

States

Water

3,143

1,130,017

APA

Group

6,048

27,719

Ascopiave

S.p.A.

222,947

Atco

Ltd

7,896

37,711

Athens

Water

Supply

Sewage

S.A.

241

1,319,150

Auren

Energia

S.A.

2,533

42,370

Aygaz

187

483,900

Grimm

Power

PCL

358

477,600

Banpu

Power

PCL

196

982,000

BCPG

PCL

220

254,679

Beijing

Enterprises

Holdings

Ltd

906

2,034,586

Beijing

Enterprises

Water

Group

Ltd

631

1,328,000

Beijing

Jingneng

Clean

Energy

Ltd

347

20,199

BKW

AG.

3,663

549,556

Black

Hills

Corp

33,589

69,937

Boralex,

Inc

1,861

92,558

(b)

Brookfield

Infrastructure

Corp

4,019

92,628

(b)

Brookfield

Renewable

Corp

3,025

114,246

(b)

Brookfield

Renewable

Corp

3,730

2,440,158

(a)

Can2

Termik

AS.

114

113,181

(b)

Canadian

Utilities

Ltd

3,005

407,000

(b)

Canvest

Environmental

Protection

Group

Ltd

234

478,140

(b)

Capital

Power

Corp

17,383

437,100

Centerpoint

Energy,

Inc

12,859

972,451

Centrais

Eletricas

Brasileiras

S.A.

7,024

179,639

Centrais

Eletricas

Brasileiras

S.A.

1,441

Stock

128

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UTILITIES

(continued)

107,953

Centrica

plc

169

488,054

CESC

Ltd

1,174

143,734

CEZ

5,588

910,000

(b)

CGN

New

Energy

Holdings

Ltd

300

1,154,300

CGN

Power

Ltd

738

5,179,000

(c)

CGN

Power

Ltd

1,989

2,044,000

(b)

China

Datang

Corp

Renewable

Power

Ltd

560

1,168,165

China

Gas

Holdings

Ltd

1,079

1,363,044

China

Longyuan

Power

Group

Corp

Ltd

1,221

540,300

China

National

Nuclear

Power

Ltd

855

1,927,847

China

Power

International

Development

Ltd

915

415,012

China

Resources

Gas

Group

Ltd

1,661

826,373

China

Resources

Power

Holdings

2,228

1,510,400

China

Three

Gorges

Renewables

Group

Ltd

1,038

742,000

China

Water

Affairs

Group

Ltd

495

650,901

China

Yangtze

Power

Ltd

2,788

592,891

Chubu

Electric

Power

Co,

Inc

6,968

1,069,600

(b)

Chugoku

Electric

Power

Co,

Inc

7,325

376,501

Cia

Saneamento

Basico

Estado

Sao

Paulo

6,248

145,300

Cia

Saneamento

Minas

Gerais

Copasa

615

278,100

Cia

Saneamento

Parana

304

107,000

Cia

Saneamento

Parana

579

1,546,422

Cia

Energetica

Minas

Gerais

3,236

881,700

Cia

Paranaense

Energia

1,649

534,388

Infrastructure

Holdings

Ltd

3,635

1,921,700

Power

PCL

222

103,072

Clearway

Energy,

Inc

(Class

2,934

56,182

Clearway

Energy,

Inc

(Class

1,724

1,387,048

CLP

Holdings

Ltd

12,126

6,699,123

Colbun

S.A.

907

5,840,000

Concord

New

Energy

Group

Ltd

426

69,744

Consolidated

Edison,

Inc

7,262

278,521

Constellation

Energy

Corp

72,421

623,783

Contact

Energy

Ltd

3,238

161,300

CPFL

Energia

S.A.

1,005

811,900

Datang

International

Power

Generation

Ltd

342

132,839

Dominion

Energy,

Inc

7,677

2,086,641

Drax

Group

plc

17,965

1,428,600

Duke

Energy

Corp

164,718

1,036,479

E.ON

AG.

15,435

42,990

Edison

International

3,744

232,593

(b)

EDP

Renovaveis

S.A.

4,058

485,700

(b)

Electric

Power

Development

8,122

161,300

Electricity

Generating

PCL

617

757

Elia

Group

S.A.

245,033

(b)

Emera,

Inc

9,655

1,693,937

Emirates

Central

Cooling

Systems

Corp

798

158,244

Enagas

2,427

83,300

(a)

Encavis

AG.

1,611

6,525

Endesa

S.A.

143

189,861

Enea

S.A.

565

27,137,183

Enel

Chile

S.A.

1,494

14,597,243

Enel

S.p.A.

116,600

1,460,540

Energias

Portugal

S.A.

6,661

178,278

Energisa

S.A.

1,466

224,948

Energix-Renewable

Energies

Ltd

815

1,475,200

Energy

Absolute

PCL

406

193,515

(c)

Enerjisa

Enerji

AS.

335

17,293,641

Enersis

S.A.

1,765

31,261

Enerya

Enerji

AS.

193

121,448

Engie

Brasil

Energia

S.A.

946

444,198

(a)

Engie

Energia

Chile

S.A.

430

129

DESCRIPTION

VALUE

(000)

UTILITIES

(continued)

1,153,148

Engie

S.A.

19,940

95,460

(a)

Enlight

Renewable

Energy

Ltd

1,604

322,435

ENN

Energy

Holdings

Ltd

2,422

133,500

ENN

Natural

Gas

Ltd

390

58,122

(a)

Equatorial

Energia

S.A.

347

901,590

Equatorial

Energia

S.A.

5,379

42,456

ERG

S.p.A.

1,164

1,379,209

Evergy,

Inc

85,525

3,084,854

Eversource

Energy

209,924

28,662

EVN

AG.

904

53,572

Exelon

Corp

2,172

109,746

(a)

Fersa

Energias

Renovables

S.A.

228

1,153,461

FirstEnergy

Corp

51,156

419,002

Fortis,

Inc

19,038

287,180

(b)

Fortum

Oyj

4,726

2,084,313

GAIL

India

Ltd

5,975

197,700

Gas

Malaysia

Bhd

182

587,200

Power

Development

Ltd

456

55,210

Genie

Energy

Ltd

897

34,263

(a)

Greenvolt-Energias

Renovaveis

S.A.

317

11,381

(a),(b)

Grenergy

Renovables

S.A.

483

1,333,210

Guangdong

Investments

Ltd

891

108,586

Gujarat

Gas

Ltd

801

229,921

Gujarat

State

Petronet

Ltd

1,165

2,419,327

Gulf

Energy

Development

PCL

4,258

3,863,300

Gunkul

Engineering

PCL

346

32,795

Renewable

Energy

Ltd

273

648,418

Hera

S.p.A.

2,587

137,393

(b)

Hokkaido

Electric

Power

Co,

Inc

925

134,577

(b)

Hokuriku

Electric

Power

866

314,366

Holding

ADMIE

IPTO

S.A.

828

9,433,398

Hong

Kong

China

Gas

Ltd

7,705

1,171,788

Hong

Kong

Electric

Holdings

Ltd

7,470

296,319

Huadian

Power

International

Corp

Ltd

(Class

252

269,100

Huaneng

Lancang

River

Hydropower,

Inc

441

228,366

Huaneng

Power

International,

Inc

249

1,778,751

Huaneng

Power

International,

Inc

1,086

280,648

Hydro

One

Ltd

9,728

5,231,260

Iberdrola

S.A.

80,871

194,190

Indraprastha

Gas

Ltd

1,294

195,623

(b)

Innergex

Renewable

Energy,

Inc

1,514

1,027,900

(a),(d)

Inter

Far

East

Energy

Corp

370,853

Interconexion

Electrica

S.A.

ESP

1,506

438,710

Inversiones

Aguas

Metropolitanas

S.A.

344

613,389

Iride

S.p.A.

1,392

333,592

(b)

Italgas

S.p.A

2,017

49,000

J&V

Energy

Technology

Ltd

372

2,886,272

(a)

Jaiprakash

Power

Ventures

Ltd

628

306,313

JSW

Energy

Ltd

2,677

49,700

(a)

K&O

Energy

Group,

Inc

1,118

640,463

Kansai

Electric

Power

Co,

Inc

10,614

5,000

(b)

Kasumigaseki

Capital

Ltd

524

15,611

Kenon

Holdings

Ltd

440

2,833,015

Keppel

Infrastructure

Trust

1,026

105,830

Korea

Electric

Power

Corp

1,654

23,072

Korea

Gas

Corp

818

36,588

(c)

KPI

Green

Energy

Ltd

376

317,500

Kyushu

Electric

Power

Co,

Inc

3,471

43,248

Mahanagar

Gas

Ltd

1,002

4,014,700

Malakoff

Corp

Bhd

921

266,852

Manila

Electric

2,087

765,300

Manila

Water

Co,

Inc

363

Stock

130

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UTILITIES

(continued)

369,300

Mega

First

Corp

BHD

395

608,878

Mercury

Ltd

2,501

1,121,129

Meridian

Energy

Ltd

4,227

28,730

MGE

Energy,

Inc

2,627

583,257

National

Central

Cooling

PJSC

480

30,719

National

Gas

Industrialization

868

10,954,396

National

Grid

plc

151,423

53,319

(c)

Neoen

S.A.

2,313

44,470

New

Jersey

Resources

Corp

2,099

6,691,312

NextEra

Energy,

Inc

565,617

2,702,941

NHPC

Ltd

3,056

84,287

Nippon

Gas

Ltd

1,355

247,738

NLC

India

Ltd

836

182,590

(b)

Northland

Power

Income

Fund

3,150

229,640

NorthWestern

Corp

13,140

323,245

NRG

Energy,

Inc

29,448

3,780,894

NTPC

Ltd

19,950

152,801

(b)

Okinawa

Electric

Power

Co,

Inc

1,107

70,630

ONE

Gas,

Inc

5,256

76,174

(a)

OPC

Energy

Ltd

617

1,455,976

Origin

Energy

Ltd

10,086

85,020

Ormat

Technologies,

Inc

6,541

161,978

Orsted

10,728

311,980

Osaka

Gas

Ltd

7,036

15,267

Otter

Tail

Corp

1,193

16,411

(a)

Nofar

Energy

Ltd

384

217,958

Pennon

Group

plc

1,725

732,678

Petronas

Gas

BHD

3,198

1,657,051

PG&E

Corp

32,760

694,581

(a)

PGE

Polska

Grupa

Energetyczna

S.A.

1,298

201,112

(b)

Pinnacle

West

Capital

Corp

17,816

240,000

Portland

General

Electric

11,496

62,583

Power

Water

Utility

for

Jubail

Yanbu

1,006

4,086,036

Power

Grid

Corp

India

Ltd

17,233

46,789,400

Perusahaan

Gas

Negara

Persero

Tbk

4,431

1,929,476

PTC

India

Ltd

4,823

175,397

Public

Power

Corp

2,351

34,076

(a)

Pure

Cycle

Corp

367

346,924

Qatar

Electricity

Water

QSC

1,505

584,200

Ratch

Group

PCL

584

1,741,908

(a)

RattanIndia

Power

Ltd

318

8,368

Redeia

Corp

S.A.

163

284,848

Redes

Energeticas

Nacionais

S.A.

766

2,204,238

(a)

Reliance

Energy

Ltd

8,837

2,077,424

(a)

Reliance

Power

Ltd

1,208

32,300

(a),(b)

RENOVA,

Inc

228

62,753

Rubis

S.C.A

1,714

2,490,832

RWE

AG.

90,748

19,600

Saibu

Gas

Ltd

250

727,555

Saudi

Electricity

3,234

92,869

(c)

Scatec

ASA

730

307,280

Scottish

Southern

Energy

plc

7,745

217,200

SDIC

Power

Holdings

Ltd

525

757,900

SembCorp

Industries

Ltd

3,258

356,635

Sempra

Energy

29,825

156,600

(a)

Serena

Energia

S.A.

235

562,194

Severn

Trent

plc

19,904

558,685

Shamal

Az-Zour

Al-Oula

for

the

First

Phase

Az-Zour

Power

Plant

KSC

271

41,400

Shanghai

Electric

Power

Ltd

225,300

Shenergy

Ltd

272

128,088

Shenzhen

Energy

Group

Ltd

127

120,042

Shikoku

Electric

Power

Co,

Inc

1,068

131

DESCRIPTION

VALUE

(000)

UTILITIES

(continued)

76,000

Shinfox

Energy

Ltd

326

130,410

Shizuoka

Gas

Ltd

966

133,200

Sichuan

Chuantou

Energy

Ltd

358

552,484

SJVN

Ltd

873

13,270

SJW

Corp

771

41,402

Snam

Rete

Gas

S.p.A.

211

63,023

(a),(b)

Solaria

Energia

Medio

Ambiente

S.A.

805

128,000

(a),(d)

Sound

Global

Ltd

2,238,023

Southern

201,825

331,710

Spire,

Inc

22,321

2,635,788

(b)

Superior

Plus

Corp

14,500

1,411,100

Synergy

Grid

Development

Phils,

Inc

235

395,213

Taiwan

Cogeneration

Corp

565

1,272,363

Tata

Power

Ltd

7,316

899,941

(a)

Tauron

Polska

Energia

S.A.

783

54,887

Telecom

Plus

plc

1,356

2,301,704

Tenaga

Nasional

BHD

8,070

46,105

Terna

Energy

S.A.

1,001

28,900

Terna

Rete

Elettrica

Nazionale

S.p.A.

260

56,100

Toho

Gas

Ltd

1,556

355,800

Tohoku

Electric

Power

Co,

Inc

3,410

1,385,151

(a)

Tokyo

Electric

Power

Co,

Inc

6,143

356,110

Tokyo

Gas

Ltd

8,295

146,965

Torrent

Power

Ltd

3,292

907,000

(b)

Towngas

Smart

Energy

Ltd

379

2,315,000

TPI

Polene

Power

PCL

222

211,521

TransAlta

Corp

2,193

144,200

Transmissora

Alianca

Energia

Eletrica

906

1,147,700

TTW

PCL

333

863,782

United

Utilities

Group

plc

12,110

983

Unitil

Corp

26,461

(a)

Tech

Wabag

Ltd

478

1,397,960

Veolia

Environnement

46,025

64,369

Verbund

AG.

5,326

468,899

Vistra

Corp

55,583

28,917

(a),(b)

Voltalia

S.A.

277

1,121,632

WEC

Energy

Group,

Inc

107,879

17,430

(b)

West

Holdings

Corp

337

1,292,600

Wintime

Energy

Group

Ltd

245

1,377,280

(b)

Xinyi

Energy

Holdings

Ltd

169

3,049,500

YTL

Corp

BHD

1,866

2,260,800

YTL

Power

International

BHD

2,017

799,800

Zhejiang

Zheneng

Electric

Power

Ltd

763

350,000

(b)

Zhongyu

Energy

Holdings

Ltd

203

1,446,287

(a)

Zorlu

Enerji

Elektrik

Uretim

179

TOTAL

UTILITIES

3,483,504

TOTAL

COMMON

STOCKS

(Cost

$99,552,566)

129,086,911

DESCRIPTION

VALUE

(000)

INVESTMENT

COMPANIES

0.4%

4,101,049

iShares

Core

MSCI

EAFE

ETF

320,087

2,391,899

iShares

Core

MSCI

Emerging

Markets

ETF

137,319

2,800

iShares

Core

S&P

500

ETF

1,615

783,337

(b)

iShares

MSCI

Canada

ETF

32,524

27,500

(b)

iShares

MSCI

EAFE

ETF

2,300

6,580

(b)

iShares

Russell

2000

ETF

1,453

4,500

SPDR

S&P

500

ETF

Trust

2,582

130,430

(b)

SPDR

S&P

Biotech

ETF

12,887

TOTAL

INVESTMENT

COMPANIES

(Cost

$439,668)

510,767

Stock

132

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

EXPIRATION

DATE

VALUE

(000)

RIGHTS/WARRANTS

0.0%

CAPITAL

GOODS

0.0%

140,726

(d)

Fletcher

Building

Ltd

02/14/25

26,206

(b),(d)

Webuild

S.p.A

08/02/30

TOTAL

CAPITAL

GOODS

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

0.0%

843,595

Hektas

Ticaret

TAS

200

17,850

(d)

LOTTE

Reit

Ltd

11/05/24

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

203

FINANCIAL

SERVICES

0.0%

1,059

Magellan

Financial

Group

Ltd

04/16/27

TOTAL

FINANCIAL

SERVICES

MEDIA

ENTERTAINMENT

0.0%

428,080

(d)

VGI

PCL

12/31/25

TOTAL

MEDIA

ENTERTAINMENT

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

0.0%

12,599

(d)

Chinook

Therapeutics,

Inc

24,100

(d)

Kangmei

Pharmaceutical

Ltd

12/31/28

20,027

(b),(d)

Tobira

Therapeutics,

Inc

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.0%

11,269

(b)

Montea

10/31/24

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

SOFTWARE

SERVICES

0.0%

19,369

(d)

Constellation

Software,

Inc

08/22/28

100

TOTAL

SOFTWARE

SERVICES

100

TRANSPORTATION

0.0%

1,218,800

(d)

BTS

Group

Holdings

PCL

10/21/24

TOTAL

TRANSPORTATION

TOTAL

RIGHTS/WARRANTS

(Cost

$734)

355

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$99,993,177)

129,598,239‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

0.5%

GOVERNMENT

AGENCY

DEBT

0.0%

5,000,000

Federal

Farm

Credit

Bank

(FFCB)

.000

10/11/24

4,993

147,000

FFCB

.000

01/13/25

145

1,600,000

Federal

Home

Loan

Bank

(FHLB)

.000

10/04/24

1,599

10,000,000

FHLB

.000

10/09/24

9,988

5,085,000

FHLB

.000

11/08/24

5,060

10,000,000

FHLB

.000

11/13/24

9,945

1,288,000

FHLB

.000

11/22/24

1,279

3,000,000

FHLB

.000

12/12/24

2,973

153,000

FHLB

.000

01/13/25

151

14,839,000

Federal

National

Mortgage

Association

(FNMA)

.625

10/15/24

14,820

TOTAL

GOVERNMENT

AGENCY

DEBT

50,953

REPURCHASE

AGREEMENT

0.3%

312,250,000

(g)

Bank

New

York

Mellon

.860

10/01/24

312,250

TOTAL

REPURCHASE

AGREEMENT

312,250

TREASURY

DEBT

0.2%

10,000,000

United

States

Treasury

Bill

.000

10/03/24

9,997

60,000,000

United

States

Treasury

Bill

.000

10/15/24

59,891

100,000,000

United

States

Treasury

Bill

.000

10/17/24

99,791

26,000,000

United

States

Treasury

Bill

.000

10/22/24

25,929

70,460,000

United

States

Treasury

Bill

.000

10/29/24

70,200

13,640,000

United

States

Treasury

Bill

.000

11/26/24

13,541

TOTAL

TREASURY

DEBT

279,349

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$642,498)

642,552

133

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.6%

CERTIFICATE

DEPOSIT

0.0%

2,000,000

Australia

and

New

Zealand

Banking

Group

.390

10/11/24

2,000

4,500,000

Australia

and

New

Zealand

Banking

Group

.020

12/04/24

4,500

5,000,000

Canadian

Imperial

Bank

Commerce

.070

11/04/24

5,000

5,000,000

Canadian

Imperial

Bank

Commerce

.800

11/12/24

5,000

5,000,000

Canadian

Imperial

Bank

Commerce

.500

12/06/24

5,000

500,000

Canadian

Imperial

Bank

Commerce

.330

01/10/25

500

7,200,000

Canadian

Imperial

Bank

Commerce

.100

06/04/25

7,200

5,000,000

Canadian

Imperial

Bank

Commerce

.190

09/25/25

5,000

4,250,000

Citibank

.100

06/23/25

4,250

5,000,000

Citibank

.170

09/19/25

5,000

5,000,000

Citibank

.180

10/27/25

5,000

5,000,000

ING

Funding

LLC

.130

02/10/25

5,000

5,000,000

Lloyds

Bank

PLC

.120

12/16/24

5,000

10,000,000

MUFG

Bank

Ltd

.070

10/25/24

10,000

9,000,000

MUFG

Bank

Ltd

.050

11/15/24

9,000

4,100,000

MUFG

Bank

Ltd

.040

01/17/25

4,100

5,000,000

MUFG

Bank

Ltd

.040

01/21/25

5,025

5,000,000

National

Australia

Bank

Ltd

.020

10/01/24

5,000

5,000,000

National

Australia

Bank

Ltd

.090

12/05/24

5,000

9,000,000

National

Australia

Bank

Ltd

.100

02/14/25

9,000

9,000,000

Natixis

.120

06/05/25

9,000

2,475,000

Nordea

Bank

.110

02/27/25

2,476

153,000

Nordea

Bank

.140

03/21/25

153

4,500,000

Royal

Bank

Canada

.110

01/22/25

4,500

10,000,000

Royal

Bank

Canada

.100

02/18/25

10,000

TOTAL

CERTIFICATE

DEPOSIT

131,704

COMMERCIAL

PAPER

0.0%

9,000,000

Australia

and

New

Zealand

Banking

Group

.000

01/06/25

8,871

9,000,000

Australia

and

New

Zealand

Banking

Group

.020

02/28/25

9,000

4,500,000

Australia

and

New

Zealand

Banking

Group

.010

04/14/25

4,372

5,000,000

ING

Funding

LLC

.000

02/07/25

4,906

9,000,000

ING

Funding

LLC

.090

05/08/25

9,000

9,000,000

National

Bank

Canada

.000

10/28/24

8,964

304,000

National

Bank

Canada

.140

03/13/25

304

8,000,000

National

Bank

Canada

.100

06/06/25

7,999

4,000,000

Natixis

.000

01/22/25

3,935

4,500,000

Nordea

Bank

.010

10/15/24

4,500

2,250,000

Skandinaviska

Enskilda

Banken

.080

02/28/25

2,250

9,000,000

Skandinaviska

Enskilda

Banken

.080

03/26/25

9,000

TOTAL

COMMERCIAL

PAPER

73,101

REPURCHASE

AGREEMENT

0.6%

1,000,000

(h)

Calyon

.890

10/01/24

1,000

125,000,000

(i)

Citigroup

.880

10/01/24

125,000

35,000,000

(j)

Deutsche

Bank

.890

10/01/24

35,000

90,146,000

(k)

HSBC

.880

10/01/24

90,146

40,000,000

(l)

HSBC

.890

10/01/24

40,000

159,000,000

(m)

Morgan

.890

10/01/24

159,000

10,000,000

(n)

Merrill

Lynch

.860

10/01/24

10,000

85,000,000

(o)

Merrill

Lynch

.880

10/01/24

85,000

55,000,000

(p)

Royal

Bank

Scotland

.870

10/01/24

55,000

TOTAL

REPURCHASE

AGREEMENT

600,146

VARIABLE

RATE

SECURITIES

0.0%

4,500,000

ING

Funding

LLC

.070

11/18/24

4,500

9,000,000

National

Australia

Bank

Ltd

.090

03/17/25

9,000

9,000,000

National

Bank

Canada

.170

02/03/25

9,005

9,000,000

Nordea

Bank

.050

03/21/25

9,000

9,000,000

Royal

Bank

Canada

.090

04/10/25

9,000

Stock

134

Portfolio

Investments

September

30,

2024

(continued)

Cost

amounts

are

thousands.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

VARIABLE

RATE

SECURITIES

(continued)

10,000,000

Skandinaviska

Enskilda

Banken

.080

12/26/24

10,000

TOTAL

VARIABLE

RATE

SECURITIES

50,505

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$855,458)

855,456

TOTAL

INVESTMENTS

100.6%

(Cost

$101,491,133)

131,096,247

OTHER

ASSETS

LIABILITIES,

NET

(0.6)%

(

844,799

)

NET

ASSETS

100.0%

$130,251,448

ADR

American

Depositary

Receipt

ETF

Exchange

Traded

Fund

GDR

Global

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

SPDR

Standard

Poor's

Depositary

Receipts

TIPS

Treasury

Inflation

Protected

Security

Amount

represents

less

than

$1,000.

(a)

Non-income

producing

(b)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$1,597,982,711.

(c)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$1,135,096,432

0.9%

Total

Investments.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

Level

(e)

bankruptcy

(f)

All

portion

these

securities

have

been

segregated

cover

margin

requirements

open

futures

contracts.

(g)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$315,831,311

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

4.625%

and

maturity

date

6/30/26,

valued

$318,495,080.

(h)

Agreement

with

Calyon,

4.890%

dated

9/30/24

repurchased

$1,000,000

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

1.250%

and

maturity

date

3/31/28,

valued

$1,020,042.

(i)

Agreement

with

Citigroup,

4.880%

dated

9/30/24

repurchased

$126,476,033

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

0.375%–4.875%

and

maturity

dates

11/15/25–11/30/25,

valued

$127,500,023.

(j)

Agreement

with

Deutsche

Bank,

4.890%

dated

9/30/24

repurchased

$35,324,975

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

3.625%–4.500%

and

maturity

dates

3/31/28–11/15/33,

valued

$35,700,028.

(k)

Agreement

with

HSBC,

4.880%

dated

9/30/24

repurchased

$90,286,044

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

3.500%–4.625%

and

maturity

dates

9/15/26–2/15/34,

valued

$91,949,015.

(l)

Agreement

with

HSBC,

4.890%

dated

9/30/24

repurchased

$40,149,273

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

12/1/52,

valued

$40,800,001.

(m)

Agreement

with

Morgan,

4.890%

dated

9/30/24

repurchased

$159,646,808

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

2.000%–7.000%

and

maturity

dates

12/1/31–10/1/54,

valued

$168,180,001.

(n)

Agreement

with

Merrill

Lynch,

4.860%

dated

9/30/24

repurchased

$10,019,065

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

0.875%

and

maturity

date

1/15/29,

valued

$10,200,012.

(o)

Agreement

with

Merrill

Lynch,

4.880%

dated

9/30/24

repurchased

$85,282,596

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

1.500%–7.087%

and

maturity

dates

3/1/32–5/1/54,

valued

$86,700,000.

(p)

Agreement

with

Royal

Bank

Scotland,

4.870%

dated

9/30/24

repurchased

$55,656,593

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

3.500%–4.500%

and

maturity

dates

7/15/26–4/30/30,

valued

$56,100,006.

Futures

Contracts

Long

Description

Number

Contracts

(000)

Expiration

Date

Notional

Amount

(000)

Value

(000)

Unrealized

Appreciation

(Depreciation)

(000)

Russell

2000

E-Mini

Index

150‌

12/20/24

16,548‌

16,869‌

321‌

S&P

500

E-Mini

Index

1,035‌

12/20/24

294,488‌

300,887‌

6,399‌

S&P

Mid-Cap

400

E-Mini

Index

85‌

12/20/24

26,066‌

26,763‌

697‌

Total

1,270‌

337,102‌

344,519‌

7,417‌

Portfolio

Investments

September

30,

2024

Global

Equities

135

(Unaudited)

DESCRIPTION

VALUE

(000)

LONG-TERM

INVESTMENTS

98.9%

COMMON

STOCKS

98.8%

AUSTRALIA

1.2%

226,600

AMP

Ltd

208

7,923

APA

Group

1,957,047

Australia

New

Zealand

Banking

Group

Ltd

41,129

42,922

Australian

Stock

Exchange

Ltd

1,893

1,154,198

BHP

Billiton

Ltd

35,834

361,642

Commonwealth

Bank

Australia

33,733

25,196,496

(a),(b)

Empire

Energy

Group

Ltd

4,181

23,452,082

Glencore

plc

134,302

4,628,204

Ingenia

Communities

Group

15,992

512,416

Insurance

Australia

Group

Ltd

2,604

77,788

Macquarie

Group

Ltd

12,447

29,104

Magellan

Financial

Group

Ltd

201

610,631

Medibank

Pvt

Ltd

1,541

303,943

(b)

Megaport

Ltd

1,536

692,155

National

Australia

Bank

Ltd

17,920

207,134

(b)

Qantas

Airways

Ltd

1,057

325,760

QBE

Insurance

Group

Ltd

3,720

279,583

Suncorp-Metway

Ltd

3,491

227,370

(b)

Tamboran

Resources

Corp

4,620

164,809,536

(b)

Tamboran

Resources

Ltd

17,091

764,168

Westpac

Banking

Corp

16,699

112,847

Woodside

Energy

Group

Ltd

1,945

TOTAL

AUSTRALIA

352,186

BELGIUM

0.2%

274,994

KBC

Groep

21,878

234,614

UCB

S.A.

42,352

TOTAL

BELGIUM

64,230

BERMUDA

0.1%

69,056

RenaissanceRe

Holdings

Ltd

18,811

TOTAL

BERMUDA

18,811

BRAZIL

1.0%

385,700

Ambev

S.A.

926

113,000

(b)

Atacadao

S.A.

192

451,900

SA-Brasil

Bolsa

Balcao

888

118,891

Banco

Bradesco

S.A.

286

1,221,685

Banco

Bradesco

S.A.

(Preference)

3,297

1,666,400

Banco

BTG

Pactual

S.A.

Unit

10,177

141,064

Banco

Brasil

S.A.

704

153,200

Seguridade

Participacoes

S.A.

998

122,800

(b)

BRF

S.A.

533

124,600

Caixa

Seguridade

Participacoes

333

252,573

Centrais

Eletricas

Brasileiras

S.A.

1,824

45,700

Centrais

Eletricas

Brasileiras

S.A.

367

154,200

Cia

Concessoes

Rodoviarias

342

97,000

Cia

Saneamento

Basico

Estado

Sao

Paulo

1,610

396,177

Cia

Energetica

Minas

Gerais

829

248,500

Cia

Paranaense

Energia

465

48,800

Cia

Siderurgica

Nacional

S.A.

115

2,224,038

Companhia

Vale

Rio

Doce

(ADR)

25,977

249,068

Cosan

Industria

Comercio

598

44,600

CPFL

Energia

S.A.

278

153,500

(b)

Embraer

S.A.

1,352

450,556

(b)

Empresa

Brasileira

Aeronautica

S.A.

(ADR)

15,936

45,959

Energisa

S.A.

378

30,950

Engie

Brasil

Energia

S.A.

241

14,771

(b)

Equatorial

Energia

S.A.

236,334

Equatorial

Energia

S.A.

1,410

371,226

Gerdau

S.A.

(Preference)

1,302

Global

Equities

136

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

BRAZIL

(continued)

404,157

(b),(c)

Hapvida

Participacoes

Investimentos

S.A.

297

29,600

Hypera

S.A.

142

48,915

Inter

Co,

Inc

326

421,762

Investimentos

Itau

S.A.

857

12,276,819

Itau

Unibanco

Holding

S.A.

81,377

173,360

Klabin

S.A.

665

71,610

Localiza

Rent

Car

539

16,175

(b)

Mercadolibre,

Inc

33,190

192,295

Natura

Holding

S.A.

496

2,598,125

(b)

Holdings

Ltd

35,464

1,038,792

(b)

Pagseguro

Digital

Ltd

8,944

1,822,800

Petro

Rio

S.A.

14,498

875,100

Petroleo

Brasileiro

S.A.

6,308

1,048,738

Petroleo

Brasileiro

S.A.

(Preference)

6,932

269,444

Raia

Drogasil

S.A.

1,261

107,629

(c)

Rede

D'Or

Sao

Luiz

S.A.

611

270,200

Rumo

S.A.

992

281,459

Sendas

Distribuidora

S.A.

386

962,608

(b)

StoneCo

Ltd

10,839

168,922

Suzano

1,688

97,900

Telefonica

Brasil

S.A.

1,003

201,800

TIM

S.A.

694

113,500

TOTVS

S.A.

595

162,000

Ultrapar

Participacoes

S.A.

631

1,027,864

Vale

S.A.

11,983

213,500

Vibra

Energia

S.A.

917

365,220

WEG

S.A.

3,646

79,367

XP,

Inc

1,424

TOTAL

BRAZIL

298,151

CANADA

2.3%

1,169,318

Alimentation

Couche-Tard,

Inc

64,646

323,046

Bank

Montreal

29,150

268,985

(a)

Bank

Nova

Scotia

14,656

16,535

Brookfield

Asset

Management

Ltd

782

65,683

(b)

Brookfield

Corp

3,488

423

Brookfield

Wealth

Solutions

Ltd

549,118

Cameco

Corp

26,233

197,393

(a)

Canadian

Imperial

Bank

Commerce

12,108

195,112

Canadian

National

Railway

22,847

400,604

Canadian

Natural

Resources

Ltd

13,303

22,811

(a)

Financial

Corp

311

685,992

Dollarama,

Inc

70,271

5,930

Fairfax

Financial

Holdings

Ltd

7,488

14,776

First

Capital

Real

Estate

Investment

Trust

205

61,703

Great-West

Lifeco

Inc

2,104

23,711

Financial

Corp,

Inc

1,965

18,383

(a)

IGM

Financial,

Inc

552

40,758

Imperial

Oil

Ltd

2,867

31,707

Intact

Financial

Corp

6,088

654,542

(a),(b)

Ivanhoe

Mines

Ltd

9,737

724,647

(b)

Lightspeed

Commerce,

Inc

11,948

430,025

Manulife

Financial

Corp

12,709

74,467

(a)

National

Bank

Canada

7,033

1,865,232

(a),(b)

NexGen

Energy

Ltd

12,164

18,457

Onex

Corp

1,293

675,096

Pan

American

Silver

Corp

(Toronto)

14,096

565,437

(a)

Parex

Resources,

Inc

5,017

123,217

(a)

Power

Corp

Canada

3,887

131,367

RioCan

Real

Estate

Investment

Trust

1,980

315,594

Royal

Bank

Canada

39,389

2,532,536

(b)

Shopify,

Inc

(Class

202,891

129,624

Sun

Life

Financial,

Inc

7,519

137

DESCRIPTION

VALUE

(000)

CANADA

(continued)

459,862

Suncor

Energy,

Inc

16,974

504,958

Teck

Cominco

Ltd

(Class

26,375

38,469

Thomson

Reuters

Corp

6,562

62,470

TMX

Group

Ltd

1,958

393,071

Toronto-Dominion

Bank

24,855

11,896

West

Fraser

Timber

Ltd

1,159

TOTAL

CANADA

686,633

CHILE

0.0%

3,689,013

Banco

Chile

471

5,867

Banco

Credito

Inversiones

183

5,304,714

Banco

Santander

Chile

S.A.

276

317,094

Cencosud

S.A.

640

272,268

Empresas

CMPC

S.A.

473

94,528

Empresas

COPEC

S.A.

633

6,953,371

Enel

Chile

S.A.

383

4,682,207

Enersis

S.A.

478

30,631,331

Lan

Airlines

S.A.

394

193,841

(b)

SACI

Falabella

718

30,571

Sociedad

Quimica

Minera

Chile

S.A.

(Class

1,268

TOTAL

CHILE

5,917

CHINA

2.1%

26,400

360

Finance,

Inc

(ADR)

787

41,200

360

Security

Technology,

Inc

35,400

Interactive

Entertainment

Network

Technology

Group

Ltd

62,500

AAC

Technologies

Holdings,

Inc

255

4,500

Accelink

Technologies

Ltd

1,163

ACM

Research

Shanghai,

Inc

2,812

Advanced

Micro-Fabrication

Equipment,

Inc

China

12,600

AECC

Aero-Engine

Control

Ltd

34,000

AECC

Aviation

Power

Ltd

199

13,307,000

Agricultural

Bank

China

Ltd

6,209

434,800

Agricultural

Bank

China

Ltd

(Class

296

41,899

Aier

Eye

Hospital

Group

Ltd

55,700

(b)

Air

China

Ltd

30,207

Airtac

International

Group

865

265,000

(a),(b),(c)

Akeso,

Inc

2,324

3,882,272

Alibaba

Group

Holding

Ltd

51,591

438,459

Alibaba

Group

Holding

Ltd

(ADR)

46,529

454,000

(b)

Alibaba

Health

Information

Technology

Ltd

305

350,000

Aluminum

Corp

China

Ltd

275

569,900

Aluminum

Corp

China

Ltd

(Class

711

2,127

Amlogic

Shanghai

Ltd

6,400

Angel

Yeast

Ltd

108,500

Anhui

Conch

Cement

Ltd

316

20,000

Anhui

Conch

Cement

Ltd

(Class

28,900

Anhui

Gujing

Distillery

Ltd

461

5,400

Anhui

Gujing

Distillery

Ltd

(Class

155

25,200

Anhui

Jianghuai

Automobile

Group

Corp

Ltd

5,900

Anhui

Kouzi

Distillery

Ltd

9,800

Anhui

Yingjia

Distillery

Ltd

100

2,210

Anker

Innovations

Technology

Ltd

287,600

Anta

Sports

Products

Ltd

3,405

1,820

Asymchem

Laboratories

Tianjin

Ltd

2,800

Autobio

Diagnostics

Ltd

5,700

Autohome,

Inc

(ADR)

186

11,600

Avary

Holding

Shenzhen

Ltd

88,000

AviChina

Industry

Technology

Ltd

5,600

AVICOPTER

plc

70,900

(b)

BAIC

BluePark

New

Energy

Technology

Ltd

486,216

(b)

Baidu,

Inc

6,393

106,000

Bank

Beijing

Ltd

87,000

Bank

Changsha

Ltd

103

Global

Equities

138

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CHINA

(continued)

18,800

Bank

Chengdu

Ltd

215,500

Bank

China

Ltd

153

6,770,000

Bank

China

Ltd

3,162

214,800

Bank

Communications

Ltd

225

804,000

Bank

Communications

Ltd

612

29,400

Bank

Hangzhou

Ltd

94,880

Bank

Jiangsu

Ltd

113

44,300

Bank

Nanjing

Ltd

33,500

Bank

Ningbo

Ltd

121

45,122

Bank

Shanghai

Ltd

51,400

Bank

Suzhou

Ltd

834,005

Baoshan

Iron

Steel

Ltd

821

262,700

(b)

BeiGene

Ltd

4,617

44,600

Beijing

Enlight

Media

Ltd

48,500

Beijing

Enterprises

Holdings

Ltd

172

342,000

Beijing

Enterprises

Water

Group

Ltd

106

2,179

Beijing

Kingsoft

Office

Software,

Inc

23,500

Beijing

New

Building

Materials

plc

110

6,000

Beijing

Oriental

Yuhong

Waterproof

Technology

Ltd

812

Beijing

Roborock

Technology

Ltd

9,600

Beijing

Tiantan

Biological

Products

Corp

Ltd

6,900

Beijing

Tongrentang

Ltd

5,060

Beijing

Wantai

Biological

Pharmacy

Enterprise

Ltd

51,800

Beijing

Yanjing

Brewery

Ltd

250,100

Beijing-Shanghai

High

Speed

Railway

Ltd

214

4,480

Bethel

Automotive

Safety

Systems

Ltd

18,900

(b)

Bilibili,

Inc

435

1,770

Bloomage

Biotechnology

Corp

Ltd

18,700

(c)

BOC

Aviation

Ltd

155

820,000

BOC

Hong

Kong

Holdings

Ltd

2,598

14,900

BOC

International

China

Ltd

240,600

BOE

Technology

Group

Ltd

152

968,000

Bosideng

International

Holdings

Ltd

551

24,700

BYD

Ltd

1,066

229,500

BYD

Ltd

shares)

8,188

65,000

BYD

Electronic

International

Ltd

269

11,960

By-health

Ltd

175,000

(a)

C&D

International

Investment

Group

Ltd

376

30,030

Caitong

Securities

Ltd

2,274

(b)

Cambricon

Technologies

Corp

Ltd

5,731

Cathay

Biotech,

Inc

982,000

(c)

CGN

Power

Ltd

377

326,400

CGN

Power

Ltd

209

2,000

Changchun

High

New

Technology

Industry

Group,

Inc

24,000

Changjiang

Securities

Ltd

1,600

Changzhou

Xingyu

Automotive

Lighting

Systems

Ltd

10,100

Chaozhou

Three-Circle

Group

Ltd

5,500

Chifeng

Jilong

Gold

Mining

Ltd

7,823,000

China

Citic

Bank

4,966

536,000

China

Coal

Energy

664

224,000

China

Communications

Services

Corp

Ltd

120

73,000

China

Construction

Bank

Corp

20,654,000

China

Construction

Bank

Corp

15,402

61,000

China

CSSC

Holdings

Ltd

362

75,900

(b)

China

Eastern

Airlines

Corp

Ltd

329,900

China

Energy

Engineering

Corp

Ltd

113

231,800

China

Everbright

Bank

Ltd

118

407,000

China

Everbright

Bank

Ltd

138

830,000

(c)

China

Feihe

Ltd

623

1,438,500

China

Galaxy

Securities

Ltd

1,330

41,200

China

Galaxy

Securities

Ltd

(Class

228,400

China

Gas

Holdings

Ltd

211

139

DESCRIPTION

VALUE

(000)

CHINA

(continued)

9,100

China

Great

Wall

Securities

Ltd

6,400

China

Greatwall

Technology

Group

Ltd

242,000

China

Hongqiao

Group

Ltd

397

343,600

China

Insurance

International

Holdings

Ltd

547

124,400

(c)

China

International

Capital

Corp

Ltd

219

9,100

China

International

Capital

Corp

Ltd

19,429

China

Jushi

Ltd

1,695,000

China

Life

Insurance

Ltd

3,338

42,000

China

Life

Insurance

Ltd

(Class

261

31,800

(b),(c)

China

Literature

Ltd

130

281,000

China

Longyuan

Power

Group

Corp

Ltd

252

262,000

China

Mengniu

Dairy

Ltd

615

1,806,500

China

Merchants

Bank

Ltd

8,754

1,384,190

China

Merchants

Bank

Ltd

(Class

7,314

176,900

China

Merchants

Energy

Shipping

Ltd

202

90,300

China

Merchants

Expressway

Network

Technology

Holdings

Ltd

162

117,426

China

Merchants

Holdings

International

Ltd

186

36,020

China

Merchants

Securities

Ltd

129,600

China

Merchants

Shekou

Industrial

Zone

Holdings

Ltd

224

157,800

China

Minsheng

Banking

Corp

Ltd

633,300

China

Minsheng

Banking

Corp

Ltd

257

660,000

China

Molybdenum

Ltd

637

234,000

China

Molybdenum

Ltd

(Class

285

392,000

China

National

Building

Material

Ltd

170

32,900

China

National

Chemical

Engineering

Ltd

6,100

China

National

Medicines

Corp

Ltd

94,300

China

National

Nuclear

Power

Ltd

149

16,200

China

Northern

Rare

Earth

Group

High-Tech

Ltd

586,000

China

Oilfield

Services

Ltd

538

808,435

China

Overseas

Land

Investment

Ltd

1,620

98,600

China

Pacific

Insurance

Group

Ltd

542

603,200

China

Pacific

Insurance

Group

Ltd

2,136

413,000

China

Power

International

Development

Ltd

196

102,500

China

Railway

Group

Ltd

353,000

China

Railway

Group

Ltd

183

59,748

China

Railway

Signal

Communication

Corp

Ltd

7,700

China

Rare

Earth

Resources

And

Technology

Ltd

138,000

China

Resources

Beer

Holdings

Company

Ltd

591

82,300

China

Resources

Gas

Group

Ltd

329

754,336

China

Resources

Land

Ltd

2,714

5,871

China

Resources

Microelectronics

Ltd

158,800

(c)

China

Resources

Mixc

Lifestyle

Services

Ltd

698

175,500

(c)

China

Resources

Pharmaceutical

Group

Ltd

135

162,000

China

Resources

Power

Holdings

437

6,110

China

Resources

Sanjiu

Medical

Pharmaceutical

Ltd

1,432,000

(a),(b)

China

Ruyi

Holdings

Ltd

414

108,700

China

Shenhua

Energy

Ltd

670

792,000

China

Shenhua

Energy

Ltd

3,527

126,000

(a)

China

Shipping

Development

Ltd

153

46,700

(b)

China

Southern

Airlines

Ltd

(Class

224,800

China

State

Construction

Engineering

Corp

Ltd

196

162,000

China

State

Construction

International

Holdings

Ltd

251

380,500

China

Three

Gorges

Renewables

Group

Ltd

262

24,925

China

Tourism

Group

Duty

Free

Corp

Ltd

270

3,912,000

(c)

China

Tower

Corp

Ltd

514

546,000

(a)

China

Vanke

Ltd

514

136,300

China

Vanke

Ltd

(Class

186

80,500

China

Electric

Ltd

100

129,300

China

Yangtze

Power

Ltd

554

67,540

China

Zheshang

Bank

Ltd

5,000

Chongqing

Brewery

Ltd

17,154

Chongqing

Changan

Automobile

Ltd

Global

Equities

140

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CHINA

(continued)

231,700

Chongqing

Rural

Commercial

Bank

Ltd

179

10,950

Chongqing

Zhifei

Biological

Products

Ltd

508,600

Chow

Tai

Fook

Jewellery

Group

Ltd

564

540,000

Citic

Pacific

Ltd

628

48,300

Citic

Pacific

Special

Steel

Group

Ltd

628,774

CITIC

Securities

Ltd

1,636

64,870

CITIC

Securities

Ltd

(Class

248

4,420

CNGR

Advanced

Material

Ltd

182,700

CNOOC

Energy

Technology

Services

Ltd

118

135,800

CNPC

Capital

Ltd

141

119,680

Contemporary

Amperex

Technology

Ltd

4,206

147,500

COSCO

SHIPPING

Development

Ltd

83,800

COSCO

SHIPPING

Energy

Transportation

Ltd

188

190,560

COSCO

SHIPPING

Holdings

Ltd

423

641,650

COSCO

SHIPPING

Holdings

Ltd

1,072

2,908,000

(a),(b),(d)

Country

Garden

Holdings

Ltd

18,800

CSC

Financial

Ltd

7,680

CSPC

Innovation

Pharmaceutical

Ltd

700,880

CSPC

Pharmaceutical

Group

Ltd

537

93,600

Daqin

Railway

Ltd

209,600

Datang

International

Power

Generation

Ltd

6,200

Dong-E-E-Jiao

Ltd

39,000

Dongfang

Electric

Corp

Ltd

11,300

Dongxing

Securities

Ltd

79,006

East

Money

Information

Ltd

225

4,500

Eastroc

Beverage

Group

Ltd

173

5,000

Ecovacs

Robotics

Ltd

1,800

Empyrean

Technology

Ltd

66,700

ENN

Energy

Holdings

Ltd

501

35,900

ENN

Natural

Gas

Ltd

105

3,600

Eoptolink

Technology,

Inc

Ltd

8,770

Eve

Energy

Ltd

21,000

Everbright

Securities

Ltd

30,895

(b)

Everdisplay

Optronics

Shanghai

Ltd

72,000

Far

East

Horizon

Ltd

24,200

FAW

Jiefang

Group

Ltd

8,600

Flat

Glass

Group

Ltd

89,100

Focus

Media

Information

Technology

Ltd

56,122

Foshan

Haitian

Flavouring

Food

Ltd

380

725,000

Fosun

International

462

38,800

Founder

Securities

Ltd

66,500

Foxconn

Industrial

Internet

Ltd

237

2,700

Jian

Anjoy

Foods

Ltd

25,800

Fuyao

Glass

Industry

Group

Ltd

214

139,000

(c)

Fuyao

Glass

Industry

Group

Ltd

934

4,305

GalaxyCore,

Inc

7,920

Ganfeng

Lithium

Group

Ltd

1,805,000

(b)

GCL

Technology

Holdings

Ltd

322

90,000

Power

Development

Ltd

202,400

(b)

GDS

Holdings

Ltd

(ADR)

4,129

1,339,000

Geely

Automobile

Holdings

Ltd

2,054

45,800

GEM

Ltd

92,000

(a),(b)

Genscript

Biotech

Corp

163

31,000

Securities

Ltd

(Class

69,800

(c)

Giant

Biogene

Holding

ltd

452

3,312

GigaDevice

Semiconductor,

Inc

3,900

Ginlong

Technologies

Ltd

16,600

GoerTek,

Inc

8,555

Gongniu

Group

Ltd

101

6,800

Gotion

High-tech

Ltd

27,800

Great

Wall

Motor

Ltd

119

529,500

Great

Wall

Motor

Ltd

973

141

DESCRIPTION

VALUE

(000)

CHINA

(continued)

14,200

Gree

Electric

Appliances,

Inc

Zhuhai

19,700

GRG

Banking

Equipment

Ltd

23,500

Guangdong

Haid

Group

Ltd

160

252,000

Guangdong

Investments

Ltd

168

245,100

Guanghui

Energy

Ltd

250

111,200

Guangzhou

Automobile

Group

Ltd

139

960,000

(a)

Guangzhou

Automobile

Group

Ltd

374

39,400

Guangzhou

Baiyun

International

Airport

Ltd

10,500

Guangzhou

Baiyunshan

Pharmaceutical

Holdings

Ltd

9,600

Guangzhou

Haige

Communications

Group,

Inc

21,800

Guangzhou

Tinci

Materials

Technology

Ltd

12,200

Guolian

Securities

Ltd

28,300

Guosen

Securities

Ltd

41,000

(d)

Guotai

Junan

Securities

Ltd

25,790

Guoyuan

Securities

Ltd

400,000

(c)

Haidilao

International

Holding

Ltd

957

30,300

Haier

Smart

Home

Ltd

137

208,800

Haier

Smart

Home

Ltd

818

255,800

(b)

Hainan

Airlines

Holding

Ltd

98,200

(b)

Hainan

Airport

Infrastructure

Ltd

156,000

Haitian

International

Holdings

Ltd

498

263,600

(a),(d)

Haitong

Securities

Ltd

123

53,100

(d)

Haitong

Securities

Ltd

(Class

13,100

Hang

Zhou

Great

Star

Industrial

Ltd

9,305

Hangzhou

First

Applied

Material

Ltd

6,900

Hangzhou

Silan

Microelectronics

Ltd

1,800

Hangzhou

Tigermed

Consulting

Ltd

100,000

(c)

Hansoh

Pharmaceutical

Group

Ltd

267

22,500

Hebei

Yangyuan

Zhihui

Beverage

Ltd

12,500

Heilongjiang

Agriculture

Ltd

46,600

Henan

Shenhuo

Coal

Power

Ltd

131

41,000

Henan

Shuanghui

Investment

Development

Ltd

158

169,000

Hengan

International

Group

Ltd

577

106,680

Hengli

Petrochemical

Ltd

237

11,400

Hengtong

Optic-electric

Ltd

49,430

Hengyi

Petrochemical

Ltd

15,500

Hisense

Home

Appliances

Group

Ltd

87,000

(a)

Hisense

Kelon

Electrical

Holdings

Ltd

320

21,000

Hisense

Visual

Technology

Ltd

2,800

Hithink

RoyalFlush

Information

Network

Ltd

104,700

HLA

Corp

Ltd

112

6,400

Hoshine

Silicon

Industry

Ltd

47,000

(c)

Hua

Hong

Semiconductor

Ltd

125

41,700

Huadian

Power

International

Corp

Ltd

(Class

9,740

Huadong

Medicine

Ltd

52,800

Huafon

Chemical

Ltd

7,000

Huagong

Tech

Ltd

63,700

Huaibei

Mining

Holdings

Ltd

163

9,360

Hualan

Biological

Engineering,

Inc

99,600

Huaneng

Lancang

River

Hydropower,

Inc

163

44,300

Huaneng

Power

International,

Inc

374,000

Huaneng

Power

International,

Inc

228

116,200

(c)

Huatai

Securities

Ltd

186

15,500

Huatai

Securities

Ltd

(Class

49,500

Huaxia

Bank

Ltd

46,700

Huayu

Automotive

Systems

Ltd

118

16,983

Huazhu

Group

Ltd

(ADR)

632

4,700

Hubei

Jumpcan

Pharmaceutical

Ltd

5,800

Huizhou

Desay

Automotive

Ltd

9,500

Humanwell

Healthcare

Group

Ltd

124,800

Hunan

Valin

Steel

Ltd

8,412

Hundsun

Technologies,

Inc

Global

Equities

142

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CHINA

(continued)

1,048

Hwatsing

Technology

Ltd

11,443

Hygon

Information

Technology

Ltd

167

23,431

(a),(b)

iClick

Interactive

Asia

Group

Ltd

(ADR)

12,800

Iflytek

Ltd

1,260

Imeik

Technology

Development

Ltd

329,900

Industrial

Commercial

Bank

China

Ltd

289

14,409,000

Industrial

Commercial

Bank

China

Ltd

8,491

105,200

Industrial

Bank

Ltd

287

40,790

Industrial

Securities

Ltd

2,700

Ingenic

Semiconductor

Ltd

228,300

Inner

Mongolia

BaoTou

Steel

Union

Ltd

57,600

Inner

Mongolia

Dian

Tou

Energy

Corp

Ltd

161

193,100

Inner

Mongolia

Junzheng

Energy

Chemical

Industry

Group

Ltd

126

93,900

Inner

Mongolia

Yili

Industrial

Group

Ltd

386

289,400

Inner

Mongolia

Yitai

Coal

617

56,900

Inner

Mongolia

Yuan

Xing

Energy

Ltd

515,000

(b),(c)

Innovent

Biologics,

Inc

3,089

8,800

Inspur

Electronic

Information

Industry

Ltd

37,153

(b)

iQIYI,

Inc

(ADR)

106

14,250

Isoftstone

Information

Technology

Group

Ltd

104

42,300

Solar

Technology

Ltd

12,700

JCHX

Mining

Management

Ltd

92,550

(b),(c)

Health

International,

Inc

404

483,500

(b),(c)

Logistics,

Inc

851

1,972,155

JD.com,

Inc

39,557

53,900

Jiangsu

Eastern

Shenghong

Ltd

134,000

Jiangsu

Express

135

16,804

Jiangsu

Hengli

Hydraulic

Ltd

150

32,882

Jiangsu

Hengrui

Pharmaceuticals

Ltd

242

16,400

Jiangsu

King's

Luck

Brewery

JSC

Ltd

119

5,500

Jiangsu

Nhwa

Pharmaceutical

Ltd

35,900

Jiangsu

Phoenix

Publishing

Media

Corp

Ltd

17,900

Jiangsu

Yanghe

Brewery

Joint-Stock

Ltd

250

3,900

Jiangsu

Yangnong

Chemical

Ltd

6,400

Jiangsu

Yoke

Technology

Ltd

5,200

Jiangsu

Yuyue

Medical

Equipment

Supply

Ltd

47,500

Jiangsu

Zhongtian

Technology

Ltd

104

97,000

Jiangxi

Copper

Ltd

195

11,158

Jiangxi

Copper

Ltd

(Class

57,600

Jinduicheng

Molybdenum

Ltd

31,018

Jinko

Solar

Ltd

21,257

Jointown

Pharmaceutical

Group

Ltd

19,900

Juneyao

Airlines

Ltd

59,100

Kanzhun

Ltd

(ADR)

1,026

52,700

Holdings,

Inc

(ADR)

1,049

229,000

(b)

Kingdee

International

Software

Group

Ltd

258

79,600

Kingsoft

Corp

Ltd

298

492,900

(b),(c)

Kuaishou

Technology

3,387

27,100

(b)

Kuang-Chi

Technologies

Ltd

6,500

Kunlun

Tech

Ltd

15,697

Kweichow

Moutai

Ltd

3,847

33,700

Group

Ltd

664,000

Lenovo

Group

Ltd

890

22,700

Lens

Technology

Ltd

1,300

Lepu

Medical

Technology

Beijing

Ltd

272,100

(b)

Auto,

Inc

3,499

192,500

Ning

Ltd

473

114,600

Liaoning

Port

Ltd

23,300

Lingyi

iTech

Guangdong

2,100

Livzon

Pharmaceutical

Group,

Inc

470,500

(c)

Longfor

Group

Holdings

Ltd

887

40,213

LONGi

Green

Energy

Technology

Ltd

100

143

DESCRIPTION

VALUE

(000)

CHINA

(continued)

99,409

Luxshare

Precision

Industry

Ltd

610

20,800

Luzhou

Laojiao

Ltd

436

25,790

Mango

Excellent

Media

Ltd

2,172

Maxscend

Microelectronics

Ltd

59,600

Meihua

Holdings

Group

Ltd

1,023,090

(b),(c)

Meituan

21,726

85,700

Metallurgical

Corp

China

Ltd

51,900

Midea

Group

Ltd

559

87,000

(a)

MINISO

Group

Holding

Ltd

388

1,056,000

(b)

MMG

Ltd

367

4,822

Montage

Technology

Ltd

75,844

Muyuan

Foods

Ltd

496

91,000

Nanjing

Iron

Steel

Ltd

18,200

Nanjing

Securities

Ltd

117,952

NARI

Technology

Ltd

460

13,128

National

Silicon

Industry

Group

Ltd

2,500

NAURA

Technology

Group

Ltd

130

975,395

NetEase,

Inc

18,220

30,800

New

China

Life

Insurance

Ltd

200

224,700

New

China

Life

insurance

Ltd

694

50,700

(b)

New

Hope

Liuhe

Ltd

123,940

New

Oriental

Education

Technology

Group,

Inc

946

7,500

Ninestar

Corp

7,304

Ningbo

Deye

Technology

Ltd

105

8,100

Ningbo

Joyson

Electronic

Corp

8,800

Ningbo

Orient

Wires

Cables

Ltd

23,200

Ningbo

Sanxing

Medical

Electric

Ltd

115

17,835

Ningbo

Tuopu

Group

Ltd

116

129,600

Ningxia

Baofeng

Energy

Group

Ltd

319

294,230

(a),(b)

NIO,

Inc

1,983

462,200

(c)

Nongfu

Spring

Ltd

1,991

178,100

Offshore

Oil

Engineering

Ltd

147

20,900

(b)

OFILM

Group

Ltd

5,840

Oppein

Home

Group,

Inc

46,728

Orient

Securities

Ltd

119,700

(b)

Pangang

Group

Vanadium

Titanium

Resources

Ltd

394,255

(b)

PDD

Holdings,

Inc

(ADR)

53,150

2,487,000

People's

Insurance

Group

China

Ltd

1,178

206,300

People's

Insurance

Group

China

Ltd

(Class

217

7,425

Pharmaron

Beijing

Ltd

1,604,000

PICC

Property

Casualty

Ltd

2,374

94,200

Ping

Bank

Ltd

162

1,484,203

Ping

Insurance

Group

China

Ltd

9,320

146,800

Ping

Insurance

Group

China

Ltd

(Class

1,181

73,400

Pingdingshan

Tianan

Coal

Mining

Ltd

114

1,360

Piotech,

Inc

170,600

Poly

Developments

and

Holdings

Group

Ltd

263

121,800

(c)

Pop

Mart

International

Group

Ltd

823

161,100

Postal

Savings

Bank

China

Ltd

120

694,000

(c)

Postal

Savings

Bank

China

Ltd

410

73,900

Power

Construction

Corp

China

Ltd

56,500

(b)

Qinghai

Salt

Lake

Industry

Ltd

148

20,100

Range

Intelligent

Computing

Technology

Group

Ltd

1,600

Rockchip

Electronics

Ltd

126,850

Rongsheng

Petrochemical

Ltd

186

147,700

SAIC

Motor

Corp

Ltd

306

31,700

Sailun

Group

Ltd

25,400

Sanan

Optoelectronics

Ltd

108,000

Sany

Heavy

Industry

Ltd

288

45,573

Satellite

Chemical

Ltd

120

28,600

SDIC

Capital

Ltd

44,200

SDIC

Power

Holdings

Ltd

107

Global

Equities

144

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CHINA

(continued)

20,100

(b)

Seres

Group

Ltd

256

26,600

Holding

Ltd

168

2,437

Micro

Corp

163,300

Shaanxi

Coal

Industry

Ltd

635

109,700

Shan

Hua

Yang

Group

New

Energy

Ltd

131

17,320

Shandong

Gold

Mining

Ltd

67,250

(c)

Shandong

Gold

Mining

Ltd

150

12,000

Shandong

Himile

Mechanical

Science

Technology

Ltd

37,950

Shandong

Hualu

Hengsheng

Chemical

Ltd

140

11,800

Shandong

Linglong

Tyre

Ltd

57,200

Shandong

Nanshan

Aluminum

Ltd

43,600

Shandong

Sun

Paper

Industry

JSC

Ltd

198,400

Shandong

Weigao

Group

Medical

Polymer

Ltd

143

78,643

Shanghai

Baosight

Software

Ltd

134

8,298

Shanghai

Baosight

Software

Ltd

238,600

Shanghai

Electric

Group

Ltd

153

15,300

Shanghai

Electric

Power

Ltd

8,500

Shanghai

Fosun

Pharmaceutical

Group

Ltd

638

Shanghai

Friendess

Electronic

Technology

Corp

Ltd

8,700

Shanghai

International

Airport

Ltd

22,500

Shanghai

International

Port

Group

Ltd

1,880

Shanghai

Lingang

Holdings

Corp

Ltd

9,700

Shanghai

M&G

Stationery,

Inc

16,300

Shanghai

Pharmaceuticals

Holding

Ltd

69,600

Shanghai

Pharmaceuticals

Holding

Ltd

113

139,700

Shanghai

Pudong

Development

Bank

Ltd

199

21,136

Shanghai

Putailai

New

Energy

Technology

Ltd

21,200

Shanghai

RAAS

Blood

Products

Ltd

150,300

Shanghai

Rural

Commercial

Bank

Ltd

159

3,921

Shanghai

United

Imaging

Healthcare

Ltd

21,500

Shanghai

Zhangjiang

High-Tech

Park

Development

Ltd

36,000

Shanxi

Coal

International

Energy

Group

Ltd

65,579

Shanxi

Lu'an

Environmental

Energy

Development

Ltd

163

16,380

Shanxi

Xinghuacun

Fen

Wine

Factory

Ltd

503

113,170

Shanxi

Xishan

Coal

Electricity

Power

Ltd

153

46,300

Shenergy

Ltd

9,700

Shengyi

Technology

Ltd

1,280

Shennan

Circuits

Ltd

116,200

Shenwan

Hongyuan

Group

Ltd

9,280

Shenzhen

Capchem

Technology

Ltd

28,300

Shenzhen

Energy

Group

Ltd

2,700

Shenzhen

Goodix

Technology

Ltd

17,100

Shenzhen

Inovance

Technology

Ltd

151

11,260

Shenzhen

Investment

Holdings

Bay

Area

Development

Ltd

6,200

Shenzhen

Mindray

Bio-Medical

Electronics

Ltd

256

3,200

Shenzhen

New

Industries

Biomedical

Engineering

Ltd

6,000

Shenzhen

Salubris

Pharmaceuticals

Ltd

5,873

Shenzhen

Transsion

Holdings

Ltd

8,500

Shenzhen

YUTO

Packaging

Technology

Ltd

183,500

Shenzhou

International

Group

Holdings

Ltd

1,625

8,380

Shijiazhuang

Yiling

Pharmaceutical

Ltd

23,700

Sichuan

Chuantou

Energy

Ltd

8,500

Sichuan

Kelun

Pharmaceutical

Ltd

107,100

Sichuan

Road

and

Bridge

Group

Ltd

107

12,100

Sieyuan

Electric

Ltd

127

27,000

Silergy

Corp

398

18,700

Sinolink

Securities

Ltd

46,300

Sinoma

International

Engineering

118,800

Sinopharm

Group

Ltd

313

168,500

Sinotruk

Hong

Kong

Ltd

506

400,000

(a),(c)

Smoore

International

Holdings

Ltd

657

28,262

SooChow

Securities

Ltd

145

DESCRIPTION

VALUE

(000)

CHINA

(continued)

29,700

Southwest

Securities

Ltd

4,500

Spring

Airlines

Ltd

27,440

Sungrow

Power

Supply

Ltd

384

58,700

Sunny

Optical

Technology

Group

Ltd

425

12,100

Sunwoda

Electronic

Ltd

7,800

Suzhou

Dongshan

Precision

Manufacturing

Ltd

3,224

Suzhou

Maxwell

Technologies

Ltd

3,220

Suzhou

TFC

Optical

Communication

Ltd

34,000

(b)

TAL

Education

Group

(ADR)

403

92,660

TBEA

Ltd

192

262,510

TCL

Technology

Group

Corp

170

18,375

TCL

Zhonghuan

Renewable

Energy

Technology

Ltd

2,127,900

Tencent

Holdings

Ltd

118,322

1,151,406

Tencent

Music

Entertainment

Group

(ADR)

13,874

127,900

Tian

Science

Technology

Ltd

118

71,700

Tianqi

Lithium

Corp

355

51,600

Tianshan

Aluminum

Group

Ltd

23,400

Tianshui

Huatian

Technology

Ltd

490,000

Tingyi

Cayman

Islands

Holding

Corp

703

102,000

Tongcheng

Travel

Holdings

Ltd

256

6,900

TongFu

Microelectronics

Ltd

20,800

Tongkun

Group

Ltd

264,900

Tongling

Nonferrous

Metals

Group

Ltd

144

60,700

Tongwei

Ltd

195

689,000

(c)

Topsports

International

Holdings

Ltd

300

246,000

Travelsky

Technology

Ltd

361

9,731

Trina

Solar

Ltd

242,700

(b)

Trip.com

Group

Ltd

14,603

146,000

Tsingtao

Brewery

Ltd

1,132

9,800

Tsingtao

Brewery

Ltd

(Class

108

4,099

Unigroup

Guoxin

Microelectronics

Ltd

15,200

Unisplendour

Corp

Ltd

5,000

Universal

Scientific

Industrial

Shanghai

Ltd

11,700

Victory

Giant

Technology

Huizhou

Ltd

198,847

Vipshop

Holdings

Ltd

(ADR)

3,128

31,900

(b)

Wanda

Film

Holding

Ltd

45,200

Wanhua

Chemical

Group

Ltd

581

1,121,000

Want

China

Holdings

Ltd

770

171,000

Weichai

Power

Ltd

313

41,500

Weichai

Power

Ltd

(Class

9,580

Weihai

Guangwei

Composites

Ltd

94,875

Wens

Foodstuffs

Group

Ltd

271

16,000

Western

Mining

Ltd

26,400

Western

Securities

Ltd

7,014

Western

Superconducting

Technologies

Ltd

201,284

Will

Semiconductor

Ltd

3,045

6,700

Wingtech

Technology

Ltd

459,900

Wintime

Energy

Group

Ltd

14,574

Wuhan

Guide

Infrared

Ltd

19,400

Wuliangye

Yibin

Ltd

444

8,410

WUS

Printed

Circuit

Kunshan

Ltd

13,016

WuXi

AppTec

Ltd

30,185

(c)

WuXi

AppTec

Ltd

209

1,627,500

(b),(c)

Wuxi

Biologics

Cayman,

Inc

3,598

159,600

XCMG

Construction

Machinery

Ltd

176

63,500

Xiamen

Inc

26,600

Xiamen

Tungsten

Ltd

1,255,800

(b),(c)

Xiaomi

Corp

3,537

7,856

Xinjiang

Daqo

New

Energy

Ltd

53,800

Xinjiang

Goldwind

Science

Technology

Ltd

418,509

Xinyi

Solar

Holdings

Ltd

222

267,300

(a),(b)

XPeng,

Inc

1,649

Global

Equities

146

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CHINA

(continued)

284,000

(c)

Yadea

Group

Holdings

Ltd

501

27,100

Yantai

Jereh

Oilfield

Services

Group

Ltd

127

791,600

(a)

Yanzhou

Coal

Mining

Ltd

1,114

94,055

Yanzhou

Coal

Mining

Ltd

(Class

223

6,370

Yealink

Network

Technology

Corp

Ltd

15,088

Yifeng

Pharmacy

Chain

Ltd

17,700

Yihai

Kerry

Arawana

Holdings

Ltd

36,820

Yintai

Gold

Ltd

17,959

Yonyou

Network

Technology

Ltd

22,100

Youngor

Group

Ltd

16,800

YTO

Express

Group

Ltd

32,021

Yum

China

Holdings,

Inc

1,442

19,100

Yunnan

Aluminium

Ltd

8,900

Yunnan

Baiyao

Group

Ltd

114,300

Yunnan

Chihong

Zinc&Germanium

Ltd

8,400

Yunnan

Energy

New

Material

Ltd

47,200

Yunnan

Tin

Ltd

108

42,600

Yunnan

Yuntianhua

Ltd

136

30,800

Zangge

Mining

Ltd

125

2,800

Zhangzhou

Pientzehuang

Pharmaceutical

Ltd

102

129,500

Zhaojin

Mining

Industry

Ltd

228

98,220

(b)

Zhejiang

Century

Huatong

Group

Ltd

44,100

Zhejiang

China

Commodities

City

Group

Ltd

23,700

Zhejiang

Chint

Electrics

Ltd

19,900

Zhejiang

Dahua

Technology

Ltd

6,460

Zhejiang

Dingli

Machinery

Ltd

179,880

Zhejiang

Expressway

Ltd

125

9,350

Zhejiang

Huahai

Pharmaceutical

Ltd

7,093

Zhejiang

Huayou

Cobalt

Ltd

6,400

Zhejiang

Jingsheng

Mechanical

Electrical

Ltd

39,200

Zhejiang

Juhua

Ltd

123

114,600

(a),(b),(c)

Zhejiang

Leapmotor

Technologies

Ltd

483

55,900

Zhejiang

Longsheng

Group

Ltd

16,304

Zhejiang

NHU

Ltd

24,800

Zhejiang

Sanhua

Intelligent

Controls

Ltd

2,937

Zhejiang

Supcon

Technology

Ltd

5,600

Zhejiang

Supor

Ltd

35,400

Zhejiang

Wanfeng

Auto

Wheel

Ltd

18,590

Zhejiang

Weiming

Environment

Protection

Ltd

19,800

Zhejiang

Weixing

New

Building

Materials

Ltd

208,600

Zhejiang

Zheneng

Electric

Power

Ltd

199

45,500

Zhengzhou

Yutong

Bus

Ltd

170

18,500

Zheshang

Securities

Ltd

16,380

Zhongji

Innolight

Ltd

362

35,600

Zhongjin

Gold

Corp

Ltd

215,000

Zhongsheng

Group

Holdings

Ltd

390

23,100

Zhongtai

Securities

Ltd

9,447

Zhuzhou

CRRC

Times

Electric

Ltd

41,200

Zhuzhou

CSR

Times

Electric

Ltd

161

1,416,000

Zijin

Mining

Group

Ltd

3,161

605,150

Zijin

Mining

Group

Ltd

(Class

1,538

93,300

Zoomlion

Heavy

Industry

Science

and

Technology

Ltd

100

22,200

ZTE

Corp

62,200

ZTE

Corp

(Class

159

35,000

ZTO

Express

Cayman,

Inc

874

TOTAL

CHINA

636,277

COLOMBIA

0.0%

20,180

BanColombia

S.A.

174

39,744

BanColombia

S.A.

(Preference)

313

147

DESCRIPTION

VALUE

(000)

COLOMBIA

(continued)

94,944

Interconexion

Electrica

S.A.

ESP

386

TOTAL

COLOMBIA

873

CZECH

REPUBLIC

0.0%

38,793

CEZ

1,508

5,945

Komercni

Banka

209

15,414

(c)

Moneta

Money

Bank

TOTAL

CZECH

REPUBLIC

1,793

DENMARK

1.3%

109,774

Carlsberg

(Class

13,071

587,623

Danske

Bank

17,675

1,111,282

Store

Nord

24,764

2,324,015

Novo

Nordisk

A.S.

275,655

52,000

Novo

Nordisk

A.S.

(ADR)

6,192

489,020

(b)

Zealand

Pharma

59,500

TOTAL

DENMARK

396,857

EGYPT

0.0%

189,952

Commercial

International

Bank

332

353,767

Eastern

Tobacco

191

191,796

Talaat

Moustafa

Group

253

TOTAL

EGYPT

776

FINLAND

0.1%

342,265

Sampo

Oyj

15,963

TOTAL

FINLAND

15,963

FRANCE

1.6%

761,552

Airbus

111,458

45,956

Arkema

4,377

1,136,878

AXA

S.A.

43,766

656,522

BNP

Paribas

S.A.

45,052

142,638

Essilor

International

S.A.

33,794

8,754

Gecina

S.A.

1,008

11,780

ICADE

349

119,041

Kering

34,266

103,546

L'Oreal

S.A.

46,444

89,091

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

68,322

995,399

Orange

11,400

9,267

Pernod-Ricard

S.A.

1,402

222,455

Safran

S.A.

52,349

261,967

(a)

Total

S.A.

17,011

733,030

Veolia

Environnement

24,134

TOTAL

FRANCE

495,132

GERMANY

1.5%

48,344

Allianz

AG.

15,901

656,842

Aroundtown

S.A.

2,069

306,034

Beiersdorf

AG.

46,064

697,862

(b)

Borussia

Dortmund

GmbH

KGaA

2,840

159,119

Brenntag

11,877

40,008

(c)

Covestro

AG.

2,493

105,213

Deutsche

Boerse

AG.

24,701

680,780

Deutsche

Telekom

AG.

19,994

205,976

ING

Porsche

AG.

16,460

370,165

E.ON

AG.

5,512

475,181

HeidelbergCement

AG.

51,766

15,322

LEG

Immobilien

1,604

1,015

OSRAM

Licht

AG.

2,010,208

RWE

AG.

73,238

220,317

SAP

AG.

50,394

588,197

Siemens

AG.

118,997

155,563

Vonovia

5,679

TOTAL

GERMANY

449,646

GREECE

0.0%

176,388

Alpha

Services

and

Holdings

S.A.

306

Global

Equities

148

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

GREECE

(continued)

221,030

Eurobank

Ergasias

Services

and

Holdings

S.A.

506

5,760

(b),(d)

Group

44,866

Hellenic

Telecommunications

Organization

S.A.

774

26,156

JUMBO

S.A.

749

8,185

Mytilineos

Holdings

S.A.

322

66,203

National

Bank

Greece

S.A.

566

43,769

OPAP

S.A.

778

87,925

Piraeus

Financial

Holdings

S.A.

374

45,255

Public

Power

Corp

607

TOTAL

GREECE

4,982

HONG

KONG

0.2%

2,510,500

AIA

Group

Ltd

21,924

738,100

ASM

Pacific

Technology

8,973

129,000

Bank

East

Asia

Ltd

166

219,000

(a)

Cathay

Pacific

Airways

Ltd

234

872,000

Hang

Lung

Properties

Ltd

840

169,500

Hang

Seng

Bank

Ltd

2,109

325,000

Henderson

Land

Development

Ltd

1,029

262,182

Hong

Kong

Exchanges

and

Clearing

Ltd

10,710

547,100

Hongkong

Land

Holdings

Ltd

2,010

394,839

Link

REIT

1,968

380,000

(a)

New

World

Development

Ltd

466

32,500

Orient

Overseas

International

Ltd

457

601,605

Prudential

plc

5,581

866,250

Sino

Biopharmaceutical

Ltd

409

331,000

Sun

Hung

Kai

Properties

Ltd

3,586

269,000

Wharf

Real

Estate

Investment

Ltd

940

TOTAL

HONG

KONG

61,402

HUNGARY

0.0%

121,181

MOL

Hungarian

Oil

Gas

plc

907

16,698

OTP

Bank

873

44,226

Richter

Gedeon

1,362

TOTAL

HUNGARY

3,142

INDIA

1.7%

12,209

ABB

Ltd

India

1,173

32,829

Adani

Enterprises

Ltd

1,227

69,110

(b)

Adani

Green

Energy

Ltd

1,567

119,247

Adani

Ports

Special

Economic

Zone

Ltd

2,059

171,448

(b)

Adani

Power

Ltd

1,342

138,501

Ambuja

Cements

Ltd

1,044

37,003

APL

Apollo

Tubes

Ltd

698

54,217

Apollo

Hospitals

Enterprise

Ltd

4,660

325,991

Ashok

Leyland

Ltd

915

84,041

Asian

Paints

Ltd

3,341

30,132

Astral

Ltd

716

30,187

(c)

Small

Finance

Bank

Ltd

266

21,109

Aurobindo

Pharma

Ltd

368

35,628

(b),(c)

Avenue

Supermarts

Ltd

2,166

1,091,548

Axis

Bank

Ltd

16,048

14,900

Bajaj

Auto

Ltd

2,194

22,409

Bajaj

Finance

Ltd

2,059

30,196

Bajaj

Finserv

Ltd

711

5,777

Bajaj

Holdings

Investment

Ltd

724

16,494

Balkrishna

Industries

Ltd

600

87,407

Bank

Baroda

258

819,847

Bharat

Electronics

Ltd

2,793

56,413

Bharat

Forge

Ltd

1,019

240,265

Bharat

Heavy

Electricals

Ltd

800

345,336

Bharat

Petroleum

Corp

Ltd

1,522

541,442

Bharti

Airtel

Ltd

11,038

1,546

Bosch

Ltd

695

24,041

Britannia

Industries

Ltd

1,819

149

DESCRIPTION

VALUE

(000)

INDIA

(continued)

21,010

Cadila

Healthcare

Ltd

268

418,229

Canara

Bank

556

51,080

Power

Industrial

Solutions

Ltd

462

33,887

Cholamandalam

Investment

and

Finance

Ltd

650

170,371

Cipla

Ltd

3,366

424,996

Coal

India

Ltd

2,583

31,285

Colgate-Palmolive

India

Ltd

1,420

55,895

Container

Corp

India

Ltd

612

31,015

Cummins

India

Ltd

1,410

114,849

Dabur

India

Ltd

856

19,839

Divi's

Laboratories

Ltd

1,289

6,051

Dixon

Technologies

India

Ltd

996

168,676

DLF

Ltd

1,800

26,467

Reddy's

Laboratories

Ltd

2,131

29,562

Eicher

Motors

Ltd

1,773

536,749

GAIL

India

Ltd

1,539

553,805

(b)

GMR

Infrastructure

Ltd

622

90,464

Godrej

Consumer

Products

Ltd

1,502

26,012

(b)

Godrej

Properties

Ltd

981

58,894

Grasim

Industries

Ltd

1,963

55,161

Havells

India

Ltd

1,325

344,470

HCL

Technologies

Ltd

7,379

8,202

(c)

HDFC

Asset

Management

Ltd

421

735,222

HDFC

Bank

Ltd

15,141

463,214

HDFC

Bank

Ltd

(ADR)

28,979

211,824

(c)

HDFC

Life

Insurance

Ltd

1,815

26,814

Hero

Honda

Motors

Ltd

1,828

357,384

Hindalco

Industries

Ltd

3,230

45,105

Hindustan

Aeronautics

Ltd

2,380

66,851

Hindustan

Lever

Ltd

2,360

216,399

Hindustan

Petroleum

Corp

Ltd

1,135

1,167,465

ICICI

Bank

Ltd

17,717

52,052

(c)

ICICI

Lombard

General

Insurance

Ltd

1,353

77,399

(c)

ICICI

Prudential

Life

Insurance

Ltd

720

267,860

(b)

IDFC

First

Bank

Ltd

238

192,692

Indian

Hotels

Ltd

1,575

674,345

Indian

Oil

Corp

Ltd

1,449

49,238

Indian

Railway

Catering

Tourism

Corp

Ltd

545

265,888

(b)

Indus

Towers

Ltd

1,246

23,886

IndusInd

Bank

Ltd

412

15,359

Info

Edge

India

Ltd

1,484

995,832

Infosys

Technologies

Ltd

22,244

38,847

(b),(c)

InterGlobe

Aviation

Ltd

2,216

711,314

ITC

Ltd

4,396

72,617

Jindal

Stainless

Ltd

685

29,560

Jindal

Steel

Power

Ltd

366

78,913

JSW

Energy

Ltd

690

188,686

JSW

Steel

Ltd

2,317

77,595

Jubilant

Foodworks

Ltd

631

88,788

Kotak

Mahindra

Bank

Ltd

1,963

142,364

Larsen

Toubro

Ltd

6,243

290,033

(c)

LTIMindtree

Ltd

21,607

19,566

Lupin

Ltd

512

66,471

(c)

Macrotech

Developers

Ltd

979

446,464

Mahindra

Ltd

16,478

22,233

(b)

Mankind

Pharma

Ltd

669

112,761

Marico

Ltd

935

27,543

Maruti

Suzuki

India

Ltd

4,349

152,296

Max

Healthcare

Institute

Ltd

1,789

23,116

Mphasis

Ltd

829

509

MRF

Ltd

841

9,441

Muthoot

Finance

Ltd

229

Global

Equities

150

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

INDIA

(continued)

74,039

Nestle

India

Ltd

2,377

698,140

NHPC

Ltd

789

233,002

NMDC

Ltd

681

973,790

NTPC

Ltd

5,138

119,384

Oil

India

Ltd

827

3,163

Oracle

Financial

Services

Software

Ltd

432

1,343

Page

Industries

Ltd

687

64,180

(b)

Fintech

Ltd

1,237

23,961

Persistent

Systems

Ltd

1,558

177,403

Petronet

LNG

Ltd

724

43,432

Phoenix

Mills

Ltd

955

17,081

Industries

Ltd

949

34,287

Pidilite

Industries

Ltd

1,376

437,260

Piramal

Pharma

Ltd

1,195

11,764

Polycab

India

Ltd

976

124,044

Power

Finance

Corp

Ltd

723

1,051,096

Power

Grid

Corp

India

Ltd

4,433

37,458

Prestige

Estates

Projects

Ltd

824

187,690

Punjab

National

Bank

240

114,957

Rail

Vikas

Nigam

Ltd

730

108,087

REC

Ltd

716

2,268,161

Reliance

Industries

Ltd

79,801

16,366,050

(b)

Reliance

Strategic

Investments

Ltd

68,346

589,237

Samvardhana

Motherson

International

Ltd

1,484

19,149

SBI

Cards

Payment

Services

Ltd

177

98,514

(c)

SBI

Life

Insurance

Ltd

2,164

1,962

Shree

Cement

Ltd

616

22,757

Shriram

Finance

Ltd

973

20,042

Siemens

India

Ltd

1,732

6,062

Solar

Industries

India

Ltd

834

85,461

(c)

Sona

Blw

Precision

Forgings

Ltd

757

29,112

SRF

Ltd

868

146,255

State

Bank

India

1,373

324,400

Sun

Pharmaceutical

Industries

Ltd

7,458

14,296

Sundaram

Finance

Ltd

898

14,446

Supreme

Industries

Ltd

917

2,078,542

(b)

Suzlon

Energy

Ltd

1,983

26,229

Tata

Communications

Ltd

668

121,612

Tata

Consultancy

Services

Ltd

6,192

130,712

Tata

Consumer

Products

Ltd

1,866

2,744

Tata

Elxsi

Ltd

253

468,877

Tata

Motors

Ltd

5,446

321,072

Tata

Power

Ltd

1,846

812,402

Tata

Steel

Ltd

1,635

44,122

Tech

Mahindra

Ltd

831

9,269

Thermax

Ltd

563

72,065

Titan

Ltd

3,287

52,397

Torrent

Pharmaceuticals

Ltd

2,123

37,952

Torrent

Power

Ltd

850

40,081

Trent

Ltd

3,626

23,025

Tube

Investments

India

Ltd

1,192

51,686

TVS

Motor

Ltd

1,751

25,670

Ultra

Tech

Cement

Ltd

3,614

124,807

Union

Bank

India

183

64,292

United

Spirits

Ltd

1,219

101,015

UPL

Ltd

738

256,197

Varun

Beverages

Ltd

1,854

141,375

Vedanta

Ltd

864

5,183,205

(b)

Vodafone

Idea

Ltd

640

107,417

Wipro

Ltd

694

1,161,716

(b)

Yes

Bank

Ltd

312

151

DESCRIPTION

VALUE

(000)

INDIA

(continued)

1,445,732

(b)

Zomato

Ltd

4,706

TOTAL

INDIA

519,202

INDONESIA

0.2%

3,478,700

Adaro

Energy

Indonesia

Tbk

876

1,433,200

(b)

Amman

Mineral

Internasional

879

1,680,400

Astra

International

Tbk

560

12,619,400

Bank

Central

Asia

Tbk

8,606

1,180,000

Bank

Negara

Indonesia

Persero

Tbk

417

97,844,593

Bank

Rakyat

Indonesia

32,001

5,912,326

Barito

Pacific

Tbk

409

1,713,100

Chandra

Asri

Pacific

Tbk

959

1,537,300

Charoen

Pokphand

Indonesia

Tbk

477

195,604,500

(b)

GoTo

Gojek

Tokopedia

Tbk

852

525,600

Indah

Kiat

Pulp

Paper

Tbk

300

459,900

Indofood

CBP

Sukses

Makmur

Tbk

374

1,641,400

Kalbe

Farma

Tbk

187

758,249

(b)

Merdeka

Copper

Gold

Tbk

135

3,045,694

Bank

Mandiri

Persero

Tbk

1,401

978,300

Indofood

Sukses

Makmur

Tbk

456

1,547,900

Unilever

Indonesia

Tbk

225

133,500

United

Tractors

Tbk

240

4,248,900

Sumber

Alfaria

Trijaya

Tbk

887

4,052,800

Telkom

Indonesia

Persero

Tbk

802

TOTAL

INDONESIA

51,043

IRELAND

0.1%

5,070,012

AIB

Group

plc

29,042

428,877

Keywords

Studios

plc

13,968

TOTAL

IRELAND

43,010

ISRAEL

0.0%

251,752

Bank

Hapoalim

Ltd

2,523

322,121

Bank

Leumi

Le-Israel

3,155

258,072

Israel

Discount

Bank

Ltd

1,446

31,084

Mizrahi

Tefahot

Bank

Ltd

1,215

TOTAL

ISRAEL

8,339

ITALY

0.7%

421,320

(a)

Amplifon

S.p.A.

