UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-06161
Virtus Investment Trust
(Exact name of registrant as specified in charter)
101 Munson Street
Greenfield, MA 01301
(Address of principal executive offices) (Zip code)
Jennifer S. Fromm, Esq.
Vice President, Chief Legal Officer, Counsel and Secretary for Registrant
One Financial Plaza
Hartford, CT 06103-2608
(Name and address of agent for service)
Registrant’s telephone number, including area code: (800) 243-1574
Date of fiscal year end: June 30
Date of reporting period: December 31, 2021
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. | Reports to Stockholders. |
(a) | The Report to Shareholders is attached herewith. |
Virtus AllianzGI Emerging Markets Opportunities Fund |
Virtus AllianzGI Focused Growth Fund |
Virtus AllianzGI Global Small-Cap Fund |
Virtus AllianzGI Health Sciences Fund |
Virtus AllianzGI Income & Growth Fund |
Virtus AllianzGI Mid-Cap Growth Fund |
Virtus AllianzGI Small-Cap Fund |
Virtus AllianzGI Technology Fund |
Virtus NFJ Dividend Value Fund |
Virtus NFJ International Value Fund |
Virtus NFJ Large-Cap Value Fund |
Virtus NFJ Mid-Cap Value Fund |
Virtus NFJ Small-Cap Value Fund |
1 | ||
2 | ||
6 | ||
7 | ||
Fund | Schedule of Investments | |
9 | ||
11 | ||
13 | ||
16 | ||
18 | ||
30 | ||
32 | ||
37 | ||
40 | ||
42 | ||
44 | ||
46 | ||
48 | ||
50 | ||
58 | ||
62 | ||
67 | ||
81 |
President, Virtus Investment Trust
Beginning Account Value July 1, 2021 | Ending Account Value December 31, 2021 | Annualized Expense Ratio | Expenses Paid During Period* | |||||
AllianzGI Emerging Markets Opportunities Fund | ||||||||
Class A | $ 1,000.00 | $ 896.00 | 1.29 % | $ 6.16 | ||||
Class C | 1,000.00 | 892.50 | 2.04 | 9.73 | ||||
Class P | 1,000.00 | 897.10 | 1.04 | 4.97 | ||||
Institutional Class | 1,000.00 | 897.50 | 0.94 | 4.50 | ||||
Class R6 | 1,000.00 | 897.80 | 0.89 | 4.26 | ||||
AllianzGI Focused Growth Fund | ||||||||
Class A | 1,000.00 | 1,080.40 | 0.94 | 4.93 | ||||
Class C | 1,000.00 | 1,076.50 | 1.69 | 8.85 | ||||
Class P | 1,000.00 | 1,081.70 | 0.71 | 3.73 | ||||
Institutional Class | 1,000.00 | 1,081.90 | 0.67 | 3.52 | ||||
Class R6 | 1,000.00 | 1,082.10 | 0.62 | 3.25 | ||||
Administrative Class | 1,000.00 | 1,080.40 | 0.92 | 4.82 | ||||
AllianzGI Global Small-Cap Fund | ||||||||
Class A | 1,000.00 | 1,001.30 | 1.55 | 7.82 | ||||
Class C | 1,000.00 | 997.40 | 2.31 | 11.63 | ||||
Class P | 1,000.00 | 1,002.80 | 1.31 | 6.61 | ||||
Institutional Class | 1,000.00 | 1,002.80 | 1.28 | 6.46 | ||||
AllianzGI Health Sciences Fund | ||||||||
Class A | 1,000.00 | 1,101.40 | 1.36 | 7.20 | ||||
Class C | 1,000.00 | 1,096.90 | 2.13 | 11.26 | ||||
Class P | 1,000.00 | 1,103.20 | 1.03 | 5.46 | ||||
Institutional Class | 1,000.00 | 1,102.70 | 1.12 | 5.94 | ||||
AllianzGI Income & Growth Fund | ||||||||
Class A | 1,000.00 | 1,042.20 | 1.12 | 5.77 | ||||
Class C | 1,000.00 | 1,037.30 | 1.89 | 9.71 | ||||
Class P | 1,000.00 | 1,043.40 | 0.90 | 4.64 | ||||
Institutional Class | 1,000.00 | 1,043.10 | 0.90 | 4.63 | ||||
AllianzGI Mid-Cap Growth Fund | ||||||||
Class A | 1,000.00 | 1,039.00 | 0.97 | 4.99 | ||||
Class C | 1,000.00 | 1,033.60 | 1.72 | 8.82 | ||||
Class P | 1,000.00 | 1,039.60 | 0.78 | 4.01 | ||||
Institutional Class | 1,000.00 | 1,039.50 | 0.73 | 3.75 | ||||
Administrative Class | 1,000.00 | 1,039.60 | 0.91 | 4.68 |
Beginning Account Value July 1, 2021 | Ending Account Value December 31, 2021 | Annualized Expense Ratio | Expenses Paid During Period* | |||||
AllianzGI Small-Cap Fund | ||||||||
Class A | $1,000.00 | $1,032.90 | 1.17% | $ 6.00 | ||||
Class C | 1,000.00 | 1,028.90 | 1.92 | 9.82 | ||||
Class P | 1,000.00 | 1,034.20 | 0.92 | 4.72 | ||||
Institutional Class | 1,000.00 | 1,034.30 | 0.82 | 4.20 | ||||
Class R6 | 1,000.00 | 1,035.10 | 0.77 | 3.95 | ||||
AllianzGI Technology Fund | ||||||||
Class A | 1,000.00 | 1,058.10 | 1.41 | 7.31 | ||||
Class C | 1,000.00 | 1,053.90 | 2.17 | 11.23 | ||||
Class P | 1,000.00 | 1,059.30 | 1.19 | 6.18 | ||||
Institutional Class | 1,000.00 | 1,059.50 | 1.13 | 5.87 | ||||
Administrative Class | 1,000.00 | 1,057.80 | 1.47 | 7.62 | ||||
NFJ Dividend Value Fund | ||||||||
Class A | 1,000.00 | 1,119.50 | 1.00 | 5.34 | ||||
Class C | 1,000.00 | 1,114.50 | 1.76 | 9.38 | ||||
Class P | 1,000.00 | 1,121.20 | 0.73 | 3.90 | ||||
Institutional Class | 1,000.00 | 1,121.10 | 0.70 | 3.74 | ||||
Class R6 | 1,000.00 | 1,121.70 | 0.64 | 3.42 | ||||
Administrative Class | 1,000.00 | 1,119.40 | 0.91 | 4.86 | ||||
NFJ International Value Fund | ||||||||
Class A | 1,000.00 | 987.00 | 1.30 | 6.51 | ||||
Class C | 1,000.00 | 984.00 | 2.02 | 10.10 | ||||
Class P | 1,000.00 | 988.80 | 1.00 | 5.01 | ||||
Institutional Class | 1,000.00 | 988.70 | 0.95 | 4.76 | ||||
Class R6 | 1,000.00 | 989.40 | 0.89 | 4.46 | ||||
Administrative Class | 1,000.00 | 987.40 | 1.20 | 6.01 | ||||
NFJ Large-Cap Value Fund | ||||||||
Class A | 1,000.00 | 1,098.30 | 1.01 | 5.34 | ||||
Class C | 1,000.00 | 1,094.00 | 1.76 | 9.29 | ||||
Class P | 1,000.00 | 1,099.40 | 0.76 | 4.02 | ||||
Institutional Class | 1,000.00 | 1,099.50 | 0.76 | 4.02 | ||||
Class R6** | 1,000.00 | 1,022.50 | 0.64 | 1.13 | ||||
Administrative Class | 1,000.00 | 1,098.30 | 1.00 | 5.29 | ||||
NFJ Mid-Cap Value Fund | ||||||||
Class A | 1,000.00 | 1,087.50 | 1.00 | 5.26 | ||||
Class C | 1,000.00 | 1,083.60 | 1.75 | 9.19 | ||||
Class P | 1,000.00 | 1,088.80 | 0.75 | 3.95 | ||||
Institutional Class | 1,000.00 | 1,089.40 | 0.65 | 3.42 | ||||
Class R6 | 1,000.00 | 1,089.70 | 0.60 | 3.16 | ||||
Administrative Class | 1,000.00 | 1,088.10 | 0.90 | 4.74 | ||||
NFJ Small-Cap Value Fund | ||||||||
Class A | 1,000.00 | 1,066.30 | 1.17 | 6.09 | ||||
Class C | 1,000.00 | 1,062.50 | 1.92 | 9.98 | ||||
Class P | 1,000.00 | 1,068.30 | 0.91 | 4.74 | ||||
Institutional Class | 1,000.00 | 1,068.90 | 0.82 | 4.28 | ||||
Class R6 | 1,000.00 | 1,069.00 | 0.77 | 4.02 | ||||
Administrative Class | 1,000.00 | 1,067.30 | 1.07 | 5.58 |
* | Expenses are equal to the relevant Fund’s annualized expense ratio, which is net of waived fees and reimbursed expenses, if applicable, multiplied by the average account value over the period, multiplied by the number of days (184) expenses were accrued in the most recent fiscal half-year, then divided by 365 to reflect the one-half year period. |
** | October 29, 2021, is the date the Class started accruing expenses. Expenses are equal to the Class’s annualized expense ratio, which is net of waived fees and reimbursed expenses, if applicable, multiplied by the average account value over the period, multiplied by the number of days (64) expenses were accrued in the most recent fiscal half-year, then divided by 365 to reflect the one-half year period. |
Beginning Account Value July 1, 2021 | Ending Account Value December 31, 2021 | Annualized Expense Ratio | Expenses Paid During Period* | |||||
AllianzGI Emerging Markets Opportunities Fund | ||||||||
Class A | $ 1,000.00 | $ 1,018.70 | 1.29 % | $ 6.56 | ||||
Class C | 1,000.00 | 1,014.92 | 2.04 | 10.36 | ||||
Class P | 1,000.00 | 1,019.96 | 1.04 | 5.30 | ||||
Institutional Class | 1,000.00 | 1,020.47 | 0.94 | 4.79 | ||||
Class R6 | 1,000.00 | 1,020.72 | 0.89 | 4.53 | ||||
AllianzGI Focused Growth Fund | ||||||||
Class A | 1,000.00 | 1,020.47 | 0.94 | 4.79 | ||||
Class C | 1,000.00 | 1,016.69 | 1.69 | 8.59 | ||||
Class P | 1,000.00 | 1,021.63 | 0.71 | 3.62 | ||||
Institutional Class | 1,000.00 | 1,021.83 | 0.67 | 3.41 | ||||
Class R6 | 1,000.00 | 1,022.08 | 0.62 | 3.16 | ||||
Administrative Class | 1,000.00 | 1,020.57 | 0.92 | 4.69 | ||||
AllianzGI Global Small-Cap Fund | ||||||||
Class A | 1,000.00 | 1,017.39 | 1.55 | 7.88 | ||||
Class C | 1,000.00 | 1,013.56 | 2.31 | 11.72 | ||||
Class P | 1,000.00 | 1,018.60 | 1.31 | 6.67 | ||||
Institutional Class | 1,000.00 | 1,018.75 | 1.28 | 6.51 | ||||
AllianzGI Health Sciences Fund | ||||||||
Class A | 1,000.00 | 1,018.35 | 1.36 | 6.92 | ||||
Class C | 1,000.00 | 1,014.47 | 2.13 | 10.82 | ||||
Class P | 1,000.00 | 1,020.01 | 1.03 | 5.24 | ||||
Institutional Class | 1,000.00 | 1,019.56 | 1.12 | 5.70 | ||||
AllianzGI Income & Growth Fund | ||||||||
Class A | 1,000.00 | 1,019.56 | 1.12 | 5.70 | ||||
Class C | 1,000.00 | 1,015.68 | 1.89 | 9.60 | ||||
Class P | 1,000.00 | 1,020.67 | 0.90 | 4.58 | ||||
Institutional Class | 1,000.00 | 1,020.67 | 0.90 | 4.58 | ||||
AllianzGI Mid-Cap Growth Fund | ||||||||
Class A | 1,000.00 | 1,020.32 | 0.97 | 4.94 | ||||
Class C | 1,000.00 | 1,016.53 | 1.72 | 8.74 | ||||
Class P | 1,000.00 | 1,021.27 | 0.78 | 3.97 | ||||
Institutional Class | 1,000.00 | 1,021.53 | 0.73 | 3.72 | ||||
Administrative Class | 1,000.00 | 1,020.62 | 0.91 | 4.63 | ||||
AllianzGI Small-Cap Fund | ||||||||
Class A | 1,000.00 | 1,019.31 | 1.17 | 5.96 | ||||
Class C | 1,000.00 | 1,015.53 | 1.92 | 9.75 | ||||
Class P | 1,000.00 | 1,020.57 | 0.92 | 4.69 | ||||
Institutional Class | 1,000.00 | 1,021.07 | 0.82 | 4.18 | ||||
Class R6 | 1,000.00 | 1,021.32 | 0.77 | 3.92 | ||||
AllianzGI Technology Fund | ||||||||
Class A | 1,000.00 | 1,018.10 | 1.41 | 7.17 | ||||
Class C | 1,000.00 | 1,014.27 | 2.17 | 11.02 | ||||
Class P | 1,000.00 | 1,019.21 | 1.19 | 6.06 | ||||
Institutional Class | 1,000.00 | 1,019.51 | 1.13 | 5.75 | ||||
Administrative Class | 1,000.00 | 1,017.80 | 1.47 | 7.48 |
Beginning Account Value July 1, 2021 | Ending Account Value December 31, 2021 | Annualized Expense Ratio | Expenses Paid During Period* | |||||
NFJ Dividend Value Fund | ||||||||
Class A | $1,000.00 | $1,020.16 | 1.00% | $ 5.09 | ||||
Class C | 1,000.00 | 1,016.33 | 1.76 | 8.94 | ||||
Class P | 1,000.00 | 1,021.53 | 0.73 | 3.72 | ||||
Institutional Class | 1,000.00 | 1,021.68 | 0.70 | 3.57 | ||||
Class R6 | 1,000.00 | 1,021.98 | 0.64 | 3.26 | ||||
Administrative Class | 1,000.00 | 1,020.62 | 0.91 | 4.63 | ||||
NFJ International Value Fund | ||||||||
Class A | 1,000.00 | 1,018.65 | 1.30 | 6.61 | ||||
Class C | 1,000.00 | 1,015.02 | 2.02 | 10.26 | ||||
Class P | 1,000.00 | 1,020.16 | 1.00 | 5.09 | ||||
Institutional Class | 1,000.00 | 1,020.42 | 0.95 | 4.84 | ||||
Class R6 | 1,000.00 | 1,020.72 | 0.89 | 4.53 | ||||
Administrative Class | 1,000.00 | 1,019.16 | 1.20 | 6.11 | ||||
NFJ Large-Cap Value Fund | ||||||||
Class A | 1,000.00 | 1,020.11 | 1.01 | 5.14 | ||||
Class C | 1,000.00 | 1,016.33 | 1.76 | 8.94 | ||||
Class P | 1,000.00 | 1,021.37 | 0.76 | 3.87 | ||||
Institutional Class | 1,000.00 | 1,021.37 | 0.76 | 3.87 | ||||
Class R6** | 1,000.00 | 1,007.64 | 0.64 | 1.13 | ||||
Administrative Class | 1,000.00 | 1,020.16 | 1.00 | 5.09 | ||||
NFJ Mid-Cap Value Fund | ||||||||
Class A | 1,000.00 | 1,020.16 | 1.00 | 5.09 | ||||
Class C | 1,000.00 | 1,016.38 | 1.75 | 8.89 | ||||
Class P | 1,000.00 | 1,021.42 | 0.75 | 3.82 | ||||
Institutional Class | 1,000.00 | 1,021.93 | 0.65 | 3.31 | ||||
Class R6 | 1,000.00 | 1,022.18 | 0.60 | 3.06 | ||||
Administrative Class | 1,000.00 | 1,020.67 | 0.90 | 4.58 | ||||
NFJ Small-Cap Value Fund | ||||||||
Class A | 1,000.00 | 1,019.31 | 1.17 | 5.96 | ||||
Class C | 1,000.00 | 1,015.53 | 1.92 | 9.75 | ||||
Class P | 1,000.00 | 1,020.62 | 0.91 | 4.63 | ||||
Institutional Class | 1,000.00 | 1,021.07 | 0.82 | 4.18 | ||||
Class R6 | 1,000.00 | 1,021.32 | 0.77 | 3.92 | ||||
Administrative Class | 1,000.00 | 1,019.81 | 1.07 | 5.45 |
* | Expenses are equal to the relevant Fund’s annualized expense ratio, which is net of waived fees and reimbursed expenses, if applicable, multiplied by the average account value over the period, multiplied by the number of days (184) expenses were accrued in the most recent fiscal half-year, then divided by 365 to reflect the one-half year period. |
** | October 29, 2021, is the date the Class started accruing expenses. Expenses are equal to the Class’s annualized expense ratio, which is net of waived fees and reimbursed expenses, if applicable, multiplied by the average account value over the period, multiplied by the number of days (64) expenses were accrued in the most recent fiscal half-year, then divided by 365 to reflect the one-half year period. |
Banks | 15% |
Semiconductors & Semiconductor Equipment | 12 |
Oil, Gas & Consumable Fuels | 9 |
Insurance | 8 |
Automobiles | 6 |
Internet & Direct Marketing Retail | 5 |
IT Services | 4 |
Technology Hardware, Storage & Peripherals | 4 |
Interactive Media & Services | 4 |
Wireless Telecommunication Services | 4 |
Other (includes short-term investment) | 29 |
Total | 100% |
Interactive Media & Services | 12% |
Software | 12 |
Technology Hardware, Storage & Peripherals | 12 |
Semiconductors & Semiconductor Equipment | 10 |
IT Services | 9 |
Internet & Direct Marketing Retail | 6 |
Automobiles | 6 |
Pharmaceuticals | 4 |
Hotels, Restaurants & Leisure | 4 |
Healthcare Equipment & Supplies | 3 |
Other | 22 |
Total | 100% |
Machinery | 7% |
Semiconductors & Semiconductor Equipment | 6 |
Banks | 6 |
Equity Real Estate Investment | 5 |
Commercial Services & Supplies | 5 |
IT Services | 5 |
Software | 4 |
Healthcare Equipment & Supplies | 4 |
Biotechnology | 3 |
Chemicals | 3 |
Other (includes short-term investment) | 52 |
Total | 100% |
Pharmaceuticals | 36% |
Healthcare Equipment & Supplies | 26 |
Biotechnology | 17 |
Healthcare Providers & Services | 13 |
Life Sciences Tools & Services | 6 |
Personal Products | 1 |
Electronic Equipment, Instruments & Components | 1 |
Total | 100% |
Common Stocks | 33% | |
Software | 5% | |
Semiconductors & Semiconductor Equipment | 4 | |
Interactive Media & Services | 3 | |
All other Common Stocks | 21 | |
Corporate Bonds and Notes | 31 | |
Media | 3 | |
Oil, Gas & Consumable Fuels | 3 | |
Telecommunications | 2 | |
All other Corporate Bonds and Notes | 23 | |
Convertible Bonds and Notes | 25 | |
Internet | 6 | |
Software | 5 | |
Semiconductors | 1 | |
All other Convertible Bonds and Notes | 13 | |
Convertible Preferred Stocks | 7 | |
Short-Term Investment | 4 | |
Total | 100% |
Software | 13% |
Semiconductors & Semiconductor Equipment | 11 |
Healthcare Equipment & Supplies | 8 |
IT Services | 6 |
Electronic Equipment, Instruments & Components | 5 |
Electrical Equipment | 5 |
Life Sciences Tools & Services | 5 |
Specialty Retail | 4 |
Textiles, Apparel & Luxury Goods | 4 |
Hotels, Restaurants & Leisure | 3 |
Other (includes short-term investment) | 36 |
Total | 100% |
Biotechnology | 6% |
Banks | 6 |
Semiconductors & Semiconductor Equipment | 5 |
Healthcare Equipment & Supplies | 4 |
Capital Markets | 4 |
Equity Real Estate Investment | 4 |
Food Products | 4 |
Oil, Gas & Consumable Fuels | 3 |
Trading Companies & Distributors | 3 |
Specialty Retail | 3 |
Other (includes short-term investment) | 58 |
Total | 100% |
Software | 29% |
Semiconductors & Semiconductor Equipment | 26 |
IT Services | 11 |
Interactive Media & Services | 10 |
Technology Hardware, Storage & Peripherals | 9 |
Internet & Direct Marketing Retail | 2 |
Hotels, Restaurants & Leisure | 2 |
Automobiles | 1 |
Auto Components | 1 |
Road & Rail | 1 |
Other (includes short-term investment and written options) | 8 |
Total | 100% |
Financials | 18% |
Information Technology | 14 |
Health Care | 13 |
Real Estate | 11 |
Industrials | 11 |
Consumer Discretionary | 10 |
Utilities | 7 |
Other (includes short-term investment) | 16 |
Total | 100% |
Information Technology | 25% |
Financials | 23 |
Real Estate | 10 |
Industrials | 8 |
Consumer Discretionary | 6 |
Materials | 6 |
Energy | 6 |
Other (includes short-term investment) | 16 |
Total | 100% |
Financials | 19% |
Industrials | 17 |
Health Care | 14 |
Information Technology | 12 |
Consumer Discretionary | 9 |
Materials | 6 |
Utilities | 5 |
Other (includes short-term investment) | 18 |
Total | 100% |
Industrials | 17% |
Financials | 16 |
Information Technology | 13 |
Consumer Discretionary | 13 |
Utilities | 9 |
Health Care | 9 |
Materials | 6 |
Other (includes short-term investment) | 17 |
Total | 100% |
Financials | 30% |
Industrials | 17 |
Consumer Discretionary | 12 |
Information Technology | 10 |
Utilities | 8 |
Materials | 6 |
Health Care | 4 |
Other (includes short-term investment) | 13 |
Total | 100% |
Shares | Value | ||
Common Stocks—97.3% | |||
Brazil—1.8% | |||
JBS S.A. | 524,300 | $ 3,572 | |
Vale S.A. | 116,000 | 1,624 | |
5,196 | |||
China—31.8% | |||
Alibaba Group Holding Ltd.(1) | 315,400 | 4,809 | |
BYD Co., Ltd. | 106,000 | 3,624 | |
China Construction Bank Corp. Class H | 3,474,000 | 2,406 | |
China Life Insurance Co., Ltd. Class H | 1,162,000 | 1,925 | |
China Merchants Bank Co., Ltd. Class H | 1,122,000 | 8,713 | |
China Petroleum & Chemical Corp. Class H | 3,294,000 | 1,533 | |
China Railway Group Ltd. | 1,624,000 | 858 | |
China Railway Group Ltd. Class A | 966,500 | 878 | |
China Yangtze Power Co., Ltd. Class A | 866,800 | 3,087 | |
Contemporary Amperex Technology Co., Ltd. Class A | 45,100 | 4,161 | |
ENN Natural Gas Co., Ltd. Class A | 2,030,300 | 5,849 | |
Guangzhou Tinci Materials Technology Co., Ltd. Class A | 69,700 | 1,254 | |
JD.com, Inc. Class A(1) | 135,500 | 4,761 | |
Lenovo Group Ltd. | 3,078,000 | 3,537 | |
Li Ning Co., Ltd. | 345,000 | 3,776 | |
Meituan Class B(1) | 117,800 | 3,405 | |
NetEase, Inc. | 142,800 | 2,884 | |
NIO, Inc. ADR(1) | 40,203 | 1,274 | |
PetroChina Co., Ltd. Class H | 9,782,000 | 4,353 | |
Postal Savings Bank of China Co., Ltd. Class H | 4,725,000 | 3,315 | |
SG Micro Corp. Class A | 21,800 | 1,057 | |
Shanghai Bairun Investment Holding Group Co., Ltd. Class A | 118,080 | 1,109 | |
Shanxi Xinghuacun Fen Wine Factory Co., Ltd. Class A | 27,792 | 1,377 | |
Sinotrans Ltd. Class A | 3,575,770 | 2,514 | |
Tencent Holdings Ltd. | 193,500 | 11,336 | |
Wuxi Biologics Cayman, Inc.(1) | 111,000 | 1,317 | |
Xinjiang Goldwind Science & Technology Co., Ltd. Class A | 1,015,400 | 2,624 | |
Zhejiang Weixing New Building Materials Co., Ltd. Class A | 899,100 | 3,431 | |
91,167 | |||
Shares | Value | ||
Hong Kong—0.8% | |||
BOC Hong Kong Holdings Ltd. | 705,000 | $ 2,310 | |
Hungary—0.3% | |||
MOL Hungarian Oil & Gas plc | 103,814 | 806 | |
India—10.2% | |||
Ambuja Cements Ltd. | 435,760 | 2,213 | |
Divi’s Laboratories Ltd. | 38,040 | 2,394 | |
Eicher Motors Ltd. | 41,757 | 1,456 | |
HCL Technologies Ltd. | 111,070 | 1,971 | |
HDFC Bank Ltd. ADR | 89,678 | 5,835 | |
Infosys Ltd. | 180,143 | 4,575 | |
Marico Ltd. | 186,189 | 1,284 | |
Reliance Industries Ltd. | 42,438 | 1,352 | |
State Bank of India | 220,012 | 1,363 | |
Tata Consultancy Services Ltd. | 30,881 | 1,553 | |
Tech Mahindra Ltd. | 165,694 | 3,991 | |
UPL Ltd. | 129,600 | 1,303 | |
29,290 | |||
Indonesia—0.3% | |||
Bank Central Asia Tbk PT | 1,835,600 | 940 | |
Mexico—1.7% | |||
America Movil SAB de CV Series L | 4,489,700 | 4,754 | |
Russia—6.8% | |||
Gazprom PJSC | 1,966,262 | 9,040 | |
LUKOIL PJSC Sponsored ADR | 83,872 | 7,507 | |
Sberbank of Russia PJSC Sponsored ADR | 110,772 | 1,778 | |
Severstal PAO GDR | 56,986 | 1,227 | |
19,552 | |||
South Africa—5.1% | |||
Absa Group Ltd. | 365,746 | 3,501 | |
FirstRand Ltd. | 962,137 | 3,671 | |
Gold Fields Ltd. Sponsored ADR | 110,606 | 1,216 | |
MTN Group Ltd.(1) | 594,243 | 6,366 | |
14,754 | |||
South Korea—14.1% | |||
CJ CheilJedang Corp. | 4,641 | 1,513 | |
Hana Financial Group, Inc. | 206,727 | 7,313 | |
KB Financial Group, Inc. | 30,028 | 1,389 | |
Kia Corp. | 139,260 | 9,630 | |
Kolon Industries, Inc.(1) | 12,900 | 769 | |
Korea Gas Corp.(1) | 70,338 | 2,313 | |
LG Display Co. Ltd.(1) | 155,867 | 3,225 | |
LG Innotek Co., Ltd. | 4,659 | 1,427 | |
POSCO | 6,075 | 1,403 | |
Samsung Electronics Co., Ltd. | 98,384 | 6,480 |
Shares | Value | ||
South Korea—continued | |||
SK Hynix, Inc.(1) | 46,185 | $ 5,090 | |
40,552 | |||
Taiwan—20.9% | |||
Asustek Computer, Inc. | 116,000 | 1,577 | |
Cathay Financial Holding Co., Ltd. | 4,005,000 | 9,047 | |
ChipMOS Technologies, Inc. | 767,000 | 1,347 | |
CTBC Financial Holding Co., Ltd. | 5,312,000 | 4,982 | |
Formosa Plastics Corp. | 427,000 | 1,605 | |
Fubon Financial Holding Co., Ltd. | 3,762,600 | 10,377 | |
Hon Hai Precision Industry Co., Ltd. | 926,000 | 3,481 | |
Taiwan Semiconductor Manufacturing Co., Ltd. | 1,125,000 | 25,007 | |
United Microelectronics Corp. | 1,034,000 | 2,429 | |
59,852 | |||
Turkey—0.4% | |||
Arcelik AS | 339,643 | 1,243 | |
United States—3.1% | |||
Axalta Coating Systems Ltd. (1) | 95,951 | 3,178 | |
Freeport-McMoRan, Inc. | 86,554 | 3,612 | |
Mosaic Co. (The) | 52,133 | 2,048 | |
8,838 | |||
Total Common Stocks (Identified Cost $233,975) | 279,254 | ||
Total Long-Term Investments—97.3% (Identified Cost $233,975) | 279,254 | ||
Short-Term Investment—2.5% | |||
Money Market Mutual Fund—2.5% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 7,095,861 | 7,096 | |
Total Short-Term Investment (Identified Cost $7,096) | 7,096 | ||
TOTAL INVESTMENTS—99.8% (Identified Cost $241,071) | $286,350 | ||
Other assets and liabilities, net—0.2% | 610 | ||
NET ASSETS—100.0% | $286,960 |
Abbreviations: | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
PJSC | Public Joint Stock Company |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
China | 32% |
Taiwan | 21 |
South Korea | 14 |
India | 10 |
Russia | 7 |
United States | 6 |
South Africa | 5 |
Other | 5 |
Total | 100% |
† % of total investments as of December 31, 2021. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $279,254 | $279,254 | |
Money Market Mutual Fund | 7,096 | 7,096 | |
Total Investments | $286,350 | $286,350 |
Shares | Value | ||
Common Stocks—100.0% | |||
Air Freight & Logistics—2.5% | |||
GXO Logistics, Inc.(1) | 221,470 | $ 20,116 | |
XPO Logistics, Inc.(1) | 209,415 | 16,215 | |
36,331 | |||
Automobiles—5.5% | |||
Tesla, Inc.(1) | 75,165 | 79,433 | |
Biotechnology—2.9% | |||
Horizon Therapeutics plc(1) | 248,775 | 26,808 | |
Natera, Inc.(1) | 164,675 | 15,379 | |
42,187 | |||
Capital Markets—2.9% | |||
Morgan Stanley | 428,610 | 42,072 | |
Electrical Equipment—1.4% | |||
Plug Power, Inc.(1) | 717,370 | 20,251 | |
Entertainment—1.3% | |||
Walt Disney Co. (The)(1) | 124,700 | 19,315 | |
Healthcare Equipment & Supplies—3.3% | |||
Align Technology, Inc.(1) | 42,225 | 27,750 | |
Cooper Cos., Inc. (The) | 47,535 | 19,914 | |
47,664 | |||
Hotels, Restaurants & Leisure—3.7% | |||
Airbnb, Inc. Class A(1) | 85,420 | 14,222 | |
Caesars Entertainment, Inc.(1) | 187,475 | 17,534 | |
Chipotle Mexican Grill, Inc. Class A(1) | 12,375 | 21,635 | |
53,391 | |||
Interactive Media & Services—12.4% | |||
Alphabet, Inc. Class A(1) | 30,260 | 87,664 | |
Meta Platforms, Inc. Class A(1) | 207,975 | 69,952 | |
Pinterest, Inc. Class A(1) | 279,275 | 10,152 |
Shares | Value | ||
Interactive Media & Services—continued | |||
ZoomInfo Technologies, Inc. Class A(1) | 170,260 | $ 10,931 | |
178,699 | |||
Internet & Direct Marketing Retail—6.3% | |||
Amazon.com, Inc.(1) | 27,412 | 91,401 | |
IT Services—9.1% | |||
EPAM Systems, Inc.(1) | 54,895 | 36,695 | |
Mastercard, Inc. Class A | 162,870 | 58,522 | |
PayPal Holdings, Inc.(1) | 130,040 | 24,523 | |
Twilio, Inc. Class A(1) | 42,710 | 11,247 | |
130,987 | |||
Life Sciences Tools & Services—2.2% | |||
Avantor, Inc.(1) | 737,930 | 31,096 | |
Machinery—1.9% | |||
Deere & Co. | 80,465 | 27,591 | |
Multiline Retail—1.5% | |||
Dollar General Corp. | 92,975 | 21,926 | |
Personal Products—1.5% | |||
Estee Lauder Cos., Inc. (The) Class A | 57,235 | 21,189 | |
Pharmaceuticals—4.3% | |||
Eli Lilly & Co. | 129,575 | 35,791 | |
Zoetis, Inc. Class A | 107,535 | 26,242 | |
62,033 | |||
Semiconductors & Semiconductor Equipment—10.0% | |||
Lam Research Corp. | 55,750 | 40,093 | |
Microchip Technology, Inc. | 209,710 | 18,257 | |
NVIDIA Corp. | 240,440 | 70,716 | |
Skyworks Solutions, Inc. | 97,240 | 15,086 | |
144,152 | |||
Software—12.1% | |||
Crowdstrike Holdings, Inc. Class A(1) | 101,080 | 20,696 |
Shares | Value | ||
Software—continued | |||
Microsoft Corp. | 459,780 | $ 154,633 | |
175,329 | |||
Specialty Retail—1.2% | |||
RH (1) | 32,565 | 17,453 | |
Technology Hardware, Storage & Peripherals—11.8% | |||
Apple, Inc. | 956,400 | 169,828 | |
Textiles, Apparel & Luxury Goods—2.2% | |||
NIKE, Inc. Class B | 192,520 | 32,087 | |
Total Common Stocks (Identified Cost $701,370) | 1,444,415 | ||
Total Long-Term Investments—100.0% (Identified Cost $701,370) | 1,444,415 | ||
Short-Term Investment—0.1% | |||
Money Market Mutual Fund—0.1% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 1,685,044 | 1,685 | |
Total Short-Term Investment (Identified Cost $1,685) | 1,685 | ||
TOTAL INVESTMENTS—100.1% (Identified Cost $703,055) | $1,446,100 | ||
Other assets and liabilities, net—(0.1)% | (1,686) | ||
NET ASSETS—100.0% | $1,444,414 |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $1,444,415 | $1,444,415 | |
Money Market Mutual Fund | 1,685 | 1,685 | |
Total Investments | $1,446,100 | $1,446,100 |
Shares | Value | ||
Preferred Stock—0.6% | |||
Germany—0.6% | |||
Jungheinrich AG, 1.140% | 11,210 | $ 573 | |
Total Preferred Stock (Identified Cost $273) | 573 | ||
Common Stocks—98.1% | |||
Australia—1.7% | |||
ALS Ltd. | 30,069 | 286 | |
Ansell Ltd. | 11,151 | 256 | |
Bapcor Ltd. | 56,190 | 287 | |
IGO Ltd. | 11,707 | 98 | |
Nick Scali Ltd. | 26,784 | 299 | |
PolyNovo Ltd.(1) | 43,702 | 48 | |
Pro Medicus Ltd. | 1,397 | 63 | |
Star Entertainment Group Ltd. (The)(1) | 54,596 | 146 | |
1,483 | |||
Austria—0.7% | |||
Wienerberger AG | 17,097 | 630 | |
Canada—0.6% | |||
Masonite International Corp.(1) | 4,641 | 547 | |
Cayman Islands—1.2% | |||
Alchip Technologies Ltd. | 13,000 | 479 | |
Ichor Holdings Ltd.(1) | 12,118 | 558 | |
1,037 | |||
China—0.2% | |||
Chervon Holdings Ltd.(1) | 9,400 | 70 | |
MINISO Group Holding Ltd. ADR | 13,003 | 134 | |
Shanghai MicroPort MedBot Group Co. Ltd.(1) | 1,000 | 8 | |
212 | |||
Denmark—0.8% | |||
Ambu A/S Class B | 11,758 | 311 | |
SimCorp A/S | 3,970 | 435 | |
746 | |||
Finland—1.2% | |||
Huhtamaki Oyj | 11,127 | 493 | |
Kojamo Oyj | 23,486 | 568 | |
1,061 | |||
France—3.6% | |||
APERAM S.A. | 10,497 | 570 | |
Elis S.A.(1) | 34,051 | 590 | |
Nexity S.A. | 8,857 | 417 | |
SCOR SE | 14,863 | 464 | |
SOITEC (1) | 2,450 | 600 | |
SPIE S.A. | 22,030 | 570 | |
3,211 | |||
Germany—3.1% | |||
Bechtle AG | 8,312 | 596 |
Shares | Value | ||
Germany—continued | |||
CANCOM SE | 9,276 | $ 625 | |
Deutsche Pfandbriefbank AG | 10,347 | 125 | |
Evotec SE(1) | 13,661 | 661 | |
Jenoptik AG | 10,796 | 456 | |
Scout24 SE | 4,946 | 346 | |
2,809 | |||
Hong Kong—1.0% | |||
LK Technology Holdings Ltd. | 132,500 | 272 | |
Tam Jai International Co., Ltd.(1) | 218,000 | 93 | |
Techtronic Industries Co., Ltd. | 9,000 | 179 | |
VTech Holdings Ltd. | 41,600 | 326 | |
870 | |||
Ireland—0.7% | |||
Grafton Group plc - UTS | 36,431 | 608 | |
Italy—0.7% | |||
ERG SpA | 18,483 | 598 | |
Japan—10.5% | |||
Asahi Intecc Co. Ltd. | 14,900 | 320 | |
Calbee, Inc. | 6,200 | 144 | |
Dai Nippon Printing Co. Ltd. | 18,400 | 463 | |
Ferrotec Holdings Corp. | 4,300 | 158 | |
Fuji Electric Co. Ltd. | 12,100 | 661 | |
Hitachi Zosen Corp. | 32,300 | 224 | |
Industrial & Infrastructure Fund Investment Corp. Class A | 303 | 585 | |
Internet Initiative Japan, Inc. | 7,000 | 289 | |
Jeol Ltd. | 7,800 | 623 | |
Mitsubishi HC Capital, Inc. | 101,100 | 500 | |
Nagoya Railroad Co. Ltd.(1) | 14,800 | 225 | |
Nikon Corp. | 17,300 | 187 | |
Nippon Shinyaku Co. Ltd. | 3,400 | 237 | |
NOF Corp. | 8,700 | 439 | |
PALTAC Corp. | 8,900 | 366 | |
Shimamura Co. Ltd. | 3,900 | 328 | |
Ship Healthcare Holdings, Inc. | 13,500 | 315 | |
Sojitz Corp. | 27,640 | 415 | |
T&D Holdings, Inc. | 43,800 | 561 | |
TechMatrix Corp. | 31,100 | 515 | |
Tess Holdings Co., Ltd. | 16,600 | 297 | |
Tokai Carbon Co. Ltd. | 34,700 | 364 | |
Tokyu Fudosan Holdings Corp. | 94,300 | 527 | |
ValueCommerce Co. Ltd. | 8,200 | 319 | |
Zeon Corp. | 30,100 | 347 | |
9,409 | |||
Netherlands—1.1% | |||
ASM International N.V. | 1,103 | 488 | |
ASR Nederland N.V. | 10,410 | 480 | |
968 | |||
New Zealand—0.1% | |||
Eroad Ltd.(1) | 32,083 | 112 | |
Norway—1.2% | |||
Elkem ASA(1) | 133,863 | 453 |
Shares | Value | ||
Norway—continued | |||
Storebrand ASA | 64,206 | $ 646 | |
1,099 | |||
South Korea—0.5% | |||
Koh Young Technology, Inc. | 20,510 | 409 | |
Sweden—1.2% | |||
AAK AB | 24,040 | 520 | |
Elekta AB Class B | 40,330 | 511 | |
1,031 | |||
Switzerland—2.6% | |||
Bystronic AG | 442 | 622 | |
Georg Fischer AG | 441 | 670 | |
Interroll Holding AG | 141 | 635 | |
Zur Rose Group AG(1) | 1,687 | 436 | |
2,363 | |||
Taiwan—2.1% | |||
Advanced Wireless Semiconductor Co. | 10,000 | 51 | |
ASMedia Technology, Inc. | 11,000 | 724 | |
Kinsus Interconnect Technology Corp. | 14,000 | 118 | |
Unimicron Technology Corp. | 112,000 | 935 | |
1,828 | |||
Thailand—0.2% | |||
Asiasoft Corp. PCL | 199,800 | 135 | |
United Kingdom—5.5% | |||
ASOS plc(1) | 8,475 | 274 | |
Auto Trader Group plc | 54,268 | 544 | |
Genus plc | 9,341 | 624 | |
HomeServe plc | 28,959 | 343 | |
Howden Joinery Group plc | 52,488 | 640 | |
Intermediate Capital Group plc | 22,359 | 664 | |
Moneysupermarket.com Group plc | 133,100 | 389 | |
Rotork plc | 74,122 | 359 | |
Spectris plc | 12,381 | 613 | |
Wizz Air Holdings plc(1) | 7,800 | 442 | |
4,892 | |||
United States—54.9% | |||
AGCO Corp. | 4,074 | 473 | |
American States Water Co. | 14,129 | 1,461 | |
API Group Corp.(1) | 39,709 | 1,023 | |
Arena Pharmaceuticals, Inc.(1) | 4,122 | 383 | |
Axon Enterprise, Inc.(1) | 3,175 | 498 | |
BellRing Brands, Inc. Class A(1) | 23,963 | 684 | |
Camping World Holdings, Inc. Class A | 13,486 | 545 | |
Casella Waste Systems, Inc. Class A(1) | 11,976 | 1,023 | |
ChampionX Corp.(1) | 26,095 | 527 | |
Chart Industries, Inc.(1) | 5,209 | 831 | |
Chemours Co. (The) | 8,815 | 296 | |
Clean Harbors, Inc.(1) | 11,323 | 1,130 | |
CONMED Corp. | 3,991 | 566 |
Shares | Value | ||
United States—continued | |||
Coty, Inc. Class A(1) | 94,624 | $ 994 | |
Diamondback Energy, Inc. | 9,231 | 996 | |
DigitalOcean Holdings, Inc.(1) | 3,941 | 317 | |
Dolby Laboratories, Inc. Class A | 4,517 | 430 | |
First Industrial Realty Trust, Inc. | 12,538 | 830 | |
Graphic Packaging Holding Co. | 42,568 | 830 | |
Hawaiian Electric Industries, Inc. | 12,360 | 513 | |
Hecla Mining Co. | 45,796 | 239 | |
Houghton Mifflin Harcourt Co.(1) | 25,461 | 410 | |
Huntsman Corp. | 20,110 | 701 | |
Hyatt Hotels Corp. Class A(1) | 2,784 | 267 | |
ICF International, Inc. | 13,448 | 1,379 | |
II-VI, Inc.(1) | 4,958 | 339 | |
Intellia Therapeutics, Inc.(1) | 1,899 | 224 | |
ITT, Inc. | 13,134 | 1,342 | |
Kilroy Realty Corp. | 14,296 | 950 | |
Legend Biotech Corp. ADR(1) | 4,134 | 193 | |
LendingClub Corp.(1) | 17,597 | 425 | |
Lindblad Expeditions Holdings, Inc.(1) | 46,348 | 723 | |
LPL Financial Holdings, Inc. | 8,063 | 1,291 | |
Marathon Digital Holdings, Inc.(1) | 2,903 | 95 | |
Materion Corp. | 10,362 | 953 | |
Matson, Inc. | 14,869 | 1,339 | |
MaxLinear, Inc.(1) | 17,858 | 1,346 | |
MP Materials Corp.(1) | 7,275 | 330 | |
NanoString Technologies, Inc.(1) | 5,516 | 233 | |
Natera, Inc.(1) | 8,695 | 812 | |
National Vision Holdings, Inc.(1) | 7,931 | 381 | |
Paylocity Holding Corp.(1) | 1,703 | 402 | |
Pebblebrook Hotel Trust | 35,539 | 795 | |
Perficient, Inc.(1) | 6,836 | 884 | |
Pinnacle Financial Partners, Inc. | 13,177 | 1,258 | |
Planet Fitness, Inc. Class A(1) | 13,166 | 1,193 |
Shares | Value | ||
United States—continued | |||
Popular, Inc. | 14,043 | $ 1,152 | |
Ranpak Holdings Corp.(1) | 21,490 | 808 | |
RH (1) | 1,002 | 537 | |
Saia, Inc.(1) | 2,593 | 874 | |
Silvergate Capital Corp. Class A(1) | 2,090 | 310 | |
Smartsheet, Inc. Class A(1) | 13,213 | 1,023 | |
Summit Materials, Inc. Class A(1) | 21,889 | 879 | |
SunPower Corp.(1) | 11,514 | 240 | |
Switch, Inc. Class A | 38,602 | 1,106 | |
Syneos Health, Inc. Class A(1) | 8,988 | 923 | |
Tenet Healthcare Corp.(1) | 14,925 | 1,219 | |
Terreno Realty Corp. | 17,532 | 1,495 | |
TG Therapeutics, Inc.(1) | 4,296 | 82 | |
Turning Point Therapeutics, Inc.(1) | 2,211 | 105 | |
Varonis Systems, Inc.(1) | 9,844 | 480 | |
Webster Financial Corp. | 19,815 | 1,106 | |
Western Alliance Bancorp | 10,639 | 1,145 | |
WideOpenWest, Inc.(1) | 66,215 | 1,425 | |
Workiva, Inc. Class A(1) | 3,665 | 478 | |
YETI Holdings, Inc.(1) | 6,818 | 565 | |
Zynga, Inc. Class A(1) | 33,573 | 215 | |
49,021 | |||
Virgin Islands (British)—2.7% | |||
Biohaven Pharmaceutical Holding Co. Ltd.(1) | 3,246 | 447 | |
Capri Holdings Ltd.(1) | 21,210 | 1,377 | |
Establishment Labs Holdings, Inc.(1) | 8,849 | 598 | |
2,422 | |||
Total Common Stocks (Identified Cost $67,396) | 87,501 | ||
Total Long-Term Investments—98.7% (Identified Cost $67,669) | 88,074 | ||
Shares | Value | ||
Short-Term Investment—0.8% | |||
Money Market Mutual Fund—0.8% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 676,718 | $ 677 | |
Total Short-Term Investment (Identified Cost $677) | 677 | ||
TOTAL INVESTMENTS—99.5% (Identified Cost $68,346) | $88,751 | ||
Other assets and liabilities, net—0.5% | 490 | ||
NET ASSETS—100.0% | $89,241 |
Abbreviations: | |
ADR | American Depositary Receipt |
UTS | Unit Trust Shares |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
United States | 56% |
Japan | 10 |
United Kingdom | 5 |
Germany | 4 |
France | 4 |
Virgin Islands (British) | 3 |
Switzerland | 3 |
Other | 15 |
Total | 100% |
† % of total investments as of December 31, 2021. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $87,501 | $87,501 | |
Preferred Stock | 573 | 573 | |
Money Market Mutual Fund | 677 | 677 | |
Total Investments | $88,751 | $88,751 |
Shares | Value | ||
Common Stocks—98.9% | |||
Biotechnology—16.5% | |||
AbbVie, Inc. | 69,110 | $ 9,357 | |
Alnylam Pharmaceuticals, Inc.(1) | 1,925 | 326 | |
Arena Pharmaceuticals, Inc.(1) | 5,830 | 542 | |
Argenx SE ADR(1) | 2,680 | 938 | |
Ascendis Pharma A.S. ADR(1) | 5,465 | 735 | |
Avita Medical, Inc.(1) | 46,575 | 558 | |
Biogen, Inc.(1) | 2,020 | 485 | |
Biohaven Pharmaceutical Holding Co. Ltd.(1) | 2,655 | 366 | |
BioNTech SE ADR(1) | 1,550 | 400 | |
Blueprint Medicines Corp.(1) | 6,485 | 695 | |
Cytokinetics, Inc.(1) | 15,180 | 692 | |
Deciphera Pharmaceuticals, Inc.(1) | 1 | — (2) | |
Gilead Sciences, Inc. | 27,055 | 1,964 | |
Heron Therapeutics, Inc.(1) | 39,735 | 363 | |
Horizon Therapeutics plc(1) | 72,965 | 7,863 | |
Moderna, Inc.(1) | 7,260 | 1,844 | |
Natera, Inc.(1) | 46,015 | 4,297 | |
Neurocrine Biosciences, Inc.(1) | 7,095 | 604 | |
Protagonist Therapeutics, Inc.(1) | 12,445 | 426 | |
TG Therapeutics, Inc.(1) | 21,100 | 401 | |
Vertex Pharmaceuticals, Inc.(1) | 4,900 | 1,076 | |
33,932 | |||
Electronic Equipment, Instruments & Components—0.7% | |||
908 Devices, Inc.(1) | 53,265 | 1,378 | |
Healthcare Equipment & Supplies—25.8% | |||
Abbott Laboratories | 19,305 | 2,717 | |
Alcon, Inc. | 44,355 | 3,864 | |
Align Technology, Inc.(1) | 8,195 | 5,386 | |
Axonics, Inc.(1) | 17,870 | 1,001 | |
Boston Scientific Corp.(1) | 128,055 | 5,440 | |
CONMED Corp. | 13,260 | 1,880 | |
Cooper Cos., Inc. (The) | 11,040 | 4,625 | |
Dexcom, Inc.(1) | 2,500 | 1,342 | |
Envista Holdings Corp.(1) | 80,350 | 3,621 | |
Establishment Labs Holdings, Inc.(1) | 25,455 | 1,720 | |
Hologic, Inc.(1) | 48,090 | 3,682 | |
IDEXX Laboratories, Inc.(1) | 6,280 | 4,135 | |
Inari Medical, Inc.(1) | 19,000 | 1,734 | |
Novocure Ltd.(1) | 5,420 | 407 | |
Quotient Ltd.(1) | 480,734 | 1,245 | |
Stryker Corp. | 25,840 | 6,910 | |
Teleflex, Inc. | 10,390 | 3,413 | |
53,122 | |||
Shares | Value | ||
Healthcare Providers & Services—13.3% | |||
Centene Corp.(1) | 81,860 | $ 6,745 | |
CVS Health Corp. | 42,810 | 4,416 | |
Humana, Inc. | 11,520 | 5,344 | |
Tenet Healthcare Corp.(1) | 64,955 | 5,306 | |
UnitedHealth Group, Inc. | 11,166 | 5,607 | |
27,418 | |||
Life Sciences Tools & Services—5.6% | |||
Avantor, Inc.(1) | 184,005 | 7,754 | |
ICON plc ADR(1) | 3,575 | 1,107 | |
Syneos Health, Inc. Class A(1) | 26,455 | 2,716 | |
11,577 | |||
Personal Products—0.7% | |||
Beauty Health Co. (The)(1) | 60,945 | 1,472 | |
Pharmaceuticals—36.3% | |||
Alpha Teknova, Inc.(1) | 53,007 | 1,086 | |
AstraZeneca plc Sponsored ADR | 201,485 | 11,736 | |
Bristol-Myers Squibb Co. | 82,650 | 5,153 | |
Catalent, Inc.(1) | 36,650 | 4,692 | |
Daiichi Sankyo Co., Ltd. | 55,400 | 1,409 | |
Eli Lilly & Co. | 38,310 | 10,582 | |
Merck & Co., Inc. | 21,955 | 1,683 | |
Novartis AG Sponsored ADR | 76,968 | 6,732 | |
Novo Nordisk A.S. Sponsored ADR | 30,305 | 3,394 | |
Pfizer, Inc. | 196,814 | 11,622 | |
Roche Holding AG Sponsored ADR | 229,610 | 11,869 | |
Zoetis, Inc. Class A | 19,030 | 4,644 | |
74,602 | |||
Total Common Stocks (Identified Cost $172,815) | 203,501 | ||
Rights—0.0% | |||
Pharmaceuticals—0.0% | |||
Elanco Animal Health, Inc.(1)(3) | 38,000 | — | |
Total Rights (Identified Cost $1) | — | ||
Total Long-Term Investments—98.9% (Identified Cost $172,816) | 203,501 | ||
Shares | Value | ||
Short-Term Investment—0.3% | |||
Money Market Mutual Fund—0.3% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(4) | 560,579 | $ 561 | |
Total Short-Term Investment (Identified Cost $561) | 561 | ||
TOTAL INVESTMENTS—99.2% (Identified Cost $173,377) | $204,062 | ||
Other assets and liabilities, net—0.8% | 1,722 | ||
NET ASSETS—100.0% | $205,784 |
Abbreviation: | |
ADR | American Depositary Receipt |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Amount is less than $500. |
(3) | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of Investments. |
(4) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
United States | 74% |
Switzerland | 11 |
United Kingdom | 6 |
Ireland | 4 |
Denmark | 2 |
Virgin Islands (British) | 1 |
Jersey | 1 |
Other | 1 |
Total | 100% |
† % of total investments as of December 31, 2021. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | Level 3 Significant Unobservable Inputs | |||
Assets: | |||||
Equity Securities: | |||||
Common Stocks | $203,501 | $203,501 | $— | ||
Rights | — | — | — (1) | ||
Money Market Mutual Fund | 561 | 561 | — | ||
Total Investments | $204,062 | $204,062 | $— (1) |
(1) | Includes internally fair valued securities currently priced at zero ($0). |
Par Value | Value | ||
Corporate Bonds and Notes—31.1% | |||
Advertising—0.2% | |||
Clear Channel Outdoor Holdings, Inc. | |||
144A 7.750%, 4/15/28(1) | $ 5,410 | $ 5,789 | |
144A 7.500%, 6/1/29(1) | 8,020 | 8,561 | |
