| Strategic Allocation: Conservative - Schedule of Investments | ||
| OCTOBER 31, 2021 (UNAUDITED) | ||
| Shares/ Principal Amount ($) | Value ($) | ||||||||||
AFFILIATED FUNDS(1) — 34.4% | |||||||||||
| American Century Diversified Corporate Bond ETF | 389,060 | 20,273,917 | |||||||||
| American Century Emerging Markets Bond ETF | 88,046 | 4,312,493 | |||||||||
| American Century Focused Dynamic Growth ETF | 70,769 | 6,214,601 | |||||||||
| American Century Focused Large Cap Value ETF | 193,254 | 11,867,612 | |||||||||
| American Century Multisector Income ETF | 351,777 | 17,529,048 | |||||||||
| American Century Quality Diversified International ETF | 205,589 | 10,607,200 | |||||||||
| American Century STOXX U.S. Quality Growth ETF | 219,190 | 16,734,608 | |||||||||
| American Century STOXX U.S. Quality Value ETF | 503,114 | 25,399,811 | |||||||||
| Avantis International Equity ETF | 182,008 | 11,769,220 | |||||||||
| Avantis International Small Cap Value ETF | 36,537 | 2,422,768 | |||||||||
| Avantis U.S. Equity ETF | 284,284 | 22,265,123 | |||||||||
| Avantis U.S. Small Cap Value ETF | 87,620 | 6,892,189 | |||||||||
TOTAL AFFILIATED FUNDS (Cost $121,124,094) | 156,288,590 | ||||||||||
COMMON STOCKS — 19.7% | |||||||||||
| Aerospace and Defense — 0.2% | |||||||||||
| BAE Systems plc | 54,219 | 408,820 | |||||||||
| General Dynamics Corp. | 1,615 | 327,441 | |||||||||
| HEICO Corp. | 797 | 111,094 | |||||||||
| Lockheed Martin Corp. | 557 | 185,102 | |||||||||
Mercury Systems, Inc.(2) | 954 | 49,169 | |||||||||
| Spirit AeroSystems Holdings, Inc., Class A | 630 | 26,013 | |||||||||
| 1,107,639 | |||||||||||
| Air Freight and Logistics — 0.1% | |||||||||||
| Expeditors International of Washington, Inc. | 122 | 15,038 | |||||||||
| United Parcel Service, Inc., Class B | 1,063 | 226,918 | |||||||||
| 241,956 | |||||||||||
| Airlines — 0.1% | |||||||||||
Ryanair Holdings plc, ADR(2) | 734 | 83,316 | |||||||||
Southwest Airlines Co.(2) | 9,343 | 441,737 | |||||||||
| 525,053 | |||||||||||
| Auto Components — 0.3% | |||||||||||
Aptiv plc(2) | 2,798 | 483,746 | |||||||||
| BorgWarner, Inc. | 7,574 | 341,360 | |||||||||
| Bridgestone Corp. | 2,600 | 115,022 | |||||||||
Fox Factory Holding Corp.(2) | 405 | 65,185 | |||||||||
| Hyundai Mobis Co. Ltd. | 589 | 127,324 | |||||||||
| Linamar Corp. | 1,195 | 65,727 | |||||||||
| Sumitomo Rubber Industries Ltd. | 5,300 | 65,318 | |||||||||
| Valeo | 3,602 | 105,834 | |||||||||
| 1,369,516 | |||||||||||
| Automobiles — 0.3% | |||||||||||
| Bayerische Motoren Werke AG | 2,852 | 288,155 | |||||||||
| Daimler AG | 3,848 | 381,962 | |||||||||
| Honda Motor Co. Ltd., ADR | 4,497 | 133,021 | |||||||||
Nissan Motor Co. Ltd.(2) | 31,600 | 160,839 | |||||||||
Tesla, Inc.(2) | 270 | 300,780 | |||||||||
| 1,264,757 | |||||||||||
| Banks — 1.1% | |||||||||||
AIB Group plc(2) | 10,349 | 28,009 | |||||||||
| Banco Bilbao Vizcaya Argentaria SA | 24,531 | 171,671 | |||||||||
| Banco Bradesco SA | 32,086 | 96,989 | |||||||||
| Banco do Brasil SA | 18,400 | 93,079 | |||||||||
Bancorp, Inc. (The)(2) | 1,365 | 41,701 | |||||||||
| Bank of America Corp. | 7,557 | 361,074 | |||||||||
| Barclays plc | 103,692 | 286,135 | |||||||||
| BNP Paribas SA | 3,650 | 244,321 | |||||||||
| CaixaBank SA | 30,650 | 88,108 | |||||||||
| Canadian Western Bank | 806 | 25,783 | |||||||||
| Commerce Bancshares, Inc. | 634 | 44,703 | |||||||||
| Erste Group Bank AG | 2,874 | 123,254 | |||||||||
| First Hawaiian, Inc. | 5,983 | 165,071 | |||||||||
| HDFC Bank Ltd., ADR | 1,588 | 114,193 | |||||||||
| HSBC Holdings plc | 27,600 | 166,152 | |||||||||
| JPMorgan Chase & Co. | 2,511 | 426,594 | |||||||||
Jyske Bank A/S(2) | 551 | 26,882 | |||||||||
| M&T Bank Corp. | 1,915 | 281,735 | |||||||||
| Mitsubishi UFJ Financial Group, Inc. | 43,000 | 235,790 | |||||||||
| Mizuho Financial Group, Inc. | 11,490 | 151,645 | |||||||||
| Prosperity Bancshares, Inc. | 3,293 | 247,996 | |||||||||
| Regions Financial Corp. | 11,962 | 283,260 | |||||||||
Silvergate Capital Corp., Class A(2) | 298 | 46,673 | |||||||||
| Societe Generale SA | 3,425 | 114,408 | |||||||||
| Standard Chartered plc (London) | 13,904 | 94,033 | |||||||||
| Sumitomo Mitsui Financial Group, Inc. | 4,200 | 136,288 | |||||||||
Triumph Bancorp, Inc.(2) | 612 | 71,788 | |||||||||
| Truist Financial Corp. | 7,065 | 448,416 | |||||||||
| UniCredit SpA | 5,178 | 68,450 | |||||||||
Virgin Money UK plc(2) | 7,823 | 21,825 | |||||||||
| Westamerica Bancorporation | 2,526 | 140,850 | |||||||||
| 4,846,876 | |||||||||||
| Beverages — 0.1% | |||||||||||
Celsius Holdings, Inc.(2) | 834 | 80,498 | |||||||||
| MGP Ingredients, Inc. | 513 | 32,940 | |||||||||
| PepsiCo, Inc. | 2,006 | 324,169 | |||||||||
| Royal Unibrew A/S | 238 | 29,566 | |||||||||
| 467,173 | |||||||||||
| Biotechnology — 0.3% | |||||||||||
Acceleron Pharma, Inc.(2) | 220 | 38,320 | |||||||||
ADC Therapeutics SA(2) | 1,144 | 33,164 | |||||||||
Alnylam Pharmaceuticals, Inc.(2) | 742 | 118,393 | |||||||||
| Amgen, Inc. | 435 | 90,032 | |||||||||
Arcutis Biotherapeutics, Inc.(2) | 1,170 | 24,781 | |||||||||
Arena Pharmaceuticals, Inc.(2) | 384 | 22,038 | |||||||||
Biohaven Pharmaceutical Holding Co. Ltd.(2) | 427 | 60,771 | |||||||||
Blueprint Medicines Corp.(2) | 438 | 49,271 | |||||||||
Bridgebio Pharma, Inc.(2)(3) | 731 | 36,097 | |||||||||
CareDx, Inc.(2) | 532 | 27,132 | |||||||||
Centessa Pharmaceuticals plc, ADR(2)(3) | 1,193 | 20,520 | |||||||||
| CSL Ltd. | 596 | 135,614 | |||||||||
Cytokinetics, Inc.(2) | 982 | 34,282 | |||||||||
Deciphera Pharmaceuticals, Inc.(2) | 849 | 28,348 | |||||||||
Erasca, Inc.(2) | 852 | 16,852 | |||||||||
Fate Therapeutics, Inc.(2) | 371 | 19,960 | |||||||||
Global Blood Therapeutics, Inc.(2) | 973 | 35,534 | |||||||||
Halozyme Therapeutics, Inc.(2) | 1,208 | 45,988 | |||||||||
Heron Therapeutics, Inc.(2) | 911 | 10,030 | |||||||||
Horizon Therapeutics plc(2) | 1,455 | 174,469 | |||||||||
Immunovant, Inc.(2) | 730 | 5,869 | |||||||||
Insmed, Inc.(2) | 1,575 | 47,486 | |||||||||
Intellia Therapeutics, Inc.(2) | 198 | 26,330 | |||||||||