12,126

5,676,168

(a)

Davide

Campari-Milano

48,115

8,901,991

Enel

S.p.A.

71,107

59,133

Ferrari

27,710

641,669

Moncler

S.p.A

40,795

1,890,381

PRADA

S.p.A

14,457

TOTAL

ITALY

214,310

JAPAN

6.0%

88,400

Acom

Ltd

236

378

Activia

Properties,

Inc

859

1,485,300

Advantest

Corp

69,855

300

Aeon

Mall

Ltd

980,400

(a)

Aisin

Seiki

Ltd

10,894

10,108

All

Nippon

Airways

Ltd

216

26,200

(a)

Aozora

Bank

Ltd

490

1,819,200

Asahi

Breweries

Ltd

23,844

208,179

Asahi

Kasei

Corp

1,578

340,085

Central

Japan

Railway

7,853

37,900

(a)

Century

Leasing

System,

Inc

427

117,500

Chiba

Bank

Ltd

955

152,400

Chubu

Electric

Power

Co,

Inc

1,791

227,900

Concordia

Financial

Group

Ltd

1,272

218,100

Daifuku

Ltd

4,222

239,100

Dai-ichi

Life

Holdings,

Inc

6,204

2,839,691

Daiichi

Sankyo

Ltd

93,802

96,531

Daikin

Industries

Ltd

13,549

8,000

(a)

Daito

Trust

Construction

Ltd

974

Global

Equities

152

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

JAPAN

(continued)

373

Daiwa

House

REIT

Investment

Corp

612

320,300

(a)

Daiwa

Securities

Group,

Inc

2,272

82,000

Disco

Corp

21,601

426,558

East

Japan

Railway

8,465

20,300

Fast

Retailing

Ltd

6,735

38,100

Fukuoka

Financial

Group,

Inc

987

11,717,620

(b)

Hitachi

Ltd

310,720

156,700

(b)

Hoya

Corp

21,703

179,900

Hulic

Ltd

1,831

871

Hulic

Reit,

Inc

843

4,012,600

Infomart

Corp

9,218

Invincible

Investment

Corp

472,200

(a)

Itochu

Corp

25,449

89,600

Japan

Post

Bank

Ltd

841

349,300

Japan

Post

Holdings

Ltd

3,349

49,800

Japan

Post

Insurance

Ltd

915

Japan

Retail

Fund

Investment

Corp

144,000

Kansai

Electric

Power

Co,

Inc

2,386

321,300

KDDI

Corp

10,294

305

Kenedix

Realty

Investment

Corp

321

28,200

Kyoto

Financial

Group,

Inc

437

205,700

Mebuki

Financial

Group,

Inc

833

532,900

Mitsubishi

Corp

11,074

771,300

Mitsubishi

Electric

Corp

12,511

425,073

Mitsubishi

Estate

Ltd

6,714

2,112,900

Mitsubishi

Heavy

Industries

Ltd

31,575

9,473,900

Mitsubishi

UFJ

Financial

Group,

Inc

97,284

89,200

(a)

Mitsubishi

UFJ

Lease

Finance

Ltd

634

2,104,200

Mitsui

Ltd

47,058

26,750

Mitsui

Fudosan

Ltd

252

1,400

Mitsui

Fudosan

Logistics

Park,

Inc

4,137

295,800

Mitsui

Sumitomo

Insurance

Group

Holdings,

Inc

6,953

534,800

Mizuho

Financial

Group,

Inc

11,055

1,187,500

MonotaRO

Ltd

19,802

331

Mori

Hills

REIT

Investment

Corp

293

953,400

Murata

Manufacturing

Ltd

18,867

1,433,700

Nintendo

Ltd

76,633

130,500

Nippon

Paint

Ltd

994

6,272,800

Nippon

Telegraph

Telephone

Corp

6,431

697,200

(b)

Nomura

Holdings,

Inc

3,639

897

Nomura

Real

Estate

Master

Fund,

Inc

895

130,811

Omron

Corp

5,981

1,160,800

Oriental

Land

Ltd

30,027

291,100

ORIX

Corp

6,811

605

Orix

JREIT,

Inc

646

226,000

Osaka

Securities

Exchange

Ltd

2,937

190,800

Otsuka

Holdings

Ltd

10,837

1,866,000

Recruit

Holdings

Ltd

113,364

463,700

Resona

Holdings,

Inc

3,249

52,300

(a)

SBI

Holdings,

Inc

1,210

160,300

Sekisui

House

Ltd

4,451

1,857,700

Seven

Holdings

Ltd

27,973

130,700

(a)

Seven

Bank

Ltd

262

749,700

Shin-Etsu

Chemical

Ltd

31,330

92,400

Shizuoka

Financial

Group,

Inc

806

24,300

SMC

Corp

10,867

223,200

Sompo

Holdings,

Inc

5,031

7,774,825

Sony

Corp

151,046

3,825

Star

Asia

Investment

Corp

1,419

8,052,700

(a)

Sumco

Corp

87,098

89,401

Sumitomo

Heavy

Industries

Ltd

2,163

4,969,803

Sumitomo

Mitsui

Financial

Group,

Inc

106,188

153

DESCRIPTION

VALUE

(000)

JAPAN

(continued)

149,800

(a)

Sumitomo

Mitsui

Trust

Holdings,

Inc

3,585

Sumitomo

Realty

Development

Ltd

119,100

T&D

Holdings,

Inc

2,100

19,682

Taiyo

Nippon

Sanso

Corp

722

644,897

TechnoPro

Holdings,

Inc

12,552

419,600

Tokio

Marine

Holdings,

Inc

15,473

302,900

(b)

Tokyo

Electric

Power

Co,

Inc

1,343

115,500

Tokyo

Electron

Ltd

20,598

159,900

Tokyo

Gas

Ltd

3,725

292,100

Tokyo

Tatemono

Ltd

4,692

238,301

Toray

Industries,

Inc

1,407

7,161,310

(b)

Toyota

Motor

Corp

128,717

556

United

Urban

Investment

Corp

535

TOTAL

JAPAN

1,824,790

KOREA,

REPUBLIC

0.9%

12,264

(b)

Alteogen,

Inc

3,054

6,453

Amorepacific

Corp

722

1,549

(b)

Celltrion

Pharm

Inc

32,529

Celltrion,

Inc

4,843

1,825

CheilJedang

Corp

423

1,982

(b)

CosmoAM&T

Ltd

190

11,755

Coway

Ltd

593

12,107

Daewoo

International

Corp

528

7,271

(b)

Daewoo

Shipbuilding

Marine

Engineering

Ltd

169

10,102

Dongbu

Insurance

Ltd

868

12,693

Doosan

Bobcat,

Inc

392

36,600

(b)

Doosan

Heavy

Industries

and

Construction

Ltd

501

14,594

Ecopro

Ltd

2,046

21,608

Ecopro

Ltd

1,456

3,448

(b)

Ecopro

Materials

Ltd

356

2,871

(b)

Enchem

Ltd

399

11,561

Holdings

Corp

375

23,705

Hana

Financial

Group,

Inc

1,064

2,063

Hanjin

Kal

Corp

129

16,428

Hankook

Tire

Technology

Ltd

518

544

Hanmi

Pharm

Ltd

134

3,668

Hanmi

Semiconductor

Ltd

305

24,182

Hanwha

Chemical

Corp

479

2,888

(b)

Hanwha

Industrial

Solutions

Ltd

3,805

Hyundai

Ltd

222

5,133

Hyundai

Electric

Ltd

1,291

4,854

(b)

Hyundai

Heavy

Industries

Ltd

682

25,649

(b)

HLB,

Inc

1,668

19,357

HMM

Ltd

274

4,237

Honam

Petrochemical

Corp

328

4,693

HYBE

Ltd

605

98,202

Hynix

Semiconductor,

Inc

13,143

5,182

Hyundai

Engineering

Construction

Ltd

121

8,250

Hyundai

Glovis

Ltd

769

3,506

(b)

Hyundai

Heavy

Industries

501

13,139

Hyundai

Mobis

2,176

29,640

Hyundai

Motor

5,520

8,060

Hyundai

Motor

Ltd

(2nd

Preference)

1,084

5,260

Hyundai

Motor

Ltd

(Preference)

684

6,991

Hyundai

Steel

149

19,576

Industrial

Bank

Korea

209

66,918

Kakao

Corp

1,844

13,449

KakaoBank

Corp

217

216,031

Financial

Group,

Inc

13,330

52,273

Kia

Motors

Corp

3,980

15,496

Korea

Aerospace

Industries

Ltd

618

21,651

Korea

Electric

Power

Corp

338

Global

Equities

154

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

KOREA,

REPUBLIC

(continued)

2,984

Korea

Investment

Holdings

Ltd

167

654

Korea

Zinc

Ltd

343

12,329

Korean

Air

Lines

Ltd

211

2,367

(b),(c)

Krafton,

Inc

616

2,856

Corp

22,779

KT&G

Corp

1,888

8,053

(b)

Kum

Yang

Ltd

322

1,361

Kumho

Petrochemical

Ltd

163

2,039

L&F

Ltd

177

10,890

Chem

Ltd

2,956

1,854

Chem

Ltd

(Preference)

344

20,717

Corp

1,245

25,654

Display

Ltd

214

8,693

Electronics,

Inc

692

3,897

(b)

Energy

Solution

Ltd

1,229

1,929

Household

Health

Care

Ltd

556

1,172

Innotek

Ltd

195

15,601

Telecom

Ltd

117

3,334

Electric

Ltd

417

7,991

Meritz

Financial

Group,

Inc

591

17,668

Mirae

Asset

Daewoo

Ltd

113

28,100

Naver

Corp

3,619

1,187

NCSoft

Corp

173

2,085

(c)

Netmarble

Corp

5,169

Orion

Corp/Republic

Korea

384

20,860

POSCO

6,124

11,726

POSCO

Ltd

274

2,549

POSCO

Future

Ltd

486

4,290

(b),(c)

Samsung

Biologics

Ltd

3,191

19,348

Samsung

C&T

Corp

2,026

93,286

Samsung

Electro-Mechanics

Ltd

9,431

3,172,262

Samsung

Electronics

Ltd

148,268

179,661

Samsung

Electronics

Ltd

(Preference)

6,977

12,813

(b)

Samsung

Engineering

Ltd

215

6,759

Samsung

Fire

Marine

Insurance

Ltd

1,786

54,611

(b)

Samsung

Heavy

Industries

Ltd

419

17,479

Samsung

Life

Insurance

Ltd

1,248

20,265

Samsung

SDI

Ltd

5,851

3,453

Samsung

SDS

Ltd

407

2,608

Samsung

Techwin

Ltd

594

96,192

Shinhan

Financial

Group

Ltd

4,080

4,665

(b)

Biopharmaceuticals

Ltd

370

1,817

(b)

Bioscience

Ltd

5,410

(b)

Innovation

Ltd

485

7,705

(b)

Square

Ltd

476

23,988

Telecom

Ltd

1,022

3,064

SK,

Inc

358

3,900

SKC

Ltd

429

11,621

S-Oil

Corp

545

50,548

Woori

Financial

Group,

Inc

597

8,668

Woori

Investment

Securities

Ltd

4,648

Yuhan

Corp

507

TOTAL

KOREA,

REPUBLIC

282,697

KUWAIT

0.0%

113,812

Boubyan

Bank

KSCP

213

165,048

Gulf

Bank

KSCP

164

833,568

Kuwait

Finance

House

KSCP

1,957

156,765

Mabanee

SAK

430

521,833

Mobile

Telecommunications

KSCP

812

155

DESCRIPTION

VALUE

(000)

KUWAIT

(continued)

651,473

National

Bank

Kuwait

SAKP

1,885

TOTAL

KUWAIT

5,461

LUXEMBOURG

0.2%

986,906

(b)

Lux

Finco

Sarl

48,645

11,120

Reinet

Investments

S.C.A

308

TOTAL

LUXEMBOURG

48,953

MALAYSIA

0.1%

190,300

AMMB

Holdings

BHD

231

232,943

Axiata

Group

Bhd

142

569,979

Bumiputra-Commerce

Holdings

BHD

1,115

242,400

Digi.Com

BHD

219

421,671

Gamuda

BHD

825

550,900

Genting

BHD

564

710,600

Genting

Malaysia

BHD

417

41,500

Hong

Leong

Bank

BHD

217

170,900

IHH

Healthcare

Bhd

297

221,300

Inari

Amertron

Bhd

156

475,700

IOI

Corp

BHD

433

103,043

Kuala

Lumpur

Kepong

BHD

512

441,429

Malayan

Banking

BHD

1,122

202,860

Malaysia

Airports

Holdings

Bhd

515

167,500

Maxis

Bhd

160

401,000

MISC

Bhd

759

506,250

(c)

DIY

Group

Bhd

260

13,900

Nestle

Malaysia

Bhd

351

646,400

Petronas

Chemicals

Group

Bhd

884

62,000

Petronas

Dagangan

BHD

269

223,600

Petronas

Gas

BHD

976

120,680

PPB

Group

BHD

422

291,400

Press

Metal

Aluminium

Holdings

Bhd

358

1,188,400

Public

Bank

Bhd

1,314

267,375

Resources

Bhd

303

103,116

RHB

Capital

BHD

155

662,600

Sime

Darby

BHD

395

432,600

Sime

Darby

Plantation

Bhd

502

512,600

Sunway

BHD

522

106,841

Telekom

Malaysia

BHD

174

603,600

Tenaga

Nasional

BHD

2,116

766,700

YTL

Corp

BHD

469

572,300

YTL

Power

International

BHD

511

TOTAL

MALAYSIA

17,665

MEXICO

0.3%

662,800

Alfa

S.A.

C.V.

(Class

542

1,562,600

America

Movil

SAB

C.V.

1,282

110,000

Arca

Continental

SAB

C.V.

1,028

63,800

(a),(c)

Banco

del

Bajio

S.A.

149

3,349,694

Cemex

S.A.

C.V.

2,052

119,065

Coca-Cola

Femsa

SAB

C.V.

1,054

661,700

Fibra

Uno

Administracion

S.A.

C.V.

770

390,700

Fomento

Economico

Mexicano

S.A.

C.V.

3,857

360,672

Fomento

Economico

Mexicano

SAB

C.V.

(ADR)

35,602

36,210

Gruma

SAB

C.V.

672

61,200

Grupo

Aeroportuario

del

Centro

Norte

Sab

C.V.

517

84,075

(a)

Grupo

Aeroportuario

del

Pacifico

S.A.

C.V.

Shares)

1,460

38,365

Grupo

Aeroportuario

del

Sureste

S.A.

C.V.

(Class

1,086

281,400

(a)

Grupo

Bimbo

S.A.

C.V.

(Series

968

123,200

(a)

Grupo

Carso

S.A.

C.V.

(Series

A1)

763

63,300

(a),(b)

Grupo

Comercial

Chedraui

S.a.

C.V.

476

4,773,400

Grupo

Financiero

Banorte

S.A.

C.V.

33,819

151,727

(a),(b)

Grupo

Financiero

Inbursa

S.A.

344

932,500

Grupo

Mexico

S.A.

C.V.

(Series

5,199

15,295

(a),(b)

Industrias

Penoles

S.A.

C.V.

203

Global

Equities

156

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MEXICO

(continued)

307,800

Kimberly-Clark

Mexico

S.A.

C.V.

(Class

498

245,500

(a)

Operadora

Sites

Mexicanos

SAB

C.V.

193

214,200

(a)

Orbia

Advance

Corp

SAB

C.V.

216

201,954

ProLogis

Property

Mexico

S.A.

C.V.

661

36,240

Promotora

Operadora

Infraestructura

SAB

C.V.

341

7,172

Southern

Copper

Corp

829

34,363

Ternium

S.A.

(ADR)

1,268

1,081,400

Wal-Mart

Mexico

SAB

C.V.

3,250

TOTAL

MEXICO

99,099

NETHERLANDS

1.5%

44,690

(b),(c)

Adyen

69,967

237

(b)

Argenx

128

42,088

(b)

Argenx

22,757

187,424

ASML

Holding

155,910

123,585

(c)

Euronext

13,415

377,066

Heineken

33,472

8,204,311

ING

Groep

148,851

3,920,045

Koninklijke

KPN

16,011

TOTAL

NETHERLANDS

460,511

NORWAY

0.1%

676,678

Aker

ASA

14,483

693,887

Equinor

ASA

17,554

TOTAL

NORWAY

32,037

PERU

0.0%

57,055

Cia

Minas

Buenaventura

S.A.

(ADR)

(Series

790

5,400

Credicorp

Ltd

977

TOTAL

PERU

1,767

PHILIPPINES

0.0%

19,040

Ayala

Corp

229

1,449,770

Ayala

Land,

Inc

944

155,444

Bank

the

Philippine

Islands

377

196,610

BDO

Unibank,

Inc

557

222,910

International

Container

Term

Services,

Inc

1,615

539,255

Summit

Holdings

(Series

268

97,960

Jollibee

Foods

Corp

470

68,140

Manila

Electric

533

154,393

Metropolitan

Bank

Trust

217

6,800

PLDT,

Inc

180

5,826,950

Robinsons

Retail

Holdings,

Inc

4,180

18,360

Investments

Corp

314

2,159,000

Prime

Holdings

1,243

182,380

Universal

Robina

Corp

338

TOTAL

PHILIPPINES

11,465

POLAND

0.0%

19,138

Alior

Bank

S.A.

460

124,931

(b),(c)

Allegro.eu

S.A.

1,130

14,845

Bank

Pekao

S.A.

567

3,329

Bank

Zachodni

WBK

S.A.

393

1,173

(b)

BRE

Bank

S.A.

188

2,819

Budimex

S.A.

437

4,895

Projekt

S.A.

222

3,915

(b),(c)

Dino

Polska

S.A.

357

11,201

KGHM

Polska

Miedz

S.A.

463

244

LPP

S.A.

1,000

182,585

(b)

PGE

Polska

Grupa

Energetyczna

S.A.

341

142,059

Polski

Koncern

Naftowy

Orlen

S.A.

2,062

71,009

Powszechna

Kasa

Oszczednosci

Bank

Polski

S.A.

1,035

157

DESCRIPTION

VALUE

(000)

POLAND

(continued)

129,569

Powszechny

Zaklad

Ubezpieczen

S.A.

1,417

TOTAL

POLAND

10,072

PORTUGAL

0.1%

750,164

Jeronimo

Martins

SGPS

S.A.

14,730

TOTAL

PORTUGAL

14,730

QATAR

0.0%

443,615

Barwa

Real

Estate

348

259,860

Commercial

Bank

PSQC

314

323,843

Dukhan

Bank

343

359,072

Industries

Qatar

QSC

1,286

452,158

Masraf

Rayan

QSC

307

1,197,337

Mesaieed

Petrochemical

Holding

536

214,469

Ooredoo

QPSC

690

93,998

Qatar

Electricity

Water

QSC

408

139,603

Qatar

Fuel

QSC

585

638,834

Qatar

Gas

Transport

Ltd

763

72,345

Qatar

International

Islamic

Bank

QSC

218

145,699

Qatar

Islamic

Bank

SAQ

855

373,617

Qatar

National

Bank

QPSC

1,742

TOTAL

QATAR

8,395

ROMANIA

0.0%

117,181

NEPI

Rockcastle

989

TOTAL

ROMANIA

989

RUSSIA

0.0%

12,672

(a),(b),(d)

Ozon

Holdings

plc

(ADR)

211,169

(b),(d)

VTB

Bank

PJSC

(GDR)

Tradegate

TOTAL

RUSSIA

SAUDI

ARABIA

0.3%

32,082

ACWA

Power

4,234

75,989

Ades

Holding

408

18,874

(b)

Advanced

Petrochemical

195

791,721

Rajhi

Bank

18,450

8,778

(b)

Rajhi

for

Co-operative

Insurance

450

1,240,307

Alinma

Bank

9,439

55,648

Almarai

JSC

819

72,629

Arab

National

Bank

370

5,351

Arabian

Internet

Communications

Services

403

48,787

Bank

AlBilad

514

36,610

(b)

Bank

Al-Jazira

168

45,217

Banque

Saudi

Fransi

389

18,201

Bupa

Arabia

for

Cooperative

Insurance

1,005

16,022

for

Cooperative

Insurance

632

2,666

Dallah

Healthcare

114

46,635

(b)

Dar

Arkan

Real

Estate

Development

194

27,636

Sulaiman

Habib

Medical

Services

Group

2,185

5,297

Elm

1,644

86,126

Etihad

Etisalat

1,182

86,107

Jarir

Marketing

302

98,025

Mobile

Telecommunications

Saudi

Arabia

286

42,378

Mouwasat

Medical

Services

1,130

7,848

Nahdi

Medical

275

16,723

Power

Water

Utility

for

Jubail

Yanbu

269

117,027

Riyad

Bank

779

52,967

SABIC

Agri-Nutrients

1,678

78,866

Sahara

International

Petrochemical

617

5,169

SAL

Saudi

Logistics

Services

404

125,904

(b)

Saudi

Arabian

Mining

1,640

1,002,706

(c)

Saudi

Arabian

Oil

7,251

11,144

Saudi

Aramco

Base

Oil

395

81,337

Saudi

Awwal

Bank

753

200,410

Saudi

Basic

Industries

Corp

4,001

193,111

Saudi

Electricity

859

Global

Equities

158

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SAUDI

ARABIA

(continued)

76,338

Saudi

Industrial

Investment

Group

399

44,082

Saudi

Investment

Bank

153

166,293

(b)

Saudi

Kayan

Petrochemical

373

642,088

Saudi

National

Bank

5,893

7,516

(b)

Saudi

Research

Media

Group

577

3,842

Saudi

Tadawul

Group

Holding

233

442,402

Saudi

Telecom

5,156

104,246

Savola

Group

751

64,195

Yanbu

National

Petrochemical

731

TOTAL

SAUDI

ARABIA

77,700

SINGAPORE

0.2%

651,500

Ascendas

REIT

1,443

28,001

CapitaLand

Ascott

Trust

526,442

Capitaland

Investment

Ltd

1,273

78,004

CapitaMall

Trust

128

437,580

DBS

Group

Holdings

Ltd

12,959

2,322,408

(b)

Grab

Holdings

Ltd

8,825

732,961

Oversea-Chinese

Banking

Corp

8,580

178,200

Singapore

Exchange

Ltd

1,579

1,569,400

Singapore

Telecommunications

Ltd

3,946

260,716

United

Overseas

Bank

Ltd

6,508

TOTAL

SINGAPORE

45,262

SOUTH

AFRICA

0.2%

68,795

Absa

Group

Ltd

699

55,945

(a)

Anglo

American

Platinum

Ltd

2,013

549,890

Anglo

American

plc

17,875

211,143

Aspen

Pharmacare

Holdings

Ltd

2,383

72,541

Bid

Corp

Ltd

1,859

73,089

Bidvest

Group

Ltd

1,239

70,909

Capitec

Bank

Holdings

Ltd

12,495

50,330

Clicks

Group

Ltd

1,156

111,273

Discovery

Ltd

1,108

24,174

(a)

Exxaro

Resources

Ltd

240

413,034

FirstRand

Ltd

1,981

147,919

Gold

Fields

Ltd

2,294

43,680

Harmony

Gold

Mining

Ltd

448

302,349

(a)

Impala

Platinum

Holdings

Ltd

1,695

4,368

Kumba

Iron

Ore

Ltd

101

138,843

MTN

Group

Ltd

738

39,904

Naspers

Ltd

9,677

38,682

(a)

Nedbank

Group

Ltd

668

26,079

(a)

Northam

Platinum

Holdings

Ltd

165

1,024,173

(a)

Old

Mutual

Ltd

812

176,037

OUTsurance

Group

Ltd

591

523,345

(c)

Pepkor

Holdings

Ltd

729

110,593

Remgro

Ltd

1,007

389,282

Sanlam

Ltd

1,983

128,649

Sasol

Ltd

864

41,012

(a)

Shoprite

Holdings

Ltd

701

229,352

Sibanye

Stillwater

Ltd

237

359,539

Standard

Bank

Group

Ltd

5,035

140,455

Vodacom

Group

Ltd

890

210,090

(a)

Woolworths

Holdings

Ltd

828

TOTAL

SOUTH

AFRICA

72,511

SPAIN

0.7%

287,054

Amadeus

Holding

S.A.

20,789

8,469,864

Banco

Bilbao

Vizcaya

Argentaria

S.A.

91,494

14,984,430

Banco

Santander

S.A.

76,778

3,397,865

CaixaBank

S.A.

20,278

834,295

Iberdrola

S.A.

12,898

108,528

(a),(b),(d)

Let's

GOWEX

S.A.

159

DESCRIPTION

VALUE

(000)

SPAIN

(continued)

18,074

Merlin

Properties

Socimi

S.A.

229

TOTAL

SPAIN

222,467

SWEDEN

0.3%

666,155

Assa

Abloy

22,443

126,224

(c)

Evolution

12,414

420,357

(b)

Fastighets

Balder

3,697

1,251,959

Sandvik

28,015

1,393,469

Skandinaviska

Enskilda

Banken

(Class

21,332

TOTAL

SWEDEN

87,901

SWITZERLAND

1.1%

105,392

Cie

Financiere

Richemont

S.A.

16,737

206,892

DSM-Firmenich

AG.

28,553

202,673

(b)

Galderma

Group

AG.

18,822

3,986

Givaudan

S.A.

21,869

144,319

Lonza

Group

AG.

91,582

384,164

Novartis

AG.

44,233

1,139,018

(a),(b)

Holding

AG.

57,122

10,944

PSP

Swiss

Property

AG.

1,603

10,944

Swiss

Prime

Site

AG.

1,227

90,529

Zurich

Insurance

Group

54,694

TOTAL

SWITZERLAND

336,442

TAIWAN

2.2%

42,000

Accton

Technology

Corp

703

236,000

Acer,

Inc

304

38,725

Advantech

Ltd

392

196,000

Alchip

Technologies

Ltd

12,216

731,000

ASE

Technology

Holding

Ltd

3,467

191,000

Asia

Cement

Corp

288

73,000

Asia

Vital

Components

Ltd

1,352

58,000

Asustek

Computer,

Inc

1,008

549,800

Optronics

Corp

295

52,189

Catcher

Technology

Ltd

390

783,947

Cathay

Financial

Holding

Ltd

1,646

121,200

Chailease

Holding

Ltd

623

417,841

Chang

Hwa

Commercial

Bank

236

405,000

Cheng

Shin

Rubber

Industry

Ltd

661

239,000

China

Airlines

162

1,294,844

China

Development

Financial

Holding

Corp

674

984,000

China

Steel

Corp

718

9,007,000

Chinatrust

Financial

Holding

9,805

315,000

Chunghwa

Telecom

Ltd

1,247

352,000

Compal

Electronics,

Inc

369

424,000

Delta

Electronics,

Inc

5,059

590,429

Ink

Holdings,

Inc

5,473

1,159,850

E.Sun

Financial

Holding

Ltd

1,026

866,000

Eclat

Textile

Ltd

14,861

5,000

eMemory

Technology,

Inc

412

229,000

Eva

Airways

Corp

271

210,292

Evergreen

Marine

Corp

Taiwan

Ltd

1,336

699,000

Far

Eastern

Textile

Ltd

843

150,000

Far

EasTone

Telecommunications

Ltd

429

100,245

Feng

TAY

Enterprise

Ltd

490

887,316

First

Financial

Holding

Ltd

768

782,000

Formosa

Chemicals

Fibre

Corp

1,071

807,000

Formosa

Plastics

Corp

1,360

32,700

Fortune

Electric

Ltd

648

675,650

Fubon

Financial

Holding

Ltd

1,924

842,758

Fuhwa

Financial

Holdings

Ltd

842

42,000

Gigabyte

Technology

Ltd

343

7,000

Global

Unichip

Corp

240

593,604

Globalwafers

Ltd

8,509

1,423,000

Hon

Hai

Precision

Industry

Co,

Ltd

8,378

Global

Equities

160

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TAIWAN

(continued)

63,280

Hotai

Motor

Ltd

1,408

703,029

Hua

Nan

Financial

Holdings

Ltd

570

723,676

InnoLux

Display

Corp

368

226,000

Inventec

Ltd

307

7,604

Largan

Precision

Ltd

610

167,000

Lite-On

Technology

Corp

524

263,242

MediaTek,

Inc

9,702

2,630,410

Mega

Financial

Holding

Ltd

3,265

59,000

Micro-Star

International

Ltd

323

1,139,000

Nan

Plastics

Corp

1,651

100,000

Nanya

Technology

Corp

149

37,000

Nien

Made

Enterprise

Ltd

592

48,000

Novatek

Microelectronics

Corp

Ltd

782

164,000

Pegatron

Corp

532

19,000

(b)

PharmaEssentia

Corp

380

522,000

Pou

Chen

Corp

594

119,522

President

Chain

Store

Corp

1,112

220,000

Quanta

Computer,

Inc

1,834

40,000

Realtek

Semiconductor

Corp

594

324,679

Ruentex

Development

Ltd

501

287,791

Shanghai

Commercial

Savings

Bank

Ltd

350

3,039,836

Shin

Kong

Financial

Holding

Ltd

1,149

870,015

SinoPac

Financial

Holdings

Ltd

666

104,000

Synnex

Technology

International

Corp

237

944,118

Taishin

Financial

Holdings

Ltd

548

574,189

Taiwan

Business

Bank

289

541,579

Taiwan

Cement

Corp

577

832,386

Taiwan

Cooperative

Financial

Holding

Ltd

680

312,000

Taiwan

High

Speed

Rail

Corp

291

148,000

Taiwan

Mobile

Ltd

538

16,982,100

Taiwan

Semiconductor

Manufacturing

Ltd

512,080

112,000

Unimicron

Technology

Corp

509

1,063,450

Uni-President

Enterprises

Corp

2,910

914,000

United

Microelectronics

Corp

1,541

77,000

Vanguard

International

Semiconductor

Corp

252

14,000

Voltronic

Power

Technology

Corp

895

621,650

Walsin

Lihwa

Corp

686

50,810

Wan

Hai

Lines

Ltd

157

266,041

Winbond

Electronics

Corp

179

224,000

Wistron

Corp

714

263,000

Wiwynn

Corp

14,255

128,640

WPG

Holdings

Ltd

304

32,143

Yageo

Corp

633

377,000

Yang

Ming

Marine

Transport

821

58,000

Zhen

Ding

Technology

Holding

Ltd

207

TOTAL

TAIWAN

658,105

THAILAND

0.1%

98,300

Advanced

Info

Service

PCL

793

947,100

Airports

Thailand

PCL

1,878

914,400

Bangkok

Dusit

Medical

Services

PCL

867

1,417,000

Bangkok

Expressway

Metro

PCL

359

43,600

Bumrungrad

Hospital

PCL

364

425,300

Central

Pattana

PCL

880

367,975

Central

Retail

Corp

PCL

352

787,900

Charoen

Pokphand

Foods

PCL

584

465,100

ALL

plc

943

399,800

(d)

Axtra

PCL

404

256,000

Delta

Electronics

Thailand

PCL

845

632,030

Gulf

Energy

Development

PCL

1,112

983,300

Home

Product

Center

PCL

316

182,600

Intouch

Holdings

PCL

(Class

523

48,000

Kasikornbank

PCL

(Foreign)

224

161

DESCRIPTION

VALUE

(000)

THAILAND

(continued)

820,000

Krung

Thai

Bank

PCL

525

109,400

Krungthai

Card

PCL

165

702,400

Minor

International

PCL

615

386,400

PTT

Exploration

Production

PCL

1,576

494,500

PTT

Global

Chemical

PCL

457

672,400

PTT

Oil

Retail

Business

PCL

366

2,514,300

PTT

PCL

2,650

200,600

SCB

PCL

679

248,700

SCG

Packaging

PCL

223

168,600

Siam

Cement

PCL

1,256

384,602

Thai

Oil

PCL

614

5,556,800

TMB

Bank

PCL

(Foreign)

339

895,726

(b)

True

Corp

PCL

312

TOTAL

THAILAND

20,221

TURKEY

0.1%

3,899,555

Akbank

TAS

7,024

17,064

Anadolu

Efes

Biracilik

Malt

Sanayii

299,202

Aselsan

Elektronik

Sanayi

Ticaret

517

101,662

BIM

Birlesik

Magazalar

1,475

194,095

Coca-Cola

Icecek

324

114,330

Eregli

Demir

Celik

Fabrikalari

TAS

179

14,630

Ford

Otomotiv

Sanayi

393

91,458

Haci

Omer

Sabanci

Holding

260

173,289

KOC

Holding

954

42,579

(b)

Pegasus

Hava

Tasimaciligi

AS.

297

2,364,992

(b)

Sasa

Polyester

Sanayi

297

28,880

Tofas

Turk

Otomobil

Fabrik

182

124,680

(b)

Turk

Hava

Yollari

1,037

286,771

Turkcell

Iletisim

Hizmet

798

13,632,762

Turkiye

Bankasi

(Series

5,587

231,323

Turkiye

Petrol

Rafinerileri

1,050

305,926

Turkiye

Sise

Cam

Fabrikalari

385

277,144

Yapi

Kredi

Bankasi

250

TOTAL

TURKEY

21,107

UNITED

ARAB

EMIRATES

0.1%

236,513

Abu

Dhabi

Commercial

Bank

PJSC

542

120,081

Abu

Dhabi

Islamic

Bank

PJSC

416

717,424

Abu

Dhabi

National

Oil

for

Distribution

PJSC

706

782,513

ADNOC

Drilling

PJSC

1,008

827,543

Aldar

Properties

PJSC

1,693

656,227

Americana

Restaurants

International

plc

474

231,029

Dubai

Islamic

Bank

PJSC

396

1,468,968

Emaar

Properties

PJSC

3,485

155,811

Emirates

NBD

Bank

PJSC

861

748,486

Emirates

Telecommunications

Group

PJSC

3,770

354,972

First

Abu

Dhabi

Bank

PJSC

1,327

699,893

(b)

Multiply

Group

PJSC

450

5,358

(b),(d)

NMC

Health

plc

TOTAL

UNITED

ARAB

EMIRATES

15,128

UNITED

KINGDOM

2.2%

136,300

AngloGold

Ashanti

Ltd

3,625

1,436,177

Ashtead

Group

plc

111,276

894,282

AstraZeneca

plc

139,317

1,994,150

Beazley

plc

20,365

142,314

Big

Yellow

Group

plc

2,413

649,655

British

American

Tobacco

plc

23,685

328,421

British

Land

plc

1,914

332,835

(b)

Coca-Cola

Europacific

Partners

plc

26,211

523,356

Compass

Group

plc

16,779

43,787

Derwent

London

plc

1,406

858,065

Fevertree

Drinks

plc

9,464

270,483

(b)

Flutter

Entertainment

plc

63,604

Global

Equities

162

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UNITED

KINGDOM

(continued)

350,313

Great

Portland

Estates

plc

1,667

2,763,219

Informa

plc

30,388

240,841

Land

Securities

Group

plc

2,099

6,447,902

Lloyds

TSB

Group

plc

5,070

280,694

London

Stock

Exchange

Group

plc

38,430

11,824,958

Man

Group

plc

33,520

2,958,997

National

Grid

plc

40,902

771,015

RELX

plc

36,319

367,493

RELX

plc

17,352

175,155

Safestore

Holdings

plc

2,110

282,048

Segro

plc

3,306

5,371,958

Tritax

Big

Box

REIT

plc

11,466

416,336

Unilever

plc

26,992

TOTAL

UNITED

KINGDOM

669,680

UNITED

STATES

67.8%

20,789

2,842

331,985

Abbott

Laboratories

37,850

475,420

AbbVie,

Inc

93,886

1,147,125

(b)

Advanced

Micro

Devices,

Inc

188,220

124,937

Aecom

Technology

Corp

12,902

22,548

AES

Corp

452

31,626

Aflac,

Inc

3,536

56,137

Agilent

Technologies,

Inc

8,335

12,766

(a)

Agree

Realty

Corp

962

201,019

Alcon,

Inc

20,118

69,686

Alexandria

Real

Estate

Equities,

Inc

8,275

602,812

Alliant

Energy

Corp

36,585

95,754

(b)

Alnylam

Pharmaceuticals,

Inc

26,335

1,713,633

Alphabet,

Inc

286,502

794,816

Alphabet,

Inc

(Class

131,820

4,600,725

(b)

Amazon.com,

Inc

857,253

226,587

Ameren

Corp

19,817

324,197

American

Electric

Power

Co,

Inc

33,263

248,954

American

Express

67,516

330,764

American

Homes

Rent

12,698

731,695

American

International

Group,

Inc

53,582

86,420

American

Tower

Corp

20,098

99,174

Americold

Realty

Trust,

Inc

2,804

102,293

Ameriprise

Financial,

Inc

48,058

95,037

AmerisourceBergen

Corp

21,391

144,942

Ametek,

Inc

24,888

185,932

Amgen,

Inc

59,909

338,342

Analog

Devices,

Inc

77,876

6,567,909

(e)

Apple,

Inc

1,530,323

508,524

(b)

Arch

Capital

Group

Ltd

56,894

241,035

(b)

Arista

Networks,

Inc

92,514

131,802

(a),(b)

ARM

Holdings

plc

(ADR)

18,849

3,236,688

AT&T,

Inc

71,207

310,236

(a)

Atlas

Energy

Solutions,

Inc

6,763

9,890

(b)

Atlassian

Corp

Ltd

1,571

52,332

AvalonBay

Communities,

Inc

11,788

204,781

Baker

Hughes

7,403

1,065,265

Bank

America

Corp

42,270

846,739

Bank

New

York

Mellon

Corp

60,847

63,176

Becton

Dickinson

15,232

344,494

(b)

Berkshire

Hathaway,

Inc

158,557

31,352

BlackRock,

Inc

29,769

1,588,318

(b)

Block,

Inc

106,624

617,199

(b)

Boeing

93,839

5,920

Booking

Holdings,

Inc

24,936

25,178

Boston

Properties,

Inc

2,026

1,941,807

(b)

Boston

Scientific

Corp

162,723

163

DESCRIPTION

VALUE

(000)

UNITED

STATES

(continued)

7,558,494

plc

39,422

40,630

Bristol-Myers

Squibb

2,102

2,910,879

Broadcom,

Inc

502,127

604

Capital

One

Financial

Corp

1,093,619

Carrier

Global

Corp

88,025

358,189

Caterpillar,

Inc

140,095

230,599

Celanese

Corp

(Series

31,352

594,739

Charles

Schwab

Corp

38,545

53,572

(b)

Charter

Communications,

Inc

17,362

193,723

Cheniere

Energy,

Inc

34,839

162,520

Chevron

Corp

23,934

171,700

(b)

Chipotle

Mexican

Grill,

Inc

(Class

9,893

66,898

Chubb

Ltd

19,293

104,187

Cigna

Group

36,095

922,095

Citigroup,

Inc

57,723

77,023

(b)

Cleveland-Cliffs,

Inc

984

447

CME

Group,

Inc

2,440,706

Coca-Cola

175,389

160,828

Colgate-Palmolive

16,696

768,414

Comcast

Corp

(Class

32,097

687,690

ConocoPhillips

72,400

85,853

Constellation

Energy

Corp

22,324

11,898

(b)

Cooper

Cos,

Inc

1,313

710,767

Corebridge

Financial,

Inc

20,726

1,780,764

Corteva,

Inc

104,691

372,763

Costco

Wholesale

Corp

330,462

1,189,653

CRH

plc

110,328

181,832

Crown

Castle,

Inc

21,571

160,959

Crown

Holdings,

Inc

15,433

79,192

CSL

Ltd

15,643

69,864

CSX

Corp

2,412

196,861

CVS

Health

Corp

12,379

236,872

Danaher

Corp

65,855

814,491

(b)

Datadog,

Inc

93,715

74,709

Deere

31,178

218,986

Delta

Air

Lines,

Inc

11,122

342,251

(b)

DexCom,

Inc

22,945

656,599

Diamondback

Energy,

Inc

113,198

44,625

Digital

Realty

Trust,

Inc

7,222

266,631

Dollar

General

Corp

22,549

274,663

Dover

Corp

52,664

229,572

Dow,

Inc

12,542

362,509

Duke

Energy

Corp

41,797

1,072,827

DuPont

Nemours,

Inc

95,600

220,487

Eaton

Corp

plc

73,078

21,511

Edison

International

1,873

121,645

(b)

Edwards

Lifesciences

Corp

8,027

69,956

Elevance

Health,

Inc

36,377

412,964

Eli

Lilly

365,861

935,573

Emerson

Electric

102,324

121,412

EOG

Resources,

Inc

14,925

11,220

Equinix,

Inc

9,959

112,831

Equitable

Holdings,

Inc

4,742

168,580

Equity

Lifestyle

Properties,

Inc

12,027

103,639

Equity

Residential

7,717

17,408

Essex

Property

Trust,

Inc

5,143

103,913

Everest

Group

Ltd

40,716

385,254

Evergy,

Inc

23,890

797,331

Eversource

Energy

54,258

176,615

(b)

Exact

Sciences

Corp

12,031

179,876

(b)

Expedia

Group,

Inc

26,625

32,840

Extra

Space

Storage,

Inc

5,917

Global

Equities

164

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UNITED

STATES

(continued)

3,201,941

Exxon

Mobil

Corp

375,332

3,578

FedEx

Corp

979

116,158

Ferguson

Enterprises,

Inc

22,829

1,330,512

Fifth

Third

Bancorp

56,999

21,040

First

Citizens

Bancshares,

Inc

(Class

38,734

677,013

(b)

Fiserv,

Inc

121,625

2,831,772

(b)

Flextronics

International

Ltd

94,666

85,155

Fortive

Corp

6,721

3,236,112

Freeport-McMoRan,

Inc

(Class

161,547

100,276

Gaming

and

Leisure

Properties,

Inc

5,159

236,089

Gilead

Sciences,

Inc

19,794

202,396

Global

Payments,

Inc

20,729

196,780

Globe

Life,

Inc

20,841

45,000

(b)

Globus

Medical,

Inc

3,219

19,251

Goldman

Sachs

Group,

Inc

9,531

32,123

(a),(b)

GRAIL,

Inc

442

1,392,602

GSK

plc

28,355

8,988,018

Haleon

plc

47,030

116,676

Halliburton

3,389

103,214

HCA,

Inc

41,949

29,013

Healthcare

Realty

Trust,

Inc

527

170,260

Healthpeak

Properties,

Inc

3,894

174,541

Hess

Corp

23,703

596,239

Home

Depot,

Inc

241,596

911,416

Honeywell

International,

Inc

188,399

175,155

Host

Hotels

Resorts

Inc

3,083

67,220

Howmet

Aerospace,

Inc

6,739

160,580

Hubbell,

Inc

68,784

11,500

(b)

ICON

plc

3,304

9,951

(b)

IDEXX

Laboratories,

Inc

5,027

28,105

Illinois

Tool

Works,

Inc

7,365

242,856

(b)

Illumina,

Inc

31,671

285,880

(b)

Immunovant,

Inc

8,150

61,508

(a)

Independence

Realty

Trust,

Inc

1,261

780,873

Ingersoll

Rand,

Inc

76,651

14,359

(a)

Innovative

Industrial

Properties,

Inc

1,933

385,972

Intercontinental

Exchange,

Inc

62,003

31,958

International

Flavors

Fragrances,

Inc

3,353

63,900

International

Paper

3,122

174,486

(b)

Intuitive

Surgical,

Inc

85,720

58,028

Invitation

Homes,

Inc

2,046

16,436

ITT,

Inc

2,457

170,700

JBS

S.A.

991

517,006

Johnson

83,786

1,356,111

JPMorgan

Chase

285,950

1,051,112

Keurig

Pepper,

Inc

39,396

21,892

Kilroy

Realty

Corp

847

534,325

KKR

Co,

Inc

69,772

964,121

Kraft

Heinz

33,850

198,452

L3Harris

Technologies,

Inc

47,206

155,818

Las

Vegas

Sands

Corp

7,844

6,149

(a),(b)

Legend

Biotech

Corp

(ADR)

300

503,763

Linde

plc

240,224

19,588

Lowe's

Cos,

Inc

5,305

170,271

(b)

Lululemon

Athletica,

Inc

46,203

62,653

LyondellBasell

Industries

6,008

218,793

M&T

Bank

Corp

38,971

194,542

Marathon

Petroleum

Corp

31,693

16,202

Marriott

International,

Inc

(Class

4,028

114,218

Marsh

McLennan

Cos,

Inc

25,481

374,175

Mastercard,

Inc

(Class

184,768

14,839

Matador

Resources

733

165

DESCRIPTION

VALUE

(000)

UNITED

STATES

(continued)

526,279

McDonald's

Corp

160,257

94,287

McKesson

Corp

46,617

198,610

Medtronic

plc

17,881

1,300,039

Merck

Co,

Inc

147,632

1,124,635

Meta

Platforms,

Inc

643,786

57,916

Metlife,

Inc

4,777

2,871,451

Microsoft

Corp

1,235,585

26,268

Mid-America

Apartment

Communities,

Inc

4,174

16,183

(b)

Middleby

Corp

2,252

669,310

Mondelez

International,

Inc

49,308

1,807,602

(b)

Monster

Beverage

Corp

94,303

306,124

(a),(b)

MoonLake

Immunotherapeutics

15,435

801,111

Morgan

Stanley

83,508

2,821

MSCI,

Inc

(Class

1,644

590,447

Nasdaq

Stock

Market,

Inc

43,109

63,771

National

Storage

Affiliates

Trust

3,074

489,720

(a)

Nestle

S.A.

49,213

222,544

(b)

NetFlix,

Inc

157,844

512,926

Newmont

Goldcorp

Corp

27,416

899,686

NextEra

Energy,

Inc

76,050

1,147,780

Nike,

Inc

(Class

101,464

85,989

Northrop

Grumman

Corp

45,408

64,164

NRG

Energy,

Inc

5,845

93,599

Nucor

Corp

14,072

303,471

nVent

Electric

plc

21,322

11,636,038

Nvidia

Corp

1,413,080

108,680

Occidental

Petroleum

Corp

5,601

440,594

Oracle

Corp

75,077

43,373

(b)

O'Reilly

Automotive,

Inc

49,948

36,958

Owens

Corning,

Inc

6,524

451,407

(b)

Palo

Alto

Networks,

Inc

154,291

160,784

Parker-Hannifin

Corp

101,587

309,197

PepsiCo,

Inc

52,579

2,066,157

Permian

Resources

Corp

28,120

792,273

Pfizer,

Inc

22,928

397,099

PG&E

Corp

7,851

906,743

Philip

Morris

International,

Inc

110,079

134,822

Phillips

17,722

35,797

PPG

Industries,

Inc

4,742

1,379,549

Procter

Gamble

238,938

237,846

Progressive

Corp

60,356

311,393

Prologis,

Inc

39,323

39,678

Public

Storage,

Inc

14,438

56,409

Realty

Income

Corp

3,577

150,266

Regency

Centers

Corp

10,854

37,684

(b)

Regeneron

Pharmaceuticals,

Inc

39,615

40,125

(b)

Repligen

Corp

5,971

415,689

Rexford

Industrial

Realty,

Inc

20,913

95,311

Roche

Holding

AG.

30,501

11,851

Rockwell

Automation,

Inc

3,182

873,784

(b)

Roivant

Sciences

Ltd

10,083

89,831

Roper

Industries,

Inc

49,986

605,112

RTX

Corp

73,315

67,843

S&P

Global,

Inc

35,049

135,491

Sabra

Health

Care

REIT,

Inc

2,521

934,754

Salesforce,

Inc

255,852

115,000

Sanofi

(ADR)

6,627

427,002

Sanofi-Aventis

49,165

60,956

SBA

Communications

Corp

14,672

75,287

Schlumberger

Ltd

3,158

341,049

Schneider

Electric

S.A.

89,903

25,800

Sempra

Energy

2,158

Global

Equities

166

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UNITED

STATES

(continued)

304,363

(b)

ServiceNow,

Inc

272,219

5,099,201

Shell

plc

165,427

45,071

Sherwin-Williams

17,202

135,033

Simon

Property

Group,

Inc

22,823

4,892

Green

Realty

Corp

341

3,954,208

Smurfit

WestRock

plc

195,417

24,800

Southern

2,236

770,529

Starbucks

Corp

75,119

3,663

Steel

Dynamics,

Inc

462

393,029

Stryker

Corp

141,986

82,801

Sun

Communities,

Inc

11,191

803,833

Teradyne,

Inc

107,657

56,409

Terreno

Realty

Corp

3,770

628,751

(b)

Tesla,

Inc

164,500

101,280

Thermo

Fisher

Scientific,

Inc

62,649

283,874

TJX

Cos,

Inc

33,367

229,877

T-Mobile

US,

Inc

47,437

86,765

Tractor

Supply

25,243

259,010

(a),(b)

Traeger,

Inc

953

214,117

Trane

Technologies

plc

83,234

258,744

(b)

Uber

Technologies,

Inc

19,447

549,221

Union

Pacific

Corp

135,372

109,762

United

Parcel

Service,

Inc

(Class

14,965

119,983

United

Rentals,

Inc

97,154

411,550

UnitedHealth

Group,

Inc

240,625

901,393

Valero

Energy

Corp

121,715

33,718

(b)

Veeva

Systems,

Inc

7,076

140,055

Ventas,

Inc

8,982

343,035

Veralto

Corp

38,372

414,303

Verizon

Communications,

Inc

18,606

53,401

(b)

Vertex

Pharmaceuticals,

Inc

24,836

218,051

VICI

Properties,

Inc

7,263

844,372

Visa,

Inc

(Class

232,160

176,677

Vistra

Corp

20,943

962,282

Vontier

Corp

32,467

360

W.R.

Berkley

Corp

62,490

W.W.

Grainger,

Inc

64,915

3,168,559

Walmart,

Inc

255,861

963,984

Walt

Disney

92,726

45,262

Washington

REIT

796

85,730

Waste

Connections,

Inc

15,330

4,298,454

Wells

Fargo

242,820

78,302

Welltower,

Inc

10,025

40,188

West

Pharmaceutical

Services,

Inc

12,063

1,484,567

(b)

Western

Digital

Corp

101,381

171,079

Westlake

Chemical

Corp

25,711

122,860

Weyerhaeuser

4,160

437,651

(b)

YETI

Holdings,

Inc

17,957

72,906

Zoetis,

Inc

14,244

TOTAL

UNITED

STATES

20,561,130

TOTAL

COMMON

STOCKS

(Cost

$21,701,552)

29,934,962

DESCRIPTION

VALUE

(000)

INVESTMENT

COMPANIES

0.1%

158,865

(a)

iShares

MSCI

Canada

ETF

6,596

36,798

(a)

iShares

MSCI

South

Korea

ETF

2,354

50,000

Vanguard

FTSE

Developed

Markets

ETF

2,640

501,467

Vanguard

FTSE

Emerging

Markets

ETF

23,995

TOTAL

INVESTMENT

COMPANIES

(Cost

$33,043)

35,585

167

DESCRIPTION

EXPIRATION

DATE

VALUE

(000)

RIGHTS/WARRANTS

0.0%

AUSTRALIA

0.0%

3,698

Magellan

Financial

Group

Ltd

04/16/27

TOTAL

AUSTRALIA

CHINA

0.0%

3,524

(d)

Kangmei

Pharmaceutical

Ltd

12/31/28

TOTAL

CHINA

TOTAL

RIGHTS/WARRANTS

(Cost

$0)

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$21,734,595)

29,970,548‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

1.3%

GOVERNMENT

AGENCY

DEBT

0.1%

5,000,000

Federal

Farm

Credit

Bank

(FFCB)

.000

10/11/24

4,993

10,000,000

Federal

Home

Loan

Bank

(FHLB)

.000

11/13/24

9,945

219,000

Federal

National

Mortgage

Association

(FNMA)

.000

10/23/24

218

10,630,000

Tennessee

Valley

Authority

(TVA)

.000

10/09/24

10,618

1,500,000

Federal

Farm

Credit

Bank

(FFCB)

.000

11/25/24

1,489

TOTAL

GOVERNMENT

AGENCY

DEBT

27,263

REPURCHASE

AGREEMENT

0.5%

149,700,000

(f)

Bank

New

York

Mellon

.860

10/01/24

149,700

TOTAL

REPURCHASE

AGREEMENT

149,700

TREASURY

DEBT

0.7%

10,000,000

United

States

Treasury

Bill

.000

10/01/24

10,000

14,370,000

United

States

Treasury

Bill

.000

10/10/24

14,354

25,000,000

United

States

Treasury

Bill

.000

10/15/24

24,954

25,000,000

United

States

Treasury

Bill

.000

10/17/24

24,948

25,000,000

United

States

Treasury

Bill

.000

10/22/24

24,931

95,000,000

United

States

Treasury

Bill

.000

10/29/24

94,650

10,000,000

United

States

Treasury

Bill

.000

11/26/24

9,927

TOTAL

TREASURY

DEBT

203,764

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$380,696)

380,727

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.3%

CERTIFICATE

DEPOSIT

0.0%

500,000

Australia

and

New

Zealand

Banking

Group

.020

12/04/24

500

800,000

Canadian

Imperial

Bank

.100

06/04/25

800

1,500,000

Canadian

Imperial

Bank

.190

09/25/25

1,500

1,000,000

MUFG

Ltd

.070

10/25/24

1,000

1,000,000

MUFG

Ltd

.050

11/15/24

1,000

400,000

MUFG

Ltd

.040

01/17/25

400

600,000

MUFG

Ltd

.040

01/21/25

600

1,000,000

National

Australia

Bank

Ltd

.100

02/14/25

1,000

404,000

Nordea

Bank

.110

02/27/25

404

500,000

Royal

Bank

Canada

.110

01/22/25

500

1,000,000

Royal

Bank

Canada

.100

02/18/25

1,000

TOTAL

CERTIFICATE

DEPOSIT

8,704

COMMERCIAL

PAPER

0.0%

1,000,000

Australia

and

New

Zealand

Banking

Group

.000

01/06/25

986

1,000,000

Australia

and

New

Zealand

Banking

Group

.020

02/28/25

1,000

1,000,000

ING

Funding

LLC

.090

05/08/25

1,000

320,000

ING

Funding

LLC

.110

05/22/25

320

1,000,000

National

Bank

Canada

.000

10/28/24

996

1,000,000

Natixis

.000

01/22/25

983

500,000

Nordea

Bank

.010

10/15/24

500

500,000

Skandinaviska

Enskilda

Banken

.080

02/28/25

500

Global

Equities

168

Portfolio

Investments

September

30,

2024

(continued)

Cost

amounts

are

thousands.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

COMMERCIAL

PAPER

(continued)

1,000,000

Skandinaviska

Enskilda

Banken

.080

03/26/25

1,000

TOTAL

COMMERCIAL

PAPER

7,285

REPURCHASE

AGREEMENT

0.3%

10,000,000

(g)

Citigroup

.880

10/01/24

10,000

1,000,000

(h)

Citigroup

.880

10/01/24

1,000

15,000,000

(i)

HSBC

.890

10/01/24

15,000

15,000,000

(j)

Morgan

.890

10/01/24

15,000

15,000,000

(k)

Merrill

Lynch

.880

10/01/24

15,000

15,000,000

(l)

Royal

Bank

Scotland

.870

10/01/24

15,000

TOTAL

REPURCHASE

AGREEMENT

71,000

VARIABLE

RATE

SECURITIES

0.0%

500,000

ING

Funding

LLC

.070

11/18/24

500

510,000

ING

Funding

LLC

.060

03/21/25

510

1,000,000

National

Australia

Bank

Ltd

.090

03/17/25

1,000

1,000,000

National

Australia

Bank

Ltd

.120

06/20/25

1,000

1,000,000

National

Bank

Canada

.170

02/03/25

1,001

1,000,000

Nordea

Bank

.050

03/21/25

1,000

1,000,000

Royal

Bank

Canada

.090

04/10/25

1,000

1,000,000

Skandinaviska

Enskilda

Banken

.080

12/26/24

1,000

TOTAL

VARIABLE

RATE

SECURITIES

7,011

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$94,000)

94,000

TOTAL

INVESTMENTS

100.5%

(Cost

$22,209,291)

30,445,275

OTHER

ASSETS

LIABILITIES,

NET

(0.5)%

(

137,211

)

NET

ASSETS

100.0%

$30,308,064

ADR

American

Depositary

Receipt

ETF

Exchange

Traded

Fund

GDR

Global

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

Amount

represents

less

than

$1,000.

(a)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$210,229,994.

(b)

Non-income

producing

(c)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$198,612,312

0.7%

Total

Investments.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

Level

(e)

All

portion

these

securities

have

been

segregated

cover

margin

requirements

open

futures

contracts.

(f)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$152,587,760

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

10/31/28,

valued

$152,694,001.

(g)

Agreement

with

Citigroup,

4.880%

dated

9/30/24

repurchased

$10,099,058

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

0.375%–4.875%

and

maturity

dates

11/15/25–11/30/25,

valued

$10,200,057.

(h)

Agreement

with

Citigroup,

4.880%

dated

9/30/24

repurchased

$1,000,000

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

0.000%

and

maturity

dates

10/15/24–10/24/24,

valued

$1,020,013.

(i)

Agreement

with

HSBC,

4.890%

dated

9/30/24

repurchased

$15,029,110

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

2.000%

and

maturity

date

2/1/51,

valued

$15,300,000.

(j)

Agreement

with

Morgan,

4.890%

dated

9/30/24

repurchased

$15,072,909

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

2.500%–7.505%

and

maturity

dates

2/1/28–7/1/54,

valued

$15,300,001.

(k)

Agreement

with

Merrill

Lynch,

4.880%

dated

9/30/24

repurchased

$15,056,436

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

2.000%–7.000%

and

maturity

dates

6/1/26–6/20/64,

valued

$15,300,000.

(l)

Agreement

with

Royal

Bank

Scotland,

4.870%

dated

9/30/24

repurchased

$15,000,000

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

0.000%

and

maturity

dates

10/8/24–12/19/24,

valued

$15,300,058.

169

Futures

Contracts

Long

Description

Number

Contracts

(000)

Expiration

Date

Notional

Amount

(000)

Value

(000)

Unrealized

Appreciation

(Depreciation)

(000)

MSCI

EAFE

Index

497‌

12/20/24

60,598‌

61,822‌

1,224‌

S&P

500

E-Mini

Index

615‌

12/20/24

174,986‌

178,788‌

3,802‌

Total

1,112‌

235,584‌

240,610‌

5,026‌

Growth

Portfolio

Investments

September

30,

2024

170

(Unaudited)

DESCRIPTION

VALUE

(000)

LONG-TERM

INVESTMENTS

99.9%

COMMON

STOCKS

99.3%

CAPITAL

GOODS

2.7%

1,964,811

(a)

Boeing

298,730

2,890,161

Carrier

Global

Corp

232,629

575,683

Eaton

Corp

plc

190,804

413,425

HEICO

Corp

108,102

517,995

Honeywell

International,

Inc

107,075

420,372

Quanta

Services,

Inc

125,334

TOTAL

CAPITAL

GOODS

1,062,674

COMMERCIAL

PROFESSIONAL

SERVICES

1.1%

2,112,368

Experian

Group

Ltd

111,258

591,662

Verisk

Analytics,

Inc

158,542

845,496

Waste

Connections,

Inc

151,191

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

420,991

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

7.9%

15,564,426

(a)

Amazon.com,

Inc

2,900,120

2,075,482

TJX

Cos,

Inc

243,952

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

3,144,072

CONSUMER

DURABLES

APPAREL

0.4%

9,250

(a)

NVR,

Inc

90,759

11,810,500

PRADA

S.p.A

90,323

TOTAL

CONSUMER

DURABLES

APPAREL

181,082

CONSUMER

SERVICES

5.0%

187,177

Booking

Holdings,

Inc

788,412

8,337,634

(a)

Carnival

Corp

154,079

4,195,674

(a)

Chipotle

Mexican

Grill,

Inc

(Class

241,755

3,718,329

(a)

DraftKings,

Inc

145,758

667,459

(a)

Flutter

Entertainment

plc

156,954

45,935

(a)

Flutter

Entertainment

plc

10,899

1,089,401

Restaurant

Brands

International,

Inc

78,568

4,342,071

Starbucks

Corp

423,309

TOTAL

CONSUMER

SERVICES

1,999,734

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

2.6%

1,155,229

Costco

Wholesale

Corp

1,024,134

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

1,024,134

ENERGY

0.2%

541,317

Diamondback

Energy,

Inc

93,323

TOTAL

ENERGY

93,323

FINANCIAL

SERVICES

5.6%

122,621

(a),(b)

Adyen

191,978

1,419,613

(a)

Fiserv,

Inc

255,033

1,822,457

Mastercard,

Inc

(Class

899,929

3,047,541

(a)

PayPal

Holdings,

Inc

237,800

3,057,448

(a)

Rocket

Cos,

Inc

58,672

2,175,348

Visa,

Inc

(Class

598,112

TOTAL

FINANCIAL

SERVICES

2,241,524

FOOD,

BEVERAGE

TOBACCO

0.4%

7,694,504

(c)

Davide

Campari-Milano

65,223

1,996,216

(a)

Monster

Beverage

Corp

104,143

TOTAL

FOOD,

BEVERAGE

TOBACCO

169,366

HEALTH

CARE

EQUIPMENT

SERVICES

4.3%

483,657

(a)

Align

Technology,

Inc

123,004

3,887,411

(a)

DexCom,

Inc

260,612

265,819

Elevance

Health,

Inc

138,226

1,362,407

(a)

Intuitive

Surgical,

Inc

669,310

689,633

UnitedHealth

Group,

Inc

403,214

171

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

586,854

(a)

Veeva

Systems,

Inc

123,163

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

1,717,529

HOUSEHOLD

PERSONAL

PRODUCTS

0.2%

935,562

Estee

Lauder

Cos

(Class

93,266

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

93,266

INSURANCE

0.9%

1,498,541

Progressive

Corp

380,270

TOTAL

INSURANCE

380,270

MATERIALS

1.5%

5,226,684

Corteva,

Inc

307,277

614,658

Linde

plc

293,106

TOTAL

MATERIALS

600,383

MEDIA

ENTERTAINMENT

13.3%

6,540,715

Alphabet,

Inc

1,093,542

5,432,383

Alphabet,

Inc

(Class

900,961

271,485

(a),(c)

Liberty

Media

Corp-Liberty

Formula

One

(Class

21,021

3,228,927

(a)

Match

Group,

Inc

122,182

4,903,145

Meta

Platforms,

Inc

2,806,756

387,965

(a)

NetFlix,

Inc

275,172

1,008,583

Walt

Disney

97,016

TOTAL

MEDIA

ENTERTAINMENT

5,316,650

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

6.0%

592,727

Amgen,

Inc

190,982

1,336,837

AstraZeneca

plc

(ADR)

104,153

1,071,325

Eli

Lilly

949,130

103,246

(a),(c)

GRAIL,

Inc

1,421

619,463

(a)

Illumina,

Inc

80,784

4,385,235

Novo

Nordisk

A.S.

520,139

2,577,256

Novo

Nordisk

A.S.

(ADR)

306,874

97,918

(a)

Regeneron

Pharmaceuticals,

Inc

102,935

663,352

Zoetis,

Inc

129,606

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

2,386,024

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

18.6%

629,966

(a)

Advanced

Micro

Devices,

Inc

103,365

1,845,552

Applied

Materials,

Inc

372,894

10,211,800

Broadcom,

Inc

1,761,535

325,791

Lam

Research

Corp

265,871

42,529

Monolithic

Power

Systems,

Inc

39,318

39,093,705

Nvidia

Corp

4,747,540

5,131,000

Taiwan

Semiconductor

Manufacturing

Ltd

154,721

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

7,445,244

SOFTWARE

SERVICES

19.2%

728,990

(a)

Atlassian

Corp

Ltd

115,771

761,036

(a)

Crowdstrike

Holdings,

Inc

213,448

720,927

Intuit,

Inc

447,695

10,548,017

Microsoft

Corp

4,538,812

920,946

(a)

Palo

Alto

Networks,

Inc

314,779

895,755

(a)

PTC,

Inc

161,827

314,718

Roper

Industries,

Inc

175,122

1,932,998

Salesforce,

Inc

529,081

666,196

(a)

ServiceNow,

Inc

595,839

1,237,275

(a)

Shopify,

Inc

(Class

99,155

539,689

(a)

Synopsys,

Inc

273,293

770,180

(a)

Workday,

Inc

188,240

TOTAL

SOFTWARE

SERVICES

7,653,062

TECHNOLOGY

HARDWARE

EQUIPMENT

8.0%

12,399,911

Apple,

Inc

2,889,179

770,269

(a)

Arista

Networks,

Inc

295,645

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

3,184,824

TRANSPORTATION

1.4%

8,050,962

(a)

Grab

Holdings

Ltd

30,594

Growth

172

Portfolio

Investments

September

30,

2024

(continued)

Cost

amounts

are

thousands.

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

6,947,972

(a)

Uber

Technologies,

Inc

522,209

TOTAL

TRANSPORTATION

552,803

TOTAL

COMMON

STOCKS

(Cost

$23,791,137)

39,666,955

DESCRIPTION

VALUE

(000)

INVESTMENT

COMPANIES

0.6%

639,537

iShares

Russell

1000

Growth

ETF

240,069

TOTAL

INVESTMENT

COMPANIES

(Cost

$223,579)

240,069

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$24,014,716)

39,907,024‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

0.2%

GOVERNMENT

AGENCY

DEBT

0.0%

814,000

Federal

National

Mortgage

Association

(FNMA)

.000

10/23/24

812

TOTAL

GOVERNMENT

AGENCY

DEBT

812

REPURCHASE

AGREEMENT

0.1%

36,900,000

(d)

Bank

New

York

Mellon

.860

10/01/24

36,900

TOTAL

REPURCHASE

AGREEMENT

36,900

TREASURY

DEBT

0.1%

20,000,000

United

States

Treasury

Bill

.000

10/29/24

19,926

5,000,000

United

States

Treasury

Bill

.000

11/26/24

4,964

TOTAL

TREASURY

DEBT

24,890

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$62,602)

62,602

DESCRIPTION

RATE

VALUE

(000)

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.0%

124,228

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.020

(f)

124

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$124)

124

TOTAL

INVESTMENTS

100.1%

(Cost

$24,077,442)

39,969,750

OTHER

ASSETS

LIABILITIES,

NET

(0.1)%

(

38,653

)

NET

ASSETS

100.0%

$39,931,097

ADR

American

Depositary

Receipt

ETF

Exchange

Traded

Fund

(a)

Non-income

producing

(b)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$191,977,744

0.5%

Total

Investments.

(c)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$31,382,600.

(d)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$37,611,814

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

10/31/28,

valued

$37,638,072.

(e)

Investments

made

with

cash

collateral

received

from

securities

loan.

(f)

The

rate

shown

the

one-day

yield

the

end

the

reporting

period.

Portfolio

Investments

September

30,

2024

Equity

Index

173

(Unaudited)

DESCRIPTION

VALUE

(000)

LONG-TERM

INVESTMENTS

99.7%

COMMON

STOCKS

99.7%

AUTOMOBILES

COMPONENTS

1.7%

49,971

(a)

Adient

plc

1,128

60,325

(a)

American

Axle

Manufacturing

Holdings,

Inc

373

131,438

(a)

Aptiv

plc

9,465

30,671

Atmus

Filtration

Technologies,

Inc

1,151

93,706

BorgWarner,

Inc

3,401

8,573

(a)

Cooper-Standard

Holdings,

Inc

119

60,557

Dana

Inc

639

12,642

(a)

Dorman

Products,

Inc

1,430

1,792,749

Ford

Motor

18,931

23,054

(a)

Fox

Factory

Holding

Corp

957

513,609

General

Motors

23,030

104,978

Gentex

Corp

3,117

18,149

(a)

Gentherm,

Inc

845

139,195

(a)

Goodyear

Tire

Rubber

1,232

67,182

Harley-Davidson,

Inc

2,588

26,694

(a)

Holley,

Inc

12,667

(b)

LCI

Industries

1,527

21,196

Lear

Corp

2,313

372,353

(a),(b)

Lucid

Group,

Inc

1,314

122,392

(a),(b)

Luminar

Technologies,

Inc

110

25,388

(a),(b)

Modine

Manufacturing

3,371

10,528

Patrick

Industries,

Inc

1,499

23,111

Phinia,

Inc

1,064

111,576

(a)

QuantumScape

Corp

642

386,669

(a),(b)

Rivian

Automotive,

Inc

4,338

29,093

(a),(b)

Solid

Power,

Inc

11,405

Standard

Motor

Products,

Inc

379

20,247

(a)

Stoneridge,

Inc

227

1,284,375

(a)

Tesla,

Inc

336,031

22,833

(b)

Thor

Industries,

Inc

2,509

12,140

(a)

Visteon

Corp

1,156

17,654

Winnebago

Industries,

Inc

1,026

9,934

(a)

XPEL,

Inc

431

TOTAL

AUTOMOBILES

COMPONENTS

426,461

BANKS

3.6%

4,682

1st

Source

Corp

280

4,331

ACNB

Corp

189

7,212

Amalgamated

Financial

Corp

226

12,491

Amerant

Bancorp,

Inc

267

38,500

Ameris

Bancorp

2,402

4,191

Ames

National

Corp

9,484

Arrow

Financial

Corp

272

63,489

Associated

Banc-Corp

1,368

50,266

Atlantic

Union

Bankshares

Corp

1,894

31,941

(a)

Axos

Financial,

Inc

2,008

70,633

Banc

California,

Inc

1,040

10,077

Bancfirst

Corp

1,061

18,804

(a)

Bancorp,

Inc

1,006

3,732

(b)

Bank

First

Corp

338

3,124,673

Bank

America

Corp

123,987

23,380

(b)

Bank

Hawaii

Corp

1,468

7,728

Bank

Marin

Bancorp

155

7,072

Bank

Butterfield

Son

Ltd

261

40,698

Bank

OZK

1,750

27,509

BankUnited,

Inc

1,002

15,735

Banner

Corp

937

11,016

Bar

Harbor

Bankshares

340

6,589

BayCom

Corp

156

Equity

Index

174

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

BANKS

(continued)

7,362

BCB

Bancorp,

Inc

26,834

Berkshire

Hills

Bancorp,

Inc

723

13,432

(a)

Blue

Foundry

Bancorp

138

8,083

BOK

Financial

Corp

846

10,571

(a)

Bridgewater

Bancshares,

Inc

150

38,089

Brookline

Bancorp,

Inc

384

6,190

Burke

Herbert

Financial

Services

Corp

378

6,436

Business

First

Bancshares,

Inc

165

5,576

Byline

Bancorp,

Inc

149

85,151

Cadence

Bank

2,712

7,078

Camden

National

Corp

292

4,609

(b)

Capital

Bancorp,

Inc

119

9,158

Capital

City

Bank

Group,

Inc

323

33,828

Capitol

Federal

Financial,

Inc

198

14,623

(a)

Carter

Bankshares,

Inc

254

25,721

Cathay

General

Bancorp

1,105

21,511

Central

Pacific

Financial

Corp

635

3,292

(b)

ChoiceOne

Financial

Services,

Inc

102

885,763

Citigroup,

Inc

55,449

9,568

(b)

Citizens

Northern

Corp

188

206,881

Citizens

Financial

Group,

Inc

8,497

2,179

(b)

Citizens

Financial

Services,

Inc

128

4,775

City

Holding

561

7,262

Civista

Bancshares,

Inc

129

9,772

CNB

Financial

Corp

235

5,328

(a)

Coastal

Financial

Corp

288

8,393

Colony

Bankcorp,

Inc

130

97,984

Columbia

Banking

System,

Inc

2,558

17,061

(a)

Columbia

Financial,

Inc

291

69,667

Comerica,

Inc

4,174

46,985

Commerce

Bancshares,

Inc

2,791

29,222

Community

Bank

System,

Inc

1,697

16,516

Community

Trust

Bancorp,

Inc

820

7,965

Community

West

Bancshares

153

21,722

ConnectOne

Bancorp,

Inc

544

2,974

(a)

CrossFirst

Bankshares,

Inc

24,821

Cullen/Frost

Bankers,

Inc

2,776

19,196

(a)

Customers

Bancorp,

Inc

892

45,531

CVB

Financial

Corp

811

19,153

Dime

Community

Bancshares,

Inc

552

17,266

Eagle

Bancorp,

Inc

390

64,760

East

West

Bancorp,

Inc

5,358

106,659

Eastern

Bankshares,

Inc

1,748

6,481

Enterprise

Bancorp,

Inc

207

16,077

Enterprise

Financial

Services

Corp

824

7,477

(b)

Equity

Bancshares,

Inc

306

3,546

Esquire

Financial

Holdings,

Inc

231

6,206

Farmers

Merchants

Bancorp,

Inc

172

18,150

Farmers

National

Banc

Corp

274

13,107

Financial

Corp

615

2,294

Fidelity

D&D

Bancorp,

Inc

113

331,334

Fifth

Third

Bancorp

14,194

10,211

Financial

Institutions,

Inc

260

15,371

First

Bancorp

639

75,472

First

BanCorp

1,598

6,485

First

Bancorp,

Inc

171

6,018

First

Bancshares,

Inc

193

7,950

First

Bank

121

26,747

First

Busey

Corp

696

4,107

First

Business

Financial

Services,

Inc

187

5,215

First

Citizens

Bancshares,

Inc

(Class

9,601

52,091

First

Commonwealth

Financial

Corp

893

175

DESCRIPTION

VALUE

(000)

BANKS

(continued)

12,139

First

Community

Bancshares,

Inc

524

44,172

First

Financial

Bancorp

1,114

70,877

First

Financial

Bankshares,

Inc

2,623

505

First

Financial

Corp

19,660

First

Foundation,

Inc

123

71,845

First

Hawaiian,

Inc

1,663

266,280

First

Horizon

National

Corp

4,135

3,850

First

Internet

Bancorp

132

43,798

First

Interstate

BancSystem,

Inc

1,344

29,933

First

Merchants

Corp

1,114

7,120

First

Mid

Bancshares,

Inc

277

15,462

First

Long

Island

Corp

199

4,047

(a)

First

Western

Financial,

Inc

6,452

Five

Star

Bancorp

192

4,145

Flushing

Financial

Corp

157,037

FNB

Corp

2,216

3,291

Bancorp,

Inc

146

75,484

Fulton

Financial

Corp

1,369

7,652

(a),(b)

FVCBankcorp,

Inc

100

5,087

German

American

Bancorp,

Inc

197

63,141

Glacier

Bancorp,

Inc

2,886

1,871

Great

Southern

Bancorp,

Inc

107

3,479

Greene

County

Bancorp,

Inc

108

1,346

Guaranty

Bancshares,

Inc

47,878

Hancock

Whitney

Corp

2,450

23,963

Hanmi

Financial

Corp

446

16,668

HarborOne

Bancorp,

Inc

216

6,442

HBT

Financial,

Inc

141

13,408

Heartland

Financial

USA,

Inc

760

25,661

Heritage

Commerce

Corp

254

22,188

Heritage

Financial

Corp

483

35,248

Hilltop

Holdings,

Inc

1,134

997

Hingham

Institution

For

Savings

The

243

4,264

Home

Bancorp,

Inc

190

81,882

Home

Bancshares,

Inc

2,218

15,022

HomeStreet,

Inc

237

13,541

HomeTrust

Bancshares,

Inc

461

59,403

Hope

Bancorp,

Inc

746

2,709

Horizon

Bancorp,

Inc

675,748

Huntington

Bancshares,

Inc

9,933

17,558

Independent

Bank

Corp

586

9,002

Independent

Bank

Corp

532

20,253

Independent

Bank

Group,

Inc

1,168

25,194

International

Bancshares

Corp

1,506

5,837

(b)

John

Marshall

Bancorp,

Inc

115

1,321,129

JPMorgan

Chase

278,573

8,268

Kearny

Financial

Corp

434,062

Keycorp

7,271

13,317

Lakeland

Financial

Corp

867

14,926

Live

Oak

Bancshares,

Inc

707

72,782

M&T

Bank

Corp

12,964

1,529

Mercantile

Bank

Corp

10,190

Metrocity

Bankshares,

Inc

312

4,420

(a)

Metropolitan

Bank

Holding

Corp

232

7,348

Mid

Penn

Bancorp,

Inc

219

3,829

(b)

Middlefield

Banc

Corp

110

10,800

Midland

States

Bancorp,

Inc

242

7,821

MidWestOne

Financial

Group,

Inc

223

5,369

MVB

Financial

Corp

104

19,324

National

Bank

Holdings

Corp

814

18,373

(a)

Bancorp,

Inc

341

21,431

NBT

Bancorp,

Inc

948

Equity

Index

176

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

BANKS

(continued)

118,693

(b)

New

York

Community

Bancorp,

Inc

1,333

6,480

Nicolet

Bankshares,

Inc

620

3,442

Northeast

Bank

265

5,507

Northeast

Community

Bancorp,

Inc

146

5,388

Northfield

Bancorp,

Inc

2,656

Northrim

BanCorp,

Inc

189

59,870

Northwest

Bancshares,

Inc

801

3,544

Norwood

Financial

Corp

1,431,922

(a)

Holdings

Ltd

19,546

12,012

OceanFirst

Financial

Corp

223

33,903

OFG

Bancorp

1,523

140,017

Old

National

Bancorp

2,613

21,667

Old

Second

Bancorp,

Inc

338

2,418

Orange

County

Bancorp,

Inc

146

11,057

Origin

Bancorp,

Inc

356

5,318

Orrstown

Financial

Services,

Inc

191

51,153

Pacific

Premier

Bancorp,

Inc

1,287

7,855

Park

National

Corp

1,319

5,178

Parke

Bancorp,

Inc

108

20,574

Pathward

Financial,

Inc

1,358

5,966

PCB

Bancorp

112

267

Peapack

Gladstone

Financial

Corp

4,697

Peoples

Bancorp,

Inc

141

5,712

Peoples

Financial

Services

Corp

268

41,191

(b)

Pinnacle

Financial

Partners,

Inc

4,035

2,662

Plumas

Bancorp

109

183,827

PNC

Financial

Services

Group,

Inc

33,980

11,515

(a)

Ponce

Financial

Group,

Inc

135

32,476

Popular,

Inc

3,256

2,087

Preferred

Bank

167

20,188

Premier

Financial

Corp

474

8,140

Primis

Financial

Corp

41,648

Prosperity

Bancshares,

Inc

3,002

17,387

Provident

Financial

Services,

Inc

323

8,729

QCR

Holdings,

Inc

646

9,265

RBB

Bancorp

213

2,235

Red

River

Bancshares,

Inc

116

446,451

Regions

Financial

Corp

10,416

30,881

Renasant

Corp

1,004

6,104

Republic

Bancorp,

Inc

(Class

399

13,081

(b)

S&T

Bancorp,

Inc

549

22,606

Sandy

Spring

Bancorp,

Inc

709

34,531

Seacoast

Banking

Corp

Florida

920

24,631

ServisFirst

Bancshares,

Inc

1,982

9,123

Shore

Bancshares,

Inc

128

8,919

(b)

Sierra

Bancorp

258

55,218

Simmons

First

National

Corp

(Class

1,189

5,382

SmartFinancial,

Inc

157

5,202

South

Plains

Financial,

Inc

176

4,079

(a)

Southern

First

Bancshares,

Inc

139

4,139

Southern

Missouri

Bancorp,

Inc

234

3,924

Southern

States

Bancshares,

Inc

121

10,544

Southside

Bancshares,

Inc

352

38,442

(b)

SouthState

Corp

3,736

23,920

Stellar

Bancorp,

Inc

619

11,262

(b)

Stock

Yards

Bancorp,

Inc

698

74,250

Synovus

Financial

Corp

3,302

27,678

(a)

Texas

Capital

Bancshares,

Inc

1,978

6,549

(a)

Third

Coast

Bancshares,

Inc

175

3,562

Timberland

Bancorp,

Inc

108

7,201

Tompkins

Trustco,

Inc

416

34,516

Towne

Bank

1,141

177

DESCRIPTION

VALUE

(000)

BANKS

(continued)

19,212

Trico

Bancshares

819

10,668

(a)

Triumph

Financial,

Inc

849

617,683

Truist

Financial

Corp

26,418

2,656

TrustCo

Bank

Corp

34,442

Trustmark

Corp

1,096

23,900

UMB

Financial

Corp

2,512

68,198

United

Bankshares,

Inc

2,530

48,352

United

Community

Banks,

Inc

1,406

3,873

Unity

Bancorp,

Inc

132

5,426

Univest

Financial

Corp

153

732,251

Bancorp

33,486

154,740

Valley

National

Bancorp

1,402

22,054

Veritex

Holdings,

Inc

580

25,531

Washington

Federal,

Inc

890

3,676

Washington

Trust

Bancorp,

Inc

118

85,391

Webster

Financial

Corp

3,980

1,620,129

Wells

Fargo

91,521

21,097

WesBanco,

Inc

628

11,970

West

Bancorporation,

Inc

228

13,352

Westamerica

Bancorporation

660

44,492

Western

Alliance

Bancorp

3,848

33,758

Wintrust

Financial

Corp

3,664

37,346

WSFS

Financial

Corp

1,904

67,952

Zions

Bancorporation

3,209

TOTAL

BANKS

915,075

CAPITAL

GOODS

6.6%

29,422

(a),(b)

374Water,

Inc

66,252

(a)

Systems

Corp

188

257,659

35,222

49,028

A.O.