14,350 | |||
Aerospace & Defense—0.5% | |||
TransDigm, Inc. | |||
6.375%, 6/15/26 | 9,675 | 9,941 | |
5.500%, 11/15/27 | 15,130 | 15,584 | |
Triumph Group, Inc. | |||
144A 8.875%, 6/1/24(1) | 6,996 | 7,630 | |
144A 6.250%, 9/15/24(1) | 7,135 | 7,180 | |
40,335 | |||
Airlines—0.6% | |||
American Airlines, Inc. 144A 5.750%, 4/20/29(1) | 16,270 | 17,388 | |
Delta Air Lines, Inc. 7.375%, 1/15/26 | 12,455 | 14,663 | |
Hawaiian Brand Intellectual Property Ltd. 144A 5.750%, 1/20/26(1) | 9,295 | 9,725 | |
41,776 | |||
Auto Components—0.9% | |||
American Axle & Manufacturing, Inc. | |||
6.500%, 4/1/27 | 6,070 | 6,305 | |
5.000%, 10/1/29 | 7,700 | 7,553 | |
Clarios Global LP 144A 8.500%, 5/15/27(1) | 14,895 | 15,789 | |
Goodyear Tire & Rubber Co. (The) | |||
5.250%, 4/30/31 | 10,290 | 11,185 | |
144A 5.250%, 7/15/31(1) | 11,515 | 12,502 | |
Tenneco, Inc. | |||
5.000%, 7/15/26 | 11,565 | 11,117 | |
144A 7.875%, 1/15/29(1) | 5,180 | 5,594 | |
70,045 | |||
Auto Manufacturers—0.8% | |||
Ford Motor Co. | |||
9.000%, 4/22/25 | 12,345 | 15,093 | |
9.625%, 4/22/30 | 3,410 | 4,991 | |
7.450%, 7/16/31 | 9,690 | 13,122 |
Par Value | Value | ||
Auto Manufacturers—continued | |||
Ford Motor Credit Co. LLC | |||
5.125%, 6/16/25 | $ 4,465 | $ 4,856 | |
5.113%, 5/3/29 | 5,840 | 6,636 | |
4.000%, 11/13/30 | 11,555 | 12,431 | |
57,129 | |||
Building Materials—0.7% | |||
Builders FirstSource, Inc. | |||
144A 5.000%, 3/1/30(1) | 7,030 | 7,542 | |
144A 4.250%, 2/1/32(1) | 10,405 | 10,771 | |
Griffon Corp. 5.750%, 3/1/28 | 10,605 | 11,017 | |
Koppers, Inc. 144A 6.000%, 2/15/25(1) | 10,200 | 10,379 | |
Summit Materials LLC 144A 5.250%, 1/15/29(1) | 12,470 | 13,061 | |
52,770 | |||
Chemicals—0.5% | |||
Chemours Co. (The) 144A 4.625%, 11/15/29(1) | 13,120 | 13,018 | |
Tronox, Inc. 144A 4.625%, 3/15/29(1) | 10,895 | 10,881 | |
WR Grace Holdings LLC 144A 5.625%, 8/15/29(1) | 11,740 | 12,019 | |
35,918 | |||
Commercial Services—1.2% | |||
ADT Security Corp. (The) 144A 4.125%, 8/1/29(1) | 15,425 | 15,194 | |
Avis Budget Car Rental LLC | |||
144A 5.750%, 7/15/27(1) | 8,575 | 8,897 | |
144A 5.375%, 3/1/29(1) | 5,680 | 5,991 | |
Block, Inc. 144A 3.500%, 6/1/31(1) | 4,175 | 4,279 | |
Deluxe Corp. 144A 8.000%, 6/1/29(1) | 5,540 | 5,789 | |
Herc Holdings, Inc. 144A 5.500%, 7/15/27(1) | 10,975 | 11,414 | |
Hertz Corp. (The) 144A 5.000%, 12/1/29(1) | 9,095 | 9,103 | |
Monitronics International 9.125%, 4/1/49(2) | 6,450 | — |
Par Value | Value | ||
Commercial Services—continued | |||
NESCO Holdings II, Inc. 144A 5.500%, 4/15/29(1) | $ 12,150 | $ 12,545 | |
RR Donnelley & Sons Co. 6.000%, 4/1/24 | 3,195 | 3,355 | |
United Rentals North America, Inc. 5.250%, 1/15/30 | 13,445 | 14,554 | |
91,121 | |||
Computers—0.2% | |||
Booz Allen Hamilton, Inc. 144A 4.000%, 7/1/29(1) | 2,645 | 2,732 | |
NCR Corp. 144A 5.125%, 4/15/29(1) | 11,330 | 11,729 | |
14,461 | |||
Containers & Packaging—0.5% | |||
Berry Global, Inc. 144A 5.625%, 7/15/27(1) | 13,090 | 13,696 | |
Owens-Brockway Glass Container, Inc. 144A 6.625%, 5/13/27(1) | 13,260 | 13,989 | |
Trivium Packaging Finance B.V. 144A 8.500%, 8/15/27(1) | 12,770 | 13,504 | |
41,189 | |||
Cosmetics & Personal Care—0.1% | |||
Edgewell Personal Care Co. 144A 5.500%, 6/1/28(1) | 6,105 | 6,480 | |
Diversified Financial Services—1.2% | |||
Nationstar Mortgage Holdings, Inc. | |||
144A 5.500%, 8/15/28(1) | 13,230 | 13,494 | |
144A 5.750%, 11/15/31(1) | 6,870 | 6,836 | |
Navient Corp. | |||
6.750%, 6/15/26 | 10,725 | 11,855 | |
5.000%, 3/15/27 | 12,315 | 12,559 | |
4.875%, 3/15/28 | 5,625 | 5,611 | |
OneMain Finance Corp. | |||
8.250%, 10/1/23 | 8,730 | 9,614 | |
6.625%, 1/15/28 | 12,965 | 14,521 | |
5.375%, 11/15/29 | 3,025 | 3,289 | |
PennyMac Financial Services, Inc. 144A 4.250%, 2/15/29(1) | 11,790 | 11,335 | |
89,114 | |||
Par Value | Value | ||
Electronic Equipment, Instruments & Components—0.2% | |||
WESCO Distribution, Inc. 144A 7.250%, 6/15/28(1) | $ 11,985 | $ 13,139 | |
Electronics—0.1% | |||
II-VI, Inc. 144A 5.000%, 12/15/29(1) | 11,025 | 11,259 | |
Engineering & Construction—0.1% | |||
AECOM 5.125%, 3/15/27 | 4,625 | 5,038 | |
Entertainment—1.7% | |||
AMC Entertainment Holdings, Inc. | |||
6.125%, 5/15/27 | 12,610 | 8,953 | |
144A 10.500%, 4/15/25(1) | 4,500 | 4,792 | |
Caesars Entertainment, Inc. | |||
144A 6.250%, 7/1/25(1) | 6,430 | 6,749 | |
144A 8.125%, 7/1/27(1) | 15,400 | 17,055 | |
144A 4.625%, 10/15/29(1) | 7,095 | 7,095 | |
Cedar Fair LP 5.375%, 4/15/27 | 11,680 | 11,972 | |
International Game Technology plc | |||
144A 4.125%, 4/15/26(1) | 4,495 | 4,630 | |
144A 6.250%, 1/15/27(1) | 9,850 | 11,032 | |
Lions Gate Capital Holdings LLC 144A 5.500%, 4/15/29(1) | 10,975 | 11,167 | |
Live Nation Entertainment, Inc. 144A 4.750%, 10/15/27(1) | 12,910 | 13,265 | |
Scientific Games International, Inc. | |||
144A 8.625%, 7/1/25(1) | 2,750 | 2,936 | |
144A 8.250%, 3/15/26(1) | 14,025 | 14,761 | |
SeaWorld Parks & Entertainment, Inc. 144A 5.250%, 8/15/29(1) | 12,575 | 12,805 | |
127,212 | |||
Par Value | Value | ||
Environmental Services—0.2% | |||
GFL Environmental, Inc. 144A 4.750%, 6/15/29(1) | $ 14,260 | $ 14,385 | |
Equity Real Estate Investment Trusts (REITs)—0.9% | |||
Brookfield Property REIT, Inc. 144A 4.500%, 4/1/27(1) | 9,205 | 9,031 | |
Iron Mountain Information Management Services, Inc. 144A 5.000%, 7/15/32(1) | 5,435 | 5,562 | |
Iron Mountain, Inc. 144A 5.250%, 7/15/30(1) | 11,845 | 12,482 | |
Park Intermediate Holdings LLC 144A 4.875%, 5/15/29(1) | 9,060 | 9,264 | |
SBA Communications Corp. 144A 3.125%, 2/1/29(1) | 11,135 | 10,690 | |
Service Properties Trust | |||
4.350%, 10/1/24 | 5,700 | 5,586 | |
4.500%, 3/15/25 | 7,825 | 7,621 | |
4.375%, 2/15/30 | 5,355 | 4,927 | |
65,163 | |||
Food & Beverage—1.5% | |||
Albertsons Cos., Inc. 144A 4.875%, 2/15/30(1) | 10,135 | 10,943 | |
Kraft Heinz Foods Co. | |||
5.000%, 7/15/35 | 10,000 | 12,233 | |
6.500%, 2/9/40 | 16,850 | 23,965 | |
Performance Food Group, Inc. | |||
144A 5.500%, 10/15/27(1) | 5,605 | 5,850 | |
144A 4.250%, 8/1/29(1) | 10,125 | 10,045 | |
Post Holdings, Inc. 144A 4.500%, 9/15/31(1) | 11,345 | 11,260 | |
Simmons Foods, Inc. 144A 4.625%, 3/1/29(1) | 10,435 | 10,278 | |
Triton Water Holdings, Inc. 144A 6.250%, 4/1/29(1) | 11,945 | 11,456 | |
US Foods, Inc. | |||
144A 6.250%, 4/15/25(1) | 9,325 | 9,710 |
Par Value | Value | ||
Food & Beverage—continued | |||
144A 4.750%, 2/15/29(1) | $ 5,350 | $ 5,437 | |
111,177 | |||
Food Service—0.2% | |||
Aramark Services, Inc. 144A 5.000%, 2/1/28(1) | 11,590 | 11,981 | |
Healthcare-Products—0.2% | |||
Mozart Debt Merger Sub, Inc. 144A 5.250%, 10/1/29(1) | 13,320 | 13,502 | |
Healthcare-Services—1.0% | |||
Centene Corp. 4.625%, 12/15/29 | 1,135 | 1,224 | |
Charles River Laboratories International, Inc. 144A 4.000%, 3/15/31(1) | 3,525 | 3,612 | |
Community Health Systems, Inc. | |||
144A 5.625%, 3/15/27(1) | 2,870 | 3,037 | |
144A 6.000%, 1/15/29(1) | 3,885 | 4,142 | |
Encompass Health Corp. 4.750%, 2/1/30 | 5,895 | 6,072 | |
HCA, Inc. | |||
5.375%, 9/1/26 | 2,565 | 2,883 | |
5.625%, 9/1/28 | 10,100 | 11,802 | |
ModivCare Escrow Issuer, Inc. 144A 5.000%, 10/1/29(1) | 6,815 | 6,960 | |
Select Medical Corp. 144A 6.250%, 8/15/26(1) | 10,520 | 11,143 | |
Tenet Healthcare Corp. 144A 6.125%, 10/1/28(1) | 26,685 | 28,185 | |
79,060 | |||
Home Builders—0.3% | |||
Picasso Finance Sub, Inc. 144A 6.125%, 6/15/25(1) | 10,303 | 10,767 |
Par Value | Value | ||
Home Builders—continued | |||
Taylor Morrison Communities, Inc. 144A 5.750%, 1/15/28(1) | $ 7,925 | $ 8,856 | |
19,623 | |||
Home Furnishings—0.1% | |||
Tempur Sealy International, Inc. 144A 3.875%, 10/15/31(1) | 4,485 | 4,493 | |
Household Products/Wares—0.1% | |||
Spectrum Brands, Inc. 144A 3.875%, 3/15/31(1) | 8,430 | 8,325 | |
Internet—0.6% | |||
Endure Digital, Inc. 144A 6.000%, 2/15/29(1) | 9,110 | 8,472 | |
Match Group Holdings II LLC 144A 5.000%, 12/15/27(1) | 8,560 | 8,902 | |
Netflix, Inc. 144A 5.375%, 11/15/29(1) | 5,965 | 7,084 | |
Uber Technologies, Inc. | |||
144A 8.000%, 11/1/26(1) | 6,925 | 7,375 | |
144A 7.500%, 9/15/27(1) | 12,690 | 13,811 | |
45,644 | |||
Investment Companies—0.2% | |||
Compass Group Diversified Holdings LLC | |||
144A 5.250%, 4/15/29(1) | 14,195 | 14,869 | |
144A 5.000%, 1/15/32(1) | 3,650 | 3,741 | |
18,610 | |||
Iron & Steel—0.5% | |||
Cleveland-Cliffs, Inc. | |||
5.875%, 6/1/27 | 10,950 | 11,402 | |
144A 9.875%, 10/17/25(1) | 3,480 | 3,939 | |
144A 6.750%, 3/15/26(1) | 11,470 | 12,144 | |
United States Steel Corp. 6.875%, 3/1/29 | 12,110 | 13,033 | |
40,518 | |||
Leisure Time—0.8% | |||
Carnival Corp. | |||
144A 10.500%, 2/1/26(1) | 7,405 | 8,453 | |
144A 5.750%, 3/1/27(1) | 8,455 | 8,455 |
Par Value | Value | ||
Leisure Time—continued | |||
144A 6.000%, 5/1/29(1) | $ 10,775 | $ 10,721 | |
NCL Corp., Ltd. 144A 5.875%, 3/15/26(1) | 14,550 | 14,486 | |
Royal Caribbean Cruises Ltd. | |||
144A 11.500%, 6/1/25(1) | 4,945 | 5,538 | |
144A 5.500%, 4/1/28(1) | 11,030 | 11,157 | |
58,810 | |||
Lodging—0.9% | |||
Boyd Gaming Corp. | |||
144A 8.625%, 6/1/25(1) | 4,999 | 5,357 | |
144A 4.750%, 6/15/31(1) | 6,045 | 6,166 | |
Hilton Domestic Operating Co., Inc. | |||
144A 4.000%, 5/1/31(1) | 7,890 | 8,068 | |
144A 3.625%, 2/15/32(1) | 10,825 | 10,768 | |
Hilton Grand Vacations Borrower Escrow LLC 144A 5.000%, 6/1/29(1) | 2,965 | 3,039 | |
MGM Resorts International | |||
5.500%, 4/15/27 | 2,650 | 2,822 | |
4.750%, 10/15/28 | 13,640 | 14,049 | |
Station Casinos LLC 144A 4.625%, 12/1/31(1) | 6,785 | 6,841 | |
Wynn Las Vegas LLC 144A 5.500%, 3/1/25(1) | 8,645 | 8,904 | |
66,014 | |||
Machinery-Construction & Mining—0.1% | |||
Terex Corp. 144A 5.000%, 5/15/29(1) | 7,100 | 7,295 | |
Machinery-Diversified—0.0% | |||
Colfax Corp. 144A 6.375%, 2/15/26(1) | 3,116 | 3,221 | |
Media—3.3% | |||
CCO Holdings LLC | |||
4.500%, 5/1/32 | 21,375 | 21,990 | |
144A 5.375%, 6/1/29(1) | 14,780 | 15,950 | |
CSC Holdings LLC | |||
144A 7.500%, 4/1/28(1) | 12,490 | 13,396 | |
144A 5.750%, 1/15/30(1) | 16,900 | 16,837 | |
144A 4.625%, 12/1/30(1) | 4,300 | 4,069 |
Par Value | Value | ||
Media—continued | |||
Directv Financing LLC 144A 5.875%, 8/15/27(1) | $ 15,910 | $ 16,287 | |
DISH DBS Corp. | |||
7.375%, 7/1/28 | 13,135 | 13,299 | |
5.125%, 6/1/29 | 11,740 | 10,683 | |
144A 5.750%, 12/1/28(1) | 9,505 | 9,600 | |
Gray Escrow II, Inc. 144A 5.375%, 11/15/31(1) | 5,420 | 5,576 | |
Gray Television, Inc. 144A 4.750%, 10/15/30(1) | 15,120 | 15,026 | |
iHeartCommunications, Inc. 8.375%, 5/1/27 | 10,655 | 11,234 | |
Nexstar Media, Inc. | |||
144A 5.625%, 7/15/27(1) | 13,405 | 14,130 | |
144A 4.750%, 11/1/28(1) | 5,800 | 5,909 | |
Scripps Escrow II, Inc. | |||
144A 3.875%, 1/15/29(1) | 1,600 | 1,598 | |
144A 5.375%, 1/15/31(1) | 10,660 | 10,833 | |
Sirius XM Radio, Inc. | |||
144A 4.000%, 7/15/28(1) | 8,960 | 9,010 | |
144A 4.125%, 7/1/30(1) | 9,665 | 9,665 | |
144A 3.875%, 9/1/31(1) | 9,950 | 9,755 | |
TEGNA, Inc. 5.000%, 9/15/29 | 9,150 | 9,356 | |
Virgin Media Finance plc 144A 5.000%, 7/15/30(1) | 7,405 | 7,368 | |
Virgin Media Secured Finance plc | |||
144A 5.500%, 5/15/29(1) | 7,590 | 8,014 | |
144A 4.500%, 8/15/30(1) | 9,225 | 9,283 | |
248,868 | |||
Metal Fabricate/Hardware—0.2% | |||
Park-Ohio Industries, Inc. 6.625%, 4/15/27 | 12,890 | 12,510 | |
Mining—0.5% | |||
FMG Resources August 2006 Pty Ltd. 144A 4.375%, 4/1/31(1) | 3,925 | 4,121 | |
Freeport-McMoRan, Inc. 5.250%, 9/1/29 | 10,690 | 11,705 |
Par Value | Value | ||
Mining—continued | |||
Hudbay Minerals, Inc. | |||
144A 4.500%, 4/1/26(1) | $ 9,720 | $ 9,720 | |
144A 6.125%, 4/1/29(1) | 4,220 | 4,475 | |
Joseph T Ryerson & Son, Inc. 144A 8.500%, 8/1/28(1) | 7,689 | 8,362 | |
38,383 | |||
Oil, Gas & Consumable Fuels—2.8% | |||
Antero Resources Corp. | |||
144A 7.625%, 2/1/29(1) | 8,334 | 9,251 | |
144A 5.375%, 3/1/30(1) | 7,740 | 8,274 | |
Callon Petroleum Co. | |||
6.125%, 10/1/24 | 2,530 | 2,492 | |
144A 8.000%, 8/1/28(1) | 13,490 | 13,625 | |
CITGO Petroleum Corp. 144A 6.375%, 6/15/26(1) | 8,130 | 8,252 | |
CNX Resources Corp. 144A 7.250%, 3/14/27(1) | 11,270 | 11,954 | |
Cobalt International Energy, Inc. 7.750%, 12/1/23(2)(3) | 9,216 | 133 | |
Comstock Resources, Inc. | |||
144A 6.750%, 3/1/29(1) | 10,695 | 11,600 | |
144A 5.875%, 1/15/30(1) | 8,595 | 8,810 | |
EQT Corp. | |||
7.500%, 2/1/30 | 4,070 | 5,230 | |
144A 3.625%, 5/15/31(1) | 5,015 | 5,203 | |
Mesquite Energy, Inc. 0.000%, 1/15/23(3) | 6,240 | 203 | |
Occidental Petroleum Corp. | |||
5.875%, 9/1/25 | 9,390 | 10,353 | |
5.550%, 3/15/26 | 4,140 | 4,609 | |
8.875%, 7/15/30 | 4,600 | 6,204 | |
6.625%, 9/1/30 | 12,355 | 15,289 | |
PDC Energy, Inc. 5.750%, 5/15/26 | 12,335 | 12,747 | |
SM Energy Co. | |||
6.625%, 1/15/27 | 7,980 | 8,219 | |
6.500%, 7/15/28 | 6,735 | 6,971 | |
Southwestern Energy Co. | |||
5.375%, 3/15/30 | 12,525 | 13,420 | |
4.750%, 2/1/32 | 4,720 | 4,971 | |
Sunoco LP | |||
5.875%, 3/15/28 | 6,830 | 7,223 |
Par Value | Value | ||
Oil, Gas & Consumable Fuels—continued | |||
144A 4.500%, 4/30/30(1) | $ 7,465 | $ 7,651 | |
Transocean, Inc. | |||
144A 7.500%, 1/15/26(1) | 4,010 | 2,987 | |
144A 8.000%, 2/1/27(1) | 2,745 | 1,976 | |
USA Compression Partners LP 6.875%, 9/1/27 | 12,545 | 13,251 | |
Weatherford International Ltd. | |||
144A 11.000%, 12/1/24(1) | 73 | 75 | |
144A 8.625%, 4/30/30(1) | 7,105 | 7,376 | |
208,349 | |||
Paper & Forest Products—0.1% | |||
Mercer International, Inc. 5.125%, 2/1/29 | 10,985 | 11,220 | |
Pharmaceuticals—1.3% | |||
AdaptHealth LLC 144A 4.625%, 8/1/29(1) | 10,005 | 10,005 | |
Bausch Health Americas, Inc. 144A 8.500%, 1/31/27(1) | 12,710 | 13,346 | |
Bausch Health Cos., Inc. | |||
144A 7.250%, 5/30/29(1) | 14,945 | 14,796 | |
144A 5.250%, 2/15/31(1) | 14,595 | 12,825 | |
Horizon Therapeutics USA, Inc. 144A 5.500%, 8/1/27(1) | 7,515 | 7,896 | |
Jazz Securities DAC 144A 4.375%, 1/15/29(1) | 17,325 | 17,939 | |
Organon & Co. 144A 5.125%, 4/30/31(1) | 13,995 | 14,620 | |
Prestige Brands, Inc. 144A 5.125%, 1/15/28(1) | 5,645 | 5,878 | |
97,305 | |||
Pipelines—1.3% | |||
Antero Midstream Partners LP 144A 5.375%, 6/15/29(1) | 9,185 | 9,690 | |
Cheniere Energy Partners LP 144A 3.250%, 1/31/32(1) | 3,750 | 3,788 | |
Crestwood Midstream Partners LP 144A 6.000%, 2/1/29(1) | 11,805 | 12,262 |
Par Value | Value | ||
Pipelines—continued | |||
DCP Midstream Operating LP 5.125%, 5/15/29 | $ 7,470 | $ 8,441 | |
EQM Midstream Partners LP | |||
144A 6.500%, 7/1/27(1) | 8,470 | 9,487 | |
144A 4.750%, 1/15/31(1) | 9,585 | 10,136 | |
Hess Midstream Operations LP 144A 4.250%, 2/15/30(1) | 4,055 | 4,025 | |
NGL Energy Operating LLC 144A 7.500%, 2/1/26(1) | 13,315 | 13,732 | |
NuStar Logistics LP 6.375%, 10/1/30 | 9,135 | 10,140 | |
Targa Resources Partners LP | |||
6.500%, 7/15/27 | 7,170 | 7,686 | |
6.875%, 1/15/29 | 10,670 | 11,937 | |
101,324 | |||
Real Estate—0.2% | |||
Kennedy-Wilson, Inc. 5.000%, 3/1/31 | 12,550 | 12,926 | |
Retail—1.1% | |||
Asbury Automotive Group, Inc. | |||
4.750%, 3/1/30 | 6,155 | 6,255 | |
144A 4.625%, 11/15/29(1) | 4,400 | 4,482 | |
144A 5.000%, 2/15/32(1) | 4,280 | 4,441 | |
Bath & Body Works, Inc. 144A 6.625%, 10/1/30(1) | 12,955 | 14,672 | |
Carvana Co. | |||
144A 5.500%, 4/15/27(1) | 3,375 | 3,341 | |
144A 4.875%, 9/1/29(1) | 13,010 | 12,392 | |
Foot Locker, Inc. 144A 4.000%, 10/1/29(1) | 3,900 | 3,907 | |
Gap, Inc. (The) 144A 3.875%, 10/1/31(1) | 5,495 | 5,419 | |
Mariposa Borrower, Inc. 8.000%, 10/15/21(2) | 6,810 | 1,911 | |
New Red Finance, Inc. 144A 4.000%, 10/15/30(1) | 15,720 | 15,445 | |
Yum! Brands, Inc. 4.625%, 1/31/32 | 9,655 | 10,260 | |
82,525 | |||
Par Value | Value | ||
Semiconductors—0.2% | |||
Amkor Technology, Inc. 144A 6.625%, 9/15/27(1) | $ 9,410 | $ 9,946 | |
Synaptics, Inc. 144A 4.000%, 6/15/29(1) | 5,940 | 6,029 | |
15,975 | |||
Software—0.6% | |||
Clarivate Science Holdings Corp. | |||
144A 3.875%, 7/1/28(1) | 6,310 | 6,342 | |
144A 4.875%, 7/1/29(1) | 11,325 | 11,485 | |
Consensus Cloud Solutions, Inc. | |||
144A 6.000%, 10/15/26(1) | 3,065 | 3,188 | |
144A 6.500%, 10/15/28(1) | 6,765 | 7,069 | |
Elastic N.V. 144A 4.125%, 7/15/29(1) | 4,215 | 4,170 | |
Rackspace Technology Global, Inc. 144A 5.375%, 12/1/28(1) | 3,990 | 3,890 | |
SS&C Technologies, Inc. 144A 5.500%, 9/30/27(1) | 12,455 | 13,016 | |
49,160 | |||
Telecommunications—2.1% | |||
Avaya, Inc. 144A 6.125%, 9/15/28(1) | 10,780 | 11,427 | |
CommScope Technologies LLC 144A 5.000%, 3/15/27(1) | 11,030 | 10,313 | |
CommScope, Inc. 144A 8.250%, 3/1/27(1) | 5,495 | 5,647 | |
Frontier Communications Holdings LLC | |||
144A 5.000%, 5/1/28(1) | 10,915 | 11,242 | |
144A 6.000%, 1/15/30(1) | 8,295 | 8,337 | |
GTT Communications, Inc. 144A 7.875%, 12/31/24(1)(3) | 10,045 | 1,205 | |
Hughes Satellite Systems Corp. 6.625%, 8/1/26 | 13,080 | 14,640 | |
LogMeIn, Inc. 144A 5.500%, 9/1/27(1) | 12,660 | 12,812 | |
Lumen Technologies, Inc. | |||
144A 5.125%, 12/15/26(1) | 12,205 | 12,701 | |
144A 4.500%, 1/15/29(1) | 15,690 | 15,180 |
Par Value | Value | ||
Telecommunications—continued | |||
144A 5.375%, 6/15/29(1) | $ 14,075 | $ 14,075 | |
Plantronics, Inc. 144A 4.750%, 3/1/29(1) | 7,485 | 7,139 | |
Sprint Corp. | |||
7.125%, 6/15/24 | 6,860 | 7,701 | |
7.625%, 3/1/26 | 8,595 | 10,319 | |
T-Mobile USA, Inc. | |||
3.375%, 4/15/29 | 8,250 | 8,406 | |
3.500%, 4/15/31 | 6,135 | 6,383 | |
Windstream Services LLC 144A 6.375%, 8/1/23(1)(2)(3) | 7,464 | — | |
157,527 | |||
Transportation—0.3% | |||
Fortress Transportation & Infrastructure Investors LLC | |||
144A 9.750%, 8/1/27(1) | 12,065 | 13,513 | |
144A 5.500%, 5/1/28(1) | 7,450 | 7,592 | |
21,105 | |||
Total Corporate Bonds and Notes (Identified Cost $2,338,689) | 2,336,334 | ||
Leveraged Loans—0.1% | |||
Retail—0.1% | |||
Petco Health and Wellness Co., Inc. First Lien (3 month LIBOR + 3.250%) 4.000%, 3/3/28 (4) | 8,426 | 8,408 | |
Total Leveraged Loans (Identified Cost $8,431) | 8,408 | ||
Shares | ||
Convertible Preferred Stocks—6.4% | ||
Auto Components—0.4% | ||
Aptiv plc Series A, 5.500% | 174,000 | 32,032 |
Banks—0.7% | ||
Bank of America Corp. Series L, 7.250%(5) | 13,030 | 18,833 |
Wells Fargo & Co. Series L, 7.500%(5) | 24,365 | 36,317 |
55,150 | ||
Capital Markets—0.4% | ||
KKR & Co., Inc. Series C, 6.000% | 292,185 | 27,217 |
Shares | Value | ||
Commercial Services & Supplies—0.2% | |||
GFL Environmental, Inc., 6.000% | 157,520 | $ 13,696 | |
Communications Equipment—0.3% | |||
T-Mobile US 2020 Cash Mandatory Exchangeable Trust 144A, 5.250%(1) | 23,055 | 24,040 | |
Diversified Financial Services—0.2% | |||
Chewy, Inc. 2020 Mandatory Exchangeable Trust 144A, 6.500%(1) | 9,640 | 13,014 | |
Electric Utilities—0.8% | |||
NextEra Energy, Inc., 5.279% | 448,430 | 25,803 | |
NextEra Energy, Inc., 6.219% | 592,930 | 34,336 | |
60,139 | |||
Electronic Components—0.1% | |||
II-VI, Inc. Series A, 6.000% | 23,240 | 6,577 | |
Healthcare Equipment & Supplies—0.4% | |||
Boston Scientific Corp. Series A, 5.500% | 266,550 | 30,563 | |
Life Sciences Tools & Services—1.3% | |||
Avantor, Inc. Series A, 6.250% | 226,190 | 29,226 | |
Danaher Corp. Series B, 5.000% | 39,720 | 69,040 | |
98,266 | |||
Machinery—0.2% | |||
Stanley Black & Decker, Inc., 5.250% | 108,840 | 11,884 | |
Pharmaceuticals—0.1% | |||
Elanco Animal Health, Inc., 5.000% | 229,565 | 10,252 | |
Professional Services—0.2% | |||
Clarivate plc Series A, 5.250% | 183,905 | 16,710 | |
Semiconductors & Semiconductor Equipment—1.1% | |||
Broadcom, Inc. Series A, 8.000% | 37,975 | 78,813 | |
Total Convertible Preferred Stocks (Identified Cost $397,719) | 478,353 | ||
Shares | Value | ||
Preferred Stocks—0.1% | |||
Entertainment—0.1% | |||
LiveStyle, Inc. Series B(2)(6)(7)(8)(9) | 56,362 | $ 5,636 | |
SFX ENTERTAINMENT INC Series B(2)(6) | 8 (10) | — | |
5,636 | |||
Total Preferred Stocks (Identified Cost $13,526) | 5,636 | ||
Common Stocks—33.2% | |||
Automobiles—1.3% | |||
Tesla, Inc.(7) | 93,385 | 98,687 | |
Banks—1.2% | |||
CCF Holdings LLC(2)(7) | 7,416,755 | 3,708 | |
CCF Holdings LLC Class M(2)(7) | 1,759,917 | 880 | |
JPMorgan Chase & Co. | 304,045 | 48,146 | |
Wells Fargo & Co. | 822,765 | 39,476 | |
92,210 | |||
Biotechnology—0.7% | |||
AbbVie, Inc. | 244,942 | 33,165 | |
Horizon Therapeutics plc(7) | 157,070 | 16,926 | |
50,091 | |||
Capital Markets—1.1% | |||
Charles Schwab Corp. (The) | 342,775 | 28,827 | |
CME Group, Inc. Class A | 85,305 | 19,489 | |
S&P Global, Inc. | 66,580 | 31,421 | |
79,737 | |||
Chemicals—0.6% | |||
DuPont de Nemours, Inc.(11) | 164,985 | 13,328 | |
Sherwin-Williams Co. (The) | 97,235 | 34,242 | |
47,570 | |||
Commercial Services & Supplies—0.0% | |||
CENVEO Corp.(2)(8) | 19,074 | 130 | |
Consumer Finance—0.0% | |||
Erickson, Inc.(2)(7) | 10,866 | 280 | |
Electrical Equipment—0.2% | |||
Generac Holdings, Inc.(7) | 49,720 | 17,497 | |
Energy Equipment & Services—0.3% | |||
Bristow Group, Inc.(2) | 1,625,000 | — |
Shares | Value | ||
Energy Equipment & Services—continued | |||
Schlumberger N.V. | 687,365 | $ 20,587 | |
20,587 | |||
Entertainment—0.4% | |||
LiveStyle, Inc.(2)(6)(7)(8)(9) | 202,319 | — (12) | |
Netflix, Inc.(7)(11) | 52,200 | 31,447 | |
31,447 | |||
Equity Real Estate Investment—0.4% | |||
Crown Castle International Corp. | 148,671 | 31,034 | |
Food & Staples Retailing—0.6% | |||
Costco Wholesale Corp.(11) | 76,110 | 43,208 | |
Healthcare Equipment & Supplies—1.6% | |||
Abbott Laboratories | 181,305 | 25,517 | |
Align Technology, Inc.(7) | 31,185 | 20,494 | |
Dexcom, Inc.(7) | 58,985 | 31,672 | |
Intuitive Surgical, Inc.(7) | 109,345 | 39,288 | |
116,971 | |||
Healthcare Providers & Services—0.5% | |||
UnitedHealth Group, Inc. | 79,976 | 40,159 | |
Hotels, Restaurants & Leisure—1.5% | |||
Booking Holdings, Inc.(7) | 16,745 | 40,175 | |
Chipotle Mexican Grill, Inc. Class A(7) | 9,905 | 17,316 | |
Darden Restaurants, Inc. | 85,105 | 12,820 | |
MGM Resorts International(11) | 555,505 | 24,931 | |
Starbucks Corp. | 168,902 | 19,757 | |
114,999 | |||
Household Durables—0.4% | |||
DR Horton, Inc. | 295,680 | 32,067 | |
Industrial Conglomerates—0.3% | |||
Honeywell International, Inc. | 98,630 | 20,565 | |
Insurance—0.3% | |||
Aon plc Class A | 83,085 | 24,972 | |
Interactive Media & Services—3.1% | |||
Alphabet, Inc. Class A(7) | 46,075 | 133,481 | |
Match Group, Inc.(7) | 45,471 | 6,014 | |
Meta Platforms, Inc. Class A(7) | 277,200 | 93,236 | |
232,731 | |||
Internet & Direct Marketing Retail—1.3% | |||
Amazon.com, Inc.(7)(11) | 28,320 | 94,429 |
Shares | Value | ||
IT Services—1.8% | |||
Accenture plc Class A | 125,320 | $ 51,951 | |
EPAM Systems, Inc.(7) | 22,005 | 14,709 | |
Mastercard, Inc. Class A(11) | 85,280 | 30,643 | |
Visa, Inc. Class A | 170,485 | 36,946 | |
134,249 | |||
Life Sciences Tools & Services—1.3% | |||
Agilent Technologies, Inc. | 206,970 | 33,043 | |
IQVIA Holdings, Inc.(7) | 118,460 | 33,422 | |
Thermo Fisher Scientific, Inc. | 52,145 | 34,793 | |
101,258 | |||
Machinery—0.3% | |||
Deere & Co.(11) | 58,320 | 19,997 | |
Media—0.0% | |||
Postmedia Network Canada Corp.(2)(7) | 1,018,823 | 937 | |
Metals & Mining—0.1% | |||
Freeport-McMoRan, Inc. | 200,060 | 8,349 | |
Multiline Retail—0.3% | |||
Target Corp. | 111,990 | 25,919 | |
Oil, Gas & Consumable Fuels—0.6% | |||
Exxon Mobil Corp.(11) | 320,375 | 19,604 | |
Hercules Offshore, Inc.(2) | 174,935 | — | |
Noble Corp.(7) | 5,386 | 134 | |
Occidental Petroleum Corp. | 168,755 | 4,892 | |
Riviera Resources, Inc.(2)(7) | 25,527 | — | |
Valero Energy Corp. | 262,125 | 19,688 | |
44,318 | |||
Pharmaceuticals—0.9% | |||
Eli Lilly & Co.(11) | 136,840 | 37,798 | |
Zoetis, Inc. Class A | 110,905 | 27,064 | |
64,862 | |||
Road & Rail—0.2% | |||
Union Pacific Corp. | 50,300 | 12,672 | |
Semiconductors & Semiconductor Equipment—3.9% | |||
Advanced Micro Devices, Inc.(7) | 277,405 | 39,919 | |
Broadcom, Inc. | 34,670 | 23,070 | |
Enphase Energy, Inc.(7) | 122,085 | 22,334 | |
GlobalFoundries, Inc.(7) | 257,435 | 16,726 | |
Lam Research Corp.(11) | 46,220 | 33,239 | |
Marvell Technology, Inc.(11) | 317,955 | 27,818 | |
Micron Technology, Inc. | 257,825 | 24,016 | |
NVIDIA Corp. | 288,200 | 84,763 | |
QUALCOMM, Inc.(11) | 91,055 | 16,651 |
Shares | Value | ||
Semiconductors & Semiconductor Equipment—continued | |||
Wolfspeed, Inc.(7) | 51,673 | $ 5,775 | |
294,311 | |||
Software—4.4% | |||
Adobe, Inc. (7) | 80,680 | 45,750 | |
Atlassian Corp. plc Class A(7) | 70,200 | 26,767 | |
Crowdstrike Holdings, Inc. Class A(7) | 99,450 | 20,362 | |
Intuit, Inc. | 71,320 | 45,874 | |
Microsoft Corp. | 398,420 | 133,997 | |
salesforce.com, Inc.(7)(11) | 117,765 | 29,928 | |
ServiceNow, Inc.(7)(11) | 47,840 | 31,053 | |
333,731 | |||
Specialty Retail—1.3% | |||
Home Depot, Inc. (The) | 189,615 | 78,692 | |
TJX Cos., Inc. (The) | 222,615 | 16,901 | |
95,593 | |||
Technology Hardware, Storage & Peripherals—1.8% | |||
Apple, Inc. | 743,860 | 132,088 | |
Textiles, Apparel & Luxury Goods—0.5% | |||
NIKE, Inc. Class B(11) | 218,315 | 36,387 | |
Quiksilver, Inc.(2) | 2 | — (12) | |
36,387 | |||
Total Common Stocks (Identified Cost $2,135,704) | 2,494,042 | ||
Warrants—0.0% | |||
Banks—0.0% | |||
CCF Holdings LLC(2)(7) | 2,911,361 | 815 | |
Media—0.0% | |||
Affinion Group Holdings(2)(7)(8) | 7,203 | — | |
Oil, Gas & Consumable Fuels—0.0% | |||
Nabors Industries Ltd.(7) | 2,910 | 11 | |
Sable Permian Resources Wts C(2) | 7,241 | 131 | |
142 | |||
Total Warrants (Identified Cost $1,458) | 957 | ||
Par Value | Value | ||
Convertible Bonds and Notes—24.4% | |||
Airlines—0.3% | |||
JetBlue Airways Corp. 144A 0.500%, 4/1/26(1) | $ 2,145 | $ 2,000 | |
Southwest Airlines Co. 1.250%, 5/1/25 | 18,060 | 24,074 | |
26,074 | |||
Auto Manufacturers—1.0% | |||
Ford Motor Co. 144A 0.000%, 3/15/26(1) | 22,870 | 31,460 | |
Lucid Group, Inc. 144A 1.250%, 12/15/26(1) | 3,220 | 3,171 | |
NIO, Inc. 144A 0.000%, 2/1/26(1) | 18,140 | 15,718 | |
Tesla, Inc. 2.000%, 5/15/24 | 1,465 | 24,929 | |
75,278 | |||
Banks—0.3% | |||
BofA Finance LLC 0.125%, 9/1/22 | 11,370 | 12,746 | |
JPMorgan Chase Bank N.A. 144A 0.125%, 1/1/23(1) | 8,650 | 8,531 | |
21,277 | |||
Biotechnology—0.7% | |||
Bridgebio Pharma, Inc. 144A 2.250%, 2/1/29(1) | 14,175 | 8,356 | |
Guardant Health, Inc. 0.000%, 11/15/27 | 12,765 | 12,913 | |
Halozyme Therapeutics, Inc. 144A 0.250%, 3/1/27(1) | 16,420 | 14,624 | |
Illumina, Inc. 0.000%, 8/15/23 | 1,585 | 1,808 | |
Insmed, Inc. 0.750%, 6/1/28 | 5,665 | 6,138 | |
Livongo Health, Inc. 0.875%, 6/1/25 | 6,900 | 7,864 | |
51,703 | |||
Commercial Services—1.1% | |||
Affirm Holdings, Inc. 144A 0.000%, 11/15/26(1) | 19,100 | 17,171 | |
Block, Inc. | |||
0.000%, 5/1/26 | 15,435 | 15,830 | |
0.250%, 11/1/27 | 24,620 | 26,113 | |
Shift4 Payments, Inc. | |||
144A 0.000%, 12/15/25(1) | 6,780 | 7,149 | |
144A 0.500%, 8/1/27(1) | 15,305 | 13,439 | |
79,702 | |||
Par Value | Value | ||
Computers—0.8% | |||
Lumentum Holdings, Inc. 0.500%, 12/15/26 | $ 18,445 | $ 22,941 | |
Pure Storage, Inc. 0.125%, 4/15/23 | 9,935 | 13,263 | |
Zscaler, Inc. 0.125%, 7/1/25 | 10,815 | 23,636 | |
59,840 | |||
Diversified Financial Services—0.6% | |||
Coinbase Global, Inc. 144A 0.500%, 6/1/26(1) | 22,625 | 24,220 | |
SoFi Technologies, Inc. 144A 0.000%, 10/15/26(1) | 20,590 | 21,286 | |
45,506 | |||
Electronics—0.2% | |||
II-VI, Inc. 0.250%, 9/1/22 | 7,940 | 11,751 | |
Energy-Alternate Sources—0.5% | |||
Enphase Energy, Inc. | |||
144A 0.000%, 3/1/26(1) | 9,595 | 9,605 | |
144A 0.000%, 3/1/28(1) | 15,190 | 15,669 | |
SolarEdge Technologies, Inc. 0.000%, 9/15/25 | 11,355 | 14,392 | |
39,666 | |||
Entertainment—0.6% | |||
DraftKings, Inc. 144A 0.000%, 3/15/28(1) | 22,940 | 17,274 | |
Live Nation Entertainment, Inc. 2.000%, 2/15/25 | 9,330 | 12,260 | |
Vail Resorts, Inc. 0.000%, 1/1/26 | 11,560 | 12,320 | |
41,854 | |||
Equity Real Estate Investment Trusts (REITs)—0.2% | |||
Pebblebrook Hotel Trust 1.750%, 12/15/26 | 13,165 | 14,497 | |
Healthcare-Products—1.0% | |||
Envista Holdings Corp. 2.375%, 6/1/25 | 7,580 | 16,780 | |
Exact Sciences Corp. | |||
0.375%, 3/15/27 | 7,855 | 7,992 | |
0.375%, 3/1/28 | 3,520 | 3,399 | |
Insulet Corp. 0.375%, 9/1/26 | 15,280 | 20,214 | |
Novocure Ltd. 0.000%, 11/1/25 | 9,525 | 8,704 |
Par Value | Value | ||
Healthcare-Products—continued | |||
Omnicell, Inc. 0.250%, 9/15/25 | $ 11,045 | $ 20,834 | |
77,923 | |||
Healthcare-Services—0.5% | |||
Anthem, Inc. 2.750%, 10/15/42 | 3,155 | 20,731 | |
Oak Street Health, Inc. 144A 0.000%, 3/15/26(1) | 16,345 | 13,168 | |
33,899 | |||
Internet—6.0% | |||
Airbnb, Inc. 144A 0.000%, 3/15/26(1) | 35,000 | 34,247 | |
Booking Holdings, Inc. 0.750%, 5/1/25 | 14,150 | 20,779 | |
Etsy, Inc. | |||
0.125%, 9/1/27 | 17,205 | 23,081 | |
144A 0.250%, 6/15/28(1) | 18,055 | 21,225 | |
Expedia Group, Inc. 144A 0.000%, 2/15/26(1) | 26,445 | 30,425 | |
Mandiant, Inc. 0.875%, 6/1/24 | 10,720 | 11,149 | |
Match Group Financeco 2, Inc. 144A 0.875%, 6/15/26(1) | 21,990 | 35,527 | |
Okta, Inc. 0.375%, 6/15/26 | 18,635 | 22,176 | |
Opendoor Technologies, Inc. 144A 0.250%, 8/15/26(1) | 7,375 | 7,652 | |
Palo Alto Networks, Inc. 0.375%, 6/1/25 | 31,375 | 59,437 | |
Sea Ltd. 0.250%, 9/15/26 | 24,900 | 22,893 | |
Shopify, Inc. 0.125%, 11/1/25 | 15,040 | 18,762 | |
Snap, Inc. 144A 0.000%, 5/1/27(1) | 34,370 | 33,237 | |
Spotify USA, Inc. 144A 0.000%, 3/15/26(1) | 17,230 | 15,583 | |
Twitter, Inc. 144A 0.000%, 3/15/26(1) | 25,975 | 23,263 | |
Uber Technologies, Inc. 0.000%, 12/15/25 | 28,010 | 27,492 | |
Wayfair, Inc. 0.625%, 10/1/25 | 24,985 | 22,717 | |
Wix.com Ltd. 0.000%, 8/15/25 | 12,510 | 11,170 | |
Zillow Group, Inc. 1.375%, 9/1/26 | 5,500 | 8,838 | |
449,653 | |||
Leisure Time—0.7% | |||
NCL Corp., Ltd. | |||
5.375%, 8/1/25 | 3,820 | 5,424 | |
144A 1.125%, 2/15/27(1) | 21,605 | 20,229 |
Par Value | Value | ||
Leisure Time—continued | |||
Royal Caribbean Cruises Ltd. | |||
4.250%, 6/15/23 | $ 13,815 | $ 17,580 | |
2.875%, 11/15/23 | 9,510 | 11,203 | |
54,436 | |||
Machinery-Diversified—0.2% | |||
Middleby Corp. (The) 1.000%, 9/1/25 | 7,720 | 12,338 | |
Media—1.0% | |||
DISH Network Corp. | |||
0.000%, 12/15/25 | 13,165 | 13,231 | |
3.375%, 8/15/26 | 14,070 | 13,318 | |
Liberty Media Corp. | |||
1.375%, 10/15/23 | 13,875 | 20,879 | |
144A 0.500%, 12/1/50(1) | 18,115 | 25,995 | |
73,423 | |||
Mining—0.2% | |||
MP Materials Corp. 144A 0.250%, 4/1/26(1) | 11,025 | 13,919 | |
Oil, Gas & Consumable Fuels—0.8% | |||
EQT Corp. 1.750%, 5/1/26 | 13,065 | 21,773 | |
Pioneer Natural Resources Co. 0.250%, 5/15/25 | 20,000 | 35,637 | |
Transocean, Inc. 4.000%, 12/15/25 | 2,642 | 2,444 | |
59,854 | |||
Pharmaceuticals—0.8% | |||
Clovis Oncology, Inc. 1.250%, 5/1/25 | 4,440 | 3,086 | |
Dexcom, Inc. | |||
0.750%, 12/1/23 | 1,505 | 4,915 | |
0.250%, 11/15/25 | 32,900 | 39,048 | |
Jazz Investments I Ltd. 2.000%, 6/15/26 | 14,610 | 16,491 | |
63,540 | |||
Pipelines—0.2% | �� | ||
Cheniere Energy, Inc. 4.250%, 3/15/45 | 20,350 | 17,125 | |
Real Estate—0.1% | |||
Redfin Corp. 0.000%, 10/15/25 | 5,995 | 5,339 | |
Retail—0.2% | |||
Burlington Stores, Inc. 2.250%, 4/15/25 | 12,295 | 18,266 | |
Semiconductors—1.1% | |||
MACOM Technology Solutions Holdings, Inc. 144A 0.250%, 3/15/26(1) | 5,025 | 5,882 |
Par Value | Value | ||
Semiconductors—continued | |||
Microchip Technology, Inc. 0.125%, 11/15/24 | $ 38,134 | $ 47,191 | |
ON Semiconductor Corp. 144A 0.000%, 5/1/27(1) | 18,650 | 27,136 | |
Wolfspeed, Inc. 1.750%, 5/1/26 | 2,535 | 6,211 | |
86,420 | |||
Software—5.3% | |||
Akamai Technologies, Inc. | |||
0.125%, 5/1/25 | 14,050 | 18,389 | |
0.375%, 9/1/27 | 7,975 | 9,326 | |
Alteryx, Inc. | |||
0.500%, 8/1/24 | 4,940 | 4,638 | |
1.000%, 8/1/26 | 8,660 | 7,740 | |
Avalara, Inc. 144A 0.250%, 8/1/26(1) | 18,305 | 16,895 | |
Bentley Systems, Inc. | |||
144A 0.125%, 1/15/26(1) | 12,945 | 13,318 | |
144A 0.375%, 7/1/27(1) | 5,850 | 5,382 | |
Bill.com Holdings, Inc. 144A 0.000%, 4/1/27(1) | 23,360 | 23,886 | |
Blackline, Inc. 144A 0.000%, 3/15/26(1) | 7,290 | 6,772 | |
Cloudflare, Inc. 144A 0.000%, 8/15/26(1) | 24,810 | 26,376 | |
Coupa Software, Inc. 0.375%, 6/15/26 | 20,930 | 19,779 | |
Datadog, Inc. 0.125%, 6/15/25 | 10,665 | 21,373 | |
DigitalOcean Holdings, Inc. 144A 0.000%, 12/1/26(1) | 22,330 | 19,804 | |
DocuSign, Inc. 144A 0.000%, 1/15/24(1) | 11,080 | 10,681 | |
Five9, Inc. 0.500%, 6/1/25 | 6,515 | 8,001 | |
HubSpot, Inc. 0.375%, 6/1/25 | 7,885 | 18,747 | |
MicroStrategy, Inc. 144A 0.000%, 2/15/27(1) | 12,620 | 9,103 | |
MongoDB, Inc. 0.250%, 1/15/26 | 10,485 | 26,783 | |
Nutanix, Inc. 144A 0.250%, 10/1/27(1) | 11,030 | 10,037 | |
RingCentral, Inc. | |||
0.000%, 3/1/25 | 19,170 | 18,009 | |
0.000%, 3/15/26 | 6,330 | 5,605 | |
Splunk, Inc. | |||
0.500%, 9/15/23 | 5,880 | 6,273 | |
1.125%, 6/15/27 | 20,925 | 19,512 | |
Tyler Technologies, Inc. 144A 0.250%, 3/15/26(1) | 9,315 | 11,396 |
Par Value | Value | ||
Software—continued | |||
Unity Software, Inc. 144A 0.000%, 11/15/26(1) | $ 28,435 | $ 25,947 | |
Workday, Inc. 0.250%, 10/1/22 | 14,710 | 27,361 | |
Zynga, Inc. | |||
0.250%, 6/1/24 | 3,630 | 3,918 | |
0.000%, 12/15/26 | 5,190 | 4,736 | |
399,787 | |||
Total Convertible Bonds and Notes (Identified Cost $1,778,687) | 1,833,070 | ||
Total Long-Term Investments—95.3% (Identified Cost $6,674,214) | 7,156,800 | ||
Shares | ||
Short-Term Investments—4.2% | ||
Money Market Mutual Fund—4.0% | ||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(13) | 300,926,383 | 300,926 |
Total Money Market Mutual Fund (Identified Cost $300,926) | 300,926 | |
Affiliated Mutual Fund—0.2% | ||
Virtus AllianzGI High Yield Bond Fund(6)(13) | 1,307,728 | 11,063 |
Total Affiliated Mutual Fund (Identified Cost $11,033) | 11,063 | |
Total Short-Term Investments (Identified Cost $311,959) | 311,989 | |
TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS—99.5% (Identified Cost $6,986,173) | 7,468,789 | |
Value | ||
Written Options—(0.0)% | ||
(See open written options schedule) | ||
Total Written Options (Premiums Received $1,195) | $ (753) | |
TOTAL INVESTMENTS, NET OF WRITTEN OPTIONS—99.5% (Identified Cost $6,984,978) | $7,468,036 | |
Other assets and liabilities, net—0.5% | 40,334 | |
NET ASSETS—100.0% | $7,508,370 |
Abbreviations: | |
LIBOR | London Interbank Offered Rate |
LLC | Limited Liability Company |
LP | Limited Partnership |
REIT | Real Estate Investment Trust |
S&P | Standard & Poor’s |
SBA | Small Business Administration |
Footnote Legend: | |
(1) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2021, these securities amounted to a value of $2,376,395 or 31.6% of net assets. |
(2) | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of Investments. |
(3) | Security in default; no interest payments are being received during the bankruptcy proceedings. |
(4) | Variable rate security. Rate disclosed is as of December 31, 2021. Information in parenthesis represents benchmark and reference rate for each security. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or, for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions. |
(5) | No contractual maturity date. |
(6) | Affiliated company. See Note 4G in Notes to Financial Statements. |
(7) | Non-income producing. |
(8) | All or a portion of the security is restricted. |
(9) | A member of the Fund’s portfolio management team is a member of the board of directors of LiveStyle, Inc. The aggregate value of investments by the Fund in LiveStyle, Inc. represents 0.08% of net assets. See Note 4G in the Notes to Financial Statements. |
(10) | Value shown as par value. |
(11) | All or a portion of the security is segregated as collateral for written options. |
(12) | Amount is less than $500. |
(13) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
United States | 93% |
United Kingdom | 2 |
Canada | 1 |
Cayman Islands | 1 |
Bermuda | 1 |
Liberia | 1 |
Ireland | 1 |
Total | 100% |
† % of total investments, net of written options, as of December 31, 2021. |
Open Written Options Contracts as of December 31, 2021 were as follows: | |||||
Description of Options | Number of Contracts | Contract Notional Amount | Strike Price(1) | Expiration Date | Value |
Call Options(2) | |||||
Advanced Micro Devices, Inc. | 765 | $14,535 | $ 190.00 | 01/21/22 | $ (20) |
Amazon.com, Inc. | 140 | 51,800 | 3,700.00 | 01/21/22 | (70) |
Booking Holdings, Inc. | 85 | 22,100 | 2,600.00 | 01/21/22 | (62) |
Costco Wholesale Corp. | 380 | 22,040 | 580.00 | 01/21/22 | (192) |
Crowdstrike Holdings, Inc. | 246 | 6,150 | 250.00 | 01/21/22 | (7) |
Deere & Co. | 235 | 8,930 | 380.00 | 01/21/22 | (7) |
DuPont de Nemours, Inc. | 690 | 5,865 | 85.00 | 01/21/22 | (21) |
Eli Lilly & Co. | 690 | 20,700 | 300.00 | 01/21/22 | (72) |
Exxon Mobil Corp. | 1,605 | 10,432 | 65.00 | 01/21/22 | (34) |
Lam Research Corp. | 115 | 9,258 | 805.00 | 01/21/22 | (16) |
Marvell Technology, Inc. | 800 | 8,000 | 100.00 | 01/21/22 | (14) |
Mastercard, Inc. | 265 | 9,938 | 375.00 | 01/21/22 | (66) |
MGM Resorts International | 920 | 4,416 | 48.00 | 01/21/22 | (49) |
Netflix, Inc. | 260 | 17,940 | 690.00 | 01/21/22 | (63) |
NIKE, Inc. | 875 | 15,750 | 180.00 | 01/21/22 | (27) |
QUALCOMM, Inc. | 230 | 4,600 | 200.00 | 01/21/22 | (15) |
salesforce.com, Inc. | 22 | 682 | 310.00 | 01/21/22 | (—) (3) |
ServiceNow, Inc. | 120 | 8,760 | 730.00 | 01/21/22 | (18) |
Total Written Options | $(753) | ||||
Footnote Legend: | |||||
(1) Strike price not reported in thousands. | |||||
(2) Exchange-traded options. | |||||
(3) Amount is less than $500. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | ||||
Assets: | |||||||
Debt Securities: | |||||||
Corporate Bonds and Notes | $2,336,334 | $ — | $2,334,290 | $ 2,044(1) | |||
Leveraged Loans | 8,408 | — | 8,408 | — | |||
Convertible Bonds and Notes | 1,833,070 | — | 1,833,070 | — | |||
Equity Securities: | |||||||
Common Stocks | 2,494,042 | 2,488,107 | — | 5,935 (1) | |||
Convertible Preferred Stocks | 478,353 | 441,299 | 37,054 | — | |||
Warrants | 957 | 11 | — | 946 (1) | |||
Preferred Stocks | 5,636 | — | — | 5,636 (1) | |||
Affiliated Mutual Fund | 11,063 | 11,063 | — | — | |||
Money Market Mutual Fund | 300,926 | 300,926 | — | — | |||
Total Investments, before Written Options | 7,468,789 | 3,241,406 | 4,212,822 | 14,561 | |||
Liabilities: | |||||||
Other Financial Instruments: | |||||||
Written Options | (753) | (719) | (34) | — | |||
Total Investments, Net of Written Options | $7,468,036 | $3,240,687 | $4,212,788 | $14,561 |
