| Shares or Principal Amount | Market Value† | ||
| ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.3% | |||
| Asset-Backed - Automobile - 0.2% | |||
| $ 1,960,755 | CFMT LLC 1.39%, 09/22/2031(1) | $ 1,853,743 | |
| 545,000 | Ford Credit Auto Lease Trust 0.78%, 09/15/2025 | 532,055 | |
| Ford Credit Auto Owner Trust | |||
| 275,000 | 1.61%, 10/17/2033(1) | 239,469 | |
| 260,000 | 1.91%, 10/17/2033(1) | 225,214 | |
| 2,850,481 | |||
| Asset-Backed - Credit Card - 0.0% | |||
| 575,000 | Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) | 546,382 | |
| Asset-Backed - Finance & Insurance - 0.0% | |||
| 368,190 | Bayview Koitere Fund Trust 3.50%, 07/28/2057(1)(2) | 352,767 | |
| Commercial Mortgage-Backed Securities - 0.5% | |||
| 255,000 | BFLD Trust 4.87%, 11/15/2028, 1 mo. USD LIBOR + 2.050%(1)(3) | 252,019 | |
| BX Trust | |||
| 3,315,000 | 3.32%, 10/15/2023, 1 mo. USD LIBOR + 0.506%(1)(3) | 3,138,580 | |
| 1,460,000 | 4.12%, 10/15/2036, 1 mo. USD LIBOR + 1.297%(1)(3) | 1,361,237 | |
| BXHPP Trust | |||
| 780,000 | 3.47%, 08/15/2036, 1 mo. USD LIBOR + 0.650%(1)(3) | 735,544 | |
| 690,000 | 3.72%, 08/15/2036, 1 mo. USD LIBOR + 0.900%(1)(3) | 645,885 | |
| 289,976 | Life Mortgage Trust 3.52%, 03/15/2038, 1 mo. USD LIBOR + 0.700%(1)(3) | 278,767 | |
| 375,000 | SFAVE Commercial Mortgage Securities Trust 4.14%, 01/05/2043(1)(2) | 272,996 | |
| 1,735,000 | SREIT Trust 3.90%, 11/15/2038, 1 mo. USD LIBOR + 1.080%(1)(3) | 1,640,456 | |
| 8,325,484 | |||
| Other Asset-Backed Securities - 0.4% | |||
| 181,293 | Aaset Trust 3.84%, 05/15/2039(1) | 120,331 | |
| Affirm Asset Securitization Trust | |||
| 435,358 | 0.88%, 08/15/2025(1) | 432,628 | |
| 870,000 | 1.03%, 08/17/2026(1) | 820,847 | |
| 334,675 | 1.07%, 08/15/2025(1) | 324,946 | |
| Castlelake Aircraft Structured Trust | |||
| 192,631 | 3.47%, 01/15/2046(1) | 168,771 | |
| 377,929 | 3.97%, 04/15/2039(1) | 325,999 | |
| CF Hippolyta Issuer LLC | |||
| 332,754 | 1.53%, 03/15/2061(1) | 286,444 | |
| 163,966 | 1.98%, 03/15/2061(1) | 139,336 | |
| 1,341,078 | Home Partners of America Trust 2.30%, 12/17/2026(1) | 1,172,738 | |
| 205,531 | Horizon Aircraft Finance II Ltd. 3.72%, 07/15/2039(1) | 171,730 | |
| 272,680 | Horizon Aircraft Finance Ltd. 3.43%, 11/15/2039(1) | 228,298 | |
| 172,595 | MACH 1 Cayman Ltd. 3.47%, 10/15/2039(1) | 151,730 | |
| 136,063 | MAPS Ltd. 4.46%, 03/15/2044(1) | 119,144 | |
| 165,584 | Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(2) | 162,992 | |
| 480,000 | New Economy Assets Phase 1 Sponsor LLC 2.41%, 10/20/2061(1) | 407,915 | |
| 2,025,000 | SCF Equipment Leasing LLC 0.83%, 08/21/2028(1) | 1,929,560 | |
| Shares or Principal Amount | Market Value† | ||
| ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.3% - (continued) | |||
| Other Asset-Backed Securities - 0.4% - (continued) | |||
| $ 210,523 | SoFi Consumer Loan Program Trust 0.49%, 09/25/2030(1) | $ 205,110 | |
| 152,111 | Start Ltd. 4.09%, 03/15/2044(1) | 134,721 | |
| 7,303,240 | |||
| Whole Loan Collateral CMO - 0.2% | |||
| 79,572 | Angel Oak Mortgage Trust 2.62%, 11/25/2059(1)(2) | 77,301 | |
| 667 | Angel Oak Mortgage Trust I LLC 3.63%, 03/25/2049(1)(2) | 665 | |
| 280,000 | Connecticut Avenue Securities Trust 3.83%, 10/25/2041, 1 mo. USD SOFR + 1.550%(1)(3) | 265,970 | |
| Fannie Mae Connecticut Avenue Securities | |||
| 180,711 | 7.98%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(3) | 186,755 | |
| 185,980 | 8.98%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(3) | 191,776 | |
| Flagstar Mortgage Trust | |||
| 679,470 | 2.00%, 09/25/2041(1)(2) | 575,374 | |
| 338,016 | 4.00%, 05/25/2048(1)(2) | 314,575 | |
| 264,112 | MetLife Securitization Trust 3.00%, 04/25/2055(1)(2) | 251,852 | |
| 489,299 | Seasoned Credit Risk Transfer Trust 3.50%, 10/25/2058 | 468,122 | |
| Towd Point Mortgage Trust | |||
| 32,426 | 2.75%, 04/25/2057(1)(2) | 32,125 | |
| 234,809 | 2.75%, 06/25/2057(1)(2) | 225,108 | |
| 103,748 | 3.00%, 01/25/2058(1)(2) | 100,603 | |
| 2,690,226 | |||
| Total Asset & Commercial Mortgage-Backed Securities (cost $23,844,111) | $ 22,068,580 | ||
| CORPORATE BONDS - 13.1% | |||
| Aerospace/Defense - 0.3% | |||
| 850,000 | BAE Systems Holdings, Inc. 3.85%, 12/15/2025(1) | $ 809,308 | |
| 560,000 | Lockheed Martin Corp. 4.85%, 09/15/2041 | 508,856 | |
| Raytheon Technologies Corp. | |||
| 685,000 | 3.95%, 08/16/2025 | 668,562 | |
| 1,500,000 | 4.13%, 11/16/2028 | 1,402,271 | |
| Teledyne Technologies, Inc. | |||
| 1,255,000 | 2.25%, 04/01/2028 | 1,047,323 | |
| 1,005,000 | 2.75%, 04/01/2031 | 792,127 | |
| 5,228,447 | |||
| Agriculture - 0.2% | |||
| 3,985,000 | BAT Capital Corp. 3.56%, 08/15/2027 | 3,498,655 | |
| Airlines - 0.0% | |||
| 107,570 | United Airlines Class B Pass-Through Trust 4.60%, 09/01/2027 | 98,026 | |
| Auto Manufacturers - 0.4% | |||
| General Motors Financial Co., Inc. | |||
| 3,185,000 | 3.70%, 05/09/2023 | 3,169,514 | |
| 1,245,000 | 3.95%, 04/13/2024 | 1,214,554 | |
| 1,625,000 | Hyundai Capital America 0.80%, 04/03/2023(1) | 1,591,487 | |
| 920,000 | Volkswagen Group of America Finance LLC 3.35%, 05/13/2025(1) | 872,802 | |
| 6,848,357 | |||
| 1 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Beverages - 0.0% | |||
| $ 580,000 | Anheuser-Busch InBev Worldwide, Inc. 4.60%, 06/01/2060 | $ 457,297 | |
| Biotechnology - 0.1% | |||
| 1,215,000 | CSL Finance plc 4.25%, 04/27/2032(1) | 1,108,687 | |
| Commercial Banks - 3.8% | |||
| Banco Santander S.A. | |||
| 1,200,000 | 3.13%, 02/23/2023 | 1,192,552 | |
| 600,000 | 3.85%, 04/12/2023 | 595,590 | |