Smith

Corp

4,404

32,247

Aaon,

Inc

3,478

11,925

(a)

AAR

Corp

779

13,778

Acuity

Brands,

Inc

3,794

31,531

Advanced

Drainage

Systems,

Inc

4,955

58,431

Aecom

Technology

Corp

6,034

12,268

(a)

Aerovironment,

Inc

2,460

8,143

(a)

AerSale

Corp

22,585

(b)

AGCO

Corp

2,210

38,659

Air

Lease

Corp

1,751

5,157

Alamo

Group,

Inc

929

16,794

Albany

International

Corp

(Class

1,492

37,089

Allegion

plc

5,405

6,739

Allied

Motion

Technologies,

Inc

128

40,667

Allison

Transmission

Holdings,

Inc

3,907

10,745

Alta

Equipment

Group,

Inc

13,776

(a)

Ameresco,

Inc

523

16,039

(a)

American

Superconductor

Corp

379

7,436

(a)

American

Woodmark

Corp

695

106,449

Ametek,

Inc

18,278

98,441

(a)

API

Group

Corp

3,251

4,551

(b)

Apogee

Enterprises,

Inc

319

17,287

Applied

Industrial

Technologies,

Inc

3,857

63,826

(a),(b)

Archer

Aviation,

Inc

193

26,444

Arcosa,

Inc

2,506

10,471

Argan,

Inc

1,062

20,887

Armstrong

World

Industries,

Inc

2,745

69,116

(a),(b)

Array

Technologies,

Inc

456

15,250

Astec

Industries,

Inc

487

15,755

(a)

Astronics

Corp

307

16,113

Atkore,

Inc

1,365

32,661

(a)

Axon

Enterprise,

Inc

13,051

60,195

(a)

AZEK

Co,

Inc

2,817

Equity

Index

178

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

13,571

AZZ,

Inc

1,121

25,595

Barnes

Group,

Inc

1,034

30,037

(a)

Beacon

Roofing

Supply,

Inc

2,596

19,926

(a),(b)

Blink

Charging

75,992

(a),(b)

Bloom

Energy

Corp

802

16,572

(a)

Blue

Bird

Corp

795

4,896

(a)

BlueLinx

Holdings,

Inc

516

273,093

(a)

Boeing

41,521

16,526

Boise

Cascade

2,330

4,978

(a),(b)

Bowman

Consulting

Group

Ltd

120

13,313

(b)

Brookfield

Business

Corp

337

55,410

(a)

Builders

FirstSource,

Inc

10,742

40,627

BWX

Technologies,

Inc

4,416

8,469

Cadre

Holdings,

Inc

321

21,215

Carlisle

Cos,

Inc

9,541

386,454

Carrier

Global

Corp

31,106

225,378

Caterpillar,

Inc

88,150

6,740

(a),(b)

Centuri

Holdings,

Inc

109

120,169

(a),(b)

ChargePoint

Holdings,

Inc

165

20,872

(a),(b)

Chart

Industries,

Inc

2,591

368,329

CNH

Industrial

4,088

14,727

Columbus

McKinnon

Corp

530

17,475

Comfort

Systems

USA,

Inc

6,821

15,927

(a),(b)

Commercial

Vehicle

Group,

Inc

13,197

(a)

Concrete

Pumping

Holdings,

Inc

11,212

(a)

Construction

Partners,

Inc

783

83,036

(a)

Core

Main,

Inc

3,687

21,581

Crane

3,416

7,468

CSW

Industrials,

Inc

2,736

65,168

Cummins,

Inc

21,101

16,504

Curtiss-Wright

Corp

5,425

30,728

(a),(b)

Custom

Truck

One

Source,

Inc

106

117,710

Deere

49,124

27,073

(a)

DNOW,

Inc

350

52,930

Donaldson

Co,

Inc

3,901

16,771

Douglas

Dynamics,

Inc

463

62,548

Dover

Corp

11,993

8,048

(a)

Ducommun,

Inc

530

11,117

(a)

DXP

Enterprises,

Inc

593

11,046

(a)

Dycom

Industries,

Inc

2,177

184,389

Eaton

Corp

plc

61,114

21,296

EMCOR

Group,

Inc

9,169

262,231

Emerson

Electric

28,680

24,905

(a)

Energy

Recovery,

Inc

433

12,892

(a),(b)

Energy

Vault

Holdings,

Inc

32,971

Enerpac

Tool

Group

Corp

1,381

18,213

EnerSys

1,859

55,762

(a),(b)

Enovix

Corp

521

11,263

EnPro

Industries,

Inc

1,827

28,088

Esab

Corp

2,986

13,003

ESCO

Technologies,

Inc

1,677

9,017

(a),(b)

Eve

Holding,

Inc

266,692

Fastenal

19,047

32,884

Federal

Signal

Corp

3,073

55,538

Flowserve

Corp

2,871

18,242

(a),(b)

Fluence

Energy,

Inc

414

79,566

(a)

Fluor

Corp

3,796

154,932

Fortive

Corp

12,229

58,578

Fortune

Brands

Innovations,

Inc

5,245

20,104

Franklin

Electric

Co,

Inc

2,107

54,773

(a),(b)

Freyr

Battery,

Inc

49,125

FTAI

Aviation

Ltd

6,529

179

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

176,294

(a),(b)

FuelCell

Energy,

Inc

79,515

(a)

Gates

Industrial

Corp

plc

1,396

14,376

(b)

GATX

Corp

1,904

125,890

(a)

Vernova,

Inc

32,099

4,819

(a)

Gencor

Industries,

Inc

101

26,482

(a)

Generac

Holdings,

Inc

4,207

125,655

General

Dynamics

Corp

37,973

501,859

General

Electric

94,641

17,907

(a)

Gibraltar

Industries,

Inc

1,252

9,938

Global

Industrial

338

14,160

(a)

GMS,

Inc

1,282

12,385

Gorman-Rupp

482

78,611

Graco,

Inc

6,879

95,580

(a),(b)

GrafTech

International

Ltd

126

4,871

(a)

Graham

Corp

144

20,341

Granite

Construction,

Inc

1,613

44,924

(a)

Great

Lakes

Dredge

Dock

Corp

473

14,394

Greenbrier

Cos,

Inc

733

20,793

Griffon

Corp

1,456

17,554

H&E

Equipment

Services,

Inc

855

63,817

(a)

Hayward

Holdings,

Inc

979

21,280

HEICO

Corp

5,564

38,786

HEICO

Corp

(Class

7,903

16,194

Helios

Technologies,

Inc

772

13,619

Herc

Holdings,

Inc

2,171

41,915

Hexcel

Corp

2,592

32,149

Hillenbrand,

Inc

894

69,001

(a)

Hillman

Solutions

Corp

729

298,810

Honeywell

International,

Inc

61,767

190,042

Howmet

Aerospace,

Inc

19,052

25,443

Hubbell,

Inc

10,899

22,109

(a)

Hudson

Technologies,

Inc

184

16,667

Huntington

Ingalls

Industries,

Inc

4,406

63,978

(a),(b)

Hyliion

Holdings

Corp

159

7,224

Hyster-Yale

Materials

Handling,

Inc

461

33,873

IDEX

Corp

7,266

5,334

(a)

IES

Holdings,

Inc

1,065

136,140

Illinois

Tool

Works,

Inc

35,678

184,113

Ingersoll

Rand,

Inc

18,073

3,056

Insteel

Industries,

Inc

39,987

ITT,

Inc

5,978

41,873

(a),(b)

Janus

International

Group,

Inc

423

45,832

(a)

JELD-WEN

Holding,

Inc

725

9,952

John

Bean

Technologies

Corp

980

308,407

Johnson

Controls

International

plc

23,935

5,348

(b)

Kadant,

Inc

1,808

3,197

Karat

Packaging,

Inc

45,625

(b)

Kennametal,

Inc

1,183

66,946

(a)

Kratos

Defense

Security

Solutions,

Inc

1,560

85,679

L3Harris

Technologies,

Inc

20,380

9,846

(a)

Lawson

Products,

Inc

379

4,363

(a)

Foster

(Class

14,010

Lennox

International,

Inc

8,466

24,937

(a)

Leonardo

DRS,

Inc

704

4,566

(a)

Limbach

Holdings,

Inc

346

28,514

(b)

Lincoln

Electric

Holdings,

Inc

5,475

5,950

Lindsay

Corp

742

4,837

(a),(b)

Loar

Holdings,

Inc

361

98,725

Lockheed

Martin

Corp

57,711

12,965

LSI

Industries,

Inc

209

17,575

Luxfer

Holdings

plc

228

22,630

(a),(b)

Manitowoc

Co,

Inc

218

Equity

Index

180

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

107,444

Masco

Corp

9,019

32,416

(a)

Mastec,

Inc

3,990

67,350

(a),(b)

Masterbrand,

Inc

1,249

12,603

(a)

Matrix

Service

145

5,952

(a)

Mayville

Engineering

Inc

125

8,494

McGrath

RentCorp

894

96,446

MDU

Resources

Group,

Inc

2,644

30,340

(a),(b)

Mercury

Computer

Systems,

Inc

1,123

24,886

(a)

Middleby

Corp

3,462

7,280

Miller

Industries,

Inc

444

14,585

Moog,

Inc

(Class

2,946

43,932

(a)

MRC

Global,

Inc

560

19,273

MSC

Industrial

Direct

(Class

1,659

46,713

Mueller

Industries,

Inc

3,461

85,916

Mueller

Water

Products,

Inc

(Class

1,864

6,055

(a)

MYR

Group,

Inc

619

3,534

National

Presto

Industries,

Inc

266

10,242

(a),(b)

Net

Power,

Inc

60,488

(a)

NEXTracker,

Inc

2,267

25,712

Nordson

Corp

6,753

64,098

Northrop

Grumman

Corp

33,848

6,891

(a)

Northwest

Pipe

311

16,026

(a),(b)

NuScale

Power

Corp

186

74,858

nVent

Electric

plc

5,260

2,354

Omega

Flex,

Inc

118

14,387

(a)

Orion

Marine

Group,

Inc

27,603

Oshkosh

Corp

2,766

185,303

Otis

Worldwide

Corp

19,260

39,754

Owens

Corning,

Inc

7,017

234,595

PACCAR,

Inc

23,150

14,228

Park

Aerospace

Corp

185

59,140

Parker-Hannifin

Corp

37,366

3,997

Park-Ohio

Holdings

Corp

123

20,471

(a)

Parsons

Corp

2,122

81,606

Pentair

plc

7,980

274,975

(a),(b)

Plug

Power,

Inc

621

2,948

Powell

Industries,

Inc

654

1,801

Preformed

Line

Products

231

28,783

Primoris

Services

Corp

1,672

15,505

(a)

Proto

Labs,

Inc

455

16,969

Quanex

Building

Products

Corp

471

68,806

Quanta

Services,

Inc

20,515

13,498

(a)

RBC

Bearings,

Inc

4,041

32,418

Regal-Beloit

Corp

5,378

82,950

(a)

Resideo

Technologies,

Inc

1,671

8,757

REV

Group,

Inc

246

109,316

(a),(b)

Rocket

Lab

USA,

Inc

1,064

54,516

Rockwell

Automation,

Inc

14,635

617,416

RTX

Corp

74,806

10,342

Rush

Enterprises,

Inc

496

22,836

Rush

Enterprises,

Inc

(Class

1,206

60,321

Sensata

Technologies

Holding

plc

2,163

63,890

(a),(b)

SES

Corp

81,772

(a),(b)

Shoals

Technologies

Group,

Inc

459

18,886

Shyft

Group,

Inc

237

19,894

Simpson

Manufacturing

Co,

Inc

3,805

24,415

(a)

SiteOne

Landscape

Supply,

Inc

3,684

23,368

Snap-On,

Inc

6,770

59,911

(a)

Spirit

Aerosystems

Holdings,

Inc

(Class

1,948

23,935

(a)

SPX

Technologies,

Inc

3,817

4,143

Standex

International

Corp

757

70,587

Stanley

Black

Decker,

Inc

7,774

181

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

13,737

(a)

Sterling

Construction

Co,

Inc

1,992

110,732

(a),(b)

Sunrun,

Inc

2,000

10,462

(b)

Tecnoglass,

Inc

718

10,075

Tennant

968

35,787

Terex

Corp

1,894

87,191

Textron,

Inc

7,723

24,419

(a),(b)

Thermon

Group

Holdings,

Inc

729

26,899

Timken

2,267

27,553

(a)

Titan

International,

Inc

224

11,613

(a)

Titan

Machinery,

Inc

162

51,928

Toro

4,504

104,397

Trane

Technologies

plc

40,582

3,856

(a),(b)

Transcat,

Inc

466

25,384

TransDigm

Group,

Inc

36,226

52,464

(a)

Trex

Co,

Inc

3,493

37,946

Trinity

Industries,

Inc

1,322

32,779

(a)

Triumph

Group,

Inc

423

27,269

(a),(b)

Tutor

Perini

Corp

741

26,618

UFP

Industries,

Inc

3,493

30,210

United

Rentals,

Inc

24,462

7,860

(a)

V2X,

Inc

439

7,929

(b)

Valmont

Industries,

Inc

2,299

164,299

Vertiv

Holdings

16,346

12,845

(a)

Vicor

Corp

541

4,297

(a)

Virgin

Galactic

Holdings,

Inc

19,912

W.W.

Grainger,

Inc

20,685

23,411

Wabash

National

Corp

449

16,513

Watsco,

Inc

8,122

12,667

Watts

Water

Technologies,

Inc

(Class

2,624

22,053

WESCO

International,

Inc

3,704

76,763

Westinghouse

Air

Brake

Technologies

Corp

13,953

1,487

Willis

Lease

Finance

Corp

221

89,818

(a)

WillScot

Mobile

Mini

Holdings

Corp

3,377

30,482

Woodward

Inc

5,228

17,318

(a),(b)

Xometry,

Inc

318

113,464

Xylem,

Inc

15,321

65,462

(b)

Zurn

Elkay

Water

Solutions

Corp

2,353

TOTAL

CAPITAL

GOODS

1,684,993

COMMERCIAL

PROFESSIONAL

SERVICES

1.6%

27,128

ABM

Industries,

Inc

1,431

5,587

ACCO

Brands

Corp

57,811

(a)

ACV

Auctions,

Inc

1,175

174,070

(a)

Alight,

Inc

1,288

54,252

(a)

Amentum

Holdings,

Inc

1,750

11,286

Aris

Water

Solution,

Inc

190

19,073

(a)

ASGN,

Inc

1,778

392,127

(a)

Aurora

Innovation,

Inc

2,321

188,316

Automatic

Data

Processing,

Inc

52,113

20,580

Barrett

Business

Services,

Inc

772

7,610

(a),(b)

BlackSky

Technology,

Inc

61,673

Booz

Allen

Hamilton

Holding

Corp

10,038

16,522

(a)

BrightView

Holdings,

Inc

260

18,487

Brink's

2,138

53,827

Broadridge

Financial

Solutions,

Inc

11,574

9,248

(a)

CACI

International,

Inc

(Class

4,666

26,846

(a)

Casella

Waste

Systems,

Inc

(Class

2,671

18,053

(a)

CBIZ,

Inc

1,215

14,787

(a)

CECO

Environmental

Corp

417

8,021

(a)

Cimpress

plc

657

159,032

Cintas

Corp

32,742

226,376

(a),(b)

Clarivate

plc

1,607

23,755

(a)

Clean

Harbors,

Inc

5,742

Equity

Index

182

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

21,043

(b)

Concentrix

Corp

1,078

91,431

(a)

Conduent,

Inc

368

395,018

(a)

Copart,

Inc

20,699

49,610

(a),(b)

CoreCivic,

Inc

628

192,612

(a)

CoStar

Group,

Inc

14,531

3,881

CRA

International,

Inc

680

17,763

CSG

Systems

International,

Inc

864

22,984

Deluxe

Corp

448

20,676

(a),(b)

Driven

Brands

Holdings,

Inc

295

129,661

(b)

Dun

Bradstreet

Holdings,

Inc

1,492

1,045

Ennis,

Inc

56,961

Equifax,

Inc

16,739

86,090

(a)

ExlService

Holdings,

Inc

3,284

28,338

Exponent,

Inc

3,267

15,944

(a),(b)

First

Advantage

Corp

317

7,582

(a)

Forrester

Research,

Inc

137

7,620

(a)

Franklin

Covey

313

16,142

(a)

FTI

Consulting,

Inc

3,673

81,103

Genpact

Ltd

3,180

42,598

(a)

GEO

Group,

Inc

547

42,732

(a)

Harsco

Corp

442

40,910

(a)

Healthcare

Services

Group

457

14,300

Heidrick

Struggles

International,

Inc

556

37,280

Herman

Miller,

Inc

923

27,032

HNI

Corp

1,455

9,371

(a)

Huron

Consulting

Group,

Inc

1,019

6,267

ICF

International,

Inc

1,045

12,531

(a),(b)

Innodata,

Inc

210

19,828

Insperity,

Inc

1,745

44,581

Interface,

Inc

846

54,252

Jacobs

Solutions,

Inc

7,102

55,084

KBR,

Inc

3,588

20,372

Kelly

Services,

Inc

(Class

436

11,207

Kforce,

Inc

689

29,134

Korn/Ferry

International

2,192

52,870

(a),(b)

LanzaTech

Global,

Inc

101

13,624

(a)

Legalzoom.com,

Inc

58,084

Leidos

Holdings,

Inc

9,468

19,090

(a)

Liquidity

Services,

Inc

435

25,524

Manpower,

Inc

1,877

16,885

Matthews

International

Corp

(Class

392

23,344

MAXIMUS,

Inc

2,175

12,017

(a)

Montrose

Environmental

Group,

Inc

316

15,466

MSA

Safety,

Inc

2,743

4,961

Industries,

Inc

5,211

(a)

NV5

Global,

Inc

487

67,918

(a)

OPENLANE,

Inc

1,146

149,731

Paychex,

Inc

20,092

24,132

Paycom

Software,

Inc

4,020

33,846

(a),(b)

Performant

Financial

Corp

127

95,984

Pitney

Bowes,

Inc

684

79,689

(a),(b)

Planet

Labs

PBC

178

83,579

Global,

Inc

6,727

4,854

(a)

Red

Violet,

Inc

138

94,041

Republic

Services,

Inc

18,887

20,546

Resources

Connection,

Inc

199

52,374

Robert

Half

International,

Inc

3,531

131,128

Rollins,

Inc

6,632

23,991

Science

Applications

International

Corp

3,341

10,651

(a),(b)

Spire

Global,

Inc

106

100,288

SS&C

Technologies

Holdings,

Inc

7,442

61,807

Steelcase,

Inc

(Class

834

183

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

36,817

(a)

Stericycle,

Inc

2,246

12,139

(a)

Sterling

Check

Corp

203

125,535

Tetra

Tech,

Inc

5,920

92,480

TransUnion

9,683

15,001

TriNet

Group,

Inc

1,455

19,072

(a)

TrueBlue,

Inc

151

10,054

TTEC

Holdings,

Inc

8,983

Unifirst

Corp

1,784

63,645

(a)

Upwork,

Inc

665

109,137

Veralto

Corp

12,208

65,812

Verisk

Analytics,

Inc

17,635

63,620

(a)

Verra

Mobility

Corp

1,769

54,222

Vestis

Corp

808

15,178

(a)

Viad

Corp

544

5,586

(b)

VSE

Corp

462

184,914

Waste

Management,

Inc

38,388

5,398

(a)

Willdan

Group,

Inc

221

21,544

(a)

WNS

Holdings

Ltd

1,136

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

419,421

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

5.5%

18,290

(a),(b)

1-800-FLOWERS.COM,

Inc

(Class

145

18,402

Aaron's

Co,

Inc

183

23,424

(a)

Abercrombie

Fitch

(Class

3,277

36,738

Academy

Sports

Outdoors,

Inc

2,144

28,577

(b)

Advance

Auto

Parts,

Inc

1,114

4,291,133

(a)

Amazon.com,

Inc

799,567

85,497

American

Eagle

Outfitters,

Inc

1,914

3,312

(a)

America's

Car-Mart,

Inc

139

23,822

(b)

Arhaus,

Inc

293

65,041

(b)

Arko

Corp

457

7,272

(a),(b)

Asbury

Automotive

Group,

Inc

1,735

12,767

(a)

Autonation,

Inc

2,284

8,017

(a)

Autozone,

Inc

25,254

62,461

(a),(b)

BARK,

Inc

102

101,629

(b)

Bath

Body

Works,

Inc

3,244

101,281

Best

Buy

Co,

Inc

10,462

15,681

(a)

Boot

Barn

Holdings,

Inc

2,623

14,004

(b)

Buckle,

Inc

616

7,271

(b)

Build-A-Bear

Workshop,

Inc

250

29,889

(a)

Burlington

Stores,

Inc

7,875

20,111

(b)

Caleres,

Inc

665

22,123

(b)

Camping

World

Holdings,

Inc

536

78,807

(a)

Carmax,

Inc

6,098

47,579

(a)

Carvana

8,284

3,852

(a),(b)

Citi

Trends,

Inc

543,705

(a)

Coupang,

Inc

13,348

32,814

(b)

Designer

Brands,

Inc

242

30,615

(a)

Destination

Group,

Inc

25,367

Dick's

Sporting

Goods,

Inc

5,294

1,003

(b)

Dillard's,

Inc

(Class

385

223,779

eBay,

Inc

14,570

61,188

(a)

Etsy,

Inc

3,398

34,837

(a),(b)

EVgo,

Inc

144

92,715

Ferguson

Enterprises,

Inc

18,410

27,604

(a)

Five

Below,

Inc

2,439

49,914

(a)

Floor

Decor

Holdings,

Inc

6,198

33,391

Foot

Locker,

Inc

863

10,965

(a)

Funko,

Inc

134

173,081

(a)

GameStop

Corp

(Class

3,969

81,317

Gap,

Inc

1,793

7,998

(a)

Genesco,

Inc

217

64,617

Genuine

Parts

9,026

Equity

Index

184

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

(continued)

10,931

(a),(b)

GigaCloud

Technology,

Inc

251

4,452

(b)

Group

Automotive,

Inc

1,705

10,720

(a),(b)

Groupon,

Inc

105

29,518

(a),(b)

GrowGeneration

Corp

9,098

Haverty

Furniture

Cos,

Inc

250

457,201

Home

Depot,

Inc

185,258

65,995

(b)

Kohl's

Corp

1,392

9,431

(a)

Lands'

End,

Inc

163

59,869

(a),(b)

Leslie's,

Inc

189

13,553

Lithia

Motors,

Inc

(Class

4,305

113,390

LKQ

Corp

4,527

265,639

Lowe's

Cos,

Inc

71,948

109,170

Macy's,

Inc

1,713

11,739

(a)

MarineMax,

Inc

414

18,107

Monro

Muffler,

Inc

523

7,522

Murphy

USA,

Inc

3,707

47,869

(a)

National

Vision

Holdings,

Inc

522

57,180

Nordstrom,

Inc

1,286

18,624

(a)

ODP

Corp

554

27,556

(a)

Ollie's

Bargain

Outlet

Holdings,

Inc

2,678

5,690

(a),(b)

OneWater

Marine,

Inc

136

26,559

(a)

O'Reilly

Automotive,

Inc

30,585

24,586

(a)

Overstock.com,

Inc

248

6,625

Penske

Auto

Group,

Inc

1,076

40,988

(a)

Petco

Health

Wellness

Co,

Inc

186

18,519

Pool

Corp

6,978

46,411

(a),(b)

RealReal,

Inc

146

19,596

(a),(b)

Revolve

Group,

Inc

486

7,732

(a)

2,586

147,390

Ross

Stores,

Inc

22,184

7,776

(a)

Sally

Beauty

Holdings,

Inc

105

13,763

(a),(b)

Savers

Value

Village,

Inc

145

4,712

(b)

Shoe

Carnival,

Inc

207

20,162

(b)

Signet

Jewelers

Ltd

2,079

13,058

(a)

Sleep

Number

Corp

239

Sonic

Automotive,

Inc

(Class

32,244

(a)

Stitch

Fix,

Inc

30,109

(a)

ThredUp,

Inc

6,790

(a)

Tilly's,

Inc

518,624

TJX

Cos,

Inc

60,959

50,647

Tractor

Supply

14,735

22,854

(a)

Ulta

Beauty,

Inc

8,893

24,944

Upbound

Group,

Inc

798

31,536

(a)

Urban

Outfitters,

Inc

1,208

50,913

(a)

Valvoline,

Inc

2,131

37,799

(a)

Victoria's

Secret

971

42,783

(a)

Warby

Parker,

Inc

699

41,399

(a),(b)

Wayfair,

Inc

2,326

59,652

Williams-Sonoma,

Inc

9,241

1,945

Winmark

Corp

745

11,661

(a)

Zumiez,

Inc

248

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

1,411,900

CONSUMER

DURABLES

APPAREL

1.1%

15,286

(b)

Acushnet

Holdings

Corp

974

56,955

(a),(b)

Amer

Sports,

Inc

908

35,953

(a),(b)

AMMO,

Inc

1,361

(a)

Beazer

Homes

USA,

Inc

14,995

(a)

Lux

Finco

Sarl

739

35,190

Brunswick

Corp

2,950

63,158

(a)

Callaway

Golf

693

42,913

(a)

Capri

Holdings

Ltd

1,821

8,244

(b)

Carter's,

Inc

536

185

DESCRIPTION

VALUE

(000)

CONSUMER

DURABLES

APPAREL

(continued)

5,040

(a)

Cavco

Industries,

Inc

2,158

13,611

Century

Communities,

Inc

1,402

14,289

Clarus

Corp

14,763

(b)

Columbia

Sportswear

1,228

23,677

(b)

Cricut,

Inc

164

24,729

(a),(b)

Crocs,

Inc

3,581

68,412

(a)

Deckers

Outdoor

Corp

10,908

139,300

Horton,

Inc

26,574

10,739

(a),(b)

Dream

Finders

Homes,

Inc

389

18,783

(b)

Ethan

Allen

Interiors,

Inc

599

72,738

(a)

Garmin

Ltd

12,804

24,084

(a)

G-III

Apparel

Group

Ltd

735

74,136

(a)

GoPro,

Inc

101

7,038

(a)

Green

Brick

Partners,

Inc

588

156,073

(a)

Hanesbrands,

Inc

1,147

65,299

Hasbro,

Inc

4,722

13,347

(a)

Helen

Troy

Ltd

826

5,483

Hooker

Furniture

Corp

2,792

(a)

Hovnanian

Enterprises,

Inc

571

11,276

Installed

Building

Products,

Inc

2,777

15,263

(a),(b)

iRobot

Corp

133

3,583

Johnson

Outdoors,

Inc

130

34,928

Home

2,993

30,075

Kontoor

Brands,

Inc

2,460

12,660

(a)

Latham

Group,

Inc

25,091

La-Z-Boy,

Inc

1,077

4,968

(a)

Legacy

Housing

Corp

136

73,033

Leggett

Platt,

Inc

995

108,856

Lennar

Corp

(Class

20,408

2,471

Lennar

Corp

(Class

427

12,635

(a)

LGI

Homes,

Inc

1,498

5,568

(a)

Lovesac

160

56,686

(a)

Lululemon

Athletica,

Inc

15,382

13,163

(a)

M/I

Homes,

Inc

2,256

13,092

(a)

Malibu

Boats,

Inc

508

8,407

(b)

Marine

Products

Corp

13,690

(a),(b)

MasterCraft

Boat

Holdings,

Inc

249

127,809

(a)

Mattel,

Inc

2,435

17,632

Meritage

Homes

Corp

3,616

28,443

(a)

Mohawk

Industries,

Inc

4,570

11,320

Movado

Group,

Inc

211

125,637

Newell

Rubbermaid,

Inc

965

555,426

Nike,

Inc

(Class

49,100

1,342

(a)

NVR,

Inc

13,167

8,770

(b)

Oxford

Industries,

Inc

761

145,284

(a)

Peloton

Interactive,

Inc

680

24,590

(b)

Polaris

Industries,

Inc

2,047

93,842

Pulte

Homes,

Inc

13,469

27,406

(a),(b)

Purple

Innovation,

Inc

27,729

PVH

Corp

2,796

19,684

Ralph

Lauren

Corp

3,816

3,738

Rocky

Brands,

Inc

119

31,093

SharkNinja

Global

SPV

Ltd

3,380

61,539

(a)

Skechers

U.S.A.,

Inc

(Class

4,118

28,672

(a)

Skyline

Champion

Corp

2,720

29,016

Smith

Wesson

Brands,

Inc

377

67,337

(a)

Sonos,

Inc

828

44,766

(b)

Steven

Madden

Ltd

2,193

3,716

(b)

Sturm

Ruger

Co,

Inc

155

6,084

Superior

Uniform

Group,

Inc

96,190

Tapestry,

Inc

4,519

44,029

(a)

Taylor

Morrison

Home

Corp

3,093

Equity

Index

186

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

DURABLES

APPAREL

(continued)

87,531

Tempur

Sealy

International,

Inc

4,779

46,691

(b)

Toll

Brothers,

Inc

7,213

15,774

(a)

TopBuild

Corp

6,417

12,158

(a)

Traeger,

Inc

30,903

(a)

Tri

Pointe

Homes,

Inc

1,400

84,878

(a)

Under

Armour,

Inc

(Class

756

110,542

(a)

Under

Armour,

Inc

(Class

924

164,277

(b)

Corp

3,277

28,750

(a)

Vista

Outdoor,

Inc

1,126

34,786

(a),(b)

Vizio

Holding

Corp

389

19,639

Whirlpool

Corp

2,101

48,726

(b)

Wolverine

World

Wide,

Inc

849

46,993

(a)

YETI

Holdings,

Inc

1,928

TOTAL

CONSUMER

DURABLES

APPAREL

279,595

CONSUMER

SERVICES

2.2%

25,118

(a),(b)

Accel

Entertainment,

Inc

292

86,801

ADT,

Inc

628

11,253

(a)

Adtalem

Global

Education,

Inc

849

199,913

(a),(b)

Airbnb,

Inc

25,351

7,436

(a)

American

Public

Education,

Inc

110

108,444

Aramark

4,200

17,816

(a)

BALLY'S

CORP

307

769

(a)

Biglari

Holdings,

Inc

Shares)

132

15,173

(a)

BJ's

Restaurants,

Inc

494

44,145

(b)

Bloomin'

Brands,

Inc

730

15,808

Booking

Holdings,

Inc

66,585

31,873

Boyd

Gaming

Corp

2,061

28,106

(a)

Bright

Horizons

Family

Solutions,

Inc

3,938

25,489

(a)

Brinker

International,

Inc

1,951

97,639

(a)

Caesars

Entertainment,

Inc

4,075

448,352

(a)

Carnival

Corp

8,286

11,838

Carriage

Services,

Inc

389

35,423

(a)

Cava

Group,

Inc

4,387

23,639

(b)

Cheesecake

Factory

959

54,286

(a)

Chegg,

Inc

641,550

(a)

Chipotle

Mexican

Grill,

Inc

(Class

36,966

13,984

(b)

Choice

Hotels

International,

Inc

1,822

32,858

Churchill

Downs,

Inc

4,443

12,474

(a)

Chuy's

Holdings,

Inc

466

57,806

(a)

Coursera,

Inc

459

12,944

(b)

Cracker

Barrel

Old

Country

Store,

Inc

587

53,537

Darden

Restaurants,

Inc

8,787

23,587

(a)

Dave

Buster's

Entertainment,

Inc

803

41,277

(a)

Denny's

Corp

266

28,592

(a),(b)

Despegar.com

Corp

355

7,772

Dine

Brands

Global

Inc.

243

15,719

Domino's

Pizza,

Inc

6,761

156,986

(a)

DoorDash,

Inc

22,407

196,196

(a)

DraftKings,

Inc

7,691

17,216

(a)

Duolingo,

Inc

4,855

43,029

(a)

Dutch

Bros,

Inc

1,378

14,501

(a)

Pollo

Loco

Holdings,

Inc

199

2,242

(a),(c)

Empire

Resorts,

Inc

10,835

(a)

European

Wax

Center,

Inc

45,885

(a)

Everi

Holdings,

Inc

603

57,344

(a)

Expedia

Group,

Inc

8,488

7,524

(a),(b)

First

Watch

Restaurant

Group,

Inc

117

30,474

(a)

Frontdoor,

Inc

1,462

16,841

(a)

Full

House

Resorts,

Inc

16,169

(a),(b)

Global

Business

Travel

Group

124

7,389

(b)

Golden

Entertainment,

Inc

235

1,473

Graham

Holdings

1,210

187

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

12,080

(a)

Grand

Canyon

Education,

Inc

1,714

58,627

H&R

Block,

Inc

3,726

34,161

(a),(b)

Hilton

Grand

Vacations,

Inc

1,241

113,411

Hilton

Worldwide

Holdings,

Inc

26,141

19,921

(b)

Hyatt

Hotels

Corp

3,032

11,356

(a),(b)

Inspired

Entertainment,

Inc

105

54,564

International

Game

Technology

plc

1,162

2,856

(b)

Jack

the

Box,

Inc

133

44,656

(b)

Krispy

Kreme,

Inc

480

2,885

(a),(b)

Kura

Sushi

USA,

Inc

232

167,139

Las

Vegas

Sands

Corp

8,414

62,559

Laureate

Education,

Inc

1,039

20,784

(a),(b)

Life

Time

Group

Holdings,

Inc

508

38,357

(a)

Light

Wonder,

Inc

3,480

12,366

(a)

Lincoln

Educational

Services

Corp

148

10,890

(a)

Lindblad

Expeditions

Holdings,

Inc

101

107,220

Marriott

International,

Inc

(Class

26,655

13,041

Marriott

Vacations

Worldwide

Corp

958

330,738

McDonald's

Corp

100,713

114,548

(a),(b)

MGM

Resorts

International

4,478

22,276

(a)

Mister

Car

Wash,

Inc

145

7,140

Monarch

Casino

Resort,

Inc

566

22,451

(a),(b)

Mondee

Holdings,

Inc

1,387

Nathan's

Famous,

Inc

112

29,475

(a),(b)

Nerdy,

Inc

204,209

(a)

Norwegian

Cruise

Line

Holdings

Ltd

4,188

29,338

OneSpaWorld

Holdings

Ltd

484

18,811

(b)

Papa

John's

International,

Inc

1,013

46,409

(a)

Penn

National

Gaming,

Inc

875

46,334

Perdoceo

Education

Corp

1,030

36,517

(a)

Planet

Fitness,

Inc

2,966

18,591

(a)

PlayAGS,

Inc

212

12,559

(a),(b)

Portillo's,

Inc

169

13,091

(a)

Potbelly

Corp

109

6,547

(b)

RCI

Hospitality

Holdings,

Inc

292

26,499

Red

Rock

Resorts,

Inc

1,443

111,282

Royal

Caribbean

Cruises

Ltd

19,737

28,549

(a)

Rush

Street

Interactive,

Inc

310

186,641

(a)

Sabre

Corp

685

22,953

(a),(b)

SeaWorld

Entertainment,

Inc

1,161

70,217

Service

Corp

International

5,542

20,425

(a)

Shake

Shack,

Inc

2,108

42,724

Six

Flags

Entertainment

Corp

1,722

526,478

Starbucks

Corp

51,326

11,328

Strategic

Education,

Inc

1,048

23,465

(a),(b)

Stride,

Inc

2,002

67,428

Super

Group

SGHC

Ltd

245

44,740

(a),(b)

Sweetgreen,

Inc

1,586

21,327

(a),(b)

Target

Hospitality

Corp

166

27,222

Texas

Roadhouse,

Inc

(Class

4,807

29,960

Travel

Leisure

1,381

36,983

(a)

Udemy,

Inc

275

16,593

(a),(b)

Universal

Technical

Institute,

Inc

270

17,157

(b)

Vail

Resorts,

Inc

2,990

75,359

Wendy's

1,320

13,605

Wingstop,

Inc

5,661

37,299

Wyndham

Hotels

Resorts,

Inc

2,915

45,857

Wynn

Resorts

Ltd

4,397

8,699

(a),(b)

Xponential

Fitness,

Inc

108

Equity

Index

188

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

130,045

Yum!

Brands,

Inc

18,169

TOTAL

CONSUMER

SERVICES

564,761

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

1.8%

174,481

Albertsons

Cos,

Inc

3,224

19,849

Andersons,

Inc

995

61,928

(a)

BJ's

Wholesale

Club

Holdings,

Inc

5,108

16,333

Casey's

General

Stores,

Inc

6,137

14,374

(a)

Chefs'

Warehouse,

Inc

604

204,016

Costco

Wholesale

Corp

180,864

105,007

Dollar

General

Corp

8,880

96,907

(a)

Dollar

Tree,

Inc

6,815

47,990

(a)

Grocery

Outlet

Holding

Corp

842

21,180

(a)

Foods

Group,

Inc

7,244

Ingles

Markets,

Inc

(Class

540

303,811

Kroger

17,408

80,852

(a)

Maplebear,

Inc

3,294

6,410

Natural

Grocers

Vitamin

Cottage,

Inc

190

71,529

(a)

Performance

Food

Group

5,606

14,866

Pricesmart,

Inc

1,364

7,101

SpartanNash

159

46,984

(a)

Sprouts

Farmers

Market,

Inc

5,188

227,923

Sysco

Corp

17,792

214,312

Target

Corp

33,403

30,449

(a),(b)

United

Natural

Foods,

Inc

512

108,028

(a)

Foods

Holding

Corp

6,644

4,843

Village

Super

Market

(Class

154

324,604

Walgreens

Boots

Alliance,

Inc

2,908

2,005,065

Walmart,

Inc

161,909

8,426

Weis

Markets,

Inc

581

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

471,197

ENERGY

3.5%

18,289

(a)

Amplify

Energy

Corp

119

132,151

Antero

Midstream

Corp

1,989

142,450

(a)

Antero

Resources

Corp

4,081

144,173

APA

Corp

3,526

66,096

Archrock,

Inc

1,338

17,877

Ardmore

Shipping

Corp

324

7,867

(b)

Atlas

Energy

Solutions,

Inc

171

468,639

Baker

Hughes

16,941

36,376

Berry

Corp

187

88,444

(b)

Borr

Drilling

Ltd

486

4,788

(a),(b)

Bristow

Group,

Inc

166

315,644

Cabot

Oil

Gas

Corp

7,560

29,784

Cactus,

Inc

1,777

30,263

California

Resources

Corp

1,588

5,171

(a)

Centrus

Energy

Corp

284

89,692

ChampionX

Corp

2,704

103,757

Cheniere

Energy,

Inc

18,660

61,620

(b)

Chesapeake

Energy

Corp

5,068

797,153

Chevron

Corp

117,397

29,442

Chord

Energy

Corp

3,834

36,462

Civitas

Resources,

Inc

1,848

75,896

(a)

Clean

Energy

Fuels

Corp

236

51,225

(a)

CNX

Resources

Corp

1,668

7,387

(b)

Comstock

Resources,

Inc

543,069

ConocoPhillips

57,174

8,910

CONSOL

Energy,

Inc

932

23,258

Core

Laboratories,

Inc

431

23,570

Crescent

Energy

258

11,149

(b)

CVR

Energy,

Inc

257

27,497

Delek

Holdings,

Inc

516

303,336

Devon

Energy

Corp

11,867

189

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

55,111

DHT

Holdings,

Inc

608

83,922

Diamondback

Energy,

Inc

14,468

21,773

(b)

Diversified

Energy

plc

248

9,586

(a),(b)

DMC

Global,

Inc

124

19,179

Dorian

LPG

Ltd

660

48,260

Midstream,

Inc

3,796

70,957

(a),(b)

Encore

Energy

Corp

287

56,201

(a),(b)

Energy

Fuels,

Inc

309

270,271

EOG

Resources,

Inc

33,224

270,233

EQT

Corp

9,901

15,511

(b)

Evolution

Petroleum

Corp

9,511

Excelerate

Energy,

Inc

209

39,745

(a)

Expro

Group

Holdings

682

2,074,246

Exxon

Mobil

Corp

243,143

14,619

(b)

FLEX

LNG

Ltd

372

5,005

(a)

Forum

Energy

Technologies,

Inc

42,501

Golar

LNG

Ltd

1,562

15,821

(b)

Granite

Ridge

Resources,

Inc

26,945

(a)

Green

Plains,

Inc

365

6,101

(a)

Gulfport

Energy

Operating

Corp

923

11,237

(a)

Hallador

Energy

106

407,333

Halliburton

11,833

40,320

(a)

Helix

Energy

Solutions

Group,

Inc

448

35,444

Helmerich

Payne,

Inc

1,078

133,053

Hess

Corp

18,069

74,422

Sinclair

Corp

3,317

6,589

(b)

HighPeak

Energy,

Inc

19,159

(a)

Innovex

International,

Inc

281

16,438

International

Seaways,

Inc

848

909,707

Kinder

Morgan,

Inc

20,095

8,490

Kinetik

Holdings,

Inc

384

9,068

Kodiak

Gas

Services,

Inc

263

234,852

(a),(b)

Kosmos

Energy

Ltd

946

75,041

Liberty

Energy,

Inc

1,433

85,538

Magnolia

Oil

Gas

Corp

2,089

268,369

Marathon

Oil

Corp

7,147

165,495

Marathon

Petroleum

Corp

26,961

61,756

Matador

Resources

3,052

60,673

Murphy

Oil

Corp

2,047

4,194

(a)

Nabors

Industries

Ltd

270

5,019

(a)

Natural

Gas

Services

Group,

Inc

24,850

(b)

New

Fortress

Energy,

Inc

226

63,344

(a)

Newpark

Resources,

Inc

439

15,430

(a),(b)

NextDecade

Corp

67,065

Noble

Corp

plc

2,424

66,221

Nordic

American

Tankers

Ltd

243

46,086

Northern

Oil

and

Gas,

Inc

1,632

181,097

NOV,

Inc

2,892

298,879

Occidental

Petroleum

Corp

15,404

54,360

(a)

Oceaneering

International,

Inc

1,352

38,178

(a)

Oil

States

International,

Inc

176

267,609

ONEOK,

Inc

24,387

115,301

Ovintiv,

Inc

4,417

23,180

(a)

Par

Pacific

Holdings,

Inc

408

159,529

Patterson-UTI

Energy,

Inc

1,220

46,492

PBF

Energy,

Inc

1,439

60,358

Peabody

Energy

Corp

1,602

294,528

Permian

Resources

Corp

4,009

199,065

Phillips

26,167

11,921

(a),(b)

ProFrac

Holding

Corp

48,018

(a)

ProPetro

Holding

Corp

368

112,319

Range

Resources

Corp

3,455

Equity

Index

190

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

ENERGY

(continued)

51,530

Ranger

Energy

Services,

Inc

614

12,558

(a)

Rex

American

Resources

Corp

581

4,815

Riley

Exploration

Permian,

Inc

128

44,313

(a),(b)

Ring

Energy,

Inc

42,512

RPC,

Inc

270

23,780

(a),(b)

Sable

Offshore

Corp

562

16,291

SandRidge

Energy,

Inc

199

666,903

Schlumberger

Ltd

27,977

18,385

Scorpio

Tankers,

Inc

1,311

12,227

(a)

SEACOR

Marine

Holdings,

Inc

118

24,929

(a)

Seadrill

Ltd

991

6,869

Select

Water

Solutions,

Inc

45,041

SFL

Corp

Ltd

521

33,204

Sitio

Royalties

Corp

692

53,250

Energy

2,128

6,855

Solaris

Oilfield

Infrastructure,

Inc

525,409

(a)

Southwestern

Energy

3,736

55,355

(a),(b)

Talos

Energy,

Inc

573

103,179

Targa

Resources

Corp

15,272

190,278

TechnipFMC

plc

4,991

35,750

(a)

Teekay

Corp

329

11,719

Teekay

Tankers

Ltd

683

66,939

(a)

Tetra

Technologies,

Inc

208

8,745

Texas

Pacific

Land

Corp

7,737

25,843

(a)

Tidewater,

Inc

1,855

339,662

(a),(b)

Transocean

Ltd

1,444

137,868

(a),(b)

Uranium

Energy

Corp

856

131,135

(a),(b)

Ur-Energy,

Inc

156

29,976

(b)

Vaalco

Energy,

Inc

172

31,352

(a),(b)

Valaris

Ltd

1,748

153,172

Valero

Energy

Corp

20,683

42,609

Viper

Energy

Partners

1,922

6,863

(a)

Vital

Energy,

Inc

185

13,021

(b)

Vitesse

Energy,

Inc

313

50,011

(b)

W&T

Offshore,

Inc

108

36,238

Weatherford

International

plc

3,077

571,703

Williams

Cos,

Inc

26,098

29,960

World

Fuel

Services

Corp

926

TOTAL

ENERGY

897,269

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2.6%

46,252

Acadia

Realty

Trust

1,086

45,529

Agree

Realty

Corp

3,430

5,921

Alexander

Baldwin,

Inc

114

1,329

Alexander's,

Inc

322

83,569

Alexandria

Real

Estate

Equities,

Inc

9,924

6,783

Alpine

Income

Property

Trust,

Inc

123

5,188

American

Assets

Trust,

Inc

139

30,360

American

Healthcare

REIT,

Inc

792

145,461

(b)

American

Homes

Rent

5,584

217,309

American

Tower

Corp

50,537

133,721

Americold

Realty

Trust,

Inc

3,780

73,193

(a)

Apartment

Investment

and

Management

662

54,528

Apple

Hospitality

REIT,

Inc

810

31,681

Armada

Hoffler

Properties,

Inc

343

65,544

AvalonBay

Communities,

Inc

14,764

81,787

Boston

Properties,

Inc

6,581

35,081

Braemar

Hotels

Resorts,

Inc

108

92,621

Brandywine

Realty

Trust

504

132,744

Brixmor

Property

Group,

Inc

3,698

77,650

Broadstone

Net

Lease,

Inc

1,471

6,068

BRT

Apartments

Corp

107

52,715

Camden

Property

Trust

6,512

191

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

50,740

CareTrust

REIT,

Inc

1,566

13,650

(b)

CBL

Associates

Properties,

Inc

344

9,060

Centerspace

638

28,285

Chatham

Lodging

Trust

241

21,833

City

Office

REIT,

Inc

128

10,462

Clipper

Realty,

Inc

9,586

Community

Healthcare

Trust,

Inc

174

35,647

Corporate

Office

Properties

Trust

1,081

84,914

Cousins

Properties,

Inc

2,503

204,255

Crown

Castle,

Inc

24,231

11,994

CTO

Realty

Growth,

Inc

228

110,271

CubeSmart

5,936

114,160

DiamondRock

Hospitality

997

146,968

Digital

Realty

Trust,

Inc

23,784

136,618

Diversified

Healthcare

Trust

572

91,371

(b)

Douglas

Emmett,

Inc

1,605

46,730

Easterly

Government

Properties,

Inc

635

21,698

EastGroup

Properties,

Inc

4,054

82,308

Empire

State

Realty

Trust,

Inc

912

19,298

EPR

Properties

946

43,389

Equinix,

Inc

38,513

43,426

(a)

Equity

Commonwealth

864

81,720

(b)

Equity

Lifestyle

Properties,

Inc

5,830

170,825

(b)

Equity

Residential

12,720

63,885

(b)

Essential

Properties

Realty

Trust,

Inc

2,182

29,289

Essex

Property

Trust,

Inc

8,653

98,971

Extra

Space

Storage,

Inc

17,834

19,962

(b)

Farmland

Partners,

Inc

209

34,789

Federal

Realty

Investment

Trust

4,000

53,571

First

Industrial

Realty

Trust,

Inc

2,999

41,086

Four

Corners

Property

Trust,

Inc

1,204

119,848

(b)

Gaming

and

Leisure

Properties,

Inc

6,166

18,198

Getty

Realty

Corp

579

17,811

Gladstone

Commercial

Corp

289

11,325

Gladstone

Land

Corp

157

30,930

Global

Medical

REIT,

Inc

307

90,865

Global

Net

Lease,

Inc

765

202,313

Healthcare

Realty

Trust,

Inc

3,672

352,355

Healthpeak

Properties,

Inc

8,058

46,362

Highwoods

Properties,

Inc

1,554

327,100

Host

Hotels

Resorts

Inc

5,757

80,595

Hudson

Pacific

Properties,

Inc

385

115,925

(b)

Independence

Realty

Trust,

Inc

2,376

31,006

Industrial

Logistics

Properties

Trust

148

12,344

(b)

Innovative

Industrial

Properties,

Inc

1,662

34,736

InvenTrust

Properties

Corp

985

265,769

Invitation

Homes,

Inc

9,371

135,732

Iron

Mountain,

Inc

16,129

64,898

JBG

SMITH

Properties

1,134

63,758

Kilroy

Realty

Corp

2,467

335,384

Kimco

Realty

Corp

7,788

118,460

Kite

Realty

Group

Trust

3,146

37,540

(b)

Lamar

Advertising

5,015

144,484

Lexington

Realty

Trust

1,452

28,691

(b)

Lineage,

Inc

2,249

19,960

LTC

Properties,

Inc

732

107,859

Macerich

1,967

47,939

Mack-Cali

Realty

Corp

856

283,531

(b)

Medical

Properties

Trust,

Inc

1,659

56,954

Mid-America

Apartment

Communities,

Inc

9,050

19,457

(b)

National

Health

Investors,

Inc

1,636

72,515

National

Retail

Properties,

Inc

3,516

Equity

Index

192

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

38,309

National

Storage

Affiliates

Trust

1,846

6,447

(b)

NET

Lease

Office

Properties

197

21,654

(b)

NETSTREIT

Corp

358

16,113

(b)

NexPoint

Diversified

Real

Estate

Trust

101

12,730

NexPoint

Residential

Trust,

Inc

560

108,572

Omega

Healthcare

Investors,

Inc

4,419

9,166

One

Liberty

Properties,

Inc

252

29,999

Orion

Office

REIT,

Inc

120

76,197

Outfront

Media,

Inc

1,400

101,864

Paramount

Group,

Inc

501

84,337

Park

Hotels

Resorts,

Inc

1,189

14,178

(b)

Peakstone

Realty

Trust

193

71,223

Pebblebrook

Hotel

Trust

942

59,852

Phillips

Edison

Co,

Inc

2,257

36,714

Piedmont

Office

Realty

Trust,

Inc

371

13,733

Plymouth

Industrial

REIT,

Inc

310

9,072

Postal

Realty

Trust,

Inc

133

40,727

PotlatchDeltic

Corp

1,835

428,121

Prologis,

Inc

54,063

73,025

Public

Storage,

Inc

26,572

75,814

Rayonier,

Inc

2,440

400,440

Realty

Income

Corp

25,396

80,805

Regency

Centers

Corp

5,837

63,462

Retail

Opportunity

Investments

Corp

998

98,830

(b)

Rexford

Industrial

Realty,

Inc

4,972

30,023

RLJ

Lodging

Trust

276

28,461

Ryman

Hospitality

Properties,

Inc

3,052

79,527

Sabra

Health

Care

REIT,

Inc

1,480

16,656

(b)

Safehold,

Inc

437

6,451

Saul

Centers,

Inc

271

49,566

SBA

Communications

Corp

11,931

19,689

Service

Properties

Trust

149,644

Simon

Property

Group,

Inc

25,293

25,941

SITE

Centers

Corp

1,569

38,202

Green

Realty

Corp

2,659

65,402

STAG

Industrial,

Inc

2,557

5,909

(a),(b)

Star

Holdings

73,018

Summit

Hotel

Properties,

Inc

501

60,721

Sun

Communities,

Inc

8,206

117,301

Sunstone

Hotel

Investors,

Inc

1,211

54,135

Tanger

Factory

Outlet

Centers,

Inc

1,796

44,584

Terreno

Realty

Corp

2,980

162,250

UDR,

Inc

7,356

20,169

UMH

Properties,

Inc

397

121,658

Uniti

Group,

Inc

686

2,401

Universal

Health

Realty

Income

Trust

110

70,770

Urban

Edge

Properties

1,514

190,663

Ventas,

Inc

12,227

465,353

VICI

Properties,

Inc

15,501

96,380

Vornado

Realty

Trust

3,797

46,196

Washington

REIT

813

278,560

(d)

Welltower,

Inc

35,664

332,834

Weyerhaeuser

11,270

25,132

Whitestone

REIT

340

95,747

(b)

Carey,

Inc

5,965

62,184

Xenia

Hotels

Resorts,

Inc

918

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

676,272

FINANCIAL

SERVICES

7.8%

17,037

(a)

Acacia

Research

(Acacia

Technologies)

8,101

AFC

Gamma,

Inc

13,210

Affiliated

Managers

Group,

Inc

2,349

110,488

(a)

Affirm

Holdings,

Inc

4,510

193

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

14,120

(b)

AG.

Mortgage

Investment

Trust,

Inc

106

337,439

(b)

AGNC

Investment

Corp

3,530

8,948

Alerus

Financial

Corp

205

129,820

Ally

Financial,

Inc

4,620

9,522

(b)

A-Mark

Precious

Metals,

Inc

420

260,850

American

Express

70,743

45,171

Ameriprise

Financial,

Inc

21,222

203,350

Annaly

Capital

Management,

Inc

4,081

68,911

(b)

Apollo

Commercial

Real

Estate

Finance,

Inc

633

239,189

Apollo

Global

Management,

Inc

29,877

61,262

(b)

Arbor

Realty

Trust,

Inc

953

22,112

(b)

Ares

Commercial

Real

Estate

Corp

155

83,713

Ares

Management

Corp

13,046

5,232

(b)

ARMOUR

Residential

REIT,

Inc

107

32,135

Artisan

Partners

Asset

Management,

Inc

1,392

2,420

(a),(b)

Atlanticus

Holdings

Corp

75,147

(a)

AvidXchange

Holdings,

Inc

609

2,262

Banco

Latinoamericano

Exportaciones

S.A.

(Class

339,240

Bank

New

York

Mellon

Corp

24,378

845,474

(a)

Berkshire

Hathaway,

Inc

389,138

166,153

BGC

Group,

Inc

1,525

67,615

BlackRock,

Inc

64,201

87,301

(b)

Blackstone

Mortgage

Trust,

Inc

1,660

330,385

Blackstone,

Inc

50,592

255,509

(a)

Block,

Inc

17,152

207,831

(b)

Blue

Owl

Capital,

Inc

4,024

23,808

Bread

Financial

Holdings,

Inc

1,133

23,450

Brightsphere

Investment

Group,

Inc

596

46,061

BrightSpire

Capital,

Inc

258

93,115

(b)

Burford

Capital

Ltd

1,235

48,331

Cannae

Holdings,

Inc

921

31,787

(a)

Cantaloupe,

Inc

235

179,783

Capital

One

Financial

Corp

26,919

106,775

Carlyle

Group,

Inc

4,598

10,596

Cass

Information

Systems,

Inc

440

45,963

Cboe

Global

Markets,

Inc

9,416

688,769

Charles

Schwab

Corp

44,639

7,850

(b)

Chicago

Atlantic

Real

Estate

Finance,

Inc

122

336

Chimera

Investment

Corp

47,158

Claros

Mortgage

Trust,

Inc

353

166,560

CME

Group,

Inc

36,751

15,440

(b)

Cohen

Steers,

Inc

1,481

92,694

(a)

Coinbase

Global,

Inc

16,515

31,056

Compass

Diversified

Trust

687

111,781

Corebridge

Financial,

Inc

3,260

31,935

(a)

Corpay,

Inc

9,988

2,633

(a)

Credit

Acceptance

Corp

1,168

2,179

Diamond

Hill

Investment

Group,

Inc

352

114,969

Discover

Financial

Services

16,129

19,156

(a)

Donnelley

Financial

Solutions,

Inc

1,261

11,107

Dynex

Capital,

Inc

142

17,423

(b)

Ellington

Financial,

Inc

225

15,393

Enact

Holdings,

Inc

559

10,179

(a)

Encore

Capital

Group,

Inc

481

14,291

(a)

Enova

International,

Inc

1,197

142,585

Equitable

Holdings,

Inc

5,993

39,551

Essent

Group

Ltd

2,543

22,022

(a)

Euronet

Worldwide,

Inc

2,185

18,622

Evercore

Partners,

Inc

(Class

4,718

31,074

EVERTEC,

Inc

1,053

18,222

Factset

Research

Systems,

Inc

8,379

4,507

Federal

Agricultural

Mortgage

Corp

(FAMC)

845

Equity

Index

194

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

264,016

Fidelity

National

Information

Services,

Inc

22,111

17,545

FirstCash

Holdings,

Inc

2,014

268,819

(a)

Fiserv,

Inc

48,293

47,493

(a)

Flywire

Corp

778

55,325

(a),(b)

Forge

Global

Holdings,

Inc

23,368

Franklin

BSP

Realty

Trust,

Inc

305

108,864

Franklin

Resources,

Inc

2,194

23,172

GCM

Grosvenor,

Inc

262

119,965

Global

Payments,

Inc

12,287

144,824

Goldman

Sachs

Group,

Inc

71,704

31,227

Granite

Point

Mortgage

Trust,

Inc

33,057

(a)

Green

Dot

Corp

387

18,233

Hamilton

Lane,

Inc

3,070

41,845

(b)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

1,442

25,893

Houlihan

Lokey,

Inc

4,092

9,245

(a),(b)

Verticals,

Inc

197

49,742

Interactive

Brokers

Group,

Inc

(Class

6,932

262,114

Intercontinental

Exchange,

Inc

42,106

13,645

(a)

International

Money

Express,

Inc

252

183,237

Invesco

Ltd

3,218

10,073

(b)

Invesco

Mortgage

Capital,

Inc

33,491

Jack

Henry

Associates,

Inc

5,912

31,883

Jackson

Financial,

Inc

2,909

66,557

Janus

Henderson

Group

plc

2,534

88,592

Jefferies

Financial

Group,

Inc

5,453

310,124

KKR

Co,

Inc

40,496

17,625

KKR

Real

Estate

Finance

Trust,

Inc

218

49,932

Ladder

Capital

Corp

579

54,468

Lazard,

Inc

2,744

42,896

(a)

LendingClub

Corp

490

6,343

(a)

LendingTree,

Inc

368

35,840

LPL

Financial

Holdings,

Inc

8,337

18,723

MarketAxess

Holdings,

Inc

4,797

222,577

(a)

Marqeta,

Inc

1,095

380,367

Mastercard,

Inc

(Class

187,825

8,062

Merchants

Bancorp

362

46,018

MFA

Financial,

Inc

585

136,986

MGIC

Investment

Corp

3,507

33,380

Moelis

2,287

3,965

(a)

Moneylion,

Inc

165

72,539

Moody's

Corp

34,426

535,643

Morgan

Stanley

55,835

12,847

Morningstar,

Inc

4,100

30,374

(a)

Cooper

Group,

Inc

2,800

36,039

MSCI,

Inc

(Class

21,008

192,577

Nasdaq

Stock

Market,

Inc

14,060

35,663

(b)

Navient

Corp

556

34,496

(a),(b)

NCR

Corp

ATM

984

3,424

(b)

Nelnet,

Inc

(Class

388

13,129

(a)

NerdWallet,

Inc

167

18,284

(b)

New

York

Mortgage

Trust,

Inc

116

11,601

(b)

NewtekOne,

Inc

145

38,864

(a)

NMI

Holdings,

Inc

1,601

94,708

Northern

Trust

Corp

8,527

3,281

(a)

Ocwen

Financial

Corp

105

52,599

OneMain

Holdings,

Inc

2,476

56,898

(a)

Open

Lending

Corp

348

4,738

(b)

Orchid

Island

Capital,

Inc

21,454

P10,

Inc

230

98,142

(a),(b)

Pagseguro

Digital

Ltd

845

26,821

Patria

Investments

Ltd

300

110,964

(a)

Payoneer

Global,

Inc

836

195

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

481,082

(a)

PayPal

Holdings,

Inc

37,539

18,818

(a)

Paysafe

Ltd

422

9,684

PennyMac

Financial

Services,

Inc

1,104

47,765

PennyMac

Mortgage

Investment

Trust

681

23,862

Perella

Weinberg

Partners

461

6,778

Piper

Jaffray

Cos

1,924

13,025

(b)

PJT

Partners,

Inc

1,737

24,781

(a)

PRA

Group,

Inc

554

17,833

PROG

Holdings,

Inc

865

73,149

(b)

Radian

Group,

Inc

2,538

89,696

Raymond

James

Financial,

Inc

10,984

19,953

(b)

Ready

Capital

Corp

152

49,700

Redwood

Trust,

Inc

384

8,577

Regional

Management

Corp

281

68,799

(a),(b)

Remitly

Global,

Inc

921

42,004

(a),(b)

Repay

Holdings

Corp

343

161,458

Rithm

Capital

Corp

1,833

293,376

(a)

Robinhood

Markets,

Inc

6,871

74,318

(a)

Rocket

Cos,

Inc

1,426

143,952

S&P

Global,

Inc

74,368

47,565

SEI

Investments

3,291

1,101

(a),(b)

Sezzle,

Inc

188

23,585

(a),(b)

Shift4

Payments,

Inc

2,090

4,705

Silvercrest

Asset

Management

Group,

Inc

103,622

SLM

Corp

2,370

457,564

(a),(b)

SoFi

Technologies,

Inc

3,596

137,605

(b)

Starwood

Property

Trust,

Inc

2,804

138,853

State

Street

Corp

12,284

20,369

StepStone

Group,

Inc

1,158

46,329

Stifel

Financial

Corp

4,350

120,616

(a)

StoneCo

Ltd

1,358

17,053

(a)

StoneX

Group,

Inc

1,396

2,700

(b)

Sunrise

Realty

Trust,

Inc

188,259

Synchrony

Financial

9,390

100,704

Rowe

Price

Group,

Inc

10,970

34,383

TFS

Financial

Corp

442

208,402

(a),(b)

Toast,

Inc

5,900

32,761

TPG

Finance

Trust,

Inc

279

31,933

TPG,

Inc

1,838

52,338

Tradeweb

Markets,

Inc

6,473

37,367

Two

Harbors

Investment

Corp

519

37,848

(a),(b)

Upstart

Holdings,

Inc

1,514

23,393

(b)

UWM

Holdings

Corp

199

19,179

Victory

Capital

Holdings,

Inc

1,062

26,661

Virtu

Financial,

Inc

812

2,751

Virtus

Investment

Partners,

Inc

576

725,310

Visa,

Inc

(Class

199,424

47,571

Voya

Financial,

Inc

3,769

12,277

Walker

Dunlop,

Inc

1,395

19,189

Waterstone

Financial,

Inc

282

143,284

Western

Union

1,709

18,658

(a)

WEX,

Inc

3,913

84,317

(b)

WisdomTree,

Inc

842

2,399

(a)

World

Acceptance

Corp

283

165,480

XP,

Inc

2,969

TOTAL

FINANCIAL

SERVICES

1,995,748

FOOD,

BEVERAGE

TOBACCO

2.5%

3,213

Alico,

Inc

791,969

Altria

Group,

Inc

40,422

219,123

Archer-Daniels-Midland

13,090

34,958

(b)

B&G

Foods,

Inc

(Class

310

31,483

(a),(b)

Beyond

Meat,

Inc

213

Equity

Index

196

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

5,121

(a)

Boston

Beer

Co,

Inc

(Class

1,481

13,162

(a),(b)

BRC,

Inc

25,010

Brown-Forman

Corp

(Class

1,203

76,152

Brown-Forman

Corp

(Class

3,747

62,980

Bunge

Global

S.A.

6,086

11,455

Calavo

Growers,

Inc

327

22,629

Cal-Maine

Foods,

Inc

1,694

79,250

Campbell

Soup

3,877

82,643

(a),(b)

Celsius

Holdings,

Inc

2,592

1,792,206

Coca-Cola

128,788

2,770

Coca-Cola

Consolidated

Inc

3,646

200,242

ConAgra

Brands,

Inc

6,512

72,501

Constellation

Brands,

Inc

(Class

18,683

81,644

(a)

Darling

International,

Inc

3,034

35,454

Dole

plc

578

11,007

(a)

Duckhorn

Portfolio,

Inc

85,884

Flowers

Foods,

Inc

1,981

20,613

Fresh

Del

Monte

Produce,

Inc

609

20,694

(a)

Freshpet,

Inc

2,830

259,804

General

Mills,

Inc

19,187

46,022

(a)

Hain

Celestial

Group,

Inc

397

68,086

Hershey

13,058

143,109

Hormel

Foods

Corp

4,537

26,446

Ingredion,

Inc

3,634

8,046

J&J

Snack

Foods

Corp

1,385

41,692

(b)

J.M.

Smucker

5,049

5,780

John

Sanfilippo

Son,

Inc

545

118,743

Kellogg

9,584

475,264

Keurig

Pepper,

Inc

17,813

394,972

Kraft

Heinz

13,867

66,946

Lamb

Weston

Holdings,

Inc

4,334

9,131

Lancaster

Colony

Corp

1,612

8,891

(b)

Limoneira

236

15,439

(a)

MamaMancini's

Holdings,

Inc

113

123,083

McCormick

Co,

Inc

10,130

9,193

(b)

MGP

Ingredients,

Inc

765

20,226

(a)

Mission

Produce,

Inc

259

79,682

Molson

Coors

Brewing

(Class

4,583

618,652

Mondelez

International,

Inc

45,576

330,892

(a)

Monster

Beverage

Corp

17,263

12,819

(b)

National

Beverage

Corp

602

635,385

PepsiCo,

Inc

108,047

716,076

Philip

Morris

International,

Inc

86,932

11,317

(a)

Pilgrim's

Pride

Corp

521

20,596

(a)

Post

Holdings,

Inc

2,384

73,667

Primo

Water

Corp

1,860

127

Seaboard

Corp

398

5,451

(a)

Seneca

Foods

Corp

340

46,457

(a)

Simply

Good

Foods

1,615

50,062

(a)

SunOpta,

Inc

319

29,630

(a)

TreeHouse

Foods,

Inc

1,244

4,760

Turning

Point

Brands,

Inc

205

140,077

Tyson

Foods,

Inc

(Class

8,343

11,870

Universal

Corp

630

32,173

Utz

Brands,

Inc

569

78,380

Vector

Group

Ltd

1,169

14,289

(a),(b)

Vita

Coco

Co,

Inc

405

13,394

(a)

Vital

Farms,

Inc

470

14,287

(a),(b)

Westrock

Coffee

197

DESCRIPTION

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

29,685

(b)

Kellogg

508

TOTAL

FOOD,

BEVERAGE

TOBACCO

632,483

HEALTH

CARE

EQUIPMENT

SERVICES

4.8%

801,802

Abbott

Laboratories

91,413

40,295

(a)

Acadia

Healthcare

Co,

Inc

2,555

27,471

(a)

Accolade,

Inc

106

46,624

(a)

Accuray,

Inc

42,027

(a)

AdaptHealth

Corp

472

8,397

(a)

Addus

HomeCare

Corp

1,117

137,773

(a)

agilon

health,

Inc

541

35,682

(a)

Align

Technology,

Inc

9,075

80,181

(a)

Alignment

Healthcare,

Inc

948

31,277

(a)

Alphatec

Holdings,

Inc

174

18,263

(a),(b)

Amedisys,

Inc

1,763

77,604

AmerisourceBergen

Corp

17,467

20,081

(a)

AMN

Healthcare

Services,

Inc

851

26,107

(a)

Angiodynamics,

Inc

203

16,786

(a),(b)

Apollo

Medical

Holdings,

Inc

973

22,609

(a)

AtriCure,

Inc

634

26,266

(a)

Avanos

Medical,

Inc

631

21,058

(a)

Aveanna

Healthcare

Holdings,

Inc

109

18,090

(a)

Axogen,

Inc

254

22,714

(a)

Axonics,

Inc

1,581

234,095

Baxter

International,

Inc

8,889

135,776

Becton

Dickinson

32,736

17,556

(a)

Bioventus,

Inc

210

670,645

(a)

Boston

Scientific

Corp

56,200

25,383

(a),(b)

BrightSpring

Health

Services,

Inc

373

100,981

(a)

Brookdale

Senior

Living,

Inc

686

107,077

Cardinal

Health,

Inc

11,834

11,625

(a)

Castle

Biosciences,

Inc

332

250,580

(a)

Centene

Corp

18,864

50,223

(a)

Certara,

Inc

588

71,510

(a)

Cerus

Corp

124

6,630

Chemed

Corp

3,984

128,723

Cigna

Group

44,595

15,846

Conmed

Corp

1,140

91,072

(a)

Cooper

Cos,

Inc

10,049

4,814

(a)

Corvel

Corp

1,574

25,224

(a)

Cross

Country

Healthcare,

Inc

339

23,064

(a)

CryoLife,

Inc

614

579,547

CVS

Health

Corp

36,442

24,791

(a)

DaVita,

Inc

4,064

10,656

(a)

Definitive

Healthcare

Corp

106,534

Dentsply

Sirona,

Inc

2,883

185,954

(a)

DexCom,

Inc

12,466

41,284

(a),(b)

DocGo,

Inc

137

49,456

(a)

Doximity,

Inc

2,155

274,305

(a)

Edwards

Lifesciences

Corp

18,101

106,247

Elevance

Health,

Inc

55,248

30,207

Embecta

Corp

426

44,802

Encompass

Health

Corp

4,330

27,101

(a)

Enhabit,

Inc

214

21,428

(a),(b)

Enovis

Corp

922

28,674

(b)

Ensign

Group,

Inc

4,124

79,184

(a)

Envista

Holdings

Corp

1,565

45,708

(a)

Evolent

Health,

Inc

1,293

65,385

(a),(b)

Figs,

Inc

447

11,072

(a)

Fulgent

Genetics,

Inc

241

203,813

HealthCare

Technologies,

Inc

19,128

5,712

(a),(b)

GeneDx

Holdings

Corp

242

24,523

(a)

Glaukos

Corp

3,195

Equity

Index

198

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

47,133

(a)

Globus

Medical,

Inc

3,372

49,332

(a)

Guardant

Health,

Inc

1,132

24,773

(a)

Haemonetics

Corp

1,991

87,162

HCA,

Inc

35,425

24,393

(a)

Health

Catalyst,

Inc

199

42,554

(a)

HealthEquity,

Inc

3,483

18,780

HealthStream,

Inc

542

64,969

(a)

Henry

Schein,

Inc

4,736

88,452

(a)

Hims

Hers

Health,

Inc

1,629

100,055

(a)

Hologic,

Inc

8,150

56,642

Humana,

Inc

17,941

10,885

(a)

ICU

Medical,

Inc

1,983

38,436

(a)

IDEXX

Laboratories,

Inc

19,419

24,734

(a)

Inari

Medical,

Inc

1,020

9,354

(a)

InfuSystem

Holdings,

Inc

38,335

(a)

Inmode

Ltd

650

10,000

(a),(b)

Innovage

Holding

Corp

12,244

(a)

Inogen,

Inc

119

13,280

(a)

Inspire

Medical

Systems,

Inc

2,803

34,390

(a)

Insulet

Corp

8,004

17,928

(a)

Integer

Holdings

Corp

2,331

30,442

(a),(b)

Integra

LifeSciences

Holdings

Corp

553

162,550

(a)

Intuitive

Surgical,

Inc

79,856

3,653

iRadimed

Corp

184

16,105

(a)

iRhythm

Technologies,

Inc

1,196

7,427

(a)

Joint

Corp

39,532

Labcorp

Holdings,

Inc

8,835

34,223

(a)

Lantheus

Holdings,

Inc

3,756

9,523

LeMaitre

Vascular,

Inc

885

25,006

(a),(b)

LifeStance

Health

Group,

Inc

175

26,810

(a)

LivaNova

plc

1,409

19,104

(a),(b)

Masimo

Corp

2,547

60,316

McKesson

Corp

29,821

592,849

Medtronic

plc

53,374

28,011

(a)

Merit

Medical

Systems,

Inc

2,768

6,780

(a),(b)

ModivCare,

Inc

28,118

(a)

Molina

Healthcare,

Inc

9,688

21,550

(a),(b)

Nano-X

Imaging

Ltd

131

2,600

National

Healthcare

Corp

327

5,598

National

Research

Corp

128

110,527

(a),(b)

Neogen

Corp

1,858

58,635

(a)

NeoGenomics,

Inc

865

19,942

(a)

Nevro

Corp

111

56,233

(a)

Novocure

Ltd

879

23,061

(a)

Omnicell,

Inc

1,005

238,337

(a),(b)

Opko

Health,

Inc

355

8,440

(a)

OptimizeRx

Corp

80,646

(a)

Option

Care

Health,

Inc

2,524

40,487

(a)

OraSure

Technologies,

Inc

173

18,671

(a)

Orthofix

Medical,

Inc

292

5,177

(a)

OrthoPediatrics

Corp

140

31,294

(a)

Owens

Minor,

Inc

491

11,592

(a)

PACS

Group,

Inc

463

23,637

(a),(b)

Paragon

28,

Inc

158

44,685

Patterson

Cos,

Inc

976

43,753

(a)

Pediatrix

Medical

Group,

Inc

507

17,723

(a)

Pennant

Group,

Inc

633

17,918

(a)

Penumbra,

Inc

3,482

14,406

(a)

PetIQ,

Inc

443

20,801

(a)

Phreesia,

Inc

474

21,257

(b)

Premier,

Inc

425

32,525

(a)

Privia

Health

Group,

Inc

592

199

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

13,124

(a)

PROCEPT

BioRobotics

Corp

1,051

34,423

(a)

Progyny,

Inc

577

72,154

(a),(b)

Project

Roadrunner

Parent,

Inc

1,022

13,858

(a)

Pulmonx

Corp

115

8,661

(a),(b)

Pulse

Biosciences,

Inc

152

48,948

Quest

Diagnostics,

Inc

7,599

26,154

(a)

QuidelOrtho

Corp

1,193

20,774

(a)

Quipt

Home

Medical

Corp

25,914

(a)

RadNet,

Inc

1,798

67,394

(b)

Resmed,

Inc

16,452

10,559

(a)

RxSight,

Inc

522

24,729

(a),(b)

Schrodinger,

Inc

459

49,976

Select

Medical

Holdings

Corp

1,743

2,256

(a)

Semler

Scientific,

Inc

17,531

(a)

SI-BONE,

Inc

245

16,583

(a),(b)

Sight

Sciences,

Inc

104

7,680

Simulations

Plus,

Inc

246

65,840

(a)

Solventum

Corp

4,590

26,141

(a)

STAAR

Surgical

971

45,324

STERIS

plc

10,993

165,646

Stryker

Corp

59,841

33,599

(a)

Surgery

Partners,

Inc

1,083

10,275

(a)

SurModics,

Inc

398

10,460

(a)

Tactile

Systems

Technology,

Inc

153

57,840

(a),(b)

Talkspace,

Inc

121

35,006

(a)

Tandem

Diabetes

Care,

Inc

1,485

80,556

(a)

Teladoc

Health,

Inc

739

20,420

Teleflex,

Inc

5,050

47,915

(a)

Tenet

Healthcare

Corp

7,963

11,703

(a),(b)

TransMedics

Group,

Inc

1,837

22,415

(a)

Treace

Medical

Concepts,

Inc

130

2,371

(a)

UFP

Technologies,

Inc

751

424,878

UnitedHealth

Group,

Inc

248,418

27,197

Universal

Health

Services,

Inc

(Class

6,228

6,975

Physical

Therapy,

Inc

590

2,349

Utah

Medical

Products,

Inc

157

27,229

(a)

Varex

Imaging

Corp

325

68,213

(a)

Veeva

Systems,

Inc

14,316

17,155

(a)

Viemed

Healthcare,

Inc

126

19,985

(a)

Waystar

Holding

Corp

557

92,820

Zimmer

Biomet

Holdings,

Inc

10,020

12,899

(a)

Zimvie,

Inc

205

10,840

(a),(b)

Zynex,

Inc

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

1,230,058

HOUSEHOLD

PERSONAL

PRODUCTS

1.2%

66,090

(a)

BellRing

Brands,

Inc

4,013

7,431

(a)

Central

Garden

Pet

271

29,455

(a)

Central

Garden

and

Pet

(Class

925

111,645

Church

Dwight

Co,

Inc

11,691

56,035

Clorox

9,129

372,530

Colgate-Palmolive

38,672

159,439

(a),(b)

Coty,

Inc

1,497

29,639

Edgewell

Personal

Care

1,077

24,917

(a),(b)

elf

Beauty,

Inc

2,717

9,946

Energizer

Holdings,

Inc

316

111,564

Estee

Lauder

Cos

(Class

11,122

58,982

(a),(b)

Herbalife

Ltd

424

37,814

(a)

Honest

Co,

Inc

135

9,082

Inter

Parfums,

Inc

1,176

909,295

Kenvue,

Inc

21,032

156,644

Kimberly-Clark

Corp

22,287

16,201

(a)

LifeMD,

Inc

Equity

Index

200

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

HOUSEHOLD

PERSONAL

PRODUCTS

(continued)

6,191

(b)

Medifast,

Inc

118

5,868

(a)

Nature's

Sunshine

Products,

Inc

27,121

Skin

Enterprises,

Inc

(Class

200

2,434

Oil-Dri

Corp

America

168

43,357

(a)

Olaplex

Holdings,

Inc

102

1,090,390

Procter

Gamble

188,856

8,085

Reynolds

Consumer

Products,

Inc

251

13,172

Spectrum

Brands

Holdings,

Inc

1,253

8,349

(a)

USANA

Health

Sciences,

Inc

317

10,102

(a),(b)

Waldencast

plc

7,178

WD-40

1,851

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

319,802

INSURANCE

2.3%

257,997

Aflac,

Inc

28,844

121,486

Allstate

Corp

23,040

32,424

(a)

AMBAC

Financial

Group,

Inc

363

29,095

(b)

American

Financial

Group,

Inc

3,916

300,103

American

International

Group,

Inc

21,977

13,468

Amerisafe,

Inc

651

92,253

Aon

plc

31,919

164,909

(a)

Arch

Capital

Group

Ltd

18,450

20,818

Assurant,

Inc

4,140

28,366

Assured

Guaranty

Ltd

2,256

30,658

Axis

Capital

Holdings

Ltd

2,441

25,977

(a)

Brighthouse

Financial,

Inc

1,170

109,755

Brown

Brown,

Inc

11,371

25,189

(a),(b)

BRP

Group,

Inc

1,254

184,631

Chubb

Ltd

53,246

74,945

Cincinnati

Financial

Corp

10,202

1,733

CNA

Financial

Corp

47,903

CNO

Financial

Group,

Inc

1,681

7,812

Donegal

Group,

Inc

(Class

115

6,714

Employers

Holdings,

Inc

322

4,741

(a)

Enstar

Group

Ltd

1,525

19,744

Everest

Group

Ltd

7,736

9,274

F&G

Annuities

Life,

Inc

415

28,518

Fidelis

Insurance

Holdings

Ltd

515

120,728

Fidelity

National

Financial,

Inc

7,492

52,851

First

American

Financial

Corp

3,489

99,784

Gallagher

(Arthur

J.)