(1) | Includes internally fair valued securities currently priced at zero ($0). |
Total | Corporate Bonds And Notes | Leveraged Loans | Common Stocks | Warrants | Preferred Stocks | ||||||
Investments in Securities | |||||||||||
Balance as of June 30, 2021: | $ 45,580 | $ 5,046(a) | $ 11,673 | $ 8,943(a) | $ 1,536 (a) | $ 18,382(a) | |||||
Accrued discount/(premium) | - | - | - | - | - | - | |||||
Realized gain (loss) | (28,818) | (21,994) | - | (7,169) | - | 345 | |||||
Change in unrealized appreciation (depreciation)(b) | 24,095 | 21,095 | - | 4,283 | (590) | (693) | |||||
Purchases | - | - | - | - | - | - | |||||
Sales (c) | (25,091) | (898) | (11,673) | (122) | - | (12,398) | |||||
Transfers from Level 3(d) | (1,205) | (1,205) | - | - | - | - | |||||
Balance as of December 31, 2021 | $ 14,561 | $ 2,044(a) | $ - | $ 5,935(a) | $ 946(a) | $ 5,636(a) |
Investments in Securities – Assets | Ending Balance at December 31, 2021 | Valuation Technique Used | Unobservable Inputs | Input Values | ||||
Preferred Stocks: | ||||||||
LiveStyle, Inc. Series B | $5,636 | Market and Company Comparables | EV Multiples | 5.03x (0.29x - 21.73x) | ||||
Illiquidity Discount | 30% | |||||||
Common Stocks: | ||||||||
CCF Holdings LLC | $4,588 | Market and Company Comparables | EV Multiples | 1.26x (0.57x - 2.03x) | ||||
0.65x (0.33x - 0.95x) | ||||||||
Illiquidity Discount | 20% | |||||||
CENVEO Corp. | $ 130 | Market and Company Comparables | EV Multiples | 0.58x (0.35x - 0.98x) | ||||
4.84x (3.44x - 6.04x) | ||||||||
0.65x (0.55x - 0.72x) | ||||||||
Illiquidity Discount | 20% | |||||||
Erickson, Inc. | $ 280 | Market and Company Comparables | EV Multiples | 1.29x (0.83x - 2.43x) | ||||
10.91x (9.18x - 14.51x) | ||||||||
1.00x (0.57x - 1.49x) | ||||||||
M&A Transaction Multiples Illiquidity Discount | 0.96x (0.41x - 1.96x) 20% | |||||||
LiveStyle, Inc | $ — (1) | Market and Company Comparables | EV Multiples | 5.03x (0.29x - 21.73x) | ||||
Illiquidity Discount | 30% | |||||||
Postmedia Network Canada Corp. | $ 937 | Market and Company Comparables | EV Multiples | 0.86x (0.45x - 3.71x) | ||||
5.48x (2.51x - 22.52x) | ||||||||
M&A Transaction Multiples Illiquidity Discount | 9.69x (7.52x - 12.30x) 10% | |||||||
Quiksilver, Inc. | $ — (1) | Market and Company Comparables | EV Multiples | 0.87x (0.33x - 1.37x) |
Investments in Securities – Assets | Ending Balance at December 31, 2021 | Valuation Technique Used | Unobservable Inputs | Input Values | ||||
0.94x (0.46x - 1.56x) | ||||||||
Illiquidity Discount | 20% | |||||||
Warrants: | ||||||||
CCF Holdings LLC | $ 815 | Market and Company Comparables | EV Multiples | 1.26x (0.57x - 2.03x) | ||||
0.65x (0.33x - 0.95x) | ||||||||
Illiquidity Discount | 20% | |||||||
Volatility | 55% | |||||||
(1) Amount is less than $500. |
Shares | Value | ||
Common Stocks—99.6% | |||
Aerospace & Defense—1.0% | |||
Hexcel Corp.(1) | 91,125 | $ 4,720 | |
Air Freight & Logistics—2.6% | |||
GXO Logistics, Inc.(1) | 83,301 | 7,566 | |
XPO Logistics, Inc.(1) | 64,312 | 4,980 | |
12,546 | |||
Automobiles—1.3% | |||
General Motors Co.(1) | 105,711 | 6,198 | |
Banks—2.2% | |||
First Republic Bank | 51,046 | 10,541 | |
Biotechnology—3.0% | |||
Horizon Therapeutics plc(1) | 84,620 | 9,118 | |
Natera, Inc.(1) | 55,968 | 5,227 | |
14,345 | |||
Building Products—1.2% | |||
Johnson Controls International plc | 72,091 | 5,862 | |
Capital Markets—1.3% | |||
Ares Management Corp. Class A | 78,499 | 6,380 | |
Chemicals—2.6% | |||
Chemours Co. (The) | 215,819 | 7,243 | |
Olin Corp. | 93,147 | 5,358 | |
12,601 | |||
Commercial Services & Supplies—1.9% | |||
Waste Management, Inc. | 55,259 | 9,223 | |
Construction & Engineering—1.5% | |||
Quanta Services, Inc. | 61,459 | 7,047 | |
Distributors—1.8% | |||
Pool Corp. | 15,191 | 8,598 | |
Electrical Equipment—4.8% | |||
AMETEK, Inc. | 40,877 | 6,011 | |
Generac Holdings, Inc.(1) | 21,925 | 7,716 | |
Plug Power, Inc.(1) | 169,071 | 4,773 | |
Sunrun, Inc.(1) | 139,863 | 4,797 | |
23,297 | |||
Electronic Equipment, Instruments & Components—5.1% | |||
Keysight Technologies, Inc.(1) | 47,504 | 9,810 | |
TE Connectivity Ltd. | 51,208 | 8,262 | |
Trimble, Inc.(1) | 77,417 | 6,750 | |
24,822 | |||
Shares | Value | ||
Entertainment—1.7% | |||
ROBLOX Corp. Class A(1) | 49,519 | $ 5,109 | |
Zynga, Inc. Class A(1) | 489,430 | 3,132 | |
8,241 | |||
Healthcare Equipment & Supplies—7.9% | |||
Align Technology, Inc.(1) | 8,551 | 5,620 | |
Cooper Cos., Inc. (The) | 14,425 | 6,043 | |
Dexcom, Inc.(1) | 18,243 | 9,796 | |
Hologic, Inc.(1) | 63,120 | 4,832 | |
IDEXX Laboratories, Inc.(1) | 17,948 | 11,818 | |
38,109 | |||
Healthcare Providers & Services—1.5% | |||
Tenet Healthcare Corp.(1) | 87,730 | 7,167 | |
Hotels, Restaurants & Leisure—3.4% | |||
Expedia Group, Inc.(1) | 59,392 | 10,733 | |
Sweetgreen, Inc. Class A (1) | 1,985 | 64 | |
Wingstop, Inc. | 33,640 | 5,813 | |
16,610 | |||
Household Durables—1.7% | |||
DR Horton, Inc. | 78,101 | 8,470 | |
Interactive Media & Services—1.3% | |||
ZoomInfo Technologies, Inc. Class A(1) | 99,537 | 6,390 | |
Internet & Direct Marketing Retail—0.8% | |||
Fiverr International Ltd.(1) | 32,534 | 3,699 | |
IT Services—6.0% | |||
EPAM Systems, Inc.(1) | 24,666 | 16,488 | |
Shift4 Payments, Inc. Class A (1) | 67,734 | 3,924 | |
Snowflake, Inc. Class A(1) | 24,989 | 8,465 | |
28,877 | |||
Leisure Products—1.1% | |||
YETI Holdings, Inc.(1) | 65,017 | 5,385 | |
Life Sciences Tools & Services—4.6% | |||
10X Genomics, Inc. Class A(1) | 25,349 | 3,776 | |
Avantor, Inc.(1) | 278,619 | 11,741 | |
ICON plc ADR(1) | 21,205 | 6,567 | |
22,084 | |||
Machinery—3.2% | |||
Kornit Digital Ltd.(1) | 53,618 | 8,164 |
Shares | Value | ||
Machinery—continued | |||
Westinghouse Air Brake Technologies Corp. | 78,127 | $ 7,196 | |
15,360 | |||
Oil, Gas & Consumable Fuels—1.8% | |||
Diamondback Energy, Inc. | 41,469 | 4,473 | |
Valero Energy Corp. | 57,264 | 4,301 | |
8,774 | |||
Pharmaceuticals—1.0% | |||
Catalent, Inc.(1) | 39,821 | 5,098 | |
Semiconductors & Semiconductor Equipment—10.7% | |||
Analog Devices, Inc. | 44,763 | 7,868 | |
Enphase Energy, Inc.(1) | 46,364 | 8,482 | |
Entegris, Inc. | 65,023 | 9,011 | |
Lam Research Corp. | 10,578 | 7,607 | |
Marvell Technology, Inc. | 94,568 | 8,273 | |
Monolithic Power Systems, Inc. | 20,939 | 10,330 | |
51,571 | |||
Software—13.2% | |||
Coupa Software, Inc.(1) | 28,292 | 4,472 | |
Datadog, Inc. Class A(1) | 45,705 | 8,141 | |
HubSpot, Inc.(1) | 16,882 | 11,128 | |
Iris Energy Ltd.(1) | 108,807 | 1,759 | |
Marathon Digital Holdings, Inc.(1) | 53,400 | 1,755 | |
Paycom Software, Inc.(1) | 15,932 | 6,615 | |
Riot Blockchain, Inc.(1) | 86,131 | 1,923 | |
Trade Desk, Inc. (The) Class A(1) | 93,562 | 8,574 | |
Varonis Systems, Inc.(1) | 108,863 | 5,310 | |
Zscaler, Inc.(1) | 43,091 | 13,846 | |
63,523 | |||
Specialty Retail—4.4% | |||
Five Below, Inc.(1) | 34,334 | 7,103 | |
Floor & Decor Holdings, Inc. Class A(1) | 48,104 | 6,254 | |
RH (1) | 15,151 | 8,120 | |
21,477 | |||
Textiles, Apparel & Luxury Goods—3.8% | |||
Capri Holdings Ltd.(1) | 170,282 | 11,053 | |
Lululemon Athletica, Inc.(1) | 18,409 | 7,206 | |
18,259 | |||
Shares | Value | ||
Trading Companies & Distributors—1.2% | |||
United Rentals, Inc.(1) | 16,881 | $ 5,609 | |
Total Common Stocks (Identified Cost $343,075) | 480,883 | ||
Total Long-Term Investments—99.6% (Identified Cost $343,075) | 480,883 | ||
Shares | Value | ||
Short-Term Investment—0.6% | |||
Money Market Mutual Fund—0.6% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 2,936,972 | $ 2,937 | |
Total Short-Term Investment (Identified Cost $2,937) | 2,937 | ||
TOTAL INVESTMENTS—100.2% (Identified Cost $346,012) | $483,820 | ||
Other assets and liabilities, net—(0.2)% | (1,149) | ||
NET ASSETS—100.0% | $482,671 |
Abbreviation: | |
ADR | American Depositary Receipt |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
United States | 87% |
Ireland | 5 |
Israel | 2 |
Virgin Islands (British) | 2 |
Switzerland | 2 |
Canada | 2 |
Total | 100% |
† % of total investments as of December 31, 2021. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $480,883 | $480,883 | |
Money Market Mutual Fund | 2,937 | 2,937 | |
Total Investments | $483,820 | $483,820 |
Shares | Value | ||
Common Stocks—97.4% | |||
Aerospace & Defense—0.5% | |||
Axon Enterprise, Inc.(1) | 3,613 | $ 567 | |
HEICO Corp. | 2,489 | 359 | |
926 | |||
Auto Components—0.2% | |||
LCI Industries | 2,341 | 365 | |
Banks—5.6% | |||
Banc of California, Inc. | 31,231 | 613 | |
Central Pacific Financial Corp. | 12,692 | 357 | |
First Financial Bankshares, Inc. | 8,717 | 443 | |
First Foundation, Inc. | 3,187 | 79 | |
Glacier Bancorp, Inc. | 6,716 | 381 | |
Hancock Whitney Corp. | 19,408 | 971 | |
Hilltop Holdings, Inc. | 13,181 | 463 | |
Hope Bancorp, Inc. | 41,692 | 613 | |
Independent Bank Corp. | 748 | 61 | |
Investors Bancorp, Inc. | 41,957 | 636 | |
PacWest Bancorp | 22,463 | 1,015 | |
Pinnacle Financial Partners, Inc. | 10,017 | 957 | |
Preferred Bank | 932 | 67 | |
Sandy Spring Bancorp, Inc. | 25,766 | 1,239 | |
Silvergate Capital Corp. Class A(1) | 1,711 | 253 | |
SouthState Corp. | 5,618 | 450 | |
Texas Capital Bancshares, Inc.(1) | 6,727 | 405 | |
TriState Capital Holdings, Inc.(1) | 1,873 | 57 | |
United Bankshares, Inc. | 7,677 | 278 | |
Valley National Bancorp | 32,948 | 453 | |
Western Alliance Bancorp | 5,617 | 605 | |
10,396 | |||
Beverages—1.2% | |||
Celsius Holdings, Inc.(1) | 1,677 | 125 | |
Coca-Cola Consolidated, Inc. | 3,343 | 2,070 | |
2,195 | |||
Biotechnology—6.3% | |||
Arcturus Therapeutics Holdings, Inc.(1) | 751 | 28 | |
Arena Pharmaceuticals, Inc.(1) | 2,680 | 249 | |
Arrowhead Pharmaceuticals, Inc.(1) | 3,949 | 262 | |
Avid Bioservices, Inc.(1) | 2,200 | 64 | |
Avita Medical, Inc.(1) | 8,916 | 107 | |
BioCryst Pharmaceuticals, Inc.(1) | 32,234 | 446 | |
Biohaven Pharmaceutical Holding Co. Ltd.(1) | 6,043 | 833 | |
Blueprint Medicines Corp.(1) | 9,112 | 976 | |
ChemoCentryx, Inc.(1) | 1,385 | 50 | |
Cytokinetics, Inc.(1) | 15,813 | 721 |
Shares | Value | ||
Biotechnology—continued | |||
Deciphera Pharmaceuticals, Inc.(1) | 710 | $ 7 | |
Dynavax Technologies Corp.(1) | 3,211 | 45 | |
Eagle Pharmaceuticals, Inc.(1) | 4,775 | 243 | |
Fate Therapeutics, Inc.(1) | 2,947 | 172 | |
Halozyme Therapeutics, Inc.(1) | 5,167 | 208 | |
Heron Therapeutics, Inc.(1) | 8,197 | 75 | |
Homology Medicines, Inc.(1) | 1,234 | 5 | |
Horizon Therapeutics plc(1) | 6,774 | 730 | |
Inovio Pharmaceuticals, Inc.(1) | 3,617 | 18 | |
Intellia Therapeutics, Inc.(1) | 7,717 | 912 | |
Invitae Corp.(1) | 1,896 | 29 | |
IVERIC bio, Inc.(1) | 17,969 | 300 | |
Karuna Therapeutics, Inc.(1) | 265 | 35 | |
Karyopharm Therapeutics, Inc.(1) | 2,233 | 14 | |
Keros Therapeutics, Inc.(1) | 4,534 | 265 | |
Kodiak Sciences, Inc.(1) | 2,109 | 179 | |
Krystal Biotech, Inc.(1) | 479 | 34 | |
Kura Oncology, Inc.(1) | 1,744 | 24 | |
MannKind Corp.(1) | 9,000 | 39 | |
MeiraGTx Holdings plc(1) | 904 | 21 | |
Mersana Therapeutics, Inc.(1) | 26,785 | 167 | |
Mirati Therapeutics, Inc.(1) | 604 | 89 | |
Natera, Inc.(1) | 13,070 | 1,221 | |
Precision BioSciences, Inc.(1) | 1,481 | 11 | |
Protagonist Therapeutics, Inc.(1) | 12,058 | 412 | |
Rocket Pharmaceuticals, Inc.(1) | 2,975 | 65 | |
Sorrento Therapeutics, Inc.(1) | 6,897 | 32 | |
SpringWorks Therapeutics, Inc.(1) | 2,852 | 177 | |
Sutro Biopharma, Inc.(1) | 3,869 | 58 | |
TG Therapeutics, Inc.(1) | 28,788 | 547 | |
Turning Point Therapeutics, Inc.(1) | 4,582 | 219 | |
Twist Bioscience Corp.(1) | 1,107 | 86 | |
Ultragenyx Pharmaceutical, Inc.(1) | 1,526 | 128 | |
United Therapeutics Corp.(1) | 2,779 | 600 | |
Vanda Pharmaceuticals, Inc.(1) | 1,812 | 28 | |
Veracyte, Inc.(1) | 1,934 | 80 | |
Vericel Corp.(1) | 2,693 | 106 | |
Viking Therapeutics, Inc.(1) | 2,828 | 13 | |
Xencor, Inc.(1) | 10,976 | 440 | |
Y-mAbs Therapeutics, Inc.(1) | 795 | 13 | |
ZIOPHARM Oncology, Inc.(1) | 7,090 | 8 | |
11,591 | |||
Building Products—2.6% | |||
Builders FirstSource, Inc.(1) | 25,466 | 2,183 |
Shares | Value | ||
Building Products—continued | |||
CSW Industrials, Inc. | 531 | $ 64 | |
Masonite International Corp.(1) | 3,492 | 412 | |
PGT Innovations, Inc.(1) | 2,150 | 48 | |
UFP Industries, Inc. | 23,300 | 2,144 | |
4,851 | |||
Capital Markets—3.7% | |||
AllianceBernstein Holding LP | 18,122 | 885 | |
Artisan Partners Asset Management, Inc. Class A | 12,002 | 572 | |
Barings BDC, Inc. | 29,560 | 326 | |
Evercore, Inc. Class A | 6,076 | 825 | |
Freedom Holding Corp. N.V.(1) | 6,080 | 422 | |
Golub Capital BDC, Inc. | 42,715 | 659 | |
Hercules Capital, Inc. | 25,825 | 428 | |
LPL Financial Holdings, Inc. | 5,422 | 868 | |
Main Street Capital Corp. | 7,212 | 324 | |
Moelis & Co. Class A | 18,229 | 1,139 | |
PJT Partners, Inc. Class A | 6,138 | 455 | |
6,903 | |||
Chemicals—1.8% | |||
Balchem Corp. | 2,343 | 395 | |
Chemours Co. (The) | 15,713 | 528 | |
HB Fuller Co. | 14,866 | 1,204 | |
Sensient Technologies Corp. | 6,487 | 649 | |
Trinseo plc | 11,227 | 589 | |
3,365 | |||
Commercial Services & Supplies—1.2% | |||
Casella Waste Systems, Inc. Class A(1) | 10,170 | 869 | |
Clean Harbors, Inc.(1) | 8,331 | 831 | |
Montrose Environmental Group, Inc.(1) | 1,100 | 77 | |
Tetra Tech, Inc. | 2,243 | 381 | |
2,158 | |||
Communications Equipment—0.8% | |||
Calix, Inc.(1) | 19,244 | 1,539 | |
Construction & Engineering—1.2% | |||
API Group Corp.(1) | 35,518 | 915 | |
Construction Partners, Inc. Class A(1) | 2,516 | 74 | |
EMCOR Group, Inc. | 5,063 | 645 | |
MasTec, Inc.(1) | 4,354 | 402 | |
NV5 Global, Inc.(1) | 1,305 | 180 | |
Sterling Construction Co., Inc.(1) | 3,874 | 102 | |
2,318 | |||
Construction Materials—0.4% | |||
Summit Materials, Inc. Class A(1) | 18,442 | 740 |
Shares | Value | ||
Consumer Finance—0.3% | |||
LendingClub Corp.(1) | 22,330 | $ 540 | |
Containers & Packaging—1.0% | |||
Graphic Packaging Holding Co. | 56,251 | 1,097 | |
Silgan Holdings, Inc. | 18,500 | 792 | |
1,889 | |||
Diversified Consumer Services—0.9% | |||
Aspen Group, Inc.(1) | 4,187 | 10 | |
Bright Horizons Family Solutions, Inc.(1) | 4,157 | 523 | |
Carriage Services, Inc. | 11,023 | 710 | |
Grand Canyon Education, Inc.(1) | 4,230 | 363 | |
Houghton Mifflin Harcourt Co.(1) | 4,900 | 79 | |
1,685 | |||
Diversified Telecommunication Services—0.2% | |||
Bandwidth, Inc. Class A(1) | 947 | 68 | |
Cogent Communications Holdings, Inc. | 3,524 | 258 | |
326 | |||
Electric Utilities—2.2% | |||
ALLETE, Inc. | 8,143 | 540 | |
Hawaiian Electric Industries, Inc. | 20,039 | 832 | |
IDACORP, Inc. | 7,948 | 900 | |
Otter Tail Corp. | 13,627 | 973 | |
Portland General Electric Co. | 14,505 | 768 | |
4,013 | |||
Electrical Equipment—1.6% | |||
Allied Motion Technologies, Inc. | 1,455 | 53 | |
Atkore, Inc.(1) | 17,600 | 1,957 | |
FuelCell Energy, Inc.(1) | 3,097 | 16 | |
Generac Holdings, Inc.(1) | 2,325 | 818 | |
Plug Power, Inc.(1) | 3,588 | 101 | |
Sunrun, Inc.(1) | 952 | 33 | |
2,978 | |||
Electronic Equipment, Instruments & Components—2.1% | |||
Belden, Inc. | 26,700 | 1,755 | |
FARO Technologies, Inc.(1) | 621 | 43 | |
II-VI, Inc.(1) | 5,596 | 382 | |
Napco Security Technologies, Inc.(1) | 2,441 | 122 | |
OSI Systems, Inc.(1) | 5,492 | 512 | |
Sanmina Corp.(1) | 23,939 | 993 | |
3,807 | |||
Energy Equipment & Services—0.5% | |||
ChampionX Corp.(1) | 13,117 | 265 | |
DMC Global, Inc.(1) | 358 | 14 |
Shares | Value | ||
Energy Equipment & Services—continued | |||
Liberty Oilfield Services, Inc. Class A(1) | 63,773 | $ 619 | |
898 | |||
Entertainment—0.9% | |||
Liberty Media Corp-Liberty Formula One Class A(1) | 14,296 | 848 | |
Madison Square Garden Sports Corp. Class A(1) | 3,414 | 593 | |
Zynga, Inc. Class A(1) | 24,935 | 160 | |
1,601 | |||
Equity Real Estate Investment—3.5% | |||
Armada Hoffler Properties, Inc. | 36,600 | 557 | |
CareTrust REIT, Inc. | 9,758 | 223 | |
First Industrial Realty Trust, Inc. | 8,084 | 535 | |
Industrial Logistics Properties Trust | 30,035 | 752 | |
Innovative Industrial Properties, Inc. | 442 | 116 | |
Physicians Realty Trust | 25,808 | 486 | |
Piedmont Office Realty Trust, Inc. Class A | 38,279 | 704 | |
PS Business Parks, Inc. | 12,200 | 2,247 | |
Terreno Realty Corp. | 11,040 | 942 | |
6,562 | |||
Food & Staples Retailing—1.0% | |||
Casey’s General Stores, Inc. | 2,895 | 571 | |
Grocery Outlet Holding Corp.(1) | 2,466 | 70 | |
Ingles Markets, Inc. Class A | 5,220 | 451 | |
PriceSmart, Inc. | 4,302 | 315 | |
Sprouts Farmers Market, Inc.(1) | 5,560 | 165 | |
Weis Markets, Inc. | 5,487 | 361 | |
1,933 | |||
Food Products—3.5% | |||
Calavo Growers, Inc. | 2,307 | 98 | |
Cal-Maine Foods, Inc. | 16,321 | 604 | |
Flowers Foods, Inc. | 30,661 | 842 | |
Hain Celestial Group, Inc. (The)(1) | 15,937 | 679 | |
Hostess Brands, Inc.(1) | 44,764 | 914 | |
J & J Snack Foods Corp. | 4,337 | 685 | |
John B Sanfilippo & Son, Inc. | 9,091 | 820 | |
Lancaster Colony Corp. | 4,101 | 679 | |
Local Bounti Corp.(2)(3) | 40,699 | 249 | |
S&W Seed Co.(1) | 116,298 | 318 | |
Sanderson Farms, Inc. | 2,184 | 417 | |
Tootsie Roll Industries, Inc. | 4,133 | 150 | |
6,455 | |||
Shares | Value | ||
Gas Utilities—0.4% | |||
ONE Gas, Inc. | 8,753 | $ 679 | |
Healthcare Equipment & Supplies—4.4% | |||
Axogen, Inc.(1) | 2,168 | 20 | |
Axonics, Inc.(1) | 14,228 | 797 | |
BioLife Solutions, Inc.(1) | 3,163 | 118 | |
Cerus Corp.(1) | 8,688 | 59 | |
CONMED Corp. | 12,168 | 1,725 | |
CryoLife, Inc.(1) | 1,242 | 25 | |
CryoPort, Inc.(1) | 2,543 | 151 | |
Envista Holdings Corp.(1) | 9,420 | 424 | |
Establishment Labs Holdings, Inc.(1) | 10,866 | 734 | |
Globus Medical, Inc. Class A(1) | 11,146 | 805 | |
Inari Medical, Inc.(1) | 8,841 | 807 | |
Integer Holdings Corp.(1) | 10,852 | 929 | |
Lantheus Holdings, Inc.(1) | 1,690 | 49 | |
Meridian Bioscience, Inc.(1) | 9,085 | 185 | |
Mesa Laboratories, Inc. | 251 | 82 | |
OrthoPediatrics Corp.(1) | 1,707 | 102 | |
Senseonics Holdings, Inc.(1) | 20,800 | 56 | |
Shockwave Medical, Inc.(1) | 2,732 | 487 | |
SI-BONE, Inc.(1) | 22,861 | 508 | |
Surmodics, Inc.(1) | 1,081 | 52 | |
8,115 | |||
Healthcare Providers & Services—2.4% | |||
Addus HomeCare Corp.(1) | 871 | 82 | |
Apollo Medical Holdings, Inc.(1) | 1,000 | 74 | |
Castle Biosciences, Inc.(1) | 871 | 37 | |
Chemed Corp. | 1,218 | 644 | |
Encompass Health Corp. | 5,285 | 345 | |
Ensign Group, Inc. (The) | 3,353 | 282 | |
Joint Corp. (The)(1) | 2,821 | 185 | |
ModivCare, Inc.(1) | 562 | 83 | |
Ontrak, Inc.(1) | 1,872 | 12 | |
R1 RCM, Inc.(1) | 11,308 | 288 | |
RadNet, Inc.(1) | 3,528 | 106 | |
Tenet Healthcare Corp.(1) | 29,194 | 2,385 | |
4,523 | |||
Healthcare Technology—0.4% | |||
Omnicell, Inc.(1) | 3,842 | 693 | |
Vocera Communications, Inc.(1) | 1,626 | 106 | |
799 | |||
Hotels, Restaurants & Leisure—2.8% | |||
Boyd Gaming Corp.(1) | 12,520 | 821 | |
Everi Holdings, Inc.(1) | 2,458 | 52 | |
Hyatt Hotels Corp. Class A(1) | 2,106 | 202 | |
Kura Sushi USA, Inc. Class A(1) | 2,257 | 182 | |
Lindblad Expeditions Holdings, Inc.(1) | 56,213 | 877 |
Shares | Value | ||
Hotels, Restaurants & Leisure—continued | |||
Planet Fitness, Inc. Class A(1) | 11,256 | $ 1,020 | |
Red Rock Resorts, Inc. Class A | 36,088 | 1,985 | |
5,139 | |||
Household Durables—0.7% | |||
La-Z-Boy, Inc. | 9,850 | 358 | |
Lennar Corp. Class B | 7,721 | 738 | |
LGI Homes, Inc.(1) | 740 | 114 | |
1,210 | |||
Household Products—0.2% | |||
WD-40 Co. | 1,680 | 411 | |
Insurance—2.1% | |||
AMERISAFE, Inc. | 6,940 | 374 | |
Donegal Group, Inc. Class A | 19,442 | 278 | |
Employers Holdings, Inc. | 2,260 | 94 | |
Enstar Group Ltd.(1) | 699 | 173 | |
NI Holdings, Inc.(1) | 4,406 | 83 | |
Palomar Holdings, Inc.(1) | 683 | 44 | |
RLI Corp. | 4,949 | 555 | |
Safety Insurance Group, Inc. | 2,716 | 231 | |
Stewart Information Services Corp. | 24,800 | 1,977 | |
3,809 | |||
Interactive Media & Services—0.0% | |||
EverQuote, Inc. Class A(1) | 1,235 | 19 | |
QuinStreet, Inc.(1) | 3,812 | 70 | |
89 | |||
Internet & Direct Marketing Retail—0.1% | |||
Overstock.com, Inc.(1) | 1,146 | 68 | |
Porch Group, Inc.(1) | 3,600 | 56 | |
124 | |||
IT Services—1.5% | |||
Brightcove, Inc.(1) | 5,628 | 58 | |
DigitalOcean Holdings, Inc.(1) | 7,595 | 610 | |
Hackett Group, Inc. (The) | 2,730 | 56 | |
Limelight Networks, Inc.(1) | 5,209 | 18 | |
Paysign, Inc.(1) | 3,511 | 6 | |
Perficient, Inc.(1) | 7,852 | 1,015 | |
Repay Holdings Corp.(1) | 9,371 | 171 | |
Switch, Inc. Class A | 27,656 | 792 | |
2,726 | |||
Leisure Products—1.5% | |||
Acushnet Holdings Corp. | 10,150 | 539 | |
Malibu Boats, Inc. Class A(1) | 7,175 | 493 | |
YETI Holdings, Inc.(1) | 21,127 | 1,750 | |
2,782 | |||
Shares | Value | ||
Life Sciences Tools & Services—1.8% | |||
Adaptive Biotechnologies Corp.(1) | 3,974 | $ 111 | |
Codexis, Inc.(1) | 2,362 | 74 | |
Medpace Holdings, Inc.(1) | 2,825 | 615 | |
NanoString Technologies, Inc.(1) | 7,203 | 304 | |
NeoGenomics, Inc.(1) | 9,838 | 336 | |
Quanterix Corp.(1) | 2,684 | 114 | |
West Pharmaceutical Services, Inc. | 3,682 | 1,727 | |
3,281 | |||
Machinery—1.5% | |||
Chart Industries, Inc.(1) | 4,187 | 668 | |
Columbus McKinnon Corp. | 1,161 | 54 | |
ITT, Inc. | 9,496 | 970 | |
Kadant, Inc. | 597 | 138 | |
Shyft Group, Inc. (The) | 2,610 | 128 | |
SPX Corp.(1) | 6,691 | 399 | |
Terex Corp. | 9,019 | 396 | |
2,753 | |||
Marine—1.0% | |||
Matson, Inc. | 21,206 | 1,909 | |
Media—1.5% | |||
Cable One, Inc. | 359 | 633 | |
Cardlytics, Inc.(1) | 904 | 60 | |
Liberty Broadband Corp. Class A(1) | 5,004 | 805 | |
Magnite, Inc.(1) | 6,924 | 121 | |
TechTarget, Inc.(1) | 2,048 | 196 | |
WideOpenWest, Inc.(1) | 41,537 | 894 | |
2,709 | |||
Metals & Mining—0.6% | |||
Freeport-McMoRan, Inc. | 12,700 | 530 | |
Hecla Mining Co. | 32,795 | 171 | |
MP Materials Corp.(1) | 7,332 | 333 | |
1,034 | |||
Mortgage Real Estate Investment Trusts (REITs)—0.1% | |||
AG Mortgage Investment Trust, Inc. | 26,339 | 270 | |
Multiline Retail—0.7% | |||
Macy’s, Inc. | 50,064 | 1,311 | |
Multi-Utilities—0.7% | |||
Avista Corp. | 7,105 | 302 | |
Black Hills Corp. | 10,416 | 735 | |
Unitil Corp. | 4,690 | 216 | |
1,253 | |||
Oil, Gas & Consumable Fuels—3.3% | |||
Coterra Energy, Inc. | 70,299 | 1,336 | |
Diamondback Energy, Inc. | 5,940 | 641 | |
Hess Midstream LP Class A | 20,266 | 560 |
Shares | Value | ||
Oil, Gas & Consumable Fuels—continued | |||
Magnolia Oil & Gas Corp. Class A | 73,688 | $ 1,390 | |
Ovintiv, Inc. | 43,083 | 1,452 | |
Ranger Oil Corp. Class A(1) | 24,201 | 651 | |
6,030 | |||
Paper & Forest Products—0.6% | |||
Louisiana-Pacific Corp. | 14,774 | 1,158 | |
Personal Products—1.5% | |||
Beauty Health Co. (The)(1) | 14,074 | 340 | |
BellRing Brands, Inc. Class A(1) | 12,381 | 353 | |
Coty, Inc. Class A(1) | 79,866 | 839 | |
Medifast, Inc. | 2,159 | 452 | |
Nu Skin Enterprises, Inc. Class A | 6,620 | 336 | |
USANA Health Sciences, Inc.(1) | 4,968 | 503 | |
2,823 | |||
Pharmaceuticals—1.7% | |||
Alpha Teknova, Inc.(1) | 18,031 | 369 | |
Amphastar Pharmaceuticals, Inc.(1) | 2,148 | 50 | |
ANI Pharmaceuticals, Inc.(1) | 796 | 37 | |
Antares Pharma, Inc.(1) | 13,106 | 47 | |
Arvinas, Inc.(1) | 194 | 16 | |
ATAI Life Sciences NV(1) | 18,831 | 144 | |
Axsome Therapeutics, Inc.(1) | 949 | 36 | |
Cara Therapeutics, Inc.(1) | 1,372 | 17 | |
Catalent, Inc.(1) | 11,370 | 1,456 | |
Collegium Pharmaceutical, Inc.(1) | 2,276 | 42 | |
Omeros Corp.(1) | 1,328 | 8 | |
Prestige Consumer Healthcare, Inc.(1) | 15,508 | 941 | |
Provention Bio, Inc.(1) | 1,523 | 8 | |
Revance Therapeutics, Inc.(1) | 1,592 | 26 | |
3,197 | |||
Professional Services—2.4% | |||
ASGN, Inc.(1) | 5,384 | 664 | |
CRA International, Inc. | 1,059 | 99 | |
Franklin Covey Co.(1) | 1,156 | 53 | |
Heidrick & Struggles International, Inc. | 18,448 | 807 | |
ICF International, Inc. | 8,675 | 890 | |
Kforce, Inc. | 12,910 | 971 | |
ManTech International Corp. Class A | 10,431 | 761 | |
Science Applications International Corp. | 3,351 | 280 | |
4,525 | |||
Shares | Value | ||
Real Estate Management & Development—0.0% | |||
eXp World Holdings, Inc. | 2,252 | $ 76 | |
Road & Rail—0.6% | |||
Saia, Inc.(1) | 3,108 | 1,047 | |
Semiconductors & Semiconductor Equipment—4.9% | |||
ACM Research, Inc. Class A(1) | 598 | 51 | |
Amkor Technology, Inc. | 27,989 | 694 | |
Axcelis Technologies, Inc.(1) | 2,001 | 149 | |
FormFactor, Inc.(1) | 1,906 | 87 | |
Ichor Holdings Ltd.(1) | 35,598 | 1,639 | |
Kulicke & Soffa Industries, Inc. | 22,749 | 1,377 | |
MACOM Technology Solutions Holdings, Inc.(1) | 14,719 | 1,153 | |
MaxLinear, Inc.(1) | 24,278 | 1,830 | |
Onto Innovation, Inc.(1) | 6,248 | 632 | |
SunPower Corp.(1) | 12,293 | 257 | |
Ultra Clean Holdings, Inc.(1) | 19,631 | 1,126 | |
8,995 | |||
Software—2.5% | |||
Agilysys, Inc.(1) | 2,263 | 101 | |
Asana, Inc. Class A(1) | 3,649 | 272 | |
Box, Inc. Class A(1) | 19,785 | 518 | |
Cerence, Inc.(1) | 4,582 | 351 | |
Digital Turbine, Inc.(1) | 2,720 | 166 | |
Domo, Inc. Class B(1) | 1,409 | 70 | |
LivePerson, Inc.(1) | 1,331 | 48 | |
Marathon Digital Holdings, Inc.(1) | 3,573 | 117 | |
Model N, Inc.(1) | 1,875 | 56 | |
OneSpan, Inc.(1) | 621 | 10 | |
Paylocity Holding Corp.(1) | 1,617 | 382 | |
PROS Holdings, Inc.(1) | 496 | 17 | |
Riot Blockchain, Inc.(1) | 1,957 | 44 | |
Sapiens International Corp. N.V. | 2,470 | 85 | |
Smartsheet, Inc. Class A(1) | 11,712 | 907 | |
Tenable Holdings, Inc.(1) | 6,940 | 382 | |
Upland Software, Inc.(1) | 2,056 | 37 | |
Varonis Systems, Inc.(1) | 15,705 | 766 | |
Workiva, Inc. Class A(1) | 2,803 | 366 | |
4,695 | |||
Specialty Retail—3.1% | |||
Asbury Automotive Group, Inc.(1) | 2,353 | 407 | |
Boot Barn Holdings, Inc.(1) | 1,325 | 163 | |
Camping World Holdings, Inc. Class A | 16,176 | 654 |
Shares | Value | ||
Specialty Retail—continued | |||
Dick’s Sporting Goods, Inc. | 8,408 | $ 967 | |
Genesco, Inc.(1) | 15,963 | 1,024 | |
Hibbett, Inc. | 5,482 | 394 | |
Lithia Motors, Inc. | 2,156 | 640 | |
Rent-A-Center, Inc. | 9,038 | 434 | |
Shoe Carnival, Inc. | 16,169 | 632 | |
TravelCenters of America, Inc.(1) | 6,546 | 338 | |
5,653 | |||
Specialty Stores—0.3% | |||
National Vision Holdings, Inc.(1) | 11,254 | 540 | |
Textiles, Apparel & Luxury Goods—2.5% | |||
Capri Holdings Ltd.(1) | 15,443 | 1,002 | |
Crocs, Inc.(1) | 16,159 | 2,072 | |
Deckers Outdoor Corp.(1) | 1,477 | 541 | |
Oxford Industries, Inc. | 9,550 | 970 | |
4,585 | |||
Thrifts & Mortgage Finance—1.3% | |||
Capitol Federal Financial, Inc. | 36,731 | 416 | |
Flagstar Bancorp, Inc. | 24,624 | 1,180 | |
PCSB Financial Corp. | 4,231 | 81 | |
Premier Financial Corp. | 1,864 | 58 | |
Waterstone Financial, Inc. | 30,426 | 665 | |
2,400 | |||
Trading Companies & Distributors—3.2% | |||
Boise Cascade Co. | 14,503 | 1,033 | |
GMS, Inc.(1) | 26,154 | 1,572 | |
Rush Enterprises, Inc. Class A | 28,075 | 1,562 | |
WESCO International, Inc.(1) | 13,604 | 1,790 | |
5,957 | |||
Water Utilities—1.9% | |||
American States Water Co. | 16,955 | 1,754 | |
Cadiz, Inc.(1) | 20,539 | 79 | |
California Water Service Group | 13,410 | 963 | |
Middlesex Water Co. | 531 | 64 | |
SJW Group | 9,012 | 660 | |
3,520 | |||
Total Common Stocks (Identified Cost $136,816) | 180,161 | ||
Shares | Value | ||
Master Limited Partnerships and Related Companies—0.2% | |||
Downstream/Other—0.2% | |||
Enviva Partners LP | 2,131 | $ 150 | |
Sunoco LP | 5,792 | 237 | |
387 | |||
Total Master Limited Partnerships and Related Companies (Identified Cost $219) | 387 | ||
Total Long-Term Investments—97.6% (Identified Cost $137,035) | 180,548 | ||
Short-Term Investment—2.4% | |||
Money Market Mutual Fund—2.4% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(4) | 4,384,290 | 4,384 | |
Total Short-Term Investment (Identified Cost $4,384) | 4,384 | ||
TOTAL INVESTMENTS—100.0% (Identified Cost $141,419) | $184,932 | ||
Other assets and liabilities, net—(0.0)% | (48) | ||
NET ASSETS—100.0% | $184,884 |
Abbreviations: | |
LP | Limited Partnership |
REIT | Real Estate Investment Trust |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of Investments. |
(3) | Security is restricted from resale. |
(4) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | Level 3 Significant Unobservable Inputs | |||
Assets: | |||||
Equity Securities: | |||||
Common Stocks | $180,161 | $179,912 | $249 | ||
Master Limited Partnerships and Related Companies | 387 | 387 | — | ||
Money Market Mutual Fund | 4,384 | 4,384 | — | ||
Total Investments | $184,932 | $184,683 | $249 |
Shares | Value | ||
Common Stocks—93.0% | |||
Auto Components—0.7% | |||
Aptiv plc(1) | 99,485 | $ 16,410 | |
Automobiles—1.4% | |||
Tesla, Inc.(1) | 31,550 | 33,341 | |
Communications Equipment—0.4% | |||
F5, Inc.(1) | 31,155 | 7,624 | |
Motorola Solutions, Inc. | 4,240 | 1,152 | |
8,776 | |||
Electrical Equipment—0.0% | |||
Bloom Energy Corp. Class A(1) | 22,310 | 489 | |
Electronic Equipment, Instruments & Components—0.4% | |||
Samsung SDI Co., Ltd.(1) | 18,854 | 10,389 | |
Entertainment—0.0% | |||
ROBLOX Corp. Class A(1) | 4,415 | 455 | |
Hotels, Restaurants & Leisure—1.7% | |||
Booking Holdings, Inc.(1) | 13,040 | 31,286 | |
Expedia Group, Inc.(1) | 50,305 | 9,091 | |
40,377 | |||
Interactive Media & Services—10.5% | |||
Alphabet, Inc. Class C(1) | 48,465 | 140,238 | |
Meta Platforms, Inc. Class A(1)(2) | 188,160 | 63,288 | |
Snap, Inc. Class A(1) | 6,470 | 304 | |
ZoomInfo Technologies, Inc. Class A(1) | 668,335 | 42,907 | |
246,737 | |||
Internet & Direct Marketing Retail—2.2% | |||
Amazon.com, Inc.(1) | 15,465 | 51,566 | |
IT Services—10.6% | |||
DXC Technology Co.(1) | 692,380 | 22,288 | |
Infosys Ltd. Sponsored ADR | 32,065 | 812 | |
MongoDB, Inc. Class A(1) | 155,195 | 82,153 | |
Okta, Inc. Class A(1) | 285,990 | 64,110 | |
Shopify, Inc. Class A(1) | 9,225 | 12,706 | |
Snowflake, Inc. Class A(1) | 136,869 | 46,364 | |
Toast, Inc. Class A(1) | 943 | 33 |
Shares | Value | ||
IT Services—continued | |||
Twilio, Inc. Class A(1)(2) | 82,620 | $ 21,757 | |
250,223 | |||
Road & Rail—0.6% | |||
Lyft, Inc. Class A(1) | 299,825 | 12,812 | |
Semiconductors & Semiconductor Equipment—26.5% | |||
Advanced Micro Devices, Inc.(1) | 61,885 | 8,905 | |
Applied Materials, Inc. | 86,710 | 13,645 | |
ASML Holding N.V. Registered Shares | 17,400 | 13,853 | |
Broadcom, Inc. | 32,605 | 21,696 | |
GlobalFoundries, Inc.(1) | 184,280 | 11,973 | |
Infineon Technologies AG | 729,180 | 33,838 | |
KLA Corp. | 37,560 | 16,155 | |
Lam Research Corp. | 22,670 | 16,303 | |
Marvell Technology, Inc. | 795,630 | 69,610 | |
Micron Technology, Inc.(2) | 836,375 | 77,908 | |
NVIDIA Corp. | 219,420 | 64,533 | |
NXP Semiconductors N.V. | 159,140 | 36,249 | |
ON Semiconductor Corp.(1) | 1,188,260 | 80,707 | |
QUALCOMM, Inc. | 79,570 | 14,551 | |
SK Hynix, Inc.(1) | 302,811 | 33,370 | |
STMicroelectronics N.V. | 389,400 | 19,227 | |
STMicroelectronics N.V. Registered Shares | 8,330 | 407 | |
Taiwan Semiconductor Manufacturing Co., Ltd. Sponsored ADR | 229,290 | 27,586 | |
Teradyne, Inc. | 96,205 | 15,732 | |
Tokyo Electron Ltd. | 52,000 | 29,962 | |
Wolfspeed, Inc.(1) | 162,380 | 18,149 | |
624,359 | |||
Software—29.0% | |||
Alteryx, Inc. Class A(1) | 99,948 | 6,047 | |
Amplitude, Inc. Class A(1) | 4,575 | 242 | |
Asana, Inc. Class A(1) | 651,625 | 48,579 | |
Atlassian Corp. plc Class A(1) | 53,305 | 20,325 | |
Crowdstrike Holdings, Inc. Class A(1) | 290,745 | 59,530 | |
Datadog, Inc. Class A(1) | 221,855 | 39,515 | |
DocuSign, Inc.(1) | 54,225 | 8,259 | |
Fortinet, Inc.(1) | 44,245 | 15,902 | |
HashiCorp, Inc. Class A(1) | 36,480 | 3,321 | |
HubSpot, Inc.(1) | 57,083 | 37,626 |
Shares | Value | ||
Software—continued | |||
Intuit, Inc. | 52,810 | $ 33,968 | |
Microsoft Corp.(2) | 457,640 | 153,914 | |
Monday.com Ltd.(1) | 35,655 | 11,007 | |
Oracle Corp. | 142,250 | 12,406 | |
Palo Alto Networks, Inc.(1) | 75,895 | 42,255 | |
Paycom Software, Inc.(1) | 118,884 | 49,359 | |
salesforce.com, Inc.(1) | 23,465 | 5,963 | |
SentinelOne, Inc. Class A(1) | 8,505 | 429 | |
Smartsheet, Inc. Class A(1) | 4,800 | 372 | |
Trade Desk, Inc. (The) Class A(1) | 542,550 | 49,719 | |
Varonis Systems, Inc.(1) | 7,515 | 367 | |
Zscaler, Inc.(1) | 265,510 | 85,316 | |
684,421 | |||
Technology Hardware, Storage & Peripherals—9.0% | |||
Apple, Inc.(2) | 573,875 | 101,903 | |
NetApp, Inc. | 7,085 | 652 | |
Pure Storage, Inc. Class A(1) | 380,380 | 12,381 | |
Samsung Electronics Co., Ltd. | 200,658 | 13,217 | |
Seagate Technology Holdings plc | 746,945 | 84,390 | |
212,543 | |||
Total Common Stocks (Identified Cost $1,459,712) | 2,192,898 | ||
Purchased Options—0.6% | |||
(See open purchased options schedule) | |||
Total Purchased Options (Premiums paid $12,636) | 13,739 | ||
Total Long-Term Investments—93.6% (Identified Cost $1,472,348) | 2,206,637 | ||
Shares | Value | ||
Short-Term Investment—7.0% | |||
Money Market Mutual Fund—7.0% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(3) | 165,464,293 | $ 165,464 | |
Total Short-Term Investment (Identified Cost $165,464) | 165,464 | ||
TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS—100.6% (Identified Cost $1,637,812) | 2,372,101 | ||
Value | ||
Written Options—(0.2)% | ||
(See open written options schedule) | ||
Total Written Options (Premiums Received $13,594) | $ (4,970) | |
TOTAL INVESTMENTS, NET OF WRITTEN OPTIONS—100.4% (Identified Cost $1,624,218) | $2,367,131 | |
Other assets and liabilities, net—(0.4)% | (8,794) | |
NET ASSETS—100.0% | $2,358,337 |
Abbreviation: | |
ADR | American Depositary Receipt |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | All or a portion of the security is segregated as collateral for written options. |
(3) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
United States | 83% |
Netherlands | 4 |
Ireland | 4 |
South Korea | 2 |
Germany | 1 |
Japan | 1 |
Taiwan | 1 |
Other | 4 |
Total | 100% |
† % of total investments, net of written options, as of December 31, 2021. |
Open Purchased Options Contracts as of December 31, 2021 were as follows: | |||||
Description of Options | Number of Contracts | Contract Notional Amount | Strike Price(1) | Expiration Date | Value |
Call Options(2) | |||||
Alphabet, Inc. | 322 | $86,940 | $2,700.00 | 06/17/22 | $10,561 |
Amazon.com, Inc. | 164 | 57,400 | 3,500.00 | 06/17/22 | 3,165 |
Fiserv, Inc. | 1,800 | 21,600 | 120.00 | 01/21/22 | 13 |
Total Purchased Options | $13,739 | ||||
Footnote Legend: | |||||
(1) Strike price not reported in thousands. | |||||
(2) Exchange-traded options. |
Open Written Options Contracts as of December 31, 2021 were as follows: | |||||
Description of Options | Number of Contracts | Contract Notional Amount | Strike Price(1) | Expiration Date | Value |
Put Options(2) | |||||
Alphabet, Inc. | 140 | $29,400 | $2,100.00 | 06/17/22 | $ (308) |
Alphabet, Inc. | 182 | 40,040 | 2,200.00 | 06/17/22 | (565) |
Amazon.com, Inc. | 164 | 47,560 | 2,900.00 | 06/17/22 | (1,617) |
Amazon.com, Inc. | 82 | 25,912 | 3,160.00 | 01/20/23 | (2,453) |
Datadog, Inc. | 1,034 | 7,238 | 70.00 | 01/21/22 | — |
Fiserv, Inc. | 1,800 | 16,200 | 90.00 | 01/21/22 | (27) |
Total Written Options | $(4,970) | ||||
Footnote Legend: | |||||
(1) Strike price not reported in thousands. | |||||
(2) Exchange-traded options. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | |||
Assets: | |||||
Equity Securities: | |||||
Common Stocks | $2,192,898 | $2,192,898 | $ — | ||
Money Market Mutual Fund | 165,464 | 165,464 | — | ||
Other Financial Instruments: | |||||
Purchased Options | 13,739 | 13,739 | — | ||
Total Investments, before Written Options | 2,372,101 | 2,372,101 | — | ||
Liabilities: | |||||
Other Financial Instruments: | |||||
Written Options | (4,970) | (1,952) | (3,018) | ||
Total Investments, Net of Written Options | $2,367,131 | $2,370,149 | $(3,018) |
Shares | Value | ||
Common Stocks—99.1% | |||
Communication Services—2.7% | |||
Comcast Corp. Class A | 315,209 | $ 15,864 | |
Verizon Communications, Inc. | 168,624 | 8,762 | |
24,626 | |||
Consumer Discretionary—10.3% | |||
Best Buy Co., Inc. | 213,469 | 21,689 | |
Dollar General Corp. | 34,840 | 8,216 | |
Home Depot, Inc. (The) | 64,558 | 26,792 | |
McDonald’s Corp. | 76,114 | 20,404 | |
MDC Holdings, Inc. | 164,646 | 9,192 | |
Wendy’s Co. (The) | 294,250 | 7,018 | |
93,311 | |||
Consumer Staples—2.5% | |||
Procter & Gamble Co. (The) | 91,895 | 15,032 | |
Walmart, Inc. | 49,990 | 7,233 | |
22,265 | |||
Energy—6.0% | |||
EOG Resources, Inc. | 94,400 | 8,385 | |
LUKOIL PJSC Sponsored ADR | 248,148 | 22,284 | |
ONEOK, Inc. | 155,697 | 9,149 | |
Phillips 66 | 82,875 | 6,005 | |
Valero Energy Corp. | 110,198 | 8,277 | |
54,100 | |||
Financials—18.0% | |||
Allstate Corp. (The) | 68,761 | 8,090 | |
Bank of America Corp. | 363,948 | 16,192 | |
BlackRock, Inc. Class A | 7,879 | 7,214 | |
Blackstone Mortgage Trust, Inc. Class A | 290,446 | 8,893 | |
Blackstone, Inc. | 63,375 | 8,200 | |
Citigroup, Inc. | 245,418 | 14,821 | |
Fidelity National Financial, Inc. | 202,590 | 10,571 | |
JPMorgan Chase & Co. | 247,385 | 39,173 | |
Kinsale Capital Group, Inc. | 65,012 | 15,466 | |
Morgan Stanley | 183,665 | 18,029 | |
MSCI, Inc. Class A | 12,455 | 7,631 | |
S&P Global, Inc. | 19,422 | 9,166 | |
163,446 | |||
Shares | Value | ||
Health Care—12.9% | |||
Abbott Laboratories | 123,638 | $ 17,401 | |
AbbVie, Inc. | 189,461 | 25,653 | |
Anthem, Inc. | 17,237 | 7,990 | |
Chemed Corp. | 10,483 | 5,546 | |
Johnson & Johnson | 83,276 | 14,246 | |
Merck & Co., Inc. | 232,463 | 17,816 | |
Thermo Fisher Scientific, Inc. | 26,300 | 17,548 | |
UnitedHealth Group, Inc. | 21,950 | 11,022 | |
117,222 | |||
Industrials—10.8% | |||
Cintas Corp. | 14,531 | 6,440 | |
Honeywell International, Inc. | 34,581 | 7,211 | |
L3Harris Technologies, Inc. | 58,087 | 12,386 | |
Leidos Holdings, Inc. | 73,106 | 6,499 | |
Lockheed Martin Corp. | 26,858 | 9,546 | |
Norfolk Southern Corp. | 79,611 | 23,701 | |
Raytheon Technologies Corp. | 49,082 | 4,224 | |
TransUnion | 77,034 | 9,135 | |
Union Pacific Corp. | 38,035 | 9,582 | |
Waste Management, Inc. | 57,720 | 9,633 | |
98,357 | |||
Information Technology—14.4% | |||
Apple, Inc. | 49,362 | 8,765 | |
Broadcom, Inc. | 51,396 | 34,199 | |
Cisco Systems, Inc. | 274,389 | 17,388 | |
Global Payments, Inc. | 60,717 | 8,208 | |
Mastercard, Inc. Class A | 24,006 | 8,626 | |
Microsoft Corp. | 50,908 | 17,121 | |
Teradyne, Inc. | 66,119 | 10,813 | |