| 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) | 1,346,226 | |
| 1,215,000 | 2.30%, 07/21/2032, (2.30% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.220% thereafter)(4) | 906,746 | |
| 1,799,000 | 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD LIBOR + 1.040% thereafter)(4) | 1,596,426 | |
| 1,610,000 | 3.59%, 07/21/2028, (3.59% fixed rate until 07/21/2027; 3 mo. USD LIBOR + 1.370% thereafter)(4) | 1,454,780 | |
| Barclays plc | |||
| 1,510,000 | 2.89%, 11/24/2032, (2.89% fixed rate until 11/24/2031; 12 mo. USD CMT + 1.300% thereafter)(4) | 1,091,170 | |
| 1,000,000 | 3.93%, 05/07/2025, (3.93% fixed rate until 05/07/2024; 3 mo. USD LIBOR + 1.610% thereafter)(4) | 961,956 | |
| BNP Paribas S.A. | |||
| 830,000 | 2.82%, 11/19/2025, (2.82% fixed rate until 11/19/2024; 3 mo. USD LIBOR + 1.111% thereafter)(1)(4) | 773,823 | |
| 1,000,000 | 3.38%, 01/09/2025(1) | 951,338 | |
| BPCE S.A. | |||
| 2,225,000 | 5.15%, 07/21/2024(1) | 2,169,870 | |
| 3,625,000 | 5.70%, 10/22/2023(1) | 3,584,050 | |
| 1,350,000 | Cooperatieve Rabobank UA 1.11%, 02/24/2027, (1.11% fixed rate until 02/24/2026; 12 mo. USD CMT + 0.550% thereafter)(1)(4) | 1,156,074 | |
| Credit Agricole S.A. | |||
| 1,025,000 | 3.25%, 10/04/2024(1) | 978,575 | |
| 535,000 | 3.75%, 04/24/2023(1) | 531,072 | |
| 790,000 | 4.38%, 03/17/2025(1) | 758,142 | |
| Credit Suisse Group AG | |||
| 3,670,000 | 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 6 mo. USD SOFR + 1.730% thereafter)(1)(4) | 2,573,241 | |
| 250,000 | 3.63%, 09/09/2024 | 238,234 | |
| 1,425,000 | 3.75%, 03/26/2025 | 1,327,639 | |
| 2,655,000 | 6.44%, 08/11/2028, (6.44% fixed rate until 08/11/2027; 6 mo. USD SOFR + 3.700% thereafter)(1)(4)(5) | 2,470,104 | |
| Danske Bank A/S | |||
| 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) | 1,614,273 | |
| 775,000 | 3.88%, 09/12/2023(1) | 762,577 | |
| 575,000 | 5.38%, 01/12/2024(1) | 571,874 | |
| 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) | 1,118,019 | |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Commercial Banks - 3.8% - (continued) | |||
| $ 630,000 | 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.281% thereafter)(4) | $ 488,946 | |
| 560,000 | 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 6 mo. USD SOFR + 1.264% thereafter)(4) | 428,849 | |
| 510,000 | 3.80%, 03/15/2030 | 442,034 | |
| 1,150,000 | 6.25%, 02/01/2041 | 1,141,563 | |
| HSBC Holdings plc | |||
| 2,085,000 | 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 6 mo. USD SOFR + 1.290% thereafter)(4) | 1,743,432 | |
| 1,975,000 | 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.285% thereafter)(4) | 1,528,986 | |
| 655,000 | 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 6 mo. USD SOFR + 1.187% thereafter)(4) | 480,650 | |
| 2,625,000 | 3.60%, 05/25/2023 | 2,601,475 | |
| JP Morgan 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) | 489,890 | |
| 545,000 | 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.250% thereafter)(4) | 421,912 | |
| 390,000 | 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 6 mo. USD SOFR + 2.460% thereafter)(4) | 270,228 | |
| 705,000 | 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(4) | 615,240 | |
| 805,000 | 4.45%, 12/05/2029, (4.45% fixed rate until 12/05/2028; 3 mo. USD LIBOR + 1.330% thereafter)(4) | 737,201 | |
| 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) | 1,280,641 | |
| 4,870,000 | 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.200% thereafter)(4) | 3,719,721 | |
| 1,450,000 | 3.13%, 07/27/2026 | 1,335,652 | |
| 1,000,000 | 3.70%, 10/23/2024 | 974,944 | |
| 1,755,000 | Santander Holdings USA, Inc. 3.40%, 01/18/2023 | 1,747,611 | |
| 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) | 1,058,165 | |
| 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) | 3,008,930 | |
| 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) | 1,424,496 | |
| 1,133,000 | US Bancorp 2.49%, 11/03/2036, (2.49% fixed rate until 11/03/2031; 5 year USD CMT + 0.9500% thereafter)(4) | 851,152 | |
| 2 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Commercial Banks - 3.8% - (continued) | |||
| Wells Fargo & Co. | |||
| $ 4,344,000 | 4.48%, 01/16/2024 | $ 4,320,422 | |
| 1,750,000 | 4.61%, 04/25/2053, (4.61% fixed rate until 04/25/2052; 6 mo. USD SOFR + 2.130% thereafter)(4) | 1,425,874 | |
| 63,262,365 | |||
| Commercial Services - 0.0% | |||
| 600,000 | Ashtead Capital, Inc. 5.50%, 08/11/2032(1) | 552,563 | |
| Construction Materials - 0.1% | |||
| 972,000 | Carrier Global Corp. 2.72%, 02/15/2030 | 802,008 | |
| Diversified Financial Services - 0.9% | |||
| 1,715,000 | Aviation Capital Group LLC 1.95%, 09/20/2026(1) | 1,390,043 | |
| Avolon Holdings Funding Ltd. | |||
| 799,000 | 2.13%, 02/21/2026(1) | 671,772 | |
| 430,000 | 2.53%, 11/18/2027(1) | 337,885 | |
| 2,615,000 | Blackstone Holdings Finance Co. LLC 2.55%, 03/30/2032(1) | 2,028,442 | |
| 1,875,000 | Capital One Financial Corp. 3.75%, 04/24/2024 | 1,835,630 | |
| Intercontinental Exchange, Inc. | |||
| 4,761,000 | 4.00%, 09/15/2027 | 4,514,865 | |
| 3,383,000 | 4.35%, 06/15/2029 | 3,201,819 | |
| 13,980,456 | |||
| Electric - 1.6% | |||
| 1,200,000 | American Transmission Systems, Inc. 2.65%, 01/15/2032(1) | 941,584 | |
| 1,960,000 | Cleveland Electric Illuminating Co. 3.50%, 04/01/2028(1) | 1,765,769 | |
| 748,000 | CMS Energy Corp. 4.75%, 06/01/2050, (4.75% fixed rate until 03/01/2030; 5 year USD CMT + 4.116% thereafter)(4) | 632,060 | |
| Consolidated Edison Co. of New York, Inc. | |||
| 1,020,000 | 3.20%, 12/01/2051 | 677,092 | |
| 370,000 | 4.50%, 05/15/2058 | 291,612 | |