28,076

184,221

(a)

Genworth

Financial,

Inc

(Class

1,262

41,690

Globe

Life,

Inc

4,415

9,663

(a),(b)

Goosehead

Insurance,

Inc

863

20,683

(a)

Greenlight

Capital

Ltd

(Class

282

7,468

(a)

Hamilton

Insurance

Group

Ltd

144

12,025

Hanover

Insurance

Group,

Inc

1,781

136,670

Hartford

Financial

Services

Group,

Inc

16,074

3,092

HCI

Group,

Inc

331

48,054

Heritage

Insurance

Holdings,

Inc

588

5,219

(a),(b)

Hippo

Holdings,

Inc

2,942

Horace

Mann

Educators

Corp

103

1,119

Investors

Title

257

19,526

James

River

Group

Holdings

Ltd

122

33,482

Kemper

Corp

2,051

10,502

Kinsale

Capital

Group,

Inc

4,889

20,988

(a),(b)

Lemonade,

Inc

346

79,803

Lincoln

National

Corp

2,515

82,321

Loews

Corp

6,507

46,136

(a)

Maiden

Holdings

Ltd

6,263

(a)

Markel

Corp

9,824

224,881

Marsh

McLennan

Cos,

Inc

50,169

26,174

(b)

MBIA,

Inc

201

DESCRIPTION

VALUE

(000)

INSURANCE

(continued)

12,675

Mercury

General

Corp

798

269,881

Metlife,

Inc

22,260

7,308

(a)

Holdings,

Inc

115

111,944

Old

Republic

International

Corp

3,965

90,605

(a)

Oscar

Health,

Inc

1,922

13,408

(a)

Palomar

Holdings,

Inc

1,269

16,249

Primerica,

Inc

4,308

109,545

Principal

Financial

Group

9,410

37,307

(a)

ProAssurance

Corp

561

267,552

Progressive

Corp

67,894

168,703

Prudential

Financial,

Inc

20,430

29,828

Reinsurance

Group

America,

Inc

(Class

6,499

22,258

RenaissanceRe

Holdings

Ltd

6,063

20,019

RLI

Corp

3,103

4,047

(a),(b)

Root,

Inc

153

42,415

Ryan

Specialty

Holdings,

Inc

2,816

4,020

(b)

Safety

Insurance

Group,

Inc

329

25,615

Selective

Insurance

Group,

Inc

2,390

62,768

(a)

Selectquote,

Inc

136

8,398

(a)

SiriusPoint

Ltd

120

5,293

(a)

Skyward

Specialty

Insurance

Group,

Inc

216

15,315

Stewart

Information

Services

Corp

1,145

22,143

Tiptree,

Inc

433

107,605

Travelers

Cos,

Inc

25,193

20,838

(a),(b)

Trupanion,

Inc

875

16,104

United

Fire

Group,

Inc

337

11,311

(a)

United

Insurance

Holdings

Corp

127

22,402

Universal

Insurance

Holdings,

Inc

496

83,611

Unum

Group

4,970

138,009

W.R.

Berkley

Corp

7,829

1,280

White

Mountains

Insurance

Group

Ltd

2,171

48,013

Willis

Towers

Watson

plc

14,141

TOTAL

INSURANCE

581,951

MATERIALS

2.6%

14,906

AdvanSix,

Inc

453

103,334

Air

Products

Chemicals,

Inc

30,767

56,068

(b)

Albemarle

Corp

5,310

117,105

Alcoa

Corp

4,518

58,071

(a)

Allegheny

Technologies,

Inc

3,886

5,106

Alpha

Metallurgical

Resources,

Inc

1,206

675,486

Amcor

plc

7,653

20,501

American

Vanguard

Corp

109

30,628

Aptargroup,

Inc

4,906

491,853

(a),(b)

Arcadium

Lithium

plc

1,402

7,811

Arch

Resources,

Inc

1,079

74,922

(b)

Ardagh

Metal

Packaging

S.A.

282

26,123

Ashland,

Inc

2,272

35,606

(a)

Aspen

Aerogels,

Inc

986

34,156

Avery

Dennison

Corp

7,540

49,682

Avient

Corp

2,500

92,244

(a)

Axalta

Coating

Systems

Ltd

3,338

15,070

Balchem

Corp

2,652

145,865

Ball

Corp

9,906

46,136

Berry

Global

Group,

Inc

3,136

23,466

Cabot

Corp

2,623

8,054

Caledonia

Mining

Corp

plc

121

20,942

Carpenter

Technology

Corp

3,342

52,229

(b)

Celanese

Corp

(Series

7,101

12,437

(a)

Century

Aluminum

202

84,697

Industries

Holdings,

Inc

7,267

59,993

Chemours

1,219

11,678

(a)

Clearwater

Paper

Corp

333

Equity

Index

202

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

230,842

(a)

Cleveland-Cliffs,

Inc

2,948

119,550

(a)

Coeur

Mining,

Inc

823

53,154

Commercial

Metals

2,921

20,319

Compass

Minerals

International,

Inc

244

15,825

(a)

Constellium

257

328,308

Corteva,

Inc

19,301

313,538

CRH

plc

29,078

52,888

Crown

Holdings,

Inc

5,071

324,853

Dow,

Inc

17,747

196,129

DuPont

Nemours,

Inc

17,477

16,817

Eagle

Materials,

Inc

4,837

54,856

Eastman

Chemical

6,141

113,794

Ecolab,

Inc

29,055

20,162

(a)

Ecovyst,

Inc

138

92,641

Element

Solutions,

Inc

2,516

64,363

FMC

Corp

4,244

652,292

Freeport-McMoRan,

Inc

(Class

32,562

17,819

FutureFuel

Corp

102

145,764

Graphic

Packaging

Holding

4,313

14,075

Greif,

Inc

(Class

882

3,993

Greif,

Inc

(Class

279

22,652

H.B.

Fuller

1,798

7,483

Hawkins,

Inc

954

834

Haynes

International,

Inc

290,099

Hecla

Mining

1,935

85,574

Huntsman

Corp

2,071

96,273

(a),(b)

i-80

Gold

Corp

112

21,966

(a)

Ingevity

Corp

857

11,273

Innospec,

Inc

1,275

119,984

International

Flavors

Fragrances,

Inc

12,590

172,512

International

Paper

8,427

6,735

(a)

Intrepid

Potash,

Inc

162

23,280

(a),(b)

Ivanhoe

Electric,

Inc

197

8,625

Kaiser

Aluminum

Corp

625

24,111

(a)

Knife

River

Corp

2,155

15,231

Koppers

Holdings,

Inc

556

14,288

Kronos

Worldwide,

Inc

178

17,061

(a),(b)

Lifezone

Metals

Ltd

119

221,617

Linde

plc

105,680

27,683

Louisiana-Pacific

Corp

2,975

16,250

(a)

LSB

Industries,

Inc

131

115,124

LyondellBasell

Industries

11,040

27,434

Martin

Marietta

Materials,

Inc

14,766

11,119

Materion

Corp

1,244

25,012

(a),(b)

Metals

Acquisition

Ltd

346

12,674

Minerals

Technologies,

Inc

979

144,298

Mosaic

3,864

39,809

(a),(b)

Materials

Corp

703

18,118

Myers

Industries,

Inc

250

3,150

NewMarket

Corp

1,738

531,813

Newmont

Goldcorp

Corp

28,425

149,512

(a)

Novagold

Resources,

Inc

613

112,510

Nucor

Corp

16,915

59,953

(a)

O-I

Glass,

Inc

787

62,167

Olin

Corp

2,983

6,559

Olympic

Steel,

Inc

256

38,461

Orion

S.A.

685

41,034

Packaging

Corp

America

8,839

22,477

Pactiv

Evergreen,

Inc

259

62,456

(a)

Perimeter

Solutions

S.A.

840

17,966

(a),(b)

Perpetua

Resources

Corp

168

8,901

(a),(b)

Piedmont

Lithium,

Inc

203

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

103,786

PPG

Industries,

Inc

13,748

57,700

(a),(b)

PureCycle

Technologies,

Inc

548

7,360

Quaker

Chemical

Corp

1,240

11,495

Ramaco

Resources,

Inc

135

2,299

Ramaco

Resources,

Inc

16,208

(a)

Ranpak

Holdings

Corp

106

31,957

(a)

Rayonier

Advanced

Materials,

Inc

274

25,953

Reliance

Steel

Aluminum

7,506

32,757

Royal

Gold,

Inc

4,596

57,694

RPM

International,

Inc

6,981

8,418

Ryerson

Holding

Corp

168

14,147

Schnitzer

Steel

Industries,

Inc

(Class

262

9,517

Schweitzer-Mauduit

International,

Inc

162

22,512

(b)

Scotts

Miracle-Gro

(Class

1,952

70,338

Sealed

Air

Corp

2,553

18,559

Sensient

Technologies

Corp

1,489

108,069

Sherwin-Williams

41,247

30,105

Silgan

Holdings,

Inc

1,581

238,387

Smurfit

WestRock

plc

11,781

36,841

Sonoco

Products

2,013

38,688

Southern

Copper

Corp

4,475

109,335

SSR

Mining,

Inc

621

72,343

Steel

Dynamics,

Inc

9,121

8,132

Stepan

628

65,111

(a)

Summit

Materials,

Inc

2,541

48,451

SunCoke

Energy,

Inc

421

17,918

Sylvamo

Corp

1,538

29,755

(a)

TimkenSteel

Corp

441

19,671

(a)

Tredegar

Corp

143

23,586

Trimas

Corp

602

62,538

Tronox

Holdings

plc

915

6,785

United

States

Lime

Minerals,

Inc

663

98,029

United

States

Steel

Corp

3,463

4,209

(a)

Universal

Stainless

Alloy

163

60,968

Vulcan

Materials

15,268

28,082

Warrior

Met

Coal,

Inc

1,794

14,533

Westlake

Chemical

Corp

2,184

10,006

Worthington

Industries,

Inc

415

10,006

Worthington

Steel,

Inc

340

TOTAL

MATERIALS

679,774

MEDIA

ENTERTAINMENT

7.4%

41,683

(a),(b)

Advantage

Solutions,

Inc

143

2,275,107

Alphabet,

Inc

380,375

2,715,085

Alphabet,

Inc

(Class

450,297

129,967

(a)

AMC

Entertainment

Holdings,

Inc

591

16,067

(a),(b)

AMC

Networks,

Inc

140

7,655

(a),(b)

Atlanta

Braves

Holdings,

Inc

323

28,493

(a)

Atlanta

Braves

Holdings,

Inc

1,134

7,354

(a),(b)

Boston

Omaha

Corp

109

44,223

(a)

Bumble,

Inc

282

2,634

(b)

Cable

One,

Inc

921

76,237

(a),(b)

Cardlytics,

Inc

244

51,402

(a)

Cargurus,

Inc

1,544

37,344

(a)

Cars.com,

Inc

626

44,087

(a)

Charter

Communications,

Inc

14,288

58,982

(a)

Cinemark

Holdings,

Inc

1,642

198,206

(a)

Clear

Channel

Outdoor

Holdings,

Inc

317

1,774,449

Comcast

Corp

(Class

74,119

772

(a)

Daily

Journal

Corp

378

120,955

Electronic

Arts,

Inc

17,350

50,932

Entravision

Communications

Corp

(Class

105

40,961

(a)

Eventbrite,

Inc

112

Equity

Index

204

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

8,345

(a)

EverQuote,

Inc

176

31,270

(a)

Scripps

(Class

94,062

Fox

Corp

(Class

3,982

52,050

Fox

Corp

(Class

2,020

135,594

(a),(b)

fuboTV,

Inc

193

74,491

(a)

Gannett

Co,

Inc

419

46,825

(a),(b)

Getty

Images

Holdings,

Inc

178

46,930

Gray

Television,

Inc

252

20,672

(a)

Grindr,

Inc

247

42,355

(a)

IAC,

Inc

2,280

3,559

(a)

Ibotta,

Inc

219

27,196

(a)

IMAX

Corp

558

50,401

(a),(b)

Innovid

Corp

16,911

(a)

Integral

Science

Holding

Corp

183

183,140

Interpublic

Group

Cos,

Inc

5,793

23,547

John

Wiley

Sons,

Inc

(Class

1,136

58,788

(a)

Liberty

Broadband

Corp

4,544

5,960

(a)

Liberty

Broadband

Corp

(Class

458

6,884

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

492

90,959

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

7,043

9,028

(a)

Liberty

Media

Corp-Liberty

Live

(Class

447

22,561

(a)

Liberty

Media

Corp-Liberty

Live

(Class

1,158

37,150

(a),(b)

Lions

Gate

Entertainment

Corp

(Class

291

71,817

(a)

Lions

Gate

Entertainment

Corp

(Class

497

71,776

(a)

Live

Nation,

Inc

7,859

13,156

(a)

Madison

Square

Garden

Entertainment

Corp

560

6,731

(a)

Madison

Square

Garden

Sports

Corp

1,402

61,168

(a)

Magnite,

Inc

847

14,211

(b)

Marcus

Corp

214

133,165

(a)

Match

Group,

Inc

5,039

9,561

(a)

MediaAlpha,

Inc

173

1,011,009

Meta

Platforms,

Inc

578,742

33,263

(a)

National

CineMedia,

Inc

235

197,105

(a)

NetFlix,

Inc

139,801

73,578

New

York

Times

(Class

4,096

162,735

News

Corp

(Class

4,334

40,442

News

Corp

(Class

1,130

14,548

Nexstar

Media

Group,

Inc

2,406

73,273

(a)

Nextdoor

Holdings,

Inc

182

90,917

Omnicom

Group,

Inc

9,400

20,470

(a)

Outbrain,

Inc

4,594

Paramount

Global

(Class

100

305,131

Paramount

Global

(Class

3,240

277,011

(a)

Pinterest,

Inc

8,967

40,614

(a)

Playstudios,

Inc

42,908

Playtika

Holding

Corp

340

21,386

(a)

PubMatic,

Inc

318

20,643

(a)

QuinStreet,

Inc

395

227,072

(a)

ROBLOX

Corp

10,050

57,130

(a)

Roku,

Inc

4,265

19,984

Scholastic

Corp

640

13,499

Shutterstock,

Inc

477

11,690

(b)

Sinclair,

Inc

179

122,291

Sirius

Holdings,

Inc

2,892

13,156

(a),(b)

Sphere

Entertainment

581

65,920

(a)

Spotify

Technology

S.A.

24,293

33,238

(a)

Stagwell,

Inc

233

77,842

(a)

Take-Two

Interactive

Software,

Inc

11,965

12,153

(a)

TechTarget,

Inc

297

58,775

TEGNA,

Inc

927

13,027

(a)

Thryv

Holdings,

Inc

224

37,058

(a)

TKO

Group

Holdings,

Inc

4,584

205

DESCRIPTION

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

56,597

(a)

TripAdvisor,

Inc

820

44,667

(a)

TrueCar,

Inc

154

27,031

(a),(b)

Trump

Media

Technology

Group

Corp

434

68,763

(a)

Vimeo,

Inc

347

12,686

(a),(b)

Vivid

Seats,

Inc

845,751

Walt

Disney

81,353

1,098,789

(a)

Warner

Bros

Discovery,

Inc

9,065

28,599

(a)

WideOpenWest,

Inc

150

41,665

(a)

Yelp,

Inc

1,462

23,417

(a)

Ziff

Davis,

Inc

1,139

40,960

(a)

ZipRecruiter,

Inc

389

141,765

(a)

ZoomInfo

Technologies,

Inc

1,463

TOTAL

MEDIA

ENTERTAINMENT

1,906,137

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

7.0%

45,940

(a)

10X

Genomics,

Inc

1,037

11,229

(a),(b)

2seventy

bio,

Inc

22,403

(a)

Molecular

Therapeutics,

Inc

242

30,587

(a)

89bio,

Inc

226

818,409

AbbVie,

Inc

161,619

37,660

(a),(b)

Absci

Corp

144

46,492

(a)

Acadia

Pharmaceuticals,

Inc

715

34,596

(a),(b)

ACELYRIN,

Inc

171

12,987

(a),(b)

Actinium

Pharmaceuticals,

Inc

59,774

(a),(b)

Adaptive

Biotechnologies

Corp

306

33,132

(a),(b)

ADC

Therapeutics

S.A.

104

95,244

(a)

ADMA

Biologics,

Inc

1,904

135,963

Agilent

Technologies,

Inc

20,188

34,493

(a)

Agios

Pharmaceuticals,

Inc

1,533

98,139

(a),(b)

Akebia

Therapeutics,

Inc

130

22,177

(a)

Akero

Therapeutics,

Inc

636

23,019

(a),(b)

Aldeyra

Therapeutics,

Inc

124

31,429

(a)

Alector,

Inc

146

87,531

(a)

Alkermes

plc

2,450

28,864

(a),(b)

Allogene

Therapeutics,

Inc

59,300

(a)

Alnylam

Pharmaceuticals,

Inc

16,309

24,706

(a),(b)

Altimmune,

Inc

152

9,675

(a),(b)

ALX

Oncology

Holdings,

Inc

249,739

Amgen,

Inc

80,468

151,298

(a)

Amicus

Therapeutics,

Inc

1,616

53,162

(a)

Amneal

Pharmaceuticals,

Inc

442

14,523

(a)

Amphastar

Pharmaceuticals,

Inc

705

12,566

(a)

AnaptysBio,

Inc

421

30,524

(a),(b)

Anavex

Life

Sciences

Corp

173

5,767

(a)

ANI

Pharmaceuticals,

Inc

344

10,943

(a)

Anika

Therapeutics,

Inc

270

94,340

(a)

Annexon,

Inc

559

46,610

(a)

Apellis

Pharmaceuticals,

Inc

1,344

19,643

(a),(b)

Apogee

Therapeutics,

Inc

1,154

44,996

(a),(b)

Applied

Therapeutics,

Inc

382

35,056

(a),(b)

Aquestive

Therapeutics,

Inc

175

55,373

(a)

Arbutus

Biopharma

Corp

213

15,098

(a)

Arcellx,

Inc

1,261

7,756

(a)

Arcturus

Therapeutics

Holdings,

Inc

180

20,717

(a),(b)

Arcus

Biosciences,

Inc

317

87,765

(a)

Arcutis

Biotherapeutics,

Inc

816

105,254

(a)

Ardelyx,

Inc

725

4,638

(a),(b)

ArriVent

Biopharma,

Inc

109

55,310

(a)

Arrowhead

Pharmaceuticals,

Inc

1,071

23,136

(a),(b)

ARS

Pharmaceuticals,

Inc

335

23,815

(a),(b)

Arvinas,

Inc

587

197

(a)

Astria

Therapeutics,

Inc

35,244

(a),(b)

Atea

Pharmaceuticals,

Inc

118

Equity

Index

206

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

9,389

(a)

Aura

Biosciences,

Inc

68,772

(a)

Aurinia

Pharmaceuticals,

Inc

504

43,102

(a)

Avadel

Pharmaceuticals

plc

565

318,550

(a),(b)

Avantor,

Inc

8,241

33,858

(a)

Avid

Bioservices,

Inc

385

55,930

(a)

Avidity

Biosciences,

Inc

2,569

12,422

(a),(b)

Avita

Medical,

Inc

133

15,727

(a),(b)

Axsome

Therapeutics,

Inc

1,413

25,636

(a),(b)

Beam

Therapeutics,

Inc

628

97,016

(a)

BioCryst

Pharmaceuticals,

Inc

737

68,965

(a)

Biogen,

Inc

13,368

34,983

(a)

Biohaven

Ltd

1,748

13,317

(a)

BioLife

Solutions,

Inc

333

93,702

(a)

BioMarin

Pharmaceutical,

Inc

6,586

9,809

(a),(b)

Biomea

Fusion,

Inc

10,456

(a)

Bio-Rad

Laboratories,

Inc

(Class

3,498

12,720

(a)

Biote

Corp

78,368

Bio-Techne

Corp

6,264

17,551

(a)

Black

Diamond

Therapeutics,

Inc

33,689

(a),(b)

Bluebird

Bio,

Inc

31,927

(a)

Blueprint

Medicines

Corp

2,953

58,721

(a)

Bridgebio

Pharma,

Inc

1,495

936,763

Bristol-Myers

Squibb

48,468

26,921

(a),(b)

Brooks

Automation,

Inc

1,304

47,870

Bruker

BioSciences

Corp

3,306

27,672

(a),(b)

Therapeutics,

Inc

158

11,526

(a),(b)

Cabaletta

Bio,

Inc

27,306

(a)

CareDx,

Inc

853

10,249

(a),(b)

Cargo

Therapeutics,

Inc

189

17,393

(a)

Caribou

Biosciences,

Inc

20,876

(a),(b)

Cassava

Sciences,

Inc

614

85,996

(a)

Catalent,

Inc

5,209

50,782

(a)

Catalyst

Pharmaceuticals,

Inc

1,010

8,603

(a),(b)

Celcuity,

Inc

128

21,395

(a),(b)

Celldex

Therapeutics,

Inc

727

30,809

(a),(b)

oncology,

Inc

1,162

25,265

(a)

Charles

River

Laboratories

International,

Inc

4,976

28,644

(a),(c)

Chinook

Therapeutics,

Inc

23,538

(a)

Codexis,

Inc

22,858

(a)

Cogent

Biosciences,

Inc

247

16,286

(a)

Collegium

Pharmaceutical,

Inc

629

45,293

(a),(b)

Compass

Therapeutics,

Inc

4,745

(a),(b)

Corbus

Pharmaceuticals

Holdings,

Inc

33,186

(a),(b)

Corcept

Therapeutics,

Inc

1,536

22,299

(a),(b)

CorMedix,

Inc

180

38,468

(a)

Crinetics

Pharmaceuticals,

Inc

1,966

22,130

(a)

CryoPort,

Inc

179

7,345

(a)

Cullinan

Oncology,

Inc

123

51,177

(a),(b)

Cytek

Biosciences,

Inc

284

42,716

(a)

Cytokinetics,

Inc

2,255

298,153

Danaher

Corp

82,893

11,974

(a),(b)

Day

One

Biopharmaceuticals,

Inc

167

49,642

(a)

Denali

Therapeutics,

Inc

1,446

14,200

(a)

Design

Therapeutics,

Inc

3,831

(a)

Disc

Medicine,

Inc

188

58,823

(a)

Dynavax

Technologies

Corp

655

38,158

(a)

Dyne

Therapeutics,

Inc

1,371

47,099

(a)

Edgewise

Therapeutics,

Inc

1,257

35,681

(a)

Editas

Medicine,

Inc

122

242,401

(a)

Elanco

Animal

Health,

Inc

3,561

369,775

Eli

Lilly

327,598

11,786

(a)

Enanta

Pharmaceuticals,

Inc

122

207

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

11,571

(a),(b)

Enliven

Therapeutics,

Inc

296

10,600

(a),(b)

Entrada

Therapeutics,

Inc

169

33,527

(a)

Erasca,

Inc

88,737

(a),(b)

Esperion

Thereapeutics,

Inc

146

17,590

(a)

Evolus,

Inc

285

88,922

(a),(b)

Exact

Sciences

Corp

6,057

133,902

(a)

Exelixis,

Inc

3,475

12,962

(a),(b)

EyePoint

Pharmaceuticals,

Inc

104

42,216

(a)

Fate

Therapeutics,

Inc

148

141,270

(a)

Fluidigm

Corp

273

10,305

(a)

Foghorn

Therapeutics,

Inc

45,181

(a),(b)

Fortrea

Holdings,

Inc

904

2,881

(a)

Frequency

Therapeutics,

Inc

29,069

(a)

Fulcrum

Therapeutics,

Inc

104

23,909

(a)

Generation

Bio

245,957

(a)

Geron

Corp

1,117

576,470

Gilead

Sciences,

Inc

48,331

13,132

(a),(b)

GRAIL,

Inc

181

53,640

(a)

Halozyme

Therapeutics,

Inc

3,070

12,195

(a)

Harmony

Biosciences

Holdings,

Inc

488

12,872

(a)

Harrow

Health,

Inc

579

19,354

(a)

Harvard

Bioscience,

Inc

6,489

(a),(b)

Heron

Therapeutics,

Inc

76,480

(a),(b)

Humacyte,

Inc

416

31,278

(a)

Ideaya

Biosciences,

Inc

991

2,211

(a),(b)

IGM

Biosciences,

Inc

78,792

(a)

Illumina,

Inc

10,275

34,968

(a),(b)

ImmunityBio,

Inc

130

23,979

(a),(b)

Immunome,

Inc

351

19,494

(a),(b)

Immunovant,

Inc

556

73,275

(a)

Incyte

Corp

4,843

3,807

(a),(b)

Inhibrx

Biosciences,

Inc

15,231

(a),(c)

Inhibrx,

Inc

34,523

(a)

Innoviva,

Inc

667

12,024

(a)

Inovio

Pharmaceuticals,

Inc

16,918

(a),(b)

Inozyme

Pharma,

Inc

72,421

(a)

Insmed,

Inc

5,287

34,856

(a),(b)

Intellia

Therapeutics,

Inc

716

46,963

(a)

Intra-Cellular

Therapies,

Inc

3,436

68,224

(a),(b)

Ionis

Pharmaceuticals,

Inc

2,733

109,007

(a)

Iovance

Biotherapeutics,

Inc

1,024

86,333

(a)

IQVIA

Holdings,

Inc

20,458

95,014

(a)

Ironwood

Pharmaceuticals,

Inc

391

11,046

(a)

iTeos

Therapeutics,

Inc

113

8,802

(a)

Janux

Therapeutics,

Inc

400

5,318

(a),(b)

Jasper

Therapeutics,

Inc

100

28,814

(a)

Jazz

Pharmaceuticals

plc

3,210

1,112,844

Johnson

180,348

10,666

(a),(b)

KalVista

Pharmaceuticals,

Inc

124

8,516

(a)

Keros

Therapeutics,

Inc

495

11,321

(a)

Kiniksa

Pharmaceuticals

Ltd

283

18,276

(a)

Kodiak

Sciences,

Inc

9,785

(a)

Krystal

Biotech,

Inc

1,781

31,598

(a)

Kura

Oncology,

Inc

617

15,771

(a)

Kymera

Therapeutics,

Inc

746

69,606

(a),(b)

Larimar

Therapeutics,

Inc

456

5,908

(b)

LENZ

Therapeutics,

Inc

140

4,815

(a),(b)

Lexeo

Therapeutics,

Inc

30,110

(a),(b)

Lexicon

Pharmaceuticals,

Inc

8,586

(a),(b)

Ligand

Pharmaceuticals,

Inc

(Class

859

65,652

(a),(b)

Lineage

Cell

Therapeutics,

Inc

24,455

(a),(b)

Liquidia

Corp

245

Equity

Index

208

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

27,946

(a)

Longboard

Pharmaceuticals,

Inc

931

77,816

(a),(b)

Lyell

Immunopharma,

Inc

107

32,187

(a),(b)

MacroGenics,

Inc

106

8,182

(a),(b)

Madrigal

Pharmaceuticals,

Inc

1,736

11,133

(a),(b)

Magenta

Therapeutics,

Inc

305

94,899

(a),(b)

MannKind

Corp

597

54,984

(a)

Maravai

LifeSciences

Holdings,

Inc

457

51,230

(a),(b)

MaxCyte,

Inc

199

11,925

(a)

Medpace

Holdings,

Inc

3,981

10,086

(a)

MeiraGTx

Holdings

plc

1,170,940

Merck

Co,

Inc

132,972

2,255

Mesa

Laboratories,

Inc

293

10,239

(a)

Mettler-Toledo

International,

Inc

15,355

60,615

(a)

MiMedx

Group,

Inc

358

33,765

(a),(b)

Mind

Medicine

MindMed,

Inc

192

7,068

(a),(b)

Mineralys

Therapeutics,

Inc

8,147

(a)

Mirum

Pharmaceuticals,

Inc

318

151,753

(a)

Moderna,

Inc

10,142

14,704

(a),(b)

Monte

Rosa

Therapeutics,

Inc

46,607

(a)

Myriad

Genetics,

Inc

1,277

51,554

(a)

Natera,

Inc

6,545

25,317

(a)

Nautilus

Biotechnology,

Inc

84,671

(a)

Nektar

Therapeutics

110

39,443

(a),(b)

Neumora

Therapeutics,

Inc

521

45,814

(a),(b)

Neurocrine

Biosciences,

Inc

5,279

4,815

(a),(b)

Neurogene,

Inc

202

9,374

(a)

Nkarta,

Inc

101,805

(a),(b)

Novavax,

Inc

1,286

17,085

(a)

Nurix

Therapeutics,

Inc

384

10,256

(a)

Nuvalent,

Inc

1,049

35,946

(a)

Nuvation

Bio,

Inc

119,984

(a),(b)

Ocugen,

Inc

119

127,818

(a),(b)

Ocular

Therapeutix,

Inc

1,112

13,370

(a),(b)

Olema

Pharmaceuticals,

Inc

160

26,439

(a),(b)

Omeros

Corp

105

3,255

(a),(c)

OmniAb

Operations,

Inc

3,255

(a),(c)

OmniAb

Operations,

Inc

42,028

(a)

OmniAb,

Inc

178

13,691

(a)

Organogenesis

Holdings,

Inc

99,908

Organon

1,911

19,543

(a),(b)

ORIC

Pharmaceuticals,

Inc

200

29,936

(a)

Ovid

therapeutics,

Inc

23,821

(a)

Pacira

BioSciences,

Inc

359

7,281

(a)

PepGen,

Inc

59,289

(b)

PerkinElmer,

Inc

7,574

48,417

Perrigo

plc

1,270

21,996

(a),(b)

Perspective

Therapeutics,

Inc

294

2,617,797

Pfizer,

Inc

75,759

456

(a),(b)

Phathom

Pharmaceuticals,

Inc

12,927

Phibro

Animal

Health

Corp

291

27,964

(a),(b)

Pliant

Therapeutics,

Inc

313

32,424

(a)

Poseida

Therapeutics,

Inc

8,041

(a)

Praxis

Precision

Medicines,

Inc

463

39,456

(a),(b)

Precigen,

Inc

24,486

(a)

Prestige

Consumer

Healthcare,

Inc.

1,765

19,579

(a),(b)

Prime

Medicine,

Inc

30,525

(a),(b)

ProKidney

Corp

22,557

(a)

Protagonist

Therapeutics,

Inc

1,015

18,603

(a)

Prothena

Corp

plc

311

37,990

(a)

PTC

Therapeutics,

Inc

1,409

15,918

(a),(b)

Q32

Bio,

Inc

710

109,718

QIAGEN

5,000

209

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

16,838

(a)

Quanterix

Corp

218

46,832

(a),(b)

Quantum-Si,

Inc

6,533

(a)

RAPT

Therapeutics,

Inc

175,565

(a),(b)

Recursion

Pharmaceuticals,

Inc

1,157

48,433

(a)

Regeneron

Pharmaceuticals,

Inc

50,915

19,715

(a),(b)

REGENXBIO,

Inc

207

31,945

(a)

Relay

Therapeutics,

Inc

226

26,192

(a),(b)

Repligen

Corp

3,898

10,254

(a)

Replimune

Group,

Inc

112

33,815

(a)

Revance

Therapeutics,

Inc

176

71,048

(a)

REVOLUTION

Medicines,

Inc

3,222

25,414

(a)

Rhythm

Pharmaceuticals,

Inc

1,331

20,281

(a)

Rocket

Pharmaceuticals,

Inc

375

178,841

(a)

Roivant

Sciences

Ltd

2,064

165,226

Royalty

Pharma

plc

4,674

28,225

(a)

Sage

Therapeutics,

Inc

204

46,510

(a),(b)

Sana

Biotechnology,

Inc

194

41,917

(a)

Sarepta

Therapeutics,

Inc

5,235

38,005

(a),(b)

Savara,

Inc

161

7,676

(a),(b)

Scholar

Rock

Holding

Corp

14,352

(a)

scPharmaceuticals,

Inc

3,372

(a),(b)

Selecta

Biosciences,

Inc

35,191

SIGA

Technologies,

Inc

238

10,251

(a),(b)

Soleno

Therapeutics,

Inc

518

99,083

(a),(b),(c)

Sorrento

Therapeutics,

Inc

43,033

(a)

Sotera

Health

719

35,381

(a),(b)

SpringWorks

Therapeutics,

Inc

1,134

16,178

(a),(b)

Spyre

Therapeutics,

Inc

476

10,464

(a)

Stoke

Therapeutics,

Inc

129

60,335

(a),(b)

Summit

Therapeutics,

Inc

1,321

26,807

(a)

Supernus

Pharmaceuticals,

Inc

836

15,843

(a)

Sutro

Biopharma,

Inc

24,529

(a),(b)

Syndax

Pharmaceuticals,

Inc

472

23,918

(a),(b)

Tango

Therapeutics,

Inc

184

9,396

(a),(b)

Tarsus

Pharmaceuticals,

Inc

309

75,209

(a)

Taysha

Gene

Therapies,

Inc

151

22,763

(a)

Tenaya

Therapeutics,

Inc

21,241

(a)

Terns

Pharmaceuticals,

Inc

177

69,942

(a),(b)

Therapeutics,

Inc

1,636

29,259

(a)

Theravance

Biopharma,

Inc

236

177,139

Thermo

Fisher

Scientific,

Inc

109,573

9,283

(a)

Third

Harmonic

Bio,

Inc

126

10,802

(b)

Tourmaline

Bio,

Inc

278

25,726

(a)

Travere

Therapeutics,

Inc

360

17,957

(a),(b)

TScan

Therapeutics,

Inc

26,284

(a)

Twist

Bioscience

Corp

1,188

6,957

(a),(b)

Tyra

Biosciences,

Inc

164

33,751

(a)

Ultragenyx

Pharmaceutical,

Inc

1,875

20,495

(a)

United

Therapeutics

Corp

7,344

9,811

(a),(b)

UroGen

Pharma

Ltd

125

31,395

(a)

Vanda

Pharmaceuticals,

Inc

147

54,763

(a)

Vaxcyte,

Inc

6,258

30,037

(a),(b)

Ventyx

Biosciences,

Inc

23,684

(a)

Vera

Therapeutics,

Inc

1,047

36,815

(a)

Veracyte,

Inc

1,253

24,994

(a)

Vericel

Corp

1,056

119,840

(a)

Vertex

Pharmaceuticals,

Inc

55,735

23,209

(a),(b)

Verve

Therapeutics,

Inc

112

526,128

Viatris,

Inc

6,108

47,438

(a)

Viking

Therapeutics,

Inc

3,003

32,800

(a)

Vir

Biotechnology,

Inc

246

16,873

(a)

Viridian

Therapeutics,

Inc

384

Equity

Index

210

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

15,628

(a)

Voyager

Therapeutics,

Inc

29,140

(a)

Waters

Corp

10,487

29,537

(a),(b)

WaVe

Life

Sciences

Ltd

242

35,435

West

Pharmaceutical

Services,

Inc

10,636

61,355

(a),(b)

Pharmaceuticals,

Inc

27,098

(a)

Xencor,

Inc

545

67,913

(a),(b)

Xeris

Biopharma

Holdings,

Inc

194

3,848

(a),(b)

XOMA

Corp

102

19,065

(a)

Y-mAbs

Therapeutics,

Inc

251

18,143

(a)

Zentalis

Pharmaceuticals,

Inc

17,404

(a),(b)

Zevra

Therapeutics,

Inc

121

214,795

Zoetis,

Inc

41,967

26,472

(a)

Zymeworks,

Inc

332

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

1,788,740

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.1%

62,854

(a)

Anywhere

Real

Estate,

Inc

319

136,520

(a)

CBRE

Group,

Inc

16,994

133,621

(a)

Compass,

Inc

816

66,192

(a)

Cushman

Wakefield

plc

902

69,755

DigitalBridge

Group,

Inc

986

28,436

(b)

eXp

World

Holdings,

Inc

401

425

(a)

Forestar

Group,

Inc

9,884

(a)

FRP

Holdings,

Inc

295

16,878

(a)

Howard

Hughes

Holdings,

Inc

1,307

20,866

(a)

Jones

Lang

LaSalle,

Inc

5,630

44,610

Kennedy-Wilson

Holdings,

Inc

493

11,498

Marcus

Millichap,

Inc

456

81,428

Newmark

Group,

Inc

1,265

228,590

(a),(b)

Opendoor

Technologies,

Inc

457

13,117

(a)

Re/Max

Holdings,

Inc

163

44,481

(a),(b)

Real

Brokerage,

Inc

247

57,095

(a)

Redfin

Corp

715

5,123

RMR

Group,

Inc

130

1,875

(a),(b)

Seaport

Entertainment

Group,

Inc

18,561

St.

Joe

1,082

3,112

(a)

Stratus

Properties,

Inc

12,164

(a)

Tejon

Ranch

214

20,587

(a)

Zillow

Group,

Inc

(Class

1,275

74,688

(a)

Zillow

Group,

Inc

(Class

4,769

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

39,062

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

9.7%

24,578

(a)

ACM

Research,

Inc

499

744,131

(a)

Advanced

Micro

Devices,

Inc

122,097

12,826

(a),(b)

Aehr

Test

Systems

165

26,133

(a)

Allegro

MicroSystems,

Inc

609

15,539

(a)

Alpha

Omega

Semiconductor

Ltd

577

19,074

(a)

Ambarella,

Inc

1,076

55,705

Amkor

Technology,

Inc

1,705

226,286

Analog

Devices,

Inc

52,084

383,360

Applied

Materials,

Inc

77,458

10,398

(a),(b)

Astera

Labs,

Inc

545

16,075

(a)

Axcelis

Technologies,

Inc

1,685

2,099,935

Broadcom,

Inc

362,239

15,710

(a)

Ceva,

Inc

379

20,067

(a)

Cirrus

Logic,

Inc

2,493

26,675

(a)

Cohu,

Inc

686

63,354

(a)

Credo

Technology

Group

Holding

Ltd

1,951

23,788

(a),(b)

Diodes,

Inc

1,525

58,530

(a)

Enphase

Energy,

Inc

6,615

72,011

Entegris,

Inc

8,103

48,242

(a)

First

Solar,

Inc

12,033

30,004

(a)

Formfactor,

Inc

1,380

211

DESCRIPTION

VALUE

(000)

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

(continued)

39,047

(a),(b)

GLOBALFOUNDRIES,

Inc

1,572

15,133

(a)

Ichor

Holdings

Ltd

481

8,061

(a),(b)

Impinj,

Inc

1,745

51,148

(a),(b)

indie

Semiconductor,

Inc

204

1,997,523

Intel

Corp

46,862

62,651

KLA

Corp

48,518

26,815

Kulicke

Soffa

Industries,

Inc

1,210

59,856

Lam

Research

Corp

48,847

68,594

(a)

Lattice

Semiconductor

Corp

3,640

19,536

(a)

MACOM

Technology

Solutions

Holdings,

Inc

2,174

392,942

Marvell

Technology,

Inc

28,339

38,172

(a)

MaxLinear,

Inc

553

251,780

Microchip

Technology,

Inc

20,215

509,762

Micron

Technology,

Inc

52,867

33,135

MKS

Instruments,

Inc

3,602

21,877

Monolithic

Power

Systems,

Inc

20,225

50,806

(a),(b)

Navitas

Semiconductor

Corp

124

2,338

NVE

Corp

187

10,809,786

Nvidia

Corp

1,312,740

197,725

(a)

Semiconductor

Corp

14,357

21,454

(a)

Onto

Innovation,

Inc

4,453

20,605

(a)

PDF

Solutions,

Inc

653

29,998

(a),(b)

Photronics,

Inc

743

25,919

Power

Integrations,

Inc

1,662

40,211

(a)

Qorvo,

Inc

4,154

516,085

QUALCOMM,

Inc

87,760

53,820

(a)

Rambus,

Inc

2,272

35,296

(a),(b)

Semtech

Corp

1,612

15,676

(a)

Silicon

Laboratories,

Inc

1,812

7,023

(a)

SiTime

Corp

1,205

12,927

(a),(b)

SkyWater

Technology,

Inc

117

68,458

Skyworks

Solutions,

Inc

6,762

15,494

(a)

SMART

Global

Holdings,

Inc

325

19,257

(a),(b)

Synaptics,

Inc

1,494

70,711

Teradyne,

Inc

9,470

419,463

Texas

Instruments,

Inc

86,648

23,500

(a)

Ultra

Clean

Holdings

938

20,752

Universal

Display

Corp

4,356

25,957

(a)

Veeco

Instruments,

Inc

860

62,345

(a),(b)

Wolfspeed,

Inc

605

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

2,482,267

SOFTWARE

SERVICES

11.4%

65,506

(a)

8x8,

Inc

134

32,215

A10

Networks,

Inc

465

290,108

Accenture

plc

102,547

51,028

(a)

ACI

Worldwide,

Inc

2,597

57,275

(b)

Adeia,

Inc

682

204,802

(a)

Adobe,

Inc

106,042

11,056

(a)

Agilysys,

Inc

1,205

70,255

(a)

Akamai

Technologies,

Inc

7,092

26,945

(a)

Alarm.com

Holdings,

Inc

1,473

15,192

(a)

Alkami

Technology,

Inc

479

24,769

(a),(b)

Altair

Engineering,

Inc

2,366

51,231

Amdocs

Ltd

4,482

15,720

American

Software,

Inc

(Class

176

28,669

(a)

Amplitude,

Inc

257

38,604

(a)

Ansys,

Inc

12,300

9,509

(a)

Appfolio,

Inc

2,238

20,140

(a)

Appian

Corp

688

33,758

(a),(b)

Applied

Digital

Corp

278

123,147

(a)

AppLovin

Corp

16,077

13,197

(a),(b)

Arteris,

Inc

102

Equity

Index

212

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

40,356

(a)

Asana,

Inc

468

14,242

(a)

Aspentech

Corp

3,401

9,467

(a),(b)

Asure

Software,

Inc

72,980

(a)

Atlassian

Corp

Ltd

11,590

97,369

(a)

Autodesk,

Inc

26,823

66,029

(a)

AvePoint,

Inc

777

19,045

(a)

Backblaze,

Inc

122

65,819

Bentley

Systems,

Inc

3,344

24,476

(a)

BigCommerce

Holdings,

Inc

143

49,304

(a)

BILL

Holdings,

Inc

2,601

36,478

(a),(b)

Bit

Digital,

Inc

128

17,422

(a)

Blackbaud,

Inc

1,475

29,853

(a)

BlackLine,

Inc

1,646

108,065

(a),(b)

Blend

Labs,

Inc

405

66,925

(a)

Box,

Inc

2,190

17,121

(a)

Braze,

Inc

554

29,086

(a),(b)

C3.ai,

Inc

705

127,596

(a)

Cadence

Design

Systems,

Inc

34,582

161,339

(a),(b)

CCC

Intelligent

Solutions

Holdings,

Inc

1,783

22,039

(a),(b)

Cerence,

Inc

73,546

(a),(b)

Ceridian

HCM

Holding,

Inc

4,505

80,624

(a),(b)

Cipher

Mining,

Inc

312

82,383

(a)

Cleanspark,

Inc

769

31,897

(b)

Clear

Secure,

Inc

1,057

65,042

(a)

Clearwater

Analytics

Holdings,

Inc

1,642

136,887

(a)

Cloudflare,

Inc

11,073

222,916

Cognizant

Technology

Solutions

Corp

(Class

17,205

20,876

(a)

Commvault

Systems,

Inc

3,212

113,585

(a)

Confluent,

Inc

2,315

7,805

(a)

Consensus

Cloud

Solutions,

Inc

184

83,149

(a)

Core

Scientific,

Inc

986

13,583

(a)

Couchbase,

Inc

219

104,754

(a)

Crowdstrike

Holdings,

Inc

29,380

6,968

(a)

Disco,

Inc

140,367

(a)

Datadog,

Inc

16,151

3,677

(a),(b)

Dave,

Inc

147

7,264

(a),(b)

Digimarc

Corp

195

46,104

(a),(b)

Digital

Turbine,

Inc

142

39,126

(a)

DigitalOcean

Holdings,

Inc

1,580

91,998

(a)

DocuSign,

Inc

5,712

29,210

Dolby

Laboratories,

Inc

(Class

2,235

15,039

(a)

Domo,

Inc

113

55,975

(a)

DoubleVerify

Holdings,

Inc

943

118,133

(a)

Dropbox,

Inc

3,004

83,626

(a),(b)

DXC

Technology

1,735

138,407

(a)

Dynatrace,

Inc

7,401

87,429

(a)

E2open

Parent

Holdings,

Inc

386

10,699

(a)

eGain

Corp

37,517

(a)

Elastic

2,880

13,046

(a)

Enfusion,

Inc

124

30,234

(a)

Envestnet,

Inc

1,893

27,283

(a)

EPAM

Systems,

Inc

5,430

12,378

(a)

EverCommerce,

Inc

128

11,030

(a)

Fair

Isaac

Corp

21,437

58,075

(a)

Fastly,

Inc

440

37,675

(a)

Five9,

Inc

1,082

291,074

(a)

Fortinet,

Inc

22,573

80,143

(a)

Freshworks,

Inc

920

35,194

(a)

Gartner,

Inc

17,835

250,363

Gen

Digital,

Inc

6,867

55,662

(a)

Gitlab,

Inc

2,869

18,760

(a),(b)

Globant

S.A.

3,717

213

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

63,212

(a),(b)

GoDaddy,

Inc

9,910

15,258

(a)

Grid

Dynamics

Holdings,

Inc

214

39,348

(a)

Guidewire

Software,

Inc

7,198

17,956

Hackett

Group,

Inc

472

68,968

(a)

HashiCorp,

Inc

2,335

22,934

(a)

HubSpot,

Inc

12,192

37,438

(a),(b)

Hut

Corp

459

5,474

(a)

IBEX

Holdings

Ltd

109

13,864

(a)

iLearningEngines

Holdings,

Inc

17,943

(a),(b)

Informatica,

Inc

454

18,219

Information

Services

Group,

Inc

8,870

(a),(b)

Instructure

Holdings,

Inc

209

10,845

(a)

Intapp,

Inc

519

13,365

(b)

InterDigital,

Inc

1,893

423,389

International

Business

Machines

Corp

93,603

125,821

Intuit,

Inc

78,135

29,050

(a)

Jamf

Holding

Corp

504

95,867

(a)

Kyndryl

Holdings,

Inc

2,203

35,615

(a)

LiveRamp

Holdings,

Inc

883

28,757

(a),(b)

Manhattan

Associates,

Inc

8,092

102,816

(a),(b)

Marathon

Digital

Holdings,

Inc

1,668

112,247

(a)

Matterport,

Inc

505

11,893

(a)

MeridianLink,

Inc

245

3,435,331

Microsoft

Corp

1,478,223

70,520

(a),(b)

MicroStrategy,

Inc

(Class

11,890

22,456

(a),(b)

Mitek

Systems,

Inc

195

31,781

(a)

MongoDB,

Inc

8,592

19,169

(a)

N-able,

Inc

250

25,933

(a)

nCino

OpCo,

Inc

819

68,992

(a)

NCR

Corp

936

34,975

(a),(b)

NextNav,

Inc

262

107,369

(a)

Nutanix,

Inc

6,362

67,719

(a)

Okta,

Inc

5,034

46,103

(a)

Olo,

Inc

229

4,837

(a),(b)

ON24,

Inc

21,489

(a)

OneSpan,

Inc

358

722,401

Oracle

Corp

123,097

18,910

(a),(b)

Pagaya

Technologies

Ltd

200

41,005

(a),(b)

PagerDuty,

Inc

761

920,372

(a)

Palantir

Technologies,

Inc

34,238

140,378

(a)

Palo

Alto

Networks,

Inc

47,981

5,466

(b)

Park

City

Group,

Inc

101

36,294

(a)

Paycor

HCM,

Inc

515

20,584

(a)

Paylocity

Holding

Corp

3,396

22,404

Pegasystems,

Inc

1,637

17,663

(a)

Perficient,

Inc

1,333

23,203

(a),(b)

PowerSchool

Holdings,

Inc

529

49,471

(a)

Procore

Technologies,

Inc

3,053

23,997

Progress

Software

Corp

1,617

19,034

(a)

PROS

Holdings,

Inc

353

52,897

(a)

PTC,

Inc

9,556

29,530

(a)

Holdings,

Inc

2,356

18,605

(a)

Qualys,

Inc

2,390

32,323

(a),(b)

Rackspace

Technology,

Inc

31,056

(a)

Rapid7,

Inc

1,239

24,959

(a),(b)

Rimini

Street,

Inc

44,149

(a)

RingCentral,

Inc

1,396

126,644

(a),(b)

Riot

Platforms,

Inc

940

48,617

Roper

Industries,

Inc

27,052

432,797

Salesforce,

Inc

118,461

15,268

Sapiens

International

Corp

569

15,611

(a)

SEMrush

Holdings,

Inc

245

Equity

Index

214

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

113,808

(a)

SentinelOne,

Inc

2,722

94,738

(a)

ServiceNow,

Inc

84,733

66,115

(a)

Smartsheet,

Inc

3,660

143,526

(a)

Snowflake,

Inc

16,485

19,169

SolarWinds

Corp

250

226,672

(a),(b)

SoundHound

AI,

Inc

1,056

4,906

(a)

SoundThinking,

Inc

42,968

(a),(b)

Sprinklr,

Inc

332

24,107

(a),(b)

Sprout

Social,

Inc

701

19,690

(a)

SPS

Commerce,

Inc

3,823

28,180

(a)

Squarespace,

Inc

1,308

70,392

(a)

Synopsys,

Inc

35,646

26,632

(a)

Telos

Corp

49,510

(a)

Tenable

Holdings,

Inc

2,006

51,680

(a)

Teradata

Corp

1,568

71,297

(a),(b)

Terawulf,

Inc

334

22,872

(a)

Thoughtworks

Holding,

Inc

101

200,238

(a)

Trade

Desk,

Inc

21,956

6,516

(a),(b)

Tucows,

Inc

136

85,658

(a)

Twilio,

Inc

5,587

19,472

(a),(b)

Tyler

Technologies,

Inc

11,366

192,445

(a)

UiPath,

Inc

2,463

38,674

(a)

Unisys

Corp

220

143,370

(a),(b)

Unity

Software,

Inc

3,243

56,469

(a)

Varonis

Systems,

Inc

3,190

35,164

(a)

Verint

Systems,

Inc

891

43,208

(a)

VeriSign,

Inc

8,208

25,338

(a)

Vertex,

Inc

976

6,012

(a)

Viant

Technology,

Inc

16,330

(a)

Weave

Communications,

Inc

209

96,370

(a)

Workday,

Inc

23,554

22,930

(a),(b)

Workiva,

Inc

1,814

22,910

(a)

Xperi,

Inc

212

55,032

(a)

Yext,

Inc

381

82,349

(a)

Zeta

Global

Holdings

Corp

2,456

121,590

(a)

Zoom

Video

Communications,

Inc

8,480

41,021

(a)

Zscaler,

Inc

7,012

55,037

(a)

Zuora,

Inc

474

TOTAL

SOFTWARE

SERVICES

2,931,444

TECHNOLOGY

HARDWARE

EQUIPMENT

7.9%

6,963

(a),(b)

908

Devices,

Inc

35,649

(a)

ADTRAN

Holdings,

Inc

211

20,999

Advanced

Energy

Industries,

Inc

2,210

8,262

(a),(b)

Aeva

Technologies,

Inc

542,416

Amphenol

Corp

(Class

35,344

6,715,072

Apple,

Inc

1,564,612

17,372

(a),(b)

Applied

Optoelectronics,

Inc

249

118,830

(a)

Arista

Networks,

Inc

45,609

47,303

(a)

Arlo

Technologies,

Inc

573

19,758

(a)

Arrow

Electronics,

Inc

2,624

5,662

(a)

Aviat

Networks,

Inc

122

36,381

Avnet,

Inc

1,976

13,192

Badger

Meter,

Inc

2,881

5,150

Bel

Fuse,

Inc

(Class

404

24,142

Belden

CDT,

Inc

2,828

19,531

(b)

Benchmark

Electronics,

Inc

866

28,887

(a)

Calix,

Inc

1,121

59,937

CDW

Corp

13,564

66,786

(a),(b)

Ciena

Corp

4,113

1,871,865

Cisco

Systems,

Inc

99,621

8,964

(a),(b)

Clearfield,

Inc

349

2,062

Climb

Global

Solutions,

Inc

205

215

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

83,398

Cognex

Corp

3,378

59,436

(a)

Coherent

Corp

5,284

97,017

(a)

CommScope

Holding

Co,

Inc

593

360,625

Corning,

Inc

16,282

8,680

(a)

Corsair

Gaming,

Inc

21,581

Crane

NXT

1,211

17,421

CTS

Corp

843

19,434

(a)

Daktronics,

Inc

251

125,513

Dell

Technologies,

Inc

14,878

11,671

(a),(b)

Diebold

Nixdorf,

Inc

521

18,652

(a)

Digi

International,

Inc

513

24,605

(a)

Eastman

Kodak

116

8,409

(a)

ePlus,

Inc

827

43,075

(a),(b)

Evolv

Technologies

Holdings,

Inc

174

62,313

(a)

Extreme

Networks,

Inc

937

25,536

(a)

Networks,

Inc

5,623

16,219

(a)

Fabrinet

3,835

9,925

(a)

FARO

Technologies,

Inc

190

58,321

(a)

Harmonic,

Inc

850

604,149

Hewlett

Packard

Enterprise

12,361

437,420

HP,

Inc

15,690

15,475

Immersion

Corp

138

103,799

(a),(b)

Infinera

Corp

701

14,981

(a)

Insight

Enterprises,

Inc

3,227

60,908

(a),(b)

IonQ,

Inc

532

14,955

(a)

IPG

Photonics

Corp

1,111

21,652

(a)

Iteris,

Inc

155

24,355

(a)

Itron,

Inc

2,601

52,704

Jabil

Inc

6,316

144,108

Juniper

Networks,

Inc

5,617

80,922

(a)

Keysight

Technologies,

Inc

12,861

21,162

(a)

Kimball

Electronics,

Inc

392

28,141

(a)

Knowles

Corp

507

57,291

(a),(b)

Lightwave

Logic,

Inc

158

13,151

Littelfuse,

Inc

3,488

36,595

(a),(b)

Lumentum

Holdings,

Inc

2,319

20,833

Methode

Electronics,

Inc

249

86,400

(a),(b)

MicroVision,

Inc

70,213

(a)

Mirion

Technologies,

Inc

777

75,777

Motorola

Solutions,

Inc

34,072

15,874

Napco

Security

Technologies,

Inc

642

92,212

NetApp,

Inc

11,389

16,454

(a)

Netgear,

Inc

330

43,446

(a)

Netscout

Systems,

Inc

945

20,535

(a)

nLight,

Inc

220

18,332

(a),(b)

Novanta,

Inc

3,280

9,244

(a)

OSI

Systems,

Inc

1,404

20,398

(a),(b)

Ouster,

Inc

129

12,941

(a),(b)

PAR

Technology

Corp

674

8,216

Connection,

Inc

620

17,083

(a)

Plexus

Corp

2,335

42,352

(a)

Powerfleet,

Inc

212

128,500

(a)

Pure

Storage,

Inc

6,456

37,508

(a)

Ribbon

Communications,

Inc

122

5,943

(b)

Richardson

Electronics

Ltd

8,376

(a)

Rogers

Corp

947

28,498

(a)

Sanmina

Corp

1,951

17,777

(a)

Scansource,

Inc

854

61,017

(a)

SmartRent,

Inc

106

23,360

(a),(b)

Super

Micro

Computer,

Inc

9,727

35,303

SYNNEX

Corp

4,239

21,133

(a)

Teledyne

Technologies,

Inc

9,249

Equity

Index

216

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

116,227

(a)

Trimble

Inc

7,217

51,948

(a)

TTM

Technologies,

Inc

948

8,166

(a)

Turtle

Beach

Corp

125

1,436

Ubiquiti,

Inc

318

59,678

(a)

Viasat,

Inc

713

89,946

(a)

Viavi

Solutions,

Inc

811

52,971

Vishay

Intertechnology,

Inc

1,002

9,508

(a)

Vishay

Precision

Group,

Inc

246

71,903

(b)

Vontier

Corp

2,426

155,579

(a)

Western

Digital

Corp

10,624

58,625

(b)

Xerox

Holdings

Corp

609

23,694

(a)

Zebra

Technologies

Corp

(Class

8,774

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

2,028,987

TELECOMMUNICATION

SERVICES

0.9%

7,472

(a)

Anterix,

Inc

281

73,597

(a),(b)

AST

SpaceMobile,

Inc

1,925

3,298,566

AT&T,

Inc

72,568

7,918

ATN

International,

Inc

256

12,460

(a)

Bandwidth,

Inc

218

15,982

Cogent

Communications

Group,

Inc

1,213

48,355

(a)

Consolidated

Communications

Holdings,

Inc

224

70,447

(a)

EchoStar

Corp

(Class

1,748

126,319

(a)

Frontier

Communications

Parent,

Inc

4,488

52,848

(a),(c)

GCI

Liberty,

Inc

331,269

(a)

Globalstar,

Inc

411

13,459

(a)

Gogo,

Inc

11,096

IDT

Corp

424

60,764

Iridium

Communications,

Inc

1,850

78,661

(a)

Liberty

Global

Ltd

1,661

82,270

(a)

Liberty

Global

Ltd

1,778

29,453

(a)

Liberty

Latin

America

Ltd

(Class

282

84,348

(a)

Liberty

Latin

America

Ltd

(Class

800

470,270

(a)

Lumen

Technologies,

Inc

3,339

13,047

(a)

Ooma,

Inc

149

26,373

Shenandoah

Telecom

372

8,527

Spok

Holdings,

Inc

128

55,138

Telephone

and

Data

Systems,

Inc

1,282

222,702

T-Mobile

US,

Inc

45,957

1,955,734

Verizon

Communications,

Inc

87,832

TOTAL

TELECOMMUNICATION

SERVICES

229,284

TRANSPORTATION

1.5%

37,928

(a)

Air

Transport

Services

Group,

Inc

614

60,779

(a)

Alaska

Air

Group,

Inc

2,748

8,270

(b)

Allegiant

Travel

455

4,307

(a),(b)

Amerco,

Inc

334

238,440

(a)

American

Airlines

Group,

Inc

2,680

8,772

ArcBest

Corp

951

8,746

(b)

Avis

Budget

Group,

Inc

766

28,768

(a)

Blade

Air

Mobility,

Inc

56,673

Robinson

Worldwide,

Inc

6,255

23,634

Costamare,

Inc

372

8,672

Covenant

Logistics

Group,

Inc

458

896,202

CSX

Corp

30,946

299,318

Delta

Air

Lines,

Inc

15,202

64,636

Expeditors

International

Washington,

Inc

8,493

103,847

FedEx

Corp

28,421

11,658

(b)

Forward

Air

Corp

413

18,987

(a),(b)

Frontier

Group

Holdings,

Inc

102

49,956

FTAI

Infrastructure,

Inc

468

17,525

Genco

Shipping

Trading

Ltd

342

62,934

Golden

Ocean

Group

Ltd

842

58,331

(a)

GXO

Logistics,

Inc

3,037

217

DESCRIPTION

VALUE

(000)

TRANSPORTATION

(continued)

26,012

Heartland

Express,

Inc

319

47,325

(a),(b)

Hertz

Global

Holdings,

Inc

156

14,156

(b)

Himalaya

Shipping

Ltd

123

18,600

Hub

Group,

Inc

(Class

845

40,450

Hunt

Transport

Services,

Inc

6,971

124,072

(a)

JetBlue

Airways

Corp

814

128,773

(a),(b)

Joby

Aviation,

Inc

648

25,265

(a)

Kirby

Corp

3,093

79,606

Knight-Swift

Transportation

Holdings,

Inc

4,295

17,753

Landstar

System,

Inc

3,353

154,071

(a),(b)

Lyft,

Inc

(Class

1,964

34,852

Marten

Transport

Ltd

617

17,593

Matson,

Inc

2,509

106,075

Norfolk

Southern

Corp

26,360

91,524

Old

Dominion

Freight

Line

18,180

18,024

Pangaea

Logistics

Solutions

Ltd

130

29,335

(a),(b)

Radiant

Logistics,

Inc

189

52,508

(a)

RXO,

Inc

1,470

16,381

Ryder

System,

Inc

2,388

33,371

(b)

Safe

Bulkers,

Inc

173

12,372

(a)

Saia,

Inc

5,410

22,723

Schneider

National,

Inc

649

14,929

(a)

Skywest,

Inc

1,269

281,073

Southwest

Airlines

8,328

9,455

(a)

Sun

Country

Airlines

Holdings,

Inc

106

922,559

(a)

Uber

Technologies,

Inc

69,340

38,763

U-Haul

Holding

2,791

279,906

Union

Pacific

Corp

68,991

150,341

(a)

United

Airlines

Holdings,

Inc

8,578

338,139

United

Parcel

Service,

Inc

(Class

46,102

6,297

Universal

Truckload

Services,

Inc

271

36,247

(b)

Werner

Enterprises,

Inc

1,399

52,508

(a)

XPO,

Inc

5,645

TOTAL

TRANSPORTATION

397,460

UTILITIES

2.4%

332,725

AES

Corp

6,674

17,390

Allete,

Inc

1,116

116,456

Alliant

Energy

Corp

7,068

21,469

(a),(b)

Altus

Power,

Inc

119,825

Ameren

Corp

10,480

247,843

American

Electric

Power

Co,

Inc

25,429

20,132

American

States

Water

1,677

91,256

American

Water

Works

Co,

Inc

13,345

69,829

Atmos

Energy

Corp

9,686

35,255

Avangrid,

Inc

1,262

33,562

Avista

Corp

1,301

34,402

Black

Hills

Corp

2,103

44,578

(b)

Brookfield

Infrastructure

Corp

1,936

72,027

Brookfield

Renewable

Corp

2,352

27,522

California

Water

Service

Group

1,492

307,461

Centerpoint

Energy,

Inc

9,045

9,405

Chesapeake

Utilities

Corp

1,168

10,556

(b)

Clearway

Energy,

Inc

(Class

301

20,458

Clearway

Energy,

Inc

(Class

628

135,718

CMS

Energy

Corp

9,586

158,711

Consolidated

Edison,

Inc

16,527

7,347

(b)

Consolidated

Water

Co,

Inc

185

147,907

Constellation

Energy

Corp

38,459

386,744

Dominion

Energy,

Inc

22,350

97,092

DTE

Energy

12,468

357,343

Duke

Energy

Corp

41,202

178,792

Edison

International

15,571

Equity

Index

218

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UTILITIES

(continued)

99,676

Entergy

Corp

13,118

120,927

Essential

Utilities,

Inc

4,664

98,754

Evergy,

Inc

6,124

167,619

Eversource

Energy

11,406

461,563

Exelon

Corp

18,716

251,646

FirstEnergy

Corp

11,160

9,688

Genie

Energy

Ltd

157

6,410

Global

Water

Resources,

Inc

51,729

Hawaiian

Electric

Industries,

Inc

501

23,041

Idacorp,

Inc

2,375

14,433

MGE

Energy,

Inc

1,320

11,759

Middlesex

Water

767

33,009

(a),(b)

Montauk

Renewables,

Inc

172

42,202

National

Fuel

Gas

2,558

38,348

New

Jersey

Resources

Corp

1,810

953,521

NextEra

Energy,

Inc

80,601

209,437

NiSource,

Inc

7,257

14,483

Northwest

Natural

Holding

591

27,636

NorthWestern

Corp

1,581

101,910

NRG

Energy,

Inc

9,284

96,380

OGE

Energy

Corp

3,953

27,567

(b)

ONE

Gas,

Inc

2,052

24,734

Ormat

Technologies,

Inc

1,903

16,819

Otter

Tail

Corp

1,315

962,345

PG&E

Corp

19,026

55,268

Pinnacle

West

Capital

Corp

4,896

28,323

PNM

Resources,

Inc

1,240

40,332

Portland

General

Electric

1,932

332,474

PPL

Corp

10,998

229,133

Public

Service

Enterprise

Group,

Inc

20,441

11,616

(a)

Pure

Cycle

Corp

125

291,168

Sempra

Energy

24,350

12,005

SJW

Corp

698

503,883

Southern

45,440

28,412

Southwest

Gas

Holdings

Inc

2,096

21,354

Spire,

Inc

1,437

46,961

(a),(b)

Sunnova

Energy

International,

Inc

457

72,016

UGI

Corp

1,802

10,272

Unitil

Corp

622

161,793

Vistra

Corp

19,179

151,716

WEC

Energy

Group,

Inc

14,592

259,767

Xcel

Energy,

Inc

16,963

9,006

York

Water

337

TOTAL

UTILITIES

623,576

TOTAL

COMMON

STOCKS

(Cost

$7,473,119)

25,613,717

DESCRIPTION

EXPIRATION

DATE

VALUE

(000)

RIGHTS/WARRANTS

0.0%

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

0.0%

7,208

(c)

AstraZeneca

plc

02/20/29

7,917

(c)

Chinook

Therapeutics,

Inc

6,981

(c)

Tobira

Therapeutics,

Inc

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

TOTAL

RIGHTS/WARRANTS

(Cost

$3)

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$7,473,122)

25,613,720‌

219

Cost

amounts

are

thousands.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

0.4%

GOVERNMENT

AGENCY

DEBT

0.0%

161,000

Federal

National

Mortgage

Association

(FNMA)

.000

10/23/24

160

TOTAL

GOVERNMENT

AGENCY

DEBT

160

REPURCHASE

AGREEMENT

0.2%

56,300,000

(e)

Bank

New

York

Mellon

.860

10/01/24

56,300

TOTAL

REPURCHASE

AGREEMENT

56,300

TREASURY

DEBT

0.2%

40,945,000

United

States

Treasury

Bill

.000

10/29/24

40,794

5,000,000

United

States

Treasury

Bill

.000

11/26/24

4,964

TOTAL

TREASURY

DEBT

45,758

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$102,213)

102,218

DESCRIPTION

RATE

VALUE

(000)

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.5%

130,823,403

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.020

(g)

130,823

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$130,823)

130,823

TOTAL

INVESTMENTS

100.6%

(Cost

$7,706,158)

25,846,761

OTHER

ASSETS

LIABILITIES,

NET

(0.6)%

(

155,358

)

NET

ASSETS

100.0%

$25,691,403

REIT

Real

Estate

Investment

Trust

Amount

represents

less

than

$1,000.

(a)

Non-income

producing

(b)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$193,305,830.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

Level

(d)

All

portion

these

securities

have

been

segregated

cover

margin

requirements

open

futures

contracts.

(e)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$56,760,888

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

4.375%–4.875%

and

maturity

dates

7/31/26–10/31/28,

valued

$57,426,040.

(f)

Investments

made

with

cash

collateral

received

from

securities

loan.

(g)

The

rate

shown

the

one-day

yield

the

end

the

reporting

period.

Futures

Contracts

Long

Description

Number

Contracts

(000)

Expiration

Date

Notional

Amount

(000)

Value

(000)

Unrealized

Appreciation

(Depreciation)

(000)

S&P

500

E-Mini

Index

246‌

12/20/24

70,101‌

71,515‌

1,414‌

Core

Bond

Portfolio

Investments

September

30,

2024

220

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

LONG-TERM

INVESTMENTS

95.7%

BANK

LOAN

OBLIGATIONS

0.2%

AUTOMOBILES

COMPONENTS

378,533

(a)

Adient

LLC,

(TSFR1M

2.750%)

.595

01/31/31

379

TOTAL

AUTOMOBILES

COMPONENTS

379

CAPITAL

GOODS

573,323

(a)

Beacon

Roofing

Supply,

Inc,

(TSFR1M

2.000%)

.845

05/19/28

574

342,413

(a)

Cornerstone

Building

Brands,

Inc,

(TSFR1M

3.250%)

.447

04/12/28

336

183,230

(a)

Oregon

Tool

Holdings,

Inc,

(TSFR3M

4.000%)

.865

10/13/28

136

1,251,393

(a)

Elevator

Newco,

Inc,

(TSFR6M

3.500%)

.588

04/30/30

1,256

964,271

(a)

TransDigm,

Inc,

(TSFR3M

2.750%)

.354

03/22/30

965

898,276

(a)

TransDigm,

Inc,

(TSFR3M

2.500%)

.104

02/28/31

896

TOTAL

CAPITAL

GOODS

4,163

COMMERCIAL

PROFESSIONAL

SERVICES

807,557

(a)

Camelot

Acquisition

LLC,

(TSFR1M

2.750%)

.997

01/31/31

807

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

807

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

686,946

(a)

CNT

Holdings

Corp,

(TSFR3M

3.500%)

.752

11/08/27

689

406,847

(a)

Group

OpCo

Acquistion

LLC,

(TSFR1M

3.000%)

.845

04/23/31

408

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

1,097

CONSUMER

DURABLES

APPAREL

166,910

(a)

Samsonite

Holdings

Sarl,

(TSFR1M

2.000%)

.845

06/21/30

168

416,549

(a)

Weber-Stephen

Products

LLC,

(TSFR1M

3.250%)

.210

10/30/27

394

TOTAL

CONSUMER

DURABLES

APPAREL

562

CONSUMER

SERVICES

429,208

(a)

1011778

ULC,

(TSFR1M

1.750%)

.595

09/20/30

426

663,109

(a)

Carnival

Corp,

(TSFR1M

2.750%)

.595

10/18/28

665

1,985,000

(a)

Flutter

Financing

BV,

(TSFR3M

2.000%)

.604

11/30/30

1,989

353,199

(a)

IRB

Holding

Corp,

(TSFR1M

2.750%)

.695

12/15/27

353

927,639

(a)

KFC

Holding

Co,

(TSFR1M

1.750%)

.879

03/15/28

933

580,428

(a)

Spin

Holdco,

Inc,

(TSFR3M

4.000%)

.256

03/04/28

511

TOTAL

CONSUMER

SERVICES

4,877

ENERGY

660,911

(a)

Buckeye

Partners

LP,

(TSFR1M

1.750%)

.595

11/01/26

661

TOTAL

ENERGY

661

FINANCIAL

SERVICES

215,438

(a)

Avolon

TLB

Borrower

LLC,

(TSFR1M

1.500%)

.561

02/12/27

216

172,754

(a)

Avolon

TLB

Borrower

LLC,

(TSFR1M

2.000%)

.961

06/22/28

173

2,111,641

(a)

Trans

Union

LLC,

(TSFR1M

2.000%)

.845

12/01/28

2,113

TOTAL

FINANCIAL

SERVICES

2,502

FOOD,

BEVERAGE

TOBACCO

239,159

(a)

Arterra

Wines

Canada,

Inc,

(TSFR3M

3.500%)

.365

11/24/27

232

420,641

(a)

Chobani

LLC,

(TSFR1M

3.250%)

.210

10/25/27

422

TOTAL

FOOD,

BEVERAGE

TOBACCO

654

HEALTH

CARE

EQUIPMENT

SERVICES

518,228

(a)

Medline

Borrower

LP,

(TSFR1M

2.750%)

.595

10/23/28

519

377,966

(a)

Select

Medical

Corp,

(TSFR1M

3.000%)

.845

03/06/27

380

186,462

(a),(b)

Team

Health

Holdings,

Inc,

(TSFR3M

5.250%)

.502

03/02/27

179

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

1,078

MATERIALS

1,197,877

(a)

Asplundh

Tree

Expert

LLC,

(TSFR1M

1.750%)

.695

09/07/27

1,200

TOTAL

MATERIALS

1,200

MEDIA

ENTERTAINMENT

366,358

(a)

DIRECTV

Financing

LLC,

(TSFR1M

5.000%)

.960

08/02/27

367

449,661

(a)

Lions

Gate

Capital

Holdings

LLC,

(TSFR1M

2.250%)

.195

03/24/25

450

TOTAL

MEDIA

ENTERTAINMENT

817

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

252,864

(a)

Avantor

Funding,

Inc,

(TSFR1M

2.000%)

.945

11/08/27

255

221

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

96,705

(a)

Grifols

Worldwide

Operations

USA,

Inc,

(TSFR3M

2.000%)

.402

11/15/27

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

349

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

12,641

(a)

Cushman

Wakefield

plc,

(TSFR1M

3.000%)

.845

01/31/30

516,477

(a)

Cushman

Wakefield

Borrower

LLC,

(TSFR1M

3.000%)

.845

01/31/30

517

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

530

SOFTWARE

SERVICES

1,514,229

(a)

Ellucian

Holdings,

Inc,

(TSFR1M

3.500%)

.445

10/09/29

1,520

1,250,944

(a)

Gen

Digital,

Inc,

(TSFR1M

1.750%)

.595

09/12/29

1,248

370,077

(a)

Rackspace

Finance

LLC,

(TSFR1M

2.750%)

.982

05/15/28

207

87,760

(a)

Rackspace

Finance

LLC,

(TSFR1M

6.250%)

.483

05/15/28

695,588

(a)

Rocket

Software,

Inc,

(TSFR1M

4.750%)

.595

11/28/28

697

886,575

(a)

UKG,

Inc,

(TSFR3M

3.250%)

.555

02/10/31

888

TOTAL

SOFTWARE

SERVICES

4,649

TELECOMMUNICATION

SERVICES

298,363

(a)

Cablevision

Lightpath

LLC,

(TSFR1M

3.250%)

.461

11/30/27

298

TOTAL

TELECOMMUNICATION

SERVICES

298

TRANSPORTATION

204,488

(a)

Air

Canada,

(TSFR3M

2.500%)

.253

03/21/31

205

236,776

(a)

SkyMiles

Ltd,

(TSFR3M

3.750%)

.032

10/20/27

242

TOTAL

TRANSPORTATION

447

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$25,100)

25,070

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

CORPORATE

BONDS

30.2%

AUTOMOBILES

COMPONENTS

0.9%

EUR

300,000

Aptiv

plc

.500

03/10/25

331

EUR

500,000

(c)

Dana

Financing

Luxembourg

Sarl

.000

07/15/29

490

225,000

Dana,

Inc

.375

11/15/27

223

350,000

(d)

Dana,

Inc

.625

06/15/28

343

8,080,000

Ford

Motor

Credit

LLC

.950

03/06/26

8,270

EUR

300,000

Ford

Motor

Credit

LLC

.125

02/20/29

350

4,525,000

Ford

Motor

Credit

LLC

.350

03/06/30

4,900

4,000,000

(c)

Ford

Otomotiv

Sanayi

AS.

.125

04/25/29

4,135

20,000,000

General

Motors

Financial

Co,

Inc

.750

06/20/25

19,679

19,850,000

General

Motors

Financial

Co,

Inc

.000

04/09/27

20,069

EUR

500,000

General

Motors

Financial

Co,

Inc

.600

05/20/27

522

EUR

300,000

General

Motors

Financial

Co,

Inc

.300

02/15/29

344

6,250,000

General

Motors

Financial

Co,

Inc

.850

04/06/30

6,513

2,550,000

General

Motors

Financial

Co,

Inc

.750

02/08/31

2,637

12,000,000

General

Motors

Financial

Co,

Inc

.700

06/10/31

10,341

4,975,000

General

Motors

Financial

Co,

Inc

.600

06/18/31

5,108

5,450,000

General

Motors

Financial

Co,

Inc

.700

N/A(e)

5,334

EUR

205,000

(c)

Goodyear

Europe

.750

08/15/28

206

3,575,000

(c)

Hyundai

Capital

Services,

Inc

.125

04/24/25

3,522

EUR

400,000

(c),(f)

IHO

Verwaltungs

GmbH

.750

09/15/26

444

200,000

(c)

Kia

Corp

.750

02/14/27

193

5,700,000

Toyota

Motor

Credit

Corp

.550

08/08/29

5,792

150,000

(c)

North

America

Capital,

Inc

.875

04/14/28

151

TOTAL

AUTOMOBILES

COMPONENTS

99,897

BANKS

6.0%

2,000,000

(c)

Akbank

T.A.S.

.800

06/22/31

1,997

1,775,000

(c)

Banco

Credito

del

Peru

.125

07/01/30

1,732

1,500,000

(c)

Banco

Credito

Inversiones

S.A.

.875

10/14/31

1,339

700,000

(c)

Banco

Credito

Inversiones

S.A.

.750

N/A(e)

754

3,000,000

(c)

Banco

del

Estado

Chile

.704

01/09/25

2,977

3,000,000

(c)

Banco

Nacional

Panama

.500

08/11/30

2,485

EUR

600,000

(a)

Banco

Santander

S.A.

.500

03/24/27

644

EUR

400,000

Banco

Santander

S.A.

.200

02/11/28

407

GBP

400,000

Banco

Santander

S.A.

.750

08/30/28

535

Core

Bond

222

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

BANKS

(continued)

2,650,000

Bancolombia

S.A.

.625

12/18/29

2,623

2,000,000

Bancolombia

S.A.

.625

12/24/34

2,147

3,010,000

(c)

Bangkok

Bank

PCL

.466

09/23/36

2,654

1,750,000

(c)

Banistmo

S.A.

.250

07/31/27

1,692

8,100,000

(c)

Bank

Hapoalim

.255

01/21/32

7,508

6,300,000

(c)

Bank

Leumi

Le-Israel

.275

01/29/31

5,979

EUR

400,000

Bank

America

Corp

.375

03/26/25

441

EUR

300,000

Bank

America

Corp

.776

05/04/27

328

55,925,000

Bank

America

Corp

.592

04/29/31

50,715

23,000,000

Bank

America

Corp

.288

04/25/34

23,913

14,150,000

Bank

America

Corp

.468

01/23/35

14,880

26,750,000

Bank

America

Corp

.676

06/19/41

20,113

3,000,000

Bank

America

Corp

.100

N/A(e)

3,004

2,975,000

Bank

Montreal

.803

12/15/32

2,891

GBP

300,000

Banque

Federative

Credit

Mutuel

S.A.

.875

09/25/25

401

EUR

500,000

Barclays

plc

.918

08/08/30

595

6,075,000

Barclays

plc

.330

11/24/42

4,684

300,000

(c)

BBVA

Bancomer

S.A.

.350

11/12/29

299

1,500,000

(c)

BBVA

Bancomer

S.A.

.125

01/18/33

1,427

1,400,000

(c)

BBVA

Bancomer

S.A.

.450

06/29/38

1,527

5,600,000

(c)

BNP

Paribas

S.A.

.904

09/30/28

5,203

EUR

500,000

BNP

Paribas

S.A.

.875

02/23/29

574

5,000,000

(c)

BNP

Paribas

S.A.

