| Shares or Principal Amount | Market Value† | ||
| ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.1% | |||
| Asset-Backed - Automobile - 0.1% | |||
| $ 1,473,455 | CFMT LLC 1.39%, 09/22/2031(1) | $ 1,415,009 | |
| 545,000 | Ford Credit Auto Lease Trust 0.78%, 09/15/2025 | 539,125 | |
| Ford Credit Auto Owner Trust | |||
| 275,000 | 1.61%, 10/17/2033(1) | 246,333 | |
| 260,000 | 1.91%, 10/17/2033(1) | 233,331 | |
| 2,433,798 | |||
| Commercial Mortgage-Backed Securities - 0.5% | |||
| 255,000 | BFLD Trust 6.99%, 11/15/2028, 1 mo. USD SOFR + 2.164%(1)(2) | 252,628 | |
| BX Trust | |||
| 3,315,000 | 5.19%, 10/15/2036, 1 mo. USD LIBOR + 0.506%(1)(2) | 3,158,542 | |
| 1,460,000 | 5.98%, 10/15/2036, 1 mo. USD LIBOR + 1.297%(1)(2) | 1,372,139 | |
| BXHPP Trust | |||
| 780,000 | 5.33%, 08/15/2036, 1 mo. USD LIBOR + 0.650%(1)(2) | 731,339 | |
| 690,000 | 5.58%, 08/15/2036, 1 mo. USD LIBOR + 0.900%(1)(2) | 631,349 | |
| 289,976 | Life Mortgage Trust 5.64%, 03/15/2038, 1 mo. USD SOFR + 0.814%(1)(2) | 280,740 | |
| 375,000 | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(3) | 262,248 | |
| 1,735,000 | SREIT Trust 5.76%, 11/15/2038, 1 mo. USD LIBOR + 1.080%(1)(2) | 1,643,989 | |
| 8,332,974 | |||
| Other Asset-Backed Securities - 0.4% | |||
| 132,337 | Aaset Trust 3.84%, 05/15/2039(1) | 94,579 | |
| Affirm Asset Securitization Trust | |||
| 870,000 | 1.03%, 08/17/2026(1) | 831,798 | |
| 201,936 | 1.07%, 08/15/2025(1) | 197,081 | |
| Castlelake Aircraft Structured Trust | |||
| 175,990 | 3.47%, 01/15/2046(1) | 162,036 | |
| 367,135 | 3.97%, 04/15/2039(1) | 326,265 | |
| CF Hippolyta Issuer LLC | |||
| 326,248 | 1.53%, 03/15/2061(1) | 287,368 | |
| 160,760 | 1.98%, 03/15/2061(1) | 138,102 | |
| 1,331,340 | Home Partners of America Trust 2.30%, 12/17/2026(1) | 1,190,875 | |
| 191,223 | Horizon Aircraft Finance II Ltd. 3.72%, 07/15/2039(1) | 164,767 | |
| 271,388 | Horizon Aircraft Finance III Ltd. 3.43%, 11/15/2039(1) | 219,822 | |
| 169,058 | MACH 1 Cayman Ltd. 3.47%, 10/15/2039(1) | 141,909 | |
| 124,295 | MAPS Ltd. 4.46%, 03/15/2044(1) | 111,244 | |
| 480,000 | New Economy Assets Phase 1 Sponsor LLC 2.41%, 10/20/2061(1) | 415,144 | |
| 1,748,269 | SCF Equipment Leasing LLC 0.83%, 08/21/2028(1) | 1,682,069 | |
| 108,264 | SoFi Consumer Loan Program Trust 0.49%, 09/25/2030(1) | 105,942 | |
| 144,832 | Start II Ltd. 4.09%, 03/15/2044(1) | 128,059 | |
| 6,197,060 | |||
| Whole Loan Collateral CMO - 0.1% | |||
| 67,430 | Angel Oak Mortgage Trust 2.62%, 11/25/2059(1)(3) | 64,897 | |
| 280,000 | Connecticut Avenue Securities Trust 6.11%, 10/25/2041, 1 mo. USD SOFR + 1.550%(1)(2) | 271,964 | |
| Shares or Principal Amount | Market Value† | ||
| ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.1% - (continued) | |||
| Whole Loan Collateral CMO - 0.1% - (continued) | |||
| Federal National Mortgage Association Connecticut Avenue Securities | |||
| $ 165,980 | 9.75%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(2) | $ 172,917 | |
| 156,240 | 10.75%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2) | 165,204 | |
| Flagstar Mortgage Trust | |||
| 644,129 | 2.00%, 09/25/2041(1)(3) | 547,856 | |
| 305,839 | 4.00%, 05/25/2048(1)(3) | 281,578 | |
| 236,509 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(3) | 222,121 | |
| 143,324 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(3) | 138,555 | |
| 457,686 | Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | 437,456 | |
| Towd Point Mortgage Trust | |||
| 20,323 | 2.75%, 04/25/2057(1)(3) | 20,094 | |
| 208,197 | 2.75%, 06/25/2057(1)(3) | 197,336 | |
| 87,701 | 3.00%, 01/25/2058(1)(3) | 84,986 | |
| 2,604,964 | |||
| Total Asset & Commercial Mortgage-Backed Securities (cost $21,058,248) | $ 19,568,796 | ||
| CORPORATE BONDS - 13.3% | |||
| Aerospace/Defense - 0.2% | |||
| 850,000 | BAE Systems Holdings, Inc. 3.85%, 12/15/2025(1) | $ 823,884 | |
| 560,000 | Lockheed Martin Corp. 4.85%, 09/15/2041 | 542,470 | |
| Raytheon Technologies Corp. | |||
| 685,000 | 3.95%, 08/16/2025 | 676,634 | |
| 1,500,000 | 4.13%, 11/16/2028 | 1,476,887 | |
| 3,519,875 | |||
| Agriculture - 0.5% | |||
| Philip Morris International, Inc. | |||
| 830,000 | 5.13%, 11/17/2027 | 848,697 | |
| 1,375,000 | 5.13%, 02/15/2030 | 1,389,430 | |
| 3,602,000 | 5.38%, 02/15/2033 | 3,678,133 | |
| 550,000 | 5.63%, 11/17/2029 | 573,575 | |
| 1,370,000 | 5.75%, 11/17/2032 | 1,436,742 | |
| 7,926,577 | |||
| Airlines - 0.0% | |||
| 99,465 | United Airlines Pass-Through Trust 4.60%, 09/01/2027 | 93,923 | |
| Auto Manufacturers - 0.2% | |||
| Daimler Truck Finance North America LLC | |||
| 180,000 | 5.13%, 01/19/2028(1) | 180,467 | |
| 575,000 | 5.15%, 01/16/2026(1) | 576,941 | |
| 1,625,000 | Hyundai Capital America 0.80%, 04/03/2023(1) | 1,625,000 | |
| 920,000 | Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(1) | 888,459 | |
| 3,270,867 | |||
| Beverages - 0.1% | |||
| 2,100,000 | Anheuser-Busch InBev Worldwide, Inc. 4.38%, 04/15/2038 | 1,991,530 | |
| Biotechnology - 0.3% | |||
| Amgen, Inc. | |||
| 1,697,000 | 4.40%, 05/01/2045 | 1,495,630 | |
| 675,000 | 5.25%, 03/02/2030 | 689,364 | |
| 1 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Biotechnology - 0.3% - (continued) | |||
| $ 1,787,000 | 5.60%, 03/02/2043 | $ 1,835,511 | |
| 1,215,000 | CSL Finance PLC 4.25%, 04/27/2032(1) | 1,176,556 | |
| 5,197,061 | |||
| Commercial Banks - 3.5% | |||
| 600,000 | Banco Santander SA 3.85%, 04/12/2023 | 599,739 | |
| Bank of America Corp. | |||
| 1,570,000 | 1.73%, 07/22/2027, (1.73% fixed rate until 07/22/2026; 6 mo. USD SOFR + 0.960% thereafter)(4) | 1,400,850 | |
| 1,215,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.220% thereafter)(4) | 978,773 | |