Invitae Corp.(2)(3) | 671 | 17,781 | |||||||||
Iovance Biotherapeutics, Inc.(2) | 426 | 10,356 | |||||||||
KalVista Pharmaceuticals, Inc.(2) | 881 | 15,840 | |||||||||
Karuna Therapeutics, Inc.(2) | 365 | 51,239 | |||||||||
Kinnate Biopharma, Inc.(2)(3) | 602 | 14,309 | |||||||||
Kymera Therapeutics, Inc.(2) | 452 | 26,614 | |||||||||
Natera, Inc.(2) | 1,304 | 149,399 | |||||||||
Relay Therapeutics, Inc.(2) | 575 | 19,119 | |||||||||
Sigilon Therapeutics, Inc.(2) | 1,040 | 5,606 | |||||||||
Turning Point Therapeutics, Inc.(2) | 822 | 34,179 | |||||||||
Vertex Pharmaceuticals, Inc.(2) | 203 | 37,541 | |||||||||
| Vitrolife AB | 214 | 13,928 | |||||||||
| 1,497,192 | |||||||||||
| Building Products — 0.2% | |||||||||||
| Johnson Controls International plc | 3,839 | 281,668 | |||||||||
| Masco Corp. | 1,916 | 125,594 | |||||||||
Masonite International Corp.(2) | 498 | 59,765 | |||||||||
| Sanwa Holdings Corp. | 2,000 | 23,327 | |||||||||
| Trane Technologies plc | 1,123 | 203,184 | |||||||||
Trex Co., Inc.(2) | 496 | 52,774 | |||||||||
| Zurn Water Solutions Corp. | 2,757 | 100,024 | |||||||||
| 846,336 | |||||||||||
| Capital Markets — 0.9% | |||||||||||
| Ameriprise Financial, Inc. | 1,372 | 414,522 | |||||||||
| Bank of New York Mellon Corp. (The) | 9,550 | 565,360 | |||||||||
| BlackRock, Inc. | 236 | 222,656 | |||||||||
| Credit Suisse Group AG | 19,150 | 199,193 | |||||||||
| Euronext NV | 249 | 28,014 | |||||||||
flatexDEGIRO AG(2) | 46 | 1,045 | |||||||||
| GCM Grosvenor, Inc., Class A | 2,506 | 28,694 | |||||||||
| Intercontinental Exchange, Inc. | 784 | 108,553 | |||||||||
| Intermediate Capital Group plc | 883 | 26,485 | |||||||||
| LPL Financial Holdings, Inc. | 1,865 | 305,897 | |||||||||
| MarketAxess Holdings, Inc. | 155 | 63,344 | |||||||||
| Morgan Stanley | 3,860 | 396,731 | |||||||||
| MSCI, Inc. | 366 | 243,346 | |||||||||
| Northern Trust Corp. | 4,914 | 604,618 | |||||||||
Open Lending Corp., Class A(2) | 2,034 | 64,112 | |||||||||
| Partners Group Holding AG | 100 | 174,695 | |||||||||
| S&P Global, Inc. | 579 | 274,539 | |||||||||
| State Street Corp. | 1,552 | 152,950 | |||||||||
| T. Rowe Price Group, Inc. | 1,234 | 267,630 | |||||||||
| 4,142,384 | |||||||||||
| Chemicals — 0.3% | |||||||||||
| Air Liquide SA | 590 | 98,505 | |||||||||
| Air Products and Chemicals, Inc. | 342 | 102,535 | |||||||||
| Albemarle Corp. | 382 | 95,679 | |||||||||
Axalta Coating Systems Ltd.(2) | 7,022 | 219,016 | |||||||||
Diversey Holdings Ltd.(2) | 3,285 | 57,159 | |||||||||
| Ecolab, Inc. | 426 | 94,666 | |||||||||
| Element Solutions, Inc. | 6,587 | 149,591 | |||||||||
| Koninklijke DSM NV | 672 | 146,817 | |||||||||
| Linde plc | 848 | 270,682 | |||||||||
OCI NV(2) | 521 | 14,770 | |||||||||
| Sherwin-Williams Co. (The) | 450 | 142,474 | |||||||||
| 1,391,894 | |||||||||||
| Commercial Services and Supplies — 0.1% | |||||||||||
| Brink's Co. (The) | 1,068 | 73,564 | |||||||||
Clean Harbors, Inc.(2) | 804 | 90,482 | |||||||||
Driven Brands Holdings, Inc.(2) | 2,845 | 92,377 | |||||||||
Elis SA(2) | 1,315 | 24,969 | |||||||||
| Japan Elevator Service Holdings Co. Ltd. | 1,100 | 23,838 | |||||||||
| Republic Services, Inc. | 1,406 | 189,247 | |||||||||
| 494,477 | |||||||||||
| Communications Equipment — 0.3% | |||||||||||
Arista Networks, Inc.(2) | 612 | 250,730 | |||||||||
| Cisco Systems, Inc. | 4,483 | 250,914 | |||||||||
F5 Networks, Inc.(2) | 2,487 | 525,130 | |||||||||
| Juniper Networks, Inc. | 5,662 | 167,142 | |||||||||
| Telefonaktiebolaget LM Ericsson, B Shares | 7,366 | 80,403 | |||||||||
| 1,274,319 | |||||||||||
Construction and Engineering† | |||||||||||
| Arcadis NV | 699 | 34,069 | |||||||||
| Hazama Ando Corp. | 4,000 | 27,087 | |||||||||
JTOWER, Inc.(2) | 300 | 28,502 | |||||||||
| 89,658 | |||||||||||
Construction Materials† | |||||||||||
| Eagle Materials, Inc. | 359 | 53,261 | |||||||||
Summit Materials, Inc., Class A(2) | 1,111 | 39,607 | |||||||||
| 92,868 | |||||||||||
| Consumer Finance — 0.1% | |||||||||||
| American Express Co. | 1,021 | 177,430 | |||||||||
goeasy Ltd.(3) | 149 | 23,349 | |||||||||
| 200,779 | |||||||||||
| Containers and Packaging — 0.3% | |||||||||||
| Amcor plc | 8,490 | 102,474 | |||||||||
| Avery Dennison Corp. | 1,060 | 230,783 | |||||||||
| Ball Corp. | 2,714 | 248,277 | |||||||||
| Intertape Polymer Group, Inc. | 1,588 | 36,081 | |||||||||
| Packaging Corp. of America | 1,600 | 219,792 | |||||||||
SIG Combibloc Group AG(2) | 1,105 | 28,899 | |||||||||
| Sonoco Products Co. | 7,805 | 452,300 | |||||||||
| 1,318,606 | |||||||||||
Distributors† | |||||||||||
| D'ieteren Group | 215 | 37,071 | |||||||||
Diversified Consumer Services† | |||||||||||
Chegg, Inc.(2) | 612 | 36,377 | |||||||||
European Wax Center, Inc., Class A(2) | 1,880 | 59,935 | |||||||||
| IDP Education Ltd. | 1,154 | 32,650 | |||||||||
| 128,962 | |||||||||||
Diversified Financial Services† | |||||||||||
| Wendel SE | 170 | 22,646 | |||||||||
| Zenkoku Hosho Co. Ltd. | 700 | 33,827 | |||||||||
| 56,473 | |||||||||||
| Diversified Telecommunication Services — 0.1% | |||||||||||
BT Group plc(2) | 21,417 | 40,689 | |||||||||
| Cellnex Telecom SA | 2,851 | 175,336 | |||||||||
IHS Holding Ltd.(2) | 2,968 | 49,922 | |||||||||
| Verizon Communications, Inc. | 848 | 44,935 | |||||||||
| 310,882 | |||||||||||
| Electric Utilities — 0.4% | |||||||||||
| Edison International | 7,721 | 485,883 | |||||||||
| Evergy, Inc. | 2,566 | 163,582 | |||||||||
| Eversource Energy | 1,818 | 154,348 | |||||||||
| Iberdrola SA | 9,403 | 111,136 | |||||||||
| NextEra Energy, Inc. | 5,091 | 434,415 | |||||||||
| Pinnacle West Capital Corp. | 3,411 | 219,975 | |||||||||
| Xcel Energy, Inc. | 1,701 | 109,868 | |||||||||
| 1,679,207 | |||||||||||
| Electrical Equipment — 0.5% | |||||||||||
| AMETEK, Inc. | 1,397 | 184,963 | |||||||||
| Eaton Corp. plc | 998 | 164,431 | |||||||||
| Emerson Electric Co. | 4,335 | 420,538 | |||||||||
Generac Holdings, Inc.(2) | 253 | 126,136 | |||||||||
Hexatronic Group AB(3) | 449 | 19,705 | |||||||||