Texas Instruments, Inc. | 135,859 | 25,605 | |
130,725 | |||
Materials—3.6% | |||
Celanese Corp. | 66,912 | 11,245 | |
Packaging Corp. of America | 102,916 | 14,012 | |
Royal Gold, Inc. | 74,888 | 7,879 | |
33,136 | |||
Real Estate—11.1% | |||
Alexandria Real Estate Equities, Inc. | 39,623 | 8,834 | |
American Tower Corp. | 128,916 | 37,708 |
Shares | Value | ||
Real Estate—continued | |||
Crown Castle International Corp. | 95,194 | $ 19,871 | |
Medical Properties Trust, Inc. | 600,416 | 14,188 | |
Prologis, Inc. | 52,212 | 8,791 | |
Sun Communities, Inc. | 52,170 | 10,954 | |
100,346 | |||
Utilities—6.8% | |||
Atmos Energy Corp. | 266,239 | 27,894 | |
DTE Energy Co. | 81,838 | 9,783 | |
NextEra Energy, Inc. | 146,100 | 13,640 | |
WEC Energy Group, Inc. | 106,089 | 10,298 | |
61,615 | |||
Total Common Stocks (Identified Cost $650,979) | 899,149 | ||
Total Long-Term Investments—99.1% (Identified Cost $650,979) | 899,149 | ||
Short-Term Investment—1.2% | |||
Money Market Mutual Fund—1.2% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(1) | 10,678,482 | 10,678 | |
Total Short-Term Investment (Identified Cost $10,678) | 10,678 | ||
TOTAL INVESTMENTS—100.3% (Identified Cost $661,657) | $909,827 | ||
Other assets and liabilities, net—(0.3)% | (2,850) | ||
NET ASSETS—100.0% | $906,977 |
Abbreviations: | |
ADR | American Depositary Receipt |
MSCI | Morgan Stanley Capital International |
PJSC | Public Joint Stock Company |
S&P | Standard & Poor’s |
Footnote Legend: | |
(1) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $899,149 | $899,149 | |
Money Market Mutual Fund | 10,678 | 10,678 | |
Total Investments | $909,827 | $909,827 |
Shares | Value | ||
Preferred Stock—4.3% | |||
South Korea—4.3% | |||
Samsung Electronics Co., Ltd., 2.180% | 105,991 | $ 6,348 | |
Total Preferred Stock (Identified Cost $6,774) | 6,348 | ||
Common Stocks—94.8% | |||
Australia—1.7% | |||
JB Hi-Fi Ltd. | 49,632 | 1,745 | |
Macquarie Group Ltd. | 4,834 | 722 | |
2,467 | |||
Brazil—0.9% | |||
B3 S.A. - Brasil Bolsa Balcao | 661,900 | 1,324 | |
Canada—2.5% | |||
Canadian National Railway Co. | 5,941 | 730 | |
Cogeco Communications, Inc. | 12,650 | 1,007 | |
National Bank of Canada | 17,204 | 1,312 | |
Royal Bank of Canada | 5,374 | 570 | |
3,619 | |||
China—16.9% | |||
Alibaba Group Holding Ltd.(1) | 181,400 | 2,766 | |
China Lesso Group Holdings Ltd. | 1,535,000 | 2,205 | |
China Merchants Bank Co., Ltd. Class A | 761,300 | 5,818 | |
ENN Energy Holdings Ltd. | 58,700 | 1,105 | |
Longfor Group Holdings Ltd. | 616,000 | 2,899 | |
Luxshare Precision Industry Co., Ltd. Class A | 682,475 | 5,269 | |
NetEase, Inc. | 31,100 | 628 | |
Ping An Insurance Group Co. of China Ltd. Class A | 273,100 | 2,160 | |
Tencent Holdings Ltd. | 33,300 | 1,951 | |
24,801 | |||
Finland—2.5% | |||
Kesko Oyj Class B | 87,806 | 2,933 | |
Valmet Oyj | 16,902 | 726 | |
3,659 | |||
France—7.5% | |||
BioMerieux | 23,500 | 3,342 | |
BNP Paribas S.A. | 32,370 | 2,240 | |
Kering S.A. | 391 | 315 | |
L’Oreal S.A. | 2,948 | 1,399 |
Shares | Value | ||
France—continued | |||
Sanofi | 21,459 | $ 2,164 | |
Schneider Electric SE | 7,418 | 1,456 | |
10,916 | |||
Germany—3.1% | |||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen Registered Shares | 5,350 | 1,587 | |
Vonovia SE | 52,783 | 2,914 | |
4,501 | |||
Hong Kong—1.7% | |||
AIA Group Ltd. | 71,400 | 720 | |
Hong Kong Exchanges & Clearing Ltd. | 12,500 | 730 | |
Techtronic Industries Co., Ltd. | 56,000 | 1,114 | |
2,564 | |||
India—0.9% | |||
HDFC Bank Ltd. ADR | 9,644 | 628 | |
Reliance Industries Ltd. Sponsored GDR 144A(2) | 10,837 | 693 | |
1,321 | |||
Italy—1.7% | |||
Enel SpA | 310,137 | 2,488 | |
Japan—7.9% | |||
Advantest Corp. | 7,700 | 730 | |
Disco Corp. | 2,400 | 733 | |
ITOCHU Corp. | 118,700 | 3,630 | |
KDDI Corp. | 24,000 | 702 | |
Sony Group Corp. | 17,300 | 2,177 | |
Tokio Marine Holdings, Inc. | 13,300 | 739 | |
Tokyo Electron Ltd. | 1,300 | 749 | |
Toyota Motor Corp. | 118,400 | 2,167 | |
11,627 | |||
Kazakhstan—0.5% | |||
Kaspi.KZ JSC GDR | 5,962 | 692 | |
Netherlands—0.5% | |||
Wolters Kluwer N.V. | 6,291 | 742 | |
Russia—4.1% | |||
LUKOIL PJSC Sponsored ADR | 66,588 | 5,980 | |
Saudi Arabia—0.9% | |||
Saudi Arabian Oil Co. | 138,137 | 1,317 | |
Singapore—5.9% | |||
DBS Group Holdings Ltd. | 122,800 | 2,976 |
Shares | Value | ||
Singapore—continued | |||
Mapletree Industrial Trust | 2,835,500 | $ 5,702 | |
8,678 | |||
South Africa—2.6% | |||
Gold Fields Ltd. Sponsored ADR | 344,448 | 3,785 | |
South Korea—2.0% | |||
Samsung Electronics Co., Ltd. | 45,279 | 2,982 | |
Spain—2.0% | |||
Iberdrola S.A. | 248,534 | 2,946 | |
Sweden—0.5% | |||
Swedish Match AB | 91,361 | 728 | |
Switzerland—5.1% | |||
Nestle S.A. Registered Shares | 5,174 | 724 | |
Roche Holding AG | 1,748 | 727 | |
Swiss Life Holding AG Registered Shares | 2,641 | 1,620 | |
Zurich Insurance Group AG | 9,918 | 4,358 | |
7,429 | |||
Taiwan—7.0% | |||
E.Sun Financial Holding Co., Ltd. | 695,778 | 706 | |
Micro-Star International Co., Ltd. | 454,000 | 2,634 | |
Taiwan Semiconductor Manufacturing Co., Ltd. | 268,000 | 5,957 | |
Vanguard International Semiconductor Corp. | 162,000 | 925 | |
10,222 | |||
United Kingdom—7.8% | |||
3i Group plc | 40,111 | 787 | |
BAE Systems plc | 178,701 | 1,330 | |
London Stock Exchange Group plc | 43,928 | 4,120 | |
Rio Tinto plc | 77,748 | 5,148 | |
11,385 | |||
United States—8.6% | |||
American Tower Corp. | 10,068 | 2,945 | |
Broadcom, Inc. | 9,444 | 6,284 | |
Global Payments, Inc. | 12,972 | 1,754 |
Shares | Value | ||
United States—continued | |||
Teradyne, Inc. | 9,857 | $ 1,612 | |
12,595 | |||
Total Common Stocks (Identified Cost $120,284) | 138,768 | ||
Total Long-Term Investments—99.1% (Identified Cost $127,058) | 145,116 | ||
Shares | Value | ||
Short-Term Investment—0.1% | |||
Money Market Mutual Fund—0.1% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(3) | 127,773 | $ 128 | |
Total Short-Term Investment (Identified Cost $128) | 128 | ||
TOTAL INVESTMENTS—99.2% (Identified Cost $127,186) | $145,244 | ||
Other assets and liabilities, net—0.8% | 1,118 | ||
NET ASSETS—100.0% | $146,362 |
Abbreviations: | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
JSC | Joint Stock Company |
PJSC | Public Joint Stock Company |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2021, these securities amounted to a value of $693 or 0.5% of net assets. |
(3) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
China | 17% |
United States | 9 |
Japan | 8 |
United Kingdom | 8 |
France | 8 |
Taiwan | 7 |
South Korea | 6 |
Other | 37 |
Total | 100% |
† % of total investments as of December 31, 2021. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $138,768 | $138,768 | |
Preferred Stock | 6,348 | 6,348 | |
Money Market Mutual Fund | 128 | 128 | |
Total Investments | $145,244 | $145,244 |
Shares | Value | ||
Common Stocks—98.5% | |||
Communication Services—4.6% | |||
Activision Blizzard, Inc. | 27,072 | $ 1,801 | |
Alphabet, Inc. Class A(1) | 1,936 | 5,609 | |
Cable One, Inc. | 2,014 | 3,552 | |
Cogent Communications Holdings, Inc. | 22,266 | 1,629 | |
Comcast Corp. Class A | 64,589 | 3,251 | |
15,842 | |||
Consumer Discretionary—8.6% | |||
Best Buy Co., Inc. | 34,622 | 3,518 | |
Dollar General Corp. | 12,337 | 2,909 | |
Domino’s Pizza, Inc. | 3,079 | 1,738 | |
DR Horton, Inc. | 18,142 | 1,968 | |
Home Depot, Inc. (The) | 20,230 | 8,396 | |
Pool Corp. | 9,612 | 5,440 | |
Target Corp. | 7,675 | 1,776 | |
Wendy’s Co. (The) | 157,779 | 3,763 | |
29,508 | |||
Consumer Staples—2.7% | |||
Hershey Co. (The) | 8,040 | 1,555 | |
Procter & Gamble Co. (The) | 26,311 | 4,304 | |
Walmart, Inc. | 24,665 | 3,569 | |
9,428 | |||
Energy—4.8% | |||
ConocoPhillips | 82,474 | 5,953 | |
Hess Corp. | 40,518 | 3,000 | |
ONEOK, Inc. | 33,583 | 1,973 | |
Phillips 66 | 34,408 | 2,493 | |
Valero Energy Corp. | 41,207 | 3,095 | |
16,514 | |||
Financials—18.6% | |||
Allstate Corp. (The) | 20,649 | 2,429 | |
Bank of America Corp. | 144,461 | 6,427 | |
Broadridge Financial Solutions, Inc. | 8,840 | 1,616 | |
Citigroup, Inc. | 51,938 | 3,137 | |
Fidelity National Financial, Inc. | 34,877 | 1,820 | |
First American Financial Corp. | 25,578 | 2,001 | |
Goldman Sachs Group, Inc. (The) | 8,608 | 3,293 | |
Intercontinental Exchange, Inc. | 23,174 | 3,169 | |
JPMorgan Chase & Co. | 90,395 | 14,314 | |
Marsh & McLennan Cos., Inc. | 19,590 | 3,405 | |
Moody’s Corp. | 4,231 | 1,653 |
Shares | Value | ||
Financials—continued | |||
Morgan Stanley | 53,306 | $ 5,233 | |
PNC Financial Services Group, Inc. (The) | 8,929 | 1,790 | |
Primerica, Inc. | 19,437 | 2,979 | |
Regions Financial Corp. | 72,861 | 1,588 | |
S&P Global, Inc. | 7,605 | 3,589 | |
T. Rowe Price Group, Inc. | 18,947 | 3,726 | |
Willis Towers Watson plc | 7,466 | 1,773 | |
63,942 | |||
Health Care—14.5% | |||
Abbott Laboratories | 22,718 | 3,197 | |
AbbVie, Inc. | 58,453 | 7,915 | |
Amgen, Inc. | 7,961 | 1,791 | |
Anthem, Inc. | 10,614 | 4,920 | |
Bristol-Myers Squibb Co. | 28,771 | 1,794 | |
Chemed Corp. | 7,673 | 4,059 | |
Danaher Corp. | 11,428 | 3,760 | |
Humana, Inc. | 7,049 | 3,270 | |
Johnson & Johnson | 9,286 | 1,589 | |
Merck & Co., Inc. | 80,107 | 6,139 | |
STERIS plc | 14,914 | 3,630 | |
Thermo Fisher Scientific, Inc. | 11,569 | 7,719 | |
49,783 | |||
Industrials—17.3% | |||
Carrier Global Corp. | 35,482 | 1,925 | |
Cintas Corp. | 4,428 | 1,962 | |
Copart, Inc.(1) | 12,231 | 1,854 | |
CSX Corp. | 100,262 | 3,770 | |
Cummins, Inc. | 6,155 | 1,343 | |
Deere & Co. | 6,236 | 2,138 | |
Dover Corp. | 10,625 | 1,929 | |
EMCOR Group, Inc. | 32,341 | 4,120 | |
Expeditors International of Washington, Inc. | 13,095 | 1,759 | |
Fair Isaac Corp.(1) | 3,114 | 1,350 | |
FTI Consulting, Inc.(1) | 12,261 | 1,881 | |
Honeywell International, Inc. | 14,184 | 2,957 | |
L3Harris Technologies, Inc. | 34,279 | 7,310 | |
Leidos Holdings, Inc. | 25,977 | 2,309 | |
Lockheed Martin Corp. | 7,611 | 2,705 | |
Masco Corp. | 50,123 | 3,520 | |
Mercury Systems, Inc.(1) | 32,412 | 1,785 | |
Norfolk Southern Corp. | 8,520 | 2,536 | |
Roper Technologies, Inc. | 11,279 | 5,548 | |
Toro Co. (The) | 16,507 | 1,649 | |
TransUnion | 28,015 | 3,322 | |
Waste Management, Inc. | 10,914 | 1,822 | |
59,494 | |||
Shares | Value | ||
Information Technology—12.5% | |||
Adobe, Inc. (1) | 2,603 | $ 1,476 | |
Apple, Inc. | 31,947 | 5,673 | |
Aspen Technology, Inc.(1) | 9,619 | 1,464 | |
Cisco Systems, Inc. | 46,510 | 2,947 | |
Fiserv, Inc.(1) | 9,755 | 1,013 | |
Global Payments, Inc. | 9,426 | 1,274 | |
Intel Corp. | 48,226 | 2,484 | |
KLA Corp. | 5,088 | 2,188 | |
Lam Research Corp. | 6,283 | 4,519 | |
Mastercard, Inc. Class A | 3,819 | 1,372 | |
Microsoft Corp. | 27,743 | 9,331 | |
PayPal Holdings, Inc.(1) | 6,794 | 1,281 | |
Teledyne Technologies, Inc.(1) | 7,785 | 3,401 | |
Texas Instruments, Inc. | 17,217 | 3,245 | |
Visa, Inc. Class A | 5,944 | 1,288 | |
42,956 | |||
Materials—5.6% | |||
Air Products & Chemicals, Inc. | 11,773 | 3,582 | |
Avery Dennison Corp. | 7,880 | 1,707 | |
Ball Corp. | 17,165 | 1,653 | |
Celanese Corp. | 24,172 | 4,062 | |
Packaging Corp. of America | 24,821 | 3,379 | |
Reliance Steel & Aluminum Co. | 11,175 | 1,813 | |
Royal Gold, Inc. | 27,292 | 2,871 | |
19,067 | |||
Real Estate—4.3% | |||
Alexandria Real Estate Equities, Inc. | 15,939 | 3,554 | |
American Tower Corp. | 19,211 | 5,619 | |
Medical Properties Trust, Inc. | 76,472 | 1,807 | |
Prologis, Inc. | 22,876 | 3,851 | |
14,831 | |||
Utilities—5.0% | |||
NextEra Energy, Inc. | 130,741 | 12,206 | |
ONE Gas, Inc. | 25,980 | 2,016 | |
Sempra Energy | 9,638 | 1,275 |
Shares | Value | ||
Utilities—continued | |||
WEC Energy Group, Inc. | 17,008 | $ 1,651 | |
17,148 | |||
Total Common Stocks (Identified Cost $249,203) | 338,513 | ||
Total Long-Term Investments—98.5% (Identified Cost $249,203) | 338,513 | ||
Shares | Value | ||
Short-Term Investment—1.5% | |||
Money Market Mutual Fund—1.5% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 4,992,326 | $ 4,992 | |
Total Short-Term Investment (Identified Cost $4,992) | 4,992 | ||
TOTAL INVESTMENTS—100.0% (Identified Cost $254,195) | $343,505 | ||
Other assets and liabilities, net—0.0% | 116 | ||
NET ASSETS—100.0% | $343,621 |
Abbreviation: | |
S&P | Standard & Poor’s |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $338,513 | $338,513 | |
Money Market Mutual Fund | 4,992 | 4,992 | |
Total Investments | $343,505 | $343,505 |
Shares | Value | ||
Common Stocks—99.5% | |||
Communication Services—3.1% | |||
Cable One, Inc. | 7,263 | $ 12,808 | |
Cogent Communications Holdings, Inc. | 146,082 | 10,690 | |
Electronic Arts, Inc. | 119,927 | 15,818 | |
ViacomCBS, Inc. Class B | 201,750 | 6,089 | |
45,405 | |||
Consumer Discretionary—12.5% | |||
AutoZone, Inc.(1) | 6,933 | 14,534 | |
Best Buy Co., Inc. | 179,676 | 18,255 | |
Deckers Outdoor Corp.(1) | 30,309 | 11,102 | |
Dollar General Corp. | 61,361 | 14,471 | |
Domino’s Pizza, Inc. | 13,019 | 7,347 | |
DR Horton, Inc. | 133,579 | 14,487 | |
Lowe’s Cos., Inc. | 54,582 | 14,108 | |
Pool Corp. | 20,649 | 11,687 | |
PulteGroup, Inc. | 333,601 | 19,069 | |
Rollins, Inc. | 435,376 | 14,894 | |
TopBuild Corp.(1) | 45,292 | 12,497 | |
Wendy’s Co. (The) | 305,180 | 7,279 | |
Whirlpool Corp. | 28,168 | 6,610 | |
Yum China Holdings, Inc. | 297,273 | 14,816 | |
181,156 | |||
Consumer Staples—4.7% | |||
Church & Dwight Co., Inc. | 142,364 | 14,592 | |
Hershey Co. (The) | 45,920 | 8,884 | |
Kroger Co. (The) | 332,703 | 15,058 | |
McCormick & Co., Inc. Non-voting Shares | 151,698 | 14,656 | |
Tyson Foods, Inc. Class A | 163,841 | 14,280 | |
67,470 | |||
Energy—3.5% | |||
Hess Corp. | 192,816 | 14,274 | |
ONEOK, Inc. | 143,985 | 8,461 | |
Phillips 66 | 194,140 | 14,067 | |
Valero Energy Corp. | 177,947 | 13,366 | |
50,168 | |||
Financials—15.8% | |||
AGNC Investment Corp. | 787,073 | 11,838 | |
Allstate Corp. (The) | 98,028 | 11,533 | |
Apollo Global Management, Inc. Class A | 153,864 | 11,144 | |
Broadridge Financial Solutions, Inc. | 58,844 | 10,758 | |
Citizens Financial Group, Inc. | 250,382 | 11,830 | |
Equitable Holdings, Inc. | 432,079 | 14,168 | |
Fidelity National Financial, Inc. | 268,577 | 14,014 | |
First Republic Bank | 47,945 | 9,901 |
Shares | Value | ||
Financials—continued | |||
Gallagher (Arthur J.) & Co. | 82,023 | $ 13,917 | |
Globe Life, Inc. | 137,196 | 12,858 | |
Hanover Insurance Group, Inc. (The) | 82,043 | 10,752 | |
Kinsale Capital Group, Inc. | 72,414 | 17,226 | |
M&T Bank Corp. | 73,732 | 11,324 | |
MSCI, Inc. Class A | 10,808 | 6,622 | |
Nasdaq, Inc. | 36,806 | 7,730 | |
New Residential Investment Corp. | 1,009,693 | 10,814 | |
Progressive Corp. (The) | 98,087 | 10,069 | |
Reinsurance Group of America, Inc. | 126,818 | 13,885 | |
State Street Corp. | 119,233 | 11,089 | |
T. Rowe Price Group, Inc. | 31,728 | 6,239 | |
227,711 | |||
Health Care—9.0% | |||
Agilent Technologies, Inc. | 40,901 | 6,530 | |
Amgen, Inc. | 66,082 | 14,866 | |
Anthem, Inc. | 28,799 | 13,349 | |
Chemed Corp. | 27,318 | 14,452 | |
Humana, Inc. | 11,034 | 5,118 | |
IQVIA Holdings, Inc.(1) | 26,533 | 7,486 | |
Quest Diagnostics, Inc. | 48,355 | 8,366 | |
ResMed, Inc. | 53,461 | 13,926 | |
STERIS plc | 30,145 | 7,338 | |
Teleflex, Inc. | 40,692 | 13,366 | |
Veeva Systems, Inc. Class A(1) | 41,971 | 10,723 | |
West Pharmaceutical Services, Inc. | 30,839 | 14,464 | |
129,984 | |||
Industrials—16.6% | |||
AMETEK, Inc. | 86,037 | 12,651 | |
Carrier Global Corp. | 223,112 | 12,102 | |
Copart, Inc.(1) | 93,100 | 14,116 | |
Cummins, Inc. | 67,289 | 14,678 | |
Dover Corp. | 38,729 | 7,033 | |
EMCOR Group, Inc. | 92,586 | 11,794 | |
Fair Isaac Corp.(1) | 32,290 | 14,003 | |
Graco, Inc. | 164,284 | 13,245 | |
L3Harris Technologies, Inc. | 56,411 | 12,029 | |
Leidos Holdings, Inc. | 133,354 | 11,855 | |
Masco Corp. | 208,041 | 14,609 | |
Mercury Systems, Inc.(1) | 137,819 | 7,588 | |
Norfolk Southern Corp. | 46,101 | 13,725 | |
Northrop Grumman Corp. | 34,107 | 13,202 | |
Old Dominion Freight Line, Inc. | 19,593 | 7,022 | |
Republic Services, Inc. Class A | 98,943 | 13,798 | |
Roper Technologies, Inc. | 27,570 | 13,561 |
Shares | Value | ||
Industrials—continued | |||
Stanley Black & Decker, Inc. | 64,385 | $ 12,144 | |
Toro Co. (The) | 68,005 | 6,794 | |
TransUnion | 118,396 | 14,039 | |
239,988 | |||
Information Technology—13.4% | |||
Broadcom, Inc. | 21,013 | 13,982 | |
Cadence Design Systems, Inc.(1) | 75,270 | 14,027 | |
Global Payments, Inc. | 79,317 | 10,722 | |
Hewlett Packard Enterprise Co. | 865,553 | 13,650 | |
HP, Inc. | 460,830 | 17,359 | |
Jabil, Inc. | 115,783 | 8,145 | |
Jack Henry & Associates, Inc. | 83,120 | 13,880 | |
Keysight Technologies, Inc.(1) | 35,039 | 7,236 | |
Micron Technology, Inc. | 177,190 | 16,505 | |
Motorola Solutions, Inc. | 24,899 | 6,765 | |
Skyworks Solutions, Inc. | 75,956 | 11,784 | |
Synopsys, Inc.(1) | 39,323 | 14,491 | |
Teledyne Technologies, Inc.(1) | 37,714 | 16,477 | |
Teradyne, Inc. | 175,898 | 28,765 | |
193,788 | |||
Materials—6.3% | |||
Ball Corp. | 138,366 | 13,321 | |
Celanese Corp. | 77,595 | 13,041 | |
FMC Corp. | 98,305 | 10,803 | |
LyondellBasell Industries NV Class A | 142,667 | 13,158 | |
Packaging Corp. of America | 77,269 | 10,520 | |
Reliance Steel & Aluminum Co. | 87,228 | 14,150 | |
Royal Gold, Inc. | 147,688 | 15,538 | |
90,531 | |||
Real Estate—5.1% | |||
Alexandria Real Estate Equities, Inc. | 33,430 | 7,453 | |
American Tower Corp. | 49,703 | �� 14,538 | |
Medical Properties Trust, Inc. | 508,455 | 12,015 | |
National Health Investors, Inc. | 154,682 | 8,890 | |
Prologis, Inc. | 66,019 | 11,115 | |
Realty Income Corp. | 92,515 | 6,623 | |
Sun Communities, Inc. | 64,742 | 13,594 | |
74,228 | |||
Utilities—9.5% | |||
Alliant Energy Corp. | 237,274 | 14,585 | |
American Water Works Co., Inc. | 69,926 | 13,206 |
Shares | Value | ||
Utilities—continued | |||
Atmos Energy Corp. | 209,180 | $ 21,916 | |
DTE Energy Co. | 69,629 | 8,323 | |
Eversource Energy | 179,517 | 16,333 | |
ONE Gas, Inc. | 124,325 | 9,646 | |
Sempra Energy | 106,319 | 14,064 | |
WEC Energy Group, Inc. | 187,779 | 18,228 | |
Xcel Energy, Inc. | 312,998 | 21,190 | |
137,491 | |||
Total Common Stocks (Identified Cost $1,113,219) | 1,437,920 | ||
Total Long-Term Investments—99.5% (Identified Cost $1,113,219) | 1,437,920 | ||
Shares | Value | ||
Short-Term Investment—0.7% | |||
Money Market Mutual Fund—0.7% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 10,031,698 | $ 10,032 | |
Total Short-Term Investment (Identified Cost $10,032) | 10,032 | ||
TOTAL INVESTMENTS—100.2% (Identified Cost $1,123,251) | $1,447,952 | ||
Other assets and liabilities, net—(0.2)% | (2,222) | ||
NET ASSETS—100.0% | $1,445,730 |
Abbreviation: | |
MSCI | Morgan Stanley Capital International |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $1,437,920 | $1,437,920 | |
Money Market Mutual Fund | 10,032 | 10,032 | |
Total Investments | $1,447,952 | $1,447,952 |
Shares | Value | ||
Common Stocks—98.4% | |||
Communication Services—2.2% | |||
Cogeco Communications, Inc. | 60,955 | $ 4,854 | |
Cogent Communications Holdings, Inc. | 58,455 | 4,278 | |
TEGNA, Inc. | 121,805 | 2,260 | |
11,392 | |||
Consumer Discretionary—12.2% | |||
Acushnet Holdings Corp. | 90,859 | 4,823 | |
Fox Factory Holding Corp.(1) | 16,027 | 2,726 | |
KB Home | 184,058 | 8,233 | |
Leslie’s, Inc.(1) | 128,067 | 3,030 | |
Lithia Motors, Inc. | 6,658 | 1,977 | |
Malibu Boats, Inc. Class A(1) | 74,094 | 5,093 | |
MDC Holdings, Inc. | 147,825 | 8,253 | |
SiteOne Landscape Supply, Inc.(1) | 14,072 | 3,409 | |
Standard Motor Products, Inc. | 44,860 | 2,350 | |
TopBuild Corp.(1) | 20,934 | 5,776 | |
Wendy’s Co. (The) | 214,210 | 5,109 | |
Wingstop, Inc. | 15,197 | 2,626 | |
Winnebago Industries, Inc. | 76,040 | 5,697 | |
YETI Holdings, Inc.(1) | 60,749 | 5,032 | |
64,134 | |||
Consumer Staples—1.5% | |||
Nomad Foods Ltd.(1) | 126,375 | 3,209 | |
Simply Good Foods Co. (The)(1) | 50,235 | 2,088 | |
WD-40 Co. | 10,271 | 2,513 | |
7,810 | |||
Energy—3.0% | |||
Delek Logistics Partners LP | 95,397 | 4,076 | |
HollyFrontier Corp. | 158,411 | 5,193 | |
Matador Resources Co. | 87,278 | 3,222 | |
Ovintiv, Inc. | 104,263 | 3,514 | |
16,005 | |||
Financials—29.6% | |||
AllianceBernstein Holding LP | 86,216 | 4,211 | |
Apollo Commercial Real Estate Finance, Inc. | 316,191 | 4,161 | |
Arbor Realty Trust, Inc. | 231,889 | 4,248 | |
Atlantic Union Bankshares Corp. | 102,465 | 3,821 | |
BancFirst Corp. | 40,572 | 2,863 | |
Bank of Hawaii Corp. | 32,458 | 2,719 | |
Blackstone Mortgage Trust, Inc. Class A | 231,957 | 7,103 | |
Cannae Holdings, Inc.(1) | 53,661 | 1,886 | |
CNO Financial Group, Inc. | 116,457 | 2,776 | |
Commerce Bancshares, Inc. | 33,830 | 2,326 |
Shares | Value | ||
Financials—continued | |||
Community Bank System, Inc. | 114,610 | $ 8,536 | |
Compass Diversified Holdings | 84,569 | 2,586 | |
Enterprise Financial Services Corp. | 89,565 | 4,218 | |
Essent Group Ltd. | 107,012 | 4,872 | |
Federal Agricultural Mortgage Corp. Class C | 15,743 | 1,951 | |
First American Financial Corp. | 68,059 | 5,324 | |
First Citizens BancShares, Inc. Class A | 3,046 | 2,528 | |
First Interstate BancSystem, Inc. Class A | 52,233 | 2,124 | |
Glacier Bancorp, Inc. | 88,251 | 5,004 | |
Globe Life, Inc. | 41,438 | 3,884 | |
Hamilton Lane, Inc. Class A | 50,273 | 5,209 | |
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 84,345 | 4,480 | |
Hanover Insurance Group, Inc. (The) | 31,582 | 4,139 | |
Horace Mann Educators Corp. | 115,168 | 4,457 | |
Houlihan Lokey, Inc. Class A | 50,301 | 5,207 | |
Independent Bank Corp. | 50,341 | 4,104 | |
Kinsale Capital Group, Inc. | 27,030 | 6,430 | |
Meta Financial Group, Inc. | 47,500 | 2,834 | |
Old Republic International Corp. | 194,942 | 4,792 | |
PennyMac Financial Services, Inc. | 43,378 | 3,027 | |
Primerica, Inc. | 16,561 | 2,538 | |
PROG Holdings, Inc.(1) | 51,842 | 2,339 | |
Radian Group, Inc. | 223,728 | 4,727 | |
Selective Insurance Group, Inc. | 31,834 | 2,609 | |
SouthState Corp. | 47,566 | 3,811 | |
Stifel Financial Corp. | 53,254 | 3,750 | |
United Community Banks, Inc. | 112,337 | 4,037 | |
Valley National Bancorp | 312,665 | 4,299 | |
Walker & Dunlop, Inc. | 39,238 | 5,920 | |
155,850 | |||
Health Care—4.6% | |||
Addus HomeCare Corp.(1) | 54,732 | 5,118 | |
Chemed Corp. | 10,116 | 5,352 | |
CONMED Corp. | 34,009 | 4,821 | |
Encompass Health Corp. | 47,615 | 3,107 | |
Ensign Group, Inc. (The) | 33,775 | 2,836 | |
Medpace Holdings, Inc.(1) | 13,626 | 2,965 | |
24,199 | |||
Industrials—17.2% | |||
ABM Industries, Inc. | 75,416 | 3,081 |
Shares | Value | ||
Industrials—continued | |||
Allison Transmission Holdings, Inc. | 61,707 | $ 2,243 | |
Brady Corp. Class A | 89,308 | 4,814 | |
CBIZ, Inc.(1) | 131,413 | 5,141 | |
Curtiss-Wright Corp. | 36,193 | 5,019 | |
Douglas Dynamics, Inc. | 115,088 | 4,495 | |
EMCOR Group, Inc. | 25,954 | 3,306 | |
ESCO Technologies, Inc. | 26,823 | 2,414 | |
Exponent, Inc. | 25,977 | 3,032 | |
Federal Signal Corp. | 57,397 | 2,488 | |
Hillenbrand, Inc. | 57,189 | 2,973 | |
ITT, Inc. | 27,464 | 2,806 | |
KBR, Inc. | 61,172 | 2,913 | |
ManTech International Corp. Class A | 57,851 | 4,219 | |
McGrath RentCorp | 63,792 | 5,120 | |
Mercury Systems, Inc.(1) | 53,366 | 2,938 | |
MSA Safety, Inc. | 12,944 | 1,954 | |
Simpson Manufacturing Co., Inc. | 22,316 | 3,103 | |
SkyWest, Inc.(1) | 80,535 | 3,165 | |
SPX Corp.(1) | 44,280 | 2,643 | |
Tetra Tech, Inc. | 12,742 | 2,164 | |
Toro Co. (The) | 25,348 | 2,532 | |
Triton International Ltd. | 69,543 | 4,189 | |
UFP Industries, Inc. | 61,959 | 5,701 | |
Watts Water Technologies, Inc. Class A | 17,977 | 3,491 | |
Werner Enterprises, Inc. | 102,017 | 4,862 | |
90,806 | |||
Information Technology—10.7% | |||
AudioCodes Ltd. | 114,637 | 3,982 | |
Cirrus Logic, Inc.(1) | 25,965 | 2,389 | |
Diodes, Inc.(1) | 55,175 | 6,059 | |
ePlus, Inc.(1) | 80,013 | 4,311 | |
Fabrinet (1) | 32,881 | 3,895 | |
FormFactor, Inc.(1) | 110,402 | 5,048 | |
Jabil, Inc. | 55,091 | 3,876 | |
Methode Electronics, Inc. | 84,578 | 4,159 | |
MKS Instruments, Inc. | 33,287 | 5,798 | |
Progress Software Corp. | 96,735 | 4,669 | |
Sapiens International Corp. N.V. | 73,879 | 2,545 | |
SMART Global Holdings, Inc.(1) | 90,975 | 6,458 | |
SPS Commerce, Inc.(1) | 22,675 | 3,228 | |
56,417 | |||
Materials—5.6% | |||
Cabot Corp. | 44,990 | 2,528 | |
Commercial Metals Co. | 78,027 | 2,832 | |
Gold Fields Ltd. Sponsored ADR | 384,060 | 4,221 | |
Innospec, Inc. | 12,519 | 1,131 | |
Kaiser Aluminum Corp. | 28,233 | 2,652 | |
Royal Gold, Inc. | 23,449 | 2,467 | |
Silgan Holdings, Inc. | 114,166 | 4,891 | |
Sonoco Products Co. | 64,005 | 3,705 |
Shares | Value | ||
Materials—continued | |||
Stepan Co. | 42,276 | $ 5,255 | |
29,682 | |||
Real Estate—3.9% | |||
Agree Realty Corp. | 61,008 | 4,354 | |
American Assets Trust, Inc. | 49,000 | 1,839 | |
National Health Investors, Inc. | 80,633 | 4,634 | |
Rexford Industrial Realty, Inc. | 34,039 | 2,761 | |
STAG Industrial, Inc. | 89,743 | 4,304 | |
Terreno Realty Corp. | 33,794 | 2,882 | |
20,774 | |||
Utilities—7.9% | |||
American States Water Co. | 31,180 | 3,225 | |
Black Hills Corp. | 91,284 | 6,442 | |
California Water Service Group | 44,492 | 3,197 | |
IDACORP, Inc. | 49,266 | 5,582 | |
NorthWestern Corp. | 91,551 | 5,233 | |
ONE Gas, Inc. | 117,225 | 9,096 | |
Spire, Inc. | 76,892 | 5,015 | |
Unitil Corp. | 80,853 | 3,719 | |
41,509 | |||
Total Common Stocks (Identified Cost $385,961) | 518,578 | ||
Shares | Value | ||
Exchange-Traded Fund—0.5% | |||
Invesco S&P 500 Equal Weight ETF(2) | 16,045 | $ 2,611 | |
Total Exchange-Traded Fund (Identified Cost $2,246) | 2,611 | ||
Total Long-Term Investments—98.9% (Identified Cost $388,207) | 521,189 | ||
Short-Term Investment—3.0% | |||
Money Market Mutual Fund—3.0% | |||
Dreyfus Government Cash Management Fund - Institutional Shares (seven-day effective yield 0.030%)(2) | 15,600,364 | 15,600 | |
Total Short-Term Investment (Identified Cost $15,600) | 15,600 | ||
TOTAL INVESTMENTS—101.9% (Identified Cost $403,807) | $536,789 | ||
Other assets and liabilities, net—(1.9)% | (10,088) | ||
NET ASSETS—100.0% | $526,701 |
Abbreviations: | |
ADR | American Depositary Receipt |
ETF | Exchange-Traded Fund |
LP | Limited Partnership |
S&P | Standard & Poor’s |
Footnote Legend: | |
(1) | Non-income producing. |
(2) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
Country Weightings† | |
United States | 95% |
Bermuda | 2 |
Israel | 1 |
Canada | 1 |
South Africa | 1 |
Total | 100% |
† % of total investments as of December 31, 2021. |
Total Value at December 31, 2021 | Level 1 Quoted Prices | ||
Assets: | |||
Equity Securities: | |||
Common Stocks | $518,578 | $518,578 | |
Exchange-Traded Fund | 2,611 | 2,611 | |
Money Market Mutual Fund | 15,600 | 15,600 | |
Total Investments | $536,789 | $536,789 |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | AllianzGI Global Small-Cap Fund | AllianzGI Health Sciences Fund | ||||
Assets | |||||||
Investment in securities at value(1) | $ 286,350 | $ 1,446,100 | $ 88,751 | $ 204,062 | |||
Foreign currency at value(2) | 77 | — | 529 | — | |||
Cash | 100 | 500 | 366 | 100 | |||
Receivables | |||||||
Investment securities sold | — | — | 225 | 22 | |||
Fund shares sold | 833 | 377 | 5 | 1,656 | |||
Dividends and interest | 1,064 | 168 | 47 | 44 | |||
Tax reclaims | 50 | — | 155 | 298 | |||
Prepaid expenses | 49 | 80 | 33 | 35 | |||
Other assets | 97 | 349 | 75 | 63 | |||
Total assets | 288,620 | 1,447,574 | 90,186 | 206,280 | |||
Liabilities | |||||||
Payables | |||||||
Fund shares repurchased | 420 | 1,599 | 305 | 159 | |||
Investment securities purchased | — | — | 413 | — | |||
Foreign capital gains tax | 798 | — | — | — | |||
Investment advisory fees | 151 | 553 | 69 | 136 | |||
Distribution and service fees | 7 | 224 | 12 | 40 | |||
Administration and accounting fees | 24 | 120 | 8 | 17 | |||
Transfer agent and sub-transfer agent fees and expenses | 61 | 191 | 20 | 40 | |||
Professional fees | 14 | 20 | 20 | 20 | |||
Trustee deferred compensation plan | 97 | 349 | 75 | 63 | |||
Interest expense and/or commitment fees | — | 1 | — | — | |||
Other accrued expenses | 88 | 103 | 23 | 21 | |||
Total liabilities | 1,660 | 3,160 | 945 | 496 | |||
Net Assets | $ 286,960 | $ 1,444,414 | $ 89,241 | $ 205,784 | |||
Net Assets Consist of: | |||||||
Capital paid in on shares of beneficial interest | $ 252,400 | $ 676,020 | $ 68,670 | $ 167,302 | |||
Accumulated earnings (loss) | 34,560 | 768,394 | 20,571 | 38,482 | |||
Net Assets | $ 286,960 | $ 1,444,414 | $ 89,241 | $ 205,784 | |||
Net Assets: | |||||||
Class A | $ 28,860 | $ 869,165 | $ 46,063 | $ 176,160 | |||
Class C | $ 1,085 | $ 42,229 | $ 2,653 | $ 4,121 | |||
Class P | $ 9,119 | $ 95,667 | $ 3,007 | $ 2,443 | |||
Institutional Class | $ 211,791 | $ 221,615 | $ 37,518 | $ 23,060 | |||
Class R6 | $ 36,105 | $ 207,306 | $ — | $ — | |||
Administrative Class | $ — | $ 8,432 | $ — | $ — | |||
Shares Outstanding (unlimited number of shares authorized, no par value): | |||||||
Class A | 868,536 | 12,152,704 | 1,200,414 | 5,141,341 | |||
Class C | 32,486 | 1,283,342 | 94,296 | 190,594 | |||
Class P | 282,399 | 2,115,128 | 69,209 | 69,644 | |||
Institutional Class | 6,399,155 | 3,498,882 | 847,295 | 656,112 | |||
Class R6 | 1,098,347 | 3,259,945 | — | — | |||
Administrative Class | — | 151,140 | — | — |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | AllianzGI Global Small-Cap Fund | AllianzGI Health Sciences Fund | ||||
Net Asset Value and Redemption Price Per Share:* | |||||||
Class A | $ 33.23 | $ 71.52 | $ 38.37 | $ 34.26 | |||
Class C | $ 33.38 | $ 32.91 | $ 28.13 | $ 21.62 | |||
Class P | $ 32.29 | $ 45.23 | $ 43.46 | $ 35.08 | |||
Institutional Class | $ 33.10 | $ 63.34 | $ 44.28 | $ 35.15 | |||
Class R6 | $ 32.87 | $ 63.59 | $ — | $ — | |||
Administrative Class | $ — | $ 55.79 | $ — | $ — | |||
Maximum Offering Price Per Share (NAV/(1-Maximum Sales Charge)): | |||||||
Class A | $ 35.16 | $ 75.68 | $ 40.60 | $ 36.25 | |||
Maximum Sales Charge - Class A | 5.50% | 5.50% | 5.50% | 5.50% | |||
(1) Investment in securities at cost | $ 241,071 | $ 703,055 | $ 68,346 | $ 173,377 | |||
(2) Foreign currency at cost | $ 77 | $ — | $ 523 | $ — |
* | Net Asset Value and Redemption Price Per Share are calculated using unrounded net assets. |
AllianzGI Income & Growth Fund | AllianzGI Mid-Cap Growth Fund | AllianzGI Small-Cap Fund | AllianzGI Technology Fund | ||||
Assets | |||||||
Investment in securities at value(1) | $ 7,452,090 | $ 483,820 | $ 184,932 | $ 2,372,101 | |||
Investment in affiliates at value(2) | 16,699 | — | — | — | |||
Foreign currency at value(3) | — | — | — | 4,713 | |||
Cash | 1,039 | 100 | 301 | 500 | |||
Due from broker | 304 | — | — | 11 | |||
Receivables | |||||||
Investment securities sold | — | — | 3 | — | |||
Fund shares sold | 9,766 | 330 | 305 | 1,088 | |||
Dividends and interest | 41,158 | 54 | 80 | 1,097 | |||
Tax reclaims | — | — | — | 54 | |||
Prepaid expenses | 226 | 60 | 39 | 104 | |||
Other assets | 905 | 95 | 21 | 537 | |||
Total assets | 7,522,187 | 484,459 | 185,681 | 2,380,205 | |||
Liabilities | |||||||
Written options at value(4) | 753 | — | — | 4,970 | |||
Payables | |||||||
Fund shares repurchased | 4,177 | 488 | 345 | 13,680 | |||
Investment securities purchased | — | 730 | 201 | — | |||
Dividend distributions | — (a) | — | — | — | |||
Investment advisory fees | 4,083 | 194 | 91 | 1,811 | |||
Distribution and service fees | 1,814 | 96 | 22 | 218 | |||
Administration and accounting fees | 616 | 41 | 16 | 199 | |||
Transfer agent and sub-transfer agent fees and expenses | 997 | 76 | 48 | 217 | |||
Professional fees | 18 | 18 | 19 | 22 | |||
Trustee deferred compensation plan | 905 | 95 | 21 | 537 | |||
Interest expense and/or commitment fees | — | 2 | — | — | |||
Other accrued expenses | 454 | 48 | 34 | 214 | |||
Total liabilities | 13,817 | 1,788 | 797 | 21,868 | |||
Net Assets | $ 7,508,370 | $ 482,671 | $ 184,884 | $ 2,358,337 | |||
Net Assets Consist of: | |||||||
Capital paid in on shares of beneficial interest | $ 6,852,333 | $ 330,355 | $ 138,186 | $ 1,488,547 | |||
Accumulated earnings (loss) | 656,037 | 152,316 | 46,698 | 869,790 | |||
Net Assets | $ 7,508,370 | $ 482,671 | $ 184,884 | $ 2,358,337 | |||
Net Assets: | |||||||
Class A | $ 2,566,178 | $ 369,949 | $ 87,427 | $ 807,002 | |||
Class C | $ 1,520,489 | $ 12,229 | $ 4,869 | $ 48,978 | |||
Class P | $ 1,713,917 | $ 18,287 | $ 26,207 | $ 120,374 | |||
Institutional Class | $ 1,707,786 | $ 79,420 | $ 57,073 | $ 1,366,346 | |||
Class R6 | $ — | $ — | $ 9,308 | $ — | |||
Administrative Class | $ — | $ 2,786 | $ — | $ 15,637 | |||
Shares Outstanding (unlimited number of shares authorized, no par value): | |||||||
Class A | 191,851,397 | 81,960,757 | 3,525,739 | 13,039,835 | |||
Class C | 126,792,751 | 4,154,938 | 210,189 | 2,051,869 | |||
Class P | 124,143,246 | 3,194,824 | 1,040,856 | 1,513,968 | |||
Institutional Class | 122,243,938 | 13,689,921 | 2,250,203 | 16,475,116 | |||
Class R6 | — | — | 366,098 | — | |||
Administrative Class | — | 555,001 | — | 218,945 |
AllianzGI Income & Growth Fund | AllianzGI Mid-Cap Growth Fund | AllianzGI Small-Cap Fund | AllianzGI Technology Fund | ||||
Net Asset Value and Redemption Price Per Share:* | |||||||
Class A | $ 13.38 | $ 4.51 | $ 24.80 | $ 61.89 | |||
Class C | $ 11.99 | $ 2.94 | $ 23.17 | $ 23.87 | |||
Class P | $ 13.81 | $ 5.72 | $ 25.18 | $ 79.51 | |||
Institutional Class | $ 13.97 | $ 5.80 | $ 25.36 | $ 82.93 | |||
Class R6 | $ — | $ — | $ 25.42 | $ — | |||
Administrative Class | $ — | $ 5.02 | $ — | $ 71.42 | |||
Maximum Offering Price Per Share (NAV/(1-Maximum Sales Charge)): | |||||||
Class A | $ 14.16 | $ 4.77 | $ 26.24 | $ 65.49 | |||
Maximum Sales Charge - Class A | 5.50% | 5.50% | 5.50% | 5.50% | |||
(1) Investment in securities at cost | $ 6,961,615 | $ 346,012 | $ 141,419 | $ 1,637,812 | |||
(2) Investment in affiliates at cost | $ 24,558 | $ — | $ — | $ — | |||
(3) Foreign currency at cost | $ — | $ — | $ — | $ 4,061 | |||
(4) Written options premiums received | $ 1,195 | $ — | $ — | $ 13,594 |
(a) | Amount is less than $500. |
* | Net Asset Value and Redemption Price Per Share are calculated using unrounded net assets. |
NFJ Dividend Value Fund | NFJ International Value Fund | NFJ Large-Cap Value Fund | NFJ Mid-Cap Value Fund | ||||
Assets | |||||||
Investment in securities at value(1) | $ 909,827 | $ 145,244 | $ 343,505 | $ 1,447,952 | |||
Foreign currency at value(2) | — | 18 | — | — | |||
Cash | 100 | 100 | 100 | 500 | |||
Receivables | |||||||
Investment securities sold | 889 | 4,052 | — | 20,302 | |||
Fund shares sold | 116 | 56 | 121 | 1,580 | |||
Dividends and interest | 2,030 | 374 | 277 | 2,177 | |||
Tax reclaims | 179 | 379 | 42 | 18 | |||
Prepaid expenses | 72 | 53 | 61 | 91 | |||
Other assets | 2,106 | 442 | 256 | 428 | |||
Total assets | 915,319 | 150,718 | 344,362 | 1,473,048 | |||
Liabilities | |||||||
Payables | |||||||
Fund shares repurchased | 3,524 | 86 | 143 | 10,912 | |||
Investment securities purchased | 1,509 | 3,605 | — | 14,657 | |||
Investment advisory fees | 345 | 75 | 126 | 542 | |||
Distribution and service fees | 460 | 44 | 43 | 170 | |||
Administration and accounting fees | 74 | 13 | 28 | 120 | |||
Transfer agent and sub-transfer agent fees and expenses | 207 | 63 | 84 | 300 | |||
Professional fees | 18 | 22 | 19 | 20 | |||
Trustee deferred compensation plan | 2,106 | 442 | 256 | 428 | |||
Interest expense and/or commitment fees | 1 | — | — | 1 | |||
Other accrued expenses | 98 | 6 | 42 | 168 | |||
Total liabilities | 8,342 | 4,356 | 741 | 27,318 | |||
Net Assets | $ 906,977 | $ 146,362 | $ 343,621 | $ 1,445,730 | |||
Net Assets Consist of: | |||||||
Capital paid in on shares of beneficial interest | $ 647,373 | $ 563,160 | $ 246,256 | $ 1,096,319 | |||
Accumulated earnings (loss) | 259,604 | (416,798) | 97,365 | 349,411 | |||
Net Assets | $ 906,977 | $ 146,362 | $ 343,621 | $ 1,445,730 | |||
Net Assets: | |||||||
Class A | $ 451,371 | $ 67,110 | $ 191,835 | $ 606,347 | |||
Class C | $ 17,547 | $ 2,671 | $ 3,664 | $ 38,819 | |||
Class P | $ 197,099 | $ 23,965 | $ 19,292 | $ 185,107 | |||
Institutional Class | $ 111,872 | $ 47,797 | $ 128,192 | $ 484,097 | |||
Class R6 | $ 91,325 | $ 2,845 | $ 97 | $ 87,312 | |||
Administrative Class | $ 37,763 | $ 1,974 | $ 541 | $ 44,048 | |||
Shares Outstanding (unlimited number of shares authorized, no par value): | |||||||
Class A | 33,502,586 | 3,016,076 | 5,584,847 | 17,653,728 | |||
Class C | 1,270,179 | 122,269 | 105,457 | 1,443,678 | |||
Class P | 14,460,831 | 1,069,496 | 555,576 | 7,132,861 | |||
Institutional Class | 8,219,879 | 2,131,682 | 3,751,565 | 12,990,056 | |||
Class R6 | 6,746,936 | 127,019 | 2,827 | 2,344,807 | |||
Administrative Class | 2,715,867 | 88,252 | 15,481 | 1,233,820 | |||
Net Asset Value and Redemption Price Per Share:* | |||||||
Class A | $ 13.47 | $ 22.25 | $ 34.35 | $ 34.35 | |||
Class C | $ 13.81 | $ 21.85 | $ 34.74 | $ 26.89 | |||
Class P | $ 13.63 | $ 22.41 | $ 34.72 | $ 25.95 | |||
Institutional Class | $ 13.61 | $ 22.42 | $ 34.17 | $ 37.27 | |||
Class R6 | $ 13.54 | $ 22.40 | $ 34.15 | $ 37.24 | |||
Administrative Class | $ 13.90 | $ 22.37 | $ 34.94 | $ 35.70 |
NFJ Dividend Value Fund | NFJ International Value Fund | NFJ Large-Cap Value Fund | NFJ Mid-Cap Value Fund | ||||
Maximum Offering Price Per Share (NAV/(1-Maximum Sales Charge)): | |||||||
Class A | $ 14.25 | $ 23.54 | $ 36.35 | $ 36.35 | |||
Maximum Sales Charge - Class A | 5.50% | 5.50% | 5.50% | 5.50% | |||
(1) Investment in securities at cost | $ 661,657 | $ 127,186 | $ 254,195 | $ 1,123,251 | |||
(2) Foreign currency at cost | $ — | $ 17 | $ — | $ — |
* | Net Asset Value and Redemption Price Per Share are calculated using unrounded net assets. |
NFJ Small-Cap Value Fund | |
Assets | |
Investment in securities at value(1) | $ 536,789 |
Cash | 100 |
Receivables | |
Investment securities sold | 32 |
Fund shares sold | 313 |
Dividends and interest | 685 |
Tax reclaims | 11 |
Prepaid expenses | 60 |
Other assets | 1,768 |
Total assets | 539,758 |
Liabilities | |
Due to custodian | 32 |
Payables | |
Fund shares repurchased | 9,864 |