| 1,799,000 | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(4) | 1,672,309 | |
| 1,610,000 | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(4) | 1,511,660 | |
| 1,000,000 | Barclays PLC 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(4) | 972,530 | |
| 830,000 | BNP Paribas SA 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(4) | 788,428 | |
| BPCE SA | |||
| 2,225,000 | 5.15%, 07/21/2024(1) | 2,181,440 | |
| 3,625,000 | 5.70%, 10/22/2023(1) | 3,597,015 | |
| Credit Agricole SA | |||
| 1,025,000 | 3.25%, 10/04/2024(1) | 988,592 | |
| 535,000 | 3.75%, 04/24/2023(1) | 534,353 | |
| 790,000 | 4.38%, 03/17/2025(1) | 758,996 | |
| 2,737,000 | Credit Suisse AG 7.50%, 02/15/2028(5) | 2,894,377 | |
| 878,000 | Credit Suisse Group AG 3.75%, 03/26/2025 | 807,734 | |
| Danske Bank AS | |||
| 1,865,000 | 1.62%, 09/11/2026, (1.62% fixed rate until 09/11/2025; 12 mo. USD CMT + 1.350% thereafter)(1)(4) | 1,665,448 | |
| 775,000 | 3.88%, 09/12/2023(1) | 768,426 | |
| 575,000 | 5.38%, 01/12/2024(1) | 569,661 | |
| 825,000 | Deutsche Bank AG 6.72%, 01/18/2029, (6.72% fixed rate until 01/18/2028; 6 mo. USD SOFR + 3.180% thereafter)(4) | 818,547 | |
| Goldman Sachs Group, Inc. | |||
| 1,300,000 | 1.43%, 03/09/2027, (1.43% fixed rate until 03/09/2026; 6 mo. USD SOFR + 0.798% thereafter)(4) | 1,161,038 | |
| 630,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.281% thereafter)(4) | 525,037 | |
| 560,000 | 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 6 mo. USD SOFR + 1.264% thereafter)(4) | 462,379 | |
| 510,000 | 3.80%, 03/15/2030 | 474,529 | |
| 2,913,000 | 5.70%, 11/01/2024 | 2,931,262 | |
| 1,150,000 | 6.25%, 02/01/2041 | 1,263,060 | |
| HSBC Holdings PLC | |||
| 752,000 | 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.285% thereafter)(4) | 629,995 | |
| 1,178,000 | 3.60%, 05/25/2023 | 1,171,790 | |
| 570,000 | 7.39%, 11/03/2028, (7.39% fixed rate until 11/03/2027; 6 mo. USD SOFR + 3.350% thereafter)(4) | 606,181 | |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Commercial Banks - 3.5% - (continued) | |||
| JPMorgan Chase & Co. | |||
| $ 620,000 | 2.52%, 04/22/2031, (2.52% fixed rate until 04/22/2030; 6 mo. USD SOFR + 2.040% thereafter)(4) | $ 529,690 | |
| 545,000 | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.250% thereafter)(4) | 458,395 | |
| 390,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 6 mo. USD SOFR + 2.460% thereafter)(4) | 296,916 | |
| 705,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(4) | 654,711 | |
| 805,000 | 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(4) | 782,292 | |
| 1,540,000 | 4.91%, 07/25/2033, (4.91% fixed rate until 07/25/2032; 6 mo. USD SOFR + 2.080% thereafter)(4) | 1,529,610 | |
| 250,000 | KBC Group NV 5.80%, 01/19/2029, (5.80% fixed rate until 01/19/2028; 12 mo. USD CMT + 2.100% thereafter)(1)(4) | 251,305 | |
| 1,040,000 | Manufacturers & Traders Trust Co. 4.70%, 01/27/2028 | 973,287 | |
| Morgan Stanley | |||
| 1,755,000 | 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 6 mo. USD SOFR + 1.020% thereafter)(4) | 1,379,892 | |
| 4,870,000 | 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.200% thereafter)(4) | 3,986,391 | |
| 1,450,000 | 3.13%, 07/27/2026 | 1,372,029 | |
| 1,000,000 | 3.70%, 10/23/2024 | 978,779 | |
| 696,000 | 5.95%, 01/19/2038, (5.95% fixed rate until 01/19/2033; 5 year USD CMT + 2.430% thereafter)(4) | 691,636 | |
| 365,000 | Santander Holdings USA, Inc. 6.50%, 03/09/2029, (6.50% fixed rate until 03/09/2028; 6 mo. USD SOFR + 2.356% thereafter)(4) | 364,348 | |
| Standard Chartered PLC | |||
| 1,130,000 | 0.99%, 01/12/2025, (0.99% fixed rate until 01/12/2024; 12 mo. USD CMT + 0.780% thereafter)(1)(4) | 1,085,651 | |
| 3,215,000 | 1.21%, 03/23/2025, (1.21% fixed rate until 03/23/2024; 12 mo. USD CMT + 0.880% thereafter)(1)(4) | 3,050,584 | |
| 1,133,000 | U.S. Bancorp 2.49%, 11/03/2036, (2.49% fixed rate until 11/03/2031; 5 year USD CMT + 0.950% thereafter)(4) | 873,833 | |
| 1,695,000 | UBS Group AG 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)(1)(4) | 1,458,022 | |
| Wells Fargo & Co. | |||
| 4,344,000 | 4.48%, 01/16/2024 | 4,306,959 | |
| 1,750,000 | 4.61%, 04/25/2053, (4.61% fixed rate until 04/25/2052; 6 mo. USD SOFR + 2.130% thereafter)(4) | 1,549,718 | |
| 59,308,197 | |||
| Commercial Services - 0.2% | |||
| Ashtead Capital, Inc. | |||
| 2,285,000 | 2.45%, 08/12/2031(1) | 1,799,124 | |
| 2 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Commercial Services - 0.2% - (continued) | |||
| $ 600,000 | 5.50%, 08/11/2032(1) | $ 589,050 | |
| 380,000 | 5.55%, 05/30/2033(1) | 376,096 | |
| 2,764,270 | |||
| Construction Materials - 0.1% | |||
| 972,000 | Carrier Global Corp. 2.72%, 02/15/2030 | 849,610 | |
| 685,000 | Trane Technologies Financing Ltd. 5.25%, 03/03/2033 | 707,524 | |
| 1,557,134 | |||
| Diversified Financial Services - 0.8% | |||
| 1,995,000 | AerCap Ireland Capital DAC/AerCap Global Aviation Trust 3.00%, 10/29/2028 | 1,741,839 | |
| 1,715,000 | Aviation Capital Group LLC 1.95%, 09/20/2026(1) | 1,483,056 | |
| 799,000 | Avolon Holdings Funding Ltd. 2.13%, 02/21/2026(1) | 709,684 | |
| 2,615,000 | Blackstone Holdings Finance Co. LLC 2.55%, 03/30/2032(1) | 2,066,951 | |
| 1,875,000 | Capital One Financial Corp. 3.75%, 04/24/2024 | 1,819,140 | |
| Intercontinental Exchange, Inc. | |||
| 3,261,000 | 4.00%, 09/15/2027 | 3,215,492 | |
| 3,159,000 | 4.35%, 06/15/2029 | 3,111,963 | |
| 14,148,125 | |||
| Electric - 1.9% | |||
| 1,200,000 | American Transmission Systems, Inc. 2.65%, 01/15/2032(1) | 1,010,481 | |
| 1,960,000 | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(1) | 1,838,700 | |