| 360,000 | Dominion Energy South Carolina, Inc. 6.63%, 02/01/2032 | 385,502 | |
| 1,200,000 | Duke Energy Carolinas LLC 6.10%, 06/01/2037 | 1,184,428 | |
| Duke Energy Corp. | |||
| 3,590,000 | 4.50%, 08/15/2032 | 3,244,994 | |
| 355,000 | 5.00%, 08/15/2052 | 300,503 | |
| Enel Finance International N.V. | |||
| 590,000 | 2.25%, 07/12/2031(1) | 409,292 | |
| 1,795,000 | 5.00%, 06/15/2032(1) | 1,530,956 | |
| Georgia Power Co. | |||
| 3,290,000 | 4.70%, 05/15/2032 | 3,079,768 | |
| 245,000 | 4.75%, 09/01/2040 | 205,993 | |
| 1,800,000 | 5.13%, 05/15/2052 | 1,626,885 | |
| 1,275,000 | Indianapolis Power and Light Co. 6.60%, 06/01/2037(1) | 1,367,189 | |
| 540,000 | ITC Holdings Corp. 4.95%, 09/22/2027(1) | 527,062 | |
| 691,000 | Mid-Atlantic Interstate Transmission LLC 4.10%, 05/15/2028(1) | 640,324 | |
| Niagara Mohawk Power Corp. | |||
| 370,000 | 3.03%, 06/27/2050(1) | 221,687 | |
| 645,000 | 4.28%, 12/15/2028(1) | 591,536 | |
| 960,000 | Oglethorpe Power Corp. 4.50%, 04/01/2047(1) | 750,299 | |
| 1,250,000 | Pacific Gas and Electric Co. 5.90%, 06/15/2032 | 1,139,404 | |
| 165,000 | PacifiCorp 4.13%, 01/15/2049 | 129,779 | |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Electric - 1.6% - (continued) | |||
| $ 241,000 | Pennsylvania Electric Co. 3.60%, 06/01/2029(1) | $ 214,353 | |
| San Diego Gas & Electric Co. | |||
| 860,000 | 3.70%, 03/15/2052 | 646,314 | |
| 90,000 | 3.75%, 06/01/2047 | 67,273 | |
| 25,000 | 4.15%, 05/15/2048 | 19,811 | |
| SCE Recovery Funding LLC | |||
| 475,468 | 0.86%, 11/15/2033 | 389,044 | |
| 220,000 | 1.94%, 05/15/2040 | 164,193 | |
| 125,000 | 2.51%, 11/15/2043 | 81,216 | |
| 400,000 | Sempra Energy 4.13%, 04/01/2052, (4.13% fixed rate until 01/01/2027; 5 year USD CMT + 2.868% thereafter)(4) | 314,000 | |
| Southern Co. | |||
| 1,050,000 | 2.95%, 07/01/2023 | 1,037,786 | |
| 724,000 | 4.00%, 01/15/2051, (4.00% fixed rate until 10/15/2025; 5 year USD CMT + 3.733% thereafter)(4) | 648,849 | |
| 1,625,000 | Texas Electric Market Stabilization Funding LLC 4.27%, 08/01/2036(1) | 1,559,414 | |
| 350,000 | Tucson Electric Power Co. 4.00%, 06/15/2050 | 265,489 | |
| 27,051,460 | |||
| Environmental Control - 0.1% | |||
| 1,480,000 | Republic Services, Inc. 2.30%, 03/01/2030 | 1,214,754 | |
| Food - 0.0% | |||
| 285,000 | McCormick & Co., Inc. 2.50%, 04/15/2030 | 231,590 | |
| 480,000 | Sigma Alimentos S.A. de C.V. 4.13%, 05/02/2026(1) | 431,760 | |
| 663,350 | |||
| Gas - 0.2% | |||
| 330,000 | Boston Gas Co. 3.15%, 08/01/2027(1) | 294,034 | |
| 1,870,000 | KeySpan Gas East Corp. 2.74%, 08/15/2026(1) | 1,673,011 | |
| 1,220,000 | Southern California Gas Co. 2.95%, 04/15/2027 | 1,114,248 | |
| 3,081,293 | |||
| Healthcare - Products - 0.2% | |||
| 2,725,000 | Alcon Finance Corp. 3.00%, 09/23/2029(1) | 2,297,780 | |
| 1,530,000 | Boston Scientific Corp. 2.65%, 06/01/2030 | 1,268,706 | |
| 3,566,486 | |||
| Healthcare - Services - 0.6% | |||
| 390,000 | Children's Hospital 2.93%, 07/15/2050 | 252,749 | |
| CommonSpirit Health | |||
| 40,000 | 3.91%, 10/01/2050 | 28,454 | |
| 158,000 | 4.19%, 10/01/2049 | 118,195 | |
| 590,000 | 4.20%, 08/01/2023 | 587,026 | |
| 160,000 | 4.35%, 11/01/2042 | 126,095 | |
| 714,000 | Dignity Health 3.81%, 11/01/2024 | 691,652 | |
| Elevance Health, Inc. | |||
| 1,510,000 | 2.25%, 05/15/2030 | 1,217,588 | |
| 1,710,000 | 4.10%, 03/01/2028 | 1,617,056 | |
| HCA, Inc. | |||
| 770,000 | 4.63%, 03/15/2052(1) | 578,429 | |
| 425,000 | 5.25%, 06/15/2049 | 345,631 | |
| Mercy Health | |||
| 1,400,000 | 3.56%, 08/01/2027 | 1,279,115 | |
| 455,000 | 4.30%, 07/01/2028 | 424,353 | |
| 1,005,000 | Ochsner LSU Health System of North Louisiana 2.51%, 05/15/2031 | 768,101 | |
| 335,000 | Sutter Health 2.29%, 08/15/2030 | 269,841 | |
| 320,000 | Toledo Hospital 5.75%, 11/15/2038 | 291,842 | |
| 3 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Healthcare - Services - 0.6% - (continued) | |||
| UnitedHealth Group, Inc. | |||
| $ 355,000 | 2.00%, 05/15/2030 | $ 285,454 | |
| 645,000 | 4.20%, 05/15/2032 | 598,759 | |
| 95,000 | 4.75%, 05/15/2052 | 85,123 | |
| 9,565,463 | |||
| Insurance - 0.7% | |||
| 375,000 | American International Group, Inc. 4.38%, 06/30/2050 | 300,127 | |
| 2,815,000 | Athene Global Funding 2.50%, 03/24/2028(1) | 2,344,519 | |
| 2,215,000 | CNO Global Funding 2.65%, 01/06/2029(1) | 1,841,170 | |
| Corebridge Financial, Inc. | |||
| 1,882,000 | 3.90%, 04/05/2032(1) | 1,583,283 | |
| 1,430,000 | 6.88%, 12/15/2052, (6.88% fixed rate until 09/15/2027; 5 yr. USD CMT + 3.846% thereafter)(1)(4) | 1,304,314 | |
| 1,200,000 | Equitable Financial Life Global Funding 1.40%, 08/27/2027(1) | 993,954 | |
| 200,000 | Five Corners Funding Trust 4.42%, 11/15/2023(1) | 198,049 | |
| 1,060,000 | Five Corners Funding Trust II 2.85%, 05/15/2030(1) | 872,150 | |
| Liberty Mutual Group, Inc. | |||
| 122,000 | 4.25%, 06/15/2023(1) | 120,859 | |
| 428,000 | 4.57%, 02/01/2029(1) | 394,090 | |
| 1,480,000 | 5.50%, 06/15/2052(1) | 1,275,905 | |
| 705,000 | Marsh & McLennan Cos., Inc. 4.38%, 03/15/2029 | 669,394 | |
| 132,000 | Northwestern Mutual Life Insurance Co. 3.63%, 09/30/2059(1) | 88,964 | |
| 11,986,778 | |||
| Investment Company Security - 0.0% | |||
| 1,120,000 | JAB Holdings B.V. 3.75%, 05/28/2051(1) | 660,720 | |
| IT Services - 0.1% | |||
| 1,711,000 | Kyndryl Holdings, Inc. 3.15%, 10/15/2031 | 1,146,767 | |
| Lodging - 0.1% | |||
| 2,003,000 | Genting New York LLC 3.30%, 02/15/2026(1) | 1,711,515 | |
| Media - 0.3% | |||
| Charter Communications Operating LLC / Charter Communications Operating Capital | |||
| 905,000 | 2.25%, 01/15/2029 | 706,225 | |