Investment advisory fees | 255 |
Distribution and service fees | 780 |
Administration and accounting fees | 44 |
Transfer agent and sub-transfer agent fees and expenses | 211 |
Professional fees | 20 |
Trustee deferred compensation plan | 1,768 |
Other accrued expenses | 83 |
Total liabilities | 13,057 |
Net Assets | $ 526,701 |
Net Assets Consist of: | |
Capital paid in on shares of beneficial interest | $ 399,159 |
Accumulated earnings (loss) | 127,542 |
Net Assets | $ 526,701 |
Net Assets: | |
Class A | $ 306,710 |
Class C | $ 1,643 |
Class P | $ 20,679 |
Institutional Class | $ 79,187 |
Class R6 | $ 80,826 |
Administrative Class | $ 37,656 |
Shares Outstanding (unlimited number of shares authorized, no par value): | |
Class A | 19,975,710 |
Class C | 122,948 |
Class P | 1,129,148 |
Institutional Class | 4,264,879 |
Class R6 | 4,401,332 |
Administrative Class | 2,456,395 |
Net Asset Value and Redemption Price Per Share:* | |
Class A | $ 15.35 |
Class C | $ 13.36 |
Class P | $ 18.31 |
Institutional Class | $ 18.57 |
Class R6 | $ 18.36 |
Administrative Class | $ 15.33 |
NFJ Small-Cap Value Fund | |
Maximum Offering Price Per Share (NAV/(1-Maximum Sales Charge)): | |
Class A | $ 16.24 |
Maximum Sales Charge - Class A | 5.50% |
(1) Investment in securities at cost | $ 403,807 |
* | Net Asset Value and Redemption Price Per Share are calculated using unrounded net assets. |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | AllianzGI Global Small-Cap Fund | AllianzGI Health Sciences Fund | AllianzGI Income & Growth Fund | |||||
Investment Income | |||||||||
Dividends | $ 5,695 | $ 3,270 | $ 493 | $ 861 | $ 19,985 | ||||
Dividends from affiliates | — | — | — | — | 278 | ||||
Interest | — | — | — | — | 60,908 | ||||
Foreign taxes withheld | (845) | — | (30) | (5) | (21) | ||||
Total investment income | 4,850 | 3,270 | 463 | 856 | 81,150 | ||||
Expenses | |||||||||
Investment advisory fees | 1,240 | 3,343 | 432 | 807 | 23,756 | ||||
Distribution and service fees, Class A | 40 | 1,115 | 62 | 220 | 3,126 | ||||
Distribution and service fees, Class C | 6 | 239 | 15 | 19 | 7,537 | ||||
Distribution and service fees, Administrative Class | — | 9 | — | — | — | ||||
Administration and accounting fees | 146 | 728 | 51 | 103 | 3,565 | ||||
Transfer agent fees and expenses | 66 | 346 | 23 | 50 | 1,614 | ||||
Sub-transfer agent fees and expenses, Class A | 22 | 260 | 26 | 73 | 691 | ||||
Sub-transfer agent fees and expenses, Class C | 1 | 14 | 2 | 2 | 504 | ||||
Sub-transfer agent fees and expenses, Class P | 4 | 42 | 2 | — (1) | 719 | ||||
Sub-transfer agent fees and expenses, Institutional Class | 117 | 67 | 14 | 11 | 586 | ||||
Sub-transfer agent fees and expenses, Administrative Class | — | 2 | — | — | — | ||||
Custodian fees | 50 | 18 | 11 | 3 | 105 | ||||
Printing fees and expenses | 9 | 30 | 3 | 5 | 152 | ||||
Professional fees | 20 | 21 | 17 | 18 | 42 | ||||
Interest expense and/or commitment fees | — (1) | 4 | — (1) | — (1) | 15 | ||||
Registration fees | 18 | 24 | 19 | 12 | 69 | ||||
Trustees’ fees and expenses | 23 | 112 | 8 | 15 | 542 | ||||
Miscellaneous expenses | 20 | 50 | 8 | 20 | 96 | ||||
Total expenses | 1,782 | 6,424 | 693 | 1,358 | 43,119 | ||||
Less net expenses reimbursed and/or waived by investment adviser and/or administrator (2) | (352) | (31) | 4 | — (1) | (37) | ||||
Net expenses | 1,430 | 6,393 | 697 | 1,358 | 43,082 | ||||
Net investment income (loss) | 3,420 | (3,123) | (234) | (502) | 38,068 | ||||
Net Realized and Unrealized Gain (Loss) on Investments | |||||||||
Net realized gain (loss) from: | |||||||||
Investments | 103 | 95,124 | 2,427 | 21,827 | 194,026 | ||||
Investment in affiliates | — | — | — | — | 225 | ||||
Foreign currency transactions | 17 | — | 3 | 2 | — | ||||
Foreign capital gains tax | (508) | — | — | — | — | ||||
Forward foreign currency transactions | 89 | — | (5) | — | — | ||||
Written options | — | — | — | — | 2,500 | ||||
Net change in unrealized appreciation (depreciation) on: | |||||||||
Investments | (34,744) | 20,808 | (2,024) | (1,974) | 51,415 | ||||
Investment in affiliates | — | — | — | — | 212 | ||||
Foreign currency transactions | 6 | — | 2 | — (1) | — | ||||
Foreign capital gains tax | 285 | — | — | — | — | ||||
Written options | — | — | — | — | 3,516 | ||||
Net realized and unrealized gain (loss) on investments | (34,752) | 115,932 | 403 | 19,855 | 251,894 |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | AllianzGI Global Small-Cap Fund | AllianzGI Health Sciences Fund | AllianzGI Income & Growth Fund | |||||
Net increase (decrease) in net assets resulting from operations | $(31,332) | $112,809 | $ 169 | $19,353 | $289,962 |
(1) | Amount is less than $500. |
(2) | See Note 4D in Notes to Financial Statements. |
AllianzGI Mid-Cap Growth Fund | AllianzGI Small-Cap Fund | AllianzGI Technology Fund | NFJ Dividend Value Fund | NFJ International Value Fund | |||||
Investment Income | |||||||||
Dividends | $ 891 | $1,364 | $ 4,042 | $ 11,545 | $ 2,594 | ||||
Foreign taxes withheld | — | (2) | (221) | (263) | (253) | ||||
Total investment income | 891 | 1,362 | 3,821 | 11,282 | 2,341 | ||||
Expenses | |||||||||
Investment advisory fees | 1,193 | 532 | 11,324 | 2,006 | 448 | ||||
Distribution and service fees, Class A | 490 | 110 | 1,046 | 545 | 87 | ||||
Distribution and service fees, Class C | 69 | 24 | 269 | 90 | 15 | ||||
Distribution and service fees, Administrative Class | 4 | — | 26 | 44 | 2 | ||||
Administration and accounting fees | 251 | 91 | 1,229 | 438 | 77 | ||||
Transfer agent fees and expenses | 126 | 43 | 583 | 208 | 37 | ||||
Sub-transfer agent fees and expenses, Class A | 97 | 32 | 352 | 237 | 77 | ||||
Sub-transfer agent fees and expenses, Class C | 4 | 2 | 25 | 10 | 2 | ||||
Sub-transfer agent fees and expenses, Class P | 15 | 18 | 100 | 89 | 13 | ||||
Sub-transfer agent fees and expenses, Institutional Class | 21 | 18 | 361 | 132 | 13 | ||||
Sub-transfer agent fees and expenses, Administrative Class | — (1) | — | 72 | 4 | 1 | ||||
Custodian fees | 8 | 16 | 42 | 16 | 14 | ||||
Printing fees and expenses | 11 | 5 | 54 | 27 | 6 | ||||
Professional fees | 17 | 16 | 27 | 18 | 18 | ||||
Interest expense and/or commitment fees | 3 | 2 | 4 | 2 | — (1) | ||||
Registration fees | 19 | 28 | 28 | 28 | 31 | ||||
Trustees’ fees and expenses | 39 | 13 | 216 | 70 | 13 | ||||
Miscellaneous expenses | 34 | 13 | 72 | 50 | 23 | ||||
Total expenses | 2,401 | 963 | 15,830 | 4,014 | 877 | ||||
Less net expenses reimbursed and/or waived by investment adviser and/or administrator (2) | — | (40) | (57) | (99) | (22) | ||||
Net expenses | 2,401 | 923 | 15,773 | 3,915 | 855 | ||||
Net investment income (loss) | (1,510) | 439 | (11,952) | 7,367 | 1,486 | ||||
Net Realized and Unrealized Gain (Loss) on Investments | |||||||||
Net realized gain (loss) from: | |||||||||
Investments | 35,773 | 5,956 | 230,842 | 60,498 | 6,138 | ||||
Foreign currency transactions | — | — | (36) | — | 6 | ||||
Forward foreign currency transactions | — | — | (25) | — | — | ||||
Written options | — | — | 376 | — | — | ||||
Net change in unrealized appreciation (depreciation) on: | |||||||||
Investments | (15,630) | (329) | (81,644) | 32,791 | (9,677) | ||||
Foreign currency transactions | — | — | 30 | — | (9) | ||||
Written options | — | — | 3,605 | — | — | ||||
Net realized and unrealized gain (loss) on investments | 20,143 | 5,627 | 153,148 | 93,289 | (3,542) | ||||
Net increase (decrease) in net assets resulting from operations | $ 18,633 | $6,066 | $141,196 | $100,656 | $(2,056) |
(1) | Amount is less than $500. |
(2) | See Note 4D in Notes to Financial Statements. |
NFJ Large-Cap Value Fund | NFJ Mid-Cap Value Fund | NFJ Small-Cap Value Fund | |||
Investment Income | |||||
Dividends | $ 2,704 | $ 14,140 | $ 5,279 | ||
Foreign taxes withheld | — (1) | — | (28) | ||
Total investment income | 2,704 | 14,140 | 5,251 | ||
Expenses | |||||
Investment advisory fees | 770 | 4,036 | 1,644 | ||
Distribution and service fees, Class A | 237 | 752 | 399 | ||
Distribution and service fees, Class C | 19 | 194 | 8 | ||
Distribution and service fees, Administrative Class | 1 | 58 | 46 | ||
Administration and accounting fees | 171 | 719 | 271 | ||
Transfer agent fees and expenses | 85 | 348 | 130 | ||
Sub-transfer agent fees and expenses, Class A | 87 | 340 | 230 | ||
Sub-transfer agent fees and expenses, Class C | 2 | 18 | 1 | ||
Sub-transfer agent fees and expenses, Class P | 10 | 120 | 12 | ||
Sub-transfer agent fees and expenses, Institutional Class | 61 | 168 | 25 | ||
Sub-transfer agent fees and expenses, Administrative Class | — (1) | 4 | 48 | ||
Custodian fees | 6 | 37 | 20 | ||
Printing fees and expenses | 9 | 40 | 16 | ||
Professional fees | 17 | 21 | 18 | ||
Interest expense and/or commitment fees | 1 | 4 | 1 | ||
Registration fees | 22 | 26 | 31 | ||
Trustees’ fees and expenses | 38 | 115 | 47 | ||
Miscellaneous expenses | 24 | 68 | 32 | ||
Total expenses | 1,560 | 7,068 | 2,979 | ||
Less net expenses reimbursed and/or waived by investment adviser and/or administrator (2) | — | (874) | (123) | ||
Plus net expenses recaptured | — (1) | — | — | ||
Net expenses | 1,560 | 6,194 | 2,856 | ||
Net investment income (loss) | 1,144 | 7,946 | 2,395 | ||
Net Realized and Unrealized Gain (Loss) on Investments | |||||
Net realized gain (loss) from: | |||||
Investments | 18,970 | 91,943 | 27,188 | ||
Foreign currency transactions | — | — | (2) | ||
Net change in unrealized appreciation (depreciation) on: | |||||
Investments | 11,863 | 23,009 | 4,952 | ||
Foreign currency transactions | — | — | — (1) | ||
Net realized and unrealized gain (loss) on investments | 30,833 | 114,952 | 32,138 | ||
Net increase (decrease) in net assets resulting from operations | $31,977 | $122,898 | $34,533 |
(1) | Amount is less than $500. |
(2) | See Note 4D in Notes to Financial Statements. |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | AllianzGI Global Small-Cap Fund | |||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||
Increase (Decrease) in Net Assets Resulting from Operations | |||||||||||
Net investment income (loss) | $ 3,420 | $ 3,567 | $ (3,123) | $ (5,397) | $ (234) | $ (379) | |||||
Net realized gain (loss) | (299) | 65,009 | 95,124 | 252,636 | 2,425 | 25,830 | |||||
Net change in unrealized appreciation (depreciation) | (34,453) | 35,507 | 20,808 | 239,898 | (2,022) | 10,708 | |||||
Increase (decrease) in net assets resulting from operations | (31,332) | 104,083 | 112,809 | 487,137 | 169 | 36,159 | |||||
Dividends and Distributions to Shareholders | |||||||||||
Net Investment Income and Net Realized Gains: | |||||||||||
Class A | (397) | (332) | (141,631) | (61,955) | (12,359) | (2,066) | |||||
Class C | — | (—) (1) | (12,875) | (7,421) | (853) | (208) | |||||
Class R | — | — | — | (2,811) | — | — | |||||
Class P | (163) | (215) | (23,010) | (11,539) | (726) | (213) | |||||
Institutional Class | (4,023) | (2,694) | (40,132) | (17,047) | (8,802) | (1,361) | |||||
Class R6 | (727) | (371) | (36,559) | (15,711) | — | — | |||||
Administrative Class | — | — | (1,643) | (563) | — | — | |||||
Total dividends and distributions to shareholders | (5,310) | (3,612) | (255,850) | (117,047) | (22,740) | (3,848) | |||||
Change in Net Assets from Capital Transactions (See Note 6): | |||||||||||
Class A | (960) | (11,810) | 82,791 | 19,585 | 7,173 | (1,210) | |||||
Class C | (486) | (1,106) | 2,950 | (8,647) | 138 | (2,124) | |||||
Class R | — | — | — | (24,766) | — | — | |||||
Class P | 2,250 | (10,319) | 4,372 | (5,468) | 102 | (2,742) | |||||
Institutional Class | 32,407 | (52,891) | 36,222 | (12,240) | 5,761 | (2,151) | |||||
Class R6 | 9,888 | 2,631 | 29,788 | 12,989 | — | — | |||||
Administrative Class | — | — | 2,883 | 553 | — | — | |||||
Increase (decrease) in net assets from capital transactions | 43,099 | (73,495) | 159,006 | (17,994) | 13,174 | (8,227) | |||||
Net increase (decrease) in net assets | 6,457 | 26,976 | 15,965 | 352,096 | (9,397) | 24,084 | |||||
Net Assets | |||||||||||
Beginning of period | 280,503 | 253,527 | 1,428,449 | 1,076,353 | 98,638 | 74,554 | |||||
End of Period | $ 286,960 | $ 280,503 | $ 1,444,414 | $ 1,428,449 | $ 89,241 | $ 98,638 |
(1) | Amount is less than $500. |
AllianzGI Health Sciences Fund | AllianzGI Income & Growth Fund | AllianzGI Mid-Cap Growth Fund | |||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||
Increase (Decrease) in Net Assets Resulting from Operations | |||||||||||
Net investment income (loss) | $ (502) | $ (53) | $ 38,068 | $ 64,159 | $ (1,510) | $ (3,184) | |||||
Net realized gain (loss) | 21,829 | 35,049 | 196,751 | 496,113 | 35,773 | 128,765 | |||||
Net increase from payment by affiliate | — | — | — | — | — | 33 | |||||
Net change in unrealized appreciation (depreciation) | (1,974) | 8,655 | 55,143 | 974,178 | (15,630) | 50,638 | |||||
Increase (decrease) in net assets resulting from operations | 19,353 | 43,651 | 289,962 | 1,534,450 | 18,633 | 176,252 | |||||
Dividends and Distributions to Shareholders | |||||||||||
Net Investment Income and Net Realized Gains: | |||||||||||
Class A | (32,177) | (20,304) | (78,311) | (140,468) | (98,558) | (34,098) | |||||
Class C | (981) | (673) | (47,175) | (93,016) | (4,311) | (2,224) | |||||
Class R | — | — | — | (323) | — | (248) | |||||
Class P | (179) | (18) | (57,095) | (106,526) | (4,010) | (1,762) | |||||
Institutional Class | (4,283) | (1,858) | (45,868) | (71,571) | (17,067) | (4,702) | |||||
Administrative Class | — | — | — | — | (664) | (218) | |||||
Total dividends and distributions to shareholders | (37,620) | (22,853) | (228,449) | (411,904) | (124,610) | (43,252) | |||||
Change in Net Assets from Capital Transactions (See Note 6): | |||||||||||
Class A | 22,012 | 2,772 | 141,494 | 388,362 | 77,484 | 11,620 | |||||
Class C | 997 | (697) | 45,290 | 4,472 | 753 | (4,674) | |||||
Class R | — | — | — | (6,855) | — | (2,164) | |||||
Class P | 1,649 | 837 | (131,897) | 272,603 | (10,224) | 10,048 | |||||
Institutional Class | 4,056 | 8,001 | 382,848 | 323,412 | 31,152 | (9,976) | |||||
Administrative Class | — | — | — | — | 455 | 404 | |||||
Increase (decrease) in net assets from capital transactions | 28,714 | 10,913 | 437,735 | 981,994 | 99,620 | 5,258 | |||||
Net increase (decrease) in net assets | 10,447 | 31,711 | 499,248 | 2,104,540 | (6,357) | 138,258 | |||||
Net Assets | |||||||||||
Beginning of period | 195,337 | 163,626 | 7,009,122 | 4,904,582 | 489,028 | 350,770 | |||||
End of Period | $ 205,784 | $ 195,337 | $ 7,508,370 | $ 7,009,122 | $ 482,671 | $ 489,028 |
AllianzGI Small-Cap Fund | AllianzGI Technology Fund | NFJ Dividend Value Fund | |||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||
Increase (Decrease) in Net Assets Resulting from Operations | |||||||||||
Net investment income (loss) | $ 439 | $ (81) | $ (11,952) | $ (22,167) | $ 7,367 | $ 12,582 | |||||
Net realized gain (loss) | 5,956 | 29,832 | 231,157 | 739,284 | 60,498 | 71,321 | |||||
Net change in unrealized appreciation (depreciation) | (329) | 30,187 | (78,009) | 119,755 | 32,791 | 165,714 | |||||
Increase (decrease) in net assets resulting from operations | 6,066 | 59,938 | 141,196 | 836,872 | 100,656 | 249,617 | |||||
Dividends and Distributions to Shareholders | |||||||||||
Net Investment Income and Net Realized Gains: | |||||||||||
Class A | (10,641) | (78) | (225,190) | (139,871) | (24,284) | (5,022) | |||||
Class C | (633) | (—) (1) | (25,330) | (17,152) | (858) | (105) | |||||
Class R | — | — | — | — | — | (460) | |||||
Class P | (3,156) | (73) | (29,704) | (29,816) | (10,977) | (3,256) | |||||
Institutional Class | (6,896) | (131) | (306,251) | (197,487) | (6,166) | (1,922) | |||||
Class R6 | (1,124) | (28) | — | — | (5,034) | (1,275) | |||||
Administrative Class | — | — | (4,114) | (13,247) | (1,961) | (386) | |||||
Total dividends and distributions to shareholders | (22,450) | (310) | (590,589) | (397,573) | (49,280) | (12,426) | |||||
Change in Net Assets from Capital Transactions (See Note 6): | |||||||||||
Class A | 7,726 | (2,656) | 173,770 | 6,290 | 3,662 | (3,614) | |||||
Class C | 428 | (1,549) | 17,793 | 96 | (2,486) | (27,778) | |||||
Class R | — | — | — | — | — | (66,178) | |||||
Class P | (1,834) | 2,947 | (59,421) | 2,894 | (25,732) | (69,232) | |||||
Institutional Class | 27,077 | 1,705 | 209,814 | 135,952 | (17,662) | (27,513) | |||||
Class R6 | 1,515 | (3,921) | — | — | 3,968 | 2,320 | |||||
Administrative Class | — | — | (69,032) | 72,833 | 2,425 | 29 | |||||
Increase (decrease) in net assets from capital transactions | 34,912 | (3,474) | 272,924 | 218,065 | (35,825) | (191,966) | |||||
Net increase (decrease) in net assets | 18,528 | 56,154 | (176,469) | 657,364 | 15,551 | 45,225 | |||||
Net Assets | |||||||||||
Beginning of period | 166,356 | 110,202 | 2,534,806 | 1,877,442 | 891,426 | 846,201 | |||||
End of Period | $ 184,884 | $ 166,356 | $ 2,358,337 | $ 2,534,806 | $ 906,977 | $ 891,426 |
(1) | Amount is less than $500. |
NFJ International Value Fund | NFJ Large-Cap Value Fund | ||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||
Increase (Decrease) in Net Assets Resulting from Operations | |||||||
Net investment income (loss) | $ 1,486 | $ 2,183 | $ 1,144 | $ 2,943 | |||
Net realized gain (loss) | 6,144 | 29,101 | 18,970 | 19,471 | |||
Net change in unrealized appreciation (depreciation) | (9,686) | 16,296 | 11,863 | 77,782 | |||
Increase (decrease) in net assets resulting from operations | (2,056) | 47,580 | 31,977 | 100,196 | |||
Dividends and Distributions to Shareholders | |||||||
Net Investment Income and Net Realized Gains: | |||||||
Class A | (1,146) | (1,133) | (10,609) | (1,253) | |||
Class C | (39) | (71) | (192) | (4) | |||
Class R | — | (62) | — | (5) | |||
Class P | (458) | (494) | (1,080) | (176) | |||
Institutional Class | (879) | (870) | (7,178) | (1,404) | |||
Class R6 | (50) | (35) | (6) | — | |||
Administrative Class | (28) | (92) | (30) | (5) | |||
Total dividends and distributions to shareholders | (2,600) | (2,757) | (19,095) | (2,847) | |||
Change in Net Assets from Capital Transactions (See Note 6): | |||||||
Class A | (3,998) | (1,129) | 62 | (15,877) | |||
Class C | (797) | (5,828) | (543) | (5,531) | |||
Class R | — | (5,730) | — | (1,567) | |||
Class P | (1,922) | (3,918) | (2,010) | (391) | |||
Institutional Class | 1,129 | (1,414) | (5,687) | (2,360) | |||
Class R6 | 176 | 1,073 | 100 | — | |||
Administrative Class | 779 | (1,691) | — (1) | (827) | |||
Increase (decrease) in net assets from capital transactions | (4,633) | (18,637) | (8,078) | (26,553) | |||
Net increase (decrease) in net assets | (9,289) | 26,186 | 4,804 | 70,796 | |||
Net Assets | |||||||
Beginning of period | 155,651 | 129,465 | 338,817 | 268,021 | |||
End of Period | $ 146,362 | $ 155,651 | $ 343,621 | $ 338,817 |
(1) | Amount is less than $500. |
NFJ Mid-Cap Value Fund | NFJ Small-Cap Value Fund | ||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||
Increase (Decrease) in Net Assets Resulting from Operations | |||||||
Net investment income (loss) | $ 7,946 | $ 15,541 | $ 2,395 | $ 8,281 | |||
Net realized gain (loss) | 91,943 | 204,111 | 27,186 | 39,717 | |||
Net change in unrealized appreciation (depreciation) | 23,009 | 239,159 | 4,952 | 155,565 | |||
Increase (decrease) in net assets resulting from operations | 122,898 | 458,811 | 34,533 | 203,563 | |||
Dividends and Distributions to Shareholders | |||||||
Net Investment Income and Net Realized Gains: | |||||||
Class A | (66,580) | (5,490) | (25,065) | (6,283) | |||
Class C | (5,140) | (140) | (140) | (25) | |||
Class R | — | (188) | — | (213) | |||
Class P | (30,390) | (4,347) | (1,457) | (494) | |||
Institutional Class | (51,577) | (6,026) | (5,349) | (2,006) | |||
Class R6 | (8,923) | (1,245) | (5,537) | (1,728) | |||
Administrative Class | (4,770) | (405) | (3,012) | (739) | |||
Total dividends and distributions to shareholders | (167,380) | (17,841) | (40,560) | (11,488) | |||
Change in Net Assets from Capital Transactions (See Note 6): | |||||||
Class A | 26,892 | (49,641) | (13,563) | (44,138) | |||
Class C | 1,573 | (10,522) | 79 | (614) | |||
Class R | — | (21,908) | — | (19,765) | |||
Class P | (42,727) | (46,511) | (3,579) | (5,628) | |||
Institutional Class | 35,237 | (63,448) | (15,178) | (40,173) | |||
Class R6 | 2,944 | (6,229) | (7,954) | (27,873) | |||
Administrative Class | (4,123) | 2,378 | 528 | (9,675) | |||
Increase (decrease) in net assets from capital transactions | 19,796 | (195,881) | (39,667) | (147,866) | |||
Net increase (decrease) in net assets | (24,686) | 245,089 | (45,694) | 44,209 | |||
Net Assets | |||||||
Beginning of period | 1,470,416 | 1,225,327 | 572,395 | 528,186 | |||
End of Period | $ 1,445,730 | $ 1,470,416 | $ 526,701 | $ 572,395 |
THROUGHOUT EACH PERIOD
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Emerging Markets Opportunities Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 37.61 | 0.37 | (4.30) | (3.93) | (0.45) | — | — | (0.45) | — | (4.38) | $ 33.23 | (10.40) % | $ 28,860 | 1.29 % | 1.48 % | 2.09 % | 46 % | |
7/1/20 to 6/30/21 | 25.88 | 0.33 | 11.71 | 12.04 | (0.31) | — | — | (0.31) | — | 11.73 | 37.61 | 46.70 | 33,740 | 1.28 (7) | 1.57 | 0.98 | 80 | |
7/1/19 to 6/30/20 | 27.06 | 0.46 | (1.08) | (0.62) | (0.56) | — | — | (0.56) | — | (1.18) | 25.88 | (2.45) | 32,514 | 1.28 | 1.63 | 1.75 | 83 | |
7/1/18 to 6/30/19 | 28.53 | 0.56 | (1.55) | (0.99) | (0.48) | — | — | (0.48) | — | (1.47) | 27.06 | (3.29) | 48,388 | 1.26 | 1.61 | 2.08 | 101 | |
7/1/17 to 6/30/18 | 26.59 | 0.41 | 1.85 | 2.26 | (0.32) | — | — | (0.32) | — | 1.94 | 28.53 | 8.44 | 108,279 | 1.26 | 1.61 | 1.36 | 88 | |
7/1/16 to 6/30/17 | 22.60 | 0.41 | 3.98 | 4.39 | (0.40) | — | — | (0.40) | — | 3.99 | 26.59 | 19.76 | 154,357 | 1.42 | 1.62 | 1.69 | 155 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 37.41 | 0.27 | (4.30) | (4.03) | — | — | — | — | — | (4.03) | $ 33.38 | (10.75) % | $ 1,085 | 2.04 % | 2.23 % | 1.50 % | 46 % | |
7/1/20 to 6/30/21 | 25.69 | 0.07 | 11.65 | 11.72 | — (8) | — | — | — | — | 11.72 | 37.41 | 45.62 | 1,713 | 2.03 (7) | 2.30 | 0.22 | 80 | |
7/1/19 to 6/30/20 | 26.81 | 0.28 | (1.10) | (0.82) | (0.30) | — | — | (0.30) | — | (1.12) | 25.69 | (3.16) | 2,022 | 2.03 | 2.38 | 1.08 | 83 | |
7/1/18 to 6/30/19 | 28.05 | 0.31 | (1.45) | (1.14) | (0.10) | — | — | (0.10) | — | (1.24) | 26.81 | (4.05) | 3,675 | 2.01 | 2.36 | 1.15 | 101 | |
7/1/17 to 6/30/18 | 26.13 | 0.16 | 1.84 | 2.00 | (0.08) | — | — | (0.08) | — | 1.92 | 28.05 | 7.63 | 8,113 | 2.01 | 2.36 | 0.55 | 88 | |
7/1/16 to 6/30/17 | 22.09 | 0.19 | 3.96 | 4.15 | (0.11) | — | — | (0.11) | — | 4.04 | 26.13 | 18.91 | 8,982 | 2.17 | 2.37 | 0.80 | 155 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 36.71 | 0.38 | (4.19) | (3.81) | (0.61) | — | — | (0.61) | — | (4.42) | $ 32.29 | (10.29) % | $ 9,119 | 1.04 % | 1.19 % | 2.21 % | 46 % | |
7/1/20 to 6/30/21 | 25.30 | 0.33 | 11.53 | 11.86 | (0.45) | — | — | (0.45) | — | 11.41��� | 36.71 | 47.12 | 7,945 | 1.02 (7) | 1.32 | 1.05 | 80 | |
7/1/19 to 6/30/20 | 26.46 | 0.53 | (1.06) | (0.53) | (0.63) | — | — | (0.63) | — | (1.16) | 25.30 | (2.19) | 12,814 | 1.03 | 1.38 | 2.07 | 83 | |
7/1/18 to 6/30/19 | 28.02 | 0.55 | (1.47) | (0.92) | (0.64) | — | — | (0.64) | — | (1.56) | 26.46 | (3.05) | 20,454 | 1.01 | 1.36 | 2.08 | 101 | |
7/1/17 to 6/30/18 | 26.17 | 0.46 | 1.84 | 2.30 | (0.45) | — | — | (0.45) | — | 1.85 | 28.02 | 8.71 | 29,887 | 1.01 | 1.36 | 1.55 | 88 | |
7/1/16 to 6/30/17 | 22.23 | 0.44 | 3.94 | 4.38 | (0.44) | — | — | (0.44) | — | 3.94 | 26.17 | 20.11 | 21,586 | 1.17 | 1.37 | 1.86 | 155 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 37.62 | 0.43 | (4.31) | (3.88) | (0.64) | — | — | (0.64) | — | (4.52) | $ 33.10 | (10.25) % | $ 211,791 | 0.94 % | 1.20 % | 2.40 % | 46 % | |
7/1/20 to 6/30/21 | 25.91 | 0.48 | 11.70 | 12.18 | (0.47) | — | — | (0.47) | — | 11.71 | 37.62 | 47.27 | 206,383 | 0.93 (7) | 1.26 | 1.43 | 80 | |
7/1/19 to 6/30/20 | 27.10 | 0.54 | (1.06) | (0.52) | (0.67) | — | — | (0.67) | — | (1.19) | 25.91 | (2.11) | 186,595 | 0.93 | 1.28 | 2.05 | 83 | |
7/1/18 to 6/30/19 | 28.72 | 0.54 | (1.47) | (0.93) | (0.69) | — | — | (0.69) | — | (1.62) | 27.10 | (2.97) | 282,196 | 0.91 | 1.26 | 2.03 | 101 | |
7/1/17 to 6/30/18 | 26.83 | 0.53 | 1.85 | 2.38 | (0.49) | — | — | (0.49) | — | 1.89 | 28.72 | 8.79 | 197,536 | 0.91 | 1.26 | 1.74 | 88 | |
7/1/16 to 6/30/17 | 22.74 | 0.49 | 4.03 | 4.52 | (0.43) | — | — | (0.43) | — | 4.09 | 26.83 | 20.26 | 72,688 | 1.07 | 1.27 | 2.02 | 155 | |
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 37.40 | 0.40 | (4.25) | (3.85) | (0.68) | — | — | (0.68) | — | (4.53) | $ 32.87 | (10.22) % | $ 36,105 | 0.89 % | 1.09 % | 2.28 % | 46 % | |
7/1/20 to 6/30/21 | 25.78 | 0.49 | 11.64 | 12.13 | (0.51) | — | — | (0.51) | — | 11.62 | 37.40 | 47.34 | 30,722 | 0.88 (7) | 1.18 | 1.47 | 80 | |
7/1/19 to 6/30/20 | 26.96 | 0.54 | (1.03) | (0.49) | (0.69) | — | — | (0.69) | — | (1.18) | 25.78 | (2.04) | 19,582 | 0.88 | 1.23 | 2.10 | 83 | |
7/1/18 to 6/30/19 | 28.57 | 0.57 | (1.48) | (0.91) | (0.70) | — | — | (0.70) | — | (1.61) | 26.96 | (2.93) | 23,647 | 0.86 | 1.21 | 2.13 | 101 | |
7/1/17 to 6/30/18 | 26.69 | 0.62 | 1.76 | 2.38 | (0.50) | — | — | (0.50) | — | 1.88 | 28.57 | 8.85 | 24,277 | 0.86 | 1.21 | 2.03 | 88 | |
7/1/16 to 6/30/17 | 22.69 | 0.60 | 3.90 | 4.50 | (0.50) | — | — | (0.50) | — | 4.00 | 26.69 | 20.27 | 692 | 1.02 | 1.22 | 2.46 | 155 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Focused Growth Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 79.25 | (0.21) | 6.15 | 5.94 | — | — | (13.67) | (13.67) | — | (7.73) | $ 71.52 | 8.04 % | $ 869,165 | 0.94 % (9) | 0.94 % | (0.50) % | 11 % | |
7/1/20 to 6/30/21 | 58.46 | (0.35) | 27.26 | 26.91 | — | — | (6.12) | (6.12) | — | 20.79�� | 79.25 | 47.50 | 860,373 | 0.97 (7) | 1.04 | (0.50) | 50 | |
7/1/19 to 6/30/20 | 53.33 | (0.10) | 12.28 | 12.18 | — | — | (7.05) | (7.05) | — | 5.13 | 58.46 | 24.74 | 618,302 | 1.00 | 1.12 | (0.20) | 63 | |
7/1/18 to 6/30/19 | 56.83 | (0.08) | 2.48 | 2.40 | — | — | (5.90) | (5.90) | — | (3.50) | 53.33 | 6.79 | 577,106 | 1.00 | 1.12 | (0.15) | 50 | |
7/1/17 to 6/30/18 | 46.62 | — (8) | 10.92 | 10.92 | — | — | (0.71) | (0.71) | — | 10.21 | 56.83 | 23.53 | 421,188 | 0.99 | 1.11 | — | 40 | |
7/1/16 to 6/30/17 | 40.72 | 0.06 | 6.85 | 6.91 | — | — | (1.01) | (1.01) | — | 5.90 | 46.62 | 17.29 | 373,359 | 1.05 | 1.11 | 0.15 | 46 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 43.67 | (0.28) | 3.19 | 2.91 | — | — | (13.67) | (13.67) | — | (10.76) | $ 32.91 | 7.65 % | $ 42,229 | 1.69 % (9) | 1.69 % | (1.25) % | 11 % | |
7/1/20 to 6/30/21 | 34.58 | (0.50) | 15.71 | 15.21 | — | — | (6.12) | (6.12) | — | 9.09 | 43.67 | 46.39 | 48,650 | 1.73 (9) | 1.79 | (1.25) | 50 | |
7/1/19 to 6/30/20 | 34.42 | (0.31) | 7.52 | 7.21 | — | — | (7.05) | (7.05) | — | 0.16 | 34.58 | 23.79 | 45,878 | 1.77 | 1.87 | (0.97) | 63 | |
7/1/18 to 6/30/19 | 39.41 | (0.36) | 1.27 | 0.91 | — | — | (5.90) | (5.90) | — | (4.99) | 34.42 | 5.93 | 48,706 | 1.77 | 1.87 | (0.93) | 50 | |
7/1/17 to 6/30/18 | 32.76 | (0.29) | 7.65 | 7.36 | — | — | (0.71) | (0.71) | — | 6.65 | 39.41 | 22.59 | 233,854 | 1.76 | 1.86 | (0.77) | 40 | |
7/1/16 to 6/30/17 | 29.12 | (0.19) | 4.84 | 4.65 | — | — | (1.01) | (1.01) | — | 3.64 | 32.76 | 16.40 | 217,685 | 1.81 | 1.86 | (0.62) | 46 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 54.85 | (0.08) | 4.13 | 4.05 | — | — | (13.67) | (13.67) | — | (9.62) | $ 45.23 | 8.17 % | $ 95,667 | 0.71 % (9) | 0.71 % | (0.27) % | 11 % | |
7/1/20 to 6/30/21 | 41.83 | (0.13) | 19.27 | 19.14 | — | — | (6.12) | (6.12) | — | 13.02 | 54.85 | 47.83 | 105,688 | 0.73 (9) | 0.80 | (0.26) | 50 | |
7/1/19 to 6/30/20 | 39.91 | 0.01 | 8.96 | 8.97 | — | — | (7.05) | (7.05) | — | 1.92 | 41.83 | 25.03 | 84,929 | 0.77 | 0.87 | 0.03 | 63 | |
7/1/18 to 6/30/19 | 44.18 | 0.03 | 1.60 | 1.63 | — | — | (5.90) | (5.90) | — | (4.27) | 39.91 | 7.01 | 91,265 | 0.77 | 0.87 | 0.09 | 50 | |
7/1/17 to 6/30/18 | 36.33 | 0.09 | 8.52 | 8.61 | (0.05) | — | (0.71) | (0.76) | — | 7.85 | 44.18 | 23.84 | 109,456 | 0.76 | 0.86 | 0.23 | 40 | |
7/1/16 to 6/30/17 | 31.88 | 0.14 | 5.32 | 5.46 | — | — | (1.01) | (1.01) | — | 4.45 | 36.33 | 17.54 | 80,667 | 0.81 | 0.86 | 0.41 | 46 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 71.58 | (0.09) | 5.52 | 5.43 | — | — | (13.67) | (13.67) | — | (8.24) | $ 63.34 | 8.19 % | $ 221,615 | 0.67 % | 0.69 % | (0.23) % | 11 % | |
7/1/20 to 6/30/21 | 53.11 | (0.12) | 24.71 | 24.59 | — | — | (6.12) | (6.12) | — | 18.47 | 71.58 | 47.94 | 209,066 | 0.67 | 0.74 | (0.19) | 50 | |
7/1/19 to 6/30/20 | 48.89 | 0.06 | 11.21 | 11.27 | — | — | (7.05) | (7.05) | — | 4.22 | 53.11 | 25.15 | 165,726 | 0.67 | 0.77 | 0.13 | 63 | |
7/1/18 to 6/30/19 | 52.51 | 0.09 | 2.19 | 2.28 | — | — | (5.90) | (5.90) | — | (3.62) | 48.89 | 7.15 | 162,173 | 0.67 | 0.77 | 0.18 | 50 | |
7/1/17 to 6/30/18 | 43.02 | 0.16 | 10.08 | 10.24 | (0.04) | — | (0.71) | (0.75) | — | 9.49 | 52.51 | 23.93 | 177,278 | 0.66 | 0.76 | 0.33 | 40 | |
7/1/16 to 6/30/17 | 37.53 | 0.20 | 6.30 | 6.50 | — | — | (1.01) | (1.01) | — | 5.49 | 43.02 | 17.67 | 195,161 | 0.71 | 0.76 | 0.50 | 46 | |
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 71.80 | (0.07) | 5.53 | 5.46 | — | — | (13.67) | (13.67) | — | (8.21) | $ 63.59 | 8.21 % | $ 207,306 | 0.62 % | 0.63 % | (0.18) % | 11 % | |
7/1/20 to 6/30/21 | 53.23 | (0.10) | 24.79 | 24.69 | — | — | (6.12) | (6.12) | — | 18.57 | 71.80 | 48.02 | 198,031 | 0.62 | 0.68 | (0.15) | 50 | |
7/1/19 to 6/30/20 | 48.96 | 0.09 | 11.23 | 11.32 | — | — | (7.05) | (7.05) | — | 4.27 | 53.23 | 25.22 | 136,519 | 0.62 | 0.72 | 0.19 | 63 | |
7/1/18 to 6/30/19 | 52.56 | 0.11 | 2.19 | 2.30 | — | — | (5.90) | (5.90) | — | (3.60) | 48.96 | 7.18 | 134,485 | 0.62 | 0.72 | 0.23 | 50 | |
7/1/17 to 6/30/18 | 43.04 | 0.19 | 10.10 | 10.29 | (0.06) | — | (0.71) | (0.77) | — | 9.52 | 52.56 | 24.03 | 114,054 | 0.61 | 0.71 | 0.38 | 40 | |
7/1/16 to 6/30/17 | 37.53 | 0.21 | 6.31 | 6.52 | — | — | (1.01) | (1.01) | — | 5.51 | 43.04 | 17.72 | 36,374 | 0.66 | 0.71 | 0.53 | 46 | |
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 64.69 | (0.16) | 4.93 | 4.77 | — | — | (13.67) | (13.67) | — | (8.90) | $ 55.79 | 8.04 % | $ 8,432 | 0.92 % | 0.94 % | (0.49) % | 11 % | |
7/1/20 to 6/30/21 | 48.56 | (0.26) | 22.51 | 22.25 | — | — | (6.12) | (6.12) | — | 16.13 | 64.69 | 47.60 | 6,641 | 0.92 | 1.00 | (0.44) | 50 | |
7/1/19 to 6/30/20 | 45.36 | (0.05) | 10.30 | 10.25 | — | — | (7.05) | (7.05) | — | 3.20 | 48.56 | 24.84 | 4,518 | 0.92 | 1.02 | (0.11) | 63 | |
7/1/18 to 6/30/19 | 49.33 | (0.04) | 1.97 | 1.93 | — | — | (5.90) | (5.90) | — | (3.97) | 45.36 | 6.88 | 5,138 | 0.92 | 1.02 | (0.08) | 50 | |
7/1/17 to 6/30/18 | 40.51 | 0.03 | 9.50 | 9.53 | — | — | (0.71) | (0.71) | — | 8.82 | 49.33 | 23.63 | 4,017 | 0.91 | 1.01 | 0.07 | 40 | |
7/1/16 to 6/30/17 | 35.48 | 0.09 | 5.95 | 6.04 | — | — | (1.01) | (1.01) | — | 5.03 | 40.51 | 17.39 | 4,288 | 0.96 | 1.01 | 0.25 | 46 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Global Small-Cap Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 52.31 | (0.15) | (0.26) | (0.41) | — | — | (13.53) | (13.53) | — | (13.94) | $ 38.37 | 0.13 % | $ 46,063 | 1.55 % (9)(10) | 1.54 % | (0.58) % | 47 % | |
7/1/20 to 6/30/21 | 35.72 | (0.25) | 19.01 | 18.76 | — | — | (2.17) | (2.17) | — | 16.59 | 52.31 | 53.24 | 51,169 | 1.60 (9) | 1.60 | (0.54) | 106 | |
7/1/19 to 6/30/20 | 39.37 | (0.23) | (0.47) | (0.70) | — | — | (2.95) | (2.95) | — | (3.65) | 35.72 | (2.20) | 36,141 | 1.63 | 1.63 | (0.63) | 93 | |
7/1/18 to 6/30/19 | 51.40 | (0.14) | (3.88) | (4.02) | — | — | (8.01) | (8.01) | — | (12.03) | 39.37 | (4.64) | 46,947 | 1.62 | 1.62 | (0.34) | 85 | |
7/1/17 to 6/30/18 | 47.75 | (0.26) | 8.28 | 8.02 | (0.10) | — | (4.27) | (4.37) | — | 3.65 | 51.40 (11) | 17.08 (11) | 56,929 | 1.62 | 1.62 | (0.51) | 77 | |
7/1/16 to 6/30/17 | 41.18 | (0.14) | 6.71 | 6.57 | — | — | — | — | — | 6.57 | 47.75 (11) | 15.96 (11) | 56,686 | 1.61 | 1.61 | (0.32) | 80 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 42.24 | (0.27) | (0.31) | (0.58) | — | — | (13.53) | (13.53) | — | (14.11) | $ 28.13 | (0.26) % | $ 2,653 | 2.31 % (9) | 2.31 % | (1.34) % | 47 % | |
7/1/20 to 6/30/21 | 29.36 | (0.50) | 15.55 | 15.05 | — | — | (2.17) | (2.17) | — | 12.88 | 42.24 | 52.11 | 3,374 | 2.35 (9) | 2.35 | (1.34) | 106 | |
7/1/19 to 6/30/20 | 33.10 | (0.42) | (0.37) | (0.79) | — | — | (2.95) | (2.95) | — | (3.74) | 29.36 | (2.92) | 4,120 | 2.38 | 2.38 | (1.39) | 93 | |
7/1/18 to 6/30/19 | 45.13 | (0.45) | (3.57) | (4.02) | — | — | (8.01) | (8.01) | — | (12.03) | 33.10 | (5.37) | 7,354 | 2.37 | 2.37 | (1.18) | 85 | |
7/1/17 to 6/30/18 | 42.62 | (0.57) | 7.35 | 6.78 | — | — | (4.27) | (4.27) | — | 2.51 | 45.13 (11) | 16.21 (11) | 19,630 | 2.37 | 2.37 | (1.25) | 77 | |
7/1/16 to 6/30/17 | 37.03 | (0.42) | 6.01 | 5.59 | — | — | — | — | — | 5.59 | 42.62 (11) | 15.10 (11) | 19,729 | 2.36 | 2.36 | (1.06) | 80 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 57.32 | (0.10) | (0.23) | (0.33) | — | — | (13.53) | (13.53) | — | (13.86) | $ 43.46 | 0.28 % | $ 3,007 | 1.31 % (9) | 1.31 % | (0.34) % | 47 % | |
7/1/20 to 6/30/21 | 38.89 | (0.19) | 20.79 | 20.60 | — | — | (2.17) | (2.17) | — | 18.43 | 57.32 | 53.64 | 3,609 | 1.35 (9) | 1.35 | (0.38) | 106 | |
7/1/19 to 6/30/20 | 42.51 | (0.18) | (0.49) | (0.67) | — | — | (2.95) | (2.95) | — | (3.62) | 38.89 | (1.96) | 4,444 | 1.37 | 1.37 | (0.44) | 93 | |
7/1/18 to 6/30/19 | 54.57 | (0.06) | (3.99) | (4.05) | — | — | (8.01) | (8.01) | — | (12.06) | 42.51 | (4.40) | 11,675 | 1.37 | 1.37 | (0.13) | 85 | |
7/1/17 to 6/30/18 | 50.40 | (0.15) | 8.75 | 8.60 | (0.16) | — | (4.27) | (4.43) | — | 4.17 | 54.57 (11) | 17.36 (11) | 18,262 | 1.37 | 1.37 | (0.27) | 77 | |
7/1/16 to 6/30/17 | 43.36 | 0.02 | 7.02 | 7.04 | — | — | — | — | — | 7.04 | 50.40 (11) | 16.24 (11) | 23,214 | 1.36 | 1.36 | 0.03 | 80 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 58.13 | (0.09) | (0.23) | (0.32) | — | — | (13.53) | (13.53) | — | (13.85) | $ 44.28 | 0.28 % | $ 37,518 | 1.28 % (9)(10) | 1.26 % | (0.32) % | 47 % | |
7/1/20 to 6/30/21 | 39.39 | (0.10) | 21.01 | 20.91 | — | — | (2.17) | (2.17) | — | 18.74 | 58.13 | 53.75 | 40,486 | 1.27 (7) | 1.30 | (0.20) | 106 | |
7/1/19 to 6/30/20 | 42.97 | (0.13) | (0.50) | (0.63) | — | — | (2.95) | (2.95) | — | (3.58) | 39.39 | (1.84) | 29,849 | 1.27 | 1.27 | (0.32) | 93 | |
7/1/18 to 6/30/19 | 55.01 | 0.01 | (4.04) | (4.03) | — | — | (8.01) | (8.01) | — | (12.04) | 42.97 | (4.32) | 67,916 | 1.27 | 1.27 | 0.01 | 85 | |
7/1/17 to 6/30/18 | 50.77 | (0.09) | 8.81 | 8.72 | (0.21) | — | (4.27) | (4.48) | — | 4.24 | 55.01 (11) | 17.48 (11) | 98,623 | 1.27 | 1.27 | (0.17) | 77 | |
7/1/16 to 6/30/17 | 43.63 | 0.02 | 7.12 | 7.14 | — | — | — | — | — | 7.14 | 50.77 (11) | 16.36 (11) | 114,925 | 1.26 | 1.26 | 0.05 | 80 | |
AllianzGI Health Sciences Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 38.11 | (0.10) | 3.74 | 3.64 | — | — | (7.49) | (7.49) | — | (3.85) | $ 34.26 | 10.14 % | $ 176,160 | 1.36 % (9) | 1.36 % | (0.51) % | 53 % | |
7/1/20 to 6/30/21 | 34.21 | (0.01) | 8.76 | 8.75 | (0.03) | — | (4.82) | (4.85) | — | 3.90 | 38.11 | 27.66 | 169,577 | 1.43 (9) | 1.43 | (0.04) | 102 | |
7/1/19 to 6/30/20 | 32.27 | 0.05 | 4.22 | 4.27 | (0.01) | — | (2.32) | (2.33) | — | 1.94 | 34.21 | 13.37 | 148,223 | 1.47 | 1.47 | 0.15 | 91 | |
7/1/18 to 6/30/19 | 33.27 | 0.02 | 3.57 | 3.59 | (0.31) | — | (4.28) | (4.59) | — | (1.00) | 32.27 | 13.14 | 147,068 | 1.47 | 1.47 | 0.06 | 102 | |
7/1/17 to 6/30/18 | 31.61 | (0.02) | 1.68 | 1.66 | — | — | — | — | — | 1.66 | 33.27 | 5.25 | 141,122 | 1.47 | 1.47 | (0.05) | 55 | |
7/1/16 to 6/30/17 | 27.77 | (0.01) | 3.85 | 3.84 | — | — | — | — | — | 3.84 | 31.61 | 13.83 | 150,756 | 1.46 | 1.46 | (0.04) | 82 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Health Sciences Fund (Continued) | ||||||||||||||||||
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 26.74 | (0.17) | 2.54 | 2.37 | — | — | (7.49) | (7.49) | — | (5.12) | $ 21.62 | 9.69 % | $ 4,121 | 2.13 % (9) | 2.13 % | (1.27) % | 53 % | |
7/1/20 to 6/30/21 | 25.44 | (0.21) | 6.33 | 6.12 | — (8) | — | (4.82) | (4.82) | — | 1.30 | 26.74 | 26.73 | 3,758 | 2.18 (9) | 2.18 | (0.80) | 102 | |
7/1/19 to 6/30/20 | 24.71 | (0.15) | 3.20 | 3.05 | — | — | (2.32) | (2.32) | — | 0.73 | 25.44 | 12.52 | 4,221 | 2.22 | 2.22 | (0.60) | 91 | |
7/1/18 to 6/30/19 | 26.43 | (0.19) | 2.75 | 2.56 | — | — | (4.28) | (4.28) | — | (1.72) | 24.71 | 12.34 | 4,131 | 2.22 | 2.22 | (0.75) | 102 | |
7/1/17 to 6/30/18 | 25.30 | (0.21) | 1.34 | 1.13 | — | — | — | — | — | 1.13 | 26.43 | 4.47 | 8,218 | 2.22 | 2.22 | (0.81) | 55 | |
7/1/16 to 6/30/17 | 22.40 | (0.18) | 3.08 | 2.90 | — | — | — | — | — | 2.90 | 25.30 | 12.95 | 10,358 | 2.21 | 2.21 | (0.79) | 82 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 38.79 | (0.04) | 3.82 | 3.78 | — | — | (7.49) | (7.49) | — | (3.71) | $ 35.08 | 10.32 % | $ 2,443 | 1.03 % (9) | 1.03 % | (0.19) % | 53 % | |
7/13/20 (12) to 6/30/21 | 35.14 | 0.09 | 8.62 | 8.71 | (0.24) | — | (4.82) | (5.06) | — | 3.65 | 38.79 | 26.91 | 880 | 1.13 (9) | 1.13 | 0.25 | 102 (13) | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 38.87 | (0.06) | 3.83 | 3.77 | — | — | (7.49) | (7.49) | — | (3.72) | $ 35.15 | 10.27 % | $ 23,060 | 1.12 % | 1.13 % | (0.28) % | 53 % | |
7/1/20 to 6/30/21 | 34.85 | 0.10 | 8.94 | 9.04 | (0.20) | — | (4.82) | (5.02) | — | 4.02 | 38.87 | 28.07 | 21,122 | 1.12 | 1.14 | 0.28 | 102 | |
7/1/19 to 6/30/20 | 32.76 | 0.15 | 4.30 | 4.45 | (0.04) | — | (2.32) | (2.36) | — | 2.09 | 34.85 | 13.76 | 11,182 | 1.12 | 1.12 | 0.45 | 91 | |
7/1/18 to 6/30/19 | 33.69 | 0.13 | 3.63 | 3.76 | (0.41) | — | (4.28) | (4.69) | — | (0.93) | 32.76 | 13.54 | 4,290 | 1.12 | 1.12 | 0.39 | 102 | |
7/1/17 to 6/30/18 | 31.90 | 0.10 | 1.69 | 1.79 | — | — | — | — | — | 1.79 | 33.69 | 5.61 | 2,854 | 1.12 | 1.12 | 0.29 | 55 | |
7/1/16 to 6/30/17 | 27.93 | 0.09 | 3.88 | 3.97 | — | — | — | — | — | 3.97 | 31.90 | 14.21 | 3,692 | 1.11 | 1.11 | 0.31 | 82 | |
AllianzGI Income & Growth Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 13.26 | 0.07 | 0.47 | 0.54 | (0.09) | — | (0.33) | (0.42) | — | 0.12 | $ 13.38 | 4.22 % | $2,566,178 | 1.12 % (9) | 1.12 % | 1.10 % | 31 % | |