.159

09/15/29

4,556

EUR

300,000

BPCE

S.A.

.500

09/15/27

318

7,900,000

CitiBank

.570

04/30/34

8,428

36,375,000

Citigroup,

Inc

.200

10/21/26

35,628

11,970,000

Citigroup,

Inc

.125

07/25/28

11,873

7,100,000

(d)

Citigroup,

Inc

.542

09/19/30

7,108

7,125,000

Citigroup,

Inc

.572

06/03/31

6,412

39,225,000

Citigroup,

Inc

.270

11/17/33

43,089

6,750,000

Citigroup,

Inc

.625

N/A(e)

7,212

8,425,000

Cooperatieve

Rabobank

.750

07/21/26

8,299

GBP

600,000

Danske

Bank

A.S.

.250

01/14/28

755

EUR

500,000

Danske

Bank

A.S.

.125

01/10/31

585

7,350,000

(d)

Deutsche

Bank

AG.

.371

09/09/27

7,564

5,575,000

Deutsche

Bank

AG.

.311

11/16/27

5,304

4,325,000

Deutsche

Bank

AG.

.819

11/20/29

4,656

2,325,000

Deutsche

Bank

AG.

.999

09/11/30

2,338

2,425,000

(c)

Development

Bank

Kazakhstan

JSC

.950

05/06/31

2,083

3,325,000

(c)

Grupo

Aval

Ltd

.375

02/04/30

2,961

2,880,000

(c)

Hana

Bank

.500

N/A(e)

2,753

9,925,000

HSBC

Holdings

plc

.292

09/12/26

9,880

6,200,000

HSBC

Holdings

plc

.013

09/22/28

5,785

12,400,000

HSBC

Holdings

plc

.390

11/03/28

13,424

11,925,000

HSBC

Holdings

plc

.206

08/17/29

10,934

3,750,000

HSBC

Holdings

plc

.973

05/22/30

3,654

8,375,000

HSBC

Holdings

plc

.875

N/A(e)

8,627

6,675,000

HSBC

Holdings

plc

.950

N/A(e)

6,875

7,000,000

Huntington

Bancshares,

Inc

.625

N/A(e)

6,995

UGX

2,000,000,000

(c)

ICBC

Standard

Bank

plc

.250

06/26/34

466

2,125,000

(c)

Intercorp

Financial

Services,

Inc

.125

10/19/27

2,053

200,000

(c)

Intesa

Sanpaolo

S.p.A

.198

06/01/32

178

14,600,000

JPMorgan

Chase

.200

06/15/26

14,386

8,325,000

JPMorgan

Chase

.323

04/26/28

8,342

EUR

600,000

JPMorgan

Chase

.638

05/18/28

647

16,900,000

JPMorgan

Chase

.581

04/22/30

17,738

10,500,000

JPMorgan

Chase

.702

05/06/30

10,213

2,150,000

JPMorgan

Chase

.953

02/04/32

1,847

19,775,000

JPMorgan

Chase

.912

07/25/33

20,198

24,425,000

JPMorgan

Chase

.350

06/01/34

25,559

3,200,000

JPMorgan

Chase

.254

10/23/34

3,559

27,925,000

JPMorgan

Chase

.766

04/22/35

30,092

223

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

BANKS

(continued)

2,625,000

JPMorgan

Chase

.525

11/19/41

1,937

10,750,000

JPMorgan

Chase

.157

04/22/42

8,624

11,100,000

JPMorgan

Chase

.100

N/A(e)

11,100

9,375,000

JPMorgan

Chase

.875

N/A(e)

10,053

6,250,000

JPMorgan

Chase

.650

N/A(e)

6,046

EUR

925,000

Kreditanstalt

fuer

Wiederaufbau

.625

01/10/34

1,035

5,950,000

M&T

Bank

Corp

.500

N/A(e)

5,282

3,675,000

(c)

Mizrahi

Tefahot

Bank

Ltd

.077

04/07/31

3,449

EUR

500,000

Mizuho

Financial

Group,

Inc

.598

04/10/28

530

7,925,000

(c)

NBK

SPC

Ltd

.625

09/15/27

7,469

2,100,000

(c)

Oversea-Chinese

Banking

Corp

Ltd

.832

09/10/30

2,039

7,465,000

PNC

Financial

Services

Group,

Inc

.400

N/A(e)

6,818

CNY

8,000,000

QNB

Finance

Ltd

.150

02/04/26

1,148

EUR

500,000

Societe

Generale

S.A.

.875

11/21/31

589

7,800,000

Sumitomo

Mitsui

Financial

Group,

Inc

.474

07/08/25

7,620

2,350,000

Toronto-Dominion

Bank

.625

09/15/31

2,306

5,000,000

Truist

Financial

Corp

.950

N/A(e)

4,953

9,000,000

Truist

Financial

Corp

.669

N/A(e)

8,949

3,500,000

(c)

United

Overseas

Bank

Ltd

.000

10/14/31

3,316

5,300,000

Wells

Fargo

.550

09/29/25

5,255

16,375,000

Wells

Fargo

.393

06/02/28

15,570

9,600,000

Wells

Fargo

.303

10/23/29

10,272

10,000,000

Wells

Fargo

.900

N/A(e)

9,719

8,500,000

Wells

Fargo

.875

N/A(e)

8,525

5,775,000

Wells

Fargo

.625

N/A(e)

6,289

TOTAL

BANKS

678,735

CAPITAL

GOODS

0.9%

3,250,000

Air

Lease

Corp

.125

12/01/30

2,974

EUR

1,000,000

(c)

Albion

Financing

SARL

.250

10/15/26

1,125

25,400,000

Boeing

.196

02/04/26

24,460

5,350,000

Boeing

.250

02/01/28

5,069

3,350,000

Boeing

.705

05/01/40

3,269

16,800,000

Boeing

.805

05/01/50

16,231

EUR

200,000

Carrier

Global

Corp

.375

05/29/25

224

EUR

400,000

Carrier

Global

Corp

.125

05/29/28

461

EUR

300,000

Carrier

Global

Corp

.500

11/29/32

360

1,300,000

(c)

Embraer

Netherlands

Finance

.000

07/28/30

1,416

3,075,000

(c)

H&E

Equipment

Services,

Inc

.875

12/15/28

2,887

EUR

500,000

Honeywell

International,

Inc

.750

03/01/36

564

11,500,000

Honeywell

International,

Inc

.250

03/01/54

11,994

EUR

300,000

Illinois

Tool

Works,

Inc

.250

05/17/28

339

8,000,000

L3Harris

Technologies,

Inc

.400

07/31/33

8,356

3,550,000

Lockheed

Martin

Corp

.200

02/15/64

3,675

7,275,000

Northrop

Grumman

Corp

.250

01/15/28

7,070

EUR

500,000

Raytheon

Technologies

Corp

.150

05/18/30

521

5,575,000

Raytheon

Technologies

Corp

.250

07/01/30

5,006

1,925,000

(c)

Sociedad

Quimica

Minera

Chile

S.A.

.500

11/07/33

2,076

3,000,000

(c)

Sociedad

Quimica

Minera

Chile

S.A.

.500

09/10/51

2,120

5,425,000

Trane

Technologies

Luxembourg

Finance

S.A.

.800

03/21/29

5,347

2,175,000

Tyco

Electronics

Group

S.A.

.700

02/15/26

2,159

300,000

(c)

WESCO

Distribution,

Inc

.250

06/15/28

307

TOTAL

CAPITAL

GOODS

108,010

COMMERCIAL

PROFESSIONAL

SERVICES

0.1%

325,000

(c)

ASGN,

Inc

.625

05/15/28

316

1,000,000

(c)

GFL

Environmental,

Inc

.750

08/01/25

992

2,000,000

(c)

Prime

Security

Services

Borrower

LLC

.750

04/15/26

2,009

1,325,000

(c)

Prime

Security

Services

Borrower

LLC

.375

08/31/27

1,259

725,000

(c)

Prime

Security

Services

Borrower

LLC

.250

01/15/28

725

3,771,000

Republic

Services,

Inc

.900

07/01/26

3,694

Core

Bond

224

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

2,525,000

Waste

Management,

Inc

.500

11/15/50

1,652

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

10,647

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

0.4%

925,000

(c)

Bath

Body

Works,

Inc

.625

10/01/30

943

550,000

(c)

Group

Automotive,

Inc

.000

08/15/28

525

8,400,000

Home

Depot,

Inc

.950

06/25/34

8,733

875,000

(c)

Lithia

Motors,

Inc

.625

12/15/27

855

8,850,000

Lowe's

Cos,

Inc

.250

04/01/52

7,493

5,100,000

O'Reilly

Automotive,

Inc

.550

03/15/26

5,044

6,875,000

O'Reilly

Automotive,

Inc

.600

09/01/27

6,765

4,075,000

O'Reilly

Automotive,

Inc

.200

04/01/30

4,042

12,400,000

O'Reilly

Automotive,

Inc

.750

03/15/31

10,504

5,050,000

(c)

Prosus

.987

01/19/52

4,264

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

49,168

CONSUMER

SERVICES

0.4%

9,820,000

Amherst

College

.100

11/01/45

8,985

3,000,000

(c)

Genm

Capital

Labuan

Ltd

.882

04/19/31

2,729

125,000

(c)

Hilton

Domestic

Operating

Co,

Inc

.750

05/01/28

126

8,000,000

President

and

Fellows

Harvard

College

.529

10/01/31

7,740

14,250,000

President

and

Fellows

Harvard

College

.619

10/01/37

13,052

1,000,000

Sands

China

Ltd

.300

03/08/27

936

2,100,000

Sands

China

Ltd

.900

08/08/28

2,120

15,000,000

Smith

College

.620

07/01/45

13,937

TOTAL

CONSUMER

SERVICES

49,625

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

0.3%

4,000,000

Costco

Wholesale

Corp

.600

04/20/30

3,533

4,000,000

Kroger

.000

09/15/34

4,033

1,200,000

SYSCO

Corp

.000

01/17/34

1,317

5,450,000

SYSCO

Corp

.150

12/14/51

3,815

5,200,000

Target

Corp

.500

09/15/34

5,200

8,500,000

Walmart,

Inc

.800

09/22/31

7,392

4,000,000

Walmart,

Inc

.500

09/22/41

2,998

7,400,000

Walmart,

Inc

.500

04/15/53

7,138

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

35,426

ENERGY

2.6%

EUR

500,000

Capital

Markets

plc

.231

05/08/31

493

2,973,000

Cenovus

Energy,

Inc

.400

06/15/47

2,879

8,700,000

Cheniere

Energy

Partners

.500

10/01/29

8,581

6,850,000

Cheniere

Energy

Partners

.250

01/31/32

6,125

8,625,000

(c)

Cheniere

Energy

Partners

.750

08/15/34

8,985

900,000

Chevron

USA,

Inc

.900

11/15/24

899

7,200,000

Diamondback

Energy,

Inc

.400

03/24/51

5,974

2,000,000

Ecopetrol

S.A.

.875

04/29/30

1,997

2,125,000

Ecopetrol

S.A.

.625

11/02/31

1,824

200,000

Ecopetrol

S.A.

.875

01/13/33

214

400,000

Ecopetrol

S.A.

.375

01/19/36

409

3,000,000

(c)

EIG

Pearl

Holdings

Sarl

.545

08/31/36

2,670

3,000,000

(c)

Empresa

Nacional

del

Petroleo

.250

11/06/29

3,045

12,968,000

Enbridge,

Inc

.125

11/15/29

12,238

3,925,000

Enbridge,

Inc

.700

03/08/33

4,137

2,950,000

Enbridge,

Inc

.400

08/01/51

2,129

4,725,000

Energy

Transfer

.750

01/15/26

4,731

2,900,000

Energy

Transfer

.750

02/15/33

3,033

5,100,000

Energy

Transfer

.550

12/01/33

5,630

3,100,000

Energy

Transfer

.550

05/15/34

3,210

775,000

Energy

Transfer

.400

10/01/47

738

8,700,000

Energy

Transfer

.250

04/15/49

9,148

9,125,000

Energy

Transfer

.000

05/15/50

8,244

7,600,000

Energy

Transfer

.950

05/15/54

7,778

2,950,000

Energy

Transfer

Operating

.500

06/01/27

3,025

2,650,000

Enterprise

Products

Operating

LLC

.250

02/15/48

2,290

6,200,000

Enterprise

Products

Operating

LLC

.200

01/31/50

5,290

225

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ENERGY

(continued)

4,500,000

Enterprise

Products

Operating

LLC

.200

02/15/52

3,191

6,500,000

Enterprise

Products

Operating

LLC

.300

02/15/53

4,647

450,000

(c)

EQM

Midstream

Partners

.000

07/01/25

451

2,214,450

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

.160

03/31/34

1,963

3,300,000

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

.625

03/31/36

2,816

14,875,000

Marathon

Oil

Corp

.300

04/01/29

15,424

8,375,000

Marathon

Petroleum

Corp

.800

04/01/28

8,233

5,060,000

Marathon

Petroleum

Corp

.750

09/15/44

4,508

5,500,000

Marathon

Petroleum

Corp

.000

09/15/54

4,895

725,000

(c)

MEG

Energy

Corp

.875

02/01/29

709

3,525,000

(c)

Midwest

Connector

Capital

LLC

.625

04/01/29

3,504

8,950,000

MPLX

.750

03/01/26

8,619

4,850,000

MPLX

.650

08/15/30

4,365

5,825,000

MPLX

.700

04/15/48

5,080

275,000

Murphy

Oil

Corp

.875

12/01/27

278

2,200,000

Occidental

Petroleum

Corp

.550

03/15/26

2,225

5,325,000

ONEOK,

Inc

.250

06/01/30

4,991

5,000,000

ONEOK,

Inc

.500

03/15/50

4,162

315,000

(c)

Parkland

Corp

.625

05/01/30

297

500,000

(c)

Parkland

Fuel

Corp

.875

07/15/27

499

200,000

(c),(d)

Pertamina

Persero

.650

07/30/29

192

1,650,000

Petrobras

Global

Finance

.000

01/13/35

1,634

300,000

Petroleos

Mexicanos

.840

01/23/30

278

5,300,000

(d)

Petroleos

Mexicanos

.950

01/28/31

4,587

3,000,000

Petroleos

Mexicanos

.700

02/16/32

2,690

13,575,000

Phillips

.150

12/15/30

11,891

3,225,000

Phillips

.300

03/15/52

2,241

2,375,000

Phillips

.680

02/15/45

2,143

475,000

Plains

All

American

Pipeline

.800

09/15/30

453

2,300,000

(c)

Promigas

S.A.

ESP

.750

10/16/29

2,125

2,950,000

(c)

QazaqGaz

JSC

.375

09/26/27

2,874

2,500,000

(c)

Raizen

Fuels

Finance

S.A.

.700

01/17/35

2,503

1,746,880

(c)

Rio

Oil

Finance

Trust

.200

04/06/28

1,783

6,200,000

Sabine

Pass

Liquefaction

LLC

.875

06/30/26

6,301

4,800,000

Sabine

Pass

Liquefaction

LLC

.500

05/15/30

4,787

1,475,000

(c)

Saudi

Arabian

Oil

.250

07/17/34

1,517

3,000,000

(c)

Saudi

Arabian

Oil

.250

11/24/50

2,108

6,500,000

Sunoco

Logistics

Partners

Operations

.000

10/01/27

6,435

425,000

Targa

Resources

Partners

.500

07/15/27

430

350,000

(c)

Tengizchevroil

Finance

International

Ltd

.625

08/15/25

341

2,500,000

(c)

Thaioil

Treasury

Center

Ltd

.500

06/18/30

2,207

11,000,000

TotalEnergies

Capital

International

S.A.

.127

05/29/50

7,966

2,500,000

TotalEnergies

Capital

S.A.

.488

04/05/54

2,584

3,875,000

TotalEnergies

Capital

S.A.

.638

04/05/64

4,041

1,825,000

TotalEnergies

Capital

S.A.

.425

09/10/64

1,837

2,450,000

(c)

LIQUIDSCO0

.584

10/01/34

2,474

2,550,000

(c)

LIQUIDSCO0

.176

10/01/54

2,581

4,675,000

Williams

Cos,

Inc

.600

03/15/31

4,131

9,250,000

Williams

Cos,

Inc

.650

03/15/33

9,681

TOTAL

ENERGY

291,388

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2.1%

5,100,000

Agree

.000

06/15/28

4,660

1,675,000

Alexandria

Real

Estate

Equities,

Inc

.950

01/15/28

1,652

5,500,000

(d)

Alexandria

Real

Estate

Equities,

Inc

.900

12/15/30

5,613

2,418,000

American

Tower

Corp

.375

10/15/26

2,376

EUR

450,000

American

Tower

Corp

.450

01/15/27

473

1,600,000

American

Tower

Corp

.600

01/15/28

1,561

4,350,000

American

Tower

Corp

.800

08/15/29

4,232

13,700,000

American

Tower

Corp

.900

01/15/30

12,669

2,750,000

American

Tower

Corp

.100

06/15/30

2,422

3,825,000

American

Tower

Corp

.875

10/15/30

3,295

5,825,000

Brixmor

Operating

Partnership

.850

02/01/25

5,792

Core

Bond

226

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

(continued)

1,075,000

Brixmor

Operating

Partnership

.250

04/01/28

991

3,200,000

CubeSmart

.250

12/15/28

2,943

GBP

400,000

Digital

Stout

Holding

LLC

.750

10/17/30

493

2,275,000

Equinix,

Inc

.150

07/15/30

2,011

6,700,000

Essex

Portfolio

.000

01/15/30

6,223

3,875,000

Extra

Space

Storage

.400

10/15/31

3,334

6,600,000

Healthcare

Realty

Holdings

.875

05/01/25

6,549

6,250,000

Healthcare

Realty

Holdings

.500

08/01/26

6,143

3,000,000

Healthcare

Realty

Holdings

.625

01/15/28

2,869

8,975,000

Healthcare

Realty

Holdings

.100

02/15/30

8,246

1,750,000

Healthcare

Realty

Holdings

.400

03/15/30

1,528

1,050,000

Healthcare

Realty

Holdings

.050

03/15/31

864

7,950,000

Highwoods

Realty

.875

03/01/27

7,770

2,900,000

Highwoods

Realty

.125

03/15/28

2,813

2,875,000

Highwoods

Realty

.200

04/15/29

2,778

4,000,000

Highwoods

Realty

.050

02/15/30

3,600

3,845,000

(c)

Iron

Mountain,

Inc

.000

02/15/29

4,008

5,250,000

Kite

Realty

Group

.950

12/15/31

5,257

2,750,000

Kite

Realty

Group

.500

03/01/34

2,833

4,300,000

Mid-America

Apartments

.000

11/15/25

4,277

11,100,000

Mid-America

Apartments

.750

03/15/30

10,261

3,025,000

Mid-America

Apartments

.700

02/15/31

2,564

2,575,000

Mid-America

Apartments

.875

09/15/51

1,737

600,000

National

Retail

Properties,

Inc

.000

11/15/25

596

3,000,000

National

Retail

Properties,

Inc

.600

12/15/26

2,962

1,800,000

NNN

REIT,

Inc

.600

10/15/33

1,884

EUR

400,000

ProLogis

Euro

Finance

LLC

.000

05/05/34

456

GBP

300,000

ProLogis

International

Funding

S.A.

.750

02/22/32

344

1,275,000

ProLogis

.875

11/15/29

1,198

3,125,000

ProLogis

.750

07/01/30

2,726

6,350,000

Regency

Centers

.900

11/01/25

6,285

1,025,000

Regency

Centers

.600

02/01/27

1,008

5,500,000

Regency

Centers

.950

09/15/29

5,144

8,150,000

(c)

SBA

Tower

Trust

.836

01/15/25

8,091

11,046,000

(c)

SBA

Tower

Trust

.884

01/15/26

10,660

25,315,000

(c)

SBA

Tower

Trust

.631

11/15/26

23,702

42,100,000

(c)

SBA

Tower

Trust

.840

04/15/27

39,163

2,150,000

(c)

Trust

Fibra

Uno

.375

02/13/34

2,213

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

241,269

FINANCIAL

SERVICES

2.7%

8,975,000

AerCap

Ireland

Capital

DAC

.750

01/30/26

8,644

21,944,000

AerCap

Ireland

Capital

DAC

.000

10/29/28

20,729

2,250,000

AerCap

Ireland

Capital

DAC

.850

10/29/41

1,881

1,375,000

American

Express

.550

03/04/27

1,327

7,500,000

American

Express

.550

N/A(e)

7,108

10,000,000

Bank

New

York

Mellon

Corp

.700

N/A(e)

9,922

EUR

400,000

(c)

Blackstone

Private

Credit

Fund

.750

11/30/26

425

1,560,000

(c)

Brazil

Minas

SPE

via

State

Minas

Gerais

.333

02/15/28

1,562

6,635,000

(d)

Capital

One

Financial

Corp

.950

N/A(e)

6,251

7,000,000

Charles

Schwab

Corp

.375

N/A(e)

6,988

6,250,000

Community

Preservation

Corp

.867

02/01/30

5,678

3,200,000

Corebridge

Financial,

Inc

.050

09/15/33

3,412

4,350,000

Corebridge

Financial,

Inc

.750

01/15/34

4,585

EUR

500,000

Deutsche

Bank

AG.

.000

09/05/30

591

600,000

Deutsche

Bank

AG.

.742

01/07/33

525

7,305,000

Discover

Bank

.450

07/27/26

7,151

3,750,000

Discover

Bank

.700

02/06/30

3,377

200,000

(c)

ENN

Clean

Energy

International

Investment

Ltd

.375

05/12/26

194

1,825,000

(c)

Equitable

Financial

Life

Global

Funding

.400

07/07/25

1,780

3,543,000

Equitable

Holdings,

Inc

.950

N/A(e)

3,509

6,575,000

Fiserv,

Inc

.450

03/15/34

6,872

13,000,000

Fiserv,

Inc

.150

08/12/34

13,330

227

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FINANCIAL

SERVICES

(continued)

12,825,000

Goldman

Sachs

Group,

Inc

.500

04/01/25

12,746

EUR

500,000

Goldman

Sachs

Group,

Inc

.250

02/07/29

516

12,375,000

Goldman

Sachs

Group,

Inc

.851

04/25/35

13,297

3,500,000

Goldman

Sachs

Group,

Inc

.411

04/23/39

3,300

6,825,000

Goldman

Sachs

Group,

Inc

.436

02/24/43

5,558

3,000,000

Goldman

Sachs

Group,

Inc

.800

N/A(e)

2,887

200,000

(c)

Indian

Railway

Finance

Corp

Ltd

.249

02/13/30

187

3,600,000

(c)

Indian

Railway

Finance

Corp

Ltd

.800

02/10/31

3,214

1,700,000

(c)

Indian

Railway

Finance

Corp

Ltd

.570

01/21/32

1,578

2,282,000

(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

.875

01/15/28

2,070

2,578,800

(c)

Minejesa

Capital

.625

08/10/30

2,540

10,000,000

Morgan

Stanley

.188

04/28/26

9,843

31,425,000

Morgan

Stanley

.125

07/27/26

30,865

EUR

700,000

Morgan

Stanley

.342

10/23/26

765

1,400,000

Morgan

Stanley

.449

07/20/29

1,455

6,600,000

Morgan

Stanley

.407

11/01/29

7,092

EUR

300,000

Morgan

Stanley

.790

03/21/30

343

EUR

500,000

Morgan

Stanley

.950

05/07/32

544

14,250,000

Morgan

Stanley

.250

04/21/34

14,717

5,150,000

Morgan

Stanley

.424

07/21/34

5,371

4,000,000

Morgan

Stanley

.831

04/19/35

4,297

6,625,000

Morgan

Stanley

.320

07/19/35

6,880

4,440,000

Northern

Trust

Corp

.600

N/A(e)

4,395

2,450,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

.400

11/15/28

2,553

3,350,000

(c)

Power

Finance

Corp

Ltd

.950

04/23/30

3,215

550,000

Springleaf

Finance

Corp

.375

11/15/29

529

6,950,000

State

Street

Corp

.700

N/A(e)

7,200

EUR

400,000

UBS

AG.

.500

03/31/31

379

8,825,000

UBS

Group

AG.

.750

03/26/25

8,779

2,950,000

(c)

UBS

Group

AG.

.193

06/05/26

2,896

9,100,000

(c)

UBS

Group

AG.

.305

02/02/27

8,703

6,200,000

(c)

UBS

Group

AG.

.442

08/11/28

6,522

7,500,000

(c)

UBS

Group

AG.

.617

09/13/30

7,837

3,065,000

(c)

UBS

Group

AG.

.179

02/11/43

2,389

4,225,000

Visa,

Inc

.700

04/15/40

3,323

TOTAL

FINANCIAL

SERVICES

304,626

FOOD,

BEVERAGE

TOBACCO

1.0%

1,600,000

(c)

Anadolu

Efes

Biracilik

Malt

Sanayii

AS.

.375

06/29/28

1,424

6,975,000

Anheuser-Busch

Cos

LLC

.700

02/01/36

7,003

17,525,000

Anheuser-Busch

Cos

LLC

.900

02/01/46

17,259

16,850,000

Anheuser-Busch

InBev

Worldwide,

Inc

.750

01/23/29

17,289

7,500,000

Anheuser-Busch

InBev

Worldwide,

Inc

.000

06/15/34

7,816

1,800,000

(c)

Bimbo

Bakeries

USA,

Inc

.050

01/15/29

1,902

3,225,000

Campbell

Soup

.250

10/13/54

3,204

3,875,000

(c)

Cia

Cervecerias

Unidas

S.A.

.350

01/19/32

3,435

3,000,000

(c)

Coca-Cola

Icecek

AS.

.500

01/20/29

2,915

1,700,000

Constellation

Brands,

Inc

.400

11/15/25

1,698

2,675,000

Constellation

Brands,

Inc

.700

12/06/26

2,648

1,050,000

Constellation

Brands,

Inc

.150

08/01/29

996

6,900,000

Constellation

Brands,

Inc

.875

05/01/30

6,361

20,175,000

Constellation

Brands,

Inc

.250

08/01/31

17,442

4,500,000

Diageo

Capital

plc

.375

09/29/25

4,370

2,500,000

(c)

Grupo

Bimbo

SAB

C.V.

.700

11/10/47

2,268

3,950,000

Kraft

Heinz

Foods

.375

06/01/46

3,496

EUR

300,000

(c)

Mondelez

International

Holdings

Netherlands

.250

09/09/41

235

11,000,000

Philip

Morris

International,

Inc

.250

02/13/34

11,424

TOTAL

FOOD,

BEVERAGE

TOBACCO

113,185

HEALTH

CARE

EQUIPMENT

SERVICES

1.1%

EUR

200,000

Becton

Dickinson

.519

02/08/31

226

EUR

500,000

Becton

Dickinson

Euro

Finance

Sarl

.334

08/13/28

505

12,500,000

Bon

Secours

Mercy

Health,

Inc

.382

11/01/25

12,307

1,925,000

Boston

Scientific

Corp

.650

06/01/30

1,769

Core

Bond

228

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

3,285,000

Centene

Corp

.450

07/15/28

3,025

2,910,000

Centene

Corp

.000

10/15/30

2,605

19,230,000

Children's

Hospital

Medic

.268

05/15/44

17,615

9,750,000

CVS

Health

Corp

.780

03/25/38

9,199

4,050,000

CVS

Health

Corp

.700

08/21/40

2,876

12,655,000

CVS

Health

Corp

.050

03/25/48

11,551

4,105,000

Dartmouth-Hitchcock

Health

.178

08/01/48

3,380

10,775,000

Elevance

Health,

Inc

.250

05/15/30

9,651

4,750,000

Elevance

Health,

Inc

.125

02/15/53

4,661

4,225,000

HCA,

Inc

.625

09/01/28

4,387

11,200,000

HCA,

Inc

.625

03/15/32

10,357

5,350,000

HCA,

Inc

.625

03/15/52

4,643

3,500,000

(c)

Hologic,

Inc

.250

02/15/29

3,261

6,125,000

Humana,

Inc

.150

02/03/32

5,152

2,700,000

Humana,

Inc

.875

03/01/33

2,866

EUR

250,000

(c)

IQVIA,

Inc

.750

03/15/26

272

GBP

500,000

McKesson

Corp

.125

02/17/29

631

5,000,000

New

York

and

Presbyterian

Hospital

.563

08/01/36

4,514

EUR

450,000

Stryker

Corp

.625

11/30/30

491

375,000

Tenet

Healthcare

Corp

.625

06/15/28

368

10,700,000

UnitedHealth

Group,

Inc

.300

05/15/31

9,487

2,100,000

UnitedHealth

Group,

Inc

.150

07/15/34

2,192

3,250,000

UnitedHealth

Group,

Inc

.750

10/15/47

2,667

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

130,658

HOUSEHOLD

PERSONAL

PRODUCTS

0.2%

6,220,000

Church

Dwight

Co,

Inc

.300

12/15/31

5,435

EUR

750,000

(c)

Coty,

Inc

.875

04/15/26

834

8,175,000

Haleon

Capital

LLC

.625

03/24/32

7,690

EUR

300,000

Procter

Gamble

.250

08/02/31

343

EUR

600,000

The

Procter

Gamble

Company

.625

10/30/24

666

EUR

400,000

The

Procter

Gamble

Company

.875

10/30/38

384

10,075,000

Unilever

Capital

Corp

.625

08/12/34

10,221

EUR

500,000

Unilever

Finance

Netherlands

.125

02/12/27

539

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

26,112

INSURANCE

1.4%

825,000

(c)

Alliant

Holdings

Intermediate

LLC

.250

10/15/27

790

6,800,000

(c)

Allianz

.350

09/06/53

7,397

4,925,000

Aon

Corp

.800

05/15/30

4,534

3,900,000

Aon

Corp

.350

02/28/33

4,074

3,025,000

Arthur

Gallagher

.750

03/02/53

3,160

5,250,000

AXIS

Specialty

Finance

LLC

.900

01/15/40

5,024

16,000,000

Berkshire

Hathaway

Finance

Corp

.850

10/15/50

11,245

1,400,000

Berkshire

Hathaway

Finance

Corp

.850

03/15/52

1,181

EUR

500,000

Chubb

INA

Holdings,

Inc

.550

03/15/28

532

EUR

450,000

Chubb

INA

Holdings,

Inc

.400

06/15/31

452

EUR

300,000

Credit

Agricole

Assurances

S.A.

.500

10/06/31

284

EUR

400,000

Equitable

Financial

Life

Global

Funding

.600

06/16/28

409

EUR

250,000

(c)

Fairfax

Financial

Holdings

Ltd

.750

03/29/28

274

7,325,000

(c)

Five

Corners

Funding

Trust

.850

05/15/30

6,769

3,000,000

(c)

Hanwha

Life

Insurance

Ltd

.379

02/04/32

2,896

22,408,000

Hartford

Financial

Services

Group,

Inc

.800

08/19/29

20,895

1,100,000

Hartford

Financial

Services

Group,

Inc

.300

04/15/43

983

2,500,000

Hartford

Financial

Services

Group,

Inc

.900

09/15/51

1,688

EUR

750,000

Liberty

Mutual

Group,

Inc

.750

05/04/26

830

EUR

400,000

(c)

Liberty

Mutual

Group,

Inc

.625

12/02/30

470

4,100,000

(c)

Liberty

Mutual

Group,

Inc

.951

10/15/50

3,208

1,250,000

MetLife,

Inc

.600

11/13/25

1,241

1,750,000

MetLife,

Inc

.000

07/15/52

1,732

11,820,000

MetLife,

Inc

.850

N/A(e)

11,629

GBP

200,000

Metropolitan

Life

Global

Funding

.125

09/02/25

266

8,200,000

(c)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

Muenchen

.875

05/23/42

8,590

11,875,000

PartnerRe

Finance

LLC

.500

10/01/50

10,983

229

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

INSURANCE

(continued)

5,250,000

Principal

Financial

Group,

Inc

.125

06/15/30

4,638

1,450,000

Prudential

Financial,

Inc

.905

12/07/47

1,205

6,960,000

Prudential

Financial,

Inc

.700

10/01/50

6,427

3,875,000

Prudential

Financial,

Inc

.125

03/01/52

3,845

3,950,000

Prudential

Financial,

Inc

.500

03/15/54

4,222

10,950,000

Reinsurance

Group

America,

Inc

.750

09/15/34

11,535

5,600,000

(c)

Swiss

Finance

Luxembourg

S.A.

.000

04/02/49

5,685

4,675,000

Verisk

Analytics,

Inc

.250

06/05/34

4,829

TOTAL

INSURANCE

153,922

MATERIALS

0.8%

7,975,000

Albemarle

Corp

.650

06/01/27

8,010

2,600,000

(c)

Alpek

SAB

C.V.

.250

02/25/31

2,304

852,000

Amcor

Flexibles

North

America,

Inc

.100

09/15/26

828

4,879,000

Amcor

Flexibles

North

America,

Inc

.630

06/19/30

4,388

9,400,000

Amcor

Flexibles

North

America,

Inc

.690

05/25/31

8,302

EUR

400,000

Amcor

Finance

plc

.950

05/29/32

454

4,825,000

AngloGold

Ashanti

Holdings

plc

.750

10/01/30

4,461

2,000,000

(c)

Antofagasta

plc

.625

05/13/32

2,057

1,150,000

(c)

Antofagasta

plc

.250

05/02/34

1,224

1,875,000

Ball

Corp

.875

08/15/30

1,669

14,250,000

Berry

Global,

Inc

.570

01/15/26

13,712

2,425,000

Celulosa

Arauco

Constitucion

S.A.

.875

11/02/27

2,356

3,000,000

(c)

Celulosa

Arauco

Constitucion

S.A.

.250

04/30/29

2,914

200,000

(c)

Celulosa

Arauco

Constitucion

S.A.

.200

01/29/30

192

4,200,000

(c)

Corp

Nacional

del

Cobre

Chile

.625

08/01/27

4,091

1,250,000

(c)

Corp

Nacional

del

Cobre

Chile

.440

01/26/36

1,361

EUR

500,000

Dow

Chemical

.500

03/15/27

525

1,800,000

(c)

Freeport

Indonesia

.763

04/14/27

1,806

2,400,000

(c)

Fresnillo

plc

.250

10/02/50

1,846

3,600,000

(c)

Inversiones

CMPC

S.A.

.000

04/06/31

3,207

3,000,000

(c)

Kraton

Corp

.000

07/15/27

3,058

2,800,000

(c)

MEGlobal

.625

04/28/28

2,594

6,675,000

Nutrien

Ltd

.950

05/13/30

6,208

1,920,000

(c)

OCI

.625

10/15/25

1,917

875,000

(c)

OCP

S.A.

.750

06/23/31

784

2,150,000

(c)

OCP

S.A.

.750

05/01/34

2,307

EUR

250,000

(c)

European

Group

.250

05/15/28

290

EUR

250,000

(c)

Olympus

Water

Holding

Corp

.875

10/01/28

268

300,000

(c)

Orbia

Advance

Corp

SAB

C.V.

.875

05/11/26

284

300,000

Sasol

Financing

USA

LLC

.500

03/18/31

268

1,800,000

(c)

St.

Marys

Cement,

Inc

Canada

.750

04/02/34

1,851

4,300,000

Suzano

Austria

GmbH

.125

01/15/32

3,737

200,000

(c)

UltraTech

Cement

Ltd

.800

02/16/31

176

TOTAL

MATERIALS

89,449

MEDIA

ENTERTAINMENT

0.9%

EUR

750,000

(c)

BOI

Finance

.500

02/16/27

789

5,000,000

(c)

CCO

Holdings

LLC

.250

02/01/31

4,409

10,200,000

(d)

Charter

Communications

Operating

LLC

.400

04/01/33

9,332

12,800,000

Charter

Communications

Operating

LLC

.550

06/01/34

13,314

6,100,000

Charter

Communications

Operating

LLC

.500

03/01/42

4,239

4,000,000

Charter

Communications

Operating

LLC

.800

03/01/50

3,062

EUR

450,000

Comcast

Corp

.250

05/20/27

470

17,000,000

Comcast

Corp

.200

07/15/36

14,593

1,925,000

Comcast

Corp

.900

03/01/38

1,737

28,050,000

Comcast

Corp

.887

11/01/51

18,849

650,000

Lamar

Media

Corp

.750

02/15/28

623

1,000,000

Lamar

Media

Corp

.000

02/15/30

942

2,675,000

(c)

Sirius

Radio,

Inc

.125

07/01/30

2,426

GBP

200,000

Time

Warner

Cable

LLC

.750

06/02/31

258

4,400,000

Time

Warner

Cable

LLC

.875

11/15/40

3,990

3,450,000

Time

Warner

Cable

LLC

.500

09/15/42

2,644

EUR

700,000

(c)

Secured

Financing

.500

01/15/32

718

Core

Bond

230

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

9,800,000

Warnermedia

Holdings,

Inc

.755

03/15/27

9,476

15,775,000

Warnermedia

Holdings,

Inc

.141

03/15/52

12,167

2,700,000

(d)

Weibo

Corp

.375

07/08/30

2,479

1,413,000

(c)

Ziff

Davis,

Inc

.625

10/15/30

1,327

TOTAL

MEDIA

ENTERTAINMENT

107,844

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

1.2%

EUR

500,000

AbbVie,

Inc

.125

06/01/29

542

9,400,000

AbbVie,

Inc

.050

03/15/34

9,818

9,850,000

AbbVie,

Inc

.050

11/21/39

9,099

6,950,000

AbbVie,

Inc

.400

03/15/54

7,370

16,075,000

Amgen,

Inc

.250

03/02/33

16,735

18,925,000

Amgen,

Inc

.650

03/02/53

19,908

3,795,000

AstraZeneca

Finance

LLC

.250

05/28/31

3,365

EUR

500,000

(c)

Avantor

Funding,

Inc

.875

07/15/28

554

1,500,000

(c)

Avantor

Funding,

Inc

.625

07/15/28

1,466

3,125,000

Danaher

Corp

.800

12/10/51

2,142

4,700,000

Eli

Lilly

.000

02/09/54

4,778

10,600,000

Gilead

Sciences,

Inc

.250

10/15/33

11,180

1,900,000

Gilead

Sciences,

Inc

.600

10/01/40

1,422

5,500,000

(d)

Gilead

Sciences,

Inc

.550

10/15/53

5,904

EUR

400,000

Johnson

.200

06/01/32

459

EUR

300,000

MSD

Netherlands

Capital

.250

05/30/32

341

EUR

400,000

MSD

Netherlands

Capital

.750

05/30/54

442

EUR

600,000

(c)

Organon

Finance LLC

.875

04/30/28

641

250,000

(c),(d)

Organon

Finance LLC

.125

04/30/31

236

31,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

.300

05/19/53

32,947

EUR

300,000

Sartorius

Finance

.375

09/14/29

349

EUR

500,000

Takeda

Pharmaceutical

Ltd

.000

07/09/40

443

EUR

800,000

Thermo

Fisher

Scientific

Finance

.800

10/18/30

790

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

130,931

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

0.6%

6,375,000

Broadcom,

Inc

.800

10/15/34

6,370

25,131,000

(c)

Broadcom,

Inc

.926

05/15/37

25,109

1,675,000

Intel

Corp

.734

12/08/47

1,233

8,375,000

NVIDIA

Corp

.000

06/15/31

7,403

1,100,000

(c)

NXP

.700

05/01/25

1,085

5,450,000

NXP

.875

06/18/26

5,404

3,475,000

NXP

.400

06/01/27

3,485

4,100,000

NXP

.125

02/15/42

3,076

4,800,000

(c)

Hynix,

Inc

.500

01/19/26

4,611

2,200,000

Texas

Instruments,

Inc

.150

05/15/48

1,961

4,000,000

(c)

TSMC

Global

Ltd

.000

09/28/27

3,647

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

63,384

SOFTWARE

SERVICES

0.7%

7,350,000

Adobe,

Inc

.300

02/01/30

6,754

200,000

(c)

Magnum

Holdings

.375

10/31/26

197

EUR

400,000

International

Business

Machines

Corp

.650

02/11/32

375

26,300,000

Microsoft

Corp

.400

08/08/26

25,645

2,200,000

Microsoft

Corp

.400

09/15/26

2,184

4,120,000

Microsoft

Corp

.525

06/01/50

2,828

550,000

(c)

Open

Text

Holdings,

Inc

.125

02/15/30

516

8,025,000

Oracle

Corp

.900

02/06/33

8,173

17,650,000

Oracle

Corp

.375

09/27/54

17,639

3,000,000

Roper

Technologies,

Inc

.400

09/15/27

2,779

10,050,000

Roper

Technologies,

Inc

.000

06/30/30

8,829

9,650,000

Salesforce,

Inc

.700

07/15/41

7,298

TOTAL

SOFTWARE

SERVICES

83,217

TECHNOLOGY

HARDWARE

EQUIPMENT

0.4%

4,325,000

Amphenol

Corp

.800

02/15/30

4,001

4,825,000

Apple,

Inc

.450

08/04/26

4,708

26,100,000

Apple,

Inc

.050

09/11/26

25,258

3,225,000

Apple,

Inc

.650

02/23/46

3,202

231

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

TECHNOLOGY

HARDWARE

EQUIPMENT

(continued)

4,675,000

Apple,

Inc

.650

02/08/51

3,215

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

40,384

TELECOMMUNICATION

SERVICES

2.0%

GBP

300,000

AT&T,

Inc

.900

12/04/26

387

EUR

500,000

AT&T,

Inc

.350

09/05/29

542

42,943,000

AT&T,

Inc

.550

12/01/33

36,196

8,325,000

AT&T,

Inc

.500

05/15/35

8,107

44,670,000

AT&T,

Inc

.550

09/15/55

32,673

6,553,000

AT&T,

Inc

.800

12/01/57

4,961

225,000

(c)

Bharti

Airtel

Ltd

.250

06/03/31

206

3,000,000

(c)

C&W

Senior

Financing

Designated

Activity

.875

09/15/27

2,990

850,000

Deutsche

Telekom

International

Finance

.750

06/15/30

1,026

EUR

665,000

(c)

Iliad

Holding

SAS

.125

10/15/26

748

1,375,000

(c)

Millicom

International

Cellular

S.A.

.500

04/27/31

1,240

2,750,000

(c),(d)

Millicom

International

Cellular

S.A.

.375

04/02/32

2,826

2,000,000

(c)

MTN

Mauritius

Investment

Ltd

.500

10/13/26

2,030

2,425,000

Orange

S.A.

.375

01/13/42

2,457

295,000

(b),(c)

Sable

International

Finance

Ltd

.125

10/15/32

296

3,300,000

(c)

Sitios

Latinoamerica

SAB

C.V.

.375

04/04/32

3,204

900,000

(c)

Telecomunicaciones

Digitales

S.A.

.500

01/30/30

823

22,975,000

T-Mobile

USA,

Inc

.625

02/15/29

21,401

30,200,000

T-Mobile

USA,

Inc

.875

04/15/30

29,369

8,800,000

T-Mobile

USA,

Inc

.050

07/15/33

9,020

2,225,000

T-Mobile

USA,

Inc

.000

02/15/41

1,709

7,800,000

T-Mobile

USA,

Inc

.300

02/15/51

5,662

EUR

400,000

Verizon

Communications,

Inc

.875

10/26/29

423

EUR

200,000

Verizon

Communications,

Inc

.250

10/31/30

236

10,300,000

Verizon

Communications,

Inc

.750

01/20/31

8,787

8,450,000

Verizon

Communications,

Inc

.550

03/21/31

7,545

38,051,000

Verizon

Communications,

Inc

.355

03/15/32

32,782

EUR

300,000

Verizon

Communications,

Inc

.875

01/15/38

307

GBP

1,000,000

(c)

Vmed

Financing

plc

.500

07/15/31

1,153

5,125,000

Vodafone

Group

plc

.250

09/17/50

4,276

TOTAL

TELECOMMUNICATION

SERVICES

223,382

TRANSPORTATION

0.3%

1,850,000

(c)

Adani

Ports

Special

Economic

Zone

Ltd

.000

07/30/27

1,768

2,000,000

(c)

Adani

Ports

Special

Economic

Zone

Ltd

.200

08/04/27

1,931

2,700,000

(c)

Adani

Ports

Special

Economic

Zone

Ltd

.100

02/02/31

2,298

1,450,000

(c)

Aeropuerto

Internacional

Tocumen

S.A.

.000

08/11/41

1,170

4,075,000

Burlington

Northern

Santa

LLC

.050

02/15/51

2,936

1,300,000

Canadian

Pacific

Railway

.050

03/05/30

1,164

5,600,000

Canadian

Pacific

Railway

.100

12/02/51

3,998

2,040,000

CSX

Corp

.600

11/01/26

1,984

1,525,000

CSX

Corp

.800

03/01/28

1,514

450,000

(c)

Empresa

los

Ferrocarriles

del

Estado

.068

08/18/50

290

3,800,000

(c)

ENA

Master

Trust

.000

05/19/48

2,879

2,260,000

(c)

Misc

Capital

Two

Labuan

Ltd

.750

04/06/27

2,221

5,100,000

Union

Pacific

Corp

.891

04/06/36

4,388

2,275,000

Union

Pacific

Corp

.839

03/20/60

1,818

TOTAL

TRANSPORTATION

30,359

UTILITIES

3.2%

1,950,000

(c)

Adani

Electricity

Mumbai

Ltd

.867

07/22/31

1,700

1,650,000

AEP

Transmission

LLC

.100

12/01/26

1,613

1,650,000

AEP

Transmission

LLC

.000

12/01/46

1,413

4,750,000

AEP

Transmission

LLC

.750

08/15/51

3,136

1,175,000

AEP

Transmission

LLC

.400

03/15/53

1,217

3,475,000

Alabama

Power

.150

08/15/44

3,039

6,025,000

Alabama

Power

.450

10/01/49

4,635

3,964,158

(c)

Alfa

Desarrollo

S.p.A

.550

09/27/51

3,132

17,400,000

Ameren

Illinois

.950

06/01/33

17,900

2,750,000

American

Water

Capital

Corp

.000

12/01/26

2,681

4,000,000

American

Water

Capital

Corp

.800

05/01/30

3,711

Core

Bond

232

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

UTILITIES

(continued)

8,500,000

American

Water

Capital

Corp

.300

06/01/31

7,462

2,375,000

American

Water

Capital

Corp

.000

12/01/46

2,034

4,500,000

American

Water

Capital

Corp

.750

09/01/47

3,668

5,788,000

Appalachian

Power

.450

06/01/45

5,028

8,475,000

Atmos

Energy

Corp

.500

01/15/31

7,179

1,175,000

Atmos

Energy

Corp

.125

10/15/44

1,038

8,875,000

(b)

Atmos

Energy

Corp

.000

12/15/54

8,668

6,500,000

Baltimore

Gas

and

Electric

.750

08/15/47

5,267

5,925,000

Berkshire

Hathaway

Energy

.250

04/15/28

5,770

1,075,000

CenterPoint

Energy

Houston

Electric

LLC

.000

03/01/32

969

EUR

350,000

CEZ

AS.

.875

12/02/26

371

2,975,000

CMS

Energy

Corp

.600

11/15/25

2,935

1,475,000

(c)

Comision

Federal

Electricidad

.700

01/24/30

1,478

200,000

(c)

Comision

Federal

Electricidad

.450

01/24/35

199

8,250,000

Commonwealth

Edison

.000

03/01/50

5,764

6,600,000

Commonwealth

Edison

.750

09/01/51

4,356

12,050,000

Consolidated

Edison

New

York,

Inc

.700

05/15/54

13,050

2,178,000

(d)

Consumers

Energy

.650

08/15/52

1,454

2,350,000

Dominion

Energy,

Inc

.250

08/15/31

2,033

4,000,000

Dominion

Energy,

Inc

.300

04/15/41

3,098

2,500,000

DTE

Electric

.650

03/01/52

1,992

4,125,000

(d)

DTE

Electric

.400

04/01/53

4,331

EUR

500,000

Duke

Energy

Corp

.100

06/15/28

557

EUR

400,000

Duke

Energy

Corp

.750

04/01/31

450

3,650,000

Duke

Energy

Corp

.450

09/01/54

3,790

4,600,000

Duke

Energy

Florida

LLC

.400

10/01/46

3,550

8,850,000

Duke

Energy

Indiana

LLC

.750

04/01/50

5,812

6,100,000

Duke

Energy

Progress

LLC

.500

08/15/50

3,863

EUR

500,000

EDP

Finance

.875

03/11/30

577

EUR

300,000

Electricite

France

S.A.

.000

10/02/30

314

3,445,000

(c)

Empresas

Publicas

Medellin

ESP

.250

07/18/29

3,144

1,800,000

(c)

EnfraGen

Energia

Sur

S.A.

.375

12/30/30

1,551

5,600,000

Entergy

Corp

.900

09/15/25

5,411

10,600,000

Enterprise

Products

Operating

LLC

.700

01/31/51

8,249

6,350,000

Eversource

Energy

.450

01/15/50

4,734

2,250,000

(c)

FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

Banca

Multiple

.250

01/31/41

2,346

8,200,000

Florida

Power

Light

.800

05/15/33

8,394

5,775,000

Florida

Power

Light

.990

03/01/49

4,928

2,900,000

Indiana

Michigan

Power

.750

07/01/47

2,304

4,525,000

(c)

Israel

Electric

Corp

Ltd

.250

08/14/28

4,341

3,200,000

(c)

Korea

Southern

Power

Ltd

.750

01/27/26

3,052

6,975,000

MidAmerican

Energy

.650

04/15/29

6,852

5,400,000

MidAmerican

Energy

.650

08/01/48

4,341

7,350,000

Nevada

Power

.400

05/01/30

6,662

3,335,000

Nevada

Power

.450

05/15/41

3,450

5,200,000

NextEra

Energy

Capital

Holdings,

Inc

.750

06/15/54

5,611

2,000,000

(c)

Niagara

Energy

SAC

.746

10/03/34

2,010

20,060,000

NiSource,

Inc

.700

02/15/31

16,935

6,000,000

(c)

NRG

Energy,

Inc

.450

12/02/27

5,621

2,750,000

Ohio

Power

.600

04/01/30

2,499

6,150,000

Ohio

Power

.150

04/01/48

5,136

4,925,000

Ohio

Power

.000

06/01/49

4,035

1,280,000

Oncor

Electric

Delivery

LLC

.250

09/30/40

1,310

600,000

(c)

Pattern

Energy

Operations

.500

08/15/28

580

2,775,000

PECO

Energy

.000

09/15/49

1,967

3,700,000

PECO

Energy

.800

06/15/50

2,514

650,000

(c)

Perusahaan

Listrik

Negara

.875

07/17/29

628

3,000,000

(c)

Perusahaan

Listrik

Negara

.375

02/05/30

2,805

200,000

(c)

Perusahaan

Listrik

Negara

.875

07/17/49

177

5,000,000

(c)

Perusahaan

Perseroan

Persero

Perusahaan

Listrik

Negara

.000

06/30/50

3,864

750,000

Potomac

Electric

Power

.900

12/15/38

984

2,100,000

Public

Service

Colorado

.050

09/15/49

1,739

233

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

UTILITIES

(continued)

4,450,000

Public

Service

Colorado

.200

03/01/50

3,182

5,150,000

Public

Service

Electric

and

Gas

.900

12/15/32

5,328

6,970,000

Public

Service

Electric

and

Gas

.150

01/01/50

5,141

5,000,000

Public

Service

Electric

and

Gas

.450

03/01/54

5,308

20,000,000

Southern

.000

01/15/51

19,717

8,475,000

Southern

Gas

Capital

Corp

.875

11/15/25

8,407

EUR

500,000

Southern

Power

.850

06/20/26

547

2,440,000

Southwestern

Public

Service

.400

08/15/46

1,807

3,964,422

(c)

Sweihan

Power

PJSC

.625

01/31/49

3,370

6,700,000

Union

Electric

.450

03/15/53

6,994

2,775,000

Union

Electric

.125

03/15/55

2,772

3,250,000

Virginia

Electric

and

Power

.950

11/15/26

3,178

1,900,000

Virginia

Electric

and

Power

.700

08/15/53

2,032

2,200,000

Virginia

Electric

and

Power

.550

08/15/54

2,312

3,000,000

Wisconsin

Power

and

Light

.950

04/01/33

3,063

4,125,000

Wisconsin

Power

and

Light

.100

10/15/44

3,480

2,240,000

Xcel

Energy,

Inc

.800

09/15/41

2,061

TOTAL

UTILITIES

358,107

TOTAL

CORPORATE

BONDS

(Cost

$3,595,196)

3,419,725

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

GOVERNMENT

BONDS

49.9%

AGENCY

SECURITIES

0.3%

2,547,633

Canal

Barge

Co,

Inc

.500

11/12/34

2,540

Export-Import

Bank

the

United

States

.822

05/03/25

25,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

.540

08/17/35

18,908

9,000,000

Federal

National

Mortgage

Association

(FNMA)

.625

08/24/35

6,870

6,125,000

Private

Export

Funding

Corp

(PEFCO)

.750

11/15/24

6,101

TOTAL

AGENCY

SECURITIES

34,419

FOREIGN

GOVERNMENT

BONDS

3.5%

750,000

(c)

Africa

Finance

Corp

.875

04/28/28

690

3,925,000

(c)

Angolan

Government

International

Bond

.750

04/14/32

3,520

INR

41,700,000

Asian

Infrastructure

Investment

Bank

.000

12/08/31

463

AUD

1,250,000

Australia

Government

Bond

.000

12/21/30

733

AUD

1,775,000

Australia

Government

Bond

.250

05/21/32

1,014

200,000

(c)

Bank

Gospodarstwa

Krajowego

.250

10/31/28

214

3,815,000

(c)

Bank

Gospodarstwa

Krajowego

.375

05/22/33

3,916

EUR

925,000

Bank

Gospodarstwa

Krajowego

.375

03/13/39

1,059

7,000,000

(c)

Banque

Ouest

Africaine

Developpement

.700

10/22/31

6,317

EUR

3,650,000

(c)

Banque

Ouest

Africaine

Developpement

.750

01/22/33

3,373

EUR

850,000

(c)

Benin

Government

International

Bond

.950

01/22/35

793

8,000,000

(c)

BNG

Bank

.875

05/18/26

7,620

BRL

3,000,000

Brazil

Notas

Tesouro

Nacional

Serie

.000

01/01/27

527

BRL

3,750,000

Brazil

Notas

Tesouro

Nacional

Serie

.000

01/01/31

620

500,000

Brazilian

Government

International

Bond

.125

01/22/32

514

3,410,000

Brazilian

Government

International

Bond

.000

10/20/33

3,457

EUR

545,000

Bundesobligation

.000

10/10/25

592

EUR

6,450,000

Bundesrepublik

Deutschland

.000

08/15/31

6,294

EUR

380,000

Bundesrepublik

Deutschland

.000

02/15/32

367

EUR

1,400,000

Bundesrepublik

Deutschland

.300

02/15/33

1,592

EUR

3,700,000

Bundesrepublik

Deutschland

.000

05/15/38

3,478

EUR

135,000

Bundesrepublik

Deutschland

.250

08/15/48

118

EUR

2,465,000

Bundesrepublik

Deutschland

.000

08/15/52

1,404

EUR

750,000

Bundesschatzanweisungen

.500

03/19/26

838

7,000,000

(c)

Caisse

d'Amortissement

Dette

Sociale

.125

11/29/24

6,957

CAD

1,400,000

(c)

Canada

Housing

Trust

.100

12/15/26

995

CAD

1,525,000

(c)

Canada

Housing

Trust

.550

09/15/32

1,154

CAD

1,650,000

Canadian

Government

International

Bond

.000

11/01/24

1,219

CAD

875,000

Canadian

Government

International

Bond

.500

08/01/25

647

CAD

1,475,000

Canadian

Government

International

Bond

.000

06/01/28

1,065

CAD

850,000

Canadian

Government

International

Bond

.000

06/01/32

591

Core

Bond

234

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FOREIGN

GOVERNMENT

BONDS

(continued)

2,000,000

Chile

Government

International

Bond

.850

01/22/29

2,042

EUR

700,000

Chile

Government

International

Bond

.875

07/09/31

801

1,250,000

Chile

Government

International

Bond

.550

01/27/32

1,103

2,400,000

Chile

Government

International

Bond

.500

01/31/34

2,205

CNY

5,750,000

China

Government

Bond

.940

10/17/24

820

CNY

47,400,000

China

Government

Bond

.120

12/05/26

6,987

CNY

9,000,000

China

Government

Bond

.040

02/25/27

1,296

CNY

20,200,000

China

Government

Bond

.500

07/25/27

2,942

CNY

16,100,000

China

Government

Bond

.270

11/19/30

2,472

CNY

18,900,000

China

Government

Bond

.860

07/22/49

3,450

CNY

10,000,000

China

Government

Bond

.390

03/16/50

1,705

CNY

4,700,000

China

Government

Bond

.810

09/14/50

856

CNY

4,700,000

China

Government

Bond

.720

04/12/51

843

NOK

7,000,000

City

Oslo

Norway

.050

10/31/24

661

2,075,000

Colombia

Government

International

Bond

.250

04/22/32

1,672

1,300,000

Colombia

Government

International

Bond

.000

11/14/35

1,386

1,700,000

Colombia

Government

International

Bond

.000

06/15/45

1,251

COP

3,300,000,000

Colombian

TES

.750

09/18/30

729

275,000

(c)

Costa

Rica

Government

International

Bond

.550

04/03/34

292

2,200,000

(c)

Costa

Rica

Government

International

Bond

.625

04/30/43

2,058

DOP

29,000,000

(c)

Dominican

Republic

Central

Bank

Notes

.000

12/05/25

491

800,000

(c)

Dominican

Republic

Government

International

Bond

.050

02/03/31

861

1,575,000

(c)

Dominican

Republic

Government

International

Bond

.875

09/23/32

1,497

DOP

8,500,000

(c)

Dominican

Republic

Government

International

Bond

.250

09/15/35

154

3,050,000

(c)

Dominican

Republic

Government

International

Bond

.875

01/30/60

2,855

141,600

(c)

Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/30

103

99,120

(c)

Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/35

28,000

(c)

Ecuador

Government

International

Bond

(Step

Bond)

.000

07/31/40

1,500,000

(c)

Egypt

Government

International

Bond

.800

09/30/27

1,416

325,000

(c)

Egypt

Government

International

Bond

.053

01/15/32

281

2,700,000

(c)

Egypt

Government

International

Bond

.500

01/31/47

2,176

1,425,000

Emirate

Dubai

Government

International

Bonds

.900

09/09/50

1,105

3,500,000

European

Investment

Bank

.875

02/15/36

3,787

2,000,000

(c)

Export-Import

Bank

India

.875

02/01/28

1,964

2,000,000

(c)

Export-Import

Bank

India

.250

01/13/31

1,739

3,350,000

Export-Import

Bank

Korea

.250

09/21/30

2,844

EUR

1,325,000

(c)

French

Republic

Government

Bond

OAT

.750

11/25/28

1,379

EUR

290,000

(c)

French

Republic

Government

Bond

OAT

.750

04/25/35

376

EUR

1,525,000

French

Republic

Government

Bond

OAT

.250

05/25/36

1,404

EUR

2,225,000

(c)

French

Republic

Government

Bond

OAT

.500

05/25/40

1,651

EUR

860,000

(c)

French

Republic

Government

Bond

OAT

.750

05/25/52

503

EUR

960,000

(c)

French

Republic

Government

Bond

OAT

.750

05/25/53

547

2,325,000

(c)

Ghana

Government

International

Bond

.125

03/26/32

1,232

1,000,000

(c)

Ghana

Government

International

Bond

.627

06/16/49

522

450,000

(c)

Guatemala

Government

International

Bond

.375

06/05/27

438

500,000

(c)

Guatemala

Government

International

Bond

.650

10/07/41

412

EUR

1,250,000

(c)

Hellenic

Republic

Government

International

Bond

.500

06/18/30

1,306

EUR

725,000

(c)

Hellenic

Republic

Government

International

Bond

.750

06/18/31

709

EUR

975,000

(c)

Hellenic

Republic

Government

International

Bond

.375

06/15/34

1,109

EUR

750,000

(c)

Hellenic

Republic

Government

International

Bond

.375

07/18/38

917

EUR

390,000

(c)

Hellenic

Republic

Government

International

Bond

.125

06/15/54

449

1,565,000

(c)

Hungary

Government

International

Bond

.125

05/22/28

1,632

1,725,000

(c)

Hungary

Government

International

Bond

.250

06/16/29

1,750

HUF

421,500,000

Hungary

Government

International

Bond

.000

08/21/30

1,020

1,150,000

(c)

Hungary

Government

International

Bond

.125

09/22/31

953

EUR

600,000

Hungary

Government

International

Bond

.750

06/05/35

524

CAD

1,475,000

Hydro-Quebec

.000

02/15/45

1,217

3,625,000

(c)

Indonesia

Government

International

Bond

.625

04/15/43

3,544

IDR

16,800,000,000

Indonesia

Treasury

Bond

.125

06/15/43

1,147

AUD

900,000

Inter-American

Development

Bank

.750

10/30/25

613

INR

17,000,000

Inter-American

Development

Bank

.000

04/17/33

205

CAD

1,300,000

International

Bank

for

Reconstruction

Development

.900

01/16/25

955

235

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FOREIGN

GOVERNMENT

BONDS

(continued)

INR

56,000,000

International

Bank

for

Reconstruction

Development

.500

01/21/27

651

IDR

20,900,000,000

International

Bank

for

Reconstruction

Development

.250

01/12/28

1,392

GBP

500,000

International

Finance

Corp

.250

12/15/25

636

896,875

(c)

Iraq

Government

International

Bond

.800

01/15/28

869

EUR

350,000

Ireland

Government

Bond

.000

10/18/31

333

EUR

725,000

Ireland

Government

Bond

.600

10/18/34

816

EUR

400,000

Ireland

Government

Bond

.700

05/15/37

400

EUR

400,000

Ireland

Government

Bond

.000

10/18/43

459

EUR

425,000

Ireland

Government

Bond

.500

05/15/50

360

1,750,000

Israel

Government

International

Bond

.375

03/12/29

1,778

3,100,000

Israel

Government

International

Bond

.375

01/15/50

2,104

EUR

4,315,000

Italy

Buoni

Poliennali

Del

Tesoro

.450

02/15/29

4,372

EUR

1,875,000

Italy

Buoni

Poliennali

Del

Tesoro

.950

08/01/30

1,873

EUR

675,000

Italy

Buoni

Poliennali

Del

Tesoro

.000

10/30/31

800

EUR

875,000

(c)

Italy

Buoni

Poliennali

Del

Tesoro

.450

09/01/43

1,043

EUR

425,000

(c)

Italy

Buoni

Poliennali

Del

Tesoro

.700

09/01/51

302

EUR

225,000

(c)

Italy

Buoni

Poliennali

Del

Tesoro

.300

10/01/54

257

EUR

1,000,000

(c)

Ivory

Coast

Government

International

Bond

.875

10/17/31

1,053

EUR

100,000

(c)

Ivory

Coast

Government

International

Bond

.875

01/30/32

1,400,000

(c)

Ivory

Coast

Government

International

Bond

.250

01/30/37

1,440

1,165,973

(c)

Ivory

Coast

Government

International

Bond

(Step

Bond)

.750

12/31/32

1,114

2,850,000

Jamaica

Government

International

Bond

.875

07/28/45

3,522

2,500,000

(c)

Japan

Finance

Organization

for

Municipalities

.000

05/21/25

2,445

JPY

140,000,000

Japan

Finance

Organization

for

Municipalities

.020

03/13/26

969

JPY

498,000,000

Japan

Government

Five

Year

Bond

.005

09/20/26

3,440

JPY

445,000,000

Japan

Government

Five

Year

Bond

.300

09/20/28

3,079

JPY

191,000,000

Japan

Government

Five

Year

Bond

.500

03/20/29

1,330

JPY

258,000,000

Japan

Government

Forty

Year

Bond

.700

03/20/61

1,109

JPY

239,000,000

Japan

Government

Forty

Year

Bond

.300

03/20/63

1,240

JPY

475,000,000

Japan

Government

Ten

Year

Bond

.100

09/20/26

3,288

JPY

162,000,000

Japan

Government

Ten

Year

Bond

.100

12/20/29

1,104

JPY

603,600,000

Japan

Government

Ten

Year

Bond

.100

12/20/30

4,086

JPY

225,000,000

Japan

Government

Thirty

Year

Bond

.500

09/20/46

1,192

JPY

105,000,000

Japan

Government

Thirty

Year

Bond

.600

09/20/50

524

JPY

132,000,000

Japan

Government

Thirty

Year

Bond

.700

09/20/51

664

JPY

118,500,000

Japan

Government

Thirty

Year

Bond

.300

06/20/52

692

JPY

105,000,000

Japan

Government

Thirty

Year

Bond

.200

06/20/54

747

JPY

202,000,000

Japan

Government

Twenty

Year

Bond

.400

09/20/34

1,472

JPY

93,000,000

Japan

Government

Twenty

Year

Bond

.600

12/20/36

608

JPY

153,000,000

Japan

Government

Twenty

Year

Bond

.300

06/20/39

915

JPY

385,000,000

Japan

Government

Twenty

Year

Bond

.100

09/20/42

2,472

JPY

142,000,000

Japan

Government

Twenty

Year

Bond

.600

03/20/44

974

JPY

348,000,000

Japan

Government

Two

Year

Bond

.005

07/01/25

2,418

1,000,000

(c)

Jordan

Government

International

Bond

.500

01/13/29

1,016

1,025,000

(c)

Jordan

Government

International

Bond

.850

07/07/30

966

KZT

230,000,000

Kazakhstan

Government

Bond-MEOKAM

.850

06/24/25

480

KZT

123,000,000

Kazakhstan

Government

Bond-MEUKAM

.200

05/27/25

246

550,000

(c)

Kenya

Government

International

Bond

.000

05/22/27

540

EUR

2,900,000

(c)

Kingdom

Belgium

Government

Bond

.350

06/22/32

2,733

EUR

3,950,000

(c)

Kingdom

Belgium

Government

Bond

.450

06/22/37

3,710

3,000,000

(c)

Kommunalbanken

AS.

.125

06/14/30

2,599

KRW

1,800,000,000

Korea

Treasury

Bond

.500

12/10/26

1,338

KRW

2,660,000,000

Korea

Treasury

Bond

.375

12/10/29

1,885

KRW

2,400,000,000

Korea

Treasury

Bond

.000

06/10/31

1,731

KRW

1,225,000,000

Korea

Treasury

Bond

.375

12/10/31

903

KRW

2,380,000,000

Korea

Treasury

Bond

.375

09/10/38

1,689

KRW

400,000,000

Korea

Treasury

Bond

.875

09/10/41

260

KRW

365,000,000

Korea

Treasury

Bond

.500

03/10/52

254

1,750,000

(g)

Lebanon

Government

International

Bond

.750

11/29/27

136

MYR

2,610,000

Malaysia

Government

Bond

.457

03/31/53

659

MXN

7,750,000

Mexican

Bonos

.000

03/06/25

385

MXN

23,500,000

Mexican

Bonos

.750

03/05/26

1,132

Core

Bond

236

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FOREIGN

GOVERNMENT

BONDS

(continued)

MXN

24,700,000

Mexican

Bonos

.500

11/18/38

1,154

1,675,000

Mexico

Government

International

Bond

.400

02/09/28

1,710

3,375,000

Mexico

Government

International

Bond

.250

04/16/30

3,095

3,001,000

Mexico

Government

International

Bond

.050

01/11/40

3,031

6,650,000

Mexico

Government

International

Bond

.280

08/14/41

5,426

3,500,000

Mexico

Government

International

Bond

.600

02/10/48

2,817

5,075,000

Mexico

Government

International

Bond

.400

02/12/52

3,895

1,500,000

Mexico

Government

International

Bond

.400

05/07/54

1,501

320,000

(c)

Morocco

Government

International

Bond

.375

12/15/27

297

4,050,000

(c)

Morocco

Government

International

Bond

.500

12/11/42

3,842

1,675,000

(c)

Namibia

Government

International

Bond

.250

10/29/25

1,658

EUR

475,000

Netherlands

Government

International

Bond

.500

07/15/34

532

EUR

380,000

(c)

Netherlands

Government

International

Bond

.000

01/15/52

209

AUD

500,000

New

South

Wales

Treasury

Corp

.000

05/20/26

346

AUD

2,690,000

New

South

Wales

Treasury

Corp

.000

04/20/29

1,783

NZD

1,175,000

New

Zealand

Government

International

Bond

.750

04/15/25

739

NZD

2,650,000

New

Zealand

Government

International

Bond

.500

04/14/33

1,595

NOK

17,250,000

(c)

Norway

Government

International

Bond

.000

04/26/28

1,565

1,100,000

(c)

Oman

Government

International

Bond

.000

08/01/29

1,152

2,400,000

(c)

Oman

Government

International

Bond

.250

01/25/31

2,561

3,575,000

(c)

OPEC

Fund

for

International

Development

.500

01/26/26

3,585

500,000

Oriental

Republic

Uruguay

.250

09/10/60

500

5,400,000

Panama

Bonos

del

Tesoro

.362

06/30/31

4,410

3,150,000

Panama

Government

International

Bond

.700

01/26/36

3,279

500,000

Panama

Government

International

Bond

.000

03/01/38

565

2,025,000

Panama

Government

International

Bond

.300

04/29/53

1,432

750,000

(c)

Paraguay

Government

International

Bond

.000

02/09/36

791

1,000,000

(c)

Paraguay

Government

International

Bond

.100

08/11/44

1,025

1,100,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

.700

06/06/32

1,113

3,000,000

Peruvian

Government

International

Bond

.862

12/01/32

2,405

1,970,000

Peruvian

Government

International

Bond

.000

01/15/34

1,688

PEN

3,515,000

(c)

Peruvian

Government

International

Bond

.400

08/12/34

890

165,000

Peruvian

Government

International

Bond

.375

02/08/35

169

1,250,000

Peruvian

Government

International

Bond

.875

08/08/54

1,310

6,170,000

Philippine

Government

International

Bond

.200

03/29/47

5,514

CAD

875,000

Province

Ontario

Canada

.150

06/02/31

605

CAD

875,000

Province

Ontario

Canada

.900

12/02/51

419

CAD

650,000

Province

Quebec

Canada

.750

09/01/27

478

6,000,000

Province

Quebec

Canada

.500

09/15/29

6,970

2,050,000

(c)

Qatar

Government

International

Bond

.750

04/16/30

2,026

EUR

950,000

Republic

Bulgaria

.125

03/26/35

1,009

EUR

425,000

(c)

Republic

Cameroon

International

Bond

.950

07/07/32

383

7,000,000

Republic

Italy

Government

International

Bond

.000

10/17/49

5,373

2,000,000

(c)

Republic

Kenya

Government

International

Bond

.750

02/16/31

2,021

PLN

5,650,000

Republic

Poland

Government

International

Bond

.750

04/25/29

1,519

1,425,000

Republic

Poland

Government

International

Bond

.750

11/16/32

1,530

PLN

3,700,000

Republic

Poland

Government

International

Bond

.000

10/25/33

1,017

550,000

Republic

Poland

Government

International

Bond

.125

09/18/34

565

2,795,000

Republic

Poland

Government

International

Bond

.500

04/04/53

2,859

2,000,000

Republic

South

Africa

Government

International

Bond

.875

09/16/25

2,015

200,000

Republic

South

Africa

Government

International

Bond

.875

04/20/32

199

ZAR

18,725,000

Republic

South

Africa

Government

International

Bond

.875

02/28/35

1,003

2,800,000

Republic

South

Africa

Government

International

Bond

.375

07/24/44

2,329

350,000

Republic

South

Africa

Government

International

Bond

.300

04/20/52

348

UZS

5,990,000,000

(c)

Republic

Uzbekistan

International

Bond

.625

05/29/27

453

1,485,000

(c)

Republic

Uzbekistan

International

Bond

.850

10/12/28

1,569

675,000

(c)

Republic

Uzbekistan

International

Bond

.700

11/25/30

582

RON

5,655,000

Romanian

Government

International

Bond

.000

04/29/30

1,349

1,850,000

(c)

Romanian

Government

International

Bond

.000

02/14/31

1,614

EUR

600,000

(c)

Romanian

Government

International

Bond

.000

01/28/32

543

EUR

500,000

(c)

Romanian

Government

International

Bond

.000

04/14/33

433

3,300,000

(c)

Romanian

Government

International

Bond

.000

02/14/51

2,403

237

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FOREIGN

GOVERNMENT

BONDS

(continued)

3,125,000

(c)

Rwanda

International

Government

Bond

.500

08/09/31

2,584

1,425,000

(c)

Saudi

Government

International

Bond

.250

10/26/26

1,400

5,650,000

(c)

Saudi

Government

International

Bond

.750

01/21/55

4,175

EUR

325,000

(c)

Senegal

Government

International

Bond

.750

03/13/28

337

EUR

425,000

(c)

Senegal

Government

International

Bond

.375

06/08/37

348

1,000,000

(c)

Senegal

Government

International

Bond

.750

03/13/48

739

EUR

1,250,000

(c)

Serbia

Government

International

Bond

.500

06/26/29

1,239

3,450,000

(c)

Serbia

Government

International

Bond

.125

12/01/30

2,894

760,000

(c)

Serbia

Government

International

Bond

.500

09/26/33

813

EUR

525,000

(c)

Serbia

International

Bond

.650

03/03/33

460

RSD

90,000,000

Serbia

Treasury

Bonds

.000

10/26/31

950

RSD

31,700,000

Serbia

Treasury

Bonds

.500

08/20/32

287

EUR

900,000

(c)

Spain

Government

Bond

.250

04/30/34

1,032

EUR

475,000

(c)

Spain

Government

Bond

.900

07/30/39

565

EUR

2,550,000

(c)

Spain

Government

International

Bond

.750

10/31/24

2,837

EUR

845,000

(c)

Spain

Government

International

Bond

.400

07/30/28

908

EUR

1,475,000

(c)

Spain

Government

International

Bond

.600

10/31/29

1,498

EUR

2,350,000

(c)

Spain

Government

International

Bond

.200

10/31/40

1,919

EUR

1,000,000

(c)

Spain

Government

International

Bond

.900

10/31/52

780

THB

9,000,000

Thailand

Government

International

Bond

.585

12/17/35

254

THB

24,400,000

Thailand

Government

International

Bond

.300

06/17/38

813

AUD

545,000

Treasury

Corp

Victoria

.500

10/22/29

349

AUD

2,850,000

Treasury

Corp

Victoria

.250

11/20/34

1,557

TRY

30,000,000

Turkiye

Government

International

Bond

.600

10/01/25

693

EUR

750,000

Turkiye

Government

International

Bond

.875

05/21/30

871

1,850,000

(d)

Turkiye

Government

International

Bond

.625

05/15/34

1,963

3,800,000

(b)

Turkiye

Government

International

Bond

.500

01/03/35

3,726

28,006

(c)

Ukraine

Government

International

Bond

.000

02/01/30

104,654

(c)

Ukraine

Government

International

Bond

.000

02/01/34

230,715

(c)

Ukraine

Government

International

Bond

.750

02/01/34

102

88,440

(c)

Ukraine

Government

International

Bond

.000

02/01/35

205,080

(c)

Ukraine

Government

International

Bond

.750

02/01/35

73,700

(c)

Ukraine

Government

International

Bond

.000

02/01/36

76,905

(c)

Ukraine

Government

International

Bond

.750

02/01/36

GBP

485,000

United

Kingdom

Gilt

.125

01/31/28

577

GBP

1,220,000

United

Kingdom

Gilt

.625

10/22/28

1,506

GBP

425,000

United

Kingdom

Gilt

.500

01/31/29

495

GBP

440,000

United

Kingdom

Gilt

.250

01/31/33

560

GBP

550,000

United

Kingdom

Gilt

.875

07/31/33

569

GBP

760,000

United

Kingdom

Gilt

.625

01/31/34

1,067

GBP

550,000

United

Kingdom

Gilt

.250

07/31/34

750

GBP

2,665,000

United

Kingdom

Gilt

.750

09/07/37

2,712

GBP

900,000

United

Kingdom

Gilt

.750

01/29/38

1,151

GBP

275,000

United

Kingdom

Gilt

.250

10/22/41

231

GBP

575,000

United

Kingdom

Gilt

.500

07/22/47

440

GBP

800,000

United

Kingdom

Gilt

.250

12/07/49

1,020

GBP

1,875,000

United

Kingdom

Gilt

.625

10/22/50

1,031

GBP

1,475,000

United

Kingdom

Gilt

.500

07/31/53

1,013

3,230,000

Uruguay

Government

International

Bond

.375

01/23/31

3,242

UYU

20,300,000

Uruguay

Government

International

Bond

.250

05/21/31

447

1,400,000

Uruguay

Government

International

Bond

.100

06/18/50

1,397

TOTAL

FOREIGN

GOVERNMENT

BONDS

392,409

MORTGAGE

BACKED

24.1%

5,176,000

(a),(c)

Angel

Oak

Mortgage

Trust

.837

11/25/66

3,789

6,214,270

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

.000

10/25/51

5,380

73,948,299

(a),(c)

Citigroup

Mortgage

Loan

Trust

.155

02/25/52

640

8,290,959

(a),(c)

Citigroup

Mortgage

Loan

Trust

.250

02/25/52

119

19,340,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

.380

03/25/42

20,169

23,145,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.650%)

.913

06/25/42

25,050

340,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.350%)

.630

01/25/43

359

3,759,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

.813

05/25/43

4,023

1,770,600

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

5.350%)

.613

05/25/43

1,955

Core

Bond

238

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

800,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

.363

06/25/43

840

915,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

6.850%)

.113

06/25/43

1,020

3,960,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.900%)

.188

07/25/43

4,199

1,525,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

5.900%)

.180

07/25/43

1,673

5,755,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

.830

10/25/43

6,043

5,100,000

(b)

Fannie

Mae

Freddie

Mac

.000

10/25/54

4,897

4,365,518

(a)

Fannie

Mae

REMICS,

(SOFR30A

5.836%)

.555

09/25/43

647

2,986,970

Fannie

Mae

REMICS

.000

07/25/45

2,727

6,016,472

Fannie

Mae

REMICS

.500

02/25/48

5,441

4,308,508

Fannie

Mae

REMICS

.000

07/25/48

4,124

10,834,814

Fannie

Mae

REMICS

.000

08/25/50

1,417

9,181,596

Fannie

Mae

REMICS

.000

10/25/50

6,455

28,229,877

Fannie

Mae

REMICS

.500

11/25/50

4,022

9,611,024

Fannie

Mae

REMICS

.000

12/25/50

1,670

3,584,241

Fannie

Mae

REMICS

.000

02/25/51

604

11,067,770

Fannie

Mae

REMICS

.500

11/25/51

1,361

14,677,383

Fannie

Mae

REMICS

.500

04/25/52

11,855

3,502,450

Fannie

Mae

REMICS

.000

05/25/52

2,947

9,788,856

Fannie

Mae

REMICS

.500

07/25/52

9,707

5,731,494

Fannie

Mae

REMICS

.500

08/25/52

5,102

4,319,845

Fannie

Mae

REMICS

.000

09/25/52

3,810

4,928,427

Fannie

Mae

REMICS

.000

09/25/52

4,555

4,157,162

Fannie

Mae

REMICS

.500

10/25/52

3,975

4,747,917

Fannie

Mae

REMICS

.500

10/25/52

4,678

7,820,778

Fannie

Mae

REMICS

.500

11/25/52

8,003

11,839,361

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

.000

11/01/49

10,803

4,271,546

FHLMC

.000

11/01/51

3,896

29,236,648

FHLMC

.000

11/01/51

26,770

3,800,658

FHLMC

.000

11/01/51

3,482

2,629,755

FHLMC

.000

11/01/51

2,415

12,286,175

FHLMC

.500

04/01/52

10,703

9,656,200

FHLMC

.000

04/01/52

8,788

6,248,019

FHLMC

.000

04/01/52

6,010

1,152,039

FHLMC

.500

06/01/52

1,077

15,502,400

FHLMC

.500

06/01/52

15,258

678,514

FHLMC

.500

07/01/52

667

15,395,596

FHLMC

.500

07/01/52

15,153

28,106,008

FHLMC

.000

11/01/52

28,822

21,983,347

FHLMC

.500

08/01/53

22,261

5,059

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

.000

01/01/31

3,599

FGLMC

.000

01/01/32

177,810

FGLMC

.500

07/01/33

179

1,222,604

FGLMC

.000

12/01/33

1,281

327,415

FGLMC

.500

10/01/34

325

242,438

FGLMC

.500

04/01/35

245

326,131

FGLMC

.000

05/01/35

343

1,020,778

FGLMC

.000

06/01/36

1,048

381,042

FGLMC

.000

07/01/39

393

51,012

FGLMC

.500

12/01/43

29,848

FGLMC

.500

02/01/44

974,158

FGLMC

.500

10/01/44

977

503,177

FGLMC

.500

11/01/44

505

911,819

FGLMC

.500

11/01/44

914

481,496

FGLMC

.500

12/01/44

483

468,390

FGLMC

.500

12/01/44

465

2,892,259

FGLMC

.500

04/01/45

2,765

431,749

FGLMC

.500

05/01/45

427

12,493,271

FGLMC

.500

08/01/45

11,986

1,270,282

FGLMC

.500

06/01/47

1,275

2,036,047

FGLMC

.000

09/01/47

1,993

2,188,360

FGLMC

.500

12/01/47

2,078

7,796,872

FGLMC

.500

08/01/48

7,830

239

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

3,638,916

FGLMC

.500

10/01/48

3,654

5,815,289

FGLMC

.500

11/01/48

5,515

Federal

National

Mortgage

Association

(FNMA)