| 2,060,000 | 2.80%, 04/01/2031 | 1,556,574 | |
| 1,500,000 | Comcast Corp. 4.40%, 08/15/2035 | 1,325,094 | |
| Time Warner Cable LLC | |||
| 395,000 | 6.55%, 05/01/2037 | 356,408 | |
| 250,000 | 7.30%, 07/01/2038 | 237,771 | |
| 130,000 | Time Warner Entertainment Co., L.P. 8.38%, 03/15/2023 | 131,806 | |
| 4,313,878 | |||
| Miscellaneous Manufacturing - 0.1% | |||
| Eaton Corp. | |||
| 695,000 | 4.15%, 03/15/2033 | 627,617 | |
| 145,000 | 4.70%, 08/23/2052 | 126,443 | |
| 754,060 | |||
| Oil & Gas - 0.4% | |||
| Equinor ASA | |||
| 85,000 | 2.88%, 04/06/2025 | 81,087 | |
| 2,470,000 | 3.00%, 04/06/2027 | 2,280,276 | |
| Hess Corp. | |||
| 705,000 | 5.60%, 02/15/2041 | 616,657 | |
| 1,775,000 | 7.30%, 08/15/2031 | 1,872,473 | |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Oil & Gas - 0.4% - (continued) | |||
| Qatar Energy | |||
| $ 935,000 | 2.25%, 07/12/2031(1) | $ 753,197 | |
| 780,000 | 3.13%, 07/12/2041(1) | 568,843 | |
| 615,000 | Saudi Arabian Oil Co. 3.50%, 04/16/2029(1) | 554,949 | |
| 6,727,482 | |||
| Pharmaceuticals - 0.2% | |||
| 955,000 | Bayer U.S. Finance LLC 3.38%, 10/08/2024(1) | 919,768 | |
| 955,000 | Cigna Corp. 4.38%, 10/15/2028 | 901,599 | |
| CVS Health Corp. | |||
| 113,000 | 4.30%, 03/25/2028 | 106,826 | |
| 685,000 | 4.88%, 07/20/2035 | 618,196 | |
| 650,000 | Takeda Pharmaceutical Co., Ltd. 3.18%, 07/09/2050 | 431,277 | |
| 2,977,666 | |||
| Pipelines - 0.6% | |||
| 1,945,000 | EIG Pearl Holding S.a.r.l. 3.55%, 08/31/2036(1) | 1,550,616 | |
| Energy Transfer L.P. | |||
| 180,000 | 4.95%, 06/15/2028 | 167,738 | |
| 750,000 | 5.00%, 05/15/2050 | 584,330 | |
| 945,000 | 5.35%, 05/15/2045 | 760,165 | |
| 872,000 | 7.60%, 02/01/2024 | 890,305 | |
| Enterprise Products Operating LLC | |||
| 100,000 | 3.70%, 01/31/2051 | 70,325 | |
| 145,000 | 3.95%, 01/31/2060 | 100,806 | |
| 1,918,753 | Galaxy Pipeline Assets Bidco Ltd. 2.16%, 03/31/2034(1) | 1,575,666 | |
| Gray Oak Pipeline LLC | |||
| 606,000 | 2.60%, 10/15/2025(1) | 543,549 | |
| 100,000 | 3.45%, 10/15/2027(1) | 88,529 | |
| 3,740,000 | Sabine Pass Liquefaction LLC 4.50%, 05/15/2030 | 3,405,733 | |
| 425,000 | TransCanada PipeLines Ltd. 4.10%, 04/15/2030 | 380,061 | |
| 10,117,823 | |||
| Real Estate Investment Trusts - 0.2% | |||
| 1,110,000 | CubeSmart L.P. 2.25%, 12/15/2028 | 901,765 | |
| SBA Tower Trust | |||
| 545,000 | 1.63%, 05/15/2051(1) | 464,733 | |
| 300,000 | 1.88%, 07/15/2050(1) | 263,835 | |
| 470,000 | 2.84%, 01/15/2050(1) | 439,830 | |
| 225,000 | 3.45%, 03/15/2048(1) | 222,956 | |
| 530,000 | VICI Properties L.P. / VICI Note Co., Inc. 4.13%, 08/15/2030(1) | 442,666 | |
| 2,735,785 | |||
| Retail - 0.0% | |||
| 830,000 | Lowe's Cos., Inc. 3.75%, 04/01/2032 | 717,557 | |
| Semiconductors - 0.5% | |||
| 375,000 | Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.88%, 01/15/2027 | 345,099 | |
| Broadcom, Inc. | |||
| 800,000 | 2.60%, 02/15/2033(1) | 571,032 | |
| 1,595,000 | 3.42%, 04/15/2033(1) | 1,216,714 | |
| 160,000 | 4.15%, 11/15/2030 | 138,432 | |
| 3,545,000 | Intel Corp. 4.15%, 08/05/2032 | 3,229,464 | |
| 2,275,000 | Microchip Technology, Inc. 0.97%, 02/15/2024 | 2,143,848 | |
| 1,335,000 | QUALCOMM, Inc. 4.25%, 05/20/2032(5) | 1,257,725 | |
| 8,902,314 | |||
| Software - 0.1% | |||
| Oracle Corp. | |||
| 1,600,000 | 3.60%, 04/01/2050 | 1,001,267 | |
| 730,000 | 3.65%, 03/25/2041 | 496,052 | |
| 4 |
| Shares or Principal Amount | Market Value† | ||
| CORPORATE BONDS - 13.1% - (continued) | |||
| Software - 0.1% - (continued) | |||
| $ 315,000 | 3.85%, 04/01/2060 | $ 190,393 | |
| 485,000 | 3.95%, 03/25/2051 | 321,700 | |
| 2,009,412 | |||
| Telecommunications - 1.0% | |||
| AT&T, Inc. | |||
| 835,000 | 3.50%, 09/15/2053 | 554,395 | |
| 84,000 | 3.65%, 06/01/2051 | 56,785 | |
| 146,000 | 3.85%, 06/01/2060(5) | 97,838 | |
| 200,000 | 4.30%, 12/15/2042 | 157,660 | |
| 450,000 | Deutsche Telekom International Finance B.V. 3.60%, 01/19/2027(1) | 422,052 | |
| 576,000 | Orange S.A. 9.00%, 03/01/2031 | 690,795 | |
| 1,540,003 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 4.74%, 09/20/2029(1) | 1,517,921 | |
| 6,350,000 | T-Mobile USA, Inc. 3.38%, 04/15/2029 | 5,481,733 | |
| Verizon Communications, Inc. | |||
| 8,563,000 | 2.36%, 03/15/2032 | 6,563,103 | |
| 715,000 | 4.75%, 11/01/2041 | 618,783 | |
| 16,161,065 | |||
| Trucking & Leasing - 0.3% | |||
| 2,185,000 | DAE Funding LLC 1.55%, 08/01/2024(1) | 1,996,801 | |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp. | |||
| 155,000 | 2.70%, 11/01/2024(1) | 146,087 | |
| 2,850,000 | 3.95%, 03/10/2025(1) | 2,732,894 | |
| 4,875,782 | |||
| Total Corporate Bonds (cost $245,817,606) | $ 216,778,271 | ||
| FOREIGN GOVERNMENT OBLIGATIONS - 0.2% | |||
| Qatar - 0.1% | |||
| 1,680,000 | Qatar Government International Bond 3.88%, 04/23/2023(1) | $ 1,673,700 | |
| Saudi Arabia - 0.1% | |||
| 800,000 | Saudi Government International Bond 2.88%, 03/04/2023(1) | 793,360 | |
| Total Foreign Government Obligations (cost $2,465,421) | $ 2,467,060 | ||
| MUNICIPAL BONDS - 0.8% | |||
| Airport - 0.0% | |||
| Dallas, TX, Fort Worth International Airport Rev | |||
| 60,000 | 4.09%, 11/01/2051 | $ 49,545 | |
| 375,000 | 4.51%, 11/01/2051 | 327,148 | |
| 376,693 | |||
| General - 0.2% | |||
| 185,000 | Chicago, IL, Transit Auth Sales & Transfer Tax Receipts Rev 6.90%, 12/01/2040 | 209,374 | |
| 365,000 | City of Sacramento, CA, Rev, (AGM Insured) 6.42%, 08/01/2023 | 371,088 | |
| 540,000 | Kansas State Dev Finance Auth 2.77%, 05/01/2051(5) | 360,596 | |
| 1,250,000 | Philadelphia, PA, Auth Industrial Dev Rev, (NATL Insured) 6.55%, 10/15/2028 | 1,323,238 | |