| Hubbell, Inc. | 959 | 191,196 | |||||||||
| Nexans SA | 260 | 26,087 | |||||||||
| nVent Electric plc | 14,906 | 528,418 | |||||||||
Plug Power, Inc.(2) | 1,579 | 60,428 | |||||||||
| Regal Rexnord Corp. | 733 | 111,658 | |||||||||
| Rockwell Automation, Inc. | 732 | 233,801 | |||||||||
| Schneider Electric SE | 1,177 | 202,936 | |||||||||
Sensata Technologies Holding plc(2) | 1,244 | 68,544 | |||||||||
| Ushio, Inc. | 900 | 16,101 | |||||||||
| 2,354,942 | |||||||||||
| Electronic Equipment, Instruments and Components — 0.3% | |||||||||||
| CDW Corp. | 895 | 167,052 | |||||||||
| Cognex Corp. | 3,536 | 309,718 | |||||||||
| Comet Holding AG | 67 | 24,930 | |||||||||
Fabrinet(2) | 279 | 26,784 | |||||||||
| Hexagon AB, B Shares | 9,121 | 146,790 | |||||||||
| Jabil, Inc. | 452 | 27,102 | |||||||||
| Keyence Corp. | 200 | 120,723 | |||||||||
Keysight Technologies, Inc.(2) | 2,764 | 497,575 | |||||||||
| National Instruments Corp. | 893 | 37,926 | |||||||||
nLight, Inc.(2) | 1,332 | 37,456 | |||||||||
| Sesa SpA | 159 | 31,194 | |||||||||
| TE Connectivity Ltd. | 310 | 45,260 | |||||||||
| 1,472,510 | |||||||||||
| Energy Equipment and Services — 0.1% | |||||||||||
| Baker Hughes Co. | 10,539 | 264,318 | |||||||||
| Schlumberger NV | 6,690 | 215,820 | |||||||||
| 480,138 | |||||||||||
| Entertainment — 0.2% | |||||||||||
CTS Eventim AG & Co. KGaA(2) | 163 | 11,855 | |||||||||
| Electronic Arts, Inc. | 661 | 92,705 | |||||||||
Live Nation Entertainment, Inc.(2) | 975 | 98,621 | |||||||||
ROBLOX Corp., Class A(2) | 588 | 49,404 | |||||||||
Roku, Inc.(2) | 525 | 160,073 | |||||||||
Sea Ltd., ADR(2) | 376 | 129,182 | |||||||||
Walt Disney Co. (The)(2) | 1,964 | 332,054 | |||||||||
Zynga, Inc., Class A(2) | 4,876 | 35,985 | |||||||||
| 909,879 | |||||||||||
| Equity Real Estate Investment Trusts (REITs) — 1.9% | |||||||||||
| American Campus Communities, Inc. | 2,729 | 146,602 | |||||||||
| AvalonBay Communities, Inc. | 953 | 225,556 | |||||||||
| Brixmor Property Group, Inc. | 2,695 | 63,171 | |||||||||
| Capital & Counties Properties plc | 30,312 | 68,366 | |||||||||
| Charter Hall Group | 6,032 | 79,139 | |||||||||
| Comforia Residential REIT, Inc. | 19 | 55,380 | |||||||||
| CoreSite Realty Corp. | 668 | 95,163 | |||||||||
| Digital Realty Trust, Inc. | 1,487 | 234,664 | |||||||||
DigitalBridge Group, Inc.(2) | 4,830 | 32,361 | |||||||||
| Dream Industrial Real Estate Investment Trust | 3,255 | 44,580 | |||||||||
| Empire State Realty Trust, Inc., Class A | 3,713 | 35,942 | |||||||||
| Equinix, Inc. | 247 | 206,756 | |||||||||
| Equity Residential | 1,662 | 143,597 | |||||||||
| Essential Properties Realty Trust, Inc. | 1,566 | 46,651 | |||||||||
| Essex Property Trust, Inc. | 1,261 | 428,652 | |||||||||
| Extra Space Storage, Inc. | 1,179 | 232,699 | |||||||||
| Fibra Uno Administracion SA de CV | 79,174 | 78,759 | |||||||||
| Goodman Group | 9,008 | 149,144 | |||||||||
| Healthcare Trust of America, Inc., Class A | 9,352 | 312,263 | |||||||||
| Healthpeak Properties, Inc. | 9,677 | 343,630 | |||||||||
Host Hotels & Resorts, Inc.(2) | 9,531 | 160,407 | |||||||||
| Ingenia Communities Group | 16,495 | 81,555 | |||||||||
Innovative Industrial Properties, Inc.(3) | 798 | 209,946 | |||||||||
| Invincible Investment Corp. | 137 | 54,163 | |||||||||
| Invitation Homes, Inc. | 7,833 | 323,111 | |||||||||
| Iron Mountain, Inc. | 1,652 | 75,397 | |||||||||
| Japan Hotel REIT Investment Corp. | 13 | 7,851 | |||||||||
| Kilroy Realty Corp. | 1,164 | 78,430 | |||||||||
| Kimco Realty Corp. | 6,410 | 144,866 | |||||||||
| Kite Realty Group Trust | 2,592 | 52,618 | |||||||||
Klepierre SA(2) | 4,137 | 98,487 | |||||||||
| LaSalle Logiport REIT | 29 | 48,214 | |||||||||
| Life Storage, Inc. | 1,666 | 222,927 | |||||||||
| Link REIT | 4,700 | 41,639 | |||||||||
| Mapletree Commercial Trust | 34,700 | 56,128 | |||||||||
| Mapletree Logistics Trust | 32,600 | 48,885 | |||||||||
| MGM Growth Properties LLC, Class A | 6,831 | 269,005 | |||||||||
| Mitsubishi Estate Logistics REIT Investment Corp. | 10 | 43,242 | |||||||||
| NETSTREIT Corp. | 1,601 | 38,808 | |||||||||
| Orix JREIT, Inc. | 42 | 69,682 | |||||||||
| Outfront Media, Inc. | 1,156 | 28,773 | |||||||||
| Prologis, Inc. | 7,867 | 1,140,400 | |||||||||
| Realty Income Corp. | 2,204 | 157,432 | |||||||||
| Regency Centers Corp. | 2,695 | 189,755 | |||||||||
| Rexford Industrial Realty, Inc. | 2,708 | 181,978 | |||||||||
Ryman Hospitality Properties, Inc.(2) | 1,299 | 111,116 | |||||||||
| Scentre Group | 47,542 | 108,438 | |||||||||
| Segro plc | 6,968 | 123,156 | |||||||||
Shaftesbury plc(3) | 8,673 | 74,025 | |||||||||
| Simon Property Group, Inc. | 2,524 | 369,968 | |||||||||
| SOSiLA Logistics REIT, Inc. | 27 | 40,600 | |||||||||
| Sun Communities, Inc. | 915 | 179,322 | |||||||||
| Tritax Big Box REIT plc | 11,304 | 34,787 | |||||||||
| UDR, Inc. | 3,918 | 217,567 | |||||||||
| Ventas, Inc. | 1,891 | 100,923 | |||||||||
| VICI Properties, Inc. | 3,292 | 96,620 | |||||||||
| Welltower, Inc. | 2,596 | 208,718 | |||||||||
| Weyerhaeuser Co. | 2,121 | 75,762 | |||||||||
| Workspace Group plc | 7,269 | 81,722 | |||||||||
| 8,669,498 | |||||||||||
| Food and Staples Retailing — 0.2% | |||||||||||
| Costco Wholesale Corp. | 282 | 138,614 | |||||||||
Grocery Outlet Holding Corp.(2) | 947 | 21,014 | |||||||||
| Koninklijke Ahold Delhaize NV | 11,880 | 386,485 | |||||||||
| MARR SpA | 938 | 22,102 | |||||||||
| MatsukiyoCocokara & Co. | 600 | 26,604 | |||||||||
| Sysco Corp. | 4,730 | 363,737 | |||||||||
Zur Rose Group AG(2) | 238 | 84,654 | |||||||||
| 1,043,210 | |||||||||||
| Food Products — 0.3% | |||||||||||
| Bakkafrost P/F | 202 | 18,686 | |||||||||
| Conagra Brands, Inc. | 14,184 | 456,725 | |||||||||
| General Mills, Inc. | 2,761 | 170,630 | |||||||||
| Glanbia plc | 792 | 12,934 | |||||||||
| J.M. Smucker Co. (The) | 1,541 | 189,327 | |||||||||
| Kellogg Co. | 2,467 | 151,227 | |||||||||
| Mondelez International, Inc., Class A | 2,654 | 161,204 | |||||||||
| Orkla ASA | 19,459 | 189,266 | |||||||||
Sovos Brands, Inc.(2) | 3,380 | 54,621 | |||||||||