.000

11/01/25

1,535,945

FNMA

.500

05/01/32

1,518

170,539

FNMA

.500

10/01/33

170

316,084

FNMA

.500

05/01/35

318

1,953,751

FNMA

.000

05/01/35

2,003

926,181

FNMA

.000

10/01/35

950

784,353

FNMA

.000

02/01/36

805

2,419,519

FNMA

.500

11/01/38

2,498

857,427

FNMA

.000

10/01/39

804

10,492,126

FNMA

.000

05/01/40

9,885

1,263,596

FNMA

.000

09/01/40

1,302

3,088,411

FNMA

.000

05/01/41

3,180

7,919,027

FNMA

.000

09/01/42

7,781

6,214,895

FNMA

.500

04/01/43

5,934

5,439,794

FNMA

.500

09/01/43

5,204

5,786,659

FNMA

.500

03/01/44

5,841

26,394,192

FNMA

.000

05/01/44

26,065

2,517,652

FNMA

.500

06/01/44

2,525

2,564,011

FNMA

.500

10/01/44

2,568

4,100,450

FNMA

.500

11/01/44

4,108

1,284,904

FNMA

.000

11/01/44

1,324

1,567,025

FNMA

.500

12/01/44

1,570

1,729,159

FNMA

.000

01/01/45

1,699

425,117

FNMA

.500

03/01/45

426

256,473

FNMA

.500

04/01/45

257

5,666,197

FNMA

.500

05/01/45

5,430

7,314,704

FNMA

.500

01/01/46

6,953

846,627

FNMA

.000

04/01/46

832

5,988,409

FNMA

.500

06/01/46

5,687

7,707,430

FNMA

.500

07/01/46

7,320

13,219,375

FNMA

.500

07/01/46

12,622

1,292,941

FNMA

.000

10/01/46

1,165

7,393,608

FNMA

.500

10/01/46

7,018

3,034,759

FNMA

.500

05/01/47

3,069

323,341

FNMA

.000

11/01/47

291

5,713,370

FNMA

.500

11/01/47

5,446

12,122,697

FNMA

.500

01/01/48

11,491

5,031,080

FNMA

.500

01/01/48

5,047

4,202,066

FNMA

.500

02/01/48

4,215

3,307,439

FNMA

.500

05/01/48

3,317

2,345,191

FNMA

.500

05/01/48

2,352

434,988

FNMA

.000

06/01/49

388

15,515,974

FNMA

.000

07/01/50

14,213

10,564,759

FNMA

.000

09/01/51

9,642

65,146,726

FNMA

.500

12/01/51

56,812

24,414,174

FNMA

.500

02/01/52

21,330

8,804,055

FNMA

.500

02/01/52

7,681

14,042,432

FNMA

.000

02/01/52

12,664

11,076,777

FNMA

.500

02/01/52

10,464

27,887,031

FNMA

.000

04/01/52

25,294

16,090,138

FNMA

.000

04/01/52

14,538

12,555,330

FNMA

.000

05/01/52

11,399

39,123,129

FNMA

.000

05/01/52

37,628

19,165,060

FNMA

.500

06/01/52

17,872

36,519,462

FNMA

.500

06/01/52

34,175

27,514,063

FNMA

.000

06/01/52

26,421

7,462,653

FNMA

.500

06/01/52

7,345

51,181,394

FNMA

.000

07/01/52

49,187

15,030,602

FNMA

.000

07/01/52

14,446

8,178,027

FNMA

.500

07/01/52

8,049

Core

Bond

240

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

7,238,915

FNMA

.500

07/01/52

7,125

4,844,484

FNMA

.500

07/01/52

4,767

46,868,794

FNMA

.000

08/01/52

46,949

127,867,512

FNMA

.000

09/01/52

122,847

126,637,758

FNMA

.500

09/01/52

124,556

27,247,070

FNMA

.000

09/01/52

27,286

86,140,214

FNMA

.000

10/01/52

82,770

56,829,423

FNMA

.500

10/01/52

55,890

14,787,788

FNMA

.000

10/01/52

14,797

114,793,520

FNMA

.500

11/01/52

112,895

336,615

FNMA

.000

01/01/53

337

63,764,620

FNMA

.000

02/01/53

63,778

54,229,762

FNMA

.500

02/01/53

54,877

6,103,337

FNMA

.000

02/01/53

6,249

57,653,960

FNMA

.000

04/01/53

57,662

20,274,782

FNMA

.000

06/01/53

20,450

111,142,750

FNMA

.500

06/01/53

112,437

26,740,625

FNMA

.000

07/01/53

25,679

23,351,024

FNMA

.500

07/01/53

22,954

32,250,472

FNMA

.000

08/01/53

32,230

11,481,065

FNMA

.500

10/01/53

11,614

82,587,559

FNMA

.500

05/01/54

83,554

8,761,293

Freddie

Mac

REMICS

.500

01/15/47

7,953

1,662,113

Freddie

Mac

REMICS

.000

10/15/47

1,592

1,566,014

Freddie

Mac

REMICS

.000

11/15/47

1,510

8,342,915

Freddie

Mac

REMICS

.000

01/15/48

8,047

8,637,034

Freddie

Mac

REMICS

.000

03/15/48

8,307

2,459,066

Freddie

Mac

REMICS

.000

04/15/48

2,372

5,430,791

Freddie

Mac

REMICS

.000

04/15/48

5,195

7,152,461

(a)

Freddie

Mac

REMICS,

(SOFR30A

9.737%)

.190

06/15/48

7,016

5,336,790

(a)

Freddie

Mac

REMICS,

(SOFR30A

9.657%)

.110

10/15/48

4,919

7,117,733

Freddie

Mac

REMICS

.000

09/25/50

4,924

4,691,582

Freddie

Mac

REMICS

.000

09/25/50

613

13,708,890

Freddie

Mac

REMICS

.000

09/25/50

10,494

6,943,925

Freddie

Mac

REMICS

.000

10/25/50

5,248

34,003,318

Freddie

Mac

REMICS

.500

02/25/51

5,718

8,587,999

Freddie

Mac

REMICS

.500

05/25/51

5,710

3,445,588

Freddie

Mac

REMICS

.000

08/25/52

2,972

6,421,722

Freddie

Mac

REMICS

.500

10/25/52

6,166

7,798,559

Freddie

Mac

REMICS

.500

11/25/52

8,045

3,708,980

Freddie

Mac

REMICS

.500

02/25/53

3,853

3,371,543

(a)

Freddie

Mac

Strips,

(SOFR30A

5.806%)

.463

03/15/44

366

9,515,173

Government

National

Mortgage

Association

(GNMA)

.700

10/15/33

9,348

156,347

GNMA

.000

04/15/38

160

189,765

GNMA

.500

11/20/38

198

689,901

GNMA

.000

06/15/39

706

409,241

GNMA

.000

06/15/39

415

15,338,144

GNMA

.000

01/20/40

3,230

6,874,993

GNMA

.500

03/20/40

1,235

11,121,410

GNMA

.000

03/20/40

2,218

9,169,252

GNMA

.700

08/15/40

8,981

8,776,485

GNMA

.500

12/20/43

7,889

4,652,512

GNMA

.000

03/20/45

4,208

3,962,131

GNMA

.500

12/20/45

4,054

3,018,114

GNMA

.000

06/20/46

359

4,006,042

GNMA

.000

09/20/46

753

6,422,043

(a)

GNMA,

(TSFR1M

5.986%)

.025

03/20/50

1,041

7,614,602

GNMA

.000

06/20/51

6,953

16,711,236

GNMA

.000

11/20/51

12,751

18,518,813

GNMA

.000

12/20/51

14,096

16,870,617

GNMA

.000

01/20/52

13,049

6,371,507

GNMA

.500

02/20/52

5,460

241

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

15,494,880

GNMA

.000

02/20/52

11,175

54,203,028

GNMA

.500

04/20/52

50,914

10,815,065

GNMA

.000

04/20/52

9,462

11,798,159

GNMA

.000

04/20/52

2,200

8,836,485

GNMA

.000

05/20/52

8,056

4,324,360

GNMA

.500

07/20/52

4,062

5,552,513

GNMA

.000

07/20/52

4,734

11,432,878

GNMA

.000

08/20/52

11,052

7,097,477

GNMA

.000

09/20/52

6,865

9,939,915

GNMA

.500

09/20/52

9,508

8,440,592

GNMA

.500

09/20/52

8,084

7,035,450

GNMA

.500

09/20/52

6,767

4,791,677

GNMA

.500

09/20/52

4,419

9,188,336

GNMA

.000

11/20/52

9,217

5,486,905

GNMA

.500

02/20/53

5,083

4,716,443

GNMA

.500

02/20/53

4,809

11,474,263

(a)

GNMA,

(SOFR30A

6.950%)

.605

05/20/53

799

8,714,080

(a)

GNMA,

(SOFR30A

23.205%)

.358

08/20/53

9,550

5,519,418

(a)

GNMA,

(SOFR30A

25.350%)

.503

08/20/53

6,399

87,257,132

(a),(c)

Mortgage-Backed

Securities

Trust

.151

08/25/51

717

16,607,954

(a),(c)

Mortgage-Backed

Securities

Trust

.500

11/25/51

13,896

10,014,560

(a),(c)

Mortgage-Backed

Securities

Trust

.500

03/25/52

8,354

4,329,444

(a),(c)

Mortgage-Backed

Securities

Trust

.500

05/01/52

3,853

2,939,877

(a),(c)

Mortgage-Backed

Securities

Trust

.831

05/28/52

2,436

10,399,396

(a),(c)

Mortgage-Backed

Securities

Trust

.000

08/26/52

9,003

225,241

(a)

Impac

CMB

Trust,

(TSFR1M

0.774%)

.629

03/25/35

209

988,481

(a),(c)

Morgan

Mortgage

Trust

.500

05/25/47

910

1,006,535

(a),(c)

Morgan

Mortgage

Trust

.500

10/25/48

913

206,852

(a),(c)

Morgan

Mortgage

Trust

.000

01/25/49

197

24,515,664

(a),(c)

Morgan

Mortgage

Trust

.122

06/25/51

163

42,862,825

(a),(c)

Morgan

Mortgage

Trust

.109

11/25/51

252

4,932,320

(a),(c)

Morgan

Mortgage

Trust

.500

11/25/51

4,108

42,613,800

(a),(c)

Morgan

Mortgage

Trust

.117

12/25/51

270

6,022,853

(a),(c)

Morgan

Mortgage

Trust

.500

12/25/51

5,017

8,028,278

(a),(c)

Morgan

Mortgage

Trust

.500

01/25/52

6,687

9,589,155

(a),(c)

Morgan

Mortgage

Trust

.500

04/25/52

279

8,622,211

(a),(c)

Morgan

Mortgage

Trust

.343

04/25/52

7,369

5,517,285

(a),(c)

Morgan

Mortgage

Trust

.343

04/25/52

4,664

10,305,512

(a),(c)

Morgan

Mortgage

Trust

.500

06/25/52

8,571

5,042,192

(a),(c)

Morgan

Mortgage

Trust

.000

06/25/52

4,431

85,515,914

(c)

Morgan

Mortgage

Trust

.224

07/25/52

998

13,203,919

(a),(c)

Morgan

Mortgage

Trust

.500

07/25/52

10,981

22,134,856

(a),(c)

Morgan

Mortgage

Trust

.250

07/25/52

19,324

17,556,320

(a),(c)

Morgan

Mortgage

Trust

.000

08/25/52

15,199

9,529,760

(a),(c)

Morgan

Mortgage

Trust

.000

10/25/52

8,250

5,738,603

(a),(c)

Morgan

Mortgage

Trust

.000

11/25/52

4,975

7,826,154

(a),(c)

Morgan

Mortgage

Trust

.000

04/25/53

6,775

3,801,472

(a),(c)

Morgan

Mortgage

Trust

.000

06/25/53

3,731

3,805,749

(a),(c)

Morgan

Mortgage

Trust

.500

06/25/53

3,781

7,521,739

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

08/25/51

6,265

1,818,568

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

1,629

5,116,342

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

4,262

898,128

(a),(c)

New

Residential

Mortgage

Loan

Trust

.797

09/25/59

850

1,825,000

(a),(c)

NLT

Trust

.569

08/25/56

1,373

5,378,944

(a),(c)

OBX

.000

01/25/52

4,657

2,327,700

(a),(c)

RCKT

Mortgage

Trust

.006

09/25/51

1,874

13,642,852

(a),(c)

RCKT

Mortgage

Trust

.500

02/25/52

11,346

5,911,030

(a),(c)

RCKT

Mortgage

Trust

.000

05/25/52

5,118

856,906

(a),(c)

RCKT

Mortgage

Trust

.000

06/25/52

796

242,118

(a),(c)

Sequoia

Mortgage

Trust

.000

06/25/49

232

1,224,852

(a),(c)

Sequoia

Mortgage

Trust

.500

12/25/49

1,119

5,515,994

(a),(c)

Sequoia

Mortgage

Trust

.500

06/25/51

4,636

Core

Bond

242

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

4,785,000

(a),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR),

(SOFR30A

4.750%)

.030

02/25/42

5,070

16,690,000

(a),(c)

STACR,

(SOFR30A

2.900%)

.180

04/25/42

17,283

6,630,000

(a),(c)

STACR,

(SOFR30A

5.650%)

.647

04/25/42

7,164

25,280,000

(a),(c)

STACR,

(SOFR30A

3.350%)

.630

05/25/42

26,528

31,100,000

(a),(c)

STACR,

(SOFR30A

4.500%)

.780

06/25/42

33,391

20,340,000

(a),(c)

STACR,

(SOFR30A

4.000%)

.280

07/25/42

21,662

15,170,000

(a),(c)

STACR,

(SOFR30A

3.700%)

.980

09/25/42

16,040

790,000

(a),(c)

STACR,

(SOFR30A

3.100%)

.444

03/25/43

828

1,215,000

(a),(c)

STACR,

(SOFR30A

3.250%)

.513

04/25/43

1,278

5,035,000

(a),(c)

STACR,

(SOFR30A

3.500%)

.780

05/25/43

5,337

140,861

(a),(c)

STACR

.787

02/25/48

136

29,416

(a),(c)

STACR

.847

05/25/48

7,430,000

(a),(c)

STACR,

(SOFR30A

4.800%)

.080

10/25/50

8,485

2,070,000

(a),(c)

Verus

Securitization

Trust

.207

11/25/59

1,980

850,749

(c)

Verus

Securitization

Trust

(Step

Bond)

.733

05/25/65

815

4,325,423

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

08/25/51

3,750

5,248,904

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.313

08/25/51

4,531

TOTAL

MORTGAGE

BACKED

2,732,430

MUNICIPAL

BONDS

2.6%

2,975,000

Chicago

Housing

Authority

.682

01/01/25

2,970

245,000

City

County

San

Francisco

Community

Facilities

District

.264

09/01/25

243

1,000,000

City

County

San

Francisco

Community

Facilities

District

.038

09/01/34

963

845,000

City

County

San

Francisco

Community

Facilities

District

.750

09/01/37

773

2,000,000

City

County

San

Francisco

Community

Facilities

District

.000

09/01/48

1,711

3,995,000

City

Los

Angeles

Wastewater

System

Revenue

.029

06/01/39

3,706

4,940,000

City

New

York

.200

12/01/26

4,874

1,575,000

City

San

Antonio

Customer

Facility

Charge

Revenue

.353

07/01/25

1,575

4,055,000

Commonwealth

Financing

Authority

.864

06/01/38

3,807

19,355,000

Commonwealth

Financing

Authority

.807

06/01/41

17,240

3,500,000

County

Miami-Dade

Aviation

Revenue

.504

10/01/24

3,500

4,365,000

County

Miami-Dade

Aviation

Revenue

.604

10/01/25

4,290

2,375,000

County

Miami-Dade

Aviation

Revenue

.505

10/01/25

2,355

2,500,000

County

Miami-Dade

Aviation

Revenue

.704

10/01/26

2,433

3,940,000

County

Miami-Dade

Aviation

Revenue

.049

10/01/26

3,861

3,750,000

County

Miami-Dade

Aviation

Revenue

.612

10/01/26

3,715

4,700,000

County

Miami-Dade

Aviation

Revenue

.529

10/01/30

4,281

3,730,000

County

Miami-Dade

Aviation

Revenue

.732

10/01/37

3,366

3,900,000

County

Miami-Dade

Aviation

Revenue

.982

10/01/41

3,456

9,160,000

County

Miami-Dade

Aviation

Revenue

.280

10/01/41

8,607

2,000,000

Duke

University

.199

10/01/38

1,716

5,080,000

Illinois

Finance

Authority

.944

08/15/47

4,250

4,805,000

Los

Angeles

County

Redevelopment

Refunding

Authority

Redev

Agency

Successor

Agy

.375

09/01/35

4,341

5,680,000

New

York

State

Dormitory

Authority

.998

07/01/39

5,288

10,605,000

New

York

State

Dormitory

Authority

.294

07/01/44

9,879

6,000,000

New

York

State

Dormitory

Authority

.879

07/01/46

5,162

5,000,000

New

York

State

Thruway

Authority

.256

01/01/25

4,966

6,460,000

New

York

State

Thruway

Authority

.406

01/01/26

6,329

4,750,000

New

York

State

Thruway

Authority

.500

01/01/27

4,603

1,500,000

Port

Corpus

Christi

Authority

Nueces

County

.387

12/01/24

1,497

1,000,000

Port

Corpus

Christi

Authority

Nueces

County

.487

12/01/25

992

1,910,000

Public

Finance

Authority

.269

07/01/40

1,767

6,360,000

San

Jose

Redevelopment

Agency

Successor

Agency

.375

08/01/34

5,972

13,060,000

State

California

.600

04/01/38

12,842

10,500,000

State

Illinois

.150

06/15/26

10,331

12,500,000

State

Illinois

.250

06/15/27

12,251

25,552,941

State

Illinois

.100

06/01/33

25,971

9,700,000

State

Oregon

Department

Administrative

Services

.103

05/01/39

9,059

9,900,000

State

Wisconsin

.154

05/01/27

9,731

25,860,000

University

California

.063

07/01/25

25,650

17,045,000

University

California

.931

05/15/45

16,045

7,620,000

University

Massachusetts

Building

Authority

.097

11/01/35

6,722

13,000,000

University

Massachusetts

Building

Authority

.434

11/01/40

11,164

243

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MUNICIPAL

BONDS

(continued)

20,000,000

University

New

Mexico

.532

06/20/32

19,587

2,160,000

Virginia

Port

Authority

.228

07/01/36

2,075

390,000

Washington

Convention

Sports

Authority

.969

10/01/30

386

TOTAL

MUNICIPAL

BONDS

296,302

U.S.

TREASURY

SECURITIES

19.4%

3,350,000

United

States

Treasury

Bond

.750

02/15/37

3,659

22,750,000

United

States

Treasury

Bond

.500

02/15/39

21,715

12,050,000

United

States

Treasury

Bond

.875

08/15/40

11,874

20,935,000

United

States

Treasury

Bond

.375

05/15/41

21,844

6,000,000

United

States

Treasury

Bond

.750

11/15/42

4,920

35,680,000

United

States

Treasury

Bond

.000

05/15/45

29,663

41,710,000

United

States

Treasury

Bond

.875

08/15/45

33,901

52,140,000

United

States

Treasury

Bond

.500

05/15/46

39,298

1,075,000

United

States

Treasury

Bond

.000

05/15/47

880

30,710,000

United

States

Treasury

Bond

.750

11/15/47

23,911

6,155,000

United

States

Treasury

Bond

.125

05/15/48

5,112

51,995,000

United

States

Treasury

Bond

.000

08/15/48

42,167

20,120,000

United

States

Treasury

Bond

.375

11/15/48

17,437

12,930,000

United

States

Treasury

Note

.000

09/30/25

13,057

2,205,000

United

States

Treasury

Note

.250

10/31/25

2,120

10,000,000

United

States

Treasury

Note

.875

11/30/25

10,109

825,000

United

States

Treasury

Note

.250

12/31/25

829

2,765,000

United

States

Treasury

Note

.625

03/15/26

2,798

3,740,000

United

States

Treasury

Note

.500

03/31/26

3,779

25,500,000

United

States

Treasury

Note

.875

04/30/26

25,935

8,875,000

United

States

Treasury

Note

.625

06/30/26

9,012

5,515,000

United

States

Treasury

Note

.500

07/15/26

5,591

985,000

United

States

Treasury

Note

.625

09/15/26

1,003

700,000

United

States

Treasury

Note

.625

10/15/26

713

6,610,000

United

States

Treasury

Note

.375

12/15/26

6,715

29,505,000

United

States

Treasury

Note

.500

10/31/27

26,875

254,164,000

United

States

Treasury

Note

.500

04/30/28

253,539

1,250,000

United

States

Treasury

Note

.250

09/30/28

1,142

519,896,000

United

States

Treasury

Note

.500

09/30/29

519,163

113,120,000

United

States

Treasury

Note

.500

04/30/30

112,488

2,312,500

United

States

Treasury

Note

.000

07/31/30

2,358

5,650,000

United

States

Treasury

Note

.375

11/30/30

5,878

50,000,000

United

States

Treasury

Note

.750

12/31/30

50,295

68,050,000

United

States

Treasury

Note

.000

01/31/31

69,392

55,026,000

United

States

Treasury

Note

.125

07/31/31

56,565

108,047,900

United

States

Treasury

Note

.750

08/31/31

108,622

75,410,000

United

States

Treasury

Note

.875

08/15/34

75,940

10,000,000

United

States

Treasury

Note

.125

08/15/40

6,550

85,325,800

United

States

Treasury

Note

.375

02/15/42

66,454

26,721,000

United

States

Treasury

Note

.250

05/15/42

23,757

91,758,000

United

States

Treasury

Note

.375

08/15/42

82,808

54,100,000

United

States

Treasury

Note

.875

02/15/43

52,190

49,620,000

United

States

Treasury

Note

.875

05/15/43

47,775

9,560,000

United

States

Treasury

Note

.375

08/15/43

9,830

13,535,000

United

States

Treasury

Note

.750

11/15/43

14,600

4,800,000

United

States

Treasury

Note

.625

05/15/44

5,087

256,002,000

United

States

Treasury

Note

.250

02/15/52

174,571

44,786,000

United

States

Treasury

Note

.625

02/15/53

40,724

46,691,000

United

States

Treasury

Note

.625

05/15/54

50,645

TOTAL

U.S.

TREASURY

SECURITIES

2,195,290

TOTAL

GOVERNMENT

BONDS

(Cost

$5,841,405)

5,650,850

Core

Bond

244

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

STRUCTURED

ASSETS

15.3%

ASSET

BACKED

5.6%

1,000,000

(c)

Affirm

Asset

Securitization

Trust

.820

09/15/28

1,020

Series

2023

(Class

5,000,000

(a),(c)

AGL

CLO

Ltd,

(TSFR3M

2.750%)

.032

07/21/35

5,015

Series

2022

19A

(Class

B1)

15,000,000

(a),(c)

AIMCO

CLO

Ltd,

(TSFR3M

1.650%)

.936

07/17/37

15,053

Series

2021

16A

(Class

BR)

7,500,000

(a),(c)

AIMCO

CLO

Series,

(TSFR3M

1.762%)

.044

04/20/34

7,514

Series

2017

(Class

BR)

4,120,000

AmeriCredit

Automobile

Receivables

Trust

.130

03/18/26

4,114

Series

2020

(Class

6,190,000

AmeriCredit

Automobile

Receivables

Trust

.490

09/18/26

6,069

Series

2020

(Class

3,499,000

(c)

AMSR

Trust

.148

01/19/39

3,396

Series

2019

SFR1

(Class

74,236

(c)

Asset

Backed

Funding

Corp

NIM

Trust

.900

07/26/35

Series

2005

WMC1

(Class

N1)

9,500,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

.380

08/20/27

9,007

Series

2021

(Class

4,400,000

(c)

BHG

Securitization

Trust

.670

10/17/34

4,235

Series

2021

(Class

1,185,255

(c)

BRE

Grand

Islander

Timeshare

Issuer

LLC

.280

09/26/33

1,160

Series

2019

(Class

EUR

679,657

(a),(c)

Bruegel

2021

DAC,

(EURIBOR

2.470%)

.008

05/22/31

704

Series

2021

(Class

1,500,000

(a),(c)

Trust,

(TSFR1M

3.339%)

.436

05/15/38

1,517

Series

2023

DELC

(Class

12,122,310

(c)

Capital

Automotive

REIT

.690

02/15/50

12,106

Series

2020

(Class

A1)

5,669,763

(c)

Capital

Automotive

REIT

.440

08/15/51

5,322

Series

2021

(Class

A1)

4,193,869

(c)

Capital

Automotive

REIT

.920

08/15/51

3,937

Series

2021

(Class

A3)

11,425,000

(c),(h)

Capital

Automotive

REIT

.400

10/15/54

11,233

Series

2024

(Class

A1)

9,712,500

(c)

Cars

Net

Lease

Mortgage

Notes

.010

12/15/50

8,806

Series

2020

(Class

A1)

2,929,634

Carvana

Auto

Receivables

Trust

.970

03/10/28

2,832

Series

2021

(Class

A2)

142,518

Carvana

Auto

Receivables

Trust

.270

03/10/28

137

Series

2021

(Class

EUR

595,590

(a),(c)

Cassia

SRL,

(EURIBOR

3.500%)

.038

05/22/34

656

Series

2022

(Class

4,150,000

(a),(c)

Cayuga

Park

CLO

Ltd,

(TSFR3M

1.912%)

.000

07/17/34

4,159

Series

2020

(Class

B1R)

285,433

(a)

C-BASS

Trust,

(TSFR1M

0.274%)

.295

07/25/36

278

Series

2006

CB6

(Class

A1)

17,179,533

(c)

Hippolyta

LLC

.690

07/15/60

16,623

Series

2020

(Class

A1)

5,014,366

(c)

Hippolyta

LLC

.990

07/15/60

4,545

Series

2020

(Class

A2)

2,941,208

(c)

Hippolyta

LLC

.280

07/15/60

2,816

Series

2020

(Class

B1)

18,848,951

(c)

Hippolyta

LLC

.530

03/15/61

17,708

Series

2021

(Class

A1)

4,476,626

(c)

Hippolyta

LLC

.980

03/15/61

4,120

Series

2021

(Class

B1)

428,194

(a)

Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates

.700

02/26/35

395

Series

2004

(Class

1M2)

5,500,000

(a),(c)

CIFC

Funding

Ltd,

(TSFR3M

3.000%)

.282

10/22/35

5,526

Series

2022

(Class

B1)

245

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ASSET

BACKED

(continued)

10,595

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond)

.200

02/25/30

Series

2002

(Class

AF6)

6,520,000

(a)

Citibank

Credit

Card

Issuance

Trust,

(TSFR1M

0.884%)

.981

05/14/29

6,590

Series

2017

(Class

A6)

7,818,500

(c)

Master

Finance

LLC

.021

05/20/49

7,721

Series

2019

(Class

A2II)

36,468,750

(c)

Master

Finance

LLC

.045

11/20/51

34,560

Series

2021

(Class

A2I)

28,786,000

(c)

Master

Finance

LLC

.493

11/20/51

26,420

Series

2021

(Class

A2II)

209,594

(c)

Diamond

Resorts

Owner

Trust

.700

11/21/33

203

Series

2021

(Class

27,789,188

(c)

Domino's

Pizza

Master

Issuer

LLC

.662

04/25/51

25,602

Series

2021

(Class

A2I)

3,800,000

(a),(c)

Dryden

Senior

Loan

Fund,

(TSFR3M

1.862%)

.141

07/18/30

3,805

Series

2017

49A

(Class

BR)

312,659

(a),(c)

Ellington

Loan

Acquisition

Trust,

(TSFR1M

1.214%)

.069

05/25/37

311

Series

2007

(Class

A2C)

3,734,654

(c)

FNA

LLC

.350

01/10/32

3,498

Series

2021

(Class

11,810,000

(c)

Frontier

Issuer

LLC

.190

06/20/54

12,301

Series

2024

(Class

A2)

982,219

(a),(c)

Gracie

Point

International

Funding

LLC

.319

09/01/26

988

Series

2023

(Class

13,000,000

(a),(c)

Gracie

Point

International

Funding

LLC

.068

03/01/28

13,044

Series

2024

(Class

4,000,000

(c)

GSCG

Trust

.936

09/06/34

3,026

Series

2019

600C

(Class

193,327

(c)

HERO

Funding

Trust

.280

09/20/48

173

Series

2017

(Class

A1)

386,654

(c)

HERO

Funding

Trust

.070

09/20/48

356

Series

2017

(Class

A2)

12,000,000

(c)

Hertz

Vehicle

Financing

LLC

.210

12/26/25

11,929

Series

2021

(Class

1,763,637

(c)

Hilton

Grand

Vacations

Trust

.340

07/25/33

1,717

Series

2019

(Class

258,988

(a)

Home

Equity

Asset

Trust,

(TSFR1M

1.614%)

.986

06/25/33

252

Series

2003

(Class

M1)

12,900,000

(c)

Hotwire

Funding

LLC

.893

06/20/54

13,234

Series

2024

(Class

A2)

1,499,931

(a),(c)

Invitation

Homes

Trust,

(TSFR1M

1.364%)

.461

01/17/38

1,498

Series

2018

SFR4

(Class

1,868,736

(c)

Wentworth

XXII

LLC

.820

12/15/48

1,867

Series

2010

(Class

5,500,000

(a),(c)

Madison

Park

Funding

XXI

Ltd,

(TSFR3M

1.912%)

.213

10/15/32

5,507

Series

2016

21A

(Class

A2RR)

3,500,000

(a),(c)

Massachusetts

St,

(TSFR3M

1.912%)

.213

01/15/35

3,504

Series

2021

(Class

25,000,000

(a),(c)

Morgan

Stanley

Capital

Trust

.900

09/24/57

24,297

Series

2024

NSTB

(Class

2,068,094

(c)

MVW

LLC

.140

01/22/41

1,964

Series

2021

1WA

(Class

711,430

(c)

MVW

Owner

Trust

.450

01/21/36

711

Series

2018

(Class

822,701

(c)

MVW

Owner

Trust

.890

11/20/36

812

Series

2019

(Class

2,837,336

(c)

MVW

Owner

Trust

.220

10/20/38

2,761

Series

2019

(Class

1,827,129

(c)

Navient

Private

Education

Refi

Loan

Trust

.310

01/15/69

1,712

Series

2020

(Class

3,806,381

(c)

Navient

Private

Education

Refi

Loan

Trust

.840

05/15/69

3,459

Series

2021

(Class

Core

Bond

246

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ASSET

BACKED

(continued)

1,551,857

(c)

Navient

Student

Loan

Trust

.390

12/15/59

1,517

Series

2019

(Class

A2A)

740,659

(a),(c)

Navient

Student

Loan

Trust,

(LIBOR

1.094%)

.191

12/15/59

740

Series

2019

(Class

A2B)

10,000,000

(a),(c)

Neuberger

Berman

CLO

Ltd,

(TSFR3M

1.800%)

.085

04/25/36

10,010

Series

2022

48A

(Class

8,600,000

(a),(c)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

(TSFR3M

1.812%)

.094

04/20/31

8,623

Series

2019

31A

(Class

BR)

1,000,000

(a),(c)

Neuberger

Berman

Loan

Advisers

Clo

Ltd,

(TSFR3M

1.862%)

.147

07/17/35

1,002

Series

2021

43A

(Class

6,650,000

(a),(c)

OHA

Credit

Funding

Ltd,

(TSFR3M

1.912%)

.191

01/18/36

6,664

Series

2021

10A

(Class

2,250,000

(a),(c)

OHA

Credit

Funding

Ltd,

(TSFR3M

1.912%)

.194

07/20/34

2,254

Series

2020

(Class

BR)

10,015,000

(c)

OneMain

Financial

Issuance

Trust

.890

10/14/34

10,014

Series

2022

(Class

17,350,000

(c)

OneMain

Financial

Issuance

Trust

.750

09/14/35

16,624

Series

2020

(Class

21,646,000

(a),(c)

OneMain

Financial

Issuance

Trust,

(SOFR30A

0.760%)

.102

06/16/36

21,657

Series

2021

(Class

A2)

1,072,419

(c)

Oportun

Funding

XIV

LLC

.210

03/08/28

1,049

Series

2021

(Class

8,000,000

(a),(c)

Palmer

Square

CLO

Ltd,

(TSFR3M

1.800%)

.082

04/20/35

8,007

Series

2022

(Class

1,450,000

(c)

Progress

Residential

Trust

.711

11/17/40

1,331

Series

2021

SFR9

(Class

750,019

Santander

Drive

Auto

Receivables

Trust

.480

01/15/27

745

Series

2020

(Class

34,000,000

Santander

Drive

Auto

Receivables

Trust

.670

10/15/27

33,261

Series

2021

(Class

19,978,875

(c)

SERVPRO

Master

Issuer

LLC

.394

04/25/51

18,200

Series

2021

(Class

A2)

734,058

(c)

Sierra

Timeshare

Receivables

Funding

LLC

.990

11/20/37

708

Series

2021

(Class

795,917

(c)

Sierra

Timeshare

Receivables

Funding

LLC

.340

11/20/37

768

Series

2021

(Class

441,260

(c)

Sierra

Timeshare

Receivables

Funding

LLC

.790

11/20/37

426

Series

2021

(Class

470,488

(c)

SMB

Private

Education

Loan

Trust

.430

02/17/32

467

Series

2016

(Class

A2A)

1,353,363

(c)

SMB

Private

Education

Loan

Trust

.880

09/15/34

1,337

Series

2017

(Class

A2A)

2,210,323

(c)

SMB

Private

Education

Loan

Trust

.820

10/15/35

2,170

Series

2017

(Class

A2A)

1,185,679

(c)

SMB

Private

Education

Loan

Trust

.500

02/15/36

1,167

Series

2018

(Class

A2A)

1,044,254

(c)

SoFi

Professional

Loan

Program

LLC

.840

01/25/41

1,029

Series

2017

(Class

A2FX)

1,642,956

(c)

SoFi

Professional

Loan

Program

LLC

.950

02/25/42

1,624

Series

2018

(Class

A2B)

1,095,169

(c)

SoFi

Professional

Loan

Program

LLC

.690

06/15/48

1,078

Series

2019

(Class

A2FX)

2,621,819

(c)

SpringCastle

America

Funding

LLC

.970

09/25/37

2,431

Series

2020

(Class

9,021,000

(c)

SpringCastle

America

Funding

LLC

.660

09/25/37

8,256

Series

2020

(Class

6,475,000

(c)

Stack

Infrastructure

Issuer

LLC

.893

08/25/45

6,285

Series

2020

(Class

A2)

5,875,000

(c)

Stack

Infrastructure

Issuer

LLC

.877

03/26/46

5,613

Series

2021

(Class

A2)

270,080

(a)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

1.014%)

.869

09/25/34

258

Series

2004

(Class

M1)

247

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ASSET

BACKED

(continued)

1,781,250

(c)

Taco

Bell

Funding

LLC

.970

05/25/46

1,784

Series

2016

(Class

A23)

26,399,775

(c)

Taco

Bell

Funding

LLC

.946

08/25/51

24,741

Series

2021

(Class

A2I)

16,122,825

(c)

Taco

Bell

Funding

LLC

.294

08/25/51

14,483

Series

2021

(Class

A2II)

1,050,000

(c)

Tesla

Auto

Lease

Trust

.570

08/20/27

1,073

Series

2023

(Class

7,000,000

(a),(c)

TICP

CLO

VIII

Ltd,

(TSFR3M

1.962%)

.244

10/20/34

7,015

Series

2017

(Class

A2R)

19,081,578

(c)

Wendy's

Funding

LLC

.370

06/15/51

17,176

Series

2021

(Class

A2I)

18,300,000

(c)

Ziply

Fiber

Issuer

LLC

.640

04/20/54

18,890

Series

2024

(Class

A2)

TOTAL

ASSET

BACKED

634,313

OTHER

MORTGAGE

BACKED

9.7%

12,000,000

(a),(c)

TSQ

GROUNDCO

LLC

.203

05/15/35

9,985

Series

2018

20TS

(Class

959,213

(a),(c)

Agate

Bay

Mortgage

Trust

.500

09/25/45

895

Series

2015

(Class

A9)

GBP

599,776

(a)

Agora

Securities,

(SONIA

Interest

Rate

Benchmark

1.900%)

.927

07/22/31

794

Series

2021

(Class

5,000,000

(a),(c)

Alen

Mortgage

Trust,

(TSFR1M

2.364%)

.461

04/15/34

3,587

Series

2021

ACEN

(Class

GBP

420,888

(a),(c)

Atom

Mortgage

Securities

DAC,

(SONIA

Interest

Rate

Benchmark

1.900%)

.927

07/22/31

478

Series

2021

(Class

3,400,000

(a)

BANK

.268

02/15/29

3,558

Series

2024

5YR5

(Class

AS)

1,067,340

(a)

BANK

.085

11/15/50

961

Series

2017

BNK8

(Class

2,500,000

(a)

BANK

.229

11/15/50

1,939

Series

2017

BNK8

(Class

1,000,000

BANK

.093

10/17/52

901

Series

2019

BN21

(Class

AS)

3,800,000

BANK

.203

12/15/52

3,453

Series

2019

BN23

(Class

AS)

2,675,000

BANK

.769

06/15/57

2,802

Series

2024

5YR7

(Class

A3)

1,000,000

(a)

BANK

.851

07/15/60

902

Series

2017

BNK6

(Class

1,618,954

BANK

.758

09/15/62

1,502

Series

2019

BN20

(Class

A2)

8,000,000

(a)

BANK

.283

11/15/62

7,336

Series

2019

BN24

(Class

AS)

1,183,000

(a)

BANK

.634

11/15/62

975

Series

2019

BN24

(Class

1,250,000

(a),(c)

BBCMS

Mortgage

Trust

.409

08/05/38

1,025

Series

2018

CHRS

(Class

2,453,232

BBCMS

Mortgage

Trust

.488

02/15/50

2,424

Series

2017

(Class

ASB)

4,000,000

BBCMS

Mortgage

Trust

.753

04/15/56

4,100

Series

2023

C19

(Class

A2B)

4,700,000

(a)

BBCMS

Mortgage

Trust

.383

07/15/56

4,920

Series

2023

C20

(Class

A2)

4,600,000

(a),(c)

Benchmark

Mortgage

Trust

.791

09/15/48

3,915

Series

2020

IG2

(Class

AM)

2,740,000

(a),(c)

Benchmark

Mortgage

Trust

.230

09/15/48

2,220

Series

2020

IG3

(Class

AS)

2,500,000

(a),(c)

Benchmark

Mortgage

Trust

.654

09/15/48

2,314

Series

2020

IG3

(Class

BXA)

3,000,000

(a)

Benchmark

Mortgage

Trust

.425

02/15/51

2,595

Series

2018

(Class

Core

Bond

248

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

3,452,143

Benchmark

Mortgage

Trust

.016

03/15/52

3,347

Series

2019

(Class

A5)

3,000,000

Benchmark

Mortgage

Trust

.784

05/15/52

2,774

Series

2019

B11

(Class

AS)

830,000

Benchmark

Mortgage

Trust

.241

05/15/53

803

Series

2018

(Class

A3)

3,500,000

(a)

Benchmark

Mortgage

Trust

.510

05/15/53

3,484

Series

2018

(Class

A4)

1,000,000

Benchmark

Mortgage

Trust

.355

07/15/54

772

Series

2021

B27

(Class

10,000,000

(a)

Benchmark

Mortgage

Trust

.244

08/15/54

8,002

Series

2021

B28

(Class

3,150,000

Benchmark

Mortgage

Trust

.429

08/15/54

2,648

Series

2021

B28

(Class

AS)

9,500,000

Benchmark

Mortgage

Trust

.612

09/15/54

8,060

Series

2021

B29

(Class

AS)

2,360,000

(c)

BWAY

Mortgage

Trust

.402

02/10/44

1,950

Series

2022

26BW

(Class

4,961,768

(a),(c)

Commercial

Mortgage

Trust,

(TSFR1M

1.035%)

.132

12/15/38

4,925

Series

2021

CIP

(Class

7,442,651

(a),(c)

Commercial

Mortgage

Trust,

(TSFR1M

1.385%)

.482

12/15/38

7,384

Series

2021

CIP

(Class

997,487

(a),(c)

TRUST,

(TSFR1M

2.949%)

.046

08/15/39

1,001

Series

2022

PSB

(Class

1,325,000

(c)

BXP

Trust

.459

08/13/37

1,263

Series

2017

(Class

5,000,000

(c)

BXP

Trust

.618

01/15/44

4,220

Series

2021

601L

(Class

2,500,000

(a),(c)

BXP

Trust

.868

01/15/44

1,846

Series

2021

601L

(Class

7,000,000

(a),(c)

BXP

Trust

.868

01/15/44

5,564

Series

2021

601L

(Class

1,992,335

Mortgage

Trust

.622

08/10/49

1,956

Series

2016

CD1

(Class

ASB)

9,000,000

Mortgage

Trust

.926

08/10/49

8,248

Series

2016

CD1

(Class

AM)

5,750,000

(a)

Mortgage

Trust

.879

11/10/49

4,947

Series

2016

CD2

(Class

1,000,000

(a)

Mortgage

Trust

.109

11/10/49

748

Series

2016

CD2

(Class

458,918

Mortgage

Trust

.453

02/10/50

452

Series

2017

CD3

(Class

AAB)

500,000

(a)

Mortgage

Trust

.688

02/10/50

211

Series

2017

CD3

(Class

2,798,054

Mortgage

Trust

.220

08/15/50

2,745

Series

2017

CD5

(Class

AAB)

3,354,308

Mortgage

Trust

.812

08/15/57

3,227

Series

2019

CD8

(Class

ASB)

858,614

CFCRE

Commercial

Mortgage

Trust

.121

05/10/58

854

Series

2016

(Class

AHR)

199,732

(a)

CHL

Mortgage

Pass-Through

Trust

.066

02/20/35

202

Series

2004

HYB9

(Class

1A1)

2,500,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

.635

05/10/35

2,415

Series

2013

375P

(Class

2,350,000

Citigroup

Commercial

Mortgage

Trust

.017

10/10/47

2,347

Series

2014

GC25

(Class

AS)

2,137,000

Citigroup

Commercial

Mortgage

Trust

.457

04/10/48

2,101

Series

2015

GC29

(Class

AS)

1,700,000

(a)

Citigroup

Commercial

Mortgage

Trust

.758

04/10/48

1,643

Series

2015

GC29

(Class

3,000,000

(a)

Citigroup

Commercial

Mortgage

Trust

.271

04/10/48

2,862

Series

2015

GC29

(Class

249

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

3,358,317

Citigroup

Commercial

Mortgage

Trust

.243

08/15/50

3,293

Series

2017

(Class

AAB)

7,765,000

Citigroup

Commercial

Mortgage

Trust

.764

10/12/50

7,322

Series

2017

(Class

AS)

2,000,000

Citigroup

Commercial

Mortgage

Trust

.778

09/10/58

1,971

Series

2015

GC33

(Class

A4)

2,044,714

(a),(c)

Citigroup

Mortgage

Loan

Trust

.709

05/25/51

1,670

Series

2021

INV1

(Class

B3W)

5,000,000

(c)

COMM

Mortgage

Trust

.244

10/10/29

4,869

Series

2017

PANW

(Class

3,000,000

(c)

COMM

Mortgage

Trust

.376

01/10/39

2,708

Series

2022

(Class

123,617

COMM

Mortgage

Trust

.853

10/15/45

116

Series

2012

CR4

(Class

A3)

1,024,220

(a),(c)

COMM

Mortgage

Trust

.637

06/10/46

1,022

Series

2013

CR8

(Class

2,500,000

(a),(c)

COMM

Mortgage

Trust

.767

06/10/47

973

Series

2014

UBS3

(Class

2,825,979

(a)

COMM

Mortgage

Trust

.829

02/10/48

2,740

Series

2015

LC19

(Class

1,000,000

(c)

COMM

Mortgage

Trust

.000

03/10/48

678

Series

2015

CR22

(Class

1,445,000

COMM

Mortgage

Trust

.309

03/10/48

1,435

Series

2015

CR22

(Class

A5)

5,592,775

(a)

COMM

Mortgage

Trust

.603

03/10/48

5,421

Series

2015

CR22

(Class

AM)

2,500,000

(a)

COMM

Mortgage

Trust

.926

03/10/48

2,360

Series

2015

CR22

(Class

2,696,000

(a)

COMM

Mortgage

Trust

.199

03/10/48

2,411

Series

2015

CR22

(Class

7,405,000

COMM

Mortgage

Trust

.801

05/10/48

7,313

Series

2015

CR23

(Class

AM)

4,500,000

(a)

COMM

Mortgage

Trust

.183

05/10/48

4,349

Series

2015

CR23

(Class

2,549,000

(a)

COMM

Mortgage

Trust

.408

05/10/48

2,369

Series

2015

CR23

(Class

416,611

COMM

Mortgage

Trust

.421

07/10/48

415

Series

2015

LC21

(Class

ASB)

4,000,000

(a)

COMM

Mortgage

Trust

.463

08/10/48

3,514

Series

2015

CR24

(Class

2,550,000

COMM

Mortgage

Trust

.696

08/10/48

2,523

Series

2015

CR24

(Class

A5)

5,000,000

(a)

COMM

Mortgage

Trust

.028

08/10/48

4,932

Series

2015

CR24

(Class

AM)

2,000,000

(a)

COMM

Mortgage

Trust

.495

08/10/48

1,932

Series

2015

CR24

(Class

1,467,000

(a)

COMM

Mortgage

Trust

.495

08/10/48

1,353

Series

2015

CR24

(Class

1,352,000

COMM

Mortgage

Trust

.612

10/10/48

1,334

Series

2015

CR27

(Class

A4)

3,212,210

COMM

Mortgage

Trust

.630

10/10/48

3,166

Series

2015

CR26

(Class

A4)

2,075,000

COMM

Mortgage

Trust

.774

10/10/48

2,048

Series

2015

LC23

(Class

A4)

1,875,000

(a)

COMM

Mortgage

Trust

.612

10/10/48

1,819

Series

2015

CR26

(Class

4,855,000

(a)

COMM

Mortgage

Trust

.696

10/10/48

4,605

Series

2015

LC23

(Class

961,648

COMM

Mortgage

Trust

.651

02/10/49

957

Series

2016

CR28

(Class

AHR)

4,650,000

(a)

COMM

Mortgage

Trust

.739

02/10/49

4,459

Series

2016

CR28

(Class

Core

Bond

250

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

4,600,000

(a)

COMM

Mortgage

Trust

.497

05/10/51

4,252

Series

2018

COR3

(Class

AM)

1,550,000

COMM

Mortgage

Trust

.263

08/15/57

1,419

Series

2019

GC44

(Class

AM)

2,000,000

(a)

COMM

Mortgage

Trust

.638

08/15/57

1,707

Series

2019

GC44

(Class

18,155,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.500%)

.780

03/25/42

19,102

Series

2022

R03

(Class

1M2)

5,970,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.000%)

.280

04/25/42

6,169

Series

2022

R05

(Class

2M2)

30,200,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.850%)

.130

05/25/42

32,121

Series

2022

R06

(Class

1M2)

9,505,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR

3.600%)

.880

07/25/42

10,052

Series

2022

R08

(Class

1M2)

12,890,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.750%)

.013

09/25/42

14,083

Series

2022

R09

(Class

2M2)

870,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

6.750%)

.013

09/25/42

969

Series

2022

R09

(Class

2B1)

16,045,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.750%)

.013

12/25/42

17,223

Series

2023

R01

(Class

1M2)

7,400,000

(a),(c)

Credit

Suisse

Commercial

Mortgage

Trust

.854

11/10/32

4,995

Series

2017

CALI

(Class

4,270,400

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

.388

10/25/59

4,081

Series

2019

NQM1

(Class

M1)

7,228,332

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

.405

10/25/66

6,383

Series

2021

NQM8

(Class

A3)

9,500,000

DBGS

Mortgage

Trust

.466

10/15/51

9,266

Series

2018

(Class

A4)

3,896,062

DBJPM

Mortgage

Trust

.756

08/10/49

3,836

Series

2016

(Class

ASB)

5,263,170

DBJPM

Mortgage

Trust

.121

06/10/50

5,173

Series

2017

(Class

ASB)

5,300,000

DBJPM

Mortgage

Trust

.340

08/15/53

4,511

Series

2020

(Class

AM)

2,000,000

(a),(c)

DBSG

Mortgage

Trust

.595

06/10/37

2,044

Series

2024

ALTA

(Class

17,410,000

(c)

DBUBS

Mortgage

Trust

.452

10/10/34

17,381

Series

2017

BRBK

(Class

15,500,000

(a),(c)

DBUBS

Mortgage

Trust

.648

10/10/34

15,406

Series

2017

BRBK

(Class

4,994,187

(a),(c)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

1.235%)

.332

11/15/38

4,976

Series

2021

ELP

(Class

6,991,862

(a),(c)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

1.434%)

.531

11/15/38

6,967

Series

2021

ELP

(Class

4,165,152

(a),(c)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

2.233%)

.330

11/15/38

4,147

Series

2021

ELP

(Class

1,499,970

(a),(c)

EQUS

Mortgage

Trust,

(TSFR1M

0.869%)

.966

10/15/38

1,489

Series

2021

EQAZ

(Class

2,208,092

(a),(c)

Flagstar

Mortgage

Trust

.984

10/25/47

2,009

Series

2017

(Class

B3)

84,766

(a),(c)

Flagstar

Mortgage

Trust

.000

09/25/48

Series

2018

(Class

A11)

3,024,142

(a),(c)

Flagstar

Mortgage

Trust

.500

04/25/51

2,521

Series

2021

(Class

A4)

8,626,220

(a),(c)

Flagstar

Mortgage

Trust

.500

06/01/51

7,185

Series

2021

(Class

A21)

186,556

Ford

Credit

Auto

Owner

Trust

.140

03/15/26

187

Series

2023

(Class

A2A)

186,556

(a)

Ford

Credit

Auto

Owner

Trust,

(SOFR30A

0.720%)

.062

03/15/26

187

Series

2023

(Class

A2B)

2,580,000

(c)

Frontier

Issuer

LLC

.600

08/20/53

2,652

Series

2023

(Class

A2)

251

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

GBP

878,038

(a),(c)

Frost

CMBS

DAC,

(SONIA

Interest

Rate

Benchmark

2.900%)

.880

11/20/33

1,147

Series

2021

(Class

GBD)

5,000,000

(a),(c)

Mortgage

Securities

Corp

II,

(TSFR1M

1.364%)

.461

11/15/36

4,955

Series

2021

ARDN

(Class

3,600,000

(a),(c)

Mortgage

Securities

Corp

II,

(TSFR1M

3.464%)

.561

11/15/36

3,563

Series

2021

ARDN

(Class

1,130,000

(a),(c)

Mortgage

Securities

Corp

.591

09/10/37

1,069

Series

2017

375H

(Class

2,500,000

(a),(c)

Mortgage

Securities

Corp

.599

09/10/37

2,288

Series

2017

375H

(Class

1,350,000

(a)

Mortgage

Securities

Corp

.777

05/10/50

1,317

Series

2015

GC30

(Class

AS)

5,235,000

(a),(c)

Mortgage

Securities

Corp

Trust,

(TSFR1M

1.897%)

.994

07/15/31

1,858

Series

2018

TWR

(Class

1,500,000

(a),(c)

Mortgage

Securities

Corp

Trust,

(TSFR1M

2.164%)

.261

11/15/36

1,474

Series

2021

ARDN

(Class

3,000,000

(a),(c)

Mortgage

Securities

Corp

Trust,

(TSFR1M

2.864%)

.961

11/15/36

2,972

Series

2021

ARDN

(Class

2,000,000

(a),(c)

Mortgage

Securities

Trust,

(TSFR1M

1.747%)

.844

07/15/31

1,190

Series

2018

TWR

(Class

30,186

Mortgage

Securities

Trust

.206

02/10/48

Series

2015

GC28

(Class

AAB)

1,991,758

Mortgage

Securities

Trust

.396

02/10/48

1,984

Series

2015

GC28

(Class

A5)

7,400,000

(a)

Mortgage

Securities

Trust

.018

07/10/48

7,302

Series

2015

GC32

(Class

AS)

766,087

Mortgage

Securities

Trust

.278

10/10/48

758

Series

2015

GC34

(Class

AAB)

2,000,000

Mortgage

Securities

Trust

.143

10/10/49

1,913

Series

2016

GS3

(Class

AS)

1,500,000

(a)

Mortgage

Securities

Trust

.075

11/10/49

1,294

Series

2016

GS4

(Class

2,000,000

Mortgage

Securities

Trust

.674

03/10/50

1,936

Series

2017

GS5

(Class

A4)

4,250,000

(a)

Mortgage

Securities

Trust

.826

03/10/50

4,020

Series

2017

GS5

(Class

AS)

5,720,802

Mortgage

Securities

Trust

.230

05/10/50

5,639

Series

2017

GS6

(Class

AAB)

6,000,000

Mortgage

Securities

Trust

.433

05/10/50

5,780

Series

2017

GS6

(Class

A3)

2,540,000

(a)

Mortgage

Securities

Trust

.159

05/10/50

2,420

Series

2015

GC30

(Class

5,000,000

(a)

Mortgage

Securities

Trust

.203

05/10/50

4,476

Series

2015

GC30

(Class

3,000,000

Mortgage

Securities

Trust

.837

11/10/50

2,917

Series

2017

GS8

(Class

ABP)

4,844,000

(a)

Mortgage

Securities

Trust

.462

11/10/50

4,351

Series

2017

GS8

(Class

3,050,000

(a)

Mortgage

Securities

Trust

.158

02/10/52

2,911

Series

2019

GC38

(Class

AS)

2,500,000

(a)

Mortgage

Securities

Trust

.173

02/13/53

2,260

Series

2020

GC45

(Class

AS)

2,190,000

Mortgage

Securities

Trust

.012

12/12/53

1,868

Series

2020

GSA2

(Class

A5)

124,748

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

11/25/49

120

Series

2019

PJ2

(Class

A1)

325,867

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

11/25/49

313

Series

2019

PJ2

(Class

A4)

822,394

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

01/25/51

719

Series

2020

PJ4

(Class

A4)

33,952,797

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.255

03/27/51

404

Series

2020

PJ5

(Class

AX1)

Core

Bond

252

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

1,160,533

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

03/27/51

1,015

Series

2020

PJ5

(Class

A4)

1,839,711

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.500

05/25/51

1,535

Series

2020

PJ6

(Class

A4)

11,630,896

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.500

10/25/51

9,695

Series

2021

PJ5

(Class

A4)

11,121,075

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

06/25/52

9,628

Series

2022

PJ2

(Class

A36)

4,094,194

(a),(c)

Mortgage-Backed

Securities

Corp

Trust

.000

09/25/52

3,550

Series

2022

PJ4

(Class

A36)

987,810

(a),(c)

Mortgage-Backed

Securities

Trust

.625

05/25/50

868

Series

2020

PJ1

(Class

B2)

1,201,295

(a),(c)

Mortgage-Backed

Securities

Trust

.028

12/25/51

975

Series

2021

INV1

(Class

B4)

20,432,123

(a),(c)

Mortgage-Backed

Securities

Trust

.500

01/25/52

17,018

Series

2021

PJ7

(Class

A4)

9,437,214

(a),(c)

Mortgage-Backed

Securities

Trust

.500

01/25/52

7,863

Series

2021

PJ8

(Class

A4)

3,308,278

(a),(c)

Mortgage-Backed

Securities

Trust

.721

01/25/52

2,669

Series

2021

PJ7

(Class

B2)

2,228,094

(a),(c)

Mortgage-Backed

Securities

Trust

.249

06/25/52

1,803

Series

2022

LTV1

(Class

B3)

6,678,689

(a),(c)

Mortgage-Backed

Securities

Trust

.000

07/25/52

5,782

Series

2022

INV1

(Class

A4)

8,855,256

(a),(c)

Mortgage-Backed

Securities

Trust

.000

09/25/52

7,666

Series

2022

HP1

(Class

A4)

6,673,981

(a),(c)

Mortgage-Backed

Securities

Trust

.000

10/25/52

5,778

Series

2022

PJ5

(Class

A36)

5,301,906

(a),(c)

Mortgage-Backed

Securities

Trust

.000

01/25/53

4,590

Series

2022

PJ6

(Class

A24)

7,921,910

(a),(c)

Mortgage-Backed

Securities

Trust

.500

02/25/53

7,107

Series

2023

PJ1

(Class

A24)

4,500,000

(c)

Hudson

Yards

Mortgage

Trust

.835

08/10/38

4,326

Series

2016

10HY

(Class

7,250,000

(a),(c)

Hudson

Yards

Mortgage

Trust

.076

08/10/38

6,899

Series

2016

10HY

(Class

2,500,000

(a),(c)

Hudson

Yards

Mortgage

Trust

.076

08/10/38

2,395

Series

2016

10HY

(Class

4,750,000

(a),(c)

Hudson

Yards

Mortgage

Trust

.041

12/10/41

4,047

Series

2019

55HY

(Class

2,750,000

(a),(c)

Hudson

Yards

Mortgage

Trust

.041

12/10/41

2,195

Series

2019

55HY

(Class

2,122,710

(a),(c)

Imperial

Fund

Mortgage

Trust

.051

10/25/55

2,000

Series

2020

NQM1

(Class

A3)

1,043,500

(a),(c)

Imperial

Fund

Mortgage

Trust

.531

10/25/55

959

Series

2020

NQM1

(Class

M1)

1,000,000

(a),(c)

Morgan

Chase

Commercial

Mortgage

Securities

Corp

.767

07/05/31

622

Series

2018

AON

(Class

1,780,000

Morgan

Chase

Commercial

Mortgage

Securities

Corp

.914

01/15/49

1,757

Series

2015

JP1

(Class

A5)

1,868,292

Morgan

Chase

Commercial

Mortgage

Securities

Corp

.713

08/15/49

1,840

Series

2016

JP2

(Class

ASB)

895,209

Morgan

Chase

Commercial

Mortgage

Securities

Corp

.379

09/15/50

867

Series

2017

JP7

(Class

A3)

3,155,000

(c)

Morgan

Chase

Commercial

Mortgage

Securities

Trust

.065

01/16/37

2,346

Series

2020

NNN

(Class

BFX)

1,948,278

(a),(c)

Morgan

Mortgage

Trust,

(LIBOR

0.000%)

.676

12/25/44

1,886

Series

2015

(Class

B1)

180,751

(a),(c)

Morgan

Mortgage

Trust

.500

05/25/45

170

Series

2015

(Class

A19)

1,876,763

(a),(c)

Morgan

Mortgage

Trust

.500

10/25/45

1,745

Series

2015

(Class

A13)

253

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

2,115,968

(a),(c)

Morgan

Mortgage

Trust

.500

09/25/48

1,926

Series

2018

(Class

A13)

2,975,350

(a),(c)

Morgan

Mortgage

Trust

.500

10/25/48

2,714

Series

2018

(Class

A13)

1,733,143

(a),(c)

Morgan

Mortgage

Trust

.425

10/26/48

1,734

Series

2017

(Class

A2)

621,198

(a),(c)

Morgan

Mortgage

Trust

.000

02/25/49

591

Series

2018

(Class

A13)

468,038

(a),(c)

Morgan

Mortgage

Trust

.000

05/25/49

447

Series

2019

(Class

A15)

6,433,326

(a),(c)

Morgan

Mortgage

Trust

.818

06/25/50

5,787

Series

2020

(Class

B2)

27,419,388

(a),(c)

Morgan

Mortgage

Trust

.137

07/25/51

206

Series

2021

(Class

AX1)

19,252,147

(a),(c)

Morgan

Mortgage

Trust

.131

08/25/51

137

Series

2021

(Class

AX1)

2,331,730

(a),(c)

Morgan

Mortgage

Trust

.881

08/25/51

1,899

Series

2021

(Class

B2)

36,903,721

(a),(c)

Morgan

Mortgage

Trust

.135

10/25/51

280

Series

2021

(Class

AX1)

6,897,534

(a),(c)

Morgan

Mortgage

Trust

.500

10/25/51

5,749

Series

2021

(Class

A15)

9,842,574

(a),(c)

Morgan

Mortgage

Trust

.400

12/25/51

226

Series

2021

INV2

(Class

AX4)

2,327,288

(a),(c)

Morgan

Mortgage

Trust

.500

12/25/51

1,938

Series

2021

(Class

A15)

2,334,119

(a),(c)

Morgan

Mortgage

Trust

.500

02/25/52

1,941

Series

2021

(Class

A15)

3,580,152

(a),(c)

Morgan

Mortgage

Trust

.500

05/25/52

2,978

Series

2021

(Class

A15)

2,327,291

(a),(c)

Morgan

Mortgage

Trust

.927

05/25/52

1,979

Series

2021

LTV2

(Class

A3)

15,952,278

(a),(c)

Morgan

Mortgage

Trust

.000

08/25/52

13,811

Series

2022

(Class

A25)

6,856,465

(a),(c)

Morgan

Mortgage

Trust

.000

09/25/52

5,936

Series

2022

INV3

(Class

A6)

11,105,917

(a),(c)

Morgan

Mortgage

Trust

.500

09/25/52

10,005

Series

2022

LTV2

(Class

A6)

6,506,627

(a),(c)

Morgan

Mortgage

Trust

.000

12/25/52

5,633

Series

2022

(Class

1A17)

2,203,086

(a),(c)

Morgan

Mortgage

Trust

.000

12/25/52

2,047

Series

2022

(Class

2A6A)

2,921,416

JPMBB

Commercial

Mortgage

Securities

Trust

.110

09/15/47

2,801

Series

2014

C22

(Class

AS)

2,686,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

.714

09/15/47

2,659

Series

2014

C23

(Class

3,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

.898

02/15/48

2,713

Series

2015

C27

(Class

2,556,000

JPMBB

Commercial

Mortgage

Securities

Trust

.611

05/15/48

2,533

Series

2015

C29

(Class

A4)

2,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

.917

05/15/48

2,464

Series

2015

C29

(Class

AS)

2,350,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

.118

05/15/48

2,258

Series

2015

C29

(Class

3,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

.106

08/15/48

3,364

Series

2015

C31

(Class

AS)

9,952,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

.777

08/15/48

8,518

Series

2015

C31

(Class

3,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

.777

08/15/48

2,361

Series

2015

C31

(Class

1,820,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

.858

03/17/49

1,669

Series

2016

(Class

Core

Bond

254

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

2,410,915

JPMCC

Commercial

Mortgage

Securities

Trust

.457

03/15/50

2,344

Series

2017

JP5

(Class

A4)

645,262

JPMCC

Commercial

Mortgage

Securities

Trust

.549

03/15/50

636

Series

2017

JP5

(Class

ASB)

1,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

.904

03/15/50

863

Series

2017

JP5

(Class

1,000,000

(a)

JPMDB

Commercial

Mortgage

Securities

Trust

.166

12/15/49

793

Series

2016

(Class

3,000,000

JPMDB

Commercial

Mortgage

Securities

Trust

.694

03/15/50

2,911

Series

2017

(Class

A5)

7,575,000

JPMDB

Commercial

Mortgage

Securities

Trust

.536

05/13/53

5,777

Series

2020

COR7

(Class

AS)

1,882,310

(c)

Ladder

Capital

Commercial

Mortgage

Securities

.575

02/15/36

1,797

Series

2013

GCP

(Class

A1)

2,700,194

(c)

Ladder

Capital

Commercial

Mortgage

Securities

.357

07/12/50

2,656

Series

2017

LC26

(Class

ASB)

EUR

589,114

(a),(c)

Last

Mile

Logistics

Pan

Euro

Finance

DAC,

(EURIBOR

2.700%)

.000

08/17/33

640

Series

2021

(Class

EUR

599,877

(a),(c)

Last

Mile

Securities,

(EURIBOR

2.350%)

.899

08/17/31

664

Series

2021

(Class

5,450,000

(c)

Liberty

Street

Trust

.597

02/10/36

5,167

Series

2016

225L

(Class

5,000,000

(c)

LSTAR

Commercial

Mortgage

Trust

.021

03/10/50

4,718

Series

2017

(Class

AS)

1,500,000

(a),(c)

Manhattan

West

.413

09/10/39

1,387

Series

2020

1MW

(Class

3,500,000

(a),(c)

MARQ

Trust,

(TSFR1M

1.591%)

.688

06/15/39

3,477

Series

2024

HOU

(Class

423,630

(a)

Merrill

Lynch

Mortgage

Investors

Trust,

(TSFR1M

0.634%)

.278

01/25/37

413

Series

2006

WMC1

(Class

A1B)

6,650,000

(c)

MetroNet

Infrastructure

Issuer

LLC

.230

04/20/54

6,855

Series

2024

(Class

A2)

2,647,209

(c)

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.989

12/15/46

2,606

Series

2014

C19

(Class

LNC1)

872,227

(c)

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.384

12/15/46

851

Series

2014

C19

(Class

LNC2)

6,150,000

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.832

12/15/47

6,113

Series

2014

C19

(Class

AS)

5,600,000

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.605

02/15/48

5,556

Series

2015

C20

(Class

AS)

1,250,000

(a)

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.568

02/15/48

1,224

Series

2015

C20

(Class

2,500,000

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.338

03/15/48

2,477

Series

2015

C21

(Class

A4)

6,500,000

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.652

03/15/48

6,392

Series

2015

C21

(Class

AS)

3,000,000

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

.561

04/15/48

2,911

Series

2015

C22

(Class

AS)

3,380,820

(a),(c)

Morgan

Stanley

Capital

Inc,

(TSFR1M

1.491%)

.588

11/09/24

3,346

Series

2021

ILP

(Class

3,000,000

(a)

Morgan

Stanley

Capital

Trust

.779

05/15/48

2,966

Series

2015

MS1

(Class

A4)

378,466

(a)

Morgan

Stanley

Capital

Trust

.282

12/12/49

135

Series

2007

IQ16

(Class

AJ)

258,162

(a)

Morgan

Stanley

Capital

Trust

.282

12/12/49

Series

2007

IQ16

(Class

AJFX)

2,477,627

Morgan

Stanley

Capital

Trust

.304

06/15/50

2,446

Series

2017

(Class

ASB)

1,458,000

Morgan

Stanley

Capital

Trust

.587

12/15/50

1,418

Series

2017

HR2

(Class

A4)

2,840,000

(a)

Morgan

Stanley

Capital

Trust

.429

07/15/51

2,764

Series

2018

(Class

AS)

255

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

570,354

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

07/25/51

512

Series

2021

(Class

A4)

5,929,974

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.000

02/25/53

5,517

Series

2023

(Class

A7)

3,000,000

(a),(c)

MSDB

Trust

.427

07/11/39

2,767

Series

2017

712F

(Class

1,052,155

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

.917

11/15/32

1,004

Series

2018

285M

(Class

12,741,348

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

1.579%)

.915

07/15/36

11,508

Series

2019

MILE

(Class

5,000,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

1.879%)

.976

07/15/36

4,240

Series

2019

MILE

(Class

2,900,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.279%)

.376

07/15/36

2,291

Series

2019

MILE

(Class

5,000,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.829%)

.926

07/15/36

3,762

Series

2019

MILE

(Class

703,488

(c)

Natixis

Commercial

Mortgage

Securities

Trust

.966

12/15/38

671

Series

2020

2PAC

(Class

1,676,615

(a),(c)

New

Residential

Mortgage

Loan

Trust

.513

03/25/52

1,385

Series

2022

INV1

(Class

B4)

181,796

(a)

New

York

Mortgage

Trust,

(TSFR1M

0.594%)

.449

02/25/36

180

Series

2005

(Class

A1)

5,000,000

(a),(c)

NYC

Trust,

(TSFR1M

1.991%)

.087

08/15/29

5,032

Series

2024

3ELV

(Class

3,800,000

(a),(c)

NYC

Trust,

(TSFR1M

2.291%)

.387

08/15/29

3,818

Series

2024

3ELV

(Class

10,454,774

(a),(c)

OBX

Trust

.500

07/25/51

8,708

Series

2021

(Class

A19)

8,272,903

(a),(c)

OBX

Trust

.500

08/25/52

7,525

Series

2022

(Class

A1)

9,115,465

(a),(c)

OBX

Trust

.000

10/25/52

8,467

Series

2022

INV5

(Class

A13)

3,194,186

(a),(c)

Oceanview

Mortgage

Trust

.500

05/25/51

2,662

Series

2021

(Class

A19)

2,376,746

(a),(c)

Oceanview

Mortgage

Trust

.500

11/25/52

2,291

Series

2022

(Class

A1)

5,434,000

(c)

Olympic

Tower

Mortgage

Trust

.566

05/10/39

5,008

Series

2017

(Class

8,520,000

(c)

One

Bryant

Park

Trust

.516

09/15/54

7,593

Series

2019

OBP

(Class

18,000,000

(a),(c)

ONNI

Commerical

Mortgage

Trust

.753

07/15/39

18,437

Series

2024

APT

(Class

7,000,000

(a),(c)

ONNI

Commerical

Mortgage

Trust

.150

07/15/39

7,169

Series

2024

APT

(Class

2,659,051

(a),(c)

OPEN

Trust,

(TSFR1M

5.236%)

.332

10/15/28

2,690

Series

2023

AIR

(Class

2,000,000

(c)

RBS

Commercial

Funding,

Inc

Trust

.511

03/11/31

1,825

Series

2013

SMV

(Class

3,026,379

(a),(c)

RCKT

Mortgage

Trust

.500

06/25/52

2,722

Series

2022

(Class

A22)

567,002

(a),(c)

Sequoia

Mortgage

Trust

.500

05/25/45

528

Series

2015

(Class

A1)

496,817

(a),(c)

Sequoia

Mortgage

Trust

.500

06/25/46

462

Series

2016

(Class

A19)

124,277

(a),(c)

Sequoia

Mortgage

Trust

.500

02/25/47

114

Series

2017

(Class

A19)

1,920,278

(a),(c)

Sequoia

Mortgage

Trust

.722

09/25/47

1,813

Series

2017

(Class

B1)

825,640

(a),(c)

Sequoia

Mortgage

Trust

.500

03/25/48

761

Series

2018

(Class

A1)

60,744

(a),(c)

Sequoia

Mortgage

Trust

.000

09/25/48

Series

2018

(Class

A19)

Core

Bond

256

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

5,343,844

(a),(c)

Sequoia

Mortgage

Trust

.000

04/25/50

4,655

Series

2020

(Class

A19)

4,623,319

(a),(c)

Sequoia

Mortgage

Trust

.000

01/25/53

4,516

Series

2023

(Class

A19)

380,112

(a),(c)

Shellpoint

Co-Originator

Trust

.500

04/25/47

351

Series

2017

(Class

A19)

4,350,000

(c)

SLG

Office

Trust

.585

07/15/41

3,784

Series

2021

OVA

(Class

22,865,000

(c)

SLG

Office

Trust

.851

07/15/41

19,096

Series

2021

OVA

(Class

9,614,610

(a),(c)

SMR

Mortgage

Trust,

(TSFR1M

1.650%)

.747

02/15/39

9,459

Series

2022

IND

(Class

9,156,771

(a),(c)

SMR

Mortgage

Trust,

(TSFR1M

2.950%)

.047

02/15/39

8,871

Series

2022

IND

(Class

3,000,000

(a),(c)

SREIT

Trust,

(TSFR1M

1.286%)

.383

11/15/36

2,984

Series

2021

MFP2

(Class

GBP

347,448

(a),(c)

Taurus

DAC,

(SONIA

Interest

Rate

Benchmark

1.300%)

.280

05/17/31

463

Series

2021

UK1A

(Class

GBP

506,281

(a),(c)

Taurus

DAC,

(SONIA

Interest

Rate

Benchmark

1.650%)

.630

05/17/31

674

Series

2021

UK1A

(Class

1,600,000

(a),(c)

Times

Square

Trust

.203

05/15/35

1,391

Series

2018

20TS

(Class

5,391,838

UBS

Commercial

Mortgage

Trust

.256

06/15/50

5,308

Series

2017

(Class

ASB)

1,160,783

UBS

Commercial

Mortgage

Trust

.366

10/15/50

1,142

Series

2017

(Class

ASB)

1,450,000

UBS

Commercial

Mortgage

Trust

.563

10/15/50

1,389

Series

2017

(Class

A4)

1,750,000

UBS

Commercial

Mortgage

Trust

.334

10/15/51

1,716

Series

2018

C13

(Class

A4)

1,635,849

(a),(c)

Verus

Securitization

Trust

.240

10/25/66

1,416

Series

2021

(Class

A3)

1,740,030

Wells

Fargo

Commercial

Mortgage

Trust

.405

12/15/47

1,731

Series

2014

LC18

(Class

A5)

4,500,000

Wells

Fargo

Commercial

Mortgage

Trust

.808

12/15/47

4,470

Series

2014

LC18

(Class

AS)

1,810,000

Wells

Fargo

Commercial

Mortgage

Trust

.406

05/15/48

1,779

Series

2015

NXS1

(Class

AS)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

.658

05/15/48

1,950

Series

2015

NXS1

(Class

2,279,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

.220

05/15/48

2,100

Series

2015

NXS1

(Class

2,550,540

Wells

Fargo

Commercial

Mortgage

Trust

.788

07/15/48

2,517

Series

2016

C35

(Class

ASB)

4,191,146

Wells

Fargo

Commercial

Mortgage

Trust

.514

08/15/49

4,130

Series

2016

BNK1

(Class

ASB)

4,608,933

Wells

Fargo

Commercial

Mortgage

Trust

.825

10/15/49

4,537

Series

2016

LC24

(Class

ASB)

872,111

Wells

Fargo

Commercial

Mortgage

Trust

.635

03/15/50

839

Series

2017

RB1

(Class

A5)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

.757

03/15/50

1,893

Series

2017

RB1

(Class

AS)

6,907,975

Wells

Fargo

Commercial

Mortgage

Trust

.261

07/15/50

6,817

Series

2017

C38

(Class

ASB)

2,197,255

(a)

Wells

Fargo

Commercial

Mortgage

Trust

.903

07/15/50

1,989

Series

2017

C38

(Class

5,272,305

Wells

Fargo

Commercial

Mortgage

Trust

.212

09/15/50

5,187

Series

2017

C39

(Class

ASB)

4,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

.767

07/15/58

3,951

Series

2015

NXS2

(Class

A5)

1,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

.412

07/15/58

932

Series

2015

NXS2

(Class

257

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

6,000,000

Wells

Fargo

Commercial

Mortgage

Trust

.749

03/15/59

5,880

Series

2016

C33

(Class

AS)

161,199

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

04/25/49

155

Series

2019

(Class

A17)

2,075,203

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

09/25/49

1,905

Series

2019

(Class

A1)

848,885

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

07/25/50

744

Series

2020

(Class

A17)

10,584,100

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

06/25/51

8,816

Series

2021

(Class

A17)

4,256,250

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

12/25/51

3,540

Series

2022

(Class

A18)

3,725,508

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

03/25/52

3,225

Series

2022

INV1

(Class

A18)

6,400,253

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

03/25/52

5,757

Series

2022

INV1

(Class

A17)

3,387,425

(a)

WFRBS

Commercial

Mortgage

Trust

.714

03/15/45

3,245

Series

2013

C11

(Class

2,711,906

WFRBS

Commercial

Mortgage

Trust

.607

11/15/47

2,706

Series

2014

C24

(Class

A5)

247,062

(a),(c)

WinWater

Mortgage

Loan

Trust

.927

06/20/44

212

Series

2014

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

1,103,518

TOTAL

STRUCTURED

ASSETS

(Cost

$1,840,093)

1,737,831

DESCRIPTION

VALUE

(000)

PREFERRED

STOCKS

0.1%

FINANCIAL

SERVICES

0.1%

173,925

Morgan

Stanley

4,624

TOTAL

FINANCIAL

SERVICES

4,624

TOTAL

PREFERRED

STOCKS

(Cost

$4,348)

4,624

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$11,306,142)

10,838,100‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

3.5%

COMMERCIAL

PAPER

0.0%

4,000,000

(c)

HSBC

USA,

Inc

.000

04/03/25

3,908

TOTAL

COMMERCIAL

PAPER

3,908

GOVERNMENT

AGENCY

DEBT

0.1%

10,000,000

Federal

Home

Loan

Bank

(FHLB)

.000

11/13/24

9,945

192,000

Federal

National

Mortgage

Association

(FNMA)

.000

10/23/24

191

TOTAL

GOVERNMENT

AGENCY

DEBT

10,136

REPURCHASE

AGREEMENT

1.2%

140,000,000

(i)

Bank

New

York

Mellon

.860

10/01/24

140,000

TOTAL

REPURCHASE

AGREEMENT

140,000

TREASURY

DEBT

2.2%

CAD

1,400,000

Canadian

Treasury

Bill

.000

10/24/24

1,032

EUR

1,875,000

German

Treasury

Bill

.000

11/20/24

2,078

10,000,000

United

States

Treasury

Bill

.000

10/01/24

10,000

10,000,000

United

States

Treasury

Bill

.000

10/03/24

9,997

10,000,000

United

States

Treasury

Bill

.000

10/10/24

9,988

6,250,000

United

States

Treasury

Bill

.000

10/15/24

6,239

12,500,000

United

States

Treasury

Bill

.000

10/17/24

12,474

114,146,900

United

States

Treasury

Bill

.000

10/22/24

113,833

70,000,000

United

States

Treasury

Bill

.000

10/29/24

69,742

Core

Bond

258

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

TREASURY

DEBT

(continued)

7,500,000

United

States

Treasury

Bill

.000

11/26/24

7,446

TOTAL

TREASURY

DEBT

242,829

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$396,748)

396,873

DESCRIPTION

RATE

VALUE

(000)

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.3%

35,645,047

(j)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.020

(k)

35,645

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$35,645)

35,645

TOTAL

INVESTMENTS

99.5%

(Cost

$11,738,535)

11,270,618

OTHER

ASSETS

LIABILITIES,

NET

0.5%

54,814

NET

ASSETS

100.0%

$11,325,432

AUD

Australian

Dollar

BRL

Brazilian

Real

CAD

Canadian

Dollar

CNY

Chinese

Yuan

COP

Colombia

Peso

DOP

Dominican

Republic

Peso

EUR

Euro

EURIBOR

EURO

Interbank

Offer

Rate

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

JPY

Japanese

Yen

KRW

South

Korean

Won

KZT

Kazakhstani

Tenge

LIBOR

London

Interbank

Offered

Rate

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

RON

Romanian

Leu

RSD

Serbian

Dinar

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

SONIA

Sterling

Overnight

Interbank

Average

Rate

THB

Thai

Baht

TRY

Turkish

Lira

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

Month

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

259

Cost

amounts

are

thousands.

Principal

denominated

U.S.

Dollars,

unless

otherwise

noted.

Amount

represents

less

than

$1,000.

(a)

Floating

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

based

the

underlying

asset

the

security.

Coupon

rate

reflects

the

rate

period

end.

(b)

When-issued

delayed

delivery

security.

(c)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$2,340,252,649

20.8%

Total

Investments.

(d)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$47,457,609.

(e)

Perpetual

security

(f)

Payment

Kind

Bond

(g)

default

(h)

For

fair

value

measurement

disclosure

purposes,

investment

classified

Level

(i)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$142,700,645

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

10/31/28,

valued

$142,800,042.

(j)

Investments

made

with

cash

collateral

received

from

securities

loan.

(k)

The

rate

shown

the

one-day

yield

the

end

the

reporting

period.

Futures

Contracts

Long

Description

Number

Contracts

(000)

Expiration

Date

Notional

Amount

(000)

Value

(000)

Unrealized

Appreciation

(Depreciation)

(000)

U.S.

Treasury

10-Year

Note

1,940‌

12/19/24

221,300‌

221,706‌

405‌

U.S.

Treasury

5-Year

Note

4,925‌

12/31/24

540,311‌

541,173‌

862‌

Total

6,865‌

761,611‌

762,879‌

1,267‌

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

(000)

Currency

Sold

Deliver

(000)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

(000)

2,603

IDR

40,300,300

Australia

and

New

Zealand

Banking

Group

Limited

10/17/24

(

48‌

)

2,209

NZD

3,614

Australia

and

New

Zealand

Banking

Group

Limited

10/15/24

(

87‌

)

1,013

THB

33,955

Australia

and

New

Zealand

Banking

Group

Limited

10/17/24

(

44‌

)

Total

(

179‌

)

21,925

CNH

157,337

Bank

America,

N.A.