| 908,000 | CMS Energy Corp. 4.75%, 06/01/2050, (4.75% fixed rate until 03/01/2030; 5 year USD CMT + 4.116% thereafter)(4) | 784,494 | |
| 360,000 | Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 | 405,522 | |
| Dominion Energy, Inc. | |||
| 55,000 | 3.38%, 04/01/2030 | 49,777 | |
| 944,000 | 4.35%, 01/15/2027, (4.35% fixed rate until 01/15/2027; 5 year USD CMT + 3.195% thereafter)(4)(6) | 780,926 | |
| 607,000 | 5.38%, 11/15/2032 | 621,656 | |
| 1,200,000 | Duke Energy Carolinas LLC 6.10%, 06/01/2037 | 1,301,499 | |
| Duke Energy Corp. | |||
| 1,930,000 | 4.50%, 08/15/2032 | 1,865,243 | |
| 355,000 | 5.00%, 08/15/2052 | 329,154 | |
| Florida Power & Light Co. | |||
| 230,000 | 5.05%, 04/01/2028 | 237,440 | |
| 875,000 | 5.10%, 04/01/2033 | 905,831 | |
| 415,000 | 5.30%, 04/01/2053 | 438,863 | |
| Georgia Power Co. | |||
| 4,723,000 | 4.70%, 05/15/2032 | 4,674,568 | |
| 245,000 | 4.75%, 09/01/2040 | 225,414 | |
| 1,800,000 | 5.13%, 05/15/2052 | 1,754,241 | |
| 1,275,000 | Indianapolis Power & Light Co. 6.60%, 06/01/2037(1) | 1,419,028 | |
| 540,000 | ITC Holdings Corp. 4.95%, 09/22/2027(1) | 542,708 | |
| 75,000 | Metropolitan Edison Co. 5.20%, 04/01/2028(1) | 75,699 | |
| 205,000 | NextEra Energy Capital Holdings, Inc. 6.05%, 03/01/2025 | 208,442 | |
| Niagara Mohawk Power Corp. | |||
| 370,000 | 3.03%, 06/27/2050(1) | 251,410 | |
| 645,000 | 4.28%, 12/15/2028(1) | 607,075 | |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Electric - 1.9% - (continued) | |||
| Pacific Gas & Electric Co. | |||
| $ 1,267,825 | 4.50%, 07/01/2040 | $ 1,038,772 | |
| 1,250,000 | 5.90%, 06/15/2032 | 1,247,903 | |
| 2,126,000 | 6.15%, 01/15/2033 | 2,181,039 | |
| 430,000 | 6.70%, 04/01/2053 | 441,005 | |
| 165,000 | PacifiCorp 4.13%, 01/15/2049 | 140,454 | |
| Pennsylvania Electric Co. | |||
| 241,000 | 3.60%, 06/01/2029(1) | 224,314 | |
| 60,000 | 5.15%, 03/30/2026(1) | 60,217 | |
| 875,000 | PPL Electric Utilities Corp. 5.25%, 05/15/2053 | 901,632 | |
| San Diego Gas & Electric Co. | |||
| 860,000 | 3.70%, 03/15/2052 | 691,722 | |
| 90,000 | 3.75%, 06/01/2047 | 72,817 | |
| 25,000 | 4.15%, 05/15/2048 | 21,578 | |
| SCE Recovery Funding LLC | |||
| 450,489 | 0.86%, 11/15/2033 | 383,048 | |
| 220,000 | 1.94%, 05/15/2040 | 161,899 | |
| 125,000 | 2.51%, 11/15/2043 | 85,789 | |
| 1,156,000 | Sempra Energy 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 year USD CMT + 2.868% thereafter)(4) | 927,000 | |
| 1,050,000 | Southern Co. 2.95%, 07/01/2023 | 1,043,606 | |
| 1,584,897 | Texas Electric Market Stabilization Funding N LLC 4.27%, 08/01/2036(1) | 1,533,327 | |
| 350,000 | Tucson Electric Power Co. 4.00%, 06/15/2050 | 282,943 | |
| 31,767,236 | |||
| Entertainment - 0.2% | |||
| 4,700,000 | Warnermedia Holdings, Inc. 4.05%, 03/15/2029(1) | 4,365,143 | |
| Food - 0.0% | |||
| 285,000 | McCormick & Co., Inc. 2.50%, 04/15/2030 | 243,089 | |
| 480,000 | Sigma Alimentos SA de CV 4.13%, 05/02/2026(1) | 457,978 | |
| 701,067 | |||
| Gas - 0.5% | |||
| 330,000 | Boston Gas Co. 3.15%, 08/01/2027(1) | 300,561 | |
| CenterPoint Energy Resources Corp. | |||
| 2,017,000 | 5.25%, 03/01/2028 | 2,066,154 | |
| 2,864,000 | 5.40%, 03/01/2033 | 2,959,113 | |
| 1,870,000 | KeySpan Gas East Corp. 2.74%, 08/15/2026(1) | 1,709,845 | |
| 462,000 | NiSource, Inc. 5.25%, 03/30/2028 | 469,567 | |
| 325,000 | Southern California Gas Co. 2.95%, 04/15/2027 | 304,161 | |
| 7,809,401 | |||
| Healthcare - Products - 0.3% | |||
| Alcon Finance Corp. | |||
| 4,706,000 | 3.00%, 09/23/2029(1) | 4,252,773 | |
| 200,000 | 5.75%, 12/06/2052(1) | 212,146 | |
| 4,464,919 | |||
| Healthcare - Services - 0.3% | |||
| Bon Secours Mercy Health, Inc. | |||
| 1,400,000 | 3.56%, 08/01/2027 | 1,318,423 | |
| 455,000 | 4.30%, 07/01/2028 | 440,556 | |
| 285,000 | Children's Hospital 2.93%, 07/15/2050 | 188,186 | |
| CommonSpirit Health | |||
| 23,000 | 4.19%, 10/01/2049 | 18,800 | |
| 590,000 | 4.20%, 08/01/2023 | 587,156 | |
| 714,000 | Dignity Health 3.81%, 11/01/2024 | 701,723 | |
| HCA, Inc. | |||
| 770,000 | 4.63%, 03/15/2052(1) | 638,974 | |
| 425,000 | 5.25%, 06/15/2049 | 381,994 | |
| 3 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Healthcare - Services - 0.3% - (continued) | |||
| $ 335,000 | Sutter Health 2.29%, 08/15/2030 | $ 280,750 | |
| 320,000 | Toledo Hospital 5.75%, 11/15/2038 | 311,923 | |
| UnitedHealth Group, Inc. | |||
| 355,000 | 2.00%, 05/15/2030 | 302,282 | |
| 645,000 | 4.20%, 05/15/2032 | 631,193 | |
| 95,000 | 4.75%, 05/15/2052 | 92,072 | |
| 5,894,032 | |||
| Insurance - 0.4% | |||
| 490,000 | Allstate Corp. 5.25%, 03/30/2033 | 495,059 | |
| American International Group, Inc. | |||
| 437,000 | 3.40%, 06/30/2030 | 391,636 | |
| 375,000 | 4.38%, 06/30/2050 | 318,789 | |
| 2,815,000 | Athene Global Funding 2.50%, 03/24/2028(1) | 2,367,983 | |
| 1,200,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 1,030,411 | |
| 200,000 | Five Corners Funding Trust 4.42%, 11/15/2023(1) | 198,734 | |
| Liberty Mutual Group, Inc. | |||
| 122,000 | 4.25%, 06/15/2023(1) | 121,322 | |
| 641,000 | 5.50%, 06/15/2052(1) | 607,779 | |
| 705,000 | Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 | 698,188 | |
| 132,000 | Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059(1) | 96,626 | |
| 6,326,527 | |||
| Investment Company Security - 0.0% | |||
| 1,120,000 | JAB Holdings BV 3.75%, 05/28/2051(1) | 767,402 | |
| Lodging - 0.1% | |||
| 2,003,000 | Genting New York LLC/GENNY Capital, Inc. 3.30%, 02/15/2026(1) | 1,783,003 | |
| Media - 0.2% | |||
| 905,000 | Charter Communications Operating LLC/Charter Communications Operating Capital 2.25%, 01/15/2029 | 753,975 | |