Vital Farms, Inc.(2) | 740 | 12,151 | |||||||||
Whole Earth Brands, Inc.(2) | 3,120 | 37,845 | |||||||||
| 1,454,616 | |||||||||||
| Gas Utilities — 0.1% | |||||||||||
| Atmos Energy Corp. | 2,240 | 206,349 | |||||||||
| Nippon Gas Co. Ltd. | 700 | 8,682 | |||||||||
| Spire, Inc. | 2,608 | 163,678 | |||||||||
| 378,709 | |||||||||||
| Health Care Equipment and Supplies — 0.7% | |||||||||||
Align Technology, Inc.(2) | 159 | 99,275 | |||||||||
| Arjo AB, B Shares | 2,080 | 28,365 | |||||||||
| Becton Dickinson and Co. | 1,054 | 252,528 | |||||||||
DexCom, Inc.(2) | 389 | 242,429 | |||||||||
| Eckert & Ziegler Strahlen- und Medizintechnik AG | 114 | 17,070 | |||||||||
Edwards Lifesciences Corp.(2) | 1,931 | 231,372 | |||||||||
Envista Holdings Corp.(2) | 4,714 | 184,317 | |||||||||
IDEXX Laboratories, Inc.(2) | 384 | 255,798 | |||||||||
Inari Medical, Inc.(2) | 630 | 57,028 | |||||||||
Inmode Ltd.(2) | 296 | 28,043 | |||||||||
| Koninklijke Philips NV | 4,240 | 200,340 | |||||||||
| Medtronic plc | 1,392 | 166,845 | |||||||||
| Menicon Co. Ltd. | 500 | 18,772 | |||||||||
NeuroPace, Inc.(2) | 1,500 | 22,740 | |||||||||
Ortho Clinical Diagnostics Holdings plc(2) | 2,864 | 56,621 | |||||||||
| ResMed, Inc. | 181 | 47,587 | |||||||||
SI-BONE, Inc.(2) | 1,775 | 40,026 | |||||||||
Silk Road Medical, Inc.(2) | 943 | 55,364 | |||||||||
Tandem Diabetes Care, Inc.(2) | 534 | 72,800 | |||||||||
| Teleflex, Inc. | 335 | 119,575 | |||||||||
| Zimmer Biomet Holdings, Inc. | 5,284 | 756,246 | |||||||||
| 2,953,141 | |||||||||||
| Health Care Providers and Services — 0.8% | |||||||||||
| Alfresa Holdings Corp. | 6,800 | 95,859 | |||||||||
Amedisys, Inc.(2) | 506 | 85,686 | |||||||||
| AmerisourceBergen Corp. | 1,148 | 140,079 | |||||||||
| Amvis Holdings, Inc. | 300 | 21,739 | |||||||||
| Cardinal Health, Inc. | 5,550 | 265,345 | |||||||||
Centene Corp.(2) | 3,018 | 215,002 | |||||||||
| Chartwell Retirement Residences | 5,877 | 56,700 | |||||||||
| Cigna Corp. | 1,051 | 224,504 | |||||||||
Covetrus, Inc.(2) | 1,288 | 26,005 | |||||||||
| CVS Health Corp. | 2,279 | 203,469 | |||||||||
| Encompass Health Corp. | 1,387 | 88,158 | |||||||||
HealthEquity, Inc.(2) | 1,053 | 69,688 | |||||||||
Henry Schein, Inc.(2) | 5,169 | 394,653 | |||||||||
| Humana, Inc. | 229 | 106,064 | |||||||||
| McKesson Corp. | 1,666 | 346,328 | |||||||||
Progyny, Inc.(2) | 932 | 57,253 | |||||||||
| Quest Diagnostics, Inc. | 2,204 | 323,503 | |||||||||
R1 RCM, Inc.(2) | 5,952 | 129,158 | |||||||||
RadNet, Inc.(2) | 1,180 | 36,686 | |||||||||
Tenet Healthcare Corp.(2) | 577 | 41,348 | |||||||||
| UnitedHealth Group, Inc. | 694 | 319,566 | |||||||||
| Universal Health Services, Inc., Class B | 3,247 | 402,953 | |||||||||
| 3,649,746 | |||||||||||
| Health Care Technology — 0.2% | |||||||||||
| Cerner Corp. | 6,545 | 486,228 | |||||||||
Health Catalyst, Inc.(2) | 1,343 | 70,696 | |||||||||
OptimizeRx Corp.(2) | 607 | 58,697 | |||||||||
Veeva Systems, Inc., Class A(2) | 723 | 229,198 | |||||||||
| 844,819 | |||||||||||
| Hotels, Restaurants and Leisure — 0.4% | |||||||||||
Autogrill SpA(2)(3) | 3,146 | 24,698 | |||||||||
Basic-Fit NV(2)(3) | 492 | 23,889 | |||||||||
Booking Holdings, Inc.(2) | 61 | 147,668 | |||||||||
Chipotle Mexican Grill, Inc.(2) | 165 | 293,540 | |||||||||
| Churchill Downs, Inc. | 317 | 72,910 | |||||||||
Corporate Travel Management Ltd.(2) | 1,537 | 28,477 | |||||||||
| Cracker Barrel Old Country Store, Inc. | 934 | 124,381 | |||||||||
Expedia Group, Inc.(2) | 1,004 | 165,068 | |||||||||
| Food & Life Cos. Ltd. | 700 | 30,340 | |||||||||
| Greggs plc | 775 | 32,393 | |||||||||
Hilton Worldwide Holdings, Inc.(2) | 1,931 | 277,967 | |||||||||
Planet Fitness, Inc., Class A(2) | 618 | 49,162 | |||||||||
SeaWorld Entertainment, Inc.(2) | 1,126 | 71,501 | |||||||||
Sodexo SA(2) | 2,832 | 275,523 | |||||||||
Whitbread plc(2) | 2,599 | 116,273 | |||||||||
| Wingstop, Inc. | 370 | 63,814 | |||||||||
| Wyndham Hotels & Resorts, Inc. | 609 | 51,442 | |||||||||
| 1,849,046 | |||||||||||
| Household Durables — 0.1% | |||||||||||
| Haseko Corp. | 4,700 | 61,199 | |||||||||
Lovesac Co. (The)(2) | 759 | 59,210 | |||||||||
| Open House Co. Ltd. | 1,100 | 70,150 | |||||||||
Sonos, Inc.(2) | 1,751 | 57,118 | |||||||||
| Taylor Wimpey plc | 106,075 | 224,434 | |||||||||
| Token Corp. | 400 | 32,616 | |||||||||
| 504,727 | |||||||||||
| Household Products — 0.1% | |||||||||||
| Colgate-Palmolive Co. | 1,165 | 88,761 | |||||||||
| Kimberly-Clark Corp. | 1,938 | 250,952 | |||||||||
| Procter & Gamble Co. (The) | 1,679 | 240,080 | |||||||||
| 579,793 | |||||||||||
Independent Power and Renewable Electricity Producers† | |||||||||||
| West Holdings Corp. | 600 | 33,535 | |||||||||
| Industrial Conglomerates — 0.1% | |||||||||||
| Honeywell International, Inc. | 1,225 | 267,809 | |||||||||
| Lifco AB, B Shares | 461 | 13,442 | |||||||||
| Turkiye Sise ve Cam Fabrikalari AS | 204,096 | 183,590 | |||||||||
| 464,841 | |||||||||||
| Insurance — 0.6% | |||||||||||
| Aegon NV | 19,220 | 97,489 | |||||||||
| Aflac, Inc. | 7,445 | 399,573 | |||||||||
| AIA Group Ltd. | 10,600 | 118,794 | |||||||||
| Allstate Corp. (The) | 2,017 | 249,442 | |||||||||
| Arthur J. Gallagher & Co. | 584 | 97,919 | |||||||||
| ASR Nederland NV | 489 | 22,858 | |||||||||
| Chubb Ltd. | 2,703 | 528,112 | |||||||||
| Goosehead Insurance, Inc., Class A | 292 | 42,136 | |||||||||
| Kinsale Capital Group, Inc. | 365 | 68,310 | |||||||||
| Marsh & McLennan Cos., Inc. | 770 | 128,436 | |||||||||
Palomar Holdings, Inc.(2) | 500 | 45,725 | |||||||||
| Progressive Corp. (The) | 1,046 | 99,245 | |||||||||
| Prudential Financial, Inc. | 901 | 99,155 | |||||||||
| Reinsurance Group of America, Inc. | 3,470 | 409,738 | |||||||||
Ryan Specialty Group Holdings, Inc., Class A(2) | 1,297 | 49,014 | |||||||||
| Storebrand ASA | 2,293 | 24,593 | |||||||||
| Travelers Cos., Inc. (The) | 832 | 133,852 | |||||||||
| 2,614,391 | |||||||||||
| Interactive Media and Services — 0.5% | |||||||||||
Alphabet, Inc., Class A(2) | 404 | 1,196,212 | |||||||||