7/1/20 to 6/30/21 | 10.89 | 0.14 | 3.07 | 3.21 | (0.19) | — | (0.65) | (0.84) | — | 2.37 | 13.26 | 30.29 | 2,403,182 | 1.19 (7)(9) | 1.22 | 1.11 | 83 | |
7/1/19 to 6/30/20 | 11.01 | 0.18 | 0.54 | 0.72 | (0.21) | — | (0.63) | (0.84) | — | (0.12) | 10.89 | 6.98 | 1,631,126 | 1.28 | 1.29 | 1.65 | 93 | |
7/1/18 to 6/30/19 | 11.34 | 0.20 | 0.38 | 0.58 | (0.25) | — | (0.66) | (0.91) | — | (0.33) | 11.01 (11) | 5.45 (11) | 1,458,642 | 1.28 | 1.29 | 1.84 | 66 | |
7/1/17 to 6/30/18 | 11.24 | 0.23 | 0.82 | 1.05 | (0.28) | — | (0.67) | (0.95) | — | 0.10 | 11.34 | 9.58 | 1,250,639 | 1.28 | 1.29 | 1.99 | 102 | |
7/1/16 to 6/30/17 | 10.80 | 0.27 | 1.17 | 1.44 | (0.32) | — | (0.68) | (1.00) | — | 0.44 | 11.24 | 13.88 | 1,091,888 | 1.29 | 1.29 | 2.45 | 159 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 11.94 | 0.02 | 0.41 | 0.43 | (0.05) | — | (0.33) | (0.38) | — | 0.05 | $ 11.99 | 3.73 % | $1,520,489 | 1.89 % (9) | 1.89 % | 0.33 % | 31 % | |
7/1/20 to 6/30/21 | 9.89 | 0.04 | 2.78 | 2.82 | (0.12) | — | (0.65) | (0.77) | — | 2.05 | 11.94 | 29.31 | 1,467,948 | 1.95 (7)(9) | 1.98 | 0.36 | 83 | |
7/1/19 to 6/30/20 | 10.07 | 0.09 | 0.50 | 0.59 | (0.14) | — | (0.63) | (0.77) | — | (0.18) | 9.89 | 6.31 | 1,215,780 | 2.03 | 2.04 | 0.90 | 93 | |
7/1/18 to 6/30/19 | 10.46 | 0.11 | 0.34 | 0.45 | (0.18) | — | (0.66) | (0.84) | — | (0.39) | 10.07 (11) | 4.60 (11) | 1,234,667 | 2.03 | 2.04 | 1.09 | 66 | |
7/1/17 to 6/30/18 | 10.44 | 0.13 | 0.76 | 0.89 | (0.20) | — | (0.67) | (0.87) | — | 0.02 | 10.46 | 8.78 | 1,116,788 | 2.03 | 2.04 | 1.24 | 102 | |
7/1/16 to 6/30/17 | 10.10 | 0.18 | 1.09 | 1.27 | (0.25) | — | (0.68) | (0.93) | — | 0.34 | 10.44 | 13.08 | 1,090,887 | 2.04 | 2.04 | 1.70 | 159 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 13.67 | 0.09 | 0.48 | 0.57 | (0.10) | — | (0.33) | (0.43) | — | 0.14 | $ 13.81 | 4.34 % | $1,713,917 | 0.90 % (9) | 0.90 % | 1.32 % | 31 % | |
7/1/20 to 6/30/21 | 11.20 | 0.17 | 3.17 | 3.34 | (0.22) | — | (0.65) | (0.87) | — | 2.47 | 13.67 | 30.61 | 1,822,852 | 0.95 (7)(9) | 0.98 | 1.35 | 83 | |
7/1/19 to 6/30/20 | 11.29 | 0.21 | 0.57 | 0.78 | (0.24) | — | (0.63) | (0.87) | — | (0.09) | 11.20 | 7.32 | 1,253,364 | 1.03 | 1.04 | 1.90 | 93 | |
7/1/18 to 6/30/19 | 11.61 | 0.23 | 0.38 | 0.61 | (0.27) | — | (0.66) | (0.93) | — | (0.32) | 11.29 (11) | 5.64 (11) | 1,122,083 | 1.03 | 1.04 | 2.09 | 66 | |
7/1/17 to 6/30/18 | 11.48 | 0.26 | 0.84 | 1.10 | (0.30) | — | (0.67) | (0.97) | — | 0.13 | 11.61 | 9.90 | 897,716 | 1.03 | 1.04 | 2.24 | 102 | |
7/1/16 to 6/30/17 | 11.01 | 0.31 | 1.19 | 1.50 | (0.35) | — | (0.68) | (1.03) | — | 0.47 | 11.48 | 14.14 | 690,147 | 1.04 | 1.04 | 2.69 | 159 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Income & Growth Fund (Continued) | ||||||||||||||||||
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 13.83 | 0.09 | 0.49 | 0.58 | (0.11) | — | (0.33) | (0.44) | — | 0.14 | $ 13.97 | 4.31 % | $1,707,786 | 0.90 % (9) | 0.90 % | 1.33 % | 31 % | |
7/1/20 to 6/30/21 | 11.32 | 0.18 | 3.20 | 3.38 | (0.22) | — | (0.65) | (0.87) | — | 2.51 | 13.83 | 30.71 | 1,315,140 | 0.90 (7) | 0.93 | 1.40 | 83 | |
7/1/19 to 6/30/20 | 11.41 | 0.22 | 0.57 | 0.79 | (0.25) | — | (0.63) | (0.88) | — | (0.09) | 11.32 | 7.35 | 798,280 | 0.93 | 0.94 | 2.00 | 93 | |
7/1/18 to 6/30/19 | 11.72 | 0.25 | 0.38 | 0.63 | (0.28) | — | (0.66) | (0.94) | — | (0.31) | 11.41 (11) | 5.78 (11) | 702,741 | 0.93 | 0.94 | 2.19 | 66 | |
7/1/17 to 6/30/18 | 11.58 | 0.28 | 0.84 | 1.12 | (0.31) | — | (0.67) | (0.98) | — | 0.14 | 11.72 | 10.00 | 460,024 | 0.93 | 0.94 | 2.34 | 102 | |
7/1/16 to 6/30/17 | 11.09 | 0.32 | 1.21 | 1.53 | (0.36) | — | (0.68) | (1.04) | — | 0.49 | 11.58 | 14.33 | 342,652 | 0.94 | 0.94 | 2.76 | 159 | |
AllianzGI Mid-Cap Growth Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 5.94 | (0.02) | 0.18 | 0.16 | — | — | (1.59) | (1.59) | — | (1.43) | $ 4.51 | 3.90 % | $ 369,949 | 0.97 % (9) | 0.97 % | (0.62) % | 26 % | |
7/1/20 to 6/30/21 | 4.30 | (0.04) | 2.26 | 2.22 | — | — | (0.58) | (0.58) | — (8) | 1.64 | 5.94 | 53.25 (14) | 376,649 | 1.06 (9) | 1.06 | (0.76) | 85 | |
7/1/19 to 6/30/20 | 3.75 | (0.02) | 0.75 | 0.73 | — | — | (0.18) | (0.18) | — | 0.55 | 4.30 | 20.15 | 263,361 | 1.14 | 1.14 | (0.66) | 53 | |
7/1/18 to 6/30/19 | 3.88 | (0.02) | 0.37 | 0.35 | — | — | (0.48) | (0.48) | — | (0.13) | 3.75 | 13.58 | 240,017 | 1.14 | 1.14 | (0.66) | 60 | |
7/1/17 to 6/30/18 | 3.74 | (0.02) | 0.54 | 0.52 | — | — | (0.38) | (0.38) | — | 0.14 | 3.88 | 14.14 | 116,673 | 1.13 | 1.13 | (0.48) | 79 | |
7/1/16 to 6/30/17 | 3.40 | (0.01) | 0.62 | 0.61 | — | — | (0.27) | (0.27) | — | 0.34 | 3.74 | 18.89 | 112,947 | 1.13 | 1.13 | (0.40) | 77 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 4.45 | (0.03) | 0.11 | 0.08 | — | — | (1.59) | (1.59) | — | (1.51) | $ 2.94 | 3.36 % | $ 12,229 | 1.72 % (9) | 1.72 % | (1.37) % | 26 % | |
7/1/20 to 6/30/21 | 3.35 | (0.06) | 1.74 | 1.68 | — | — | (0.58) | (0.58) | — (8) | 1.10 | 4.45 | 52.17 (14) | 15,282 | 1.82 (9) | 1.82 | (1.52) | 85 | |
7/1/19 to 6/30/20 | 2.98 | (0.04) | 0.59 | 0.55 | — | — | (0.18) | (0.18) | — | 0.37 | 3.35 | 19.29 | 15,495 | 1.89 | 1.89 | (1.41) | 53 | |
7/1/18 to 6/30/19 | 3.23 | (0.04) | 0.27 | 0.23 | — | — | (0.48) | (0.48) | — | (0.25) | 2.98 | 12.56 | 21,251 | 1.89 | 1.89 | (1.34) | 60 | |
7/1/17 to 6/30/18 | 3.19 | (0.04) | 0.46 | 0.42 | — | — | (0.38) | (0.38) | — | 0.04 | 3.23 | 13.40 | 142,931 | 1.88 | 1.88 | (1.23) | 79 | |
7/1/16 to 6/30/17 | 2.96 | (0.04) | 0.54 | 0.50 | — | — | (0.27) | (0.27) | — | 0.23 | 3.19 | 17.95 | 142,565 | 1.88 | 1.88 | (1.15) | 77 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 7.10 | (0.02) | 0.23 | 0.21 | — | — | (1.59) | (1.59) | — | (1.38) | $ 5.72 | 3.96 % | $ 18,287 | 0.78 % (9) | 0.78 % | (0.44) % | 26 % | |
7/1/20 to 6/30/21 | 5.05 | (0.03) | 2.66 | 2.63 | — | — | (0.58) | (0.58) | — (8) | 2.05 | 7.10 | 53.49 (14) | 30,526 | 0.81 (9) | 0.81 | (0.50) | 85 | |
7/1/19 to 6/30/20 | 4.36 | (0.02) | 0.89 | 0.87 | — | — | (0.18) | (0.18) | — | 0.69 | 5.05 | 20.56 | 13,670 | 0.89 | 0.89 | (0.41) | 53 | |
7/1/18 to 6/30/19 | 4.41 | (0.02) | 0.45 | 0.43 | — | — | (0.48) | (0.48) | — | (0.05) | 4.36 | 13.79 | 11,617 | 0.89 | 0.89 | (0.39) | 60 | |
7/1/17 to 6/30/18 | 4.19 | (0.01) | 0.61 | 0.60 | — | — | (0.38) | (0.38) | — | 0.22 | 4.41 | 14.56 | 11,189 | 0.88 | 0.88 | (0.23) | 79 | |
7/1/16 to 6/30/17 | 3.77 | (0.01) | 0.70 | 0.69 | — | — | (0.27) | (0.27) | — | 0.42 | 4.19 | 19.18 | 8,604 | 0.88 | 0.88 | (0.15) | 77 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 7.18 | (0.01) | 0.22 | 0.21 | — | — | (1.59) | (1.59) | — | (1.38) | $ 5.80 | 3.95 % | $ 79,420 | 0.73 % (9) | 0.73 % | (0.37) % | 26 % | |
7/1/20 to 6/30/21 | 5.09 | (0.03) | 2.70 | 2.67 | — | — | (0.58) | (0.58) | — (8) | 2.09 | 7.18 | 53.86 (14) | 63,690 | 0.78 (9) | 0.78 | (0.48) | 85 | |
7/1/19 to 6/30/20 | 4.39 | (0.01) | 0.89 | 0.88 | — | — | (0.18) | (0.18) | — | 0.70 | 5.09 | 20.64 | 54,793 | 0.79 | 0.79 | (0.31) | 53 | |
7/1/18 to 6/30/19 | 4.43 | (0.01) | 0.45 | 0.44 | — | — | (0.48) | (0.48) | — | (0.04) | 4.39 | 13.97 | 36,373 | 0.79 | 0.79 | (0.29) | 60 | |
7/1/17 to 6/30/18 | 4.21 | (0.01) | 0.61 | 0.60 | — | — | (0.38) | (0.38) | — | 0.22 | 4.43 | 14.47 | 31,876 | 0.78 | 0.78 | (0.13) | 79 | |
7/1/16 to 6/30/17 | 3.78 | — (8) | 0.70 | 0.70 | — | — | (0.27) | (0.27) | — | 0.43 | 4.21 | 19.39 | 26,788 | 0.78 | 0.78 | (0.05) | 77 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Mid-Cap Growth Fund (Continued) | ||||||||||||||||||
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 6.43 | (0.02) | 0.20 | 0.18 | — | — | (1.59) | (1.59) | — | (1.41) | $ 5.02 | 3.96 % | $ 2,786 | 0.92 % (9) | 0.92 % | (0.56) % | 26 % | |
7/1/20 to 6/30/21 | 4.62 | (0.04) | 2.43 | 2.39 | — | — | (0.58) | (0.58) | — (8) | 1.81 | 6.43 | 53.26 (14) | 2,881 | 0.99 (9) | 0.99 | (0.69) | 85 | |
7/1/19 to 6/30/20 | 4.01 | (0.02) | 0.81 | 0.79 | — | — | (0.18) | (0.18) | — | 0.61 | 4.62 | 20.34 | 1,748 | 1.04 | 1.04 | (0.56) | 53 | |
7/1/18 to 6/30/19 | 4.11 | (0.02) | 0.40 | 0.38 | — | — | (0.48) | (0.48) | — | (0.10) | 4.01 | 13.61 | 1,525 | 1.04 | 1.04 | (0.54) | 60 | |
7/1/17 to 6/30/18 | 3.94 | (0.02) | 0.57 | 0.55 | — | — | (0.38) | (0.38) | — | 0.17 | 4.11 | 14.19 | 1,441 | 1.03 | 1.03 | (0.40) | 79 | |
7/1/16 to 6/30/17 | 3.56 | (0.01) | 0.66 | 0.65 | — | — | (0.27) | (0.27) | — | 0.38 | 3.94 | 19.19 | 575 | 1.03 | 1.03 | (0.30) | 77 | |
AllianzGI Small-Cap Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 27.49 | 0.05 | 0.69 | 0.74 | (0.02) | — | (3.41) | (3.43) | — | (2.69) | $ 24.80 | 3.29 % | $ 87,427 | 1.17 % | 1.18 % | 0.36 % | 27 % | |
7/1/20 to 6/30/21 | 17.55 | (0.04) | 10.00 | 9.96 | (0.02) | — | — | (0.02) | — | 9.94 | 27.49 | 56.80 | 87,605 | 1.17 | 1.23 | (0.17) | 88 | |
7/1/19 to 6/30/20 | 19.50 | 0.04 | (1.98) | (1.94) | (0.01) | — | — | (0.01) | — | (1.95) | 17.55 (11) | (9.95) (11) | 58,062 | 1.17 | 1.27 | 0.23 | 110 | |
7/1/18 to 6/30/19 | 21.61 | 0.07 | (0.53) | (0.46) | (0.02) | — | (1.63) | (1.65) | — | (2.11) | 19.50 | (0.62) | 66,269 | 1.18 | 1.27 | 0.35 | 78 | |
7/1/17 to 6/30/18 | 20.51 | (0.02) | 3.92 | 3.90 | — | — | (2.80) | (2.80) | — | 1.10 | 21.61 | 19.96 | 44,860 | 1.31 | 1.31 | (0.07) | 126 | |
7/1/16 to 6/30/17 | 16.71 | 0.03 | 3.79 | 3.82 | (0.01) | — | (0.01) | (0.02) | — | 3.80 | 20.51 (11) | 22.82 (11) | 39,509 | 1.31 | 1.31 | 0.15 | 152 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 25.99 | (0.05) | 0.64 | 0.59 | — | — | (3.41) | (3.41) | — | (2.82) | $ 23.17 | 2.89 % | $ 4,869 | 1.92 % | 1.96 % | (0.39) % | 27 % | |
7/1/20 to 6/30/21 | 16.70 | (0.20) | 9.49 | 9.29 | — (8) | — | — | — | — | 9.29 | 25.99 | 55.63 | 4,940 | 1.92 | 1.99 | (0.92) | 88 | |
7/1/19 to 6/30/20 | 18.68 | (0.09) | (1.89) | (1.98) | — | — | — | — | — | (1.98) | 16.70 (11) | (10.60) (11) | 4,251 | 1.92 | 2.02 | (0.53) | 110 | |
7/1/18 to 6/30/19 | 20.92 | (0.07) | (0.54) | (0.61) | — | — | (1.63) | (1.63) | — | (2.24) | 18.68 | (1.39) | 7,873 | 1.93 | 2.02 | (0.36) | 78 | |
7/1/17 to 6/30/18 | 20.07 | (0.17) | 3.82 | 3.65 | — | — | (2.80) | (2.80) | — | 0.85 | 20.92 | 19.10 | 35,080 | 2.06 | 2.06 | (0.82) | 126 | |
7/1/16 to 6/30/17 | 16.48 | (0.11) | 3.71 | 3.60 | — | — | (0.01) | (0.01) | — | 3.59 | 20.07 (11) | 21.82 (11) | 32,802 | 2.06 | 2.06 | (0.60) | 152 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 27.82 | 0.08 | 0.71 | 0.79 | (0.02) | — | (3.41) | (3.43) | — | (2.64) | $ 25.18 | 3.42 % | $ 26,207 | 0.92 % | 0.97 % | 0.54 % | 27 % | |
7/1/20 to 6/30/21 | 17.76 | 0.02 | 10.12 | 10.14 | (0.08) | — | — | (0.08) | — | 10.06 | 27.82 | 57.18 | 28,986 | 0.92 | 1.02 | 0.08 | 88 | |
7/1/19 to 6/30/20 | 19.74 | 0.08 | (1.99) | (1.91) | (0.07) | — | — | (0.07) | — | (1.98) | 17.76 (11) | (9.74) (11) | 16,747 | 0.92 | 1.02 | 0.44 | 110 | |
7/1/18 to 6/30/19 | 21.81 | 0.12 | (0.53) | (0.41) | (0.03) | — | (1.63) | (1.66) | — | (2.07) | 19.74 | (0.36) | 9,637 | 0.93 | 1.02 | 0.61 | 78 | |
7/1/17 to 6/30/18 | 20.63 | 0.03 | 3.95 | 3.98 | — | — | (2.80) | (2.80) | — | 1.18 | 21.81 | 20.25 | 6,883 | 1.06 | 1.06 | 0.12 | 126 | |
7/1/16 to 6/30/17 | 16.77 | 0.07 | 3.81 | 3.88 | (0.01) | — | (0.01) | (0.02) | — | 3.86 | 20.63 (11) | 23.12 (11) | 3,425 | 1.06 | 1.06 | 0.39 | 152 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 28.07 | 0.11 | 0.69 | 0.80 | (0.10) | — | (3.41) | (3.51) | — | (2.71) | $ 25.36 | 3.43 % | $ 57,073 | 0.82 % | 0.94 % | 0.79 % | 27 % | |
7/1/20 to 6/30/21 | 17.92 | 0.04 | 10.22 | 10.26 | (0.11) | — | — | (0.11) | — | 10.15 | 28.07 | 57.35 | 36,211 | 0.82 | 0.96 | 0.19 | 88 | |
7/1/19 to 6/30/20 | 19.90 | 0.09 | (1.99) | (1.90) | (0.08) | — | — | (0.08) | — | (1.98) | 17.92 (11) | (9.62) (11) | 22,028 | 0.82 | 0.92 | 0.49 | 110 | |
7/1/18 to 6/30/19 | 21.96 | 0.14 | (0.53) | (0.39) | (0.04) | — | (1.63) | (1.67) | — | (2.06) | 19.90 | (0.29) | 9,077 | 0.83 | 0.92 | 0.70 | 78 | |
7/1/17 to 6/30/18 | 20.73 | 0.05 | 3.98 | 4.03 | — | — | (2.80) | (2.80) | — | 1.23 | 21.96 | 20.40 | 8,104 | 0.96 | 0.96 | 0.21 | 126 | |
7/1/16 to 6/30/17 | 16.84 | 0.10 | 3.81 | 3.91 | (0.01) | — | (0.01) | (0.02) | — | 3.89 | 20.73 (11) | 23.22 �� (11) | 3,037 | 0.96 | 0.96 | 0.52 | 152 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Small-Cap Fund (Continued) | ||||||||||||||||||
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 28.10 | 0.11 | 0.70 | 0.81 | (0.08) | — | (3.41) | (3.49) | — | (2.68) | $ 25.42 | 3.51 % | $ 9,308 | 0.77 % | 0.86 % | 0.77 % | 27 % | |
7/1/20 to 6/30/21 | 17.93 | 0.06 | 10.21 | 10.27 | (0.10) | — | — | (0.10) | — | 10.17 | 28.10 | 57.37 | 8,614 | 0.77 | 0.87 | 0.24 | 88 | |
7/1/19 to 6/30/20 | 19.90 | 0.14 | (2.03) | (1.89) | (0.08) | — | — | (0.08) | — | (1.97) | 17.93 (11) | (9.55) (11) | 9,114 | 0.77 | 0.87 | 0.71 | 110 | |
8/22/18 (12) to 6/30/19 | 23.16 | 0.13 | (1.71) | (1.58) | (0.05) | — | (1.63) | (1.68) | — | (3.26) | 19.90 | (5.42) | 17,792 | 0.77 | 0.87 | 0.76 | 78 (13) | |
AllianzGI Technology Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 81.59 | (0.46) | 4.21 | 3.75 | — | — | (23.45) | (23.45) | — | (19.70) | $ 61.89 | 5.81 % | $ 807,002 | 1.41 % (9) | 1.41 % | (1.11) % | 55 % | |
7/1/20 to 6/30/21 | 68.06 | (0.88) | 30.38 | 29.50 | — | — | (15.97) | (15.97) | — | 13.53 | 81.59 | 45.06 | 812,373 | 1.49 (9) | 1.50 | (1.12) | 150 | |
7/1/19 to 6/30/20 | 63.92 | (0.68) | 16.01 | 15.33 | — | — | (11.19) | (11.19) | — | 4.14 | 68.06 (11) | 28.34 (11) | 664,833 | 1.57 | 1.57 | (1.12) | 212 | |
7/1/18 to 6/30/19 | 71.60 | (0.68) | 5.90 | 5.22 | — | — | (12.90) | (12.90) | — | (7.68) | 63.92 | 12.40 | 601,112 | 1.51 | 1.56 | (1.05) | 109 | |
7/1/17 to 6/30/18 | 60.82 | (0.64) | 22.58 | 21.94 | — | — | (11.16) | (11.16) | — | 10.78 | 71.60 | 38.89 | 530,127 | 1.42 | 1.57 | (0.95) | 104 | |
7/1/16 to 6/30/17 | 48.03 | (0.17) (15) | 15.75 | 15.58 | — | — | (2.79) | (2.79) | — | 12.79 | 60.82 (15) | 33.69 (15) | 452,039 | 1.51 | 1.61 | (0.31) (15) | 128 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 45.83 | (0.42) | 1.91 | 1.49 | — | — | (23.45) | (23.45) | — | (21.96) | $ 23.87 | 5.39 % | $ 48,978 | 2.17 % (9) | 2.17 % | (1.87) % | 55 % | |
7/1/20 to 6/30/21 | 43.68 | (0.87) | 18.99 | 18.12 | — | — | (15.97) | (15.97) | — | 2.15 | 45.83 | 44.01 | 53,742 | 2.24 (9) | 2.25 | (1.88) | 150 | |
7/1/19 to 6/30/20 | 45.22 | (0.76) | 10.41 | 9.65 | — | — | (11.19) | (11.19) | — | (1.54) | 43.68 (11) | 27.37 (11) | 50,421 | 2.32 | 2.32 | (1.87) | 212 | |
7/1/18 to 6/30/19 | 55.32 | (0.92) | 3.72 | 2.80 | — | — | (12.90) | (12.90) | — | (10.10) | 45.22 | 11.57 | 48,842 | 2.23 | 2.31 | (1.78) | 109 | |
7/1/17 to 6/30/18 | 49.43 | (0.91) | 17.96 | 17.05 | — | — | (11.16) | (11.16) | — | 5.89 | 55.32 | 37.86 | 138,589 | 2.17 | 2.32 | (1.70) | 104 | |
7/1/16 to 6/30/17 | 39.80 | (0.46) (15) | 12.88 | 12.42 | — | — | (2.79) | (2.79) | — | 9.63 | 49.43 (15) | 32.69 (15) | 113,411 | 2.26 | 2.36 | (1.05) (15) | 128 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 98.14 | (0.46) | 5.28 | 4.82 | — | — | (23.45) | (23.45) | — | (18.63) | $ 79.51 | 5.93 % | $ 120,374 | 1.19 % (9) | 1.19 % | (0.90) % | 55 % | |
7/1/20 to 6/30/21 | 79.28 | (0.81) | 35.64 | 34.83 | — | — | (15.97) | (15.97) | — | 18.86 | 98.14 | 45.44 | 194,925 | 1.24 (9) | 1.25 | (0.87) | 150 | |
7/1/19 to 6/30/20 | 72.49 | (0.60) | 18.58 | 17.98 | — | — | (11.19) | (11.19) | — | 6.79 | 79.28 (11) | 28.67 (11) | 154,810 | 1.32 | 1.32 | (0.87) | 212 | |
7/1/18 to 6/30/19 | 79.05 | (0.58) | 6.92 | 6.34 | — | — | (12.90) | (12.90) | — | (6.56) | 72.49 | 12.68 | 155,553 | 1.27 | 1.31 | (0.80) | 109 | |
7/1/17 to 6/30/18 | 66.03 | (0.53) | 24.71 | 24.18 | — | — | (11.16) | (11.16) | — | 13.02 | 79.05 | 39.24 | 100,560 | 1.17 | 1.32 | (0.71) | 104 | |
7/1/16 to 6/30/17 | 51.80 | — (8)(15) | 17.02 | 17.02 | — | — | (2.79) | (2.79) | — | 14.23 | 66.03 (15) | 34.03 (15) | 59,369 | 1.26 | 1.35 | (0.01) (15) | 128 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $101.34 | (0.43) | 5.47 | 5.04 | — | — | (23.45) | (23.45) | — | (18.41) | $ 82.93 | 5.95 % | $1,366,346 | 1.13 % (9) | 1.13 % | (0.83) % | 55 % | |
7/1/20 to 6/30/21 | 81.43 | (0.77) | 36.65 | 35.88 | — | — | (15.97) | (15.97) | — | 19.91 | 101.34 | 45.53 | 1,386,911 | 1.17 (9) | 1.18 | (0.80) | 150 | |
7/1/19 to 6/30/20 | 74.10 | (0.55) | 19.07 | 18.52 | — | — | (11.19) | (11.19) | — | 7.33 | 81.43 (11) | 28.78 (11) | 995,709 | 1.22 | 1.22 | (0.78) | 212 | |
7/1/18 to 6/30/19 | 80.40 | (0.52) | 7.12 | 6.60 | — | — | (12.90) | (12.90) | — | (6.30) | 74.10 | 12.81 | 800,061 | 1.16 | 1.21 | (0.69) | 109 | |
7/1/17 to 6/30/18 | 66.94 | (0.45) | 25.07 | 24.62 | — | — | (11.16) | (11.16) | — | 13.46 | 80.40 | 39.37 | 789,922 | 1.07 | 1.22 | (0.59) | 104 | |
7/1/16 to 6/30/17 | 52.43 | 0.06 (15) | 17.24 | 17.30 | — | — | (2.79) | (2.79) | — | 14.51 | 66.94 (15) | 34.16 (15) | 736,162 | 1.16 | 1.25 | 0.09 (15) | 128 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
AllianzGI Technology Fund (Continued) | ||||||||||||||||||
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 90.62 | (0.53) | 4.78 | 4.25 | — | — | (23.45) | (23.45) | — | (19.20) | $ 71.42 | 5.78 % | $ 15,637 | 1.47 % | 2.01 % | (1.14) % | 55 % | |
7/1/20 to 6/30/21 | 74.24 | (0.91) | 33.26 | 32.35 | — | — | (15.97) | (15.97) | — | 16.38 | 90.62 | 45.15 | 86,855 | 1.43 (9) | 1.44 | (1.05) | 150 | |
7/1/19 to 6/30/20 | 68.67 | (0.67) | 17.43 | 16.76 | — | — | (11.19) | (11.19) | — | 5.57 | 74.24 (11) | 28.46 (11) | 11,669 | 1.47 | 1.47 | (1.02) | 212 | |
7/1/18 to 6/30/19 | 75.76 | (0.67) | 6.48 | 5.81 | — | — | (12.90) | (12.90) | — | (7.09) | 68.67 | 12.52 | 11,688 | 1.40 | 1.46 | (0.95) | 109 | |
7/1/17 to 6/30/18 | 63.76 | (0.61) | 23.77 | 23.16 | — | — | (11.16) | (11.16) | — | 12.00 | 75.76 | 39.02 | 23,535 | 1.32 | 1.47 | (0.85) | 104 | |
7/1/16 to 6/30/17 | 50.18 | (0.23) (15) | 16.60 | 16.37 | — | — | (2.79) | (2.79) | — | 13.58 | 63.76 (15) | 33.83 (15) | 15,062 | 1.44 | 1.52 | (0.41) (15) | 128 | |
NFJ Dividend Value Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 12.73 | 0.10 | 1.40 | 1.50 | (0.08) | — | (0.68) | (0.76) | — | 0.74 | $ 13.47 | 11.95 % | $ 451,371 | 1.00 % (9) | 1.00 % | 1.53 % | 29 % | |
7/1/20 to 6/30/21 | 9.67 | 0.15 | 3.07 | 3.22 | (0.16) | — | — (8) | (0.16) | — | 3.06 | 12.73 | 33.47 | 422,719 | 1.02 (7)(9) | 1.06 | 1.36 | 67 | |
7/1/19 to 6/30/20 | 12.11 | 0.19 | (1.01) | (0.82) | (0.20) | — | (1.42) | (1.62) | — | (2.44) | 9.67 | (8.54) | 329,828 | 1.04 | 1.12 | 1.74 | 139 | |
7/1/18 to 6/30/19 | 14.76 | 0.26 | (0.05) | 0.21 | (0.26) | — | (2.60) | (2.86) | — | (2.65) | 12.11 | 4.39 | 453,255 | 1.01 | 1.11 | 1.97 | 52 | |
7/1/17 to 6/30/18 | 17.20 | 0.27 | 1.45 | 1.72 | (0.28) | — | (3.88) | (4.16) | — | (2.44) | 14.76 | 9.55 | 480,068 | 0.95 | 1.10 | 1.66 | 47 | |
7/1/16 to 6/30/17 | 15.74 | 0.34 | 2.08 | 2.42 | (0.37) | — | (0.59) | (0.96) | — | 1.46 | 17.20 | 15.55 | 599,510 | 0.99 | 1.09 | 2.02 | 41 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 13.04 | 0.05 | 1.43 | 1.48 | (0.03) | — | (0.68) | (0.71) | — | 0.77 | $ 13.81 | 11.45 % | $ 17,547 | 1.76 % (9) | 1.76 % | 0.77 % | 29 % | |
7/1/20 to 6/30/21 | 9.88 | 0.07 | 3.14 | 3.21 | (0.05) | — | — (8) | (0.05) | — | 3.16 | 13.04 | 32.53 | 18,956 | 1.77 (7)(9) | 1.82 | 0.59 | 67 | |
7/1/19 to 6/30/20 | 12.32 | 0.11 | (1.02) | (0.91) | (0.11) | — | (1.42) | (1.53) | — | (2.44) | 9.88 | (9.17) | 38,900 | 1.79 | 1.87 | 0.98 | 139 | |
7/1/18 to 6/30/19 | 14.92 | 0.17 | (0.05) | 0.12 | (0.12) | — | (2.60) | (2.72) | — | (2.60) | 12.32 | 3.56 | 75,395 | 1.76 | 1.86 | 1.23 | 52 | |
7/1/17 to 6/30/18 | 17.34 | 0.15 | 1.46 | 1.61 | (0.15) | — | (3.88) | (4.03) | — | (2.42) | 14.92 | 8.77 | 231,933 | 1.70 | 1.85 | 0.91 | 47 | |
7/1/16 to 6/30/17 | 15.86 | 0.21 | 2.10 | 2.31 | (0.24) | — | (0.59) | (0.83) | — | 1.48 | 17.34 | 14.67 | 274,212 | 1.74 | 1.84 | 1.28 | 41 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 12.87 | 0.12 | 1.42 | 1.54 | (0.10) | — | (0.68) | (0.78) | — | 0.76 | $ 13.63 | 12.12 % | $ 197,099 | 0.73 % (9) | 0.73 % | 1.79 % | 29 % | |
7/1/20 to 6/30/21 | 9.77 | 0.18 | 3.10 | 3.28 | (0.18) | — | — (8) | (0.18) | — | 3.10 | 12.87 | 33.79 | 210,888 | 0.76 (7)(9) | 0.81 | 1.60 | 67 | |
7/1/19 to 6/30/20 | 12.21 | 0.23 | (1.02) | (0.79) | (0.23) | — | (1.42) | (1.65) | — | (2.44) | 9.77 | (8.23) | 221,250 | 0.79 | 0.87 | 1.98 | 139 | |
7/1/18 to 6/30/19 | 14.87 | 0.30 | (0.05) | 0.25 | (0.31) | — | (2.60) | (2.91) | — | (2.66) | 12.21 | 4.62 | 378,642 | 0.76 | 0.86 | 2.22 | 52 | |
7/1/17 to 6/30/18 | 17.30 | 0.32 | 1.45 | 1.77 | (0.32) | — | (3.88) | (4.20) | — | (2.43) | 14.87 | 9.83 | 551,096 | 0.70 | 0.85 | 1.91 | 47 | |
7/1/16 to 6/30/17 | 15.83 | 0.38 | 2.09 | 2.47 | (0.41) | — | (0.59) | (1.00) | — | 1.47 | 17.30 | 15.79 | 639,847 | 0.74 | 0.84 | 2.27 | 41 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 12.85 | 0.12 | 1.42 | 1.54 | (0.10) | — | (0.68) | (0.78) | — | 0.76 | $ 13.61 | 12.11 % | $ 111,872 | 0.70 % | 0.88 % | 1.84 % | 29 % | |
7/1/20 to 6/30/21 | 9.75 | 0.19 | 3.10 | 3.29 | (0.19) | — | — (8) | (0.19) | — | 3.10 | 12.85 | 33.95 | 122,996 | 0.70 | 0.75 | 1.67 | 67 | |
7/1/19 to 6/30/20 | 12.20 | 0.24 | (1.03) | (0.79) | (0.24) | — | (1.42) | (1.66) | — | (2.45) | 9.75 | (8.24) | 117,755 | 0.69 | 0.77 | 2.07 | 139 | |
7/1/18 to 6/30/19 | 14.87 | 0.31 | (0.05) | 0.26 | (0.33) | — | (2.60) | (2.93) | — | (2.67) | 12.20 | 4.75 | 263,357 | 0.66 | 0.76 | 2.32 | 52 | |
7/1/17 to 6/30/18 | 17.30 | 0.34 | 1.45 | 1.79 | (0.34) | — | (3.88) | (4.22) | — | (2.43) | 14.87 | 9.94 | 438,422 | 0.60 | 0.75 | 2.03 | 47 | |
7/1/16 to 6/30/17 | 15.82 | 0.41 | 2.08 | 2.49 | (0.42) | — | (0.59) | (1.01) | — | 1.48 | 17.30 | 15.96 | 731,788 | 0.64 | 0.74 | 2.44 | 41 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
NFJ Dividend Value Fund (Continued) | ||||||||||||||||||
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 12.79 | 0.13 | 1.41 | 1.54 | (0.11) | — | (0.68) | (0.79) | — | 0.75 | $ 13.54 | 12.17 % | $ 91,325 | 0.64 % (9) | 0.64 % | 1.90 % | 29 % | |
7/1/20 to 6/30/21 | 9.71 | 0.19 | 3.08 | 3.27 | (0.19) | — | — (8) | (0.19) | — | 3.08 | 12.79 | 33.98 | 82,578 | 0.64 (7) | 0.69 | 1.72 | 67 | |
7/1/19 to 6/30/20 | 12.15 | 0.24 | (1.02) | (0.78) | (0.24) | — | (1.42) | (1.66) | — | (2.44) | 9.71 | (8.12) | 60,490 | 0.64 | 0.72 | 2.15 | 139 | |
7/1/18 to 6/30/19 | 14.83 | 0.31 | (0.04) | 0.27 | (0.35) | — | (2.60) | (2.95) | — | (2.68) | 12.15 | 4.82 | 65,935 | 0.61 | 0.71 | 2.38 | 52 | |
7/1/17 to 6/30/18 | 17.27 | 0.34 | 1.45 | 1.79 | (0.35) | — | (3.88) | (4.23) | — | (2.44) | 14.83 | 9.96 | 85,285 | 0.55 | 0.70 | 2.06 | 47 | |
7/1/16 to 6/30/17 | 15.80 | 0.41 | 2.09 | 2.50 | (0.44) | — | (0.59) | (1.03) | — | 1.47 | 17.27 | 16.01 | 95,755 | 0.59 | 0.69 | 2.44 | 41 | |
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 13.12 | 0.11 | 1.44 | 1.55 | (0.09) | — | (0.68) | (0.77) | — | 0.78 | $ 13.90 | 11.94 % | $ 37,763 | 0.91 % (9) | 0.91 % | 1.63 % | 29 % | |
7/1/20 to 6/30/21 | 9.96 | 0.17 | 3.15 | 3.32 | (0.16) | — | — (8) | (0.16) | — | 3.16 | 13.12 | 33.55 | 33,289 | 0.94 (7) | 0.98 | 1.44 | 67 | |
7/1/19 to 6/30/20 | 12.41 | 0.21 | (1.03) | (0.82) | (0.21) | — | (1.42) | (1.63) | — | (2.45) | 9.96 | (8.33) | 25,794 | 0.94 | 1.02 | 1.84 | 139 | |
7/1/18 to 6/30/19 | 15.04 | 0.28 | (0.05) | 0.23 | (0.26) | — | (2.60) | (2.86) | — | (2.63) | 12.41 | 4.42 | 47,049 | 0.91 | 1.01 | 2.07 | 52 | |
7/1/17 to 6/30/18 | 17.41 | 0.32 | 1.43 | 1.75 | (0.24) | — | (3.88) | (4.12) | — | (2.37) | 15.04 | 9.67 | 84,009 | 0.85 | 1.00 | 1.87 | 47 | |
7/1/16 to 6/30/17 | 15.92 | 0.36 | 2.11 | 2.47 | (0.39) | — | (0.59) | (0.98) | — | 1.49 | 17.41 | 15.68 | 345,533 | 0.89 | 0.99 | 2.11 | 41 | |
NFJ International Value Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 22.93 | 0.20 | (0.51) | (0.31) | (0.37) | — | — | (0.37) | — | (0.68) | $ 22.25 | (1.30) % | $ 67,110 | 1.30 % | 1.36 % | 1.83 % | 30 % | |
7/1/20 to 6/30/21 | 16.86 | 0.28 | 6.15 | 6.43 | (0.36) | — | — | (0.36) | — | 6.07 | 22.93 | 38.47 | 73,311 | 1.30 (7)(9) | 1.34 | 1.38 | 116 | |
7/1/19 to 6/30/20 | 18.47 | 0.36 | (1.58) | (1.22) | (0.39) | — | — | (0.39) | — | (1.61) | 16.86 | (6.66) | 55,297 | 1.30 | 1.37 | 2.06 | 91 | |
7/1/18 to 6/30/19 | 18.52 | 0.33 | (0.08) | 0.25 | (0.30) | — | — | (0.30) | — | (0.05) | 18.47 | 1.44 | 71,931 | 1.30 | 1.38 | 1.84 | 49 | |
7/1/17 to 6/30/18 | 18.13 | 0.34 | 0.38 | 0.72 | (0.32) | (0.01) | — | (0.33) | — | 0.39 | 18.52 | 3.95 | 88,385 | 1.29 | 1.37 | 1.76 | 63 | |
7/1/16 to 6/30/17 | 16.32 | 0.34 | 1.92 | 2.26 | (0.45) | — | — | (0.45) | — | 1.81 | 18.13 | 13.99 | 127,642 | 1.30 | 1.35 | 2.01 | 63 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 22.51 | 0.13 | (0.50) | (0.37) | (0.29) | — | — | (0.29) | — | (0.66) | $ 21.85 | (1.60) % | $ 2,671 | 2.02 % (9) | 2.02 % | 1.17 % | 30 % | |
7/1/20 to 6/30/21 | 16.57 | 0.11 | 6.04 | 6.15 | (0.21) | — | — | (0.21) | — | 5.94 | 22.51 | 37.40 | 3,576 | 2.02 (9) | 2.07 | 0.56 | 116 | |
7/1/19 to 6/30/20 | 18.15 | 0.22 | (1.54) | (1.32) | (0.26) | — | — | (0.26) | — | (1.58) | 16.57 | (7.33) | 7,488 | 2.05 | 2.12 | 1.27 | 91 | |
7/1/18 to 6/30/19 | 18.20 | 0.17 | (0.04) | 0.13 | (0.18) | — | — | (0.18) | — | (0.05) | 18.15 | 0.76 | 13,926 | 2.05 | 2.13 | 0.98 | 49 | |
7/1/17 to 6/30/18 | 17.86 | 0.19 | 0.37 | 0.56 | (0.21) | (0.01) | — | (0.22) | — | 0.34 | 18.20 | 3.11 | 36,184 | 2.04 | 2.12 | 0.99 | 63 | |
7/1/16 to 6/30/17 | 16.09 | 0.23 | 1.86 | 2.09 | (0.32) | — | — | (0.32) | — | 1.77 | 17.86 | 13.10 | 54,546 | 2.05 | 2.10 | 1.37 | 63 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 23.09 | 0.24 | (0.51) | (0.27) | (0.41) | — | — | (0.41) | — | (0.68) | $ 22.41 | (1.12) % | $ 23,965 | 1.00 % (9) | 1.00 % | 2.15 % | 30 % | |
7/1/20 to 6/30/21 | 16.96 | 0.34 | 6.19 | 6.53 | (0.40) | — | — | (0.40) | — | 6.13 | 23.09 | 38.86 | 26,708 | 1.03 (7)(9) | 1.07 | 1.65 | 116 | |
7/1/19 to 6/30/20 | 18.58 | 0.41 | (1.60) | (1.19) | (0.43) | — | — | (0.43) | — | (1.62) | 16.96 | (6.45) | 22,912 | 1.05 | 1.12 | 2.29 | 91 | |
7/1/18 to 6/30/19 | 18.61 | 0.35 | (0.04) | 0.31 | (0.34) | — | — | (0.34) | — | (0.03) | 18.58 | 1.76 | 38,655 | 1.05 | 1.13 | 1.93 | 49 | |
7/1/17 to 6/30/18 | 18.21 | 0.36 | 0.41 | 0.77 | (0.36) | (0.01) | — | (0.37) | — | 0.40 | 18.61 | 4.17 | 89,644 | 1.04 | 1.12 | 1.87 | 63 | |
7/1/16 to 6/30/17 | 16.40 | 0.40 | 1.90 | 2.30 | (0.49) | — | — | (0.49) | — | 1.81 | 18.21 | 14.20 | 148,540 | 1.05 | 1.10 | 2.34 | 63 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
NFJ International Value Fund (Continued) | ||||||||||||||||||
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 23.11 | 0.25 | (0.52) | (0.27) | (0.42) | — | — | (0.42) | — | (0.69) | $ 22.42 | (1.13) % | $ 47,797 | 0.95 % (9) | 0.95 % | 2.18 % | 30 % | |
7/1/20 to 6/30/21 | 16.98 | 0.36 | 6.19 | 6.55 | (0.42) | — | — | (0.42) | — | 6.13 | 23.11 | 38.95 | 48,096 | 0.95 | 1.00 | 1.76 | 116 | |
7/1/19 to 6/30/20 | 18.60 | 0.43 | (1.60) | (1.17) | (0.45) | — | — | (0.45) | — | (1.62) | 16.98 | (6.33) | 37,009 | 0.95 | 1.02 | 2.41 | 91 | |
7/1/18 to 6/30/19 | 18.64 | 0.41 | (0.08) | 0.33 | (0.37) | — | — | (0.37) | — | (0.04) | 18.60 | 1.84 | 46,473 | 0.95 | 1.03 | 2.24 | 49 | |
7/1/17 to 6/30/18 | 18.24 | 0.42 | 0.36 | 0.78 | (0.37) | (0.01) | — | (0.38) | — | 0.40 | 18.64 | 4.27 | 55,924 | 0.94 | 1.02 | 2.14 | 63 | |
7/1/16 to 6/30/17 | 16.42 | 0.37 | 1.95 | 2.32 | (0.50) | — | — | (0.50) | — | 1.82 | 18.24 | 14.33 | 74,272 | 0.95 | 1.00 | 2.18 | 63 | |
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 23.08 | 0.25 | (0.51) | (0.26) | (0.42) | — | — | (0.42) | — | (0.68) | $ 22.40 | (1.06) % | $ 2,845 | 0.89 % (9) | 0.89 % | 2.22 % | 30 % | |
7/1/20 to 6/30/21 | 16.97 | 0.41 | 6.13 | 6.54 | (0.43) | — | — | (0.43) | — | 6.11 | 23.08 | 38.97 | 2,741 | 0.90 | 0.95 | 1.96 | 116 | |
7/1/19 to 6/30/20 | 18.59 | 0.44 | (1.60) | (1.16) | (0.46) | — | — | (0.46) | — | (1.62) | 16.97 | (6.28) | 1,230 | 0.90 | 0.97 | 2.47 | 91 | |
7/1/18 to 6/30/19 | 18.63 | 0.37 | (0.04) | 0.33 | (0.37) | — | — | (0.37) | — | (0.04) | 18.59 | 1.88 | 1,277 | 0.90 | 0.98 | 2.07 | 49 | |
7/1/17 to 6/30/18 | 18.19 | 0.29 | 0.50 | 0.79 | (0.34) | (0.01) | — | (0.35) | — | 0.44 | 18.63 | 4.31 | 1,836 | 0.89 | 0.97 | 1.48 | 63 | |
7/1/16 to 6/30/17 | 16.38 | 0.40 | 1.93 | 2.33 | (0.52) | — | — | (0.52) | — | 1.81 | 18.19 | 14.42 | 28,460 | 0.90 | 0.95 | 2.33 | 63 | |
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 23.06 | 0.20 | (0.50) | (0.30) | (0.39) | — | — | (0.39) | — | (0.69) | $ 22.37 | (1.26) % | $ 1,974 | 1.20 % | 1.24 % | 1.78 % | 30 % | |
7/1/20 to 6/30/21 | 16.92 | 0.11 | 6.35 | 6.46 | (0.32) | — | — | (0.32) | — | 6.14 | 23.06 | 38.57 | 1,219 | 1.20 | 1.28 | 0.57 | 116 | |
7/1/19 to 6/30/20 | 18.54 | 0.38 | (1.59) | (1.21) | (0.41) | — | — | (0.41) | — | (1.62) | 16.92 | (6.58) | 1,147 | 1.20 | 1.27 | 2.17 | 91 | |
7/1/18 to 6/30/19 | 18.56 | 0.29 | 0.01 | 0.30 | (0.32) | — | — | (0.32) | — | (0.02) | 18.54 | 1.68 | 1,436 | 1.20 | 1.28 | 1.60 | 49 | |
7/1/17 to 6/30/18 | 18.19 | 0.38 | 0.35 | 0.73 | (0.35) | (0.01) | — | (0.36) | — | 0.37 | 18.56 | 4.01 | 4,829 | 1.19 | 1.27 | 1.96 | 63 | |
7/1/16 to 6/30/17 | 16.37 | 0.36 | 1.92 | 2.28 | (0.46) | — | — | (0.46) | — | 1.82 | 18.19 | 14.09 | 4,973 | 1.20 | 1.25 | 2.08 | 63 | |
NFJ Large-Cap Value Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 33.12 | 0.10 | 3.11 | 3.21 | (0.07) | — | (1.91) | (1.98) | — | 1.23 | $ 34.35 | 9.83 % | $ 191,835 | 1.01 % (9) | 1.01 % | 0.57 % | 14 % | |
7/1/20 to 6/30/21 | 24.49 | 0.23 | 8.62 | 8.85 | (0.22) | — | — | (0.22) | — | 8.63 | 33.12 | 36.24 | 184,745 | 1.06 (9) | 1.06 | 0.79 | 69 | |
7/1/19 to 6/30/20 | 26.90 | 0.39 | (1.88) | (1.49) | (0.41) | — | (0.51) | (0.92) | — | (2.41) | 24.49 | (5.71) | 150,404 | 1.12 | 1.12 | 1.48 | 114 | |
7/1/18 to 6/30/19 | 26.14 | 0.41 | 0.79 | 1.20 | (0.39) | — | (0.05) | (0.44) | — | 0.76 | 26.90 | 4.67 | 178,311 | 1.12 | 1.12 | 1.57 | 68 | |
7/1/17 to 6/30/18 | 24.31 | 0.41 | 1.83 | 2.24 | (0.41) | — | — | (0.41) | — | 1.83 | 26.14 | 9.27 | 145,338 | 1.06 | 1.11 | 1.56 | 110 | |
7/1/16 to 6/30/17 | 20.34 | 0.36 | 3.97 (16) | 4.33 | (0.36) | — | — | (0.36) | — | 3.97 | 24.31 (16) | 21.42 (16) | 151,306 | 1.02 | 1.12 | 1.60 | 67 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 33.54 | (0.03) | 3.14 | 3.11 | — | — | (1.91) | (1.91) | — | 1.20 | $ 34.74 | 9.40 % | $ 3,664 | 1.76 % (9) | 1.76 % | (0.18) % | 14 % | |
7/1/20 to 6/30/21 | 24.82 | 0.02 | 8.73 | 8.75 | (0.03) | — | — | (0.03) | — | 8.72 | 33.54 | 35.24 | 4,056 | 1.81 (9) | 1.81 | 0.06 | 69 | |
7/1/19 to 6/30/20 | 27.23 | 0.19 | (1.88) | (1.69) | (0.21) | — | (0.51) | (0.72) | — | (2.41) | 24.82 | (6.41) | 7,854 | 1.87 | 1.87 | 0.73 | 114 | |
7/1/18 to 6/30/19 | 26.44 | 0.19 | 0.81 | 1.00 | (0.16) | — | (0.05) | (0.21) | — | 0.79 | 27.23 | 3.82 | 12,080 | 1.87 | 1.87 | 0.70 | 68 | |
7/1/17 to 6/30/18 | 24.57 | 0.22 | 1.86 | 2.08 | (0.21) | — | — | (0.21) | — | 1.87 | 26.44 | 8.49 | 62,232 | 1.81 | 1.86 | 0.82 | 110 | |
7/1/16 to 6/30/17 | 20.50 | 0.19 | 4.01 (16) | 4.20 | (0.13) | — | — | (0.13) | — | 4.07 | 24.57 (16) | 20.52 (16) | 70,159 | 1.77 | 1.87 | 0.86 | 67 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
NFJ Large-Cap Value Fund (Continued) | ||||||||||||||||||
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 33.46 | 0.14 | 3.14 | 3.28 | (0.11) | — | (1.91) | (2.02) | — | 1.26 | $ 34.72 | 9.94 % | $ 19,292 | 0.76 % (9) | 0.76 % | 0.81 % | 14 % | |
7/1/20 to 6/30/21 | 24.73 | 0.30 | 8.71 | 9.01 | (0.28) | — | — | (0.28) | — | 8.73 | 33.46 | 36.60 | 20,413 | 0.81 (9) | 0.81 | 1.04 | 69 | |
7/1/19 to 6/30/20 | 27.16 | 0.46 | (1.90) | (1.44) | (0.48) | — | (0.51) | (0.99) | — | (2.43) | 24.73 | (5.49) | 15,384 | 0.87 | 0.87 | 1.73 | 114 | |
7/1/18 to 6/30/19 | 26.38 | 0.48 | 0.81 | 1.29 | (0.46) | — | (0.05) | (0.51) | — | 0.78 | 27.16 | 4.95 | 19,097 | 0.87 | 0.87 | 1.80 | 68 | |
7/1/17 to 6/30/18 | 24.53 | 0.47 | 1.86 | 2.33 | (0.48) | — | — | (0.48) | — | 1.85 | 26.38 | 9.54 | 20,242 | 0.81 | 0.86 | 1.80 | 110 | |
7/1/16 to 6/30/17 | 20.56 | 0.42 | 4.01 (16) | 4.43 | (0.46) | — | — | (0.46) | — | 3.97 | 24.53 (16) | 21.71 (16) | 18,164 | 0.77 | 0.87 | 1.85 | 67 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 32.96 | 0.14 | 3.09 | 3.23 | (0.11) | — | (1.91) | (2.02) | — | 1.21 | $ 34.17 | 9.95 % | $ 128,192 | 0.76 % (9) | 0.76 % | 0.82 % | 14 % | |
7/1/20 to 6/30/21 | 24.37 | 0.31 | 8.58 | 8.89 | (0.30) | — | — | (0.30) | — | 8.59 | 32.96 | 36.66 | 129,083 | 0.75 (9) | 0.75 | 1.09 | 69 | |
7/1/19 to 6/30/20 | 26.77 | 0.48 | (1.87) | (1.39) | (0.50) | — | (0.51) | (1.01) | — | (2.40) | 24.37 | (5.36) | 92,001 | 0.77 | 0.77 | 1.81 | 114 | |
7/1/18 to 6/30/19 | 26.02 | 0.50 | 0.79 | 1.29 | (0.49) | — | (0.05) | (0.54) | — | 0.75 | 26.77 | 5.02 | 132,572 | 0.77 | 0.77 | 1.91 | 68 | |
7/1/17 to 6/30/18 | 24.20 | 0.49 | 1.84 | 2.33 | (0.51) | — | — | (0.51) | — | 1.82 | 26.02 | 9.66 | 127,728 | 0.71 | 0.76 | 1.89 | 110 | |
7/1/16 to 6/30/17 | 20.27 | 0.43 | 3.97 (16) | 4.40 | (0.47) | — | — | (0.47) | — | 3.93 | 24.20 (16) | 21.88 (16) | 114,377 | 0.67 | 0.77 | 1.95 | 67 | |
Class R6 | ||||||||||||||||||
10/28/21 (12) to 12/31/21(6) | $ 35.37 | 0.06 | 0.69 | 0.75 | (0.06) | — | (1.91) | (1.97) | — | (1.22) | $ 34.15 | 5.29 % | $ 97 | 0.64 % (9) | 0.64 % | 0.99 % | 14 % (13) | |
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 33.66 | 0.10 | 3.16 | 3.26 | (0.07) | — | (1.91) | (1.98) | — | 1.28 | $ 34.94 | 9.83 % | $ 541 | 1.00 % (9)(10) | 0.96 % | 0.58 % | 14 % | |
7/1/20 to 6/30/21 | 24.85 | 0.25 | 8.75 | 9.00 | (0.19) | — | — | (0.19) | — | 8.81 | 33.66 | 36.33 | 520 | 1.01 (7) | 1.02 | 0.89 | 69 | |
7/1/19 to 6/30/20 | 27.29 | 0.42 | (1.91) | (1.49) | (0.44) | — | (0.51) | (0.95) | — | (2.44) | 24.85 | (5.65) | 1,181 | 1.02 | 1.02 | 1.58 | 114 | |
7/1/18 to 6/30/19 | 26.51 | 0.45 | 0.80 | 1.25 | (0.42) | — | (0.05) | (0.47) | — | 0.78 | 27.29 | 4.77 | 1,381 | 1.02 | 1.02 | 1.66 | 68 | |
7/1/17 to 6/30/18 | 24.64 | 0.43 | 1.88 | 2.31 | (0.44) | — | — | (0.44) | — | 1.87 | 26.51 | 9.40 | 1,323 | 0.96 | 1.01 | 1.64 | 110 | |
7/1/16 to 6/30/17 | 20.61 | 0.38 | 4.04 (16) | 4.42 | (0.39) | — | — | (0.39) | — | 4.03 | 24.64 (16) | 21.58 (16) | 1,272 | 0.92 | 1.02 | 1.71 | 67 | |
NFJ Mid-Cap Value Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 35.54 | 0.17 | 2.81 | 2.98 | (0.25) | — | (3.92) | (4.17) | — | (1.19) | $ 34.35 | 8.75 % | $ 606,347 | 1.00 % | 1.10 % | 0.93 % | 29 % | |
7/1/20 to 6/30/21 | 25.72 | 0.30 | 9.83 | 10.13 | (0.26) | — | (0.05) | (0.31) | — | 9.82 | 35.54 | 39.60 | 596,144 | 1.00 | 1.16 | 0.98 | 96 | |
7/1/19 to 6/30/20 | 30.60 | 0.38 | (2.72) | (2.34) | (0.33) | — | (2.21) | (2.54) | — | (4.88) | 25.72 | (8.93) | 474,970 | 0.99 | 1.21 | 1.30 | 197 | |
7/1/18 to 6/30/19 | 30.06 | 0.44 | 0.54 | 0.98 | (0.31) | — | (0.13) | (0.44) | — | 0.54 | 30.60 | 3.46 | 595,707 | 0.99 | 1.21 | 1.48 | 81 | |
7/1/17 to 6/30/18 | 31.41 | 0.39 | 1.27 | 1.66 | (0.26) | — | (2.75) | (3.01) | — | (1.35) | 30.06 | 4.88 | 518,293 | 1.04 | 1.21 | 1.22 | 31 | |
7/1/16 to 6/30/17 | 24.37 | 0.36 | 7.03 (17) | 7.39 | (0.33) | — | (0.02) | (0.35) | — | 7.04 | 31.41 (17) | 30.53 (17) | 480,691 | 1.21 | 1.21 | 1.30 | 45 | |
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 28.63 | 0.03 | 2.24 | 2.27 | (0.09) | — | (3.92) | (4.01) | — | (1.74) | $ 26.89 | 8.36 % | $ 38,819 | 1.75 % | 1.83 % | 0.18 % | 29 % | |
7/1/20 to 6/30/21 | 20.74 | 0.05 | 7.93 | 7.98 | (0.04) | — | (0.05) | (0.09) | — | 7.89 | 28.63 | 38.53 | 39,321 | 1.74 (7) | 1.90 | 0.21 | 96 | |
7/1/19 to 6/30/20 | 25.16 | 0.13 | (2.18) | (2.05) | (0.16) | — | (2.21) | (2.37) | — | (4.42) | 20.74 | (9.64) | 37,278 | 1.74 | 1.96 | 0.55 | 197 | |
7/1/18 to 6/30/19 | 24.62 | 0.13 | 0.54 | 0.67 | — | — | (0.13) | (0.13) | — | 0.54 | 25.16 | 2.73 | 48,176 | 1.74 | 1.96 | 0.54 | 81 | |
7/1/17 to 6/30/18 | 26.22 | 0.12 | 1.08 | 1.20 | (0.05) | — | (2.75) | (2.80) | — | (1.60) | 24.62 | 4.10 | 182,192 | 1.79 | 1.96 | 0.46 | 31 | |
7/1/16 to 6/30/17 | 20.43 | 0.13 | 5.87 (17) | 6.00 | (0.19) | — | (0.02) | (0.21) | — | 5.79 | 26.22 (17) | 29.52 (17) | 168,922 | 1.96 | 1.96 | 0.59 | 45 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
NFJ Mid-Cap Value Fund (Continued) | ||||||||||||||||||
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 27.90 | 0.16 | 2.19 | 2.35 | (0.38) | — | (3.92) | (4.30) | — | (1.95) | $ 25.95 | 8.88 % | $ 185,107 | 0.75 % | 0.84 % | 1.14 % | 29 % | |
7/1/20 to 6/30/21 | 20.30 | 0.29 | 7.74 | 8.03 | (0.38) | — | (0.05) | (0.43) | — | 7.60 | 27.90 | 39.93 | 239,250 | 0.75 | 0.90 | 1.23 | 96 | |
7/1/19 to 6/30/20 | 24.68 | 0.36 | (2.10) | (1.74) | (0.43) | — | (2.21) | (2.64) | — | (4.38) | 20.30 | (8.72) | 211,729 | 0.74 | 0.96 | 1.57 | 197 | |
7/1/18 to 6/30/19 | 24.35 | 0.41 | 0.43 | 0.84 | (0.38) | — | (0.13) | (0.51) | — | 0.33 | 24.68 | 3.75 | 197,201 | 0.74 | 0.96 | 1.70 | 81 | |
7/1/17 to 6/30/18 | 26.01 | 0.37 | 1.10 | 1.47 | (0.38) | — | (2.75) | (3.13) | — | (1.66) | 24.35 | 5.17 | 200,081 | 0.77 | 0.96 | 1.46 | 31 | |
7/1/16 to 6/30/17 | 20.27 | 0.32 | 5.87 (17) | 6.19 | (0.43) | — | (0.02) | (0.45) | — | 5.74 | 26.01 (17) | 30.82 (17) | 52,167 | 0.96 | 0.96 | 1.39 | 45 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 38.28 | 0.25 | 3.04 | 3.29 | (0.38) | — | (3.92) | (4.30) | — | (1.01) | $ 37.27 | 8.94 % | $ 484,097 | 0.65 % | 0.81 % | 1.29 % | 29 % | |
7/1/20 to 6/30/21 | 27.70 | 0.44 | 10.59 | 11.03 | (0.40) | — | (0.05) | (0.45) | — | 10.58 | 38.28 | 40.11 | 460,452 | 0.65 | 0.84 | 1.33 | 96 | |
7/1/19 to 6/30/20 | 32.77 | 0.51 | (2.92) | (2.41) | (0.45) | — | (2.21) | (2.66) | — | (5.07) | 27.70 | (8.62) | 385,311 | 0.64 | 0.86 | 1.67 | 197 | |
7/1/18 to 6/30/19 | 32.15 | 0.58 | 0.57 | 1.15 | (0.40) | — | (0.13) | (0.53) | — | 0.62 | 32.77 | 3.83 | 406,173 | 0.64 | 0.86 | 1.82 | 81 | |
7/1/17 to 6/30/18 | 33.41 | 0.51 | 1.38 | 1.89 | (0.40) | — | (2.75) | (3.15) | — | (1.26) | 32.15 | 5.26 | 332,110 | 0.66 | 0.86 | 1.53 | 31 | |
7/1/16 to 6/30/17 | 25.88 | 0.48 | 7.47 (17) | 7.95 | (0.40) | — | (0.02) | (0.42) | — | 7.53 | 33.41 (17) | 30.95 (17) | 53,333 | 0.86 | 0.86 | 1.66 | 45 | |