| 1,500,000 | Comcast Corp. 4.40%, 08/15/2035 | 1,450,388 | |
| Time Warner Cable LLC | |||
| 395,000 | 6.55%, 05/01/2037 | 389,009 | |
| 250,000 | 7.30%, 07/01/2038 | 259,182 | |
| 2,852,554 | |||
| Oil & Gas - 0.7% | |||
| 3,665,000 | BP Capital Markets America, Inc. 4.81%, 02/13/2033 | 3,718,966 | |
| 757,000 | BP Capital Markets PLC 4.88%, 03/22/2030, (4.88% fixed rate until 03/22/2030; 5 year USD CMT + 4.398% thereafter)(4)(6) | 687,924 | |
| Equinor ASA | |||
| 85,000 | 2.88%, 04/06/2025 | 82,350 | |
| 2,470,000 | 3.00%, 04/06/2027 | 2,342,751 | |
| 1,775,000 | Hess Corp. 7.30%, 08/15/2031 | 1,977,129 | |
| QatarEnergy | |||
| 935,000 | 2.25%, 07/12/2031(1) | 793,581 | |
| 780,000 | 3.13%, 07/12/2041(1) | 608,400 | |
| 615,000 | Saudi Arabian Oil Co. 3.50%, 04/16/2029(1) | 574,016 | |
| 1,750,000 | Var Energi ASA 8.00%, 11/15/2032(1) | 1,862,508 | |
| 12,647,625 | |||
| Pharmaceuticals - 0.3% | |||
| 955,000 | Bayer U.S. Finance LLC 3.38%, 10/08/2024(1) | 928,010 | |
| CVS Health Corp. | |||
| 113,000 | 4.30%, 03/25/2028 | 110,827 | |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Pharmaceuticals - 0.3% - (continued) | |||
| $ 685,000 | 4.88%, 07/20/2035 | $ 668,182 | |
| 2,854,000 | 5.25%, 02/21/2033 | 2,903,851 | |
| 4,610,870 | |||
| Pipelines - 0.8% | |||
| 1,845,000 | EIG Pearl Holdings Sarl 3.55%, 08/31/2036(1) | 1,576,110 | |
| Energy Transfer LP | |||
| 180,000 | 4.95%, 06/15/2028 | 178,501 | |
| 750,000 | 5.00%, 05/15/2050 | 635,004 | |
| 945,000 | 5.35%, 05/15/2045 | 834,144 | |
| 872,000 | 7.60%, 02/01/2024 | 880,362 | |
| Enterprise Products Operating LLC | |||
| 100,000 | 3.70%, 01/31/2051 | 76,951 | |
| 145,000 | 3.95%, 01/31/2060 | 112,061 | |
| 3,790,000 | 5.35%, 01/31/2033 | 3,924,046 | |
| 1,840,733 | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1) | 1,582,869 | |
| Gray Oak Pipeline LLC | |||
| 606,000 | 2.60%, 10/15/2025(1) | 561,247 | |
| 100,000 | 3.45%, 10/15/2027(1) | 90,572 | |
| Greensaif Pipelines Bidco Sarl | |||
| 1,215,000 | 6.13%, 02/23/2038(1) | 1,251,186 | |
| 915,000 | 6.51%, 02/23/2042(1) | 962,769 | |
| 425,000 | TransCanada PipeLines Ltd. 4.10%, 04/15/2030 | 398,363 | |
| 13,064,185 | |||
| Real Estate Investment Trusts - 0.3% | |||
| 2,410,000 | American Tower Trust #1 5.49%, 03/15/2028(1) | 2,430,393 | |
| 1,110,000 | CubeSmart LP 2.25%, 12/15/2028 | 950,602 | |
| SBA Tower Trust | |||
| 545,000 | 1.63%, 05/15/2051(1) | 476,867 | |
| 300,000 | 1.88%, 07/15/2050(1) | 270,830 | |
| 470,000 | 2.84%, 01/15/2050(1) | 445,044 | |
| 530,000 | VICI Properties LP /VICI Note Co., Inc. 4.13%, 08/15/2030(1) | 468,142 | |
| 5,041,878 | |||
| Semiconductors - 0.3% | |||
| Intel Corp. | |||
| 1,332,000 | 5.20%, 02/10/2033 | 1,354,639 | |
| 963,000 | 5.63%, 02/10/2043 | 985,444 | |
| 915,000 | 5.70%, 02/10/2053 | 930,704 | |
| 2,275,000 | Microchip Technology, Inc. 0.97%, 02/15/2024 | 2,184,067 | |
| 5,454,854 | |||
| Software - 0.0% | |||
| 730,000 | Oracle Corp. 3.65%, 03/25/2041 | 562,324 | |
| Telecommunications - 0.7% | |||
| AT&T, Inc. | |||
| 835,000 | 3.50%, 09/15/2053 | 602,859 | |
| 84,000 | 3.65%, 06/01/2051 | 63,412 | |
| 146,000 | 3.85%, 06/01/2060 | 108,922 | |
| 200,000 | 4.30%, 12/15/2042 | 173,838 | |
| 576,000 | Orange SA 9.00%, 03/01/2031 | 722,720 | |
| 1,120,000 | Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC 4.74%, 03/20/2025(1) | 1,111,134 | |
| 6,350,000 | T-Mobile USA, Inc. 3.38%, 04/15/2029 | 5,797,525 | |
| Verizon Communications, Inc. | |||
| 2,350,000 | 2.36%, 03/15/2032 | 1,926,932 | |
| 715,000 | 4.75%, 11/01/2041 | 686,299 | |
| 11,193,641 | |||
| Trucking & Leasing - 0.4% | |||
| 2,185,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 2,054,325 | |
| 4 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.3% - (continued) | |||
| Trucking & Leasing - 0.4% - (continued) | |||
| Penske Truck Leasing Co. LP/PTL Finance Corp. | |||
| $ 155,000 | 2.70%, 11/01/2024(1) | $ 148,250 | |
| 2,850,000 | 3.95%, 03/10/2025(1) | 2,767,600 | |
| 885,000 | 5.55%, 05/01/2028(1) | 882,688 | |
| 1,195,000 | 5.70%, 02/01/2028(1) | 1,204,856 | |
| 7,057,719 | |||
| Total Corporate Bonds (cost $235,320,576) | $ 226,141,939 | ||
| FOREIGN GOVERNMENT OBLIGATIONS - 0.1% | |||
| Qatar - 0.1% | |||
| 1,680,000 | Qatar Government International Bonds 3.88%, 04/23/2023(1) | $ 1,677,312 | |
| Saudi Arabia - 0.0% | |||
| 750,000 | Saudi Government International Bonds 5.00%, 01/18/2053(1) | 697,008 | |
| Total Foreign Government Obligations (cost $2,365,939) | $ 2,374,320 | ||
| MUNICIPAL BONDS - 0.9% | |||
| Airport - 0.1% | |||
| Dallas Fort Worth International Airport, TX, Rev | |||
| 60,000 | 4.09%, 11/01/2051 | $ 51,799 | |
| 375,000 | 4.51%, 11/01/2051 | 346,523 | |
| 710,000 | Port Auth of New York & New Jersey, NY, Rev 3.18%, 07/15/2060(5) | 504,987 | |
| 903,309 | |||
| General - 0.2% | |||
| 180,000 | Chicago Transit Auth Sales & Transfer Tax Receipts, IL, Rev 6.90%, 12/01/2040 | 207,876 | |
| 365,000 | City of Sacramento, CA, Rev, (AGM Insured) 6.42%, 08/01/2023 | 366,479 | |
| 540,000 | Kansas Dev Finance Auth, KS, Rev, (BAM) 2.77%, 05/01/2051 | 389,235 | |
| 1,250,000 | Philadelphia Auth for Industrial Dev, PA, Rev, (NATL Insured) 6.55%, 10/15/2028 | 1,336,691 | |
| 2,300,281 | |||
| General Obligation - 0.3% | |||
| 5,320,000 | State of Illinois, IL, GO 5.10%, 06/01/2033 | 5,307,049 | |
| Power - 0.0% | |||
| 205,000 | Utility Debt Securitization Auth, NY, Rev 3.44%, 12/15/2025 | 203,881 | |
| Tobacco - 0.0% | |||
| Golden State Tobacco Securitization Corp., CA, Rev | |||
| 35,000 | 2.75%, 06/01/2034 | 29,196 | |
| 165,000 | 3.00%, 06/01/2046 | 152,635 | |
| 75,000 | 3.29%, 06/01/2042 | 59,579 | |