Baidu, Inc., Class A(2) | 8,800 | 179,820 | |||||||||
| carsales.com Ltd. | 1,114 | 20,848 | |||||||||
Eventbrite, Inc., Class A(2) | 2,099 | 42,484 | |||||||||
fuboTV, Inc.(2)(3) | 1,050 | 31,300 | |||||||||
Match Group, Inc.(2) | 1,234 | 186,063 | |||||||||
Meta Platforms, Inc., Class A(2) | 885 | 286,359 | |||||||||
Pinterest, Inc., Class A(2) | 2,470 | 110,261 | |||||||||
QuinStreet, Inc.(2) | 4,061 | 56,854 | |||||||||
| Tencent Holdings Ltd. | 3,600 | 218,987 | |||||||||
| 2,329,188 | |||||||||||
| Internet and Direct Marketing Retail — 0.3% | |||||||||||
Alibaba Group Holding Ltd.(2) | 8,000 | 164,501 | |||||||||
Amazon.com, Inc.(2) | 255 | 859,970 | |||||||||
BHG Group AB(2) | 174 | 2,007 | |||||||||
Chewy, Inc., Class A(2)(3) | 1,271 | 96,342 | |||||||||
Etsy, Inc.(2) | 690 | 172,976 | |||||||||
Revolve Group, Inc.(2) | 532 | 39,921 | |||||||||
| 1,335,717 | |||||||||||
| IT Services — 0.7% | |||||||||||
| Accenture plc, Class A | 808 | 289,902 | |||||||||
Adyen NV(2) | 68 | 205,177 | |||||||||
| Alten SA | 162 | 26,105 | |||||||||
| Amdocs Ltd. | 1,977 | 153,890 | |||||||||
| Atos SE | 1,329 | 69,337 | |||||||||
| Capgemini SE | 931 | 217,075 | |||||||||
Capita plc(2) | 51,511 | 33,434 | |||||||||
Cloudflare, Inc., Class A(2) | 773 | 150,519 | |||||||||
DigitalOcean Holdings, Inc.(2) | 696 | 67,923 | |||||||||
| Edenred | 1,800 | 97,400 | |||||||||
Endava plc, ADR(2) | 226 | 35,812 | |||||||||
ENECHANGE Ltd.(2) | 200 | 9,346 | |||||||||
EPAM Systems, Inc.(2) | 301 | 202,645 | |||||||||
Euronet Worldwide, Inc.(2) | 1,015 | 113,873 | |||||||||
Hennge KK(2) | 300 | 14,836 | |||||||||
I3 Verticals, Inc., Class A(2) | 989 | 22,144 | |||||||||
Indra Sistemas SA(2) | 6,431 | 77,779 | |||||||||
| Mastercard, Inc., Class A | 776 | 260,363 | |||||||||
| MAXIMUS, Inc. | 944 | 79,834 | |||||||||
NEXTDC Ltd.(2) | 3,063 | 27,343 | |||||||||
Nuvei Corp.(2) | 198 | 23,843 | |||||||||
Okta, Inc.(2) | 747 | 184,643 | |||||||||
PayPal Holdings, Inc.(2) | 1,222 | 284,225 | |||||||||
Perficient, Inc.(2) | 489 | 60,440 | |||||||||
Remitly Global, Inc.(2) | 287 | 8,788 | |||||||||
Repay Holdings Corp.(2) | 689 | 14,476 | |||||||||
Square, Inc., Class A(2) | 503 | 128,013 | |||||||||
TDCX, Inc., ADR(2) | 520 | 14,914 | |||||||||
Thoughtworks Holding, Inc.(2) | 848 | 24,499 | |||||||||
Twilio, Inc., Class A(2) | 195 | 56,815 | |||||||||
| Visa, Inc., Class A | 1,295 | 274,242 | |||||||||
| 3,229,635 | |||||||||||
| Leisure Products — 0.1% | |||||||||||
Accell Group NV(2) | 255 | 10,513 | |||||||||
| BRP, Inc. | 216 | 18,993 | |||||||||
| Brunswick Corp. | 651 | 60,602 | |||||||||
Callaway Golf Co.(2) | 2,288 | 61,890 | |||||||||
Hayward Holdings, Inc.(2) | 2,971 | 68,897 | |||||||||
Peloton Interactive, Inc., Class A(2) | 923 | 84,399 | |||||||||
| Polaris, Inc. | 1,643 | 188,863 | |||||||||
Solo Brands, Inc., Class A(2) | 778 | 14,284 | |||||||||
| 508,441 | |||||||||||
| Life Sciences Tools and Services — 0.4% | |||||||||||
10X Genomics, Inc., Class A(2) | 547 | 88,215 | |||||||||
| Agilent Technologies, Inc. | 2,464 | 388,055 | |||||||||
| Bio-Techne Corp. | 334 | 174,899 | |||||||||
ICON plc(2) | 450 | 129,046 | |||||||||
| Lonza Group AG | 203 | 166,825 | |||||||||
Mettler-Toledo International, Inc.(2) | 155 | 229,536 | |||||||||
NeoGenomics, Inc.(2) | 1,221 | 56,166 | |||||||||
Repligen Corp.(2) | 427 | 124,044 | |||||||||
| Thermo Fisher Scientific, Inc. | 397 | 251,329 | |||||||||
Wuxi Biologics Cayman, Inc.(2) | 8,000 | 121,176 | |||||||||
| 1,729,291 | |||||||||||
| Machinery — 0.4% | |||||||||||
| AGCO Corp. | 420 | 51,328 | |||||||||
| ANDRITZ AG | 551 | 31,296 | |||||||||
| Astec Industries, Inc. | 711 | 37,953 | |||||||||
| Cargotec Oyj, B Shares | 158 | 8,182 | |||||||||
| Crane Co. | 249 | 25,717 | |||||||||
| Cummins, Inc. | 1,232 | 295,483 | |||||||||
| Graco, Inc. | 1,451 | 109,086 | |||||||||
| IHI Corp. | 1,100 | 25,694 | |||||||||
| IMI plc | 2,159 | 48,214 | |||||||||
| John Bean Technologies Corp. | 462 | 68,261 | |||||||||
Kornit Digital Ltd.(2) | 201 | 33,623 | |||||||||
| Metso Outotec Oyj | 524 | 5,264 | |||||||||
| Oshkosh Corp. | 2,039 | 218,173 | |||||||||
| PACCAR, Inc. | 2,621 | 234,894 | |||||||||
| Parker-Hannifin Corp. | 1,414 | 419,378 | |||||||||
| Techtronic Industries Co. Ltd. | 5,500 | 112,999 | |||||||||
| Timken Co. (The) | 424 | 30,083 | |||||||||
| Xylem, Inc. | 935 | 122,102 | |||||||||
| 1,877,730 | |||||||||||
| Media — 0.2% | |||||||||||
Atresmedia Corp. de Medios de Comunicacion SA(2) | 4,384 | 17,870 | |||||||||
| Comcast Corp., Class A | 2,312 | 118,906 | |||||||||
Criteo SA, ADR(2) | 232 | 7,665 | |||||||||
| Fox Corp., Class B | 9,561 | 353,375 | |||||||||
| Future plc | 762 | 36,761 | |||||||||
Nordic Entertainment Group AB, B Shares(2) | 442 | 25,631 | |||||||||
| Publicis Groupe SA | 3,083 | 206,973 | |||||||||
Storytel AB(2)(3) | 236 | 4,653 | |||||||||
| WPP plc | 18,649 | 269,567 | |||||||||
| 1,041,401 | |||||||||||
| Metals and Mining — 0.1% | |||||||||||
| APERAM SA | 310 | 18,484 | |||||||||
| Mineral Resources Ltd. | 444 | 13,053 | |||||||||
| MMC Norilsk Nickel PJSC | 689 | 215,083 | |||||||||
| OZ Minerals Ltd. | 1,476 | 28,076 | |||||||||
| Teck Resources Ltd., Class B | 5,978 | 166,786 | |||||||||
| 441,482 | |||||||||||
| Multi-Utilities — 0.1% | |||||||||||
| NorthWestern Corp. | 6,173 | 350,997 | |||||||||
| Multiline Retail — 0.1% | |||||||||||
Dollar Tree, Inc.(2) | 3,490 | 376,082 | |||||||||
| Magazine Luiza SA | 20,534 | 39,367 | |||||||||
Marks & Spencer Group plc(2) | 9,223 | 23,184 | |||||||||
| Target Corp. | 469 | 121,762 | |||||||||
| 560,395 | |||||||||||
| Oil, Gas and Consumable Fuels — 0.4% | |||||||||||
| ConocoPhillips | 9,967 | 742,442 | |||||||||
| Devon Energy Corp. | 7,403 | 296,712 | |||||||||
| Matador Resources Co. | 2,091 | 87,508 | |||||||||
| Neste Oyj | 2,007 | 111,733 | |||||||||
| Pioneer Natural Resources Co. | 1,229 | 229,799 | |||||||||
| Surgutneftegas PJSC, Preference Shares | 282,831 | 154,066 | |||||||||
| TotalEnergies SE | 1,414 | 70,806 | |||||||||