| 2,264,296 | |||
| General Obligation - 0.3% | |||
| 5,000,000 | State of Illinois, GO 5.10%, 06/01/2033 | 4,762,801 | |
| Shares or Principal Amount | Market Value† | ||
| MUNICIPAL BONDS - 0.8% - (continued) | |||
| Power - 0.0% | |||
| $ 246,000 | New York Utility Debt Securitization Auth Rev 3.44%, 12/15/2025 | $ 243,527 | |
| Tobacco - 0.0% | |||
| Golden State, CA, Tobacco Securitization Corp. Rev | |||
| 35,000 | 2.75%, 06/01/2034 | 27,504 | |
| 165,000 | 3.00%, 06/01/2046 | 142,715 | |
| 75,000 | 3.29%, 06/01/2042 | 53,749 | |
| 223,968 | |||
| Transportation - 0.2% | |||
| 95,000 | Foothill-Eastern Transportation Corridor Agency, CA, Rev 4.09%, 01/15/2049 | 69,690 | |
| 875,000 | Illinois State Toll Highway Auth, Taxable Rev 6.18%, 01/01/2034 | 934,515 | |
| Metropolitan Transportation Auth, NY, Rev | |||
| 35,000 | 6.20%, 11/15/2026 | 35,309 | |
| 375,000 | 6.67%, 11/15/2039 | 397,180 | |
| 785,000 | 6.81%, 11/15/2040 | 841,707 | |
| 710,000 | New York and New Jersey Port Auth, Taxable Rev 3.18%, 07/15/2060(5) | 464,074 | |
| 2,742,475 | |||
| Utility - Electric - 0.1% | |||
| 785,000 | Illinois Municipal Electric Agency Rev 6.83%, 02/01/2035 | 859,544 | |
| 834,000 | Municipal Electric Auth, GA, Rev 6.64%, 04/01/2057 | 903,500 | |
| 1,763,044 | |||
| Total Municipal Bonds (cost $14,175,667) | $ 12,376,804 | ||
| U.S. GOVERNMENT AGENCIES - 1.1% | |||
| Mortgage-Backed Agencies - 1.1% | |||
| FHLMC - 0.0% | |||
| 3,581 | 2.94%, 04/01/2029, 12 mo. USD CMT + 2.236%(3) | $ 3,533 | |
| 124,356 | 3.08%, 08/25/2033, 1 mo. USD SOFR + 0.800%(1)(3) | 123,627 | |
| 8,648 | 4.00%, 03/01/2041 | 8,245 | |
| 470,979 | 5.08%, 10/25/2050, 1 mo. USD SOFR + 2.800%(1)(3) | 470,909 | |
| 606,314 | |||
| FNMA - 0.1% | |||
| 88,735 | 2.77%, 10/25/2024, 1 mo. USD LIBOR + 0.400%(3) | 87,962 | |
| 4,779 | 4.50%, 11/01/2023 | 4,662 | |
| 66,361 | 4.50%, 03/01/2038 | 64,762 | |
| 22,922 | 4.50%, 11/01/2039 | 22,464 | |
| 15,534 | 4.50%, 04/01/2040 | 15,222 | |
| 42,495 | 4.50%, 08/01/2040 | 41,645 | |
| 12,779 | 4.50%, 02/01/2041 | 12,524 | |
| 252,549 | 4.50%, 04/01/2041 | 246,824 | |
| 139,485 | 4.50%, 06/01/2041 | 134,557 | |
| 183,718 | 4.50%, 07/01/2041 | 180,040 | |
| 33,223 | 4.50%, 09/01/2041 | 32,232 | |
| 34,338 | 4.50%, 07/01/2044 | 32,957 | |
| 875,851 | |||
| GNMA - 0.1% | |||
| 36,650 | 5.00%, 07/15/2037 | 36,904 | |
| 1,351 | 6.00%, 06/15/2024 | 1,381 | |
| 2,236 | 6.00%, 07/15/2026 | 2,286 | |
| 5 |
| Shares or Principal Amount | Market Value† | ||
| U.S. GOVERNMENT AGENCIES - 1.1% - (continued) | |||
| Mortgage-Backed Agencies - 1.1% - (continued) | |||
| GNMA - 0.1% - (continued) | |||
| $ 794 | 6.00%, 03/15/2028 | $ 813 | |
| 4,218 | 6.00%, 04/15/2028 | 4,352 | |
| 28,146 | 6.00%, 05/15/2028 | 28,789 | |
| 12,335 | 6.00%, 06/15/2028 | 12,617 | |
| 13,016 | 6.00%, 07/15/2028 | 13,314 | |
| 4,634 | 6.00%, 08/15/2028 | 4,741 | |
| 28,379 | 6.00%, 09/15/2028 | 29,027 | |
| 44,992 | 6.00%, 10/15/2028 | 46,016 | |
| 38,404 | 6.00%, 11/15/2028 | 39,281 | |
| 27,585 | 6.00%, 12/15/2028 | 28,224 | |
| 736 | 6.00%, 12/15/2031 | 762 | |
| 11,365 | 6.00%, 09/15/2032 | 11,992 | |
| 4,324 | 6.00%, 11/15/2032 | 4,495 | |
| 1,608 | 6.00%, 04/15/2033 | 1,645 | |
| 56,196 | 6.00%, 06/15/2033 | 58,587 | |
| 16,063 | 6.00%, 10/15/2033 | 17,300 | |
| 1,379 | 6.00%, 11/15/2033 | 1,458 | |
| 20,743 | 6.00%, 10/15/2034 | 21,242 | |
| 48,909 | 6.00%, 01/15/2035 | 50,142 | |
| 5,865 | 6.00%, 05/15/2035 | 6,001 | |
| 6,566 | 6.00%, 06/15/2035 | 6,724 | |
| 129 | 6.50%, 03/15/2026 | 133 | |
| 822 | 6.50%, 01/15/2028 | 849 | |
| 20,924 | 6.50%, 03/15/2028 | 21,723 | |
| 42,885 | 6.50%, 04/15/2028 | 44,443 | |
| 10,906 | 6.50%, 05/15/2028 | 11,266 | |
| 65,779 | 6.50%, 06/15/2028 | 67,955 | |
| 4,651 | 6.50%, 10/15/2028 | 4,805 | |
| 1,178 | 6.50%, 02/15/2035 | 1,223 | |
| 3,950 | 7.00%, 11/15/2031 | 4,071 | |
| 2,177 | 7.00%, 03/15/2032 | 2,244 | |
| 542,514 | 7.00%, 11/15/2032 | 572,907 | |
| 62,094 | 7.00%, 01/15/2033 | 64,952 | |
| 72,138 | 7.00%, 05/15/2033 | 75,345 | |
| 10,252 | 7.00%, 07/15/2033 | 10,679 | |
| 80,034 | 7.00%, 11/15/2033 | 83,701 | |
| 30,144 | 7.50%, 09/16/2035 | 31,380 | |
| 61 | 8.00%, 09/15/2026 | 63 | |
| 7 | 8.00%, 11/15/2026 | 7 | |
| 2,676 | 8.00%, 12/15/2026 | 2,757 | |
| 41 | 8.00%, 09/15/2027 | 41 | |
| 1,988 | 8.00%, 07/15/2029 | 2,085 | |
| 1,407 | 8.00%, 12/15/2029 | 1,448 | |
| 3,087 | 8.00%, 01/15/2030 | 3,113 | |
| 1,417 | 8.00%, 02/15/2030 | 1,419 | |
| 630 | 8.00%, 03/15/2030 | 631 | |
| 6,614 | 8.00%, 04/15/2030 | 6,620 | |
| 3,367 | 8.00%, 05/15/2030 | 3,411 | |
| 16,948 | 8.00%, 06/15/2030 | 17,245 | |
| 1,011 | 8.00%, 07/15/2030 | 1,017 | |
| 24,726 | 8.00%, 08/15/2030 | 25,086 | |
| 11,863 | 8.00%, 09/15/2030 | 11,960 | |
| 57,571 | 8.00%, 12/15/2030 | 58,451 | |
| 1,561,123 | |||
| UMBS - 0.9% | |||
| 16,275,000 | 4.50%, 10/15/2052(6) | 15,507,023 | |
| 15,507,023 | |||
| Total U.S. Government Agencies (cost $18,828,870) | $ 18,550,311 | ||
| Shares or Principal Amount | Market Value† | ||
| U.S. GOVERNMENT SECURITIES - 17.1% | |||
| U.S. Treasury Securities - 17.1% | |||
| U.S. Treasury Bonds - 5.9% | |||
| $ 3,780,000 | 2.25%, 02/15/2052 | $ 2,745,816 | |
| 17,710,000 | 2.50%, 02/15/2045(7) | 13,518,403 | |
| 2,624,000 | 2.75%, 11/15/2047 | 2,101,762 | |
| 30,860,000 | 2.88%, 05/15/2052 | 25,883,825 | |
| 4,790,000 | 3.00%, 08/15/2052 | 4,136,614 | |
| 2,735,000 | 3.25%, 05/15/2042 | 2,427,740 | |
| 35,275,000 | 3.38%, 08/15/2042 | 31,956,945 | |
| 13,780,000 | 4.38%, 02/15/2038 | 14,658,475 | |