| 241,410 | |||
| Transportation - 0.1% | |||
| 875,000 | Illinois State Toll Highway Auth, IL, Rev 6.18%, 01/01/2034 | 975,915 | |
| Metropolitan Transportation Auth, NY, Rev | |||
| 30,000 | 6.20%, 11/15/2026 | 30,647 | |
| Shares or Principal Amount | Market Value† | ||
| MUNICIPAL BONDS - 0.9% - (continued) | |||
| Transportation - 0.1% - (continued) | |||
| $ 375,000 | 6.67%, 11/15/2039 | $ 403,858 | |
| 785,000 | 6.81%, 11/15/2040 | 854,532 | |
| 2,264,952 | |||
| Utilities - 0.1% | |||
| Texas Natural Gas Securitization Finance Corp., TX, Rev | |||
| 925,000 | 5.10%, 04/01/2035 | 950,209 | |
| 700,000 | 5.17%, 04/01/2041 | 740,519 | |
| 1,690,728 | |||
| Utility - Electric - 0.1% | |||
| 785,000 | Illinois Municipal Electric Agency, IL, Rev 6.83%, 02/01/2035 | 870,900 | |
| 834,000 | Municipal Electric Auth of Georgia, GA, Rev 6.64%, 04/01/2057 | 914,063 | |
| 1,784,963 | |||
| Total Municipal Bonds (cost $15,916,061) | $ 14,696,573 | ||
| U.S. GOVERNMENT AGENCIES - 0.2% | |||
| Mortgage-Backed Agencies - 0.2% | |||
| Federal Home Loan Mortgage Corp. - 0.0% | |||
| 2,550 | 3.70%, 04/01/2029, 12 mo. USD CMT + 2.237%(2) | $ 2,508 | |
| 8,404 | 4.00%, 03/01/2041 | 8,223 | |
| 19,074 | 5.36%, 08/25/2033, 1 mo. USD SOFR + 0.800%(1)(2) | 19,051 | |
| 396,137 | 7.36%, 10/25/2050, 1 mo. USD SOFR + 2.800%(1)(2) | 400,683 | |
| 430,465 | |||
| Federal National Mortgage Association - 0.1% | |||
| 1,930 | 4.50%, 11/01/2023 | 1,927 | |
| 51,008 | 4.50%, 03/01/2038 | 50,928 | |
| 20,748 | 4.50%, 11/01/2039 | 20,844 | |
| 13,792 | 4.50%, 04/01/2040 | 13,856 | |
| 41,646 | 4.50%, 08/01/2040 | 41,839 | |
| 11,975 | 4.50%, 02/01/2041 | 12,031 | |
| 244,381 | 4.50%, 04/01/2041 | 244,883 | |
| 136,159 | 4.50%, 06/01/2041 | 136,438 | |
| 172,464 | 4.50%, 07/01/2041 | 173,265 | |
| 25,359 | 4.50%, 09/01/2041 | 25,346 | |
| 33,900 | 4.50%, 07/01/2044 | 33,744 | |
| 87,975 | 4.99%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(2) | 87,018 | |
| 842,119 | |||
| Government National Mortgage Association - 0.1% | |||
| 34,139 | 5.00%, 07/15/2037 | 35,186 | |
| 653 | 6.00%, 06/15/2024 | 663 | |
| 1,840 | 6.00%, 07/15/2026 | 1,871 | |
| 717 | 6.00%, 03/15/2028 | 731 | |
| 3,807 | 6.00%, 04/15/2028 | 3,894 | |
| 25,874 | 6.00%, 05/15/2028 | 26,322 | |
| 12,069 | 6.00%, 07/15/2028 | 12,279 | |
| 4,293 | 6.00%, 08/15/2028 | 4,368 | |
| 25,800 | 6.00%, 09/15/2028 | 26,246 | |
| 36,393 | 6.00%, 10/15/2028 | 37,025 | |
| 34,129 | 6.00%, 11/15/2028 | 34,718 | |
| 25,091 | 6.00%, 12/15/2028 | 25,526 | |
| 599 | 6.00%, 12/15/2031 | 612 | |
| 10,723 | 6.00%, 09/15/2032 | 11,130 | |
| 4,151 | 6.00%, 11/15/2032 | 4,267 | |
| 1,548 | 6.00%, 04/15/2033 | 1,575 | |
| 5 |
| Shares or Principal Amount | Market Value† | ||
| U.S. GOVERNMENT AGENCIES - 0.2% - (continued) | |||
| Mortgage-Backed Agencies - 0.2% - (continued) | |||
| Government National Mortgage Association - 0.1% - (continued) | |||
| $ 45,949 | 6.00%, 06/15/2033 | $ 47,108 | |
| 14,810 | 6.00%, 10/15/2033 | 15,577 | |
| 1,295 | 6.00%, 11/15/2033 | 1,360 | |
| 19,972 | 6.00%, 10/15/2034 | 20,342 | |
| 47,512 | 6.00%, 01/15/2035 | 48,443 | |
| 5,644 | 6.00%, 05/15/2035 | 5,743 | |
| 6,372 | 6.00%, 06/15/2035 | 6,491 | |
| 112 | 6.50%, 03/15/2026 | 115 | |
| 335 | 6.50%, 01/15/2028 | 344 | |
| 19,261 | 6.50%, 03/15/2028 | 19,825 | |
| 37,362 | 6.50%, 04/15/2028 | 38,454 | |
| 9,675 | 6.50%, 05/15/2028 | 9,957 | |
| 57,751 | 6.50%, 06/15/2028 | 59,441 | |
| 4,296 | 6.50%, 10/15/2028 | 4,422 | |
| 1,032 | 6.50%, 02/15/2035 | 1,062 | |
| 3,033 | 7.00%, 11/15/2031 | 3,113 | |
| 1,708 | 7.00%, 03/15/2032 | 1,751 | |
| 487,947 | 7.00%, 11/15/2032 | 518,573 | |
| 53,982 | 7.00%, 01/15/2033 | 56,639 | |
| 63,320 | 7.00%, 05/15/2033 | 66,150 | |
| 8,820 | 7.00%, 07/15/2033 | 9,184 | |
| 70,736 | 7.00%, 11/15/2033 | 74,027 | |
| 25,789 | 7.50%, 09/16/2035 | 26,606 | |
| 50 | 8.00%, 09/15/2026 | 51 | |
| 2,122 | 8.00%, 12/15/2026 | 2,162 | |
| 24 | 8.00%, 09/15/2027 | 24 | |
| 1,672 | 8.00%, 07/15/2029 | 1,739 | |
| 1,290 | 8.00%, 12/15/2029 | 1,311 | |
| 2,924 | 8.00%, 01/15/2030 | 2,931 | |
| 1,233 | 8.00%, 02/15/2030 | 1,230 | |
| 595 | 8.00%, 03/15/2030 | 593 | |
| 6,043 | 8.00%, 04/15/2030 | 6,028 | |
| 3,169 | 8.00%, 05/15/2030 | 3,186 | |
| 16,072 | 8.00%, 06/15/2030 | 16,260 | |
| 948 | 8.00%, 07/15/2030 | 951 | |
| 23,595 | 8.00%, 08/15/2030 | 23,793 | |
| 11,276 | 8.00%, 09/15/2030 | 11,306 | |
| 49,198 | 8.00%, 12/15/2030 | 49,651 | |
| 1,382,356 | |||
| Total U.S. Government Agencies (cost $2,668,951) | $ 2,654,940 | ||
| U.S. GOVERNMENT SECURITIES - 18.4% | |||
| U.S. Treasury Securities - 18.4% | |||
| U.S. Treasury Bonds - 6.3% | |||
| 17,710,000 | 2.50%, 02/15/2045(7) | $ 14,098,129 | |
| 2,624,000 | 2.75%, 11/15/2047 | 2,175,357 | |
| 23,015,500 | 2.88%, 05/15/2052 | 19,601,834 | |
| 400,000 | 3.25%, 05/15/2042 | 368,484 | |
| 30,273,900 | 3.38%, 08/15/2042 | 28,386,511 | |
| 4,531,900 | 3.63%, 02/15/2053 | 4,480,208 | |
| 2,851,000 | 3.88%, 02/15/2043 | 2,871,492 | |
| 5,585,000 | 4.00%, 11/15/2042 | 5,728,116 | |
| 14,989,600 | 4.00%, 11/15/2052 | 15,842,133 | |
| 12,050,000 | 4.38%, 02/15/2038 | 13,181,100 | |
| 106,733,364 | |||
| U.S. Treasury Notes - 12.1% | |||
| 290,000 | 0.25%, 05/31/2025 | 267,446 | |
| 4,050,000 | 0.38%, 10/31/2023 | 3,949,225 | |
| 3,825,000 | 0.38%, 11/30/2025 | 3,486,428 | |
| 3,365,000 | 0.38%, 12/31/2025 | 3,064,779 | |
| 2,735,000 | 0.38%, 01/31/2026 | 2,480,944 | |
| Shares or Principal Amount | Market Value† | ||
| U.S. GOVERNMENT SECURITIES - 18.4% - (continued) | |||
| U.S. Treasury Securities - 18.4% - (continued) | |||
| U.S. Treasury Notes - 12.1% - (continued) | |||
