| Description | Expiration Date | Number of Contracts | Notional Value | Unrealized Appreciation/ Depreciation |
| Short Futures: | ||||
| 10-Year U.S. Ultra Treasury Note | 9/20/2023 | 66 | $7,924,970 | $108,095 |
| 30-Year U.S. Ultra Treasury Bond | 9/20/2023 | 27 | 3,707,857 | 29,951 |
| Long Futures: | ||||
| 5-Year U.S. Treasury Note | 9/29/2023 | 121 | 13,051,308 | (92,964) |
| 2-Year U.S. Treasury Note | 9/29/2023 | 319 | 65,794,602 | (927,945) |
| $(882,863) |
| Counterparty | Termination Date | Notional Amount(2) | Pay Fixed Rate | Clearinghouse | Underlying Bond | Value(3) | Premiums Paid/ (Received) | Unrealized Depreciation |
| Buy Protection: | ||||||||
| Wells Fargo | 6/20/28 | $(10,215,000) | 5.000% | ICE | Markit CDX North America High Yield Series 40 5Y Index | $(285,308) | $(135,182) | $(150,126) |
| (1) | If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying investments comprising the referenced index or (ii) receive a net settlement amount in the form of cash or investments equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying investments comprising the referenced index. |
| (2) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (3) | The quoted market prices and resulting values for credit default swap agreements on the underlying bond serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Decreasing market values (sell protection) or increasing market values (buy protection) when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| Counterparty | Termination Date | Notional Amount(2) | Pay Fixed Rate | Clearinghouse | Underlying Bond | Value(3) | Premiums Paid/ (Received) | Unrealized Appreciation |
| Buy Protection: | ||||||||
| Wells Fargo | 12/20/25 | $(562,795) | 5.000% | ICE | Markit CDX North America High Yield Series 35 5Y Index | $(24,908) | $(29,186) | $4,278 |
| Sell Protection: | ||||||||
| Wells Fargo | 12/20/24 | $500,000 | 1.000% | ICE | Transocean, Inc., CDS USD SR 2Y D14 12/20/2024 | $(25,744) | $(43,791) | $18,047 |
| (1) | If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying investments comprising the referenced index or (ii) receive a net settlement amount in the form of cash or investments equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying investments comprising the referenced index. |
| (2) | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (3) | The quoted market prices and resulting values for credit default swap agreements on the underlying bond serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Decreasing market values (sell protection) or increasing market values (buy protection) when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| Contract to | ||||||
| Counterparty | Expiration Date | Receive | Deliver | Unrealized Depreciation | ||
| Wells Fargo | 7/14/2023 | USD | 7,835,841 | EUR | 7,247,423 | $(78,128) |
| Wells Fargo | 7/14/2023 | USD | 307,737 | GBP | 243,924 | (2,077) |
| $(80,205) | ||||||
| Valuation Inputs at Reporting Date: | ||||
| Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks | $2,646,626,024 | $— | $— | $2,646,626,024 |
| Short-Term Investment Fund | 16,660,042 | — | — | 16,660,042 |
| Total | $2,663,286,066 | $— | $— | $2,663,286,066 |
| Shares | Market Value | |||
| Short-Term Investment Funds — 1.6% | ||||
| 216,958 | Dreyfus Government Cash Management, Institutional Shares, 5.00%∞Ω | $ 216,958 | ||
| 164,500 | Invesco Government & Agency Portfolio, Institutional Class, 5.05%∞Ω** | 164,500 | ||
| Total Short-Term Investment Funds | $381,458 | |||
| Total Investment Securities — 100.8% (Cost $18,946,921) | $24,116,919 | |||
| Liabilities in Excess of Other Assets — (0.8)% | (185,631) | |||
| Net Assets — 100.0% | $23,931,288 | |||
| (A) | Perpetual Bond - A bond or preferred stock with no definite maturity date. |
| * | Non-income producing security. |
| ** | Represents collateral for securities loaned. |
| † | All or a portion of the security is on loan. The total market value of the securities on loan as of June 30, 2023 was $158,200. |
| ∞ | Open-End Fund. |
| Ω | Represents the 7-Day SEC yield as of June 30, 2023. |
| Portfolio Abbreviations: |
| ADR – American Depositary Receipt |
| PLC – Public Limited Company |
| REIT – Real Estate Investment Trust |
| Valuation inputs at Reporting Date: | ||||
| Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks | ||||
| United Kingdom | $917,293 | $3,420,420 | $— | $4,337,713 |
| Japan | — | 4,228,714 | — | 4,228,714 |
| France | 477,432 | 3,146,157 | — | 3,623,589 |
| Sweden | — | 1,763,871 | — | 1,763,871 |
| Germany | — | 1,493,787 | — | 1,493,787 |
| Switzerland | 679,261 | 602,081 | — | 1,281,342 |
| Taiwan | 939,767 | — | — | 939,767 |
| India | 917,453 | — | — | 917,453 |
| Singapore | — | 900,276 | — | 900,276 |
| South Korea | 160,731 | 697,408 | — | 858,139 |
| Spain | — | 672,712 | — | 672,712 |
| Netherlands | — | 538,441 | — | 538,441 |
| Hong Kong | — | 491,574 | — | 491,574 |
| Ireland | 478,814 | — | — | 478,814 |
| Denmark | — | 349,411 | — | 349,411 |
| Canada | 300,989 | — | — | 300,989 |
| Preferred Stocks | — | 558,869 | — | 558,869 |
| Short-Term Investment Funds | 381,458 | — | — | 381,458 |
| Total | $5,253,198 | $18,863,721 | $— | $24,116,919 |
| Valuation Inputs at Reporting Date: | ||||
| Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks | $725,138,425 | $— | $— | $725,138,425 |
| Exchange-Traded Fund | 4,426,332 | — | — | 4,426,332 |
| Short-Term Investment Funds | 13,736,167 | — | — | 13,736,167 |
| Total | $743,300,924 | $— | $— | $743,300,924 |
| Valuation Inputs at Reporting Date: | ||||
| Description | Level 1 | Level 2 | Level 3 | Total |
| Asset-Backed Securities | $— | $174,173,771 | $— | $174,173,771 |
| Corporate Bonds | — | 101,223,021 | — | 101,223,021 |
| Commercial Mortgage-Backed Securities | — | 97,539,783 | — | 97,539,783 |
| Non-Agency Collateralized Mortgage Obligations | — | 61,189,847 | — | 61,189,847 |
| Commercial Paper | — | 50,220,643 | — | 50,220,643 |
| Municipal Bonds | — | 6,014,000 | — | 6,014,000 |
| U.S. Government Mortgage-Backed Obligations | — | 4,166,745 | — | 4,166,745 |
| Agency Collateralized Mortgage Obligations | — | 1,869,074 | — | 1,869,074 |
| U.S. Government Agency Obligations | — | 1,353,799 | — | 1,353,799 |
| Short-Term Investment Fund | 128,082 | — | — | 128,082 |
| Total | $128,082 | $497,750,683 | $— | $497,878,765 |