| 97,429,580 | |||
| U.S. Treasury Notes - 11.2% | |||
| 1,175,000 | 0.13%, 05/15/2023 | 1,146,910 | |
| 2,500,000 | 0.13%, 05/31/2023 | 2,434,863 | |
| 6,470,000 | 0.25%, 09/30/2023 | 6,217,266 | |
| 290,000 | 0.25%, 05/31/2025 | 260,909 | |
| 4,050,000 | 0.38%, 10/31/2023 | 3,883,570 | |
| 8,325,000 | 0.38%, 11/30/2025 | 7,382,259 | |
| 6,815,000 | 0.38%, 12/31/2025 | 6,027,282 | |
| 7,435,000 | 0.38%, 01/31/2026 | 6,549,770 | |
| 4,300,000 | 0.50%, 02/28/2026 | 3,794,918 | |
| 1,560,000 | 0.63%, 07/31/2026 | 1,364,939 | |
| 3,620,000 | 0.75%, 03/31/2026 | 3,214,871 | |
| 5,655,000 | 0.75%, 04/30/2026 | 5,009,756 | |
| 3,455,000 | 0.75%, 05/31/2026 | 3,052,142 | |
| 2,305,000 | 0.75%, 08/31/2026 | 2,022,277 | |
| 3,350,000 | 0.88%, 01/31/2024 | 3,201,082 | |
| 2,985,000 | 0.88%, 06/30/2026 | 2,643,707 | |
| 7,530,000 | 0.88%, 09/30/2026 | 6,627,282 | |
| 3,745,000 | 1.13%, 10/31/2026 | 3,322,078 | |
| 12,080,000 | 1.25%, 11/30/2026 | 10,754,503 | |
| 7,725,000 | 1.25%, 12/31/2026 | 6,865,292 | |
| 960,000 | 1.25%, 03/31/2028 | 828,150 | |
| 150,000 | 1.25%, 05/31/2028 | 128,895 | |
| 1,480,000 | 1.25%, 09/30/2028 | 1,260,544 | |
| 1,020,000 | 1.38%, 10/31/2028 | 874,172 | |
| 1,085,000 | 1.50%, 02/29/2024 | 1,043,592 | |
| 11,260,000 | 1.50%, 01/31/2027 | 10,098,373 | |
| 530,000 | 1.50%, 11/30/2028 | 457,022 | |
| 2,905,000 | 1.63%, 10/31/2026 | 2,632,429 | |
| 5,205,000 | 1.88%, 02/28/2027 | 4,742,853 | |
| 7,680,000 | 2.00%, 11/15/2026(8) | 7,056,000 | |
| 3,080,000 | 2.50%, 04/30/2024 | 2,995,059 | |
| 3,200,000 | 2.50%, 05/31/2024 | 3,108,125 | |
| 3,120,000 | 2.50%, 03/31/2027 | 2,916,347 | |
| 285,000 | 2.63%, 04/15/2025 | 273,767 | |
| 2,980,000 | 2.63%, 05/31/2027 | 2,798,988 | |
| 590,000 | 2.63%, 07/31/2029 | 542,339 | |
| 935,000 | 2.75%, 05/15/2025 | 899,901 | |
| 8,700,000 | 2.75%, 04/30/2027 | 8,215,043 | |
| 1,040,000 | 2.75%, 05/31/2029 | 963,422 | |
| 4,795,000 | 2.75%, 08/15/2032 | 4,382,181 | |
| 2,320,000 | 2.88%, 06/15/2025 | 2,238,075 | |
| 1,765,000 | 3.13%, 08/15/2025 | 1,711,223 | |
| 13,080,000 | 3.13%, 08/31/2027 | 12,552,713 | |
| 16,980,000 | 3.25%, 08/31/2024 | 16,678,207 | |
| 7,425,000 | 3.25%, 06/30/2027 | 7,160,194 | |
| 3,470,000 | 3.25%, 06/30/2029 | 3,317,916 | |
| 185,651,206 | |||
| Total U.S. Government Securities (cost $308,297,457) | $ 283,080,786 | ||
| 6 |
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 64.9% | |||
| Automobiles & Components - 0.8% | |||
| 523,002 | Gentex Corp. | $ 12,468,368 | |
| Banks - 3.2% | |||
| 222,208 | JP Morgan Chase & Co. | 23,220,736 | |
| 103,029 | M&T Bank Corp. | 18,166,073 | |
| 73,352 | PNC Financial Services Group, Inc. | 10,960,256 | |
| 52,347,065 | |||
| Capital Goods - 5.4% | |||
| 155,093 | Fortune Brands Home & Security, Inc. | 8,326,943 | |
| 60,415 | General Dynamics Corp. | 12,818,250 | |
| 51,933 | Hubbell, Inc. | 11,581,059 | |
| 307,221 | Johnson Controls International plc | 15,121,418 | |
| 71,265 | L3Harris Technologies, Inc. | 14,811,005 | |
| 104,712 | Middleby Corp.* | 13,420,937 | |
| 167,934 | Raytheon Technologies Corp. | 13,747,077 | |
| 89,826,689 | |||
| Consumer Durables & Apparel - 0.7% | |||
| 154,034 | Lennar Corp. Class A | 11,483,235 | |
| Consumer Services - 1.6% | |||
| 280,922 | H&R Block, Inc. | 11,950,422 | |
| 167,634 | Starbucks Corp. | 14,124,841 | |
| 26,075,263 | |||
| Diversified Financials - 4.6% | |||
| 237,680 | Ares Management Corp. Class A | 14,724,276 | |
| 53,710 | LPL Financial Holdings, Inc. | 11,734,561 | |
| 226,016 | Morgan Stanley | 17,857,524 | |
| 123,493 | Raymond James Financial, Inc. | 12,203,578 | |
| 62,110 | S&P Global, Inc. | 18,965,289 | |
| 75,485,228 | |||
| Energy - 1.2% | |||
| 200,912 | ConocoPhillips | 20,561,334 | |
| Food & Staples Retailing - 0.6% | |||
| 152,040 | Sysco Corp. | 10,750,748 | |
| Food, Beverage & Tobacco - 1.4% | |||
| 316,474 | Keurig Dr Pepper, Inc. | 11,336,098 | |
| 230,213 | Mondelez International, Inc. Class A | 12,622,579 | |
| 23,958,677 | |||
| Health Care Equipment & Services - 7.3% | |||
| 58,580 | Align Technology, Inc.* | 12,132,504 | |
| 61,676 | Becton Dickinson and Co. | 13,743,263 | |
| 373,583 | Boston Scientific Corp.* | 14,468,870 | |
| 188,556 | Centene Corp.* | 14,671,542 | |
| 45,492 | Elevance Health, Inc. | 20,664,286 | |
| 156,983 | Medtronic plc | 12,676,377 | |
| 63,551 | UnitedHealth Group, Inc. | 32,095,797 | |
| 120,452,639 | |||
| Household & Personal Products - 0.8% | |||
| 287,033 | Unilever plc ADR | 12,583,527 | |
| Insurance - 3.0% | |||
| 81,653 | Chubb Ltd. | 14,851,048 | |
| 341,500 | MetLife, Inc. | 20,756,370 | |
| 113,183 | Progressive Corp. | 13,152,996 | |
| 48,760,414 | |||
| Materials - 1.2% | |||
| 495,050 | Axalta Coating Systems Ltd.* | 10,425,753 | |
| 210,541 | Sealed Air Corp. | 9,371,180 | |
| 19,796,933 | |||
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 64.9% - (continued) | |||
| Media & Entertainment - 6.5% | |||
| 576,544 | Alphabet, Inc. Class C* | $ 55,434,706 | |
| 137,624 | Electronic Arts, Inc. | 15,924,473 | |
| 194,955 | Meta Platforms, Inc. Class A* | 26,451,494 | |
| 160,011 | Omnicom Group, Inc. | 10,095,094 | |
| 107,905,767 | |||
| Pharmaceuticals, Biotechnology & Life Sciences - 5.5% | |||
| 224,123 | AstraZeneca plc ADR | 12,290,905 | |
| 86,222 | Eli Lilly & Co. | 27,879,884 | |
| 580,715 | Pfizer, Inc. | 25,412,088 | |
| 36,253 | Roche Holding AG | 11,801,533 | |
| 44,921 | Vertex Pharmaceuticals, Inc.* | 13,006,426 | |
| 90,390,836 | |||
| Real Estate - 1.5% | |||
| 314,288 | Gaming and Leisure Properties, Inc. REIT | 13,904,101 | |