Whitecap Resources, Inc.(3) | 16,508 | 99,107 | |||||||||
| 1,792,173 | |||||||||||
| Paper and Forest Products — 0.1% | |||||||||||
| Mondi plc | 14,219 | 355,102 | |||||||||
Personal Products† | |||||||||||
| Estee Lauder Cos., Inc. (The), Class A | 321 | 104,110 | |||||||||
| Pharmaceuticals — 0.6% | |||||||||||
ALK-Abello A/S(2) | 56 | 24,270 | |||||||||
Arvinas, Inc.(2) | 352 | 30,476 | |||||||||
| AstraZeneca plc | 629 | 78,689 | |||||||||
| AstraZeneca plc, ADR | 4,907 | 306,099 | |||||||||
| Bristol-Myers Squibb Co. | 3,545 | 207,028 | |||||||||
| Dermapharm Holding SE | 254 | 25,548 | |||||||||
Edgewise Therapeutics, Inc.(2)(3) | 853 | 14,074 | |||||||||
| GlaxoSmithKline plc | 19,144 | 397,445 | |||||||||
Harmony Biosciences Holdings, Inc.(2)(3) | 540 | 22,394 | |||||||||
| Laboratorios Farmaceuticos Rovi SA | 378 | 26,521 | |||||||||
| Merck & Co., Inc. | 2,239 | 197,144 | |||||||||
| Novartis AG | 1,546 | 127,874 | |||||||||
| Novo Nordisk A/S, B Shares | 2,736 | 300,016 | |||||||||
Reata Pharmaceuticals, Inc., Class A(2) | 185 | 17,762 | |||||||||
| Sanofi | 1,159 | 116,415 | |||||||||
| Sanofi, ADR | 4,108 | 207,166 | |||||||||
| Takeda Pharmaceutical Co. Ltd. | 5,800 | 162,782 | |||||||||
Ventyx Biosciences, Inc.(2) | 1,066 | 21,661 | |||||||||
| Zoetis, Inc. | 1,015 | 219,443 | |||||||||
| 2,502,807 | |||||||||||
| Professional Services — 0.3% | |||||||||||
ASGN, Inc.(2) | 406 | 48,582 | |||||||||
| Bureau Veritas SA | 3,905 | 124,121 | |||||||||
CoStar Group, Inc.(2) | 1,305 | 112,295 | |||||||||
| DKSH Holding AG | 294 | 23,565 | |||||||||
| en Japan, Inc. | 500 | 19,856 | |||||||||
First Advantage Corp.(2) | 3,317 | 62,028 | |||||||||
| Hays plc | 11,138 | 25,241 | |||||||||
HireRight Holdings Corp.(2) | 2,334 | 40,261 | |||||||||
| IHS Markit Ltd. | 366 | 47,844 | |||||||||
| IR Japan Holdings Ltd. | 100 | 9,222 | |||||||||
| Jacobs Engineering Group, Inc. | 1,344 | 188,724 | |||||||||
| Outsourcing, Inc. | 1,500 | 28,775 | |||||||||
| Recruit Holdings Co. Ltd. | 3,400 | 226,165 | |||||||||
Sterling Check Corp.(2) | 1,275 | 27,349 | |||||||||
| Teleperformance | 317 | 132,415 | |||||||||
| TransUnion | 683 | 78,743 | |||||||||
| Verisk Analytics, Inc. | 625 | 131,419 | |||||||||
Visional, Inc.(2) | 400 | 31,095 | |||||||||
| 1,357,700 | |||||||||||
| Real Estate Management and Development — 0.2% | |||||||||||
| Altus Group Ltd. | 709 | 37,186 | |||||||||
Capitaland Investment Ltd.(2) | 16,500 | 42,091 | |||||||||
CBRE Group, Inc., Class A(2) | 694 | 72,232 | |||||||||
| Colliers International Group, Inc. | 190 | 27,620 | |||||||||
| Colliers International Group, Inc. (Toronto) | 173 | 25,097 | |||||||||
CTP NV(3) | 3,152 | 66,936 | |||||||||
Fastighets AB Balder, B Shares(2) | 337 | 24,435 | |||||||||
| FirstService Corp. | 70 | 13,962 | |||||||||
| Grainger plc | 12,068 | 50,756 | |||||||||
| Hulic Co. Ltd. | 4,200 | 40,385 | |||||||||
| Newmark Group, Inc., Class A | 3,067 | 45,637 | |||||||||
| Relo Group, Inc. | 700 | 14,560 | |||||||||
| Samhallsbyggnadsbolaget i Norden AB | 6,090 | 40,826 | |||||||||
| Savills plc | 1,353 | 26,315 | |||||||||
| Tokyu Fudosan Holdings Corp. | 17,100 | 99,084 | |||||||||
| Tricon Residential, Inc. | 1,379 | 20,078 | |||||||||
Tricon Residential, Inc. (Toronto)(3) | 11,371 | 165,475 | |||||||||
| VGP NV | 163 | 42,157 | |||||||||
| 854,832 | |||||||||||
| Road and Rail — 0.1% | |||||||||||
| Canadian Pacific Railway Ltd. | 1,385 | 107,199 | |||||||||
| Heartland Express, Inc. | 9,757 | 159,332 | |||||||||
| Norfolk Southern Corp. | 491 | 143,887 | |||||||||
| TFI International, Inc. | 252 | 27,943 | |||||||||
| Union Pacific Corp. | 459 | 110,802 | |||||||||
| 549,163 | |||||||||||
| Semiconductors and Semiconductor Equipment — 0.6% | |||||||||||
Advanced Micro Devices, Inc.(2) | 1,116 | 134,177 | |||||||||
| AIXTRON SE | 486 | 11,542 | |||||||||
| Applied Materials, Inc. | 1,476 | 201,695 | |||||||||
| ASM International NV | 30 | 13,578 | |||||||||
| ASML Holding NV | 290 | 235,741 | |||||||||
| BE Semiconductor Industries NV | 274 | 25,034 | |||||||||
Enphase Energy, Inc.(2) | 796 | 184,378 | |||||||||
Ichor Holdings Ltd.(2) | 1,483 | 64,837 | |||||||||
| Infineon Technologies AG | 3,094 | 144,896 | |||||||||
MACOM Technology Solutions Holdings, Inc.(2) | 1,171 | 81,759 | |||||||||
| Marvell Technology, Inc. | 3,303 | 226,256 | |||||||||
| Monolithic Power Systems, Inc. | 133 | 69,886 | |||||||||
Nova Ltd.(2) | 245 | 26,612 | |||||||||
| NVIDIA Corp. | 2,075 | 530,515 | |||||||||
Onto Innovation, Inc.(2) | 783 | 62,021 | |||||||||
| Power Integrations, Inc. | 566 | 58,417 | |||||||||
Semtech Corp.(2) | 1,100 | 93,533 | |||||||||
| Skyworks Solutions, Inc. | 778 | 130,027 | |||||||||
SOITEC(2) | 59 | 15,709 | |||||||||
| Taiwan Semiconductor Manufacturing Co. Ltd. | 10,000 | 212,203 | |||||||||
| Texas Instruments, Inc. | 1,255 | 235,287 | |||||||||
| 2,758,103 | |||||||||||
| Software — 1.4% | |||||||||||
Adobe, Inc.(2) | 360 | 234,130 | |||||||||
Atlassian Corp. plc, Class A(2) | 523 | 239,602 | |||||||||
Autodesk, Inc.(2) | 425 | 134,984 | |||||||||
Cadence Design Systems, Inc.(2) | 2,389 | 413,560 | |||||||||
| CDK Global, Inc. | 3,880 | 168,858 | |||||||||
Coupa Software, Inc.(2) | 319 | 72,636 | |||||||||
Darktrace plc(2) | 623 | 6,850 | |||||||||
| Dassault Systemes SE | 2,235 | 130,518 | |||||||||
Datadog, Inc., Class A(2) | 817 | 136,480 | |||||||||
Descartes Systems Group, Inc. (The)(2) | 297 | 24,255 | |||||||||
DocuSign, Inc.(2) | 930 | 258,810 | |||||||||
Enfusion, Inc., Class A(2) | 1,123 | 23,167 | |||||||||
Everbridge, Inc.(2) | 310 | 49,386 | |||||||||
HubSpot, Inc.(2) | 385 | 311,939 | |||||||||
Kinaxis, Inc.(2)(3) | 154 | 23,901 | |||||||||
Lightspeed Commerce, Inc.(2) | 274 | 26,707 | |||||||||
| m-up Holdings, Inc. | 400 | 13,676 | |||||||||
Manhattan Associates, Inc.(2) | 2,249 | 408,283 | |||||||||
| Microsoft Corp. | 5,833 | 1,934,339 | |||||||||
Model N, Inc.(2) | 1,374 | 44,531 | |||||||||
nCino, Inc.(2) | 759 | 55,149 | |||||||||
| Open Text Corp. | 4,975 | 250,491 | |||||||||