12/17/24

(

672‌

)

529

EUR

476

Bank

America,

N.A.

10/15/24

(

1‌

)

608

EUR

548

Bank

America,

N.A.

10/15/24

(

2‌

)

251

EUR

228

Bank

America,

N.A.

10/15/24

(

2‌

)

1,371

RON

6,177

Bank

America,

N.A.

10/15/24

(

11‌

)

EUR

Bank

America,

N.A.

10/15/24

0‌

EUR

590

657

Bank

America,

N.A.

10/15/24

1‌

EUR

342

381

Bank

America,

N.A.

10/15/24

0‌

Total

(

687‌

)

Core

Bond

260

Portfolio

Investments

September

30,

2024

(continued)

Currency

Purchased

Receive

(000)

Currency

Sold

Deliver

(000)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

(000)

7,880

KRW

10,549,090

Citibank

N.A.

10/17/24

(

125‌

)

431

PEN

1,624

Citibank

N.A.

10/17/24

(

7‌

)

1,939

PLN

7,538

Citibank

N.A.

10/15/24

(

18‌

)

GBP

224

300

Citibank

N.A.

10/15/24

(

0‌

)

Total

(

150‌

)

1,374

JPY

200,126

Goldman

Sachs

10/15/24

(

22‌

)

98,618

EUR

90,307

Morgan

Stanley

Capital

Services

10/15/24

(

1,973‌

)

1,973

EUR

1,802

Morgan

Stanley

Capital

Services

10/15/24

(

34‌

)

995

EUR

918

Morgan

Stanley

Capital

Services

10/15/24

(

27‌

)

364

EUR

332

Morgan

Stanley

Capital

Services

10/15/24

(

6‌

)

1,115

EUR

1,023

Morgan

Stanley

Capital

Services

10/15/24

(

25‌

)

484

EUR

446

Morgan

Stanley

Capital

Services

10/15/24

(

12‌

)

3,783

EUR

3,465

Morgan

Stanley

Capital

Services

10/15/24

(

77‌

)

21,508

GBP

16,637

Morgan

Stanley

Capital

Services

10/15/24

(

734‌

)

752

GBP

571

Morgan

Stanley

Capital

Services

10/15/24

(

11‌

)

757

JPY

108,604

Morgan

Stanley

Capital

Services

10/15/24

(

0‌

)

27,766

JPY

4,342,837

Morgan

Stanley

Capital

Services

10/15/24

(

2,517‌

)

1,334

MXN

26,498

Morgan

Stanley

Capital

Services

10/15/24

(

8‌

)

2,176

NOK

23,245

Morgan

Stanley

Capital

Services

10/15/24

(

27‌

)

EUR

429

471

Morgan

Stanley

Capital

Services

10/15/24

7‌

EUR

375

411

Morgan

Stanley

Capital

Services

10/15/24

7‌

EUR

606

676

Morgan

Stanley

Capital

Services

10/15/24

(

2‌

)

237

ZAR

4,248

Morgan

Stanley

Capital

Services

10/15/24

(

9‌

)

Total

(

5,448‌

)

6,121

AUD

9,014

Toronto

Dominion

Bank

10/15/24

(

113‌

)

10,106

CAD

13,737

Toronto

Dominion

Bank

10/15/24

(

54‌

)

1,008

EUR

924

Toronto

Dominion

Bank

10/15/24

(

22‌

)

507

HUF

181,890

Toronto

Dominion

Bank

10/15/24

(

2‌

)

Total

(

191‌

)

Total

(

6,677‌

)

Amount

represents

less

than

$1,000.

AUD

Australian

Dollar

CAD

Canadian

Dollar

CNH

Chinese

Yuan

Renminbi

Offshore

EUR

Euro

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesia

Rupiah

JPY

Japanese

Yen

KRW

South

Korean

Won

MXN

Mexican

Peso

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PLN

Polish

Zloty

RON

Romanian

Leu

THB

Thai

Baht

ZAR

South

African

Rand

261

Credit

Default

Swaps

Centrally

Cleared

SOLD

Reference

Entity

Terms

Payments

Paid

Terms

Payments

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(000)

Value

(000)

Premiums

Paid

(Received)

(000)

Unrealized

Appreciation

(Depreciation)

(000)

CDX-NAIGS43V1-5Y

Credit

event

specified

contract

1.000%

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

225,000‌

(

5,099‌

)

(

5,050‌

)

(

49‌

)

CDX-NAHYS43V1-5Y

Credit

event

specified

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

12/20/29

150,000‌

(

11,179‌

)

(

10,950‌

)

(

229‌

)

Total

(

16,278‌

)

(

16,000‌

)

(

278‌

)

The

maximum

potential

amount

the

Account

could

required

pay

seller

credit

protection

receive

buyer

credit

protection

credit

event

occurs

defined

under

the

terms

that

particular

swap

agreement.

This

amount

may

reduced

any

recoverable

assets,

applicable.

Inflation-Linked

Bond

Portfolio

Investments

September

30,

2024

262

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

LONG-TERM

INVESTMENTS

98.2%

BANK

LOAN

OBLIGATIONS

0.3%

CAPITAL

GOODS

0.1%

2,431,250

(a)

Core

Main

LP,

(TSFR1M

2.000%)

6.855

07/27/28

2,433

1,945,000

(a)

Fluidra

Finco

SL,

(TSFR1M

2.000%)

7.369

01/29/29

1,948

2,620,227

(a)

Rexnord

LLC,

(TSFR1M

2.000%)

6.960

10/04/28

2,637

TOTAL

CAPITAL

GOODS

7,018

CONSUMER

DURABLES

APPAREL

0.0%

782,000

(a)

Crocs,

Inc,

(TSFR1M

2.250%)

7.095

02/19/29

786

TOTAL

CONSUMER

DURABLES

APPAREL

786

CONSUMER

SERVICES

0.1%

2,931,850

(a)

1011778

ULC,

(TSFR1M

1.750%)

6.595

09/20/30

2,907

2,431,625

(a)

Flutter

Financing

BV,

(TSFR3M

2.000%)

6.604

11/30/30

2,438

TOTAL

CONSUMER

SERVICES

5,345

FINANCIAL

SERVICES

0.0%

1,514,968

(a)

Trans

Union

LLC,

(TSFR1M

2.000%)

6.845

12/01/28

1,516

TOTAL

FINANCIAL

SERVICES

1,516

HEALTH

CARE

EQUIPMENT

SERVICES

0.0%

532,072

(a)

Select

Medical

Corp,

(TSFR1M

3.000%)

7.845

03/06/27

535

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

535

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

0.1%

1,378,184

(a)

Avantor

Funding,

Inc,

(TSFR1M

2.000%)

6.945

11/08/27

1,387

2,182,270

(a)

Jazz

Financing

Lux

Sarl,

(TSFR1M

2.250%)

7.095

05/05/28

2,183

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

3,570

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

0.0%

(a)

MKS

Instruments,

Inc,

(TSFR1M

2.250%)

7.170

08/17/29

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

SOFTWARE

SERVICES

0.0%

1,713,800

(a)

Gen

Digital,

Inc,

(TSFR1M

1.750%)

6.595

09/12/29

1,710

TOTAL

SOFTWARE

SERVICES

1,710

TECHNOLOGY

HARDWARE

EQUIPMENT

0.0%

305,149

(a)

Coherent

Corp,

(TSFR1M

2.500%)

7.345

07/02/29

306

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

306

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$20,674)

20,786

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

CORPORATE

BONDS

2.4%

AUTOMOBILES

COMPONENTS

0.1%

3,000,000

Ford

Motor

Credit

LLC

7.350

03/06/30

3,249

4,000,000

(b)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

4,135

TOTAL

AUTOMOBILES

COMPONENTS

7,384

BANKS

0.1%

1,625,000

(b)

Banco

Chile

2.990

12/09/31

1,455

3,000,000

Bank

America

Corp

5.468

01/23/35

3,155

3,000,000

JPMorgan

Chase

5.766

04/22/35

3,233

TOTAL

BANKS

7,843

CAPITAL

GOODS

0.1%

1,150,000

(b)

Embraer

Netherlands

Finance

7.000

07/28/30

1,252

3,250,000

L3Harris

Technologies,

Inc

5.400

07/31/33

3,395

263

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

CAPITAL

GOODS

(continued)

1,275,000

(b)

Sociedad

Quimica

Minera

Chile

S.A.

6.500

11/07/33

1,375

TOTAL

CAPITAL

GOODS

6,022

COMMERCIAL

PROFESSIONAL

SERVICES

0.1%

5,000,000

(b)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

5,023

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

5,023

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

0.0%

3,600,000

(b)

Prosus

3.257

01/19/27

3,473

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

3,473

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

0.0%

3,505,000

(b)

Albertsons

Cos,

Inc

6.500

02/15/28

3,569

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

3,569

ENERGY

0.8%

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,953

5,000,000

(b)

EIG

Pearl

Holdings

Sarl

3.545

08/31/36

4,449

3,000,000

Energy

Transfer

6.400

12/01/30

3,268

680,000

(b)

EQM

Midstream

Partners

7.500

06/01/27

700

6,000,000

(b)

EQM

Midstream

Partners

6.500

07/01/27

6,181

2,500,000

Genesis

Energy

8.000

01/15/27

2,556

5,000,000

(b)

Hilcorp

Energy

6.000

04/15/30

4,874

2,000,000

(b)

Hilcorp

Energy

6.250

04/15/32

1,947

5,000,000

(b)

Kinetik

Holdings

5.875

06/15/30

5,034

5,000,000

Occidental

Petroleum

Corp

3.500

08/15/29

4,708

10,000,000

Occidental

Petroleum

Corp

8.875

07/15/30

11,796

3,150,000

(b)

Parkland

Corp

4.625

05/01/30

2,971

1,000,000

Petroleos

Mexicanos

5.350

02/12/28

934

2,375,000

Petroleos

Mexicanos

6.700

02/16/32

2,129

986,842

Reliance

Industries

Ltd

2.444

01/15/26

971

2,950,000

(b)

Saudi

Arabian

Oil

5.250

07/17/34

3,033

TOTAL

ENERGY

57,504

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

0.0%

3,000,000

Extra

Space

Storage

5.700

04/01/28

3,122

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

3,122

FINANCIAL

SERVICES

0.1%

3,000,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

2,834

1,500,000

(b)

Indian

Railway

Finance

Corp

Ltd

3.570

01/21/32

1,393

3,000,000

Morgan

Stanley

5.320

07/19/35

3,115

TOTAL

FINANCIAL

SERVICES

7,342

FOOD,

BEVERAGE

TOBACCO

0.1%

4,200,000

(b)

Bimbo

Bakeries

USA,

Inc

6.400

01/15/34

4,641

TOTAL

FOOD,

BEVERAGE

TOBACCO

4,641

HEALTH

CARE

EQUIPMENT

SERVICES

0.2%

12,810,000

Montefiore

Medical

Center

2.895

04/20/32

11,201

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

11,201

MATERIALS

0.2%

1,400,000

(b)

Alpek

SAB

C.V.

3.250

02/25/31

1,240

600,000

(b)

Antofagasta

plc

5.625

05/13/32

617

1,575,000

(b)

Antofagasta

plc

6.250

05/02/34

1,676

4,700,000

(b)

Corp

Nacional

del

Cobre

Chile

5.125

02/02/33

4,690

2,950,000

(b)

Freeport

Indonesia

5.315

04/14/32

2,999

650,000

(b)

Nexa

Resources

S.A.

6.750

04/09/34

691

2,500,000

(b)

OCP

S.A.

6.750

05/01/34

2,683

2,000,000

(b)

POSCO

4.375

08/04/25

1,993

1,000,000

(b)

Sasol

Financing

USA

LLC

8.750

05/03/29

1,058

TOTAL

MATERIALS

17,647

MEDIA

ENTERTAINMENT

0.1%

5,000,000

(b)

CCO

Holdings

LLC

5.125

05/01/27

4,921

Inflation-Linked

Bond

264

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MEDIA

ENTERTAINMENT

(continued)

3,000,000

Charter

Communications

Operating

LLC

4.400

04/01/33

2,745

TOTAL

MEDIA

ENTERTAINMENT

7,666

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

0.0%

2,000,000

Teva

Pharmaceutical

Finance

Netherlands

III

7.875

09/15/29

2,209

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

2,209

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

0.1%

1,715,000

(b)

Hynix,

Inc

6.500

01/17/33

1,892

1,575,000

TSMC

Arizona

Corp

1.750

10/25/26

1,497

2,000,000

TSMC

Arizona

Corp

4.250

04/22/32

1,989

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

5,378

TELECOMMUNICATION

SERVICES

0.2%

3,000,000

AT&T,

Inc

2.550

12/01/33

2,529

200,000

(b),(c)

Sable

International

Finance

Ltd

7.125

10/15/32

201

3,000,000

(b)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

2,481

3,000,000

T-Mobile

USA,

Inc

5.050

07/15/33

3,075

3,100,000

Verizon

Communications,

Inc

2.355

03/15/32

2,671

TOTAL

TELECOMMUNICATION

SERVICES

10,957

TRANSPORTATION

0.1%

2,000,000

(b)

Grupo

Aeromexico

SAB

C.V.

8.500

03/17/27

2,021

2,260,000

(b)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

2,221

3,900,000

(b)

Transnet

SOC

Ltd

8.250

02/06/28

4,043

TOTAL

TRANSPORTATION

8,285

UTILITIES

0.1%

1,700,000

(b)

Comision

Federal

Electricidad

5.700

01/24/30

1,704

2,500,000

(b)

Ferrellgas

5.875

04/01/29

2,339

3,000,000

Florida

Power

Light

4.800

05/15/33

3,071

1,450,000

(b)

Israel

Electric

Corp

Ltd

3.750

02/22/32

1,274

TOTAL

UTILITIES

8,388

TOTAL

CORPORATE

BONDS

(Cost

$177,416)

177,654

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

GOVERNMENT

BONDS

91.5%

AGENCY

SECURITIES

0.1%

9,000,000

Federal

National

Mortgage

Association

(FNMA)

1.625

08/24/35

6,870

TOTAL

AGENCY

SECURITIES

6,870

FOREIGN

GOVERNMENT

BONDS

0.1%

6,250,000

(b)

Central

American

Bank

for

Economic

Integration

5.000

02/09/26

6,301

300,000

(b)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

308

TOTAL

FOREIGN

GOVERNMENT

BONDS

6,609

MORTGAGE

BACKED

2.3%

360,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

8.380

03/25/42

375

6,235,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.350%)

8.630

01/25/43

6,582

4,365,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

8.813

05/25/43

4,672

6,324,200

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.900%)

9.188

07/25/43

6,706

4,510,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

8.830

10/25/43

4,735

15,137,144

Government

National

Mortgage

Association

(GNMA)

3.600

09/15/31

14,732

7,668,002

GNMA

3.650

02/15/32

7,585

1,873,502

GNMA

3.380

07/15/35

1,855

2,505,238

GNMA

3.870

10/15/36

2,459

32,132,392

GNMA

1.730

07/15/37

28,069

21,536,156

GNMA

1.650

07/15/42

18,161

23,968,856

GNMA

2.750

01/15/45

22,021

4,938,827

GNMA

4.930

10/15/45

4,918

918,017

(a),(b)

Structured

Agency

Credit

Risk

Debt

Note

(STACR),

(SOFR30A

2.900%)

8.180

04/25/42

951

20,000,000

(a),(b)

STACR,

(SOFR30A

3.350%)

8.630

05/25/42

20,988

4,355,000

(a),(b)

STACR,

(SOFR30A

4.500%)

9.780

06/25/42

4,676

2,815,000

(a),(b)

STACR,

(SOFR30A

3.700%)

8.980

09/25/42

2,976

10,605,000

(a),(b)

STACR,

(SOFR30A

3.250%)

8.513

04/25/43

11,157

265

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

1,017,377

(b)

Verus

Securitization

Trust

4.000

11/25/59

1,002

TOTAL

MORTGAGE

BACKED

164,620

U.S.

TREASURY

SECURITIES

89.0%

46,721,080

(d)

United

States

Treasury

Inflation

Indexed

Bonds

2.375

01/15/25

46,412

178,998,960

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

04/15/25

175,810

66,316,000

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.375

07/15/25

65,366

186,677,260

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

10/15/25

183,050

230,359,956

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.625

01/15/26

225,929

89,258,228

(d)

United

States

Treasury

Inflation

Indexed

Bonds

2.000

01/15/26

89,090

209,404,764

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

04/15/26

203,576

183,703,800

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

07/15/26

179,068

303,024,762

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

10/15/26

294,647

225,909,145

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.375

01/15/27

219,479

129,389,394

(d)

United

States

Treasury

Inflation

Indexed

Bonds

2.375

01/15/27

131,495

138,801,908

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

04/15/27

133,618

167,152,700

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.375

07/15/27

162,536

143,338,950

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.625

10/15/27

144,277

245,460,600

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.500

01/15/28

237,658

183,765,240

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.750

01/15/28

185,246

197,870,820

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.250

04/15/28

195,993

115,171,896

(d)

United

States

Treasury

Inflation

Indexed

Bonds

3.625

04/15/28

123,414

129,938,174

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.750

07/15/28

127,051

58,121,408

(d)

United

States

Treasury

Inflation

Indexed

Bonds

2.375

10/15/28

60,361

262,830,040

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.875

01/15/29

256,578

137,560,683

(d)

United

States

Treasury

Inflation

Indexed

Bonds

2.500

01/15/29

143,462

223,154,316

(d)

United

States

Treasury

Inflation

Indexed

Bonds

2.125

04/15/29

229,341

52,308,528

(d)

United

States

Treasury

Inflation

Indexed

Bonds

3.875

04/15/29

57,727

239,775,900

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.250

07/15/29

227,473

277,260,732

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

01/15/30

258,668

150,276,875

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

07/15/30

139,731

192,111,750

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

01/15/31

176,510

276,318,193

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

07/15/31

252,764

122,749,614

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

01/15/32

110,930

48,906,924

(d)

United

States

Treasury

Inflation

Indexed

Bonds

3.375

04/15/32

55,241

239,726,269

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.625

07/15/32

224,444

434,793,223

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.125

01/15/33

419,484

256,577,333

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.375

07/15/33

252,899

281,385,500

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.750

01/15/34

284,506

174,162,428

(d)

United

States

Treasury

Inflation

Indexed

Bonds

1.875

07/15/34

178,416

TOTAL

U.S.

TREASURY

SECURITIES

6,452,250

TOTAL

GOVERNMENT

BONDS

(Cost

$6,795,874)

6,630,349

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

STRUCTURED

ASSETS

3.9%

ASSET

BACKED

1.3%

322,838

CarMax

Auto

Owner

Trust

5.230

01/15/26

323

Series

2023

(Class

A2A)

4,925,000

CNH

Equipment

Trust

4.030

01/15/30

4,914

Series

2024

(Class

A3)

2,917,500

(b)

Master

Finance

LLC

2.045

11/20/51

2,765

Series

2021

(Class

A2I)

5,737,750

(b)

Master

Finance

LLC

2.493

11/20/51

5,266

Series

2021

(Class

A2II)

4,279,000

(b)

Master

Finance

LLC

2.791

11/20/51

3,744

Series

2021

(Class

A23)

14,055,000

Ford

Credit

Auto

Owner

Trust

4.760

07/15/29

14,046

Series

2024

(Class

A3)

18,000,000

(b)

Ford

Credit

Auto

Owner

Trust

4.870

08/15/36

18,378

Series

2024

(Class

3,000,000

(b),(e)

Industrial

DPR

Funding

Ltd

5.380

04/15/34

2,663

Series

2022

(Class

Inflation-Linked

Bond

266

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ASSET

BACKED

(continued)

2,955,624

(b)

MVW

LLC

1.830

05/20/39

2,798

Series

2021

(Class

6,493,714

(b)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2.380

11/20/51

6,086

Series

2021

(Class

A1)

4,083,442

(b)

Sunnova

Helios

VIII

Issuer

LLC

2.790

02/22/49

3,634

Series

2022

(Class

25,000,000

(b)

Verizon

Master

Trust

Series

5.000

06/21/32

25,824

Series

2024

(Class

TOTAL

ASSET

BACKED

90,441

OTHER

MORTGAGE

BACKED

2.6%

7,500,000

(a),(b)

BAMLL

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.150%)

7.247

01/15/39

7,415

Series

2022

DKLX

(Class

2,500,000

(a),(b)

BAMLL

Commercial

Mortgage

Securities

Trust,

(TSFR1M

3.000%)

8.097

01/15/39

2,472

Series

2022

DKLX

(Class

2,014,165

(a),(b)

Barclays

Commercial

Mortgage

Trust,

(TSFR1M

1.672%)

6.769

10/15/37

2,005

Series

2018

BXH

(Class

2,000,000

(a)

Benchmark

Mortgage

Trust

4.425

02/15/51

1,730

Series

2018

(Class

19,775,000

(a),(b)

Commercial

Mortgage

Trust,

(TSFR1M

1.312%)

6.409

10/15/38

19,546

Series

2021

XL2

(Class

5,954,121

(a),(b)

Commercial

Mortgage

Trust,

(TSFR1M

1.385%)

6.482

12/15/38

5,908

Series

2021

CIP

(Class

2,000,000

(a),(b)

Commercial

Mortgage

Trust,

(TSFR1M

1.840%)

6.937

01/17/39

1,963

Series

2022

AHP

(Class

13,868,513

(a),(b)

Commercial

Mortgage

Trust,

(TSFR1M

1.392%)

6.488

03/15/41

13,889

Series

2024

XL5

(Class

5,650,000

(a),(b)

Citigroup

Commercial

Mortgage

Trust,

(TSFR1M

2.014%)

7.111

10/15/38

5,593

Series

2021

PRM2

(Class

7,500,000

(a),(b)

Citigroup

Commercial

Mortgage

Trust,

(TSFR1M

2.514%)

7.611

10/15/38

7,408

Series

2021

PRM2

(Class

929,645

(b)

COMM

Mortgage

Trust

3.397

03/10/46

893

Series

2013

CR6

(Class

2,905,129

(a)

COMM

Mortgage

Trust

4.585

02/10/47

2,792

Series

2014

CR14

(Class

5,254,975

COMM

Mortgage

Trust

4.377

05/10/47

5,134

Series

2014

CR17

(Class

724,296

(a)

COMM

Mortgage

Trust

4.684

10/10/47

705

Series

2014

LC17

(Class

2,500,000

(a)

COMM

Mortgage

Trust

4.612

10/10/48

2,425

Series

2015

CR26

(Class

150,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.850%)

9.130

05/25/42

160

Series

2022

R06

(Class

1M2)

4,000,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR

3.600%)

8.880

07/25/42

4,230

Series

2022

R08

(Class

1M2)

4,500,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.750%)

10.013

09/25/42

4,917

Series

2022

R09

(Class

2M2)

10,855,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.750%)

9.013

12/25/42

11,652

Series

2023

R01

(Class

1M2)

5,993,024

(a),(b)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

1.434%)

6.531

11/15/38

5,972

Series

2021

ELP

(Class

1,997,675

(a),(b)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

2.233%)

7.330

11/15/38

1,989

Series

2021

ELP

(Class

11,000,000

(b)

Financial

Revolving

Receivables

Trust

4.980

12/11/36

11,293

Series

2024

(Class

5,000,000

(a),(b)

Mortgage

Securities

Corp

II,

(TSFR1M

3.464%)

8.561

11/15/36

4,948

Series

2021

ARDN

(Class

3,000,000

(a),(b)

Mortgage

Securities

Corp

Trust,

(TSFR1M

2.864%)

7.961

11/15/36

2,972

Series

2021

ARDN

(Class

2,000,000

(b)

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3.620

01/16/37

1,040

Series

2020

NNN

(Class

DFX)

2,200,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.714

09/15/47

2,178

Series

2014

C23

(Class

267

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

5,000,000

(a),(b)

MARQ

Trust,

(TSFR1M

1.591%)

6.688

06/15/39

4,967

Series

2024

HOU

(Class

5,000,000

(a)

Morgan

Stanley

Bank

America

Merrill

Lynch

Trust

4.000

12/15/47

4,937

Series

2014

C19

(Class

3,986,816

(a),(b)

Morgan

Stanley

Capital

Inc,

(TSFR1M

1.491%)

6.588

11/09/24

3,946

Series

2021

ILP

(Class

2,500,000

(b)

MRCD

Mortgage

Trust

2.718

12/15/36

1,714

Series

2019

PARK

(Class

2,500,000

(b)

MRCD

Mortgage

Trust

2.718

12/15/36

1,589

Series

2019

PARK

(Class

10,023,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

1.397%)

6.497

03/15/39

9,964

Series

2022

LPFL

(Class

6,555,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

2.943%)

7.773

03/15/39

6,483

Series

2022

LPFL

(Class

2,500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.279%)

7.376

07/15/36

1,975

Series

2019

MILE

(Class

2,000,000

(a),(b)

NYC

Trust,

(TSFR1M

2.291%)

7.387

08/15/29

2,010

Series

2024

3ELV

(Class

7,325,417

(a),(b)

SMR

Mortgage

Trust,

(TSFR1M

2.400%)

7.497

02/15/39

7,154

Series

2022

IND

(Class

7,165,000

UBS

Commercial

Mortgage

Trust

4.036

06/15/50

6,571

Series

2017

(Class

6,902,316

(a),(b)

Verus

Securitization

Trust

2.240

10/25/66

5,976

Series

2021

(Class

A3)

1,951,000

(a)

WFRBS

Commercial

Mortgage

Trust

4.142

03/15/45

1,748

Series

2013

C11

(Class

TOTAL

OTHER

MORTGAGE

BACKED

190,263

TOTAL

STRUCTURED

ASSETS

(Cost

$285,565)

280,704

DESCRIPTION

VALUE

(000)

INVESTMENT

COMPANIES

0.1%

475,737

Invesco

Senior

Loan

ETF

9,995

TOTAL

INVESTMENT

COMPANIES

(Cost

$10,002)

9,995

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$7,289,531)

7,119,488‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

1.6%

REPURCHASE

AGREEMENT

1.6%

114,800,000

(f)

Bank

New

York

Mellon

4.860

10/01/24

114,800

TOTAL

REPURCHASE

AGREEMENT

114,800

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$114,800)

114,800

TOTAL

INVESTMENTS

99.8%

(Cost

$7,404,331)

7,234,288

OTHER

ASSETS

LIABILITIES,

NET

0.2%

10,873

NET

ASSETS

100.0%

$7,245,161

ETF

Exchange

Traded

Fund

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

Inflation-Linked

Bond

268

Portfolio

Investments

September

30,

2024

(continued)

Cost

amounts

are

thousands.

Amount

represents

less

than

$1,000.

(a)

Floating

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

based

the

underlying

asset

the

security.

Coupon

rate

reflects

the

rate

period

end.

(b)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$400,878,821

5.5%

Total

Investments.

(c)

When-issued

delayed

delivery

security.

(d)

Principal

amount

for

interest

accrual

purposes

periodically

adjusted

based

changes

the

Consumer

Price

Index.

(e)

For

fair

value

measurement

disclosure

purposes,

investment

classified

Level

(f)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$117,014,529

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

10/31/28,

valued

$117,096,045.

Futures

Contracts

Long

Description

Number

Contracts

(000)

Expiration

Date

Notional

Amount

(000)

Value

(000)

Unrealized

Appreciation

(Depreciation)

(000)

U.S.

Treasury

10-Year

Note

1,740‌

12/19/24

198,485‌

198,849‌

364‌

U.S.

Treasury

5-Year

Note

1,680‌

12/31/24

184,309‌

184,603‌

294‌

Total

3,420‌

382,794‌

383,452‌

658‌

Portfolio

Investments

September

30,

2024

Social

Choice

269

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

LONG-TERM

INVESTMENTS

99.1%

BANK

LOAN

OBLIGATIONS

0.1%

CAPITAL

GOODS

450,366

(a),(b)

KDC

Agribusiness

Fairless

Hills

LLC

.000

09/17/25

TOTAL

CAPITAL

GOODS

COMMERCIAL

PROFESSIONAL

SERVICES

15,520,000

(c)

LTR

Intermediate

Holdings,

Inc,

(TSFR1M

4.500%)

.460

05/05/28

15,082

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

15,082

UTILITIES

15,226,200

(c)

TerraForm

Power

Operating

LLC,

(TSFR3M

2.500%)

.204

05/21/29

15,269

4,676,500

(c)

Vistra

Operations

LLC,

(TSFR1M

2.750%)

.595

04/30/31

4,696

TOTAL

UTILITIES

19,965

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$35,603)

35,047

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

CORPORATE

BONDS

10.7%

AUTOMOBILES

COMPONENTS

0.1%

6,760,000

Ford

Motor

.250

02/12/32

5,757

10,727,000

Toyota

Motor

Credit

Corp

.150

02/13/30

9,680

2,260,000

(d)

North

America

Capital,

Inc

.875

04/14/28

2,281

4,980,000

(d)

North

America

Capital,

Inc

.125

04/14/30

5,162

TOTAL

AUTOMOBILES

COMPONENTS

22,880

BANKS

1.4%

6,925,000

(d)

Banco

Nacional

Comercio

Exterior

SNC

.720

08/11/31

6,318

3,635,000

Bank

America

Corp

.456

10/22/25

3,629

2,500,000

(e)

Bank

America

Corp

.100

N/A(f)

2,503

10,000,000

Bank

Montreal

.803

12/15/32

9,718

8,875,000

Bank

Montreal

.700

05/26/84

9,366

6,275,000

Barclays

plc

.837

09/10/28

6,328

8,150,000

Barclays

plc

.942

09/10/30

8,217

11,375,000

(d)

BNP

Paribas

S.A.

.894

12/05/34

12,280

2,500,000

(d),(e)

BNP

Paribas

S.A.

.500

N/A(f)

2,682

3,530,000

Citigroup,

Inc

.833

10/30/24

3,532

17,581,000

Citigroup,

Inc

.281

11/03/25

17,513

10,190,000

Citigroup,

Inc

.014

01/25/26

10,087

3,250,000

(c)

Citigroup,

Inc,

(SOFR

0.694%)

.330

01/25/26

3,256

2,625,000

Citigroup,

Inc

.625

N/A(f)

2,805

4,550,000

(d)

Cooperatieve

Rabobank

.004

09/24/26

4,394

797,000

(d)

Cooperatieve

Rabobank

.106

02/24/27

760

18,000,000

(d)

Credit

Agricole

S.A.

.335

01/10/30

18,522

9,500,000

(d)

Credit

Agricole

S.A.

.251

01/10/35

10,139

7,500,000

Deutsche

Bank

AG.

.819

11/20/29

8,074

4,950,000

(d)

Federation

des

Caisses

Desjardins

Quebec

.147

11/27/28

5,176

9,125,000

(d)

Federation

des

Caisses

Desjardins

Quebec

.250

04/26/29

9,405

9,925,000

HSBC

Holdings

plc

.161

03/09/29

10,450

6,150,000

HSBC

Holdings

plc

.875

N/A(f)

6,335

10,000,000

(d)

ING

Groep

.400

07/01/26

9,750

3,650,000

(d)

Intesa

Sanpaolo

S.p.A

.625

06/20/33

3,990

13,800,000

(d)

Intesa

Sanpaolo

S.p.A

.200

11/28/33

15,720

15,000,000

(d)

Intesa

Sanpaolo

S.p.A

.800

11/28/53

17,985

12,575,000

JPMorgan

Chase

.571

04/22/28

12,966

4,500,000

JPMorgan

Chase

.766

04/22/35

4,849

12,475,000

(e)

JPMorgan

Chase

.875

N/A(f)

13,377

3,990,000

JPMorgan

Chase

.650

N/A(f)

3,860

7,750,000

Morgan

Stanley

Bank

.504

05/26/28

7,994

3,700,000

(e)

NatWest

Group

plc

.125

N/A(f)

4,036

3,375,000

(d)

Royal

Bank

Canada

.050

09/14/26

3,194

10,750,000

(d)

Royal

Bank

Canada

.851

12/14/26

10,959

7,550,000

(d)

Shinhan

Financial

Group

Ltd

.000

07/24/28

7,680

Social

Choice

270

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

BANKS

(continued)

10,450,000

Wells

Fargo

.540

08/15/26

10,432

TOTAL

BANKS

298,281

CAPITAL

GOODS

0.2%

10,625,000

Air

Lease

Corp

.100

03/01/29

10,880

2,600,000

Air

Lease

Corp

.000

N/A(f)

2,573

4,390,000

Conservation

Fund

.474

12/15/29

4,122

8,725,000

Cummins,

Inc

.450

02/20/54

9,230

1,720,000

Nature

Conservancy

.668

03/01/26

1,675

3,000,000

Nature

Conservancy

.001

03/01/29

2,817

6,376,000

(d)

Sociedad

Transmision

Austral

S.A.

.000

01/27/32

5,887

TOTAL

CAPITAL

GOODS

37,184

COMMERCIAL

PROFESSIONAL

SERVICES

0.2%

3,800,000

(d),(e)

Ambipar

Lux

Sarl

.875

02/06/31

3,943

9,500,000

Automatic

Data

Processing,

Inc

.700

05/15/28

8,821

10,000,000

Automatic

Data

Processing,

Inc

.250

09/01/30

8,574

8,200,000

Automatic

Data

Processing,

Inc

.450

09/09/34

8,219

15,810,000

Rockefeller

Foundation

.492

10/01/50

10,593

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

40,150

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

0.0%

5,525,000

Lowe's

Cos,

Inc

.800

09/15/41

4,057

5,300,000

Lowe's

Cos,

Inc

.750

07/01/53

5,592

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

9,649

CONSUMER

SERVICES

0.3%

8,450,000

Choice

Hotels

International,

Inc

.850

08/01/34

8,714

5,915,000

Enterprise

Community

Loan

Fund,

Inc

.152

11/01/28

5,842

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

.786

04/01/51

1,740

7,725,000

Massachusetts

Higher

Education

Assistance

Corp

.673

07/01/31

6,708

10,000,000

Mather

Foundation

.675

10/01/31

8,750

1,505,000

Salvation

Army

.637

09/01/26

1,522

20,000,000

Salvation

Army

.528

09/01/48

19,170

8,400,000

Starbucks

Corp

.450

06/15/26

8,174

5,000,000

Starbucks

Corp

.450

08/15/49

4,438

TOTAL

CONSUMER

SERVICES

65,058

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

0.2%

2,000,000

(d)

Alimentation

Couche-Tard,

Inc

.625

05/13/51

1,504

10,625,000

SYSCO

Corp

.750

01/17/29

11,229

13,598,000

SYSCO

Corp

.400

02/15/30

12,330

18,954,000

Walmart,

Inc

.800

09/22/31

16,484

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

41,547

ENERGY

1.0%

11,125,000

Capital

Markets

America,

Inc

.699

04/10/29

11,353

6,050,000

Capital

Markets

America,

Inc

.893

09/11/33

6,156

9,875,000

Capital

Markets

America,

Inc

.772

11/10/50

6,496

6,925,000

(e)

Capital

Markets

plc

.450

N/A(f)

7,285

8,000,000

Cheniere

Energy

Partners

.000

03/01/31

7,571

4,850,000

Cheniere

Energy

Partners

.950

06/30/33

5,132

8,350,000

(e)

ConocoPhillips

.050

09/15/33

8,642

8,875,000

ConocoPhillips

.300

05/15/53

8,969

4,515,000

ConocoPhillips

.550

03/15/54

4,720

10,000,000

Enbridge,

Inc

.625

04/05/34

10,488

8,125,000

Equinor

ASA

.375

05/22/30

7,417

5,932,000

Equinor

ASA

.950

05/15/43

5,190

12,450,000

Equinor

ASA

.250

11/18/49

9,358

5,825,000

Marathon

Oil

Corp

.300

04/01/29

6,040

1,621,000

MPLX

.875

12/01/24

1,619

6,850,000

MPLX

.500

06/01/34

7,038

16,777,000

(d)

New

York

State

Electric

Gas

Corp

.650

08/15/28

17,481

2,000,000

(d)

New

York

State

Electric

Gas

Corp

.850

08/15/33

2,118

2,025,000

(e)

Occidental

Petroleum

Corp

.050

10/01/54

2,056

6,800,000

Pioneer

Natural

Resources

.100

03/29/26

6,896

2,975,000

(d)

Raizen

Fuels

Finance

S.A.

.450

03/05/34

3,149

7,875,000

TotalEnergies

Capital

S.A.

.724

09/10/34

7,915

271

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ENERGY

(continued)

4,350,000

TotalEnergies

Capital

S.A.

.488

04/05/54

4,495

14,025,000

TotalEnergies

Capital

S.A.

.275

09/10/54

14,045

10,550,000

TotalEnergies

Capital

S.A.

.638

04/05/64

11,001

10,850,000

TotalEnergies

Capital

S.A.

.425

09/10/64

10,920

9,483,000

Williams

Cos,

Inc

.400

03/02/26

9,606

10,000,000

Williams

Cos,

Inc

.300

08/15/28

10,324

18,000,000

Woodside

Finance

Ltd

.100

09/12/34

17,880

TOTAL

ENERGY

231,360

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

0.0%

1,500,000

ERP

Operating

.150

12/01/28

1,497

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,497

FINANCIAL

SERVICES

1.5%

5,000,000

Blue

Financing

DAC

.395

09/20/29

5,051

10,839,600

Blue

Financing

DAC

.395

09/20/37

11,171

11,645,000

Community

Preservation

Corp

.867

02/01/30

10,579

560,321

Durrah

MSN

35603

.684

01/22/25

557

3,450,000

(d)

Equitable

Financial

Life

Global

Funding

.300

07/12/26

3,281

10,400,000

Ford

Foundation

.815

06/01/70

6,625

1,610,000

Goldman

Sachs

Group,

Inc

.855

02/12/26

1,584

3,416,000

(e)

Goldman

Sachs

Group,

Inc

.379

N/A(f)

3,426

14,242,000

(d)

GPS

Blue

Financing

DAC

.645

11/09/41

14,313

8,600,000

(d)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

.375

07/01/34

8,803

4,470,000

(d),(e)

HAT

Holdings

LLC

.375

06/15/26

4,329

3,480,000

(d),(e)

HAT

Holdings

LLC

.000

06/15/27

3,687

9,585,000

(d),(e)

HAT

Holdings

LLC

.750

09/15/30

8,654

6,955,000

Kreditanstalt

fuer

Wiederaufbau

.375

02/28/34

7,233

9,875,000

Low

Income

Investment

Fund

.711

07/01/29

9,167

7,725,000

Mastercard,

Inc

.900

03/15/31

6,779

12,255,000

National

Rural

Utilities

Cooperative

Finance

Corp

.150

12/15/32

12,018

1,925,000

NHP

Foundation

.850

12/01/28

2,035

4,850,000

NHP

Foundation

.000

12/01/33

5,290

16,475,000

Private

Export

Funding

Corp

(PEFCO)

.400

07/15/28

15,146

13,500,000

Private

Export

Funding

Corp

(PEFCO)

.300

12/15/28

13,750

9,900,000

Private

Export

Funding

Corp

(PEFCO)

.600

02/15/34

10,059

10,250,000

Reinvestment

Fund,

Inc

.366

11/01/24

10,221

2,570,000

Reinvestment

Fund,

Inc

.513

11/01/25

2,495

15,240,000

Reinvestment

Fund,

Inc

.880

02/15/27

14,426

7,435,000

Reinvestment

Fund,

Inc

.930

02/15/28

7,032

4,430,000

(d),(e)

Starwood

Property

Trust,

Inc

.375

01/15/27

4,317

2,800,000

(d)

Starwood

Property

Trust,

Inc

.250

04/01/29

2,936

13,170,000

(d),(g)

Starwood

Property

Trust,

Inc

.000

04/15/30

13,175

7,272,831

Thirax LLC

.462

03/07/33

6,464

10,250,000

(d)

UBS

Group

AG.

.428

02/08/30

10,597

9,375,000

(d)

UBS

Group

AG.

.617

09/13/30

9,796

10,000,000

(d)

UBS

Group

AG.

.746

02/11/33

8,667

9,925,000

(d)

UBS

Group

AG.

.301

09/22/34

10,894

6,150,000

(d)

UBS

Group

AG.

.699

02/08/35

6,492

4,050,000

(d)

UBS

Group

AG.

.250

N/A(f)

4,478

3,375,000

(d)

UBS

Group

AG.

.250

N/A(f)

3,980

7,500,000

Visa,

Inc

.900

04/15/27

7,166

17,000,000

(e)

Visa,

Inc

.100

02/15/31

14,243

3,450,000

(d)

WLB

Asset

Pte

Ltd

.950

12/10/24

3,316

5,500,000

(d)

WLB

Asset

Pte

Ltd

.900

12/23/25

5,208

15,750,000

(d)

WLB

Asset

Pte

Ltd

.500

12/21/26

14,833

9,750,000

(d)

WLB

Asset

Pte

Ltd

.250

12/21/27

10,320

TOTAL

FINANCIAL

SERVICES

334,593

FOOD,

BEVERAGE

TOBACCO

0.2%

3,725,000

Campbell

Soup

.200

03/21/29

3,858

10,125,000

(d)

Mars,

Inc

.650

04/20/31

10,213

10,000,000

(d)

NBM

Holdings,

Inc

.625

08/06/29

10,176

6,600,000

(d)

Nestle

Holdings,

Inc

.950

03/14/30

6,852

10,000,000

PepsiCo,

Inc

.900

07/18/32

9,840

Social

Choice

272

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FOOD,

BEVERAGE

TOBACCO

(continued)

16,674,000

PepsiCo,

Inc

.875

10/15/49

11,917

TOTAL

FOOD,

BEVERAGE

TOBACCO

52,856

HEALTH

CARE

EQUIPMENT

SERVICES

0.1%

16,688,000

Kaiser

Foundation

Hospitals

.810

06/01/41

12,868

12,590,000

Montefiore

Medical

Center

.895

04/20/32

11,008

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

23,876

HOUSEHOLD

PERSONAL

PRODUCTS

0.4%

5,300,000

Procter

Gamble

.000

03/25/30

5,077

12,975,000

(e)

Procter

Gamble

.200

10/29/30

11,098

10,875,000

Procter

Gamble

.550

01/29/34

11,232

11,075,000

Unilever

Capital

Corp

.000

07/28/26

10,719

17,300,000

Unilever

Capital

Corp

.875

09/08/28

17,828

5,523,000

Unilever

Capital

Corp

.125

09/06/29

5,045

6,125,000

Unilever

Capital

Corp

.375

09/14/30

5,242

8,475,000

Unilever

Capital

Corp

.750

08/12/31

7,281

11,600,000

Unilever

Capital

Corp

.625

08/12/34

11,768

9,425,000

(e)

Unilever

Capital

Corp

.625

08/12/51

6,467

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

91,757

INSURANCE

0.2%

14,425,000

(d)

Five

Corners

Funding

Trust

.850

05/15/30

13,330

4,100,000

(d)

Metropolitan

Life

Global

Funding

.950

07/02/25

3,997

11,600,000

(d)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

Muenchen

.875

05/23/42

12,152

10,000,000

Principal

Financial

Group,

Inc

.125

06/15/30

8,835

2,152,000

Prudential

Financial,

Inc

.700

10/01/50

1,987

11,448,000

(d)

USAA

Capital

Corp

.125

05/01/30

10,240

TOTAL

INSURANCE

50,541

MATERIALS

0.6%

10,500,000

Air

Products

and

Chemicals,

Inc

.800

03/03/33

10,846

2,755,000

(d)

Alcoa

Nederland

Holding

.125

03/15/31

2,937

10,000,000

Amcor

Group

Finance

plc

.450

05/23/29

10,362

6,550,000

(d)

Celulosa

Arauco

Constitucion

S.A.

.200

01/29/30

6,288

9,145,000

(d)

Celulosa

Arauco

Constitucion

S.A.

.150

01/29/50

8,247

7,250,000

(d),(e)

Cemex

SAB

C.V.

.125

N/A(f)

7,908

9,000,000

(e)

Dow

Chemical

.150

02/15/34

9,247

11,000,000

(d),(e)

FMG

Resources

August

2006

Pty

Ltd

.125

04/15/32

11,251

12,000,000

(d)

Inversiones

CMPC

S.A.

.375

04/04/27

11,933

2,150,000

(d)

Inversiones

CMPC

S.A.

.125

06/23/33

2,278

4,000,000

(d)

Klabin

Austria

GmbH

.000

04/03/49

4,311

4,000,000

(d)

Klabin

Finance

S.A.

.875

09/19/27

3,965

3,750,000

(d)

Celulose

International

GmbH

.950

01/26/32

3,848

6,855,000

(d)

Chem

Ltd

.375

07/14/25

6,837

3,250,000

(d),(e)

Chem

Ltd

.625

04/15/29

3,135

6,900,000

Nutrien

Ltd

.200

06/21/27

7,076

11,125,000

Nutrien

Ltd

.400

06/21/34

11,515

13,467,600

(d)

Star

Energy

Geothermal

Wayang

Windu

Ltd

.750

04/24/33

13,754

7,500,000

Suzano

International

Finance

.500

01/17/27

7,638

TOTAL

MATERIALS

143,376

MEDIA

ENTERTAINMENT

0.1%

11,250,000

(e)

Comcast

Corp

.650

02/15/33

11,411

TOTAL

MEDIA

ENTERTAINMENT

11,411

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

0.3%

13,250,000

Johnson

.900

06/01/31

13,924

8,315,000

(e)

Johnson

.250

09/01/50

5,380

6,925,000

Pfizer

Investment

Enterprises

Pte

Ltd

.650

05/19/25

6,933

6,475,000

Pfizer

Investment

Enterprises

Pte

Ltd

.110

05/19/43

6,593

15,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

.300

05/19/53

15,517

4,497,000

Pfizer,

Inc

.625

04/01/30

4,172

5,400,000

Pfizer,

Inc

.750

08/18/31

4,634

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

57,153

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.1%

8,550,000

National

Community

Renaissance

California

.270

12/01/32

7,385

273

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

(continued)

9,770,000

Preservation

Affordable

Housing,

Inc

.479

12/01/32

9,313

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

16,698

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

0.1%

11,550,000

Intel

Corp

.150

08/05/32

11,006

7,208,000

NXP

.400

05/01/30

6,809

10,000,000

Texas

Instruments,

Inc

.050

05/18/63

10,034

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

27,849

TECHNOLOGY

HARDWARE

EQUIPMENT

0.1%

14,250,000

Apple,

Inc

.000

06/20/27

13,997

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

13,997

TELECOMMUNICATION

SERVICES

0.0%

9,548,000

Verizon

Communications,

Inc

.550

03/21/31

8,526

TOTAL

TELECOMMUNICATION

SERVICES

8,526

TRANSPORTATION

0.1%

5,083,450

(d)

Air

Canada

Pass

Through

Trust

.125

05/15/25

5,044

9,475,000

Canadian

Pacific

Railway

.100

12/02/51

6,764

6,000,000

Norfolk

Southern

Corp

.300

05/15/31

5,315

TOTAL

TRANSPORTATION

17,123

UTILITIES

3.5%

3,750,000

AES

Corp

.375

01/15/26

3,599

7,954,000

AES

Corp

.450

06/01/28

8,188

6,725,000

Algonquin

Power

Utilities

Corp

.365

06/15/26

6,806

3,325,000

(d)

AltaGas

Ltd

.200

10/15/54

3,396

12,325,000

Ameren

Illinois

.900

06/15/51

8,436

4,500,000

Atlantic

City

Electric

.300

03/15/31

3,959

3,345,000

Avangrid,

Inc

.150

12/01/24

3,332

9,950,000

Avangrid,

Inc

.200

04/15/25

9,848

13,200,000

Avangrid,

Inc

.800

06/01/29

12,836

7,050,000

(d)

Brooklyn

Union

Gas

.632

08/05/27

7,042

10,000,000

(d)

Brooklyn

Union

Gas

.866

08/05/32

9,762

3,550,000

(e)

CMS

Energy

Corp

.750

06/01/50

3,426

3,100,000

CMS

Energy

Corp

.750

12/01/50

2,708

11,300,000

(d)

Colbun

S.A.

.150

01/19/32

9,962

2,125,000

(d)

Comision

Federal

Electricidad

.700

01/24/30

2,130

17,500,000

Commonwealth

Edison

.750

09/01/51

11,549

5,600,000

Connecticut

Light

and

Power

.650

01/01/29

5,694

7,525,000

(d)

Consorcio

Transmantaro

.700

04/16/34

7,364

6,200,000

Consumers

Energy

.600

05/30/29

6,325

14,217,363

(d)

Continental

Wind

LLC

.000

02/28/33

14,705

13,087,000

Dominion

Energy,

Inc

.250

08/15/31

11,321

3,425,000

Dominion

Energy,

Inc

.000

06/01/54

3,740

8,325,000

Dominion

Energy,

Inc

.350

N/A(f)

8,108

22,625,000

DTE

Electric

.900

04/01/28

21,034

7,998,000

DTE

Electric

.950

03/01/49

6,770

9,025,000

DTE

Electric

.250

04/01/51

6,712

3,000,000

DTE

Electric

.650

03/01/52

2,391

3,688,000

Duke

Energy

Carolinas

LLC

.850

03/15/32

3,329

4,975,000

Duke

Energy

Carolinas

LLC

.550

03/15/52

3,832

10,000,000

Duke

Energy

Florida

LLC

.500

12/01/29

9,256

7,931,000

Duke

Energy

Florida

LLC

.400

12/15/31

6,948

10,000,000

Duke

Energy

Florida

LLC

.000

12/15/51

6,933

4,000,000

Duke

Energy

Progress

LLC

.450

03/15/29

3,895

5,276,000

Duke

Energy

Progress

LLC

.000

04/01/52

4,407

20,250,000

(d)

Electricite

France

S.A.

.625

10/13/25

20,052

6,375,000

Florida

Power

Light

.625

05/15/30

6,539

9,885,000

Georgia

Power

.250

04/01/26

9,757

7,019,550

(d)

India

Cleantech

Energy

.700

08/10/26

6,796

9,700,000

Interstate

Power

and

Light

.500

09/30/49

7,264

14,641,000

(d)

Liberty

Utilities

Finance

.050

09/15/30

12,605

7,511,000

MidAmerican

Energy

.650

04/15/29

7,379

5,725,000

(e)

MidAmerican

Energy

.350

01/15/34

6,077

1,000,000

MidAmerican

Energy

.950

08/01/47

847

Social

Choice

274

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

UTILITIES

(continued)

1,925,000

MidAmerican

Energy

.850

09/15/54

2,144

12,350,000

National

Fuel

Gas

.500

01/15/26

12,461

11,250,000

National

Fuel

Gas

.950

03/01/31

9,930

11,610,000

(d)

New

York

State

Electric

Gas

Corp

.150

10/01/31

9,750

12,500,000

NextEra

Energy

Capital

Holdings,

Inc

.900

03/15/29

12,816

6,275,000

NextEra

Energy

Capital

Holdings,

Inc

.750

06/15/54

6,771

3,829,000

(d),(e)

NextEra

Energy

Operating

Partners

.250

01/15/29

4,037

10,000,000

(d)

Niagara

Mohawk

Power

Corp

.960

06/27/30

8,767

9,750,000

(d)

Niagara

Mohawk

Power

Corp

.119

11/28/42

8,363

11,436,000

Northern

States

Power

.900

03/01/50

7,997

1,000,000

Northern

States

Power

.600

06/01/51

653

7,868,000

Northern

States

Power

.200

04/01/52

5,735

8,125,000

Northern

States

Power

.400

03/15/54

8,580

5,250,000

Northwest

Natural

Gas

.078

12/01/51

3,461

21,737,000

Pacific

Gas

and

Electric

.700

04/01/53

24,878

10,534,000

PacifiCorp

.900

06/15/52

6,814

6,000,000

PG&E

Recovery

Funding

LLC

.838

06/01/35

6,148

11,375,000

PG&E

Recovery

Funding

LLC

.231

06/01/42

12,008

4,750,000

PG&E

Recovery

Funding

LLC

.529

06/01/51

5,026

7,113,000

Piedmont

Natural

Gas

Co,

Inc

.350

06/01/50

5,137

2,100,000

PPL

Electric

Utilities

Corp

.850

02/15/34

2,148

5,000,000

Public

Service

Colorado

.200

03/01/50

3,576

16,100,000

Public

Service

Colorado

.750

05/15/54

17,439

11,879,000

Public

Service

Oklahoma

.200

08/15/31

10,141

1,651,000

Public

Service

Electric

and

Gas

.100

03/15/32

1,518

4,875,000

Public

Service

Electric

and

Gas

.650

03/15/33

4,944

6,134,000

Public

Service

Electric

and

Gas

.200

08/01/49

4,558

9,300,000

Public

Service

Electric

and

Gas

.125

03/15/53

9,467

4,850,000

(d)

RWE

Finance

LLC

.875

04/16/34

5,071

10,000,000

(d)

RWE

Finance

LLC

.250

04/16/54

10,488

16,684,000

San

Diego

Gas

Electric

.950

08/15/28

17,143

19,738,000

San

Diego

Gas

Electric

.950

08/15/51

13,855

2,347,146

SCE

Recovery

Funding

LLC

.977

11/15/28

2,244

7,100,000

SCE

Recovery

Funding

LLC

.943

11/15/42

6,053

2,640,000

SCE

Recovery

Funding

LLC

.240

11/15/46

2,047

18,698,232

(d)

Solar

Star

Funding

LLC

.950

06/30/35

17,401

17,952,655

(d)

Solar

Star

Funding

LLC

.375

06/30/35

18,220

8,429,000

Southern

California

Edison

.750

02/01/32

7,499

8,300,000

Southern

California

Edison

.200

06/01/34

8,603

1,493,000

Southern

California

Edison

.650

06/01/51

1,146

5,000,000

Southern

California

Edison

.450

02/01/52

3,720

14,635,000

Southern

Power

.150

12/01/25

14,557

14,825,000

(e)

Southwestern

Electric

Power

.250

11/01/51

10,261

18,650,000

Southwestern

Public

Service

.150

05/01/50

13,030

3,690,000

(d),(e)

Sunnova

Energy

Corp

.875

09/01/26

3,445

16,046,470

(d)

Sweihan

Power

PJSC

.625

01/31/49

13,639

8,612,000

(d)

TerraForm

Power

Operating

LLC

.000

01/31/28

8,520

15,193,335

(d)

Topaz

Solar

Farms

LLC

.875

09/30/39

13,674

12,666,368

(d)

Topaz

Solar

Farms

LLC

.750

09/30/39

12,535

7,544,796

(d)

UEP

Penonome

S.A.

.500

10/01/38

6,537

12,250,000

Union

Electric

.150

03/15/32

10,494

19,626,000

Union

Electric

.625

03/15/51

12,730

3,146,000

Union

Electric

.900

04/01/52

2,594

3,775,000

(d)

Vistra

Corp

.000

N/A(f)

3,854

TOTAL

UTILITIES

771,686

TOTAL

CORPORATE

BONDS

(Cost

$2,443,321)

2,369,048

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

GOVERNMENT

BONDS

24.8%

AGENCY

SECURITIES

0.8%

270,041

Abay

Leasing

LLC

.654

11/09/26

264

275

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

AGENCY

SECURITIES

(continued)

3,180,444

Canal

Barge

Co,

Inc

.500

11/12/34

3,171

11,917,182

Crowley

Conro

LLC

.181

08/15/43

11,144

2,581,054

Ethiopian

Leasing

LLC

.566

08/14/26

2,560

314,263

Export-Import

Bank

the

United

States

.578

12/10/25

310

25,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

.540

08/17/35

18,908

8,000,000

Federal

National

Mortgage

Association

(FNMA)

.625

04/22/25

7,838

18,880,000

FNMA

.875

08/05/30

16,085

9,000,000

FNMA

.625

08/24/35

6,870

17,340,000

Hashemite

Kingdom

Jordan

Government

AID

Bond

.000

06/30/25

17,128

1,875,000

(c)

India

Government

AID

Bond,

(LIBOR

0.100%)

.609

02/01/27

1,859

13,250,000

Private

Export

Funding

Corp

(PEFCO)

.250

06/15/25

13,153

7,765,000

PEFCO

.900

10/15/27

7,819

284,565

Sandalwood

LLC

.836

07/10/25

282

659,162

Sandalwood

LLC

.821

02/12/26

650

20,494,862

Thirax LLC

.968

01/14/33

17,922

3,255,449

Thirax

LLC

.320

01/22/34

2,972

1,775,000

United

States

International

Development

Finance

Corp

.440

04/15/28

1,652

1,000,000

United

States

International

Development

Finance

Corp

.650

04/15/28

936

3,914,463

United

States

International

Development

Finance

Corp

.790

10/15/29

3,692

12,232,698

United

States

International

Development

Finance

Corp

.360

10/15/29

11,710

2,052,000

United

States

International

Development

Finance

Corp

.930

05/15/30

1,983

3,391,200

United

States

International

Development

Finance

Corp

.040

05/15/30

3,289

7,639,665

United

States

International

Development

Finance

Corp

.630

07/15/38

6,358

4,714,765

United

States

International

Development

Finance

Corp

.450

07/15/38

4,145

5,000,000

Department

Housing

and

Urban

Development

(HUD)

.535

08/01/36

4,581

TOTAL

AGENCY

SECURITIES

167,281

FOREIGN

GOVERNMENT

BONDS

3.9%

9,475,000

African

Development

Bank

.500

09/18/29

9,407

11,850,000

(d)

Arab

Petroleum

Investments

Corp

.483

10/06/26

11,207

14,000,000

(d)

Arab

Petroleum

Investments

Corp

.428

05/02/29

14,596

9,500,000

Asian

Development

Bank

.125

03/19/25

9,397

9,670,000

Asian

Development

Bank

.625

06/13/25

9,693

11,500,000

Asian

Development

Bank

.750

08/14/26

11,088

22,676,000

Asian

Development

Bank

.125

09/26/28

22,304

10,000,000

Asian

Development

Bank

.875

06/14/33

10,015

6,263,000

Asian

Infrastructure

Investment

Bank

.500

01/27/26

5,986

5,375,000

(e)

Asian

Infrastructure

Investment

Bank

.875

09/14/26

5,486

5,600,000

(c)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

0.620%)

.714

08/16/27

5,643

3,000,000

(c),(d)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

0.620%)

.714

08/16/27

3,023

10,000,000

Asian

Infrastructure

Investment

Bank

.125

01/18/29

10,192

11,400,000

Asian

Infrastructure

Investment

Bank

.250

03/13/34

11,711

EUR

7,925,000

(d)

Banque

Ouest

Africaine

Developpement

.750

01/22/33

7,324

17,250,000

(d)

BNG

Bank

.500

05/19/28

17,133

8,125,000

Brazilian

Government

International

Bond

.125

01/22/32

8,348

1,900,000

(d)

Caisse

d'Amortissement

Dette

Sociale

.625

02/18/26

1,814

12,250,000

(d)

Caisse

d'Amortissement

Dette

Sociale

.875

09/19/26

12,485

4,750,000

(d)

Caisse

d'Amortissement

Dette

Sociale

.375

01/20/31

4,084

5,000,000

Caisse

d'Amortissement

Dette

Sociale

.125

01/26/32

4,438

21,980,000

Canada

Government

International

Bond

.875

04/28/25

21,799

16,020,000

Canada

Government

International

Bond

.750

04/26/28

16,092

12,500,000

(d)

CDP

Financial,

Inc

.000

05/26/26

11,917

4,450,000

(d)

Central

American

Bank

for

Economic

Integration

.000

02/09/26

4,486

2,000,000

Central

American

Bank

for

Economic

Integration

.000

02/09/26

2,016

10,075,000

Chile

Government

International

Bond

.100

05/07/41

7,855

8,025,000

Colombia

Government

International

Bond

.000

11/14/35

8,553

4,800,000

Colombia

Government

International

Bond

.750

11/14/53

5,258

5,725,000

(d)

Dominican

Republic

International

Bond

.600

06/01/36

6,067

5,000,000

European

Investment

Bank

.500

10/15/24

4,995

6,540,000

(d)

European

Investment

Bank

.876

06/13/25

6,478

2,711,000

European

Investment

Bank

.125

04/13/26

2,642

5,750,000

European

Investment

Bank

.375

05/24/27

5,569

11,961,000

European

Investment

Bank

.625

10/21/27

10,933

Social

Choice

276

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

FOREIGN

GOVERNMENT

BONDS

(continued)

3,750,000

European

Investment

Bank

.250

11/15/27

3,712

11,600,000

European

Investment

Bank

.625

10/09/29

10,542

10,000,000

European

Investment

Bank

.875

05/17/30

8,590

19,749,000

European

Investment

Bank

.750

09/23/30

16,705

7,700,000

European

Investment

Bank

.375

10/10/31

8,017

6,445,000

(e)

European

Investment

Bank

.750

02/14/33

6,400

2,000,000

European

Investment

Bank

.875

02/15/36

2,164

10,875,000

Export

Development

Canada

.375

08/26/25

10,803

11,250,000

Export

Development

Canada

.750

09/07/27

11,282

13,050,000

Export

Development

Canada

.875

02/14/28

13,137

10,000,000

Export

Development

Canada

.125

02/13/29

10,179

18,675,000

Export

Development

Canada

.750

06/05/34

19,946

4,500,000

Inter-American

Development

Bank

.500

05/15/26

4,546

4,868,000

Inter-American

Development

Bank

.125

07/20/28

4,443

5,000,000

Inter-American

Development

Bank

.125

01/13/31

4,275

15,800,000

Inter-American

Development

Bank

.500

04/12/33

15,375

10,625,000

(e)

Inter-American

Investment

Corp

.625

04/22/25

10,517

2,644,000

Inter-American

Investment

Corp

.625

02/10/26

2,526

19,785,000

Inter-American

Investment

Corp

.126

02/15/28

20,043

12,850,000

International

Bank

for

Reconstruction

Development

.625

04/22/25

12,587

14,750,000

International

Bank

for

Reconstruction

Development

.125

11/20/25

14,602

28,030,000

International

Bank

for

Reconstruction

Development

.000

03/31/27

25,529

5,250,000

International

Bank

for

Reconstruction

Development

.000

03/31/28

5,207

25,000,000

International

Bank

for

Reconstruction

Development

.745

07/31/33

25,377

5,000,000

(d)

International

Development

Association

.875

04/28/26

4,769

14,750,000

International

Finance

Corp

.750

03/16/26

14,865

4,300,000

International

Finance

Corp

.375

01/15/27

4,362

10,643,000

International

Finance

Facility

for

Immunisation

.000

04/21/26

10,163

3,050,000

Japan

Bank

for

International

Cooperation

.625

01/20/27

2,899

1,750,000

Japan

Bank

for

International

Cooperation

.875

10/18/28

1,821

2,800,000

Japan

International

Cooperation

Agency

.750

05/21/29

2,905

8,750,000

Japan

International

Cooperation

Agency

.750

04/28/31

7,628

12,500,000

(d)

Kommunalbanken

AS.

.125

02/11/25

12,384

4,175,000

(d)

Kommuninvest

Sverige

.625

09/29/28

4,328

10,100,000

(d)

Korea

Electric

Power

Corp

.125

06/15/25

9,863

10,250,000

(d)

Korea

Electric

Power

Corp

.875

01/31/27

10,408

6,500,000

Kreditanstalt

fuer

Wiederaufbau

.750

09/14/29

5,952

13,000,000

Landwirtschaftliche

Rentenbank

.875

09/03/30

11,056

18,250,000

(d)

Nederlandse

Waterschapsbank

.750

01/15/25

18,095

17,600,000

(d)

Nederlandse

Waterschapsbank

.375

03/24/26

17,217

12,375,000

(d)

Nederlandse

Waterschapsbank

.000

06/01/28

12,488

4,450,000

(d)

Nederlandse

Waterschapsbank

.375

02/28/29

4,567

7,000,000

Nederlandse

Waterschapsbank

.000

05/28/30

6,027

4,430,000

Nederlandse

Waterschapsbank

.000

05/28/30

3,814

15,641,000

OMERS

Finance

Trust

.500

04/19/32

14,966

7,666,000

(d)

OMERS

Finance

Trust

.500

04/19/32

7,335

750,000

OMERS

Finance

Trust

.000

04/19/52

638

4,825,000

(d)

OMERS

Finance

Trust

.000

04/19/52

4,104

5,030,000

OPEC

Fund

for

International

Development

.500

01/26/26

5,044

4,970,000

(d)

OPEC

Fund

for

International

Development

.500

01/26/26

4,984

11,750,000

Province

Ontario

Canada

.050

04/24/34

12,548

10,000,000

Province

Quebec

Canada

.750

04/12/27

9,757

5,000,000

Province

Quebec

Canada

.500

09/15/29

5,809

15,250,000

Province

Quebec

Canada

.900

04/21/31

13,448

10,625,000

Province

Quebec

Canada

.500

09/08/33

10,911

10,500,000

Province

Quebec

Canada

.250

09/05/34

10,563

7,750,000

Republic

Italy

Government

International

Bond

.000

10/17/49

5,948

5,100,000

(d)

Serbia

International

Bond

.000

06/12/34

5,247

TOTAL

FOREIGN

GOVERNMENT

BONDS

853,451

MORTGAGE

BACKED

10.4%

2,115,000

(c),(d)

Angel

Oak

Mortgage

Trust

.837

11/25/66

1,548

54,848,853

(c),(d)

Citigroup

Mortgage

Loan

Trust

.155

02/25/52

475

277

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

6,148,918

(c),(d)

Citigroup

Mortgage

Loan

Trust

.250

02/25/52

10,555,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

.380

03/25/42

11,007

19,159,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.650%)

.913

06/25/42

20,736

1,295,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.350%)

.630

01/25/43

1,367

3,840,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

.813

05/25/43

4,110

3,170,482

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.100%)

.363

06/25/43

3,330

3,400,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.900%)

.188

07/25/43

3,605

4,470,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.550%)

.830

10/25/43

4,693

1,271,361

(c)

Fannie

Mae

REMICS,

(SOFR30A

5.836%)

.555

09/25/43

188

2,364,047

Fannie

Mae

REMICS

.000

07/25/45

2,158

4,228,951

Fannie

Mae

REMICS

.500

02/25/48

3,825

3,131,720

Fannie

Mae

REMICS

.000

07/25/48

2,998

5,012,258

Fannie

Mae

REMICS

.000

08/25/50

656

6,418,766

Fannie

Mae

REMICS

.000

10/25/50

4,513

12,501,803

Fannie

Mae

REMICS

.500

11/25/50

1,781

4,422,089

Fannie

Mae

REMICS

.000

12/25/50

768

3,649,409

Fannie

Mae

REMICS

.000

02/25/51

615

4,747,587

Fannie

Mae

REMICS

.500

11/25/51

584

12,080,727

Fannie

Mae

REMICS

.500

04/25/52

9,757

2,523,535

Fannie

Mae

REMICS

.000

05/25/52

2,123

6,845,160

Fannie

Mae

REMICS

.500

07/25/52

6,788

2,513,040

Fannie

Mae

REMICS

.500

08/25/52

2,237

2,369,122

Fannie

Mae

REMICS

.000

09/25/52

2,190

1,901,818

Fannie

Mae

REMICS

.000

09/25/52

1,677

1,826,964

Fannie

Mae

REMICS

.500

10/25/52

1,747

2,096,813

Fannie

Mae

REMICS

.500

10/25/52

2,066

3,732,644

Fannie

Mae

REMICS

.500

11/25/52

3,820

10,955,800

(c)

Fannie

Mae-Aces

.919

02/25/27

10,691

3,155,924

(c)

Fannie

Mae-Aces

.413

06/25/28

3,093

8,250,000

(c)

Fannie

Mae-Aces

.518

11/25/30

7,098

15,500,000

(c)

Fannie

Mae-Aces

.287

01/25/31

13,152

5,250,215

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

.310

12/01/31

4,687

6,857,089

FHLMC

.740

06/01/37

6,464

2,257,909

FHLMC

.400

12/01/37

2,055

5,646,500

FHLMC

.300

12/01/37

5,552

1,835,541

FHLMC

.500

03/01/38

1,686

640,000

FHLMC

.330

05/01/38

634

3,176,394

FHLMC

.970

07/01/38

2,751

3,390,140

FHLMC

.550

07/01/38

3,394

5,775,000

FHLMC

.500

10/01/38

5,226

398,695

FHLMC

.160

11/01/38

349

1,853,500

FHLMC

.910

01/01/39

1,738

3,364,716

FHLMC

.000

01/01/41

2,854

779,518

FHLMC

.250

09/01/42

769

4,353,639

FHLMC

.000

11/01/49

3,972

3,731,995

FHLMC

.500

11/01/51

3,234

10,233,646

FHLMC

.000

11/01/51

9,370

1,253,514

FHLMC

.000

11/01/51

1,143

1,078,645

FHLMC

.000

11/01/51

991

1,488,059

FHLMC

.000

11/01/51

1,363

4,218,895

FHLMC

.500

01/01/52

3,670

10,167,174

FHLMC

.500

02/01/52

8,885

321,898

FHLMC

.000

02/01/52

290

6,446,871

FHLMC

.000

03/01/52

5,796

5,002,454

FHLMC

.500

04/01/52

4,358

14,484,552

FHLMC

.000

04/01/52

13,932

8,676,220

FHLMC

.500

05/01/52

8,119

484,240

FHLMC

.000

06/01/52

437

434,732

FHLMC

.500

06/01/52

406

8,370,956

FHLMC

.500

06/01/52

8,239

254,983

FHLMC

.500

07/01/52

251

8,327,231

FHLMC

.500

07/01/52

8,196

Social

Choice

278

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

208,042

FHLMC

.000

10/01/52

187

9,362,524

FHLMC

.000

11/01/52

9,601

3,026,289

FHLMC

.500

12/01/52

2,818

14,873,561

FHLMC

.000

01/01/53

14,882

18,916,346

FHLMC

.500

08/01/53

19,156

3,007

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

.000

01/01/31

78,037

FGLMC

.500

07/01/33

537,212

FGLMC

.000

12/01/33

563

143,242

FGLMC

.000

05/01/35

151

378,192

FGLMC

.000

06/01/36

388

118,984

FGLMC

.000

07/01/39

123

76,050

FGLMC

.000

06/01/42

162,360

FGLMC

.500

10/01/44

163

223,634

FGLMC

.500

11/01/44

224

405,253

FGLMC

.500

11/01/44

406

208,174

FGLMC

.500

12/01/44

207

213,998

FGLMC

.500

12/01/44

215

956,789

FGLMC

.500

04/01/45

915

3,633,367

FGLMC

.500

10/01/45

3,458

63,883

FGLMC

.000

04/01/47

457,740

FGLMC

.500

06/01/47

460

870,560

FGLMC

.000

09/01/47

852

687,145

FGLMC

.500

12/01/47

652

2,795,059

FGLMC

.500

08/01/48

2,807

744,768

Federal

National

Mortgage

Association

(FNMA)

.500

05/01/32

736

911,751

FNMA

.000

05/01/35

935

617,454

FNMA

.000

10/01/35

633

468,856

FNMA

.000

02/01/36

481

967,808

FNMA

.500

11/01/38

999

129,639

FNMA

.000

05/01/40

122

352,169

FNMA

.000

09/01/40

363

975,288

FNMA

.000

05/01/41

1,004

632,300

FNMA

.000

09/01/42

621

1,096,132

FNMA

.500

03/01/44

1,106

50,298,592

FNMA

.000

05/01/44

49,671

307,559

FNMA

.500

06/01/44

308

3,194,979

FNMA

.500

06/01/44

3,204

665,652

FNMA

.500

08/01/44

668

1,794,314

FNMA

.500

10/01/44

1,797

3,074,852

FNMA

.500

11/01/44

3,080

564,228

FNMA

.000

11/01/44

581

873,325

FNMA

.500

12/01/44

875

364,941

FNMA

.000

01/01/45

359

141,706

FNMA

.500

03/01/45

142

256,473

FNMA

.500

04/01/45

257

1,804,521

FNMA

.500

05/01/45

1,729

2,612,394

FNMA

.500

01/01/46

2,483

511,157

FNMA

.000

04/01/46

502

2,994,204

FNMA

.500

06/01/46

2,843

2,005,679

FNMA

.500

07/01/46

1,905

3,201,859

FNMA

.500

07/01/46

3,057

879,326

FNMA

.500

08/01/46

835

269,363

FNMA

.000

10/01/46

243

2,400,719

FNMA

.500

10/01/46

2,279

1,027,797

FNMA

.500

05/01/47

1,040

1,239,432

FNMA

.000

10/01/47

1,206

242,570

FNMA

.500

11/01/47

231

253,185

FNMA

.500

11/01/47

254

13,778

FNMA

.500

01/01/48

2,718,310

FNMA

.500

01/01/48

2,565

1,802,541

FNMA

.500

01/01/48

1,808

1,393,090

FNMA

.500

02/01/48

1,397

279

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

837,034

FNMA

.500

05/01/48

840

1,190,074

FNMA

.500

05/01/48

1,194

10,462,044

FNMA

.000

07/01/50

9,583

6,124,300

FNMA

.500

08/01/51

5,344

4,054,390

FNMA

.000

09/01/51

3,700

4,227,098

FNMA

.500

12/01/51

3,686

12,305,975

FNMA

.500

02/01/52

10,753

4,253,482

FNMA

.500

02/01/52

4,018

1,725,353

FNMA

.500

04/01/52

1,507

1,233,368

FNMA

.500

04/01/52

1,149

12,325,550

FNMA

.500

05/01/52

11,549

30,999,296

FNMA

.500

05/01/52

28,868

20,623,174

FNMA

.000

05/01/52

19,835

12,081,413

FNMA

.500

06/01/52

11,306

39,657,910

FNMA

.500

06/01/52

36,982

12,014,689

FNMA

.500

06/01/52

11,196

17,469,065

FNMA

.000

06/01/52

16,775

4,036,200

FNMA

.500

06/01/52

3,973

39,331,633

FNMA

.000

07/01/52

37,799

28,997,534

FNMA

.000

07/01/52

27,869

3,723,227

FNMA

.500

07/01/52

3,665

31,383,457

FNMA

.500

07/01/52

30,880

26,411,375

FNMA

.000

08/01/52

26,456

76,705,187

FNMA

.000

09/01/52

73,693

189,505,270

FNMA

.500

09/01/52

186,390

10,861,204

FNMA

.000

09/01/52

10,877

89,054,746

FNMA

.000

10/01/52

85,571

57,628,947

FNMA

.500

10/01/52

56,676

69,639,725

FNMA

.000

10/01/52

69,685

13,688,022

FNMA

.000

11/01/52

13,155

64,134,065

FNMA

.500

11/01/52

63,074

29,658,747

FNMA

.500

12/01/52

30,070

166,064

FNMA

.000

01/01/53

166

37,233,480

FNMA

.000

02/01/53

37,241

6,046,131

FNMA

.000

02/01/53

6,191

4,480,061

FNMA

.000

03/01/53

4,585

40,793,803

FNMA

.000

04/01/53

40,799

2,846,523

FNMA

.000

05/01/53

2,913

9,758,271

FNMA

.000

06/01/53

9,843

44,951,268

FNMA

.500

06/01/53

45,475

15,099,636

FNMA

.000

08/01/53

15,090

51,823,214

FNMA

.500

10/01/53

52,423

7,718,223

FNMA

.000

01/01/54

7,888

48,830,973

FNMA

.500

05/01/54

49,402

6,129,063

Freddie

Mac

REMICS

.500

01/15/47

5,564

1,314,523

Freddie

Mac

REMICS

.000

10/15/47

1,259

2,291,409

Freddie

Mac

REMICS

.000

11/15/47

2,210

5,959,225

Freddie

Mac

REMICS

.000

01/15/48

5,748

6,280,910

Freddie

Mac

REMICS

.000

03/15/48

6,041

1,937,211

Freddie

Mac

REMICS

.000

04/15/48

1,868

5,840,326

Freddie

Mac

REMICS

.000

04/15/48

5,586

2,725,098

(c)

Freddie

Mac

REMICS,

(SOFR30A

9.737%)

.190

06/15/48

2,673

1,855,170

(c)

Freddie

Mac

REMICS,

(SOFR30A

9.657%)

.110

10/15/48

1,710

5,712,632

Freddie

Mac

REMICS

.000

09/25/50

3,952

2,502,177

Freddie

Mac

REMICS

.000

09/25/50

327

6,348,966

Freddie

Mac

REMICS

.000

09/25/50

4,860

4,845,202

Freddie

Mac

REMICS

.000

10/25/50

3,662

15,875,642

Freddie

Mac

REMICS

.500

02/25/51

2,670

6,006,243

Freddie

Mac

REMICS

.500

05/25/51

3,993

1,651,920

Freddie

Mac

REMICS

.000

08/25/52

1,425

2,817,025

Freddie

Mac

REMICS

.500

10/25/52

2,705

3,454,917

Freddie

Mac

REMICS

.500

11/25/52

3,564

Social

Choice

280

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

2,748,742

Freddie

Mac

REMICS

.500

02/25/53

2,855

799,997

(c)

Freddie

Mac

Strips,

(SOFR30A

5.806%)

.463

03/15/44

7,013,915

Government

National

Mortgage

Association

(GNMA)

.690

06/15/33

6,594

5,915,512

GNMA

.700

10/15/33

5,811

47,575

GNMA

.000

04/15/38

94,882

GNMA

.500

11/20/38

11,678,506

GNMA

.000

01/20/40

2,459

5,443,872

GNMA

.500

03/20/40

978

8,830,095

GNMA

.000

03/20/40

1,761

6,603,202

GNMA

.700

08/15/40

6,467

6,957,115

GNMA

.500

10/16/43

6,277

6,867,796

GNMA

.500

12/20/43

6,173

10,816,733

GNMA

.750

01/15/45

9,938

2,372,781

GNMA

.000

03/20/45

2,146

1,460,501

GNMA

.500

12/20/45

1,494

1,011,747

GNMA

.000

06/20/46

120

3,166,906

GNMA

.000

09/20/46

595

3,767,838

GNMA

.500

12/20/46

3,581

2,581,389

GNMA

.500

01/20/47

2,455

2,817,618

(c)

GNMA,

(TSFR1M

5.986%)

.025

03/20/50

457

1,416,078

GNMA

.500

10/20/50

1,339

26,040,819

GNMA

.000

06/20/51

23,777

4,962,278

GNMA

.000

07/20/51

4,528

11,135,237

GNMA

.000

11/20/51

8,496

42,590,306

GNMA

.000

12/20/51

38,848

13,235,622

GNMA

.000

12/20/51

10,074

24,460,518

GNMA

.000

01/20/52

22,309

9,130,791

GNMA

.000

01/20/52

7,062

5,144,897

GNMA

.500

02/20/52

4,409

10,846,416

GNMA

.000

02/20/52

7,823

7,605,662

GNMA

.000

04/20/52

6,654

9,325,585

GNMA

.000

04/20/52

1,739

37,362,473

GNMA

.500

07/20/52

35,095

2,551,480

GNMA

.000

07/20/52

2,175

6,746,408

GNMA

.000

08/20/52

6,521

58,295,711

GNMA

.000

09/20/52

56,387

3,714,096

GNMA

.500

09/20/52

3,557

4,550,345

GNMA

.500

09/20/52

4,353

3,123,342

GNMA

.500

09/20/52

3,004

3,358,550

GNMA

.500

09/20/52

3,097

3,588,003

GNMA

.000

09/20/52

3,599

8,686,193

GNMA

.000

11/20/52

8,713

28,800,647

GNMA

.500

12/20/52

27,053

37,404,007

GNMA

.500

12/20/52

36,967

7,464,557

GNMA

.500

02/20/53

7,377

3,961,977

GNMA

.500

02/20/53

3,671

1,197,652

GNMA

.000

02/20/53

1,201

3,485,012

GNMA

.500

02/20/53

3,553

8,034,459

(c)

GNMA,

(SOFR30A

6.950%)

.605

05/20/53

559

6,131,141

(c)

GNMA,

(SOFR30A

23.205%)

.358

08/20/53

6,720

5,690,449

GNMA

.000

08/20/53

5,190

3,875,336

(c)

GNMA,

(SOFR30A

25.350%)

.503

08/20/53

4,493

7,240,965

GNMA

.000

12/20/53

7,098

6,567,991

GNMA

.500

04/20/54

4,858

1,919,816

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.500

08/25/51

1,599

61,075,080

(c),(d)

Mortgage-Backed

Securities

Trust

.151

08/25/51

502

7,587,710

(c),(d)

Mortgage-Backed

Securities

Trust

.500

11/25/51

6,349

4,307,249

(c),(d)

Mortgage-Backed

Securities

Trust

.500

03/25/52

3,593

2,605,684

(c),(d)

Mortgage-Backed

Securities

Trust

.500

05/01/52

2,319

2,050,432

(c),(d)

Mortgage-Backed

Securities

Trust

.831

05/28/52

1,699

21,547,831

(c),(d)

Mortgage-Backed

Securities

Trust

.000

01/25/53

18,870

108,423

(c)

Impac

CMB

Trust,

(TSFR1M

0.774%)

.629

03/25/35

100

281

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MORTGAGE

BACKED

(continued)

195,595

(c),(d)

Morgan

Mortgage

Trust

.500

05/25/47

180

229,382

(c),(d)

Morgan

Mortgage

Trust

.500

10/25/48

208

80,780

(c),(d)

Morgan

Mortgage

Trust

.000

01/25/49

17,355,440

(c),(d)

Morgan

Mortgage

Trust

.122

06/25/51

115

30,406,300

(c),(d)

Morgan

Mortgage

Trust

.109

11/25/51

179

2,088,982

(c),(d)

Morgan

Mortgage

Trust

.500

11/25/51

1,740

30,229,645

(c),(d)

Morgan

Mortgage

Trust

.117

12/25/51

192

2,638,363

(c),(d)

Morgan

Mortgage

Trust

.500

12/25/51

2,198

3,810,529

(c),(d)

Morgan

Mortgage

Trust

.500

01/25/52

3,174

3,607,431

(c),(d)

Morgan

Mortgage

Trust

.343

04/25/52

2,933

6,125,258

(c),(d)

Morgan

Mortgage

Trust

.500

06/25/52

5,094

13,773,893

(c),(d)

Morgan

Mortgage

Trust

.000

06/25/52

12,105

34,969,363

(d)

Morgan

Mortgage

Trust

.224

07/25/52

408

6,024,024

(c),(d)

Morgan

Mortgage

Trust

.500

07/25/52

5,010

6,897,255

(c),(d)

Morgan

Mortgage

Trust

.000

07/25/52

6,064

9,051,313

(c),(d)

Morgan

Mortgage

Trust

.250

07/25/52

7,902

9,114,184

(c),(d)

Morgan

Mortgage

Trust

.000

08/25/52

7,890

4,809,731

(c),(d)

Morgan

Mortgage

Trust

.000

10/25/52

4,164

4,719,897

(c),(d)

Morgan

Mortgage

Trust

.000

11/25/52

4,092

6,463,787

(c),(d)

Morgan

Mortgage

Trust

.000

04/25/53

5,596

384,851

(c),(d)

Morgan

Mortgage

Trust

.000

06/25/53

378

2,634,091

(c),(d)

Morgan

Mortgage

Trust

.500

06/25/53

2,617

3,503,486

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

08/25/51

2,918

2,560,399

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

2,294

2,296,230

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

09/25/51

1,913

382,536

(c),(d)

New

Residential

Mortgage

Loan

Trust

.797

09/25/59

362

1,862,160

(c),(d)

RCKT

Mortgage

Trust

.006

09/25/51

1,499

6,363,891

(c),(d)

RCKT

Mortgage

Trust

.500

02/25/52

5,293

3,117,449

(c),(d)

RCKT

Mortgage

Trust

.000

05/25/52

2,699

58,391

(c),(d)

Sequoia

Mortgage

Trust

.000

06/25/49

160,831

(c),(d)

Sequoia

Mortgage

Trust

.500

12/25/49

147

2,678,516

(c),(d)

Sequoia

Mortgage

Trust

.500

06/25/51

2,251

264,748

(c),(d)

Shellpoint

Co-Originator

Trust

.500

10/25/47

246

9,936,817

(c),(d)

Structured

Agency

Credit

Risk

Debt

Note

(STACR),

(SOFR30A

2.050%)

.395

12/25/33

10,143

2,785,000

(c),(d)

STACR,

(SOFR30A

4.750%)

.030

02/25/42

2,951

8,185,000

(c),(d)

STACR,

(SOFR30A

2.900%)

.180

04/25/42

8,476

3,000,000

(c),(d)

STACR,

(SOFR30A

5.650%)

.647

04/25/42

3,242

17,190,000

(c),(d)

STACR,

(SOFR30A

3.350%)

.630

05/25/42

18,039

15,033,292

(c),(d)

STACR,

(SOFR30A

4.500%)

.780

06/25/42

16,141

8,616,000

(c),(d)

STACR,

(SOFR30A

4.000%)

.280

07/25/42

9,176

8,695,000

(c),(d)

STACR,

(SOFR30A

3.550%)

.830

08/25/42

9,188

6,727,557

(c),(d)

STACR,

(SOFR30A

3.700%)

.980

09/25/42

7,114

8,225,000

(c),(d)

STACR,

(SOFR30A

3.250%)

.513

04/25/43

8,653

7,785,000

(c),(d)

STACR,

(SOFR30A

3.500%)

.780

05/25/43

8,251

58,931

(c),(d)

STACR

.787

02/25/48

74,055

(c),(d)

STACR

.847

05/25/48

2,890,000

(c),(d)

STACR,

(SOFR30A

4.800%)

.080

10/25/50

3,300

982,000

(c),(d)

Verus

Securitization

Trust

.207

11/25/59

939

327,211

(d)

Verus

Securitization

Trust

(Step

Bond)

.733

05/25/65

313

TOTAL

MORTGAGE

BACKED

2,302,797

MUNICIPAL

BONDS

1.4%

10,090,000

American

Municipal

Power,

Inc

.270

02/15/50

11,147

2,325,000

American

Municipal

Power,

Inc

.084

02/15/50

3,175

1,170,000

Brunswick

Glynn

County

Development

Authority

.060

04/01/25

1,164

18,490,000

California

Earthquake

Authority

.750

11/01/24

18,505

1,990,000

California

Health

Facilities

Financing

Authority

.984

06/01/33

1,797

2,130,000

California

Health

Facilities

Financing

Authority

.353

06/01/41

2,024

50,000

California

Municipal

Finance

Authority

.288

08/15/28

3,035,000

City

County

Honolulu

.668

10/01/27

2,937

5,645,000

City

County

Honolulu

.974

09/01/35

5,447

1,615,000

City

County

Honolulu

.004

09/01/36

1,546

7,085,000

City

County

San

Francisco

.000

04/01/47

5,809

Social

Choice

282

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MUNICIPAL

BONDS

(continued)

5,500,000

City

County

San

Francisco

Community

Facilities

District

.000

09/01/48

4,705

7,790,000

City

County

San

Francisco

Community

Facilities

District

.482

09/01/50

6,003

1,240,000

City

County

San

Francisco

Community

Facilities

District

2014

.332

09/01/51

1,331

350,000

City

County

San

Francisco

Community

Facilities

District

2014-1

.091

09/01/36

306

1,000

City

Chicago

.750

01/01/42

1,000,000

City

Houston

Combined

Utility

System

Revenue

.375

11/15/24

998

7,500,000

City

Los

Angeles

.880

09/01/38

7,010

1,125,000

City

Los

Angeles

.750

09/01/38

1,140

5,445,000

City

Los

Angeles

.800

09/01/39

5,513

7,190,000

City

Los

Angeles

.000

09/01/42

7,261

1,530,000

City

Los

Angeles

Department

Airports

Customer

Facility

Charge

Revenue

.158

05/15/29

1,475

1,780,000

(d)

City

Miami

.808

01/01/39

1,746

3,000,000

City

New

York

.828

10/01/53

3,454

4,835,000

City

Oakland

.070

01/15/29

4,514

3,025,000

City

Port

Lions

.500

10/01/52

3,287

3,725,000

City

San

Francisco

Public

Utilities

Commission

Water

Revenue

.950

11/01/36

3,502

1,000,000

City

San

Juan

Capistrano

.700

08/01/31

985

5,255,000

City

Seattle

Local

Improvement

District

6751

.999

11/01/43

4,554

5,235,000

City

Seattle

Local

Improvement

District

6751

.079

11/01/43

4,503

1,000,000

(d)

County

Gallatin

.500

09/01/27

1,042

3,500,000

(d)

County

Gallatin

.500

09/01/27

3,648

5,000,000

County

Santa

Clara

.970

08/01/39

5,117

10,000,000

District

Columbia

Water

Sewer

Authority

.814

10/01/14

9,680

4,655,000

(d)

Florida

Development

Finance

Corp

.250

07/01/57

4,794

18,153,334

Freddie

Mac

Multifamily

Variable

Rate

Certificate

.050

08/25/38

17,691

640,000

Henry

County

Water

Authority

.000

01/01/43

496

850,000

Henry

County

Water

Authority

.200

01/01/49

623

1,000,000

Honolulu

City

County

Board

Water

Supply

.327

07/01/32

891

6,430,000

Lavaca-Navidad

River

Authority

.430

08/01/35

6,430

1,025,000

Maine

State

Housing

Authority

.331

11/15/30

915

2,495,000

Maryland

Community

Development

Administration

Housing

Revenue

.797

03/01/39

2,222

1,500,000

Maryland

Economic

Development

Corp

.433

05/31/56

1,562

3,925,000

Maryland

Economic

Development

Corp

.942

05/31/57

4,089

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

.020

07/01/28

2,804

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

.485

07/01/32

2,663

595,000

Metropolitan

Transportation

Authority

.175

11/15/49

554

11,675,000

Metropolitan

Water

Reclamation

District

Greater

Chicago

.720

12/01/38

12,518

4,225,000

Minnesota

Housing

Finance

Agency

.897

08/01/49

4,308

6,580,000

Minnesota

Housing

Finance

Agency

.947

08/01/54

6,703

9,875,000

(c),(d)

New

Hampshire

Business

Finance

Authority

.050

02/01/29

9,875

8,295,000

(c),(d)

New

Hampshire

Business

Finance

Authority

.850

07/01/33

8,295

720,000

New

Jersey

Economic

Development

Authority

.298

03/01/32

759

2,500,000

New

York

City

Housing

Development

Corp

.720

11/01/39

2,147

5,500,000

New

York

City

Housing

Development

Corp

.448

08/01/54

5,533

17,500,000

New

York

Transportation

Development

Corp

.000

01/01/26

17,794

7,420,000

New

York

Transportation

Development

Corp

.971

06/30/51

7,744

2,500,000

Palm

Beach

County

Solid

Waste

Authority

.636

10/01/24

2,500

6,925,000

(a),(b),(d)

Pennsylvania

Economic

Development

Financing

Authority

.000

12/01/29

1,170,000

Pharr

Economic

Development

Corp

.513

08/15/30

1,136

1,140,000

Pharr

Economic

Development

Corp

.893

08/15/33

1,104

405,000

(a),(b)

Public

Finance

Authority

.000

03/31/24

1,735,000

(d)

Public

Finance

Authority

.500

06/01/29

1,715

1,250,000

Redevelopment

Authority

the

City

Philadelphia

.927

09/01/27

1,177

1,005,000

Sales

Tax

Securitization

Corp

.293

01/01/41

1,024

10,045,000

San

Francisco

City

County

Public

Utilities

Commission

Wastewater

Revenue

.655

10/01/27

10,246

2,000,000

San

Francisco

City

County

Redevelopment

Agency

.375

08/01/44

1,800

1,495,000

South

Dakota

Housing

Development

Authority

.460

05/01/53

1,533

3,000

State

Wisconsin

.700

05/01/26

1,650,000

(d)

Syracuse

Industrial

Development

Agency

.000

01/01/36

1,277

2,280,000

Tampa

Bay

Water

.612

10/01/25

2,247

3,225,000

Tampa

Bay

Water

.782

10/01/26

3,182

3,000,000

Tampa

Bay

Water

.952

10/01/27

2,965

283

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

MUNICIPAL

BONDS

(continued)

1,255,000

Texas

Water

Development

Board

.248

10/15/35

1,248

4,170,000

Texas

Water

Development

Board

.648

04/15/50

4,042

5,000,000

Tuolumne

Wind

Project

Authority

.918

01/01/34

5,588

1,000,000

University

Cincinnati

.250

06/01/29

1,000

18,000,000

University

New

Mexico

.532

06/20/32

17,628

500,000

Upper

Allegheny

Joint

Sanitary

Authority

.550

09/01/39

437

1,500,000

Upper

Allegheny

Joint

Sanitary

Authority

.800

09/01/49

1,230

1,000,000

Washington

County

Clean

Water

Services

.078

10/01/24

1,000

TOTAL

MUNICIPAL

BONDS

320,866

U.S.