| $ 1,560,000 | 0.63%, 07/31/2026 | $ 1,406,011 | |
| 1,520,000 | 0.75%, 03/31/2026 | 1,389,494 | |
| 2,305,000 | 0.75%, 08/31/2026 | 2,081,343 | |
| 3,350,000 | 0.88%, 01/31/2024 | 3,244,135 | |
| 2,985,000 | 0.88%, 06/30/2026 | 2,719,498 | |
| 7,530,000 | 0.88%, 09/30/2026 | 6,814,062 | |
| 3,745,000 | 1.13%, 10/31/2026 | 3,412,778 | |
| 11,380,000 | 1.25%, 11/30/2026 | 10,400,698 | |
| 7,725,000 | 1.25%, 12/31/2026 | 7,050,269 | |
| 150,000 | 1.25%, 05/31/2028 | 133,236 | |
| 603,000 | 1.25%, 09/30/2028 | 531,582 | |
| 1,020,000 | 1.38%, 10/31/2028 | 904,174 | |
| 1,085,000 | 1.50%, 02/29/2024 | 1,054,442 | |
| 6,404,600 | 1.50%, 01/31/2027 | 5,890,731 | |
| 530,000 | 1.50%, 11/30/2028 | 472,362 | |
| 2,905,000 | 1.63%, 10/31/2026 | 2,696,657 | |
| 2,005,000 | 1.88%, 02/28/2027 | 1,869,114 | |
| 7,680,000 | 2.00%, 11/15/2026 | 7,217,100 | |
| 3,080,000 | 2.50%, 04/30/2024 | 3,011,542 | |
| 3,200,000 | 2.50%, 05/31/2024 | 3,127,125 | |
| 1,138,000 | 2.50%, 03/31/2027 | 1,085,901 | |
| 285,000 | 2.63%, 04/15/2025 | 276,840 | |
| 2,980,000 | 2.63%, 05/31/2027 | 2,854,398 | |
| 590,000 | 2.63%, 07/31/2029 | 557,458 | |
| 935,000 | 2.75%, 05/15/2025 | 909,945 | |
| 7,910,000 | 2.75%, 04/30/2027 | 7,616,156 | |
| 890,000 | 2.75%, 05/31/2029 | 847,447 | |
| 2,320,000 | 2.88%, 06/15/2025 | 2,264,084 | |
| 1,605,000 | 3.13%, 08/15/2025 | 1,573,840 | |
| 897,000 | 3.13%, 08/31/2027 | 876,572 | |
| 16,980,000 | 3.25%, 08/31/2024 | 16,716,014 | |
| 6,555,000 | 3.25%, 06/30/2027 | 6,435,679 | |
| 326,000 | 3.25%, 06/30/2029 | 319,327 | |
| 414,000 | 3.50%, 09/15/2025 | 409,763 | |
| 1,263,200 | 3.50%, 01/31/2028 | 1,255,502 | |
| 8,823,200 | 3.50%, 02/15/2033 | 8,830,093 | |
| 700,000 | 3.63%, 03/31/2028 | 699,152 | |
| 6,592,000 | 3.88%, 11/30/2027 | 6,654,315 | |
| 7,157,100 | 3.88%, 12/31/2027 | 7,225,596 | |
| 685,000 | 3.88%, 11/30/2029 | 696,212 | |
| 1,258,800 | 3.88%, 12/31/2029 | 1,280,534 | |
| 1,100,000 | 4.00%, 12/15/2025 | 1,103,523 | |
| 3,326,000 | 4.00%, 02/15/2026 | 3,337,433 | |
| 16,252,000 | 4.00%, 02/29/2028 | 16,530,062 | |
| 150,000 | 4.00%, 10/31/2029 | 153,492 | |
| 14,186,900 | 4.13%, 09/30/2027 | 14,439,604 | |
| 3,381,200 | 4.13%, 10/31/2027 | 3,442,880 | |
| 449,000 | 4.25%, 09/30/2024 | 448,316 | |
| 3,604,000 | 4.25%, 12/31/2024 | 3,605,549 | |
| 5,800,000 | 4.38%, 10/31/2024 | 5,804,531 | |
| 10,000,000 | 4.50%, 11/30/2024 | 10,035,547 | |
| 206,960,940 | |||
| Total U.S. Government Securities (cost $323,812,531) | $ 313,694,304 | ||
| COMMON STOCKS - 65.0% | |||
| Automobiles & Components - 0.8% | |||
| 495,383 | Gentex Corp. | $ 13,885,586 | |
| Banks - 3.5% | |||
| 210,474 | JPMorgan Chase & Co. | 27,426,867 | |
| 6 |
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 65.0% - (continued) | |||
| Banks - 3.5% - (continued) | |||
| 155,683 | M&T Bank Corp. | $ 18,615,016 | |
| 109,492 | PNC Financial Services Group, Inc. | 13,916,433 | |
| 59,958,316 | |||
| Capital Goods - 5.4% | |||
| 158,396 | Emerson Electric Co. | 13,802,627 | |
| 209,712 | Fortune Brands Innovations, Inc. | 12,316,386 | |
| 52,815 | General Dynamics Corp. | 12,052,911 | |
| 256,957 | Johnson Controls International PLC | 15,473,951 | |
| 53,746 | L3Harris Technologies, Inc. | 10,547,115 | |
| 84,649 | Middleby Corp.* | 12,410,390 | |
| 159,066 | Raytheon Technologies Corp. | 15,577,333 | |
| 92,180,713 | |||
| Consumer Discretionary Distribution & Retail - 2.4% | |||
| 67,965 | Home Depot, Inc. | 20,057,831 | |
| 229,303 | LKQ Corp. | 13,015,238 | |
| 229,669 | Victoria's Secret & Co.* | 7,843,196 | |
| 40,916,265 | |||
| Consumer Durables & Apparel - 0.7% | |||
| 107,658 | Lennar Corp. Class A | 11,315,932 | |
| Consumer Services - 2.6% | |||
| 115,145 | Airbnb, Inc. Class A* | 14,324,038 | |
| 397,328 | H&R Block, Inc. | 14,005,812 | |
| 147,060 | Starbucks Corp. | 15,313,358 | |
| 43,643,208 | |||
| Consumer Staples Distribution & Retail - 0.6% | |||
| 144,011 | Sysco Corp. | 11,121,970 | |
| Energy - 1.1% | |||
| 190,302 | ConocoPhillips | 18,879,861 | |
| Equity Real Estate Investment Trusts (REITs) - 1.5% | |||
| 211,620 | Gaming & Leisure Properties, Inc. REIT | 11,016,937 | |
| 201,964 | Welltower, Inc. REIT | 14,478,799 | |
| 25,495,736 | |||
| Financial Services - 6.4% | |||
| 203,088 | Ares Management Corp. Class A | 16,945,663 | |
| 119,229 | Blackstone, Inc. | 10,473,075 | |
| 43,567 | LPL Financial Holdings, Inc. | 8,817,961 | |
| 190,515 | Morgan Stanley | 16,727,217 | |
| 128,726 | Raymond James Financial, Inc. | 12,006,274 | |
| 58,831 | S&P Global, Inc. | 20,283,164 | |
| 105,251 | Visa, Inc. Class A | 23,729,890 | |
| 108,983,244 | |||
| Food, Beverage & Tobacco - 1.5% | |||
| 332,961 | Keurig Dr Pepper, Inc. | 11,746,864 | |
| 202,102 | Mondelez International, Inc. Class A | 14,090,552 | |
| 25,837,416 | |||
| Health Care Equipment & Services - 6.2% | |||
| 35,189 | Align Technology, Inc.* | 11,758,053 | |
| 58,419 | Becton Dickinson & Co. | 14,461,039 | |
| 260,311 | Boston Scientific Corp.* | 13,023,359 | |
| 244,808 | Centene Corp.* | 15,474,314 | |
| 44,826 | Elevance Health, Inc. | 20,611,443 | |
| 65,161 | UnitedHealth Group, Inc. | 30,794,437 | |
| 106,122,645 | |||
| Household & Personal Products - 0.8% | |||
| 271,876 | Unilever PLC ADR | 14,118,521 | |
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 65.0% - (continued) | |||
| Insurance - 2.0% | |||
| 77,342 | Chubb Ltd. | $ 15,018,270 | |
| 318,814 | MetLife, Inc. | 18,472,083 | |
| 33,490,353 | |||
| Materials - 1.4% | |||
| 398,143 | Axalta Coating Systems Ltd.* | 12,059,752 | |
| 246,219 | Sealed Air Corp. | 11,303,914 | |
| 23,363,666 | |||
| Media & Entertainment - 4.9% | |||