| 177,025 | Welltower, Inc. REIT | 11,386,248 | |
| 25,290,349 | |||
| Retailing - 2.9% | |||
| 78,998 | Home Depot, Inc. | 21,798,708 | |
| 272,290 | TJX Cos., Inc. | 16,914,655 | |
| 310,465 | Victoria's Secret & Co.* | 9,040,741 | |
| 47,754,104 | |||
| Semiconductors & Semiconductor Equipment - 3.5% | |||
| 121,679 | Analog Devices, Inc. | 16,954,752 | |
| 35,225 | KLA Corp. | 10,660,142 | |
| 210,836 | Micron Technology, Inc. | 10,562,884 | |
| 172,925 | QUALCOMM, Inc. | 19,537,066 | |
| 57,714,844 | |||
| Software & Services - 8.7% | |||
| 88,236 | Accenture plc Class A | 22,703,123 | |
| 162,870 | Amdocs Ltd. | 12,940,022 | |
| 116,248 | Global Payments, Inc. | 12,560,596 | |
| 331,700 | Microsoft Corp. | 77,252,930 | |
| 131,504 | Salesforce, Inc.* | 18,915,535 | |
| 144,372,206 | |||
| Technology Hardware & Equipment - 3.1% | |||
| 544,064 | Cisco Systems, Inc. | 21,762,560 | |
| 521,008 | Corning, Inc. | 15,119,652 | |
| 95,827 | F5, Inc.* | 13,869,042 | |
| 50,751,254 | |||
| Transportation - 0.8% | |||
| 266,660 | Knight-Swift Transportation Holdings, Inc. | 13,047,674 | |
| Utilities - 0.6% | |||
| 281,876 | Exelon Corp. | 10,559,075 | |
| Total Common Stocks (cost $823,358,621) | $ 1,072,336,229 | ||
| Total Long-Term Investments (Cost $1,436,787,753) | $ 1,627,658,041 | ||
| SHORT-TERM INVESTMENTS - 1.4% | |||
| Repurchase Agreements - 1.1% | |||
| $ 19,021,599 | Fixed Income Clearing Corp. Repurchase Agreement dated 09/30/2022 at 2.950%, due on 10/03/2022 with a maturity value of $19,026,275; collateralized by U.S. Treasury Note at 1.625%, maturing 05/15/2031, with a market value of $19,402,074 | $ 19,021,599 | |
| 7 |
| Shares or Principal Amount | Market Value† | ||
| SHORT-TERM INVESTMENTS - 1.4% - (continued) | |||
| Securities Lending Collateral - 0.3% | |||
| 663,727 | Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.91%(9) | $ 663,727 | |
| 2,212,422 | HSBC US Government Money Market Fund, 2.91%(9) | 2,212,422 | |
| 663,727 | Invesco Government & Agency Portfolio, Institutional Class, 2.95%(9) | 663,727 | |
| 663,727 | Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.81%(9) | 663,727 | |
| 4,203,603 | |||
| Total Short-Term Investments (cost $23,225,202) | $ 23,225,202 | ||
| Total Investments (cost $1,460,012,955) | 99.9% | $ 1,650,883,243 | |
| Other Assets and Liabilities | 0.1% | 1,491,153 | |
| Total Net Assets | 100.0% | $ 1,652,374,396 | |
| 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 the Board of Directors 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. | |
| Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s. |
| * | 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 September 30, 2022, the aggregate value of these securities was $103,677,670, representing 6.3% of net assets. |
| (2) | 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. |
| (3) | Variable rate securities; the rate reported is the coupon rate in effect at September 30, 2022. Base lending rates may be subject to a floor or cap. |
| (4) | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at September 30, 2022. 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) | Represents or includes a TBA transaction. |
| (7) | All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of September 30, 2022, the market value of securities pledged was $343,494. |
| (8) | All or a portion of this security is designated as collateral for TBA transactions. As of September 30, 2022, the market value of securities pledged was $297,675. |
| (9) | Current yield as of period end. |
| Futures Contracts Outstanding at September 30, 2022 | ||||||||
| Description | Number of Contracts | Expiration Date | Current Notional Amount | Value and Unrealized Appreciation/ (Depreciation) | ||||
| Long position contracts: | ||||||||
| U.S. Treasury 2-Year Note Future | 184 | 12/30/2022 | $ 37,791,875 | $ (615,040) | ||||
| U.S. Treasury 5-Year Note Future | 57 | 12/30/2022 | 6,127,946 | 7,458 | ||||
| Total | $ (607,582) | |||||||
| Short position contracts: | ||||||||
| U.S. Treasury 10-Year Note Future | 9 | 12/20/2022 | $ 1,008,563 | $ (2,970) | ||||
| U.S. Treasury 10-Year Ultra Bond Future | 32 | 12/20/2022 | 3,791,500 | 180,817 | ||||
| Total | $ 177,847 | |||||||
| Total futures contracts | $ (429,735) | |||||||
| 8 |
| Description | Total | Level 1 | Level 2 | Level 3(1) | ||||
| Assets | ||||||||
| Asset & Commercial Mortgage-Backed Securities | $ 22,068,580 | $ — | $ 22,068,580 | $ — | ||||
| Corporate Bonds | 216,778,271 | — | 216,778,271 | — | ||||
| Foreign Government Obligations | 2,467,060 | — | 2,467,060 | — | ||||
| Municipal Bonds | 12,376,804 | — | 12,376,804 | — | ||||
| U.S. Government Agencies | 18,550,311 | — | 18,550,311 | — | ||||
| U.S. Government Securities | 283,080,786 | — | 283,080,786 | — | ||||
| Common Stocks | ||||||||
| Automobiles & Components | 12,468,368 | 12,468,368 | — | — | ||||
| Banks | 52,347,065 | 52,347,065 | — | — | ||||
| Capital Goods | 89,826,689 | 89,826,689 | — | — | ||||
| Consumer Durables & Apparel | 11,483,235 | 11,483,235 | — | — | ||||
| Consumer Services | 26,075,263 | 26,075,263 | — | — | ||||
| Diversified Financials | 75,485,228 | 75,485,228 | — | — | ||||
| Energy | 20,561,334 | 20,561,334 | — | — | ||||
| Food & Staples Retailing | 10,750,748 | 10,750,748 | — | — | ||||
| Food, Beverage & Tobacco | 23,958,677 | 23,958,677 | — | — | ||||
| Health Care Equipment & Services | 120,452,639 | 120,452,639 | — | — | ||||
| Household & Personal Products | 12,583,527 | 12,583,527 | — | — | ||||
| Insurance | 48,760,414 | 48,760,414 | — | — | ||||