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 38.24 | 0.26 | 3.04 | 3.30 | (0.38) | — | (3.92) | (4.30) | — | (1.00) | $ 37.24 | 8.97 % | $ 87,312 | 0.60 % | 0.74 % | 1.32 % | 29 % | |
7/1/20 to 6/30/21 | 27.68 | 0.45 | 10.59 | 11.04 | (0.43) | — | (0.05) | (0.48) | — | 10.56 | 38.24 | 40.17 | 85,969 | 0.60 | 0.78 | 1.37 | 96 | |
7/1/19 to 6/30/20 | 32.75 | 0.56 | (2.95) | (2.39) | (0.47) | — | (2.21) | (2.68) | — | (5.07) | 27.68 | (8.57) | 66,260 | 0.59 | 0.81 | 1.86 | 197 | |
7/1/18 to 6/30/19 | 32.13 | 0.63 | 0.53 | 1.16 | (0.41) | — | (0.13) | (0.54) | — | 0.62 | 32.75 | 3.89 | 18,052 | 0.59 | 0.81 | 2.03 | 81 | |
12/18/17 (12) to 6/30/18 | 36.74 | 0.18 | (1.61) | (1.43) | (0.43) | — | (2.75) | (3.18) | — | (4.61) | 32.13 | (4.25) | 2,167 | 0.59 | 0.81 | 1.04 | 31 (13) | |
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 36.77 | 0.19 | 2.92 | 3.11 | (0.26) | — | (3.92) | (4.18) | — | (1.07) | $ 35.70 | 8.81 % | $ 44,048 | 0.90 % | 1.00 % | 1.02 % | 29 % | |
7/1/20 to 6/30/21 | 26.59 | 0.34 | 10.17 | 10.51 | (0.28) | — | (0.05) | (0.33) | — | 10.18 | 36.77 | 39.73 | 49,280 | 0.90 | 1.08 | 1.06 | 96 | |
7/1/19 to 6/30/20 | 31.57 | 0.42 | (2.81) | (2.39) | (0.38) | — | (2.21) | (2.59) | — | (4.98) | 26.59 | (8.85) | 33,511 | 0.89 | 1.11 | 1.43 | 197 | |
7/1/18 to 6/30/19 | 31.00 | 0.48 | 0.56 | 1.04 | (0.34) | — | (0.13) | (0.47) | — | 0.57 | 31.57 | 3.60 | 27,405 | 0.89 | 1.11 | 1.58 | 81 | |
7/1/17 to 6/30/18 | 32.35 | 0.42 | 1.32 | 1.74 | (0.34) | — | (2.75) | (3.09) | — | (1.35) | 31.00 | 4.98 | 18,947 | 0.92 | 1.11 | 1.32 | 31 | |
7/1/16 to 6/30/17 | 25.08 | 0.40 | 7.24 (17) | 7.64 | (0.35) | — | (0.02) | (0.37) | — | 7.27 | 32.35 (17) | 30.66 (17) | 5,120 | 1.11 | 1.11 | 1.40 | 45 | |
NFJ Small-Cap Value Fund | ||||||||||||||||||
Class A | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 15.67 | 0.06 | 0.93 | 0.99 | (0.17) | — | (1.14) | (1.31) | — | (0.32) | $ 15.35 | 6.63 % | $ 306,710 | 1.17 % | 1.20 % | 0.75 % | 23 % | |
7/1/20 to 6/30/21 | 11.07 | 0.18 | 4.71 | 4.89 | (0.24) | — | (0.05) | (0.29) | — | 4.60 | 15.67 | 44.57 | 325,048 | 1.18 (7)(9) | 1.23 | 1.34 | 65 | |
7/1/19 to 6/30/20 | 14.53 | 0.18 | (2.28) | (2.10) | (0.06) | — | (1.30) | (1.36) | — | (3.46) | 11.07 | (16.62) | 267,845 | 1.17 | 1.27 | 1.37 | 126 | |
7/1/18 to 6/30/19 | 21.71 | 0.29 | (2.73) | (2.44) | (0.62) | — | (4.12) | (4.74) | — | (7.18) | 14.53 | (7.70) | 439,710 | 1.18 | 1.26 | 1.65 | 47 | |
7/1/17 to 6/30/18 | 24.36 | 0.29 | 1.44 | 1.73 | (0.12) | — | (4.26) | (4.38) | — | (2.65) | 21.71 | 7.04 | 718,104 | 1.20 | 1.25 | 1.27 | 24 | |
7/1/16 to 6/30/17 | 20.82 | 0.30 | 4.12 | 4.42 | (0.32) | — | (0.56) | (0.88) | — | 3.54 | 24.36 | 21.38 | 788,438 | 1.20 | 1.24 | 1.31 | 30 |
Net Asset Value, Beginning of Period | Net Investment Income (Loss)(1) | Net Realized and Unrealized Gain (Loss) | Total from Investment Operations | Dividends from Net Investment Income | Return of Capital | Distributions from Net Realized Gains | Total Distributions | Payment from Affiliate | Change in Net Asset Value | Net Asset Value, End of Period | Total Return(2)(3) | Net Assets, End of Period (in thousands) | Ratio of Net Expenses to Average Net Assets(4)(5) | Ratio of Gross Expenses to Average Net Assets(4)(5) | Ratio of Net Investment Income (Loss) to Average Net Assets(4) | Portfolio Turnover Rate(2) | ||
NFJ Small-Cap Value Fund (Continued) | ||||||||||||||||||
Class C | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 13.78 | — (8) | 0.82 | 0.82 | (0.10) | — | (1.14) | (1.24) | — | (0.42) | $ 13.36 | 6.25 % | $ 1,643 | 1.92 % | 1.95 % | 0.01 % | 23 % | |
7/1/20 to 6/30/21 | 9.74 | 0.07 | 4.14 | 4.21 | (0.12) | — | (0.05) | (0.17) | — | 4.04 | 13.78 | 43.52 | 1,606 | 1.91 (9) | 1.97 | 0.60 | 65 | |
7/1/19 to 6/30/20 | 12.97 | 0.07 | (2.00) | (1.93) | — | — | (1.30) | (1.30) | — | (3.23) | 9.74 | (17.26) | 1,627 | 1.92 | 2.02 | 0.58 | 126 | |
7/1/18 to 6/30/19 | 19.30 | 0.16 | (2.41) | (2.25) | — | — | (4.08) (18) | (4.08) | — | (6.33) | 12.97 | (8.35) | 3,984 | 1.93 | 2.01 | 0.88 | 47 | |
7/1/17 to 6/30/18 | 22.14 | 0.11 | 1.31 | 1.42 | — | — | (4.26) | (4.26) | — | (2.84) | 19.30 | 6.26 | 106,052 | 1.95 | 2.00 | 0.54 | 24 | |
7/1/16 to 6/30/17 | 19.02 | 0.12 | 3.75 | 3.87 | (0.19) | — | (0.56) | (0.75) | — | 3.12 | 22.14 | 20.45 | 135,225 | 1.95 | 1.99 | 0.56 | 30 | |
Class P | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 18.42 | 0.09 | 1.12 | 1.21 | (0.18) | — | (1.14) | (1.32) | — | (0.11) | $ 18.31 | 6.83 % | $ 20,679 | 0.91 % (9) | 0.91 % | 0.99 % | 23 % | |
7/1/20 to 6/30/21 | 12.97 | 0.25 | 5.52 | 5.77 | (0.27) | — | (0.05) | (0.32) | — | 5.45 | 18.42 | 44.88 | 24,149 | 0.91 (9) | 0.96 | 1.61 | 65 | |
7/1/19 to 6/30/20 | 16.79 | 0.25 | (2.68) | (2.43) | (0.09) | — | (1.30) | (1.39) | — | (3.82) | 12.97 | (16.39) | 21,354 | 0.92 | 1.02 | 1.62 | 126 | |
7/1/18 to 6/30/19 | 24.18 | 0.38 | (2.97) | (2.59) | (0.68) | — | (4.12) | (4.80) | — | (7.39) | 16.79 | (7.49) | 39,426 | 0.93 | 1.01 | 1.91 | 47 | |
7/1/17 to 6/30/18 | 26.69 | 0.39 | 1.56 | 1.95 | (0.20) | — | (4.26) | (4.46) | — | (2.51) | 24.18 | 7.27 | 65,466 | 0.95 | 1.00 | 1.54 | 24 | |
7/1/16 to 6/30/17 | 22.74 | 0.36 | 4.54 | 4.90 | (0.39) | — | (0.56) | (0.95) | — | 3.95 | 26.69 | 21.66 | 72,679 | 0.95 | 0.99 | 1.42 | 30 | |
Institutional Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 18.66 | 0.10 | 1.14 | 1.24 | (0.19) | — | (1.14) | (1.33) | — | (0.09) | $ 18.57 | 6.89 % | $ 79,187 | 0.82 % | 0.87 % | 1.09 % | 23 % | |
7/1/20 to 6/30/21 | 13.13 | 0.27 | 5.59 | 5.86 | (0.28) | — | (0.05) | (0.33) | — | 5.53 | 18.66 | 45.07 | 94,847 | 0.82 | 0.89 | 1.69 | 65 | |
7/1/19 to 6/30/20 | 16.95 | 0.27 | (2.72) | (2.45) | (0.07) | — | (1.30) | (1.37) | — | (3.82) | 13.13 | (16.31) | 99,894 | 0.82 | 0.92 | 1.67 | 126 | |
7/1/18 to 6/30/19 | 24.34 | 0.41 | (3.00) | (2.59) | (0.68) | — | (4.12) | (4.80) | — | (7.39) | 16.95 | (7.42) | 288,309 | 0.83 | 0.91 | 1.98 | 47 | |
7/1/17 to 6/30/18 | 26.82 | 0.42 | 1.58 | 2.00 | (0.22) | — | (4.26) | (4.48) | — | (2.48) | 24.34 | 7.43 | 778,547 | 0.85 | 0.90 | 1.61 | 24 | |
7/1/16 to 6/30/17 | 22.84 | 0.42 | 4.53 | 4.95 | (0.41) | — | (0.56) | (0.97) | — | 3.98 | 26.82 | 21.82 | 1,213,861 | 0.83 | 0.89 | 1.68 | 30 | |
Class R6 | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 18.49 | 0.11 | 1.12 | 1.23 | (0.22) | — | (1.14) | (1.36) | — | (0.13) | $ 18.36 | 6.90 % | $ 80,826 | 0.77 % | 0.81 % | 1.14 % | 23 % | |
7/1/20 to 6/30/21 | 13.02 | 0.27 | 5.55 | 5.82 | (0.30) | — | (0.05) | (0.35) | — | 5.47 | 18.49 | 45.09 | 88,986 | 0.77 | 0.84 | 1.73 | 65 | |
7/1/19 to 6/30/20 | 16.85 | 0.27 | (2.68) | (2.41) | (0.12) | — | (1.30) | (1.42) | — | (3.83) | 13.02 | (16.25) | 88,885 | 0.77 | 0.87 | 1.76 | 126 | |
7/1/18 to 6/30/19 | 24.25 | 0.41 | (2.99) | (2.58) | (0.70) | — | (4.12) | (4.82) | — | (7.40) | 16.85 | (7.37) | 150,200 | 0.78 | 0.86 | 2.04 | 47 | |
7/1/17 to 6/30/18 | 26.75 | 0.44 | 1.56 | 2.00 | (0.24) | — | (4.26) | (4.50) | — | (2.50) | 24.25 | 7.44 | 347,379 | 0.80 | 0.85 | 1.70 | 24 | |
7/1/16 to 6/30/17 | 22.79 | 0.41 | 4.55 | 4.96 | (0.44) | — | (0.56) | (1.00) | — | 3.96 | 26.75 | 21.90 | 464,279 | 0.79 | 0.84 | 1.60 | 30 | |
Administrative Class | ||||||||||||||||||
7/1/21 to 12/31/21(6) | $ 15.66 | 0.07 | 0.94 | 1.01 | (0.20) | — | (1.14) | (1.34) | — | (0.33) | $ 15.33 | 6.73 % | $ 37,656 | 1.07 % | 1.32 % | 0.85 % | 23 % | |
7/1/20 to 6/30/21 | 11.02 | 0.20 | 4.70 | 4.90 | (0.21) | — | (0.05) | (0.26) | — | 4.64 | 15.66 | 44.81 | 37,759 | 1.07 | 1.32 | 1.45 | 65 | |
7/1/19 to 6/30/20 | 14.48 | 0.19 | (2.27) | (2.08) | (0.08) | — | (1.30) | (1.38) | — | (3.46) | 11.02 | (16.58) | 34,323 | 1.07 | 1.17 | 1.39 | 126 | |
7/1/18 to 6/30/19 | 21.65 | 0.30 | (2.73) | (2.43) | (0.62) | — | (4.12) | (4.74) | — | (7.17) | 14.48 | (7.64) | 107,836 | 1.08 | 1.16 | 1.74 | 47 | |
7/1/17 to 6/30/18 | 24.30 | 0.32 | 1.43 | 1.75 | (0.14) | — | (4.26) | (4.40) | — | (2.65) | 21.65 | 7.14 | 206,749 | 1.10 | 1.15 | 1.38 | 24 | |
7/1/16 to 6/30/17 | 20.78 | 0.33 | 4.11 | 4.44 | (0.36) | — | (0.56) | (0.92) | — | 3.52 | 24.30 | 21.52 | 365,241 | 1.09 | 1.14 | 1.43 | 30 |
Footnote Legend: | |
(1) | Calculated using average shares outstanding. |
(2) | Not annualized for periods less than one year. |
(3) | Sales charges, where applicable, are not reflected in the total return calculation. |
(4) | Annualized for periods less than one year. |
(5) | The Funds will also indirectly bear their prorated share of expenses of any underlying funds in which they invest. Such expenses are not included in the calculation of this ratio. |
(6) | Unaudited. |
(7) | Due to a change in expense waiver, the ratio shown is a blended expense ratio. |
(8) | Amount is less than $0.005 per share. |
(9) | The share class is currently under its expense limitation. |
(10) | See Note 4D in Notes to Financial Statements for information on recapture of expenses previously reimbursed. |
(11) | Payment from affiliate increased the end of period net asset value and total return by less than $0.01 and 0.01%, respectively. |
(12) | Inception date. |
(13) | Portfolio turnover is representative of the Fund for the entire period. |
(14) | Payment from affiliate had no impact on total return. |
(15) | An out of period adjustment of $3,694,541, which is included in miscellaneous income, related to income earned in previous years, decreased net investment loss per share and increased net asset value per share by approximately $0.15 for Class A; $0.13 for Class C; $0.20 for Class P; $0.20 for Institutional Class and $0.04 for Administrative Class. The increase in total return and decrease in ratio of net investment loss to average net assets relating to this income for each share class was approximately 0.33% and 0.28% for Class A; 0.35% and 0.29% for Class C; 0.40% and 0.33% for Class P; 0.40% and 0.32% for Institutional Class; 0.09% and 0.08% for Administrative Class, respectively. |
(16) | Payments from securities litigation increased net realized and change in unrealized gain (loss) and net asset value per share by approximately $0.65 for Class A; $0.68 for Class C; $0.71 for Class R; $0.75 for Class P; $0.57 for Institutional Class and $0.65 for Administrative Class. The increase in total return per class was approximately 3.24% for Class A; 3.33% for Class C; 3.50% for Class R; 3.72% for Class P; 2.87% for Institutional Class and 3.21% for Administrative Class. |
(17) | Payments from securities litigation increased net realized and change in unrealized gain (loss) and net asset value per share by approximately $1.41 for Class A; $1.23 for Class C; $1.13 for Class R; $1.93 for Class P; $1.19 for Institutional Class and $1.63 for Administrative Class. The increase in total return per class was approximately 5.86% for Class A; 6.08% for Class C; 5.37% for Class R; 9.70% for Class P; 4.66% for Institutional Class and 6.58% for Administrative Class. |
(18) | The character of a portion of the distribution was redesignated from net investment income to net realized capital gain for the year ended June 30, 2019. The per share amount for Class C differs from other classes, as at the time the distribution was made, Class C had minimal distributable net investment income, therefore no redesignation for Class C was made. |
Fund | Investment objective(s) | |
AllianzGI Emerging Markets Opportunities Fund | Seeking to maximize long-term capital appreciation | |
AllianzGI Focused Growth Fund | Seeking long-term capital appreciation | |
AllianzGI Global Small-Cap Fund | Seeking long-term capital appreciation | |
AllianzGI Health Sciences Fund | Seeking long-term capital appreciation | |
AllianzGI Income & Growth Fund | Seeking total return comprised of current income, current gains and capital appreciation. | |
AllianzGI Mid-Cap Growth Fund | Seeking long-term capital appreciation | |
AllianzGI Small-Cap Fund | Seeking long-term capital appreciation | |
AllianzGI Technology Fund | Seeking long-term capital appreciation | |
NFJ Dividend Value Fund | Seeking long-term growth of capital and income | |
NFJ International Value Fund | Seeking long-term growth of capital and income | |
NFJ Large-Cap Value Fund | Seeking long-term growth of capital and income | |
NFJ Mid-Cap Value Fund | Seeking long-term growth of capital and income | |
NFJ Small-Cap Value Fund | Seeking long-term growth of capital and income |
A. | Security Valuation |
Each Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Funds’ policy is to recognize transfers into or out of Level 3 at the end of the reporting period. |
B. | Security Transactions and Investment Income |
Security transactions are recorded on the trade date. Realized gains and losses from the sale of securities are determined on the identified cost basis. Dividend income is recognized on the ex-dividend date or, in the case of certain foreign securities, as soon as a Fund is notified. Interest income is recorded on the accrual basis. Each Fund amortizes premiums and accretes discounts using the effective interest method. Premiums on callable debt securities are amortized to interest income to the earliest call date using the effective interest method. Conversion premium is not amortized. Any distributions from underlying funds are recorded in accordance with the character of the distributions as designated by the underlying funds. | |
Dividend income from REITs is recorded using management’s estimate of the percentage of income included in distributions received from such investments based on historical information and other industry sources. The return of capital portion of the estimate is a reduction to investment income and a reduction in the cost basis of each investment which increases net realized gain (loss) and net change in unrealized appreciation (depreciation). If the return of capital distributions exceed their cost basis, the distributions are treated as realized gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year-end, and may differ from the estimated amounts. | |
C. | Income Taxes |
Each Fund is treated as a separate taxable entity. It is the intention of each Fund to comply with the requirements of Subchapter M of the Internal Revenue Code of 1986, as amended (the “Code”) and to distribute substantially all of its taxable income to its shareholders. Therefore, no provision for federal income taxes or excise taxes has been made. | |
Certain Funds may be subject to foreign taxes on income, gains on investments or currency repatriation, a portion of which may be recoverable. Each Fund will accrue such taxes and recoveries as applicable based upon current interpretations of the tax rules and regulations that exist in the markets in which it invests. | |
Management of the Funds has concluded that there are no significant uncertain tax positions that would require recognition in the financial statements. Each Fund’s U.S. federal income tax return is generally subject to examination by the Internal Revenue Service for a period of three years after it is filed. State, local and/or non-U.S. tax returns and/or other filings may be subject to examination for different periods, depending upon the tax rules of each applicable jurisdiction. | |
D. | Distributions to Shareholders |
Distributions are recorded by each Fund on the ex-dividend date. Income and capital gain distributions are determined in accordance with income tax regulations which may differ from U.S. GAAP. | |
E. | Expenses |
Expenses incurred together by a Fund and other affiliated mutual funds are allocated in proportion to the net assets of each such fund, except where allocation of direct expenses to each Fund or an alternative allocation method can be more appropriately used. | |
In addition to the net annual operating expenses that a Fund bears directly, the shareholders of a Fund indirectly bear the pro-rata expenses of any underlying mutual funds in which the Fund invests. | |
F. | Convertible Securities |
Certain Funds may invest a portion of their assets in convertible securities. Although convertible securities derive part of their value from that of the securities into which they are convertible, they are not considered derivative financial instruments. However, certain of the Funds’ investments in convertible securities include features which render them sensitive to price changes in their underlying securities. The value of structured/synthetic convertible securities can be affected by interest rate changes and credit risks of the issuer. Such securities may be structured in ways that limit their potential for capital appreciation, and the entire value of the security may be at risk of loss depending on the performance of the underlying equity security. Consequently, the Funds are exposed to greater downside risk than traditional convertible securities, but typically still less than that of the underlying stock. |
G. | Foreign Currency Transactions |
Non-U.S. investment securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the foreign currency exchange rate effective at the end of the reporting period. Cost of investments is translated at the currency exchange rate effective at the trade date. The gain or loss resulting from a change in currency exchange rates between the trade and settlement date of a portfolio transaction is treated as a gain or loss on foreign currency. Likewise, the gain or loss resulting from a change in currency exchange rates between the date income is accrued and the date it is paid is treated as a gain or loss on foreign currency. The Funds do not isolate that portion of the results of operations arising from changes in foreign exchange rates on investments from the fluctuations arising from changes in the market prices of securities held. Such fluctuations are included with the net realized and unrealized gain or loss on investments. | |
H. | When-issued Purchases and Forward Commitments (Delayed Delivery) |
Certain Funds may engage in when-issued or forward commitment transactions. Securities purchased on a when-issued or forward commitment basis are also known as delayed delivery transactions. Delayed delivery transactions involve a commitment by a Fund to purchase or sell a security at a future date (ordinarily up to 90 days later). When-issued or forward commitments enable the Funds to lock in what is believed to be an attractive price or yield on a particular security for a period of time, regardless of future changes in interest rates. Each Fund records when-issued and forward commitment securities on the trade date. Each Fund maintains collateral for the securities purchased. Securities purchased on a when-issued or forward commitment basis begin earning interest on the settlement date. | |
I. | Leveraged Loans |
Certain Funds may invest in direct debt instruments which are interests in amounts owed by a corporate, governmental, or other borrower to lenders or lending syndicates. Leveraged loans are generally non-investment grade and often involve borrowers that are highly leveraged. The Funds may invest in obligations of borrowers who are in bankruptcy proceedings. Leveraged loans are typically senior in the corporate capital structure of the borrower. A loan is often administered by a bank or other financial institution (the “lender”) that acts as agent for all holders. The agent administers the terms of the loan, as specified in the leveraged loan. A Fund’s investments in loans may be in the form of participations in loans or assignments of all or a portion of loans from third parties. When investing in loan participations, a Fund has the right to receive payments of principal, interest and any fees to which it is entitled only from the lender selling the loan participation and only upon receipt by the lender of payments from the borrower. A Fund generally has no right to enforce compliance with the terms of the leveraged loan with the borrower. As a result, a Fund may be subject to the credit risk of both the borrower and the lender that is selling the leveraged loan. When a Fund purchases assignments from lenders it acquires direct rights against the borrower on the loan. | |
A Fund may invest in multiple series or tranches of a loan, which may have varying terms and carry different associated risks. Leveraged loans may involve foreign borrowers and investments may be denominated in foreign currencies. Direct indebtedness of emerging countries involves a risk that the government entities responsible for the repayment of the debt may be unable, or unwilling, to pay the principal and interest when due. | |
The leveraged loans have floating rate loan interests which generally pay interest at rates that are periodically determined by reference to a base lending rate plus a premium. The base lending rates are generally LIBOR, SOFR, the prime rate offered by one or more U.S. banks or the certificate of deposit rate. When a leveraged loan is purchased a Fund may pay an assignment fee. On an ongoing basis, a Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a leveraged loan. Prepayment penalty fees are received upon the prepayment of a leveraged loan by a borrower. Prepayment penalty, facility, commitment, consent and amendment fees are recorded to income as earned or paid. | |
J. | Warrants |
The Funds may receive warrants. Warrants are securities that are usually issued together with a debt security or preferred stock and that give the holder the right to buy a proportionate amount of common stock at a specified price. Warrants may be freely transferable and are often traded on major exchanges. Warrants normally have a life that is measured in years and entitle the holder to buy common stock of a company at a price that is usually higher than the market price at the time the warrant is issued. Warrants may entail greater risks than certain other types of investments. Generally, warrants do not carry the right to receive dividends or exercise voting rights with respect to the underlying securities, and they do not represent any rights in the assets of the issuer. In addition, their value does not necessarily change with the value of the underlying securities, and they cease to have value if they are not exercised on or before their expiration date. If the market price of the underlying stock does not exceed the exercise price during the life of the warrant, the warrant will expire worthless. Warrants may increase the potential profit or loss to be realized from the investment as compared with investing the same amount in the underlying securities. Similarly, the percentage increase or decrease in the value of an equity security warrant may be greater than the percentage increase or decrease in the value of the underlying common stock. Warrants may relate to the purchase of equity or debt securities. Debt obligations with warrants attached to purchase equity securities have many characteristics of convertible securities and their prices may, to some degree, reflect the performance of the underlying stock. Debt obligations also may be issued with warrants attached to purchase additional debt securities at the same coupon rate. A decline in interest rates would permit a Fund to sell such warrants at a profit. If interest rates rise, these warrants would generally expire with no value. | |
K. | Securities Lending |
Funds may loan securities to qualified brokers through a securities lending agency agreement with The Bank of New York Mellon (“BNYM”). Under the securities lending policy, when lending securities a Fund is required to maintain collateral with a market value not less than 100% of the market value of loaned securities. Collateral is adjusted daily in connection with changes in the market value of securities on loan. Collateral may consist of cash and securities issued by the U.S. Government or its agencies. Cash collateral is invested in a short-term money market fund. Dividends earned on the collateral and premiums paid by the broker are recorded as income by the Fund net of fees and rebates charged/paid by BNYM for |
its services as securities lending agent and in connection with this securities lending program. Lending portfolio securities involves a risk of delay in the recovery of the loaned securities or in the declining value of the collateral. | |
Securities lending transactions are entered into by each Fund under a Master Securities Lending Agreement (“MSLA”) which permits the Fund, under certain circumstances including an event of default (such as bankruptcy or insolvency), to offset amounts payable by the Fund to the same counterparty against amounts to be received and create one single net payment due to or from the Fund. | |
As of December 31, 2021, none of the Funds were lending under the agreement with BNYM. |
A. | Forward Foreign Currency Exchange Contracts |
A forward foreign currency exchange contract is an agreement between two parties to buy and sell a currency at a set exchange rate on a future date. Forward foreign currency exchange contracts, when used by a Fund, help to manage the overall exposure to the currencies in which some of the investments held by the Fund are denominated. The contract is marked-to-market daily and the change in market value is recorded by the Fund as an unrealized appreciation or depreciation. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value at the time it was opened and the value at the time it was closed. The use of forward foreign currency exchange contracts involves the risk that the value of the contract changes unfavorably due to movements in the value of the referenced foreign currencies. Non-deliverable forward foreign currency exchange contracts are settled with the counterparty in U.S. dollars without the delivery of foreign currency. | |
During the period ended December 31, 2021, the AllianzGI Emerging Markets Opportunities Fund, AllianzGI Global Small-Cap Fund, and AllianzGI Technology Fund entered into forward foreign currency exchange contracts as an economic hedge against either specific transactions or portfolio instruments or to obtain exposure to, or hedge exposure away from, foreign currencies (foreign currency exchange rate risk). | |
Forward foreign currency contracts outstanding at period end, if any, are listed after each Fund’s Schedule of Investments. | |
B. | Options Contracts |
An options contract provides the purchaser with the right, but not the obligation, to buy (call option) or sell (put option) a financial instrument at an agreed upon price. Certain Funds may purchase or write both put and call options on portfolio securities. A Fund doing so is subject to equity price risk and/or foreign currency risk in the normal course of pursuing its investment objectives. | |
When a Fund purchases an option, it pays a premium and an amount equal to that premium is recorded as an asset. When a Fund writes an option, it receives a premium and an amount equal to that premium is recorded as a liability. The asset or liability is adjusted daily to reflect the current market value of the option. Holdings of the Fund designated to cover outstanding written options are noted in the Schedules of Investments. Purchased options are reported as an asset within “Investment in securities at value” in the Statements of Assets and Liabilities. Written options are reported as a liability within “Written options at value.” Changes in value of the purchased option are included in “Net change in unrealized appreciation (depreciation) from investments” in the Statements of Operations. Changes in value of written options are included in “Net change in unrealized appreciation (depreciation) from written options” in the Statements of Operations. | |
If an option expires unexercised, the Fund realizes a gain or loss to the extent of the premium received or paid. If an option is exercised, the premium received or paid is recorded as an adjustment to the proceeds from the sale or the cost basis of the purchase. The difference between the premium and the amount received or paid on effecting a closing purchase or sale transaction is also treated as a realized gain or loss. Gain or loss on purchased options is included in “Net realized gain (loss) on investments” in the Statements of Operations. Gain or loss on written options is presented separately as “Net realized gain (loss) from written options” in the Statements of Operations. | |
The risk in writing call options is that the Fund gives up the opportunity for profit if the market price/foreign currency rate of the referenced security/currency increases and the option is exercised. The risk in writing put options is that the Fund may incur a loss if the market price/foreign currency rate of the referenced security/currency decreases and the option is exercised. The risk in buying options is that the Fund pays a premium whether or not the option is exercised. The use of such instruments may involve certain additional risks as a result of unanticipated movements in the market. Writers (sellers) of options are subject to unlimited risk of loss, as the seller will be obligated to deliver or take delivery of the security at a predetermined price which may, upon exercise of the option, be significantly different from the then-market value. | |
During the period ended December 31, 2021, the AllianzGI Income & Growth Fund and AllianzGI Technology Fund invested in written covered call options contracts in an attempt to manage equity price risk and with the purpose of generating realized gains. |
Primary Risk | AllianzGI Income & Growth Fund | AllianzGI Technology Fund | ||||
Asset Derivatives | ||||||
Equity contracts | Purchased options at value(1) | $ — | $13,739 | |||
Total | $ — | $13,739 | ||||
Liability Derivatives | ||||||
Equity contracts | Written options at value | $(753) | $ (4,970) | |||
Total | $(753) | $ (4,970) |
Primary Risk | AllianzGI Emerging Markets Opportunities Fund | AllianzGI Global Small-Cap Fund | AllianzGI Income & Growth Fund | AllianzGI Technology Fund | ||||
Net Realized Gain (Loss) From | ||||||||
Equity contracts | Purchased options(2) | $ — | $ — | $ — | $ (2,034) | |||
Equity contracts | Written options | — | — | 2,500 | 376 | |||
Foreign currency contracts | Forward foreign currency transactions | 89 | (5) | — | (25) | |||
Total | $89 | $ (5) | $2,500 | $ (1,683) | ||||
Net Change in Unrealized Appreciation/Depreciation on | ||||||||
Equity contracts | Purchased options(3) | $ — | $ — | $ — | $ 2,697 | |||
Equity contracts | Written options | — | — | 3,516 | 3,605 | |||
Total | $ — | $ — | $3,516 | $ 6,302 |
(1) | Amount included in Investment in securities at value. |
(2) | Amount included in Net realized gain (loss) on investments. |
(3) | Amount included in Net change in unrealized appreciation (depreciation) on investments. |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Global Small-Cap Fund | ||
Forward Foreign Currency Exchange Purchase Contracts(2) | $748 | $36 | |
Forward Foreign Currency Exchange Sale Contracts(2) | 790 | 51 |
AllianzGI Income & Growth Fund | AllianzGI Technology Fund | ||
Purchased Options(1) | $ — | $15,402 | |
Written Options(1) | 1,431 | 14,083 |
AllianzGI Income & Growth Fund | AllianzGI Technology Fund | ||
Forward Foreign Currency Exchange Purchase Contracts(2) | $ — | $ 4,601 | |
Forward Foreign Currency Exchange Sale Contracts(2) | — | 1,192 |
(1) Premium amount. |
(2) Notional amount. |
C. | Derivative Risks |
A derivative contract may suffer a mark-to-market loss if the value of the contract decreases due to an unfavorable change in the market rates or values of the underlying instrument. Losses can also occur if the counterparty does not perform under the contract. | |
A Fund’s risk of loss from counterparty credit risk on derivatives bought or sold OTC, rather than traded on a securities exchange, is generally limited to the aggregate unrealized gain netted against any collateral held by such Fund. For OTC purchased options, each Fund bears the risk of loss of the amount of the premiums paid plus the positive change in market values net of any collateral held by such Fund should the counterparty fail to perform under the contracts. Options written by a Fund do not typically give rise to counterparty credit risk, as options written generally obligate the Fund, and not the counterparty to perform. | |
With exchange traded purchased options and futures and centrally cleared swaps generally speaking, there is less counterparty credit risk to the Fund since the exchange or clearinghouse, as counterparty to such instruments, guarantees against a possible default. The clearinghouse stands between the buyer and the seller of the contract; therefore, credit risk is limited to failure of the clearinghouse. While offset rights may exist under applicable law, a Fund does not have a contractual right of offset against a clearing broker or clearinghouse in the event of a default (including the bankruptcy or insolvency) of the clearing broker or clearinghouse. Additionally, credit risk exists in exchange traded futures and centrally cleared swaps with respect to initial and variation margin that is held in a clearing broker’s customer accounts. While clearing brokers are required to segregate customer margin from their own assets, in the event that a clearing broker becomes insolvent or goes into bankruptcy and at that time there is a shortfall in the aggregate amount of margin held by the clearing broker for all its clients, typically the shortfall would be allocated on a pro rata basis across all the clearing broker’s customers, potentially resulting in losses to the Fund. | |
In order to better define its contractual rights and to secure rights that will help a Fund mitigate its counterparty risk, each Fund may enter into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) or similar agreement with its derivative contract counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs certain OTC derivatives and typically contains, among other things, collateral posting terms and netting provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and/or receivables with collateral held and/or posted and create one single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of default including the bankruptcy or insolvency of the counterparty. However, bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events. In addition, certain ISDA Master Agreements allow counterparties to OTC derivatives to terminate derivative contracts prior to maturity in the event a Fund’s net assets decline by a stated percentage or the Fund fails to meet the terms of its ISDA Master Agreements, which would cause the Fund to accelerate payment of any net liability owed to the counterparty. | |
D. | Collateral Requirements and Master Netting Agreements (“MNA”) |
For derivatives traded under an ISDA Master Agreement, the collateral requirements are typically calculated by netting the mark-to-market amount for each transaction under such agreement and comparing that amount to the value of any collateral currently pledged by the Funds and the counterparty. | |
Cash collateral that has been pledged to cover obligations of a Fund and cash collateral received from the counterparty, if any, is reported separately on the Statements of Assets and Liabilities as cash pledged as collateral and cash received as collateral, respectively. Non-cash collateral pledged by a Fund, if any, is noted in the Schedules of Investments. Typically, the Funds and counterparties are not permitted to sell, re-pledge or use the collateral they receive. To the extent amounts due to a Fund from its counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from counterparty non-performance. The Funds attempt to mitigate counterparty risk by only entering into agreements with counterparties that they believe have the financial resources to honor their obligations and by monitoring the financial stability of those counterparties. | |
For financial reporting purposes, the Funds do not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statements of Assets and Liabilities. | |
The following tables present the Funds’ derivative assets and liabilities by counterparty net of amounts available for offset under a MNA and net of the related collateral received/pledged by the Funds as of December 31, 2021. |
At December 31, 2021, the Funds’ derivative assets and liabilities (by type) are as follows: | |||||||||||
AllianzGI Income & Growth Fund | AllianzGI Technology Fund | ||||||||||
Assets | Liabilities | Assets | Liabilities | ||||||||
Derivative Financial Instruments: | |||||||||||
Purchased options | $— | $ — | $ 13,739 | $ — | |||||||
Written options | — | 753 | — | 4,970 | |||||||
Total derivative assets and liabilities in the Statements of Assets and Liabilities | $— | $ 753 | $ 13,739 | $ 4,970 | |||||||
Derivatives not subject to a MNA or similar agreement | — | (753) | (13,739) | (4,970) | |||||||
Total assets and liabilities subject to a MNA | $— | $ — | $ — | $ — |
A. | Investment Adviser |
Virtus Investment Advisers, Inc. (the “Adviser”), an indirect, wholly-owned subsidiary of Virtus Investment Partners, Inc. (“Virtus”), is the investment adviser to the Funds. The Adviser manages the Funds’ investment programs and general operations of the Funds, including oversight of the Funds’ subadvisers. | |
As compensation for its services to the Funds, the Adviser is entitled to a fee, which is calculated daily and paid monthly based upon the following annual rates as a percentage of the average daily net assets of each Fund: |
Fund | Advisory Fee | |
AllianzGI Emerging Markets Opportunities Fund | 0.85% | |
AllianzGI Focused Growth Fund | 0.45 | |
AllianzGI Global Small-Cap Fund | 0.90 | |
AllianzGI Health Sciences Fund | 0.80 | |
AllianzGI Income & Growth Fund | 0.65 | |
AllianzGI Mid-Cap Growth Fund | 0.47 | |
AllianzGI Small-Cap Fund | 0.60 | |
AllianzGI Technology Fund | 0.90 | |
NFJ Dividend Value Fund | 0.45 | |
NFJ International Value Fund | 0.60 | |
NFJ Large-Cap Value Fund | 0.45 | |