| 541,491 | Alphabet, Inc. Class C* | 56,315,064 | |
| 124,599 | Electronic Arts, Inc. | 15,007,950 | |
| 137,115 | Omnicom Group, Inc. | 12,935,429 | |
| 84,258,443 | |||
| Pharmaceuticals, Biotechnology & Life Sciences - 5.3% | |||
| 212,288 | AstraZeneca PLC ADR | 14,734,910 | |
| 79,524 | Eli Lilly & Co. | 27,310,132 | |
| 605,090 | Pfizer, Inc. | 24,687,672 | |
| 38,099 | Roche Holding AG | 10,886,502 | |
| 42,549 | Vertex Pharmaceuticals, Inc.* | 13,405,914 | |
| 91,025,130 | |||
| Real Estate Management & Development - 0.7% | |||
| 156,535 | CBRE Group, Inc. Class A* | 11,397,313 | |
| Semiconductors & Semiconductor Equipment - 3.3% | |||
| 93,251 | Analog Devices, Inc. | 18,390,962 | |
| 80,271 | NXP Semiconductors NV | 14,968,535 | |
| 174,118 | QUALCOMM, Inc. | 22,213,974 | |
| 55,573,471 | |||
| Software & Services - 9.0% | |||
| 92,190 | Accenture PLC Class A | 26,348,824 | |
| 129,057 | Amdocs Ltd. | 12,393,344 | |
| 311,742 | Microsoft Corp. | 89,875,218 | |
| 124,559 | Salesforce, Inc.* | 24,884,397 | |
| 153,501,783 | |||
| Technology Hardware & Equipment - 3.5% | |||
| 515,333 | Cisco Systems, Inc. | 26,939,033 | |
| 527,405 | Corning, Inc. | 18,606,848 | |
| 98,150 | F5, Inc.* | 14,299,474 | |
| 59,845,355 | |||
| Transportation - 0.6% | |||
| 188,735 | Knight-Swift Transportation Holdings, Inc. | 10,678,626 | |
| Utilities - 0.8% | |||
| 322,642 | Exelon Corp. | 13,515,473 | |
| Total Common Stocks (cost $762,285,197) | $ 1,109,109,026 | ||
| Total Long-Term Investments (cost $1,363,427,503) | $ 1,688,239,898 | ||
| SHORT-TERM INVESTMENTS - 0.3% | |||
| Repurchase Agreements - 0.2% | |||
| $ 2,707,892 | Fixed Income Clearing Corp. Repurchase Agreement dated 03/31/2023 at 4.810%, due on 04/03/2023 with a maturity value of $2,708,977; collateralized by U.S. Treasury Note at 2.250%, maturing 11/15/2025, with a market value of $2,762,093 | $ 2,707,892 | |
| 7 |
| Shares or Principal Amount | Market Value† | ||
| SHORT-TERM INVESTMENTS - 0.3% - (continued) | |||
| Securities Lending Collateral - 0.0% | |||
| 149,749 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.72%(8) | $ 149,749 | |
| 499,165 | HSBC U.S. Government Money Market Fund, Institutional Class, 4.70%(8) | 499,165 | |
| 149,750 | Invesco Government & Agency Portfolio, Institutional Class, 4.73%(8) | 149,750 | |
| 149,750 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.75%(8) | 149,750 | |
| 948,414 | |||
| U.S. Treasury Securities - 0.1% | |||
| U.S. Treasury Bills – 0.1% | |||
| $ 2,000,000 | 4.20%, 05/04/2023(9) | 1,992,213 | |
| Total Short-Term Investments (cost $5,648,294) | $ 5,648,519 | ||
| Total Investments (cost $1,369,075,797) | 99.3% | $ 1,693,888,417 | |
| Other Assets and Liabilities | 0.7% | 12,353,199 | |
| Total Net Assets | 100.0% | $ 1,706,241,616 | |
| Note: | Percentage of investments as shown is the ratio of the total market value to total net assets. |
| Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by Hartford Funds Management Company, LLC in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange. | |
| The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. |
| * | Non-income producing. |
| (1) | Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At March 31, 2023, the aggregate value of these securities was $100,566,373, representing 5.9% of net assets. |
| (2) | Variable rate securities; the rate reported is the coupon rate in effect at March 31, 2023. Base lending rates may be subject to a floor or cap. |
| (3) | Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end. |
| (4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at March 31, 2023. Rate will reset at a future date. Base lending rates may be subject to a floor or cap. |
| (5) | Represents entire or partial securities on loan. |
| (6) | Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first. |
| (7) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of March 31, 2023, the market value of securities pledged was $700,528. |
| (8) | Current yield as of period end. |
| (9) | The rate shown represents current yield to maturity. |
| Futures Contracts Outstanding at March 31, 2023 | ||||||||
| Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
| Long position contracts: | ||||||||
| U.S. Treasury 2-Year Note Future | 180 | 06/30/2023 | $ 37,161,563 | $ 378,276 | ||||
| U.S. Treasury 5-Year Note Future | 136 | 06/30/2023 | 14,893,063 | 330,549 | ||||
| U.S. Treasury 10-Year Note Future | 46 | 06/21/2023 | 5,286,406 | (37,058) | ||||
| Total | $ 671,767 | |||||||
| Short position contracts: | ||||||||
| U.S. Treasury 10-Year Ultra Future | 67 | 06/21/2023 | $ (8,116,422) | $ (260,448) | ||||
| Total futures contracts | $ 411,319 | |||||||
| 8 |
| Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
| Assets | ||||||||
| Asset & Commercial Mortgage-Backed Securities | $ 19,568,796 | $ — | $ 19,568,796 | $ — | ||||
| Corporate Bonds | 226,141,939 | — | 226,141,939 | — | ||||
| Foreign Government Obligations | 2,374,320 | — | 2,374,320 | — | ||||
| Municipal Bonds | 14,696,573 | — | 14,696,573 | — | ||||
| U.S. Government Agencies | 2,654,940 | — | 2,654,940 | — | ||||
| U.S. Government Securities | 313,694,304 | — | 313,694,304 | — | ||||
| Common Stocks | ||||||||
| Automobiles & Components | 13,885,586 | 13,885,586 | — | — | ||||
| Banks | 59,958,316 | 59,958,316 | — | — | ||||
| Capital Goods | 92,180,713 | 92,180,713 | — | — | ||||
| Consumer Discretionary Distribution & Retail | 40,916,265 | 40,916,265 | — | — | ||||
| Consumer Durables & Apparel | 11,315,932 | 11,315,932 | — | — | ||||
| Consumer Services | 43,643,208 | 43,643,208 | — | — | ||||