| Materials | 19,796,933 | 19,796,933 | — | — | ||||
| Media & Entertainment | 107,905,767 | 107,905,767 | — | — | ||||
| Pharmaceuticals, Biotechnology & Life Sciences | 90,390,836 | 78,589,303 | 11,801,533 | — | ||||
| Real Estate | 25,290,349 | 25,290,349 | — | — | ||||
| Retailing | 47,754,104 | 47,754,104 | — | — | ||||
| Semiconductors & Semiconductor Equipment | 57,714,844 | 57,714,844 | — | — | ||||
| Software & Services | 144,372,206 | 144,372,206 | — | — | ||||
| Technology Hardware & Equipment | 50,751,254 | 50,751,254 | — | — | ||||
| Transportation | 13,047,674 | 13,047,674 | — | — | ||||
| Utilities | 10,559,075 | 10,559,075 | — | — | ||||
| Short-Term Investments | 23,225,202 | 4,203,603 | 19,021,599 | — | ||||
| Futures Contracts(2) | 188,275 | 188,275 | — | — | ||||
| Total | $ 1,651,071,518 | $ 1,064,926,574 | $ 586,144,944 | $ — | ||||
| Liabilities | ||||||||
| Futures Contracts(2) | $ (618,010) | $ (618,010) | $ — | $ — | ||||
| Total | $ (618,010) | $ (618,010) | $ — | $ — |
| (1) | For the period ended September 30, 2022, 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 - 97.8% | |||
| Automobiles & Components - 0.2% | |||
| 96,654 | Thor Industries, Inc. | $ 6,763,847 | |
| Banks - 1.1% | |||
| 105,388 | JP Morgan Chase & Co. | 11,013,046 | |
| 55,506 | M&T Bank Corp. | 9,786,818 | |
| 169,548 | Royal Bank of Canada | 15,265,273 | |
| 36,065,137 | |||
| Capital Goods - 7.3% | |||
| 105,911 | Airbus SE | 9,129,566 | |
| 122,411 | AMETEK, Inc. | 13,882,631 | |
| 51,794 | Boeing Co.* | 6,271,218 | |
| 77,409 | HEICO Corp. | 11,145,348 | |
| 350,600 | HF Global, Inc.(1)(2) | 6,521,160 | |
| 237,435 | Honeywell International, Inc. | 39,644,522 | |
| 75,796 | IDEX Corp. | 15,147,831 | |
| 455,184 | Johnson Controls International plc | 22,404,156 | |
| 22,562 | Lockheed Martin Corp. | 8,715,475 | |
| 41,089 | Middleby Corp.* | 5,266,377 | |
| 78,012 | Northrop Grumman Corp. | 36,690,604 | |
| 130,278 | PACCAR, Inc. | 10,902,966 | |
| 79,316 | Snap-on, Inc. | 15,970,277 | |
| 567,000 | Techtronic Industries Co., Ltd. | 5,410,384 | |
| 296,770 | Westinghouse Air Brake Technologies Corp. | 24,142,239 | |
| 231,244,754 | |||
| Commercial & Professional Services - 1.4% | |||
| 69,072 | Copart, Inc.* | 7,349,261 | |
| 136,974 | CoStar Group, Inc.* | 9,540,239 | |
| 158,271 | Leidos Holdings, Inc. | 13,843,964 | |
| 84,301 | Verisk Analytics, Inc. Class A | 14,375,850 | |
| 45,109,314 | |||
| Consumer Durables & Apparel - 3.3% | |||
| 289,737 | Lennar Corp. Class A | 21,599,893 | |
| 83,301 | Lululemon Athletica, Inc.* | 23,287,628 | |
| 465,757 | NIKE, Inc. Class B | 38,713,722 | |
| 2,151 | NVR, Inc.* | 8,576,209 | |
| 184,452 | Steven Madden Ltd. | 4,919,335 | |
| 241,312 | VF Corp. | 7,217,642 | |
| 104,314,429 | |||
| Consumer Services - 2.7% | |||
| 212,217 | Airbnb, Inc. Class A* | 22,291,274 | |
| 26,753 | Domino's Pizza, Inc. | 8,298,780 | |
| 397,098 | DraftKings, Inc. Class A* | 6,012,064 | |
| 445,216 | Las Vegas Sands Corp.* | 16,704,504 | |
| 140,951 | McDonald's Corp. | 32,523,034 | |
| 85,829,656 | |||
| Diversified Financials - 5.8% | |||
| 199,657 | American Express Co. | 26,935,726 | |
| 210,519 | Apollo Global Management, Inc. | 9,789,134 | |
| 286,423 | Bank of New York Mellon Corp. | 11,033,014 | |
| 19,582 | BlackRock, Inc. | 10,775,583 | |
| 395,197 | Charles Schwab Corp. | 28,402,808 | |
| 31,734 | CME Group, Inc. | 5,621,044 | |
| 416,824 | Equitable Holdings, Inc. | 10,983,312 | |
| 15,867 | Goldman Sachs Group, Inc. | 4,649,824 | |
| 42,074 | Moody's Corp. | 10,228,610 | |
| 162,078 | Raymond James Financial, Inc. | 16,016,548 | |
| 45,277 | S&P Global, Inc. | 13,825,332 | |
| 101,632 | T Rowe Price Group, Inc. | 10,672,376 | |
| 214,600 | Tradeweb Markets, Inc. Class A | 12,107,732 | |
| 224,742 | Voya Financial, Inc. | 13,596,891 | |
| 184,637,934 | |||
| Energy - 3.2% | |||
| 393,837 | Canadian Natural Resources Ltd. | 18,340,989 | |
| 366,303 | Cenovus Energy, Inc. | 5,630,077 | |
| Shares or Principal Amount | Market Value† | ||
| COMMON STOCKS - 97.8% - (continued) | |||
| Energy - 3.2% - (continued) | |||
| 28,543 | Cheniere Energy, Inc. | $ 4,735,569 | |
| 91,687 | ConocoPhillips | 9,383,248 | |
| 86,444 | Diamondback Energy, Inc. | 10,413,044 | |
| 51,959 | EOG Resources, Inc. | 5,805,379 | |
| 674,774 | Halliburton Co. | 16,612,936 | |
| 17,998 | Pioneer Natural Resources Co. | 3,897,107 | |
| 719,220 | Schlumberger N.V. | 25,819,998 | |
| 100,638,347 | |||
| Food, Beverage & Tobacco - 4.3% | |||
| 623,817 | Coca-Cola Co. | 34,946,228 | |
| 244,813 | General Mills, Inc. | 18,755,124 | |
| 541,681 | Keurig Dr Pepper, Inc. | 19,403,013 | |
| 75,844 | Monster Beverage Corp.* | 6,595,394 | |
| 250,244 | PepsiCo., Inc. | 40,854,836 | |
| 194,708 | Philip Morris International, Inc. | 16,162,711 | |
| 136,717,306 | |||
| Health Care Equipment & Services - 9.1% | |||
| 369,258 | Baxter International, Inc. | 19,888,236 | |
| 33,572 | Becton Dickinson and Co. | 7,480,849 | |
| 311,953 | Boston Scientific Corp.* | 12,081,940 | |
| 223,839 | Centene Corp.* | 17,416,913 | |
| 151,358 | CVS Health Corp. | 14,435,012 | |
| 329,463 | Dentsply Sirona, Inc. | 9,340,276 | |
| 155,610 | DexCom, Inc.* | 12,532,829 | |
| 143,562 | Encompass Health Corp. | 6,493,309 | |
| 87,914 | Enhabit, Inc.* | 1,234,312 | |
| 44,069 | Humana, Inc. | 21,381,838 | |
| 82,409 | Insulet Corp.* | 18,904,625 | |
| 112,887 | Intuitive Surgical, Inc.* | 21,159,539 | |
| 312,337 | Medtronic plc | 25,221,213 | |
| 167,672 | Stryker Corp. | ||