Palantir Technologies, Inc., Class A(2) | 7,493 | 193,919 | |||||||||
Palo Alto Networks, Inc.(2) | 852 | 433,745 | |||||||||
Paycor HCM, Inc.(2) | 1,692 | 54,888 | |||||||||
Paylocity Holding Corp.(2) | 293 | 89,406 | |||||||||
SailPoint Technologies Holdings, Inc.(2) | 1,016 | 48,748 | |||||||||
salesforce.com, Inc.(2) | 538 | 161,233 | |||||||||
ServiceNow, Inc.(2) | 81 | 56,519 | |||||||||
Sprout Social, Inc., Class A(2) | 735 | 93,845 | |||||||||
SPS Commerce, Inc.(2) | 347 | 52,997 | |||||||||
Tenable Holdings, Inc.(2) | 1,707 | 90,898 | |||||||||
Workday, Inc., Class A(2) | 239 | 69,305 | |||||||||
| 6,307,755 | |||||||||||
| Specialty Retail — 0.5% | |||||||||||
| Advance Auto Parts, Inc. | 2,170 | 489,378 | |||||||||
Arko Corp.(2) | 3,156 | 30,266 | |||||||||
Burlington Stores, Inc.(2) | 740 | 204,455 | |||||||||
Carvana Co.(2) | 413 | 125,213 | |||||||||
City Chic Collective Ltd.(2) | 5,605 | 26,229 | |||||||||
Five Below, Inc.(2) | 399 | 78,723 | |||||||||
Floor & Decor Holdings, Inc., Class A(2) | 1,175 | 159,706 | |||||||||
| Home Depot, Inc. (The) | 1,175 | 436,795 | |||||||||
Leslie's, Inc.(2) | 3,225 | 66,693 | |||||||||
Musti Group Oyj(2) | 668 | 26,277 | |||||||||
National Vision Holdings, Inc.(2) | 1,121 | 69,098 | |||||||||
| Nextage Co. Ltd. | 1,700 | 31,156 | |||||||||
| Pets at Home Group plc | 4,561 | 30,098 | |||||||||
| TJX Cos., Inc. (The) | 2,176 | 142,506 | |||||||||
| Tractor Supply Co. | 347 | 75,358 | |||||||||
Watches of Switzerland Group plc(2) | 2,310 | 35,869 | |||||||||
WH Smith plc(2) | 59 | 1,263 | |||||||||
| 2,029,083 | |||||||||||
| Technology Hardware, Storage and Peripherals — 0.3% | |||||||||||
| Apple, Inc. | 5,938 | 889,512 | |||||||||
| HP, Inc. | 11,366 | 344,731 | |||||||||
| 1,234,243 | |||||||||||
| Textiles, Apparel and Luxury Goods — 0.3% | |||||||||||
| Asics Corp. | 600 | 14,953 | |||||||||
Capri Holdings Ltd.(2) | 521 | 27,738 | |||||||||
Crocs, Inc.(2) | 589 | 95,094 | |||||||||
Deckers Outdoor Corp.(2) | 202 | 79,853 | |||||||||
| Li Ning Co. Ltd. | 10,500 | 115,868 | |||||||||
lululemon athletica, Inc.(2) | 543 | 253,044 | |||||||||
| LVMH Moet Hennessy Louis Vuitton SE | 167 | 130,948 | |||||||||
| NIKE, Inc., Class B | 1,783 | 298,278 | |||||||||
| Pandora A/S | 157 | 21,970 | |||||||||
| Puma SE | 1,111 | 137,819 | |||||||||
| 1,175,565 | |||||||||||
Thrifts and Mortgage Finance† | |||||||||||
| Capitol Federal Financial, Inc. | 9,015 | 109,352 | |||||||||
| Trading Companies and Distributors — 0.2% | |||||||||||
| AddTech AB, B Shares | 1,015 | 22,708 | |||||||||
| Ashtead Group plc | 1,923 | 161,167 | |||||||||
Beacon Roofing Supply, Inc.(2) | 1,904 | 100,665 | |||||||||
| Diploma plc | 733 | 30,124 | |||||||||
| Electrocomponents plc | 2,059 | 31,679 | |||||||||
| Finning International, Inc. | 2,525 | 74,754 | |||||||||
| Grafton Group plc | 1,755 | 32,235 | |||||||||
| H&E Equipment Services, Inc. | 999 | 45,035 | |||||||||
| Howden Joinery Group plc | 1,998 | 25,151 | |||||||||
| MSC Industrial Direct Co., Inc., Class A | 4,435 | 372,850 | |||||||||
NOW, Inc.(2) | 3,503 | 25,292 | |||||||||
| W.W. Grainger, Inc. | 339 | 156,994 | |||||||||
| Yamazen Corp. | 2,300 | 21,310 | |||||||||
| 1,099,964 | |||||||||||
TOTAL COMMON STOCKS (Cost $58,992,080) | 89,275,848 | ||||||||||
U.S. TREASURY SECURITIES — 13.3% | |||||||||||
U.S. Treasury Bills, 0.10%, 11/4/21(4) | 450,000 | 449,999 | |||||||||
U.S. Treasury Bills, 0.07%, 12/7/21(4) | 500,000 | 499,974 | |||||||||
U.S. Treasury Bills, 0.08%, 12/9/21(4) | 300,000 | 299,981 | |||||||||
U.S. Treasury Bills, 0.08%, 12/14/21(4) | 460,000 | 459,968 | |||||||||
U.S. Treasury Bills, 0.08%, 12/16/21(4) | 1,010,000 | 1,009,908 | |||||||||
| U.S. Treasury Bonds, 4.50%, 5/15/38 | 1,000,000 | 1,396,328 | |||||||||
| U.S. Treasury Bonds, 2.25%, 5/15/41 | 1,250,000 | 1,305,078 | |||||||||
| U.S. Treasury Bonds, 3.00%, 5/15/42 | 430,000 | 505,368 | |||||||||
U.S. Treasury Bonds, 2.50%, 2/15/45(5) | 1,700,000 | 1,863,691 | |||||||||
| U.S. Treasury Bonds, 3.00%, 5/15/45 | 600,000 | 716,766 | |||||||||
| U.S. Treasury Bonds, 3.00%, 11/15/45 | 850,000 | 1,019,037 | |||||||||
| U.S. Treasury Bonds, 1.875%, 2/15/51 | 1,000,000 | 984,063 | |||||||||
U.S. Treasury Cash Management Bills, 0.06%, 11/1/21(4) | 1,330,000 | 1,330,000 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 2.375%, 1/15/25 | 2,249,531 | 2,589,093 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 2.375%, 1/15/27 | 406,965 | 496,359 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/42 | 605,340 | 753,257 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 0.625%, 2/15/43 | 594,940 | 724,522 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 0.75%, 2/15/45 | 580,865 | 730,776 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 0.875%, 2/15/47 | 566,645 | 746,004 | |||||||||
| U.S. Treasury Inflation Indexed Bonds, 0.125%, 2/15/51 | 735,532 | 837,427 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.125%, 1/15/23 | 3,318,532 | 3,446,315 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.375%, 7/15/23 | 3,644,143 | 3,857,051 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.125%, 7/15/24 | 10,081,050 | 10,810,944 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.125%, 10/15/24 | 2,292,481 | 2,463,898 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.125%, 4/15/25 | 4,289,355 | 4,623,725 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.375%, 1/15/27 | 226,502 | 251,312 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.50%, 1/15/28 | 3,881,710 | 4,367,494 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.875%, 1/15/29 | 2,708,550 | 3,146,361 | |||||||||
| U.S. Treasury Inflation Indexed Notes, 0.125%, 1/15/30 | 6,379,740 | 7,068,959 | |||||||||
| U.S. Treasury Notes, 0.375%, 3/31/22 | 200,000 | 200,231 | |||||||||
U.S. Treasury Notes, 2.25%, 8/15/27(5) | 300,000 | 315,633 | |||||||||
| U.S. Treasury Notes, 0.625%, 5/15/30 | 1,250,000 | 1,161,719 | |||||||||
TOTAL U.S. TREASURY SECURITIES (Cost $56,317,716) | 60,431,241 | ||||||||||