| Consumer Staples Distribution & Retail | 11,121,970 | 11,121,970 | — | — | ||||
| Energy | 18,879,861 | 18,879,861 | — | — | ||||
| Equity Real Estate Investment Trusts (REITs) | 25,495,736 | 25,495,736 | — | — | ||||
| Financial Services | 108,983,244 | 108,983,244 | — | — | ||||
| Food, Beverage & Tobacco | 25,837,416 | 25,837,416 | — | — | ||||
| Health Care Equipment & Services | 106,122,645 | 106,122,645 | — | — | ||||
| Household & Personal Products | 14,118,521 | 14,118,521 | — | — | ||||
| Insurance | 33,490,353 | 33,490,353 | — | — | ||||
| Materials | 23,363,666 | 23,363,666 | — | — | ||||
| Media & Entertainment | 84,258,443 | 84,258,443 | — | — | ||||
| Pharmaceuticals, Biotechnology & Life Sciences | 91,025,130 | 80,138,628 | 10,886,502 | — | ||||
| Real Estate Management & Development | 11,397,313 | 11,397,313 | — | — | ||||
| Semiconductors & Semiconductor Equipment | 55,573,471 | 55,573,471 | — | — | ||||
| Software & Services | 153,501,783 | 153,501,783 | — | — | ||||
| Technology Hardware & Equipment | 59,845,355 | 59,845,355 | — | — | ||||
| Transportation | 10,678,626 | 10,678,626 | — | — | ||||
| Utilities | 13,515,473 | 13,515,473 | — | — | ||||
| Short-Term Investments | 5,648,519 | 948,414 | 4,700,105 | — | ||||
| Futures Contracts(2) | 708,825 | 708,825 | — | — | ||||
| Total | $ 1,694,597,242 | $ 1,099,879,763 | $ 594,717,479 | $ — | ||||
| Liabilities | ||||||||
| Futures Contracts(2) | $ (297,506) | $ (297,506) | $ — | $ — | ||||
| Total | $ (297,506) | $ (297,506) | $ — | $ — |
| (1) | For the period ended March 31, 2023, there were no transfers in and out of Level 3. |
| (2) | Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments. |
| 9 |
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 96.6% | |||
| Automobiles & Components - 0.2% | |||
| 42,582 | Tesla, Inc.* | $ 8,834,062 | |
| Banks - 0.5% | |||
| 154,686 | M&T Bank Corp. | 18,495,805 | |
| Capital Goods - 7.2% | |||
| 225,052 | AerCap Holdings NV* | 12,654,674 | |
| 154,966 | Airbus SE | 20,698,415 | |
| 90,039 | AMETEK, Inc. Class H | 13,085,368 | |
| 42,799 | Axon Enterprise, Inc.* | 9,623,355 | |
| 106,069 | Ferguson PLC | 14,186,729 | |
| 70,457 | HEICO Corp. | 12,050,965 | |
| 350,600 | HF Global, Inc.*(1)(2) | 8,589,700 | |
| 207,372 | Honeywell International, Inc. | 39,632,936 | |
| 53,865 | IDEX Corp. | 12,444,431 | |
| 173,206 | Johnson Controls International PLC | 10,430,465 | |
| 19,705 | Lockheed Martin Corp. | 9,315,145 | |
| 19,945 | Nordson Corp. | 4,432,976 | |
| 62,531 | Northrop Grumman Corp. | 28,871,813 | |
| 54,181 | Snap-on, Inc. | 13,376,747 | |
| 1,155,000 | Techtronic Industries Co. Ltd. | 12,514,546 | |
| 292,578 | Westinghouse Air Brake Technologies Corp. | 29,567,933 | |
| 251,476,198 | |||
| Commercial & Professional Services - 1.9% | |||
| 135,101 | Copart, Inc.* | 10,160,946 | |
| 88,967 | CoStar Group, Inc.* | 6,125,378 | |
| 439,107 | Genpact Ltd. | 20,295,526 | |
| 160,062 | Leidos Holdings, Inc. | 14,735,308 | |
| 71,447 | Verisk Analytics, Inc. Class A | 13,707,821 | |
| 65,024,979 | |||
| Consumer Discretionary Distribution & Retail - 4.9% | |||
| 435,102 | Amazon.com, Inc.* | 44,941,686 | |
| 6,634 | AutoZone, Inc.* | 16,307,367 | |
| 128,867 | CarMax, Inc.* | 8,283,571 | |
| 255,573 | Chewy, Inc. Class A*(3) | 9,553,319 | |
| 128,365 | Etsy, Inc.* | 14,290,875 | |
| 151,027 | Ross Stores, Inc. | 16,028,495 | |
| 607,835 | TJX Cos., Inc. | 47,629,951 | |
| 115,140 | Tory Burch LLC*(1)(2) | 5,254,974 | |
| 14,754 | Ulta Beauty, Inc.* | 8,050,815 | |
| 170,341,053 | |||
| Consumer Durables & Apparel - 2.9% | |||
| 17,821 | Deckers Outdoor Corp.* | 8,011,430 | |
| 106,606 | Lennar Corp. Class A | 11,205,357 | |
| 37,991 | Lululemon Athletica, Inc.* | 13,835,942 | |
| 406,798 | NIKE, Inc. Class B | 49,889,707 | |
| 1,909 | NVR, Inc.* | 10,637,311 | |
| 177,351 | Steven Madden Ltd. | 6,384,636 | |
| 99,964,383 | |||
| Consumer Services - 2.9% | |||
| 164,196 | Airbnb, Inc. Class A* | 20,425,983 | |
| 206,529 | Aramark | 7,393,738 | |
| 4,008 | Booking Holdings, Inc.* | 10,630,859 | |
| 383,205 | DraftKings, Inc. Class A* | 7,418,849 | |
| 354,014 | Las Vegas Sands Corp.* | 20,338,104 | |
| 123,105 | McDonald's Corp. | 34,421,389 | |
| 100,628,922 | |||
| Consumer Staples Distribution & Retail - 0.9% | |||
| 113,961 | Dollar Tree, Inc.* | 16,359,101 | |
| 188,630 | Sysco Corp. | 14,567,895 | |
| 30,926,996 | |||
| Energy - 2.9% | |||
| 362,904 | Canadian Natural Resources Ltd. | 20,086,736 | |
| 479,572 | Cenovus Energy, Inc. | 8,373,327 | |
| 33,661 | Cheniere Energy, Inc. | 5,304,974 | |
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 96.6% - (continued) | |||
| Energy - 2.9% - (continued) | |||
| 88,140 | ConocoPhillips | $ 8,744,369 | |
| 90,716 | Diamondback Energy, Inc. | 12,262,082 | |
| 50,141 | EOG Resources, Inc. | 5,747,663 | |
| 538,161 | Halliburton Co. | 17,027,414 | |
| 483,606 | Schlumberger NV | 23,745,055 | |
| 101,291,620 | |||
| Equity Real Estate Investment Trusts (REITs) - 2.4% | |||
| 193,013 | American Tower Corp. REIT | 39,440,276 | |
| 325,914 | Americold Realty Trust, Inc. REIT | 9,272,253 | |
| 18,405 | Equinix, Inc. REIT | 13,270,741 | |
| 61,572 | Extra Space Storage, Inc. REIT | 10,031,926 | |
| 51,554 | Innovative Industrial Properties, Inc. REIT | 3,917,589 | |
| 102,674 | Welltower, Inc. REIT | 7,360,699 | |
| 83,293,484 | |||
| Financial Services - 9.4% | |||
| 198,266 | American Express Co. | 32,703,977 | |
| 129,631 | Apollo Global Management, Inc. | 8,187,494 | |
| 282,413 | Bank of New York Mellon Corp. | 12,832,847 | |
| 18,829 | BlackRock, Inc. | 12,598,860 | |
| 257,615 | Block, Inc.* | ||