NFJ Mid-Cap Value Fund | 0.55 | |
NFJ Small-Cap Value Fund | 0.60 |
B. | Subadvisers |
The subadvisers manage the investments of each Fund for which they are paid a fee by the Adviser. A list of the subadvisers and the Funds they serve as of the end of the period is as follows: |
Fund | Subadviser | |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI U.S.(1) | |
AllianzGI Focused Growth Fund | AllianzGI U.S.(1) | |
AllianzGI Global Small-Cap Fund | AllianzGI U.S.(1) | |
AllianzGI Health Sciences Fund | AllianzGI U.S.(1) | |
AllianzGI Income & Growth Fund | AllianzGI U.S.(1) | |
AllianzGI Mid-Cap Growth Fund | AllianzGI U.S.(1) | |
AllianzGI Small-Cap Fund | AllianzGI U.S.(1) | |
AllianzGI Technology Fund | AllianzGI U.S.(1) | |
NFJ Dividend Value Fund | NFJ (2) | |
NFJ International Value Fund | NFJ (2) | |
NFJ Large-Cap Value Fund | NFJ (2) | |
NFJ Mid-Cap Value Fund | NFJ (2) | |
NFJ Small-Cap Value Fund | NFJ (2) |
(1) | Allianz Global Investors U.S. LLC (“AllianzGI U.S.”). |
(2) | NFJ Investment Group, LLC (“NFJ”), which is an indirect, wholly-owned subsidiary of Virtus. |
C. | Expense Limitations |
The Adviser has contractually agreed to limit each Fund’s annual total operating expenses, subject to the exceptions listed below, so that such expenses do not exceed, on an annualized basis, the following respective percentages of average daily net assets through February 1, 2023. Following the contractual period, the Adviser may discontinue these expense limitation arrangements at any time. The waivers and reimbursements are accrued daily and received monthly. |
Fund | Class A | Class C | Class P | Institutional Class | Class R6 | Administrative Class | ||||||
AllianzGI Emerging Markets Opportunities Fund | 1.29 % | 2.04 % | 1.04 % | 0.94 % | 0.89 % | N/A % | ||||||
AllianzGI Focused Growth Fund | 1.00 (1) | 1.77 (1) | 0.77 (1) | 0.67 | 0.62 | 0.92 | ||||||
AllianzGI Global Small-Cap Fund | 1.63 (1) | 2.38 (1) | 1.38 (1) | 1.28 (1) | N/A | N/A | ||||||
AllianzGI Health Sciences Fund | 1.47 (1) | 2.22 (1) | 1.22 (1) | 1.12 | N/A | N/A | ||||||
AllianzGI Income & Growth Fund | 1.28 (1) | 2.03 (1) | 1.03 (1) | 0.93 (1) | N/A | N/A | ||||||
AllianzGI Mid-Cap Growth Fund | 1.14 (1) | 1.89 (1) | 0.89 (1) | 0.79 (1) | N/A | 1.04 | ||||||
AllianzGI Small-Cap Fund | 1.17 | 1.92 | 0.92 | 0.82 | 0.77 | N/A | ||||||
AllianzGI Technology Fund | 1.57 (1) | 2.32 (1) | 1.32 (1) | 1.22 (1) | N/A | 1.47 | ||||||
NFJ Dividend Value Fund | 1.05 (1) | 1.80 (1) | 0.80 (1) | 0.70 | 0.65 (1) | 0.95 (1) | ||||||
NFJ International Value Fund | 1.30 | 2.05 (1) | 1.05 (1) | 0.95 (1) | 0.90 (1) | 1.20 | ||||||
NFJ Large-Cap Value Fund | 1.12 (1) | 1.87 (1) | 0.87 (1) | 0.77 (1) | 0.65 (1), (2) | 1.02 (1) | ||||||
NFJ Mid-Cap Value Fund | 1.00 | 1.75 | 0.75 | 0.65 | 0.60 | 0.90 | ||||||
NFJ Small-Cap Value Fund | 1.17 | 1.92 | 0.92 (1) | 0.82 | 0.77 | 1.07 |
(1) | Each share class is currently below its expense cap. |
(2) | Effective October 28, 2021. For the period July 1, 2021 through October 27, 2021, the expense cap was as follows for Class R6 shares: 0.72%. |
D. | Expense Recapture |
Under certain conditions, the Adviser may recapture operating expenses reimbursed or fees waived under these arrangements within three years after the date on which such amounts were incurred or waived. A Fund must pay its ordinary operating expenses before the Adviser is entitled to any reimbursement and must remain in compliance with any applicable expense limitations or, if none, the expense limitation in effect at the time of the waiver or reimbursement. All or a portion of the following Adviser reimbursed expenses may be recaptured by the period ending December 31: |
Expiration | ||||||
Fund | 2024 | 2025 | Total | |||
AllianzGI Emerging Markets Opportunities Fund | ||||||
Class A | $ 32 | $ 30 | $ 62 | |||
Class C | 1 | 1 | 2 | |||
Class P | 7 | 6 | 13 | |||
Institutional Class | 235 | 281 | 516 | |||
Class R6 | 31 | 34 | 65 | |||
AllianzGI Focused Growth Fund | ||||||
Institutional Class | 20 | 21 | 41 | |||
Class R6 | 3 | 10 | 13 | |||
Administrative Class | 1 | 1 | 2 | |||
AllianzGI Global Small-Cap Fund | ||||||
Institutional Class | 5 | 2 | 7 | |||
AllianzGI Health Sciences Fund | ||||||
Institutional Class | 2 | 1 | 3 | |||
AllianzGI Income & Growth Fund | ||||||
Institutional Class | — (1) | — | — | |||
AllianzGI Small-Cap Fund | ||||||
Class A | 7 | 3 | 10 | |||
Class C | 1 | 1 | 2 | |||
Class P | 9 | 9 | 18 | |||
Institutional Class | 28 | 24 | 52 | |||
Class R6 | 4 | 4 | 8 | |||
AllianzGI Technology Fund | ||||||
Administrative Class | — | 57 | 57 | |||
NFJ Dividend Value Fund | ||||||
Institutional Class | 1 | 108 | 109 | |||
NFJ International Value Fund | ||||||
Class A | — | 22 | 22 | |||
Institutional Class | 3 | 1 | 4 | |||
Class R6 | — (1) | — (1) | — | |||
Administrative Class | — (1) | 1 | 1 | |||
NFJ Mid-Cap Value Fund | ||||||
Class A | 186 | 301 | 487 | |||
Class C | 10 | 16 | 26 | |||
Class P | 68 | 106 | 174 | |||
Institutional Class | 298 | 369 | 667 | |||
Class R6 | 51 | 58 | 109 | |||
Administrative Class | 26 | 24 | 50 | |||
NFJ Small-Cap Value Fund | ||||||
Class A | — | 46 | 46 | |||
Class C | — | — (1) | — | |||
Institutional Class | 16 | 18 | 34 | |||
Class R6 | 13 | 14 | 27 | |||
Administrative Class | 70 | 47 | 117 |
(1) | Amount is less than $500. |
Fund | Class A | Class C | Class P | Institutional Class | Administrative Class | Class R6 | Total | |||||||
AllianzGI Focused Growth Fund | $— | $— | $— | $— | $ 1 | $ 1 | $ 2 | |||||||
AllianzGI Global Small-Cap Fund | 2 | — (1) | — | 6 | — | — | 8 | |||||||
AllianzGI Health Sciences Fund | — (1) | — (1) | — | 1 | — | — | 1 | |||||||
AllianzGI Income & Growth Fund | — | — | — | — (1) | — | — | — | |||||||
AllianzGI Small-Cap Fund | — (1) | — (1) | 1 | — | — | — | 1 | |||||||
AllianzGI Technology Fund | — | — | — | — | 1 | — | 1 | |||||||
NFJ Dividend Value Fund | 1 | — | — | 8 | — (1) | 1 | 10 | |||||||
NFJ International Value Fund | 2 | — (1) | — (1) | 2 | — (1) | — (1) | 4 | |||||||
NFJ Large-Cap Value Fund | — | — | — | 8 | — (1) | — | 8 | |||||||
NFJ Small-Cap Value Fund | 1 | — (1) | — (1) | — | 2 | — | 3 |
(1) | Amount is less than $500. |
E. | Distributor |
VP Distributors, LLC (“VP Distributors”), an indirect, wholly-owned subsidiary of Virtus, serves as the distributor of each Fund’s shares. VP Distributors has advised the Funds that for the six months (the “period”) ended December 31, 2021, it retained net commissions of $715 for Class A shares and CDSC of $10 and $62 for Class A shares and Class C shares, respectively. | |
In addition, each Fund pays VP Distributors 12b-1 fees under a 12b-1 Plan as a percentage of the average daily net assets of each respective class at the annual rates of 0.25% for Class A shares and Administrative Class shares , and 1.00% for Class C shares. Class P shares, Institutional Class shares, and Class R6 shares, are not subject to a 12b-1 Plan. | |
Under certain circumstances, shares of certain Virtus Mutual Funds may be exchanged for shares of the same class of certain other Virtus Mutual Funds on the basis of the relative NAV per share at the time of the exchange. On exchanges with share classes that carry a CDSC, the CDSC schedule of the original shares purchased continues to apply. | |
F. | Administrator and Transfer Agent |
Virtus Fund Services, LLC, an indirect, wholly-owned subsidiary of Virtus, serves as the administrator and transfer agent to the Funds. | |
For the period ended December 31, 2021, the Funds incurred administration fees totaling $7,294 which are included in the Statements of Operations within the line item “Administration and accounting fees.” The fees are calculated daily and paid monthly. | |
For the period ended December 31, 2021, the Funds incurred transfer agent fees totaling $3,252 which are included in the Statements of Operations within the line item “Transfer agent fees and expenses.” The fees are calculated daily and paid monthly. | |
G. | Investments with Affiliates |
The Funds are permitted to purchase assets from or sell assets to certain related affiliates under specified conditions outlined in procedures adopted by the Board. The procedures have been designed to ensure that any purchase or sale of assets by the Funds from or to another fund or portfolio that are, or could be, considered an affiliate by virtue of having a common investment adviser (or affiliated investment advisers), common Trustees and/or common officers comply with Rule 17a-7 under the 1940 Act. Further, as defined under the procedures, each transaction is effected at the current market price. | |
During the period ended December 31, 2021, the Funds did not engage in any transactions pursuant to Rule 17a-7 under the 1940 Act. | |
Outside of Rule 17a-7 transactions, other investments with affiliated issuers are separately reported in this footnote. An affiliated issuer includes any company in which the Fund held 5% or more of a company’s outstanding voting shares at any point during the period, as well as other circumstances where an investment adviser or subadviser to the Fund is deemed to exercise, directly or indirectly, a certain level of control over the company. |
Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) on affiliated securities | Net change in unrealized appreciation (depreciation) on affiliated securities(1) | Value, end of period | Shares | Dividend income | Distributions of realized gains | |||||||||
AllianzGI Income & Growth Fund | |||||||||||||||||
Common Stocks—0.0% | |||||||||||||||||
CCF Holdings LLC, Class M(2) | $ 1,285 | $ — | $ — | $ — | $ — | $ — | — | $ — | $— | ||||||||
CENVEO Corp.(2) | 109 | — | — | — | — | — | — | — | — | ||||||||
LiveStyle, Inc.(3),(4),(5) | — | — | — | — | — | — (6) | 202,319 | — | — | ||||||||
$ 1,394 | $ — | $ — | $ — | $ — | $ — | $ — | $— | ||||||||||
Preferred Stocks—0.1% | |||||||||||||||||
LiveStyle, Inc.(3),(4),(5) | 17,135 | — | (11,499) | 225 | (225) | 5,636 | 56,362 | — | — | ||||||||
SFX ENTERTAINMENT INC Series B(3) | — | — | — | — | — | — | 8 (7) | — | — | ||||||||
$17,135 | $ — | $(11,499) | $225 | $(225) | $ 5,636 | $ — | $— | ||||||||||
Affiliated Mutual Fund—0.1% | |||||||||||||||||
Virtus AllianzGI High Yield Bond Fund(8),(9) | $10,914 | $278 | $ — | $ — | $(129) | $11,063 | 1,307,728 | $278 | $— | ||||||||
Leveraged Loans—0.0% | |||||||||||||||||
Music Technology Holdings LLC(10) | $11,673 | $ — | $(11,673) | $ — | $ — | $ — | — | $ — | $— | ||||||||
Total | $41,116 | $278 | $(23,172) | $225 | $(354) | $16,699 | $278 | $— |
(1) | Does not tie to Net change in unrealized appreciation (depreciation) on Investment in affiliates on the Statements of Operations as a result of previously affiliated securities moving to unaffiliated. |
(2) | Issuer is not an affiliated investment of the Fund at December 31, 2021. |
(3) | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of Investments. |
(4) | Non-income producing. |
(5) | All or a portion of the security is restricted. |
(6) | Amount is less than $500. |
(7) | Value shown as par value. |
(8) | Includes reinvested dividends from income and capital gain distributions. |
(9) | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |
(10) | Security was not an investment of the Fund at December 31, 2021. |
H. | Trustee Compensation |
The Trust provides a deferred compensation plan for its Trustees who receive compensation from the Trust. Under the deferred compensation plan, Trustees may elect to defer all or a portion of their compensation. Amounts deferred are retained by the Trust, and then, to the extent permitted by the 1940 Act, in turn, may be invested in the shares of affiliated or unaffiliated mutual funds selected by the participating Trustees. Investments in such instruments are included in “Other assets” in the Statements of Assets and Liabilities at December 31, 2021. | |
In calendar year 2018 and certain other periods prior to January 1, 2020, the Funds maintained a different deferred compensation plan pursuant to which each Trustee who was not affiliated with AllianzGI U.S. had the opportunity to elect not to receive all or a portion of his or her fees from the respective Fund on a current basis, but instead to receive in a subsequent period chosen by the Trustee an amount equal to the value of such compensation if such compensation had been invested in one or more series of Virtus Investment Trust (then known as Allianz Funds) and Virtus Strategy Trust (then known as Allianz Funds Multi-Strategy Trust) selected by the such Trustee from and after the normal payment dates for such compensation. The deferred compensation program was closed to new deferrals effective January 1, 2020, and all Trustee fees earned with respect to service in calendar year 2020 were paid in cash, on a current basis. The Trustees do not currently receive any pension or retirement benefits from the Funds. |
In addition to the Trustee fees deferred in the current period, the Funds still have obligations with respect to Trustee fees deferred in 2018 and in other periods prior to January 1, 2020, and will continue to have such obligations until all deferred Trustee fees are paid out pursuant to the terms of the applicable deferred compensation plan. |
Purchases | Sales | ||
AllianzGI Emerging Markets Opportunities Fund | $ 167,758 | $ 128,578 | |
AllianzGI Focused Growth Fund | 157,952 | 258,020 | |
AllianzGI Global Small-Cap Fund | 43,308 | 52,413 | |
AllianzGI Health Sciences Fund | 104,219 | 111,725 | |
AllianzGI Income & Growth Fund | 2,351,045 | 2,144,396 | |
AllianzGI Mid-Cap Growth Fund | 128,266 | 153,801 | |
AllianzGI Small-Cap Fund | 58,114 | 46,553 | |
AllianzGI Technology Fund | 1,256,921 | 1,600,026 | |
NFJ Dividend Value Fund | 255,676 | 336,214 | |
NFJ International Value Fund | 42,863 | 45,713 | |
NFJ Large-Cap Value Fund | 47,567 | 74,608 | |
NFJ Mid-Cap Value Fund | 411,056 | 548,784 | |
NFJ Small-Cap Value Fund | 123,784 | 198,354 |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class A | |||||||||||||||
Shares sold | 47 | $ 1,674 | 141 | $ 4,828 | 336 | $ 26,117 | 992 | $ 70,415 | |||||||
Reinvestment of distributions | 11 | 373 | 9 | 312 | 1,892 | 131,234 | 821 | 56,994 | |||||||
Shares repurchased | (86) | (3,007) | (510) | (16,950) | (932) | (74,560) | (1,532) | (107,824) | |||||||
Net Increase / (Decrease) | (28) | $ (960) | (360) | $ (11,810) | 1,296 | $ 82,791 | 281 | $ 19,585 | |||||||
Class C | |||||||||||||||
Shares sold | 1 | $ 26 | 5 | $ 188 | 46 | $ 1,900 | 131 | $ 5,206 | |||||||
Reinvestment of distributions | — | — | — (1) | 1 | 393 | 12,557 | 185 | 7,088 | |||||||
Shares repurchased | (14) | (512) | (38) | (1,295) | (270) | (11,507) | (528) | (20,941) | |||||||
Net Increase / (Decrease) | (13) | $ (486) | (33) | $ (1,106) | 169 | $ 2,950 | (212) | $ (8,647) | |||||||
Class R* | |||||||||||||||
Shares sold | — | $ — | — | $ — | — | $ — | 92 | $ 4,398 | |||||||
Reinvestment of distributions | — | — | — | — | — | — | 56 | 2,575 | |||||||
Shares repurchased | — | — | — | — | — | — | (654) | (31,739) | |||||||
Net Increase / (Decrease) | — | $ — | — | $ — | — | $ — | (506) | $ (24,766) | |||||||
Class P | |||||||||||||||
Shares sold | 98 | $ 3,343 | 84 | $ 2,891 | 313 | $ 17,026 | 302 | $ 14,932 | |||||||
Reinvestment of distributions | 5 | 161 | 7 | 213 | 430 | 18,881 | 199 | 9,540 | |||||||
Shares repurchased | (38) | (1,254) | (381) | (13,423) | (555) | (31,535) | (604) | (29,940) | |||||||
Net Increase / (Decrease) | 65 | $ 2,250 | (290) | $ (10,319) | 188 | $ 4,372 | (103) | $ (5,468) |
AllianzGI Emerging Markets Opportunities Fund | AllianzGI Focused Growth Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Institutional Class | |||||||||||||||
Shares sold | 1,294 | $ 46,046 | 1,662 | $ 58,167 | 517 | $ 38,456 | 580 | $ 37,222 | |||||||
Reinvestment of distributions | 102 | 3,324 | 73 | 2,426 | 585 | 35,935 | 225 | 14,072 | |||||||
Shares repurchased | (483) | (16,963) | (3,449) | (113,484) | (524) | (38,169) | (1,005) | (63,534) | |||||||
Net Increase / (Decrease) | 913 | $ 32,407 | (1,714) | $ (52,891) | 578 | $ 36,222 | (200) | $ (12,240) | |||||||
Class R6 | |||||||||||||||
Shares sold | 389 | $ 13,914 | 290 | $ 10,104 | 205 | $ 15,419 | 590 | $ 38,207 | |||||||
Reinvestment of distributions | 22 | 727 | 11 | 371 | 593 | 36,560 | 250 | 15,711 | |||||||
Shares repurchased | (135) | (4,753) | (239) | (7,844) | (296) | (22,191) | (647) | (40,929) | |||||||
Net Increase / (Decrease) | 276 | $ 9,888 | 62 | $ 2,631 | 502 | $ 29,788 | 193 | $ 12,989 | |||||||
Administrative Class | |||||||||||||||
Shares sold | — | $ — | — | $ — | 26 | $ 1,752 | 12 | $ 728 | |||||||
Reinvestment of distributions | — | — | — | — | 30 | 1,642 | 10 | 563 | |||||||
Shares repurchased | — | — | — | — | (7) | (511) | (13) | (738) | |||||||
Net Increase / (Decrease) | — | $ — | — | $ — | 49 | $ 2,883 | 9 | $ 553 |
AllianzGI Global Small-Cap Fund | AllianzGI Health Sciences Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class A | |||||||||||||||
Shares sold | 26 | $ 1,193 | 70 | $ 3,342 | 73 | $ 2,705 | 125 | $ 4,406 | |||||||
Reinvestment of distributions | 315 | 11,665 | 41 | 1,912 | 935 | 31,093 | 588 | 19,561 | |||||||
Shares repurchased | (118) | (5,685) | (145) | (6,464) | (316) | (11,786) | (597) | (21,195) | |||||||
Net Increase / (Decrease) | 223 | $ 7,173 | (34) | $ (1,210) | 692 | $ 22,012 | 116 | $ 2,772 | |||||||
Class C | |||||||||||||||
Shares sold | 3 | $ 94 | 5 | $ 181 | 24 | $ 577 | 12 | $ 318 | |||||||
Reinvestment of distributions | 31 | 847 | 5 | 206 | 47 | 981 | 29 | 673 | |||||||
Shares repurchased | (20) | (803) | (70) | (2,511) | (21) | (561) | (66) | (1,688) | |||||||
Net Increase / (Decrease) | 14 | $ 138 | (60) | $ (2,124) | 50 | $ 997 | (25) | $ (697) | |||||||
Class P | |||||||||||||||
Shares sold | 1 | $ 49 | 7 | $ 346 | 45 | $ 1,567 | 23 | $ 843 | |||||||
Reinvestment of distributions | 16 | 682 | 3 | 158 | 5 | 179 | 1 | 18 | |||||||
Shares repurchased | (11) | (629) | (62) | (3,246) | (3) | (97) | (1) | (24) | |||||||
Net Increase / (Decrease) | 6 | $ 102 | (52) | $ (2,742) | 47 | $ 1,649 | 23 | $ 837 | |||||||
Institutional Class | |||||||||||||||
Shares sold | 30 | $ 1,741 | 146 | $ 8,093 | 150 | $ 6,018 | 275 | $ 9,933 | |||||||
Reinvestment of distributions | 206 | 8,802 | 26 | 1,361 | 124 | 4,230 | 54 | 1,822 | |||||||
Shares repurchased | (85) | (4,782) | (234) | (11,605) | (161) | (6,192) | (107) | (3,754) | |||||||
Net Increase / (Decrease) | 151 | $ 5,761 | (62) | $ (2,151) | 113 | $ 4,056 | 222 | $ 8,001 |
AllianzGI Income & Growth Fund | AllianzGI Mid-Cap Growth Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class A | |||||||||||||||
Shares sold | 18,625 | $ 248,032 | 52,581 | $ 651,658 | 4,176 | $ 21,848 | 3,609 | $ 19,402 | |||||||
Reinvestment of distributions | 5,551 | 73,664 | 10,600 | 131,473 | 20,186 | 87,202 | 5,664 | 30,077 | |||||||
Shares repurchased | (13,552) | (180,202) | (31,720) | (394,769) | (5,759) | (31,566) | (7,121) | (37,859) | |||||||
Net Increase / (Decrease) | 10,624 | $ 141,494 | 31,461 | $ 388,362 | 18,603 | $ 77,484 | 2,152 | $ 11,620 | |||||||
Class C | |||||||||||||||
Shares sold | 12,180 | $ 145,585 | 29,084 | $ 327,256 | 137 | $ 506 | 313 | $ 1,269 | |||||||
Reinvestment of distributions | 3,784 | 45,109 | 7,898 | 88,409 | 1,506 | 4,248 | 537 | 2,144 | |||||||
Shares repurchased | (12,167) | (145,404) | (36,973) | (411,193) | (924) | (4,001) | (2,037) | (8,087) | |||||||
Net Increase / (Decrease) | 3,797 | $ 45,290 | 9 | $ 4,472 | 719 | $ 753 | (1,187) | $ (4,674) | |||||||
Class R* | |||||||||||||||
Shares sold | — | $ — | 78 | $ 981 | — | $ — | 208 | $ 1,084 | |||||||
Reinvestment of distributions | — | — | 26 | 323 | — | — | 48 | 248 | |||||||
Shares repurchased | — | — | (658) | (8,159) | — | — | (662) | (3,496) | |||||||
Net Increase / (Decrease) | — | $ — | (554) | $ (6,855) | — | $ — | (406) | $ (2,164) | |||||||
Class P | |||||||||||||||
Shares sold | 17,467 | $ 239,843 | 44,220 | $ 565,375 | 311 | $ 2,192 | 2,026 | $ 12,909 | |||||||
Reinvestment of distributions | 3,240 | 44,325 | 6,493 | 82,954 | 706 | 3,866 | 270 | 1,708 | |||||||
Shares repurchased | (29,903) | (416,065) | (29,265) | (375,726) | (2,120) | (16,282) | (706) | (4,569) | |||||||
Net Increase / (Decrease) | (9,196) | $ (131,897) | 21,448 | $ 272,603 | (1,103) | $ (10,224) | 1,590 | $ 10,048 | |||||||
Institutional Class | |||||||||||||||
Shares sold | 32,527 | $ 457,375 | 39,501 | $ 514,900 | 2,456 | $ 18,994 | 2,373 | $ 15,261 | |||||||
Reinvestment of distributions | 3,306 | 45,807 | 5,516 | 71,390 | 3,075 | 17,065 | 735 | 4,701 | |||||||
Shares repurchased | (8,675) | (120,334) | (20,425) | (262,878) | (717) | (4,907) | (4,992) | (29,938) | |||||||
Net Increase / (Decrease) | 27,158 | $ 382,848 | 24,592 | $ 323,412 | 4,814 | $ 31,152 | (1,884) | $ (9,976) | |||||||
Administrative Class | |||||||||||||||
Shares sold | — | $ — | — | $ — | 7 | $ 48 | 78 | $ 449 | |||||||
Reinvestment of distributions | — | — | — | — | 138 | 664 | 39 | 218 | |||||||
Shares repurchased | — | — | — | — | (38) | (257) | (47) | (263) | |||||||
Net Increase / (Decrease) | — | $ — | — | $ — | 107 | $ 455 | 70 | $ 404 |
AllianzGI Small-Cap Fund | AllianzGI Technology Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class A | |||||||||||||||
Shares sold | 133 | $ 3,502 | 317 | $ 7,125 | 407 | $ 29,521 | 980 | $ 76,399 | |||||||
Reinvestment of distributions | 420 | 9,935 | 3 | 72 | 3,585 | 212,887 | 1,729 | 131,427 | |||||||
Shares repurchased | (214) | (5,711) | (441) | (9,853) | (909) | (68,638) | (2,521) | (201,536) | |||||||
Net Increase / (Decrease) | 339 | $ 7,726 | (121) | $ (2,656) | 3,083 | $ 173,770 | 188 | $ 6,290 | |||||||
Class C | |||||||||||||||
Shares sold | 13 | $ 338 | 14 | $ 319 | 47 | $ 1,608 | 154 | $ 7,156 | |||||||
Reinvestment of distributions | 29 | 633 | — | — | 1,073 | 24,592 | 385 | 16,516 | |||||||
Shares repurchased | (22) | (543) | (79) | (1,868) | (241) | (8,407) | (521) | (23,576) | |||||||
Net Increase / (Decrease) | 20 | $ 428 | (65) | $ (1,549) | 879 | $ 17,793 | 18 | $ 96 |
AllianzGI Small-Cap Fund | AllianzGI Technology Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class P | |||||||||||||||
Shares sold | 742 | $ 20,511 | 612 | $ 14,632 | 93 | $ 8,486 | 431 | $ 40,162 | |||||||
Reinvestment of distributions | 129 | 3,094 | 3 | 71 | 339 | 25,889 | 291 | 26,567 | |||||||
Shares repurchased | (872) | (25,439) | (516) | (11,756) | (905) | (93,796) | (688) | (63,835) | |||||||
Net Increase / (Decrease) | (1) | $ (1,834) | 99 | $ 2,947 | (473) | $ (59,421) | 34 | $ 2,894 | |||||||
Institutional Class | |||||||||||||||
Shares sold | 803 | $ 23,622 | 560 | $ 13,851 | 1,391 | $ 146,879 | 3,356 | $ 319,101 | |||||||
Reinvestment of distributions | 285 | 6,896 | 5 | 131 | 3,770 | 299,998 | 2,055 | 193,751 | |||||||
Shares repurchased | (128) | (3,441) | (504) | (12,277) | (2,372) | (237,063) | (3,953) | (376,900) | |||||||
Net Increase / (Decrease) | 960 | $ 27,077 | 61 | $ 1,705 | 2,789 | $ 209,814 | 1,458 | $ 135,952 | |||||||
Class R6 | |||||||||||||||
Shares sold | 33 | $ 934 | 149 | $ 3,489 | — | $ — | — | $ — | |||||||
Reinvestment of distributions | 46 | 1,124 | 1 | 29 | — | — | — | — | |||||||
Shares repurchased | (20) | (543) | (352) | (7,439) | — | — | — | — | |||||||
Net Increase / (Decrease) | 59 | $ 1,515 | (202) | $ (3,921) | — | $ — | — | $ — | |||||||
Administrative Class | |||||||||||||||
Shares sold | — | $ — | — | $ — | 7 | $ 631 | 882 | $ 80,084 | |||||||
Reinvestment of distributions | — | — | — | — | 60 | 4,114 | 157 | 13,247 | |||||||
Shares repurchased | — | — | — | — | (806) | (73,777) | (237) | (20,498) | |||||||
Net Increase / (Decrease) | — | $ — | — | $ — | (739) | $ (69,032) | 802 | $ 72,833 |
NFJ Dividend Value Fund | NFJ International Value Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class A | |||||||||||||||
Shares sold | 1,792 | $ 23,468 | 7,711 | $ 92,329 | 151 | $ 3,344 | 719 | $ 15,274 | |||||||
Reinvestment of distributions | 1,667 | 21,892 | 389 | 4,454 | 50 | 1,087 | 54 | 1,064 | |||||||
Shares repurchased | (3,153) | (41,698) | (9,011) | (100,397) | (382) | (8,429) | (855) | (17,467) | |||||||
Net Increase / (Decrease) | 306 | $ 3,662 | (911) | $ (3,614) | (181) | $ (3,998) | (82) | $ (1,129) | |||||||
Class C | |||||||||||||||
Shares sold | 28 | $ 378 | 68 | $ 772 | 6 | $ 130 | 16 | $ 339 | |||||||
Reinvestment of distributions | 63 | 853 | 9 | 104 | 2 | 39 | 4 | 70 | |||||||
Shares repurchased | (275) | (3,717) | (2,560) | (28,654) | (44) | (966) | (313) | (6,237) | |||||||
Net Increase / (Decrease) | (184) | $ (2,486) | (2,483) | $ (27,778) | (36) | $ (797) | (293) | $ (5,828) | |||||||
Class R* | |||||||||||||||
Shares sold | — | $ — | 398 | $ 4,469 | — | $ — | 38 | $ 782 | |||||||
Reinvestment of distributions | — | — | 41 | 456 | — | — | 3 | 62 | |||||||
Shares repurchased | — | — | (5,836) | (71,103) | — | — | (301) | (6,574) | |||||||
Net Increase / (Decrease) | — | $ — | (5,397) | $ (66,178) | — | $ — | (260) | $ (5,730) | |||||||
Class P | |||||||||||||||
Shares sold | 458 | $ 6,073 | 1,477 | $ 16,700 | 34 | $ 775 | 84 | $ 1,742 | |||||||
Reinvestment of distributions | 638 | 8,481 | 228 | 2,613 | 14 | 312 | 17 | 343 | |||||||
Shares repurchased | (3,017) | (40,286) | (7,972) | (88,545) | (136) | (3,009) | (295) | (6,003) | |||||||
Net Increase / (Decrease) | (1,921) | $ (25,732) | (6,267) | $ (69,232) | (88) | $ (1,922) | (194) | $ (3,918) |
NFJ Dividend Value Fund | NFJ International Value Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Institutional Class | |||||||||||||||
Shares sold | 834 | $ 11,338 | 1,227 | $ 14,268 | 149 | $ 3,323 | 622 | $ 13,323 | |||||||
Reinvestment of distributions | 447 | 5,929 | 162 | 1,856 | 40 | 871 | 43 | 867 | |||||||
Shares repurchased | (2,632) | (34,929) | (3,892) | (43,637) | (138) | (3,065) | (764) | (15,604) | |||||||
Net Increase / (Decrease) | (1,351) | $ (17,662) | (2,503) | $ (27,513) | 51 | $ 1,129 | (99) | $ (1,414) | |||||||
Class R6 | |||||||||||||||
Shares sold | 495 | $ 6,686 | 1,692 | $ 18,962 | 21 | $ 457 | 79 | $ 1,747 | |||||||
Reinvestment of distributions | 382 | 5,034 | 111 | 1,275 | 2 | 49 | 2 | 34 | |||||||
Shares repurchased | (586) | (7,752) | (1,577) | (17,917) | (15) | (330) | (34) | (708) | |||||||
Net Increase / (Decrease) | 291 | $ 3,968 | 226 | $ 2,320 | 8 | $ 176 | 47 | $ 1,073 | |||||||
Administrative Class | |||||||||||||||
Shares sold | 263 | $ 3,578 | 898 | $ 10,884 | 40 | $ 890 | 525 | $ 9,870 | |||||||
Reinvestment of distributions | 145 | 1,961 | 33 | 386 | 1 | 28 | 5 | 92 | |||||||
Shares repurchased | (229) | (3,114) | (984) | (11,241) | (6) | (139) | (545) | (11,653) | |||||||
Net Increase / (Decrease) | 179 | $ 2,425 | (53) | $ 29 | 35 | $ 779 | (15) | $ (1,691) |
NFJ Large-Cap Value Fund | NFJ Mid-Cap Value Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class A | |||||||||||||||
Shares sold | 118 | $ 4,044 | 290 | $ 8,262 | 440 | $ 15,371 | 1,296 | $ 41,290 | |||||||
Reinvestment of distributions | 286 | 9,638 | 39 | 1,133 | 1,757 | 58,654 | 157 | 4,787 | |||||||
Shares repurchased | (398) | (13,620) | (893) | (25,272) | (1,319) | (47,133) | (3,144) | (95,718) | |||||||
Net Increase / (Decrease) | 6 | $ 62 | (564) | $ (15,877) | 878 | $ 26,892 | (1,691) | $ (49,641) | |||||||
Class C | |||||||||||||||
Shares sold | 7 | $ 236 | 7 | $ 207 | 41 | $ 1,193 | 116 | $ 2,795 | |||||||
Reinvestment of distributions | 6 | 190 | — | 4 | 188 | 4,923 | 5 | 131 | |||||||
Shares repurchased | (28) | (969) | (203) | (5,742) | (159) | (4,543) | (545) | (13,448) | |||||||
Net Increase / (Decrease) | (15) | $ (543) | (196) | $ (5,531) | 70 | $ 1,573 | (424) | $ (10,522) | |||||||
Class R* | |||||||||||||||
Shares sold | — | $ — | 6 | $ 154 | — | $ — | 139 | $ 3,561 | |||||||
Reinvestment of distributions | — | — | — (1) | 5 | — | — | 7 | 187 | |||||||
Shares repurchased | — | — | (54) | (1,726) | — | — | (897) | (25,656) | |||||||
Net Increase / (Decrease) | — | $ — | (48) | $ (1,567) | — | $ — | (751) | $ (21,908) | |||||||
Class P | |||||||||||||||
Shares sold | 32 | $ 1,116 | 118 | $ 3,342 | 690 | $ 19,039 | 3,132 | $ 74,161 | |||||||
Reinvestment of distributions | 30 | 1,010 | 6 | 165 | 995 | 25,098 | 156 | 3,735 | |||||||
Shares repurchased | (116) | (4,136) | (136) | (3,898) | (3,127) | (86,864) | (5,143) | (124,407) | |||||||
Net Increase / (Decrease) | (54) | $ (2,010) | (12) | $ (391) | (1,442) | $ (42,727) | (1,855) | $ (46,511) | |||||||
Institutional Class | |||||||||||||||
Shares sold | 326 | $ 11,207 | 1,936 | $ 53,277 | 1,805 | $ 70,423 | 3,867 | $ 124,780 | |||||||
Reinvestment of distributions | 213 | 7,140 | 48 | 1,395 | 1,315 | 47,629 | 166 | 5,470 | |||||||
Shares repurchased | (704) | (24,034) | (1,843) | (57,032) | (2,159) | (82,815) | (5,912) | (193,698) | |||||||
Net Increase / (Decrease) | (165) | $ (5,687) | 141 | $ (2,360) | 961 | $ 35,237 | (1,879) | $ (63,448) |
NFJ Large-Cap Value Fund | NFJ Mid-Cap Value Fund | ||||||||||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||||||||
SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | SHARES | AMOUNT | ||||||||
Class R6 | |||||||||||||||
Shares sold | 3 | $ 100 | — | $ — | 190 | $ 7,321 | 1,535 | $ 50,969 | |||||||
Reinvestment of distributions | — | — | — | — | 247 | 8,923 | 38 | 1,245 | |||||||
Shares repurchased | — | — | — | — | (341) | (13,300) | (1,718) | (58,443) | |||||||
Net Increase / (Decrease) | 3 | $ 100 | — | $ — | 96 | $ 2,944 | (145) | $ (6,229) | |||||||
Administrative Class | |||||||||||||||
Shares sold | 1 | $ 18 | 8 | $ 211 | 77 | $ 2,869 | 811 | $ 25,174 | |||||||
Reinvestment of distributions | 1 | 30 | — (1) | 5 | 138 | 4,769 | 13 | 402 | |||||||
Shares repurchased | (1) | (48) | (40) | (1,043) | (321) | (11,761) | (744) | (23,198) | |||||||
Net Increase / (Decrease) | 1 | $ — | (32) | $ (827) | (106) | $ (4,123) | 80 | $ 2,378 |
NFJ Small-Cap Value Fund | |||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||
SHARES | AMOUNT | SHARES | AMOUNT | ||||
Class A | |||||||
Shares sold | 532 | $ 8,317 | 2,240 | $ 32,510 | |||
Reinvestment of distributions | 1,563 | 23,166 | 428 | 5,780 | |||
Shares repurchased | (2,869) | (45,046) | (6,123) | (82,428) | |||
Net Increase / (Decrease) | (774) | $ (13,563) | (3,455) | $ (44,138) | |||
Class C | |||||||
Shares sold | 4 | $ 61 | 10 | $ 118 | |||
Reinvestment of distributions | 11 | 139 | 2 | 25 | |||
Shares repurchased | (9) | (121) | (62) | (757) | |||
Net Increase / (Decrease) | 6 | $ 79 | (50) | $ (614) | |||
Class R* | |||||||
Shares sold | — | $ — | 121 | $ 1,802 | |||
Reinvestment of distributions | — | — | 14 | 212 | |||
Shares repurchased | — | — | (1,305) | (21,779) | |||
Net Increase / (Decrease) | — | $ — | (1,170) | $ (19,765) | |||
Class P | |||||||
Shares sold | 68 | $ 1,249 | 243 | $ 3,683 | |||
Reinvestment of distributions | 62 | 1,102 | 25 | 389 | |||
Shares repurchased | (312) | (5,930) | (604) | (9,700) | |||
Net Increase / (Decrease) | (182) | $ (3,579) | (336) | $ (5,628) | |||
Institutional Class | |||||||
Shares sold | 262 | $ 5,099 | 710 | $ 11,615 | |||
Reinvestment of distributions | 288 | 5,167 | 113 | 1,805 | |||
Shares repurchased | (1,368) | (25,444) | (3,349) | (53,593) | |||
Net Increase / (Decrease) | (818) | $ (15,178) | (2,526) | $ (40,173) | |||
Class R6 | |||||||
Shares sold | 252 | $ 4,760 | 1,159 | $ 18,776 | |||
Reinvestment of distributions | 304 | 5,378 | 99 | 1,576 | |||
Shares repurchased | (966) | (18,092) | (3,275) | (48,225) | |||
Net Increase / (Decrease) | (410) | $ (7,954) | (2,017) | $ (27,873) |
NFJ Small-Cap Value Fund | |||||||
Six Months Ended December 31, 2021 (Unaudited) | Year Ended June 30, 2021 | ||||||
SHARES | AMOUNT | SHARES | AMOUNT | ||||
Administrative Class | |||||||
Shares sold | 82 | $ 1,302 | 376 | $ 5,178 | |||
Reinvestment of distributions | 204 | 3,012 | 55 | 739 | |||
Shares repurchased | (241) | (3,786) | (1,133) | (15,592) | |||
Net Increase / (Decrease) | 45 | $ 528 | (702) | $ (9,675) |
* | On May 21, 2021, all Class R shares were converted into Class A shares. These transactions are included as subscriptions of Class A shares and redemptions of Class R shares in the tables above. |
(1) | Amount is less than 500 shares. |
% of Shares Outstanding | Number of Accounts* | ||
AllianzGI Emerging Markets Opportunities Fund | 55% | 2 | |
AllianzGI Focused Growth Fund | 10 | 1 | |
AllianzGI Global Small-Cap Fund | 34 | 2 | |
AllianzGI Health Sciences Fund | 41 | 2 | |
AllianzGI Mid-Cap Growth Fund | 12 | 1 | |
AllianzGI Small-Cap Fund | 11 | 1 | |
AllianzGI Technology Fund | 28 | 2 | |
NFJ International Value Fund | 13 | 1 | |
NFJ Large-Cap Value Fund | 18 | 1 | |
NFJ Small-Cap Value Fund | 18 | 1 |
* | The shareholders are not affiliated with Virtus. |
Fund | Sector | Percentage of Total Investments | ||
AllianzGI Health Sciences Fund | Pharmaceuticals | 36% | ||
AllianzGI Technology Fund | Software | 29 | ||
AllianzGI Technology Fund | Semiconductors & Semiconductor Equipment | 26 | ||
NFJ International Value Fund | Information Technology | 25 | ||
NFJ Small-Cap Value Fund | Financials | 30 |
Fund | Interest Incurred on Borrowing | Average Dollar Amount of Borrowing | Weighted Average Interest Rate on Borrowing | Days Loan was Open | ||||
AllianzGI Focused Growth Fund | $2 | $ 7,378 | 1.34% | 9 | ||||
AllianzGI Mid-Cap Growth Fund | 3 | 7,544 | 1.35 | 9 | ||||
AllianzGI Small-Cap Fund | 2 | 13,600 | 1.34 | 4 | ||||
NFJ Dividend Value Fund | 1 | 3,214 | 1.35 | 7 | ||||
NFJ Mid-Cap Value Fund | 2 | 8,786 | 1.34 | 7 |
Fund | Federal Tax Cost | Unrealized Appreciation | Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
AllianzGI Emerging Markets Opportunities Fund | $ 241,556 | $ 57,377 | $ (12,583) | $ 44,794 | ||||
AllianzGI Focused Growth Fund | 703,274 | 768,388 | (25,562) | 742,826 | ||||
AllianzGI Global Small-Cap Fund | 69,231 | 22,479 | (2,959) | 19,520 | ||||
AllianzGI Health Sciences Fund | 173,965 | 34,327 | (4,230) | 30,097 | ||||
AllianzGI Income & Growth Fund | 7,000,526 | 698,890 | (230,627) | 468,263 | ||||
AllianzGI Income & Growth Fund (Written Options) | (1,195) | 442 | — | 442 |
Fund | Federal Tax Cost | Unrealized Appreciation | Unrealized (Depreciation) | Net Unrealized Appreciation (Depreciation) | ||||
AllianzGI Mid-Cap Growth Fund | $ 346,889 | $159,144 | $ (22,213) | $136,931 | ||||
AllianzGI Small-Cap Fund | 141,919 | 47,082 | (4,069) | 43,013 | ||||
AllianzGI Technology Fund (Including Purchased Options) | 1,661,570 | 742,753 | (32,222) | 710,531 | ||||
AllianzGI Technology Fund (Written Options) | (13,594) | 8,624 | — | 8,624 | ||||
NFJ Dividend Value Fund | 670,518 | 242,905 | (3,596) | 239,309 | ||||
NFJ International Value Fund | 128,754 | 23,471 | (6,981) | 16,490 | ||||
NFJ Large-Cap Value Fund | 255,669 | 90,836 | (3,000) | 87,836 | ||||
NFJ Mid-Cap Value Fund | 1,140,866 | 324,071 | (16,985) | 307,086 | ||||
NFJ Small-Cap Value Fund | 415,474 | 126,115 | (4,800) | 121,315 |
Fund | Short-Term | Long-Term | ||
AllianzGI Emerging Markets Opportunities Fund | $ 8,616 | $ — | ||
NFJ International Value Fund | 249,610 | 189,222 |
Mutual Fund Services | 1-800-243-1574 |
Adviser Consulting Group | 1-800-243-4361 |
Website | Virtus.com |
The Securities and Exchange Commission has modified mailing regulations for semiannual and annual shareholder fund reports to allow mutual fund companies to send a single copy of these reports to shareholders who share the same mailing address. If you would like additional copies, please call Mutual Fund Services at 1-800-243-1574.
please contact us at 1-800-243-1574, or visit Virtus.com.
8033 | 2-22 |
(b) | Not applicable. |
Item 2. | Code of Ethics. |
Response not required for semi-annual report.
Item 3. | Audit Committee Financial Expert. |
Response not required for semi-annual report.
Item 4. | Principal Accountant Fees and Services. |
Response not required for semi-annual report.
Item 5. | Audit Committee of Listed Registrants. |
Response not required for semi-annual report.
Item 6. | Investments. |
(a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1(a) of this form. |
(b) | Not applicable. |
Item 7. | Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies. |
Not applicable.
Item 8. | Portfolio Managers of Closed-End Management Investment Companies. |
Not applicable.
Item 9. | Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers. |
Not applicable.
Item 10. | Submission of Matters to a Vote of Security Holders. |
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.
Item 11. | Controls and Procedures. |
(a) | The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are effective, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)). |
(b) | There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d))) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting. |
Item 12. | Disclosure of Securities Lending Activities for Closed-End Management Investment Companies. |
Not applicable.
Item 13. | Exhibits. |
(a)(1) | Code of ethics, or any amendment thereto, that is the subject of disclosure required by Item 2 is attached hereto. | |
(a)(2) | Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto. | |
(a)(2)(1) | Not applicable. | |
(a)(2)(2) | Not applicable. | |
(b) | Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) | Virtus Investment Trust | |||
By (Signature and Title)* | /s/ George R. Aylward | |||
George R. Aylward, President | ||||
(principal executive officer) | ||||
Date 3/7/22 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By (Signature and Title)* | /s/ George R. Aylward | |||
George R. Aylward, President | ||||
(principal executive officer) |
Date 3/7/22
By (Signature and Title)* | /s/ W. Patrick Bradley | |||
W. Patrick Bradley, Executive Vice President, | ||||
Chief Financial Officer and Treasurer | ||||
(principal financial officer) |
Date 3/7/22
* | Print the name and title of each signing officer under his or her signature. |