TREASURY

SECURITIES

8.3%

35,830,000

United

States

Treasury

Bond

.875

11/15/46

28,808

2,500,000

United

States

Treasury

Bond

.000

02/15/49

2,024

1,525,000

United

States

Treasury

Note

.250

10/31/24

1,522

245,074,000

United

States

Treasury

Note

.500

09/30/26

244,394

92,318,000

United

States

Treasury

Note

.375

09/15/27

91,849

15,031,000

United

States

Treasury

Note

.500

10/31/27

13,691

28,250,000

United

States

Treasury

Note

.125

08/31/28

25,735

125,259,000

United

States

Treasury

Note

.500

09/30/29

124,887

238,530,000

United

States

Treasury

Note

.625

09/30/31

238,083

277,187,000

United

States

Treasury

Note

.875

08/15/34

279,136

14,508,000

United

States

Treasury

Note

.875

02/15/41

10,638

4,700,000

United

States

Treasury

Note

.250

05/15/41

3,643

232,705,800

United

States

Treasury

Note

.375

02/15/42

181,238

29,796,000

United

States

Treasury

Note

.250

05/15/42

26,490

240,158,000

United

States

Treasury

Note

.125

08/15/44

238,282

40,008,000

United

States

Treasury

Note

.250

02/15/52

27,282

274,183,000

United

States

Treasury

Note

.625

05/15/54

297,403

8,341,000

United

States

Treasury

Note

.375

08/15/54

8,517

TOTAL

U.S.

TREASURY

SECURITIES

1,843,622

TOTAL

GOVERNMENT

BONDS

(Cost

$5,554,858)

5,488,017

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

STRUCTURED

ASSETS

3.8%

ASSET

BACKED

1.1%

2,122,046

(d)

Air

Canada

Pass

Through

Trust

.550

01/15/30

1,983

Series

2017

(Class

900,000

(d)

AMSR

Trust

.148

01/19/39

874

Series

2019

SFR1

(Class

1,000,000

(c),(d)

BFLD

Trust,

(TSFR1M

2.214%)

.311

10/15/35

134

Series

2020

EYP

(Class

102,401

(c)

C-BASS

Trust,

(TSFR1M

0.274%)

.295

07/25/36

100

Series

2006

CB6

(Class

A1)

3,804,121

Delta

Air

Lines

Pass

Through

Trust

.000

06/10/28

3,557

Series

2020

(Class

AA)

14,557,351

Delta

Air

Lines

Pass

Through

Trust

.500

06/10/28

13,715

Series

2020

(Class

32,476

(c),(d)

Ellington

Loan

Acquisition

Trust,

(TSFR1M

1.214%)

.069

05/25/37

Series

2007

(Class

A2C)

5,750,000

(d)

Frontier

Issuer

LLC

.300

08/20/53

6,014

Series

2023

(Class

7,540,000

(d)

Frontier

Issuer

LLC

.190

06/20/54

7,854

Series

2024

(Class

A2)

1,500,000

(d)

Frontier

Issuer

LLC

.160

06/20/54

1,720

Series

2024

(Class

2,946,298

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

.100

05/20/48

2,384

Series

2021

3CS

(Class

3,145,033

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

.930

07/20/48

2,529

Series

2021

4GS

(Class

11,487,204

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

.310

10/20/48

9,494

Series

2021

5CS

(Class

Social

Choice

284

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ASSET

BACKED

(continued)

4,000,235

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

.700

01/20/49

3,435

Series

2022

1GS

(Class

3,011,667

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

.940

01/20/49

2,356

Series

2022

1GS

(Class

14,017,665

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

.950

07/20/49

13,427

Series

2022

3CS

(Class

8,297,000

(d)

Grace

Trust

.347

12/10/40

7,196

Series

2020

GRCE

(Class

1,746,266

(d)

HERO

Funding

Trust

.840

09/21/40

1,636

Series

2015

(Class

458,517

(d)

HERO

Funding

Trust

.990

09/21/40

436

Series

2014

(Class

888,594

(d)

HERO

Funding

Trust

.750

09/20/41

829

Series

2016

(Class

809,420

(d)

HERO

Funding

Trust

.050

09/20/41

764

Series

2016

(Class

314,485

(d)

HERO

Funding

Trust

.080

09/20/42

285

Series

2016

(Class

A1)

2,516,022

(d)

HERO

Funding

Trust

.710

09/20/47

2,298

Series

2017

(Class

A1)

2,461,247

(d)

HERO

Funding

Trust

.190

09/20/48

2,194

Series

2017

(Class

A1)

579,981

(d)

HERO

Funding

Trust

.280

09/20/48

520

Series

2017

(Class

A1)

2,686,334

(d)

HERO

Funding

Trust

.670

09/20/48

2,541

Series

2018

(Class

A2)

2,073,866

(d)

HERO

Funding

Trust

.240

09/20/51

1,743

Series

2021

(Class

7,375,000

(d)

Hertz

Vehicle

Financing

III

LLC

.570

09/25/29

7,548

Series

2023

(Class

9,932

(c)

Home

Equity

Asset

Trust,

(TSFR1M

1.614%)

.986

06/25/33

Series

2003

(Class

M1)

599,972

(c),(d)

Invitation

Homes

Trust,

(TSFR1M

1.364%)

.461

01/17/38

599

Series

2018

SFR4

(Class

2,901,798

(d)

Loanpal

Solar

Loan

Ltd

.290

01/20/48

2,387

Series

2021

1GS

(Class

5,025,051

(d)

Loanpal

Solar

Loan

Ltd

.220

03/20/48

3,999

Series

2021

2GS

(Class

2,500,000

(a),(d)

Mosaic

Solar

Loan

Trust

.000

04/20/46

1,283

Series

2020

(Class

1,094,925

(d)

Mosaic

Solar

Loan

Trust

.100

04/20/46

975

Series

2020

(Class

1,515,298

(d)

Mosaic

Solar

Loan

Trust

.100

04/20/46

1,334

Series

2020

(Class

1,803,480

(d)

Mosaic

Solar

Loan

Trust

.050

12/20/46

1,407

Series

2021

(Class

1,305,000

(d)

Mosaic

Solar

Loan

Trust

.000

09/20/49

1,160

Series

2024

(Class

2,727,101

(d)

Mosaic

Solar

Loan

Trust

.440

06/20/52

2,250

Series

2021

(Class

2,372,135

(d)

Mosaic

Solar

Loans

LLC

.820

06/22/43

2,251

Series

2017

(Class

2,897,712

(d)

Mosaic

Solar

Loans

LLC

.640

04/22/47

2,443

Series

2021

(Class

750,000

(d)

Progress

Residential

Trust

.711

11/17/40

688

Series

2021

SFR9

(Class

1,745,179

(d)

Renew

.670

09/20/52

1,597

Series

2017

(Class

3,569,657

(d)

Renew

.950

09/20/53

3,327

Series

2018

(Class

3,378,846

(d)

Renew

.060

11/20/56

2,824

Series

2021

(Class

285

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

ASSET

BACKED

(continued)

4,640,899

SCE

Recovery

Funding

LLC

.861

11/15/31

4,132

Series

2021

A-1

(Class

208,319

(c)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

1.014%)

.869

09/25/34

199

Series

2004

(Class

M1)

6,124,266

(d)

Sunnova

Helios

VII

Issuer

LLC

.030

10/20/48

5,086

Series

2021

(Class

3,466,672

(d)

Sunnova

Helios

VIII

Issuer

LLC

.790

02/22/49

3,085

Series

2022

(Class

2,298,393

(d)

Sunnova

Helios

XII

Issuer

LLC

.600

08/22/50

2,206

Series

2023

(Class

2,549,540

(d)

Sunrun

Athena

Issuer

LLC

.310

04/30/49

2,468

Series

2018

(Class

8,319,308

(d)

Sunrun

Atlas

Issuer

LLC

.610

02/01/55

7,785

Series

2019

(Class

5,208,568

(d)

Sunrun

Callisto

Issuer

LLC

.270

01/30/57

4,513

Series

2021

(Class

4,999,997

(d)

Sunrun

Julius

Issuer

LLC

.600

01/30/59

5,095

Series

2023

(Class

A1)

6,631,464

(d)

Sunrun

Jupiter

Issuer

LLC

.750

07/30/57

6,392

Series

2022

(Class

3,039,614

(d)

Sunrun

Neptune

Issuer

LLC

.270

02/01/55

3,147

Series

2024

(Class

5,368,156

(d)

Tesla

Auto

Lease

Trust

.860

08/20/25

5,373

Series

2023

(Class

A2)

4,625,000

(d)

Tesla

Auto

Lease

Trust

.890

06/22/26

4,651

Series

2023

(Class

A3)

9,422,000

(d)

Tesla

Auto

Lease

Trust

.130

09/21/26

9,513

Series

2023

(Class

A3)

2,385,000

(d)

Tesla

Auto

Lease

Trust

.220

03/22/27

2,429

Series

2023

(Class

A4)

5,390,000

(d)

Tesla

Auto

Lease

Trust

.300

06/21/27

5,446

Series

2024

(Class

A3)

5,380,000

(d)

Tesla

Auto

Lease

Trust

.570

08/20/27

5,500

Series

2023

(Class

6,462,172

(d)

Tesla

Electric

Vehicle

Trust

.540

12/21/26

6,483

Series

2023

(Class

A2A)

4,650,000

(d)

Tesla

Electric

Vehicle

Trust

.380

06/20/28

4,724

Series

2023

(Class

A3)

1,500,000

(d)

Tesla

Electric

Vehicle

Trust

.380

02/20/29

1,540

Series

2023

(Class

A4)

569,552

Toyota

Auto

Receivables

Owner

Trust

.260

11/17/25

567

Series

2021

(Class

A3)

9,900,000

Toyota

Auto

Receivables

Owner

Trust

.530

10/15/26

9,676

Series

2021

(Class

A4)

12,964,391

(d)

Vivint

Colar

Financing

LLC

.730

04/30/48

12,360

Series

2018

(Class

4,316,908

(d)

Vivint

Solar

Financing

VII

LLC

.210

07/31/51

3,835

Series

2020

(Class

TOTAL

ASSET

BACKED

242,337

OTHER

MORTGAGE

BACKED

2.7%

68,515

(c),(d)

Agate

Bay

Mortgage

Trust

.500

09/25/45

Series

2015

(Class

A9)

4,075,000

(c),(d)

Alen

Mortgage

Trust,

(TSFR1M

2.364%)

.461

04/15/34

2,923

Series

2021

ACEN

(Class

4,000,000

(d)

BANK

.500

10/17/52

2,756

Series

2019

BN21

(Class

6,500,000

(c)

BANK

.517

10/17/52

5,394

Series

2019

BN21

(Class

8,000,000

(c)

BANK

.576

11/15/62

6,931

Series

2019

BN22

(Class

2,750,000

(d)

BBCMS

Mortgage

Trust

.798

08/10/35

2,492

Series

2015

SRCH

(Class

Social

Choice

286

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

4,940,000

(c),(d)

BBCMS

Mortgage

Trust

.409

08/05/38

4,050

Series

2018

CHRS

(Class

1,316,000

(c),(d)

BBCMS

Trust

.122

08/10/35

1,146

Series

2015

SRCH

(Class

8,870,000

(c),(d)

Benchmark

Mortgage

Trust

.029

03/15/62

6,222

Series

2019

B10

(Class

3CCA)

5,200,000

(d)

BMO

360A

.776

02/17/55

4,533

Series

2022

(Class

360A)

4,690,000

(c),(d)

Commercial

Mortgage

Trust,

(TSFR1M

1.312%)

.409

10/15/38

4,636

Series

2021

XL2

(Class

6,000,000

(c),(d)

Commercial

Mortgage

Trust,

(TSFR1M

1.840%)

.937

01/17/39

5,890

Series

2022

AHP

(Class

6,000,000

(c),(d)

TRUST,

(TSFR1M

1.490%)

.587

01/17/39

5,917

Series

2022

AHP

(Class

AS)

2,901,500

(c),(d)

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust

.636

06/25/34

2,668

Series

2017

Q005

(Class

2,000,000

(c)

Mortgage

Trust

.879

11/10/49

1,721

Series

2016

CD2

(Class

1,000,000

(c),(d)

Century

Plaza

Towers

.097

11/13/39

875

Series

2019

CPT

(Class

2,000,000

(c)

Citigroup

Commercial

Mortgage

Trust

.271

04/10/48

1,908

Series

2015

GC29

(Class

1,615,000

Citigroup

Commercial

Mortgage

Trust

.018

08/10/56

1,432

Series

2019

GC41

(Class

AS)

3,740,000

(c),(d)

COMM

Mortgage

Trust

.527

10/10/29

3,567

Series

2017

PANW

(Class

3,000,000

(c),(d)

COMM

Mortgage

Trust

.712

10/10/29

2,803

Series

2017

PANW

(Class

5,120,000

(d)

COMM

Mortgage

Trust

.353

08/10/30

4,988

Series

2013

300P

(Class

A1)

4,375,000

(d)

COMM

Mortgage

Trust

.376

01/10/39

3,949

Series

2022

(Class

3,500,000

(c),(d)

COMM

Mortgage

Trust

.199

03/10/48

2,629

Series

2015

CR22

(Class

1,100,000

(c)

COMM

Mortgage

Trust

.408

05/10/48

1,022

Series

2015

CR23

(Class

1,000,000

(c)

COMM

Mortgage

Trust

.408

05/10/48

789

Series

2015

CR23

(Class

2,500,000

(c)

COMM

Mortgage

Trust

.463

08/10/48

2,196

Series

2015

CR24

(Class

1,000,000

COMM

Mortgage

Trust

.263

08/15/57

915

Series

2019

GC44

(Class

AM)

4,000,000

(c),(d)

Commercial

Mortgage

Pass

Through

Certificates

.084

01/10/39

3,543

Series

2022

(Class

22,929,198

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.500%)

.780

03/25/42

24,126

Series

2022

R03

(Class

1M2)

4,985,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.000%)

.280

04/25/42

5,151

Series

2022

R05

(Class

2M2)

15,710,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.850%)

.130

05/25/42

16,709

Series

2022

R06

(Class

1M2)

4,798,240

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR

3.600%)

.880

07/25/42

5,074

Series

2022

R08

(Class

1M2)

19,020,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

4.750%)

.013

09/25/42

20,781

Series

2022

R09

(Class

2M2)

25,009,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

3.750%)

.013

12/25/42

26,845

Series

2023

R01

(Class

1M2)

15,420,000

(d)

CPT

Mortgage

Trust

.865

11/13/39

13,808

Series

2019

CPT

(Class

1,750,000

(c),(d)

CPT

Mortgage

Trust

.097

11/13/39

1,321

Series

2019

CPT

(Class

5,000,000

(c),(d)

Credit

Suisse

Commercial

Mortgage

Trust

.854

11/10/32

3,375

Series

2017

CALI

(Class

287

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

2,000,000

(c),(d)

Credit

Suisse

Mortgage

Capital

Certificates

.388

10/25/59

1,911

Series

2019

NQM1

(Class

M1)

2,834,952

(c),(d)

Credit

Suisse

Mortgage

Capital

Certificates

.405

10/25/66

2,503

Series

2021

NQM8

(Class

A3)

6,650,000

(c),(d)

CSAIL

Commercial

Mortgage

Trust

.800

06/15/37

6,139

Series

2017

(Class

85BA)

6,100,000

(c),(d)

CSAIL

Commercial

Mortgage

Trust

.800

06/15/37

5,293

Series

2017

(Class

85BB)

102,725,000

(c),(d)

DOLP

Trust

.665

05/10/41

3,439

Series

2021

NYC

(Class

7,491,280

(c),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

1.434%)

.531

11/15/38

7,464

Series

2021

ELP

(Class

2,996,512

(c),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

2.233%)

.330

11/15/38

2,983

Series

2021

ELP

(Class

483,347

(c),(d)

Flagstar

Mortgage

Trust

.984

10/25/47

440

Series

2017

(Class

B3)

2,094,142

(c),(d)

Flagstar

Mortgage

Trust

.004

04/25/48

1,898

Series

2018

(Class

B4)

29,673

(c),(d)

Flagstar

Mortgage

Trust

.000

09/25/48

Series

2018

(Class

A11)

822,771

(c),(d)

Flagstar

Mortgage

Trust

.999

12/25/49

736

Series

2019

(Class

B4)

1,325,542

(c),(d)

Flagstar

Mortgage

Trust

.500

04/25/51

1,105

Series

2021

(Class

A4)

4,075,991

(c),(d)

Flagstar

Mortgage

Trust

.500

06/01/51

3,395

Series

2021

(Class

A21)

2,913,943

(c),(d)

Flagstar

Mortgage

Trust

.345

07/25/51

2,347

Series

2021

5INV

(Class

B4)

1,907,284

(c),(d)

Flagstar

Mortgage

Trust

.969

11/25/51

1,549

Series

2021

(Class

B3)

10,260,000

Freddie

Mac

Multiclass

Certificates

Series

.878

01/25/31

9,023

Series

2021

P009

(Class

A2)

7,324,000

(c)

Freddie

Mac

Multiclass

Certificates

Series

.852

02/25/32

6,512

Series

2022

P013

(Class

A2)

13,750,000

(c)

Freddie

Mac

Multiclass

Certificates

Series

.759

09/25/33

13,868

Series

2024

P016

(Class

A2)

8,076,732

Freddie

Mac

Multifamily

Certificates

.877

07/25/37

6,694

Series

2021

21-ML08

(Class

ML08)

38,677,621

(c),(d)

Freddie

Mac

Multifamily

Certificates

.781

11/25/37

4,507

Series

2021

ML08

(Class

XCA)

15,487,311

Freddie

Mac

Multifamily

Certificates

.340

07/25/41

13,186

Series

2021

ML12

(Class

AUS)

3,399,294

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

.871

07/25/33

3,295

Series

2015

Q002

(Class

A2)

1,024,918

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

.518

09/25/35

823

Series

2020

Q012

(Class

A3)

4,352,654

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

.555

01/25/36

3,638

Series

2020

Q014

(Class

A1)

16,248,278

Freddie

Mac

Multifamily

Variable

Rate

Certificate

.150

10/15/36

14,899

Series

2022

M068

(Class

1,705,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate

.013

04/15/37

1,744

Series

2022

M069

(Class

5,905,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate

.761

09/15/38

4,852

Series

2020

M061

(Class

11,875,000

(d)

Frontier

Issuer

LLC

.600

08/20/53

12,204

Series

2023

(Class

A2)

1,325,000

(c),(d)

GCT

Commercial

Mortgage

Trust,

(TSFR1M

0.914%)

.011

02/15/38

1,194

Series

2021

GCT

(Class

3,000,000

Mortgage

Securities

Trust

.143

10/10/49

2,869

Series

2016

GS3

(Class

AS)

830,000

(c)

Mortgage

Securities

Trust

.075

11/10/49

716

Series

2016

GS4

(Class

Social

Choice

288

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

326,122

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.000

01/25/51

285

Series

2020

PJ4

(Class

A4)

23,897,799

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.255

03/27/51

284

Series

2020

PJ5

(Class

AX1)

650,722

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.000

03/27/51

569

Series

2020

PJ5

(Class

A4)

1,564,671

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.500

05/25/51

1,306

Series

2020

PJ6

(Class

A4)

5,151,940

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.500

10/25/51

4,294

Series

2021

PJ5

(Class

A4)

4,489,619

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.000

06/25/52

3,887

Series

2022

PJ2

(Class

A36)

2,189,501

(c),(d)

Mortgage-Backed

Securities

Corp

Trust

.000

09/25/52

1,898

Series

2022

PJ4

(Class

A36)

395,124

(c),(d)

Mortgage-Backed

Securities

Trust

.625

05/25/50

347

Series

2020

PJ1

(Class

B2)

9,794,574

(c),(d)

Mortgage-Backed

Securities

Trust

.500

01/25/52

8,158

Series

2021

PJ7

(Class

A4)

4,388,505

(c),(d)

Mortgage-Backed

Securities

Trust

.500

01/25/52

3,657

Series

2021

PJ8

(Class

A4)

2,455,866

(c),(d)

Mortgage-Backed

Securities

Trust

.721

01/25/52

1,981

Series

2021

PJ7

(Class

B2)

5,056,046

(c),(d)

Mortgage-Backed

Securities

Trust

.000

10/25/52

4,377

Series

2022

PJ5

(Class

A36)

2,783,501

(c),(d)

Mortgage-Backed

Securities

Trust

.000

01/25/53

2,410

Series

2022

PJ6

(Class

A24)

5,570,381

(c),(d)

Mortgage-Backed

Securities

Trust

.500

02/25/53

4,997

Series

2023

PJ1

(Class

A24)

3,785,000

(d)

Hudson

Yards

Mortgage

Trust

.835

08/10/38

3,638

Series

2016

10HY

(Class

5,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

.076

08/10/38

4,791

Series

2016

10HY

(Class

5,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

.076

08/10/38

4,758

Series

2016

10HY

(Class

7,000,000

(d)

Hudson

Yards

Mortgage

Trust

.228

07/10/39

6,483

Series

2019

30HY

(Class

7,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

.041

12/10/41

5,587

Series

2019

55HY

(Class

4,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

.041

12/10/41

3,408

Series

2019

55HY

(Class

480,000

(c),(d)

Imperial

Fund

Mortgage

Trust

.531

10/25/55

441

Series

2020

NQM1

(Class

M1)

3,500,000

(d)

Jackson

Park

Trust

.766

10/14/39

3,152

Series

2019

LIC

(Class

1,700,000

(c),(d)

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.134%)

.231

10/15/33

1,593

Series

2020

609M

(Class

2,000,000

(c),(d)

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.534%)

.631

10/15/33

1,781

Series

2020

609M

(Class

876,024

(c),(d)

Morgan

Mortgage

Trust,

(LIBOR

0.000%)

.676

12/25/44

848

Series

2015

(Class

B1)

69,093

(c),(d)

Morgan

Mortgage

Trust

.500

05/25/45

Series

2015

(Class

A19)

376,999

(c),(d)

Morgan

Mortgage

Trust

.500

10/25/45

351

Series

2015

(Class

A13)

284,412

(c),(d)

Morgan

Mortgage

Trust

.500

09/25/48

259

Series

2018

(Class

A13)

797,701

(c),(d)

Morgan

Mortgage

Trust

.500

10/25/48

728

Series

2018

(Class

A13)

725,411

(c),(d)

Morgan

Mortgage

Trust

.425

10/26/48

726

Series

2017

(Class

A2)

863,062

(c),(d)

Morgan

Mortgage

Trust

.871

11/25/48

764

Series

2017

(Class

B5)

289

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

176,234

(c),(d)

Morgan

Mortgage

Trust

.000

02/25/49

168

Series

2018

(Class

A13)

149,049

(c),(d)

Morgan

Mortgage

Trust

.000

05/25/49

142

Series

2019

(Class

A15)

1,515,893

(c),(d)

Morgan

Mortgage

Trust

.818

06/25/50

1,364

Series

2020

(Class

B2)

19,804,788

(c),(d)

Morgan

Mortgage

Trust

.137

07/25/51

149

Series

2021

(Class

AX1)

13,892,746

(c),(d)

Morgan

Mortgage

Trust

.131

08/25/51

Series

2021

(Class

AX1)

2,575,535

(c),(d)

Morgan

Mortgage

Trust

.881

08/25/51

2,097

Series

2021

(Class

B2)

26,784,421

(c),(d)

Morgan

Mortgage

Trust

.135

10/25/51

203

Series

2021

(Class

AX1)

2,993,199

(c),(d)

Morgan

Mortgage

Trust

.500

10/25/51

2,495

Series

2021

(Class

A15)

1,123,519

(c),(d)

Morgan

Mortgage

Trust

.500

12/25/51

936

Series

2021

(Class

A15)

2,928,974

(c),(d)

Morgan

Mortgage

Trust

.215

01/25/52

2,349

Series

2021

INV4

(Class

B4)

1,016,471

(c),(d)

Morgan

Mortgage

Trust

.500

02/25/52

845

Series

2021

(Class

A15)

3,484,223

(c),(d)

Morgan

Mortgage

Trust

.139

04/25/52

2,792

Series

2021

(Class

B4)

1,674,971

(c),(d)

Morgan

Mortgage

Trust

.500

05/25/52

1,393

Series

2021

(Class

A15)

3,094,324

(c),(d)

Morgan

Mortgage

Trust

.927

05/25/52

2,631

Series

2021

LTV2

(Class

A3)

959,647

(c),(d)

Morgan

Mortgage

Trust

.286

05/25/52

780

Series

2021

INV8

(Class

B4)

6,491,220

(c),(d)

Morgan

Mortgage

Trust

.000

08/25/52

5,620

Series

2022

(Class

A25)

5,794,095

(c),(d)

Morgan

Mortgage

Trust

.500

09/25/52

5,220

Series

2022

LTV2

(Class

A6)

3,142,857

(c),(d)

Morgan

Mortgage

Trust

.000

12/25/52

2,721

Series

2022

(Class

1A17)

1,549,077

(c),(d)

Morgan

Mortgage

Trust

.000

12/25/52

1,439

Series

2022

(Class

2A6A)

20,874,162

(c),(d)

Morgan

Mortgage

Trust

Series

.000

05/25/54

18,071

Series

2024

(Class

A9)

4,000,000

(d)

Liberty

Street

Trust

.597

02/10/36

3,793

Series

2016

225L

(Class

2,000,000

(c),(d)

Manhattan

West

.413

09/10/39

1,832

Series

2020

1MW

(Class

1,850,000

(d)

MCR

Mortgage

Trust

.924

06/12/39

1,895

Series

2024

TWA

(Class

2,169,000

(c),(d)

Menora

Mivtachim

Holdings

Ltd

.070

02/17/55

1,567

Series

2022

(Class

360D)

129,081

(c)

Morgan

Stanley

Capital

Trust

.282

12/12/49

Series

2007

IQ16

(Class

AJFX)

804,164

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.500

07/25/51

721

Series

2021

(Class

A4)

6,555,495

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

.000

02/25/53

6,099

Series

2023

(Class

A7)

3,000,000

(c),(d)

MSDB

Trust

.427

07/11/39

2,767

Series

2017

712F

(Class

4,880,929

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

1.579%)

.915

07/15/36

4,408

Series

2019

MILE

(Class

6,750,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

1.879%)

.976

07/15/36

5,723

Series

2019

MILE

(Class

4,250,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

2.279%)

.376

07/15/36

3,358

Series

2019

MILE

(Class

Social

Choice

290

Portfolio

Investments

September

30,

2024

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

9,800,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

3.579%)

.676

07/15/36

6,850

Series

2019

MILE

(Class

1,500,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

4.329%)

.426

07/15/36

966

Series

2019

MILE

(Class

26,414

(c)

New

York

Mortgage

Trust,

(TSFR1M

0.594%)

.449

02/25/36

Series

2005

(Class

A1)

4,803,112

(c),(d)

OBX

Trust

.500

07/25/51

4,001

Series

2021

(Class

A19)

6,948,363

(c),(d)

OBX

Trust

.500

08/25/52

6,320

Series

2022

(Class

A1)

1,447,069

(c),(d)

Oceanview

Mortgage

Trust

.500

05/25/51

1,206

Series

2021

(Class

A19)

1,700,154

(c),(d)

Oceanview

Mortgage

Trust

.500

11/25/52

1,639

Series

2022

(Class

A1)

11,800,000

(d)

One

Bryant

Park

Trust

.516

09/15/54

10,516

Series

2019

OBP

(Class

3,432,374

(d)

One

Market

Plaza

Trust

.614

02/10/32

3,137

Series

2017

1MKT

(Class

1,000,000

(d)

One

Market

Plaza

Trust

.845

02/10/32

892

Series

2017

1MKT

(Class

2,791,621

(c),(d)

RCKT

Mortgage

Trust

.500

06/25/51

2,327

Series

2021

(Class

A21)

2,392,620

(c),(d)

RCKT

Mortgage

Trust

.778

07/25/51

1,875

Series

2021

(Class

B4)

4,664,776

(c),(d)

RCKT

Mortgage

Trust

.500

09/25/51

3,882

Series

2021

(Class

A21)

4,853,550

(c),(d)

RCKT

Mortgage

Trust

.920

11/25/51

3,843

Series

2021

(Class

B4)

4,867,228

(c),(d)

RCKT

Mortgage

Trust

.500

06/25/52

4,378

Series

2022

(Class

A22)

385,138

(c),(d)

Sequoia

Mortgage

Trust

.500

05/25/45

358

Series

2015

(Class

A1)

165,605

(c),(d)

Sequoia

Mortgage

Trust

.500

06/25/46

154

Series

2016

(Class

A19)

601,635

(c),(d)

Sequoia

Mortgage

Trust

.722

09/25/47

568

Series

2017

(Class

B1)

8,099

(c),(d)

Sequoia

Mortgage

Trust

.000

09/25/48

Series

2018

(Class

A19)

1,421,381

(c),(d)

Sequoia

Mortgage

Trust

.000

04/25/50

1,238

Series

2020

(Class

A19)

3,460,299

(c),(d)

Sequoia

Mortgage

Trust

.000

01/25/53

3,380

Series

2023

(Class

A19)

78,068,000

(c),(d)

SLG

Office

Trust

.258

07/15/41

1,080

Series

2021

OVA

(Class

1,125,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

1.371%)

.468

11/15/36

1,115

Series

2021

LIH

(Class

AS)

4,000,000

(d)

SUMIT

Mortgage

Trust

.789

02/12/41

3,235

Series

2022

BVUE

(Class

2,295,020

(c),(d)

Verus

Securitization

Trust

.240

10/25/66

1,987

Series

2021

(Class

A3)

1,095,000

(c),(d)

Commercial

Mortgage

Trust

.134

03/15/40

1,110

Series

2024

(Class

7,150,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

.011

06/10/37

7,420

Series

2024

SVEN

(Class

90,312

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

04/25/49

Series

2019

(Class

A17)

623,689

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.000

07/25/50

547

Series

2020

(Class

A17)

6,430,795

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

06/25/51

5,356

Series

2021

(Class

A17)

2,203,743

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

.500

12/25/51

1,833

Series

2022

(Class

A18)

291

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

OTHER

MORTGAGE

BACKED

(continued)

145,780

(c),(d)

WinWater

Mortgage

Loan

Trust

.927

06/20/44

125

Series

2014

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

589,408

TOTAL

STRUCTURED

ASSETS

(Cost

$891,257)

831,745

DESCRIPTION

VALUE

(000)

COMMON

STOCKS

59.6%

AUTOMOBILES

COMPONENTS

1.5%

2,283

(h)

Aptiv

plc

164

171,543

Bayerische

Motoren

Werke

AG.

15,171

392,600

Bridgestone

Corp

15,161

438,313

Cie

Generale

des

Etablissements

Michelin

S.C.A

17,801

151,429

Continental

AG.

9,813

320,278

Daimler

AG.

(Registered)

20,754

2,058,190

Honda

Motor

Ltd

21,974

789,600

Isuzu

Motors

Ltd

10,766

9,879

(e),(h)

Rivian

Automotive,

Inc

111

779,148

(h)

Tesla,

Inc

203,849

1,203,469

Yamaha

Motor

Ltd

10,839

TOTAL

AUTOMOBILES

COMPONENTS

326,403

BANKS

2.4%

828,281

Australia

New

Zealand

Banking

Group

Ltd

17,407

2,297,240

Banco

Bilbao

Vizcaya

Argentaria

S.A.

24,815

1,463,832

Bank

Hapoalim

Ltd

14,672

4,374,500

BOC

Hong

Kong

Holdings

Ltd

13,860

378,230

Citigroup,

Inc

23,677

1,366

Citizens

Financial

Group,

Inc

510,234

Commonwealth

Bank

Australia

47,593

732,739

DNB

Bank

ASA

15,026

277,733

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

15,219

5,379,520

HSBC

Holdings

plc

48,260

4,198

Huntington

Bancshares,

Inc

6,213,798

Intesa

Sanpaolo

S.p.A.

26,599

847,080

JPMorgan

Chase

178,615

205,268

KBC

Groep

16,331

2,557

Keycorp

1,042,521

Mizuho

Financial

Group,

Inc

21,550

1,880,167

Oversea-Chinese

Banking

Corp

22,009

2,518

PNC

Financial

Services

Group,

Inc

465

17,864

Regions

Financial

Corp

417

567,606

Societe

Generale

14,144

1,664,230

Standard

Chartered

plc

17,651

1,476,618

Svenska

Handelsbanken

15,168

8,538

Truist

Financial

Corp

365

TOTAL

BANKS

534,004

CAPITAL

GOODS

5.0%

3,206

438

564,475

ABB

Ltd

32,748

2,682

Aecom

Technology

Corp

277

95,050

Alfa

Laval

4,570

Allegion

plc

246,559

Ashtead

Group

plc

19,104

556,944

Assa

Abloy

18,763

1,204,229

Atlas

Copco

23,338

1,047,638

Atlas

Copco

17,975

85,053

(h)

Axon

Enterprise,

Inc

33,987

272,149

Bouygues

S.A.

9,109

176,537

Bunzl

plc

8,361

588,683

Carrier

Global

Corp

47,383

258,409

Caterpillar,

Inc

101,069

17,300

CNH

Industrial

192

Social

Choice

292

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CAPITAL

GOODS

(continued)

428

Cummins,

Inc

139

131,600

Daikin

Industries

Ltd

18,472

103,128

DCC

plc

7,041

124,531

Deere

51,971

396

Dover

Corp

265,447

Eaton

Corp

plc

87,980

98,775

Eiffage

S.A.

9,538

360,184

Emerson

Electric

39,393

116,048

Epiroc

2,201

169,686

Epiroc

3,675

600,355

Fanuc

Ltd

17,633

7,686

Fastenal

549

1,880

Fortive

Corp

148

3,852

Fortune

Brands

Innovations,

Inc

345

83,725

GEA

Group

AG.

4,106

7,343

Geberit

AG.

4,794

2,855

Graco,

Inc

250

144,700

(e)

Hitachi

Construction

Machinery

Ltd

3,547

386

IDEX

Corp

259,778

Illinois

Tool

Works,

Inc

68,080

629,322

Ingersoll

Rand,

Inc

61,774

6,519

Johnson

Controls

International

plc

506

2,004,970

Keppel

Corp

Ltd

10,299

597,000

Komatsu

Ltd

16,713

931,800

Kubota

Corp

13,305

164,794

Legrand

S.A.

18,985

Lennox

International,

Inc

295,121

(e)

Metso

Outotec

Oyj

3,156

1,064,600

Mitsubishi

Electric

Corp

17,269

253,100

Obayashi

Corp

3,225

386

Owens

Corning,

Inc

455

Pentair

plc

166,551

Quanta

Services,

Inc

49,657

252,848

Rexel

S.A.

7,329

957

Rockwell

Automation,

Inc

257

772,351

Sandvik

17,283

168,876

Schneider

Electric

S.A.

44,517

227,689

Siemens

AG.

46,063

67,523

SKF

Shares)

1,345

669

Toro

68,992

Trane

Technologies

plc

26,819

20,789

United

Rentals,

Inc

16,833

614,161

Vestas

Wind

Systems

A.S.

13,514

771,351

Volvo

Shares)

20,404

46,237

W.W.

Grainger,

Inc

48,031

638,265

Wartsila

Oyj

Shares)

14,282

95,298

Xylem,

Inc

12,868

74,700

Yaskawa

Electric

Corp

2,615

TOTAL

CAPITAL

GOODS

1,104,614

COMMERCIAL

PROFESSIONAL

SERVICES

1.4%

298,157

Automatic

Data

Processing,

Inc

82,509

1,300,548

Brambles

Ltd

17,071

11,087

Broadridge

Financial

Solutions,

Inc

2,384

339,289

Bureau

Veritas

S.A.

11,256

653,474

Computershare

Ltd

11,392

1,108,592

(h)

Copart,

Inc

58,090

164,828

Dai

Nippon

Printing

Ltd

2,943

76,715

Paychex,

Inc

10,294

37,666

(e)

Randstad

Holdings

1,871

515,200

Recruit

Holdings

Ltd

31,300

663,006

RELX

plc

31,305

151,942

Secom

Ltd

5,620

293

DESCRIPTION

VALUE

(000)

COMMERCIAL

PROFESSIONAL

SERVICES

(continued)

84,958

SGS

S.A.

9,487

1,371

TransUnion

144

1,081

Veralto

Corp

121

119,694

Verisk

Analytics,

Inc

32,073

78,323

Wolters

Kluwer

13,211

TOTAL

COMMERCIAL

PROFESSIONAL

SERVICES

321,071

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

2.1%

111

(h)

Autozone,

Inc

350

569

(e)

Bath

Body

Works,

Inc

184

(h)

Burlington

Stores,

Inc

899

(h)

Carmax,

Inc

29,575

Dieteren

S.A.

6,262

55,900

Don

Quijote

Ltd

1,452

3,078

Dufry

Group

130

731,039

eBay,

Inc

47,598

71,000

Fast

Retailing

Ltd

23,558

576

Ferguson

Enterprises,

Inc

114

679

Genuine

Parts

14,880

(e)

Hennes

Mauritz

Shares)

253

351,247

Home

Depot,

Inc

142,325

463,276

Industria

Diseno

Textil

S.A.

27,438

186,825

Kingfisher

plc

806

4,907

LKQ

Corp

196

197,994

Lowe's

Cos,

Inc

53,627

342

(h)

Mercadolibre,

Inc

702

20,360

(e)

Pool

Corp

7,672

603,421

Prosus

26,371

948,900

(h)

Rakuten,

Inc

6,123

751,410

TJX

Cos,

Inc

88,321

968

Tractor

Supply

282

(h)

Ulta

Beauty,

Inc

483,740

Wesfarmers

Ltd

23,491

1,624

Williams-Sonoma,

Inc

252

140,136

(d),(h)

Zalando

4,632

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

RETAIL

462,197

CONSUMER

DURABLES

APPAREL

0.8%

76,568

Adidas-Salomon

AG.

20,289

410,649

Barratt

Developments

plc

2,635

55,851

Berkeley

Group

Holdings

plc

3,533

24,432

(h)

Deckers

Outdoor

Corp

3,896

105,843

Horton,

Inc

20,192

11,767

Hermes

International

28,974

43,718

Kering

12,584

520

(h)

Lululemon

Athletica,

Inc

141

180,081

Moncler

S.p.A

11,449

(h)

NVR,

Inc

1,811,300

Panasonic

Corp

15,912

86,749

Persimmon

plc

1,909

714

Pulte

Homes,

Inc

102

171,800

Sekisui

House

Ltd

4,770

1,985,500

Sony

Corp

38,573

1,300,420

Taylor

Wimpey

plc

2,861

TOTAL

CONSUMER

DURABLES

APPAREL

167,918

CONSUMER

SERVICES

1.7%

264,769

Amadeus

Holding

S.A.

19,175

21,747

Booking

Holdings,

Inc

91,601

746,069

Compass

Group

plc

23,919

1,856

Darden

Restaurants,

Inc

305

521

Domino's

Pizza,

Inc

224

4,038

(h)

DoorDash,

Inc

576

351,696

McDonald's

Corp

107,095

631,300

Oriental

Land

Ltd

16,330

Social

Choice

294

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

CONSUMER

SERVICES

(continued)

745,735

Pearson

plc

10,138

119,468

Sodexho

Alliance

S.A.

9,794

630,512

Starbucks

Corp

61,468

210,481

Whitbread

plc

8,836

119,624

Yum!

Brands,

Inc

16,713

TOTAL

CONSUMER

SERVICES

366,174

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

0.9%

226,600

Aeon

Ltd

6,155

772,891

Carrefour

S.A.

13,179

1,062,736

Coles

Group

Ltd

13,249

170,843

(h)

Dollar

Tree,

Inc

12,014

2,092,292

Sainsbury

plc

8,280

47,314

(e)

Kesko

Oyj

Shares)

1,009

475,907

Koninklijke

Ahold

Delhaize

16,438

605,289

Kroger

34,683

302,631

Target

Corp

47,168

4,142,270

Tesco

plc

19,888

13,303

Walgreens

Boots

Alliance,

Inc

119

772,902

Woolworths

Ltd

17,761

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

RETAIL

189,943

ENERGY

1.0%

1,810,438

Baker

Hughes

65,447

7,393

Cheniere

Energy,

Inc

1,330

582,389

(e)

Neste

Oil

Oyj

11,315

804,008

ONEOK,

Inc

73,269

465,754

Targa

Resources

Corp

68,936

TOTAL

ENERGY

220,297

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1.5%

216,354

American

Tower

Corp

50,315

817

Boston

Properties,

Inc

1,190

Crown

Castle,

Inc

141

79,229

Equinix,

Inc

70,326

63,130

Fonciere

Des

Regions

3,842

57,469

Gecina

S.A.

6,617

881,820

Goodman

Group

22,494

5,299

GPT

Group

209,337

Iron

Mountain,

Inc

24,876

289,491

Klepierre

9,485

584,939

Prologis,

Inc

73,866

SBA

Communications

Corp

421,550

Segro

plc

4,941

6,604

Stockland

Trust

Group

158,860

Unibail-Rodamco-Westfield

13,913

344,921

Welltower,

Inc

44,160

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

325,092

FINANCIAL

SERVICES

4.7%

504,944

Group

plc

22,368

2,554

Ally

Financial,

Inc

347,494

American

Express

94,240

123,385

Ameriprise

Financial,

Inc

57,968

6,128

Annaly

Capital

Management,

Inc

123

12,428

Australian

Stock

Exchange

Ltd

548

495,685

Bank

New

York

Mellon

Corp

35,620

1,700,300

(e)

Daiwa

Securities

Group,

Inc

12,060

97,996

Deutsche

Boerse

AG.

23,006

14,172

Discover

Financial

Services

1,988

56,425

Eurazeo

4,642

151

Factset

Research

Systems,

Inc

20,244

Fidelity

National

Information

Services,

Inc

1,695

183,683

Goldman

Sachs

Group,

Inc

90,943

440,046

Hong

Kong

Exchanges

and

Clearing

Ltd

17,976

196,084

London

Stock

Exchange

Group

plc

26,846

295

DESCRIPTION

VALUE

(000)

FINANCIAL

SERVICES

(continued)

260

MarketAxess

Holdings,

Inc

288,890

Mastercard,

Inc

(Class

142,654

160,263

Moody's

Corp

76,059

827,247

Morgan

Stanley

86,232

167,364

Nasdaq

Stock

Market,

Inc

12,219

2,439,700

(h)

Nomura

Holdings,

Inc

12,733

1,142

Northern

Trust

Corp

103

703,400

ORIX

Corp

16,459

277,011

(h)

PayPal

Holdings,

Inc

21,615

185,513

S&P

Global,

Inc

95,840

652,700

Schroders

plc

3,058

1,437

Synchrony

Financial

1,098,390

UBS

Group

33,989

531,920

Visa,

Inc

(Class

146,251

TOTAL

FINANCIAL

SERVICES

1,037,535

FOOD,

BEVERAGE

TOBACCO

2.4%

356,363

Ajinomoto

Co,

Inc

13,792

292,892

Archer-Daniels-Midland

17,497

414,105

Associated

British

Foods

plc

12,942

2,088

Barry

Callebaut

AG.

3,866

1,758

Bunge

Global

S.A.

170

3,095

Campbell

Soup

151

1,625,002

Coca-Cola

116,773

193,458

(h)

Coca-Cola

Europacific

Partners

plc

15,235

296,175

Coca-Cola

HBC

AG.

10,559

1,330

ConAgra

Brands,

Inc

310,439

Danone

22,612

536,927

General

Mills,

Inc

39,652

5,201

Hormel

Foods

Corp

165

3,495

Kellogg

282

152,026

Kerry

Group

plc

(Class

15,754

285,667

Keurig

Pepper,

Inc

10,707

586,300

Kikkoman

Corp

6,670

1,135,042

Kraft

Heinz

39,851

1,759

Lamb

Weston

Holdings,

Inc

114

2,818

McCormick

Co,

Inc

232

640,665

Mowi

ASA

11,509

696,350

Nestle

S.A.

69,978

945,310

Orkla

ASA

8,916

604,648

PepsiCo,

Inc

102,820

2,590,214

Wilmar

International

Ltd

6,718

TOTAL

FOOD,

BEVERAGE

TOBACCO

527,008

HEALTH

CARE

EQUIPMENT

SERVICES

2.6%

206,100

Alcon,

Inc

20,626

53,804

AmerisourceBergen

Corp

12,110

155,988

Amplifon

S.p.A.

4,489

75,171

Cigna

Group

26,042

28,275

Cochlear

Ltd

5,502

54,834

Coloplast

A.S.

7,147

214,292

(h)

Cooper

Cos,

Inc

23,645

188

(h)

DaVita,

Inc

440,459

(h)

Edwards

Lifesciences

Corp

29,066

102,889

Elevance

Health,

Inc

53,502

41,611

Essilor

International

S.A.

9,859

142,811

HCA,

Inc

58,043

529

(h)

Henry

Schein,

Inc

4,376

(h)

Hologic,

Inc

356

149,500

(h)

Hoya

Corp

20,706

81,712

(h)

IDEXX

Laboratories,

Inc

41,282

372

(h)

Insulet

Corp

1,211

Labcorp

Holdings,

Inc

271

131,388

McKesson

Corp

64,961

Social

Choice

296

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

HEALTH

CARE

EQUIPMENT

SERVICES

(continued)

116

(h)

Molina

Healthcare,

Inc

1,177

Quest

Diagnostics,

Inc

183

158,670

Ramsay

Health

Care

Ltd

4,554

4,555

(h)

Solventum

Corp

318

212,936

Sonic

Healthcare

Ltd

4,005

70,276

STERIS

plc

17,045

460

Teleflex,

Inc

114

451,572

Terumo

Corp

8,555

280,393

UnitedHealth

Group,

Inc

163,940

3,897

Zimmer

Biomet

Holdings,

Inc

421

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

576,939

HOUSEHOLD

PERSONAL

PRODUCTS

1.5%

2,111

Church

Dwight

Co,

Inc

221

589

Clorox

526,935

Colgate-Palmolive

54,701

310,016

Essity

9,674

110,449

Henkel

KGaA

9,389

145,039

Henkel

KGaA

(Preference)

13,634

1,125

Kimberly-Clark

Corp

160

78,678

L'Oreal

S.A.

35,290

810,829

Procter

Gamble

140,436

313,634

Reckitt

Benckiser

Group

plc

19,189

2,100

Uni-Charm

Corp

737,509

Unilever

plc

47,815

TOTAL

HOUSEHOLD

PERSONAL

PRODUCTS

330,681

INSURANCE

3.2%

1,953,460

Aegon

12,547

3,909,400

AIA

Group

Ltd

34,140

127,596

Allianz

AG.

41,969

654,166

Assicurazioni

Generali

S.p.A.

18,933

147

Assurant,

Inc

2,288,950

Aviva

plc

14,825

701,635

AXA

S.A.

27,011

275,319

Gjensidige

Forsikring

ASA

5,150

202,515

Hartford

Financial

Services

Group,

Inc

23,818

2,145,594

Insurance

Australia

Group

Ltd

10,904

5,050,483

Legal

General

Group

plc

15,307

368,668

Marsh

McLennan

Cos,

Inc

82,246

758,700

Mitsui

Sumitomo

Insurance

Group

Holdings,

Inc

17,833

50,585

Muenchener

Rueckver

AG.

27,874

276,839

Group

13,813

367,635

Progressive

Corp

93,291

508,445

Prudential

Financial,

Inc

61,573

1,286,407

QBE

Insurance

Group

Ltd

14,689

223,877

Sampo

Oyj

10,442

674,000

Sompo

Holdings,

Inc

15,192

1,213,970

Suncorp-Metway

Ltd

15,159

20,749

Swiss

Life

Holding

17,362

151,928

Swiss

AG.

21,024

431,100

T&D

Holdings,

Inc

7,601

688,600

Tokio

Marine

Holdings,

Inc

25,392

231,514

Travelers

Cos,

Inc

54,202

52,915

Zurich

Insurance

Group

31,969

TOTAL

INSURANCE

714,295

MATERIALS

2.4%

121,045

Akzo

Nobel

8,551

4,235

Amcor

plc

505,330

Antofagasta

plc

13,621

480,800

Asahi

Kasei

Corp

3,645

136,637

Avery

Dennison

Corp

30,164

407,689

Ball

Corp

27,686

376,513

Boliden

12,778

297

DESCRIPTION

VALUE

(000)

MATERIALS

(continued)

186,796

Clariant

AG.

2,831

62,682

Croda

International

plc

3,542

122,871

DSM-Firmenich

AG.

16,957

289,702

Ecolab,

Inc

73,970

251,488

Endeavour

Mining

plc

5,952

314,096

Evonik

Industries

AG.

7,353

1,233,471

Fortescue

Metals

Group

Ltd

17,398

4,386

Givaudan

S.A.

24,064

702

International

Flavors

Fragrances,

Inc

1,576

International

Paper

149,926

(h)

James

Hardie

Industries

plc

5,958

485,774

LyondellBasell

Industries

46,586

241,823

(e)

Mineral

Resources

Ltd

8,622

39,402

(e)

Mitsui

Chemicals,

Inc

1,052

1,408,807

Newmont

Goldcorp

Corp

75,301

644,100

Nippon

Paint

Ltd

4,905

448,500

Nitto

Denko

Corp

7,547

96,087

Novozymes

A.S.

6,918

3,935,661

(e)

Pilbara

Minerals

Ltd

8,852

653

PPG

Industries,

Inc

663,700

Shin-Etsu

Chemical

Ltd

27,736

74,729

(e)

SIG

Group

AG.

1,666

71,862

Sika

AG.

23,820

219,600

Smurfit

WestRock

plc

10,853

62,571

Steel

Dynamics,

Inc

7,889

234,557

Stora

Enso

Oyj

Shares)

3,001

340,300

Sumitomo

Metal

Mining

Ltd

10,213

193,695

Svenska

Cellulosa

Shares)

2,824

1,875,000

Toray

Industries,

Inc

11,073

425,713

UPM-Kymmene

Oyj

14,250

TOTAL

MATERIALS

527,863

MEDIA

ENTERTAINMENT

2.6%

28,156

(d)

Auto

Trader

Group

plc

327

893

(h)

Charter

Communications,

Inc

289

2,243,172

Comcast

Corp

(Class

93,697

436,185

Electronic

Arts,

Inc

62,566

315,007

(e)

Fox

Corp

(Class

13,334

360,246

Fox

Corp

(Class

13,978

1,217,478

Informa

plc

13,389

2,183

Interpublic

Group

Cos,

Inc

3,576

(h)

Liberty

Media

Corp-Liberty

Formula

One

(Class

277

172,885

(h)

NetFlix,

Inc

122,622

1,170,595

News

Corp

(Class

31,173

444,600

Nintendo

Ltd

23,765

11,617

Omnicom

Group,

Inc

1,201

7,359

Paramount

Global

(Class

152,898

Publicis

Groupe

S.A.

16,733

61,140

(e)

REA

Group

Ltd

8,461

1,216

(h)

Roku,

Inc

11,053

(e)

Seek

Ltd

189

31,164

(h)

Snap,

Inc

334

353,799

(h)

Take-Two

Interactive

Software,

Inc

54,382

510,595

(e)

Universal

Music

Group

13,358

946,866

Walt

Disney

91,079

18,642

(h)

Warner

Bros

Discovery,

Inc

154

1,340,772

WPP

plc

13,734

2,525,425

Holdings

Corp

7,361

TOTAL

MEDIA

ENTERTAINMENT

582,641

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

4.0%

145,826

(e)

Agilent

Technologies,

Inc

21,652

286,897

Amgen,

Inc

92,441

840,326

Astellas

Pharma,

Inc

9,712

Social

Choice

298

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

(continued)

6,777

(e),(h)

Avantor,

Inc

175

397

(h)

Biogen,

Inc

13,109

Bristol-Myers

Squibb

678

680,047

Daiichi

Sankyo

Ltd

22,464

346,188

Danaher

Corp

96,247

153,800

Eisai

Ltd

5,733

221,792

Eli

Lilly

196,494

42,036

(h)

Genmab

10,191

16,017

Gilead

Sciences,

Inc

1,343

1,438,527

GSK

plc

29,290

94,275

(h)

IQVIA

Holdings,

Inc

22,340

276,100

Kyowa

Hakko

Kogyo

Ltd

4,872

33,781

Lonza

Group

AG.

21,437

90,068

Merck

KGaA

15,900

4,632

(h)

Mettler-Toledo

International,

Inc

6,947

542,490

Novartis

AG.

62,464

807,919

Novo

Nordisk

A.S.

95,828

274,800

Ono

Pharmaceutical

Ltd

3,689

76,609

(h)

Regeneron

Pharmaceuticals,

Inc

80,534

18,059

Sartorius

AG.

5,078

327,600

Shionogi

Ltd

4,696

4,390

(h)

Waters

Corp

1,580

34,456

West

Pharmaceutical

Services,

Inc

10,342

362,385

Zoetis,

Inc

70,803

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

LIFE

SCIENCES

893,007

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.5%

3,519,873

Capitaland

Investment

Ltd

8,510

318,846

(h)

CBRE

Group,

Inc

39,690

509,400

Daiwa

House

Industry

Ltd

16,034

66,409

LEG

Immobilien

6,953

875,072

Mitsubishi

Estate

Ltd

13,821

1,651,251

Mitsui

Fudosan

Ltd

15,560

4,386,000

Sino

Land

4,790

581,000

Swire

Pacific

Ltd

(Class

4,954

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

110,312

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

5.6%

328,500

Advantest

Corp

15,450

458,785

Applied

Materials,

Inc

92,697

101,390

ASML

Holding

84,342

268,811

(h)

First

Solar,

Inc

67,052

2,673,086

Intel

Corp

62,711

96,324

Lam

Research

Corp

78,608

12,506

Marvell

Technology,

Inc

902

5,214,565

Nvidia

Corp

633,257

292,403

NXP

Semiconductors

70,180

944,344

Renesas

Electronics

Corp

13,705

481,976

Texas

Instruments,

Inc

99,562

155,900

Tokyo

Electron

Ltd

27,802

TOTAL

SEMICONDUCTORS

SEMICONDUCTOR

EQUIPMENT

1,246,268

SOFTWARE

SERVICES

7.3%

200,454

(h)

Adobe,

Inc

103,791

85,168

(h)

Ansys,

Inc

27,137

252,065

(h)

Autodesk,

Inc

69,439

225,058

(h)

Cadence

Design

Systems,

Inc

60,997

381

(e),(h)

Ceridian

HCM

Holding,

Inc

385,334

Dassault

Systemes

15,306

1,020,300

Fujitsu

Ltd

20,977

724

(h)

HubSpot,

Inc

385

469,644

International

Business

Machines

Corp

103,829

148,924

Intuit,

Inc

92,482

1,561,718

Microsoft

Corp

672,007

186,381

NEC

Corp

17,998

299

DESCRIPTION

VALUE

(000)

SOFTWARE

SERVICES

(continued)

221,400

Nomura

Research

Institute

Ltd

8,217

292,981

(h)

PTC,

Inc

52,930

419,009

Salesforce,

Inc

114,687

291,204

SAP

AG.

66,608

108,413

(h)

ServiceNow,

Inc

96,963

135,651

(h)

Synopsys,

Inc

68,692

149,253

WiseTech

Global

Ltd

14,134

2,113

(h)

Workday,

Inc

516

93,008

(h)

Xero

Ltd

9,614

TOTAL

SOFTWARE

SERVICES

1,616,732

TECHNOLOGY

HARDWARE

EQUIPMENT

1.4%

154,700

(e)

Brother

Industries

Ltd

3,034

696,600

FUJIFILM

Holdings

Corp

18,033

3,405,154

Hewlett

Packard

Enterprise

69,670

1,881,807

HP,

Inc

67,500

155,000

(e)

Ibiden

Ltd

4,791

407,533

(h)

Keysight

Technologies,

Inc

64,769

701,255

(e)

Ricoh

Ltd

7,610

171,900

Seiko

Epson

Corp

3,180

655

Shimadzu

Corp

1,256,295

TDK

Corp

16,048

747,957

(h)

Trimble

Inc

46,441

161,032

Yokogawa

Electric

Corp

4,126

TOTAL

TECHNOLOGY

HARDWARE

EQUIPMENT

305,224

TELECOMMUNICATION

SERVICES

1.1%

7,700,311

(e)

Group

plc

15,263

404,596

(d)

Cellnex

Telecom

S.A.

16,403

82,257

Elisa

Oyj

(Series

4,361

681,332

KDDI

Corp

21,828

546,726

Koninklijke

KPN

2,233

15,016,000

SoftBank

Corp

19,605

5,300

Softbank

Group

Corp

314

19,032

Swisscom

AG.

12,438

157,173

Tele2

Shares)

1,778

1,387,674

Telecom

Corp

New

Zealand

Ltd

2,671

866,141

Telenor

ASA

11,080

1,838,782

TeliaSonera

5,946

5,505,365

Telstra

Corp

Ltd

14,735

2,230,051

Verizon

Communications,

Inc

100,152

17,096,895

Vodafone

Group

plc

17,134

TOTAL

TELECOMMUNICATION

SERVICES

245,941

TRANSPORTATION

1.1%

1,420,488

Auckland

International

Airport

Ltd

6,741

363

Robinson

Worldwide,

Inc

1,671,151

CSX

Corp

57,705

799,000

East

Japan

Railway

15,857

14,139

Expeditors

International

Washington,

Inc

1,858

2,786,137

(h)

Grab

Holdings

Ltd

10,587

249,200

Hankyu

Hanshin

Holdings,

Inc

7,698

1,288

Hunt

Transport

Services,

Inc

222

43,571

Kuehne

Nagel

International

AG.

11,904

2,224,364

MTR

Corp

8,315

184,887

Old

Dominion

Freight

Line

36,726

100,000

Holdings

Ltd

1,073

2,052,882

Transurban

Group

18,548

505,592

United

Parcel

Service,

Inc

(Class

68,933

343,200

West

Japan

Railway

6,518

TOTAL

TRANSPORTATION

252,725

UTILITIES

0.9%

143,421

American

Water

Works

Co,

Inc

20,974

652,977

Consolidated

Edison,

Inc

67,994

4,761

Essential

Utilities,

Inc

184

Social

Choice

300

Portfolio

Investments

September

30,

2024

(continued)

DESCRIPTION

VALUE

(000)

UTILITIES

(continued)

5,834

Eversource

Energy

397

466,264

Exelon

Corp

18,907

2,257,477

Iberdrola

S.A.

34,899

382,686

Mercury

Ltd

1,572

905,329

Meridian

Energy

Ltd

3,413

1,947,998

National

Grid

plc

26,927

218,532

Orsted

14,474

72,527

Redeia

Corp

S.A.

1,410

TOTAL

UTILITIES

191,151

TOTAL

COMMON

STOCKS

(Cost

$9,871,161)

13,176,035

DESCRIPTION

VALUE

(000)

PREFERRED

STOCKS

0.1%

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

0.1%

390,000

Brookfield

Property

Partners

6,357

681,850

Brookfield

Property

Partners

10,091

TOTAL

REAL

ESTATE

MANAGEMENT

DEVELOPMENT

16,448

UTILITIES

0.0%

490,000

(e)

Brookfield

Infrastructure

Partners

9,702

308,000

Brookfield

Renewable

Partners

6,360

TOTAL

UTILITIES

16,062

TOTAL

PREFERRED

STOCKS

(Cost

$46,746)

32,510

DESCRIPTION

EXPIRATION

DATE

VALUE

(000)

RIGHTS/WARRANTS

0.0%

HEALTH

CARE

EQUIPMENT

SERVICES

0.0%

774

(a)

ABIOMED,

Inc

12/31/29

TOTAL

HEALTH

CARE

EQUIPMENT

SERVICES

TOTAL

RIGHTS/WARRANTS

(Cost

$1)

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$18,842,947)

21,932,403‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

(000)

SHORT-TERM

INVESTMENTS

0.5%

GOVERNMENT

AGENCY

DEBT

0.0%

145,000

Federal

National

Mortgage

Association

(FNMA)

.000

10/23/24

145

TOTAL

GOVERNMENT

AGENCY

DEBT

145

REPURCHASE

AGREEMENT

0.4%

82,200,000

(i)

Bank

New

York

Mellon

.860

10/01/24

82,200

TOTAL

REPURCHASE

AGREEMENT

82,200

TREASURY

DEBT

0.1%

430,000

United

States

Treasury

Bill

.000

10/15/24

429

15,000,000

United

States

Treasury

Bill

.000

10/29/24

14,945

5,000,000

United

States

Treasury

Bill

.000

11/26/24

4,963

TOTAL

TREASURY

DEBT

20,337

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$102,683)

102,682

DESCRIPTION

RATE

VALUE

(000)

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

0.4%

83,266,892

(j)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

.020

(k)

83,267

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$83,267)

83,267

TOTAL

INVESTMENTS

100.0%

(Cost

$19,028,897)

22,118,352

OTHER

ASSETS

LIABILITIES,

NET

0.0%

2,511

NET

ASSETS

100.0%

$22,120,863

301

Cost

amounts

are

thousands.

Principal

denominated

U.S.

Dollars,

unless

otherwise

noted.

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

Month

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

Amount

represents

less

than

$1,000.

(a)

For

fair

value

measurement

disclosure

purposes,

investment

classified

Level

(b)

default

(c)

Floating

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

based

the

underlying

asset

the

security.

Coupon

rate

reflects

the

rate

period

end.

(d)

Security

exempt

from

registration

under

Rule

144A

the

Securities

Act

1933,

amended.

These

securities

are

deemed

liquid

and

may

resold

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

the

end

the

reporting

period,

the

aggregate

value

these

securities

$1,978,750,438

8.9%

Total

Investments.

(e)

All

portion

these

securities

are

out

loan.

The

aggregate

value

securities

loan

$169,501,829.

(f)

Perpetual

security

(g)

When-issued

delayed

delivery

security.

(h)

Non-income

producing

(i)

Agreement

with

Bank

New

York

Mellon,

4.860%

dated

9/30/24

repurchased

$82,644,994

10/1/24,

collateralized

Government

Agency

Securities,

with

coupon

rates

1.625%–3.750%

and

maturity

dates

8/31/26–5/15/31,

valued

$83,844,007.

(j)

Investments

made

with

cash

collateral

received

from

securities

loan.

(k)

The

rate

shown

the

one-day

yield

the

end

the

reporting

period.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

(000)

Currency

Sold

Deliver

(000)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

(000)

7,055

EUR

6,464

Morgan

Stanley

Capital

Services

10/15/24

(

145‌

)

EUR

Euro

302

Portfolio

Investments

Organization

and

Significant

Accounting

Policies

Part

Form

N-PORT

was

prepared in

accordance

with

accounting

principles

generally

accepted

the

United

States

America

(“U.S.

GAAP”)

and

conformity

with

the

applicable

rules

and

regulations

the

U.S.

Securities

and

Exchange

Commission related

interim

filings. Part

Form

N-PORT

does

not

include

all

information

and

footnotes

required

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

financial

statements

prepared

accordance

with

U.S.

GAAP

have

been

condensed

omitted

from

this

report.

For

full

set

financial

statement

notes,

please

refer

the

most

recently

filed

annual

semiannual

report.

Valuation

Investments

The

Accounts' investments

securities

are

recorded

their

estimated

fair

value

utilizing

valuation

methods

approved

the

Adviser,

subject

the

review

and

oversight

the

Board.

Fair

value

defined

the

price

that

would

received

upon

selling

investment

transferring

liability

orderly

transaction

independent

buyer

the

principal

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

used

maximize

the

use

observable

market

data

and

minimize

the

use

unobservable

inputs

and

establish

classification

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

pricing

the

asset

liability.

Observable

inputs

are

based

market

data

obtained

from

sources

independent

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

pricing

the

asset

liability.

Unobservable

inputs

are

based

the

best

information

available

the

circumstances.

The

following

summary

the

three-tiered

hierarchy

valuation

input

levels:

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

determining

the

fair

value

investments).

The

following

table

summarizes

the

market

value

the

Accounts'

investments

the

end

the

reporting

period,

based

the

inputs

used

value

them

(dollar

amounts

are

thousands):

Account

Level

Total

Stock

Long-Term

Investments

Government

bonds

$—

$206

$—

$206

Common

stocks

89,922,064

39,137,249

27,598

129,086,911

Rights/Warrants

—

210

145

355

Investment

companies

510,767

—

510,767

Short-Term

Investments

Government

agency

debt

—

50,953

—

50,953

Repurchase

agreement

—

312,250

—

312,250

Treasury

debt

—

279,349

—

279,349

Investments

purchased

with

collateral

from

securities

lending:

Certificate

deposit

—

131,704

—

131,704

Commercial

paper

—

73,101

—

73,101

Repurchase

agreement

—

600,146

—

600,146

Variable

rate

securities

—

50,505

—

50,505

Investments

Derivatives

Futures

contracts*

7,417

—

7,417

Total

$90,440,248

$40,635,673

$27,743

$131,103,664

303

Account

Level

Total

Global

Equities

Long-Term

Investments

Common

stocks

$21,415,970

$8,518,219

$773

$29,934,962

Rights/Warrants

—

Investment

companies

35,585

—

35,585

Short-Term

Investments

Government

agency

debt

—

27,263

—

27,263

Repurchase

agreement

—

149,700

—

149,700

Treasury

debt

—

203,764

—

203,764

Investments

purchased

with

collateral

from

securities

lending:

Certificate

deposit

—

8,704

—

8,704

Commercial

paper

—

7,285

—

7,285

Repurchase

agreement

—

71,000

—

71,000

Variable

rate

securities

—

7,011

—

7,011

Investments

Derivatives

Futures

contracts*

5,026

—

5,026

Total

$21,456,581

$8,992,947

$773

$30,450,301

Growth

Long-Term

Investments

Common

stocks

$38,376,359

$1,290,596

$—

$39,666,955

Investment

companies

240,069

—

240,069

Short-Term

Investments

Government

agency

debt

—

812

—

812

Repurchase

agreement

—

36,900

—

36,900

Treasury

debt

—

24,890

—

24,890

Investments

purchased

with

collateral

from

securities

lending

124

—

124

Total

$38,616,552

$1,353,198

$—

$39,969,750

Equity

Index

Long-Term

Investments

Common

stocks

$25,613,607

$—

$110

$25,613,717

Rights/Warrants

—

Short-Term

Investments

Government

agency

debt

—

160

—

160

Repurchase

agreement

—

56,300

—

56,300

Treasury

debt

—

45,758

—

45,758

Investments

purchased

with

collateral

from

securities

lending

130,823

—

130,823

Investments

Derivatives

Futures

contracts*

1,414

—

1,414

Total

$25,745,844

$102,218

$113

$25,848,175

Core

Bond

Long-Term

Investments

Bank

loan

obligations

$—

$25,070

$—

$25,070

Corporate

bonds

—

3,419,725

—

3,419,725

Government

bonds

—

5,650,850

—

5,650,850

Structured

assets

—

1,726,598

11,233

1,737,831

Preferred

stocks

4,624

—

4,624

Short-Term

Investments

Commercial

paper

—

3,908

—

3,908

Government

agency

debt

—

10,136

—

10,136

Repurchase

agreement

—

140,000

—

140,000

Treasury

debt

—

242,829

—

242,829

Investments

purchased

with

collateral

from

securities

lending

35,645

—

35,645

Investments

Derivatives

Futures

contracts*

1,267

—

1,267

Forward

foreign

currency

contracts*

—

(6,677)

—

(6,677)

Credit

default

swap

contracts*

—

(278)

—

(278)

Total

$41,536

$11,212,161

$11,233

$11,264,930

Portfolio

Investments

(continued)

304

Account

Level

Total

Inflation-Linked

Bond

Long-Term

Investments

Bank

loan

obligations

$—

$20,786

$—

$20,786

Corporate

bonds

—

177,654

—

177,654

Government

bonds

—

6,630,349

—

6,630,349

Structured

assets

—

278,041

2,663

280,704

Investment

companies

9,995

—

9,995

Short-Term

Investments

Repurchase

agreement

—

114,800

—

114,800

Investments

Derivatives

Futures

contracts*

658

—

658

Total

$10,653

$7,221,630

$2,663

$7,234,946

Social

Choice

Long-Term

Investments

Bank

loan

obligations

$—

$35,047

$—

$35,047

Corporate

bonds

—

2,369,048

—

2,369,048

Government

bonds

—

5,488,016

5,488,017

Structured

assets

—

830,462

1,283

831,745

Common

stocks

9,264,708

3,911,327

—

13,176,035

Preferred

stocks

32,510

—

32,510

Rights/Warrants

—

Short-Term

Investments

Government

agency

debt

—

145

—

145

Repurchase

agreement

—

82,200

—

82,200

Treasury

debt

—

20,337

—

20,337

Investments

purchased

with

collateral

from

securities

lending

83,267

—

83,267

Investments

Derivatives

Forward

foreign

currency

contracts*

—

(145)

—

(145)

Total

$9,380,485

$12,736,437

$1,285

$22,118,207

Represents

net

unrealized

appreciation

(depreciation).

A10944-D

(11/24)

College Retirement Equities Fund NPORT-PCollege Retirement Equities Fund - Inflation-Linked Bond Account (Sep 2024 report)