SOVEREIGN GOVERNMENTS AND AGENCIES — 8.4% | |||||||||||
| Australia — 0.3% | |||||||||||
| Australia Government Bond, 2.75%, 4/21/24 | AUD | 1,012,000 | 798,928 | ||||||||
| Australia Government Bond, 3.00%, 3/21/47 | AUD | 505,000 | 395,421 | ||||||||
| New South Wales Treasury Corp., 3.00%, 3/20/28 | AUD | 285,000 | 228,554 | ||||||||
| 1,422,903 | |||||||||||
| Austria — 0.1% | |||||||||||
Republic of Austria Government Bond, 3.40%, 11/22/22(6) | EUR | 126,000 | 151,804 | ||||||||
Republic of Austria Government Bond, 0.75%, 10/20/26(6) | EUR | 140,000 | 170,509 | ||||||||
Republic of Austria Government Bond, 4.15%, 3/15/37(6) | EUR | 101,000 | 184,493 | ||||||||
| 506,806 | |||||||||||
Belgium† | |||||||||||
Kingdom of Belgium Government Bond, 4.25%, 3/28/41(6) | EUR | 47,000 | 90,716 | ||||||||
| Canada — 1.3% | |||||||||||
| Canadian Government Bond, 0.25%, 4/1/24 | CAD | 4,000,000 | 3,163,542 | ||||||||
| Canadian Government Bond, 0.25%, 3/1/26 | CAD | 1,150,000 | 882,887 | ||||||||
| Province of British Columbia Canada, 3.25%, 12/18/21 | CAD | 302,000 | 244,917 | ||||||||
| Province of British Columbia Canada, 2.85%, 6/18/25 | CAD | 684,000 | 579,147 | ||||||||
| Province of Quebec Canada, 3.00%, 9/1/23 | CAD | 460,000 | 384,448 | ||||||||
| Province of Quebec Canada, 5.75%, 12/1/36 | CAD | 325,000 | 368,199 | ||||||||
| Province of Quebec Canada, 5.00%, 12/1/41 | CAD | 33,000 | 36,369 | ||||||||
| Province of Quebec Canada, 3.50%, 12/1/48 | CAD | 102,000 | 95,035 | ||||||||
| 5,754,544 | |||||||||||
| China — 1.9% | |||||||||||
| China Government Bond, 2.64%, 8/13/22 | CNY | 18,500,000 | 2,897,410 | ||||||||
| China Government Bond, 2.88%, 11/5/23 | CNY | 25,000,000 | 3,930,117 | ||||||||
| China Government Bond, 3.25%, 6/6/26 | CNY | 550,000 | 87,634 | ||||||||
| China Government Bond, 3.29%, 5/23/29 | CNY | 400,000 | 63,912 | ||||||||
| China Government Bond, 3.39%, 3/16/50 | CNY | 10,340,000 | 1,572,587 | ||||||||
| 8,551,660 | |||||||||||
Colombia† | |||||||||||
| Colombia Government International Bond, 7.375%, 9/18/37 | $ | 100,000 | 124,206 | ||||||||
Czech Republic† | |||||||||||
| Czech Republic Government Bond, 4.70%, 9/12/22 | CZK | 2,100,000 | 96,380 | ||||||||
| Denmark — 0.3% | |||||||||||
| Denmark Government Bond, 0.50%, 11/15/27 | DKK | 517,000 | 83,442 | ||||||||
Denmark Government Bond, 0.00%, 11/15/31(6)(7) | DKK | 6,500,000 | 996,734 | ||||||||
| Denmark Government Bond, 4.50%, 11/15/39 | DKK | 260,000 | 71,432 | ||||||||
| 1,151,608 | |||||||||||
| Finland — 0.5% | |||||||||||
Finland Government Bond, 4.00%, 7/4/25(6) | EUR | 173,000 | 233,120 | ||||||||
Finland Government Bond, 0.125%, 4/15/36(6) | EUR | 1,750,000 | 1,970,982 | ||||||||
| 2,204,102 | |||||||||||
| France — 0.6% | |||||||||||
| French Republic Government Bond OAT, 2.50%, 5/25/30 | EUR | 1,170,000 | 1,631,268 | ||||||||
French Republic Government Bond OAT, 0.00%, 11/25/31(7) | EUR | 850,000 | 957,452 | ||||||||
| 2,588,720 | |||||||||||
| Indonesia — 0.1% | |||||||||||
| Indonesia Treasury Bond, 8.375%, 9/15/26 | IDR | 3,000,000,000 | 239,979 | ||||||||
| Ireland — 0.1% | |||||||||||
| Ireland Government Bond, 3.40%, 3/18/24 | EUR | 196,000 | 247,852 | ||||||||
| Italy — 0.3% | |||||||||||
| Italy Buoni Poliennali Del Tesoro, 1.50%, 6/1/25 | EUR | 263,000 | 318,360 | ||||||||
| Italy Buoni Poliennali Del Tesoro, 2.00%, 12/1/25 | EUR | 971,000 | 1,200,920 | ||||||||
| 1,519,280 | |||||||||||
| Japan — 2.0% | |||||||||||
| Japan Government Ten Year Bond, 0.80%, 6/20/23 | JPY | 31,500,000 | 280,451 | ||||||||
| Japan Government Thirty Year Bond, 2.40%, 3/20/37 | JPY | 161,750,000 | 1,862,692 | ||||||||
| Japan Government Thirty Year Bond, 2.00%, 9/20/41 | JPY | 154,250,000 | 1,745,394 | ||||||||
| Japan Government Thirty Year Bond, 1.40%, 12/20/45 | JPY | 11,400,000 | 119,079 | ||||||||
| Japan Government Twenty Year Bond, 2.10%, 12/20/26 | JPY | 313,550,000 | 3,059,910 | ||||||||
| Japanese Government CPI Linked Bond, 0.10%, 3/10/29 | JPY | 227,753,872 | 2,069,418 | ||||||||
| 9,136,944 | |||||||||||
Malaysia† | |||||||||||
| Malaysia Government Bond, 3.96%, 9/15/25 | MYR | 785,000 | 196,159 | ||||||||
| Mexico — 0.2% | |||||||||||
| Mexican Bonos, 6.50%, 6/9/22 | MXN | 7,800,000 | 379,569 | ||||||||
| Mexico Government International Bond, 4.15%, 3/28/27 | $ | 400,000 | 447,138 | ||||||||
| 826,707 | |||||||||||
| Netherlands — 0.2% | |||||||||||
Netherlands Government Bond, 0.00%, 1/15/22(6)(7) | EUR | 95,000 | 109,946 | ||||||||
Netherlands Government Bond, 0.50%, 7/15/26(6) | EUR | 401,000 | 482,467 | ||||||||
Netherlands Government Bond, 2.75%, 1/15/47(6) | EUR | 63,000 | 119,288 | ||||||||
| 711,701 | |||||||||||
Norway† | |||||||||||
Norway Government Bond, 2.00%, 5/24/23(6) | NOK | 360,000 | 43,205 | ||||||||
Norway Government Bond, 1.75%, 2/17/27(6) | NOK | 1,510,000 | 180,116 | ||||||||
| 223,321 | |||||||||||
Poland† | |||||||||||
| Republic of Poland Government Bond, 4.00%, 10/25/23 | PLN | 650,000 | 169,403 | ||||||||
Russia† | |||||||||||
| Russian Federal Bond - OFZ, 7.05%, 1/19/28 | RUB | 4,500,000 | 60,175 | ||||||||
Singapore† | |||||||||||
| Singapore Government Bond, 3.125%, 9/1/22 | SGD | 288,000 | 218,150 | ||||||||
| Spain — 0.1% | |||||||||||
Spain Government Bond, 4.40%, 10/31/23(6) | EUR | 5,000 | 6,347 | ||||||||
Spain Government Bond, 1.60%, 4/30/25(6) | EUR | 164,000 | 201,934 | ||||||||
Spain Government Bond, 5.15%, 10/31/28(6) | EUR | 16,000 | 24,851 | ||||||||
Spain Government Bond, 5.15%, 10/31/44(6) | EUR | 30,000 | 63,469 | ||||||||
| 296,601 | |||||||||||
| Switzerland — 0.1% | |||||||||||
| Swiss Confederation Government Bond, 1.25%, 5/28/26 | CHF | 253,000 | 295,908 | ||||||||
| Swiss Confederation Government Bond, 2.50%, 3/8/36 | CHF | 89,000 | 131,902 | ||||||||
| 427,810 | |||||||||||
| Thailand — 0.1% | |||||||||||
| Thailand Government Bond, 3.625%, 6/16/23 | THB | 3,450,000 | 108,985 | ||||||||
| Thailand Government Bond, 3.85%, 12/12/25 | THB | 9,350,000 | 312,817 | ||||||||
| 421,802 | |||||||||||
| United Kingdom — 0.2% | |||||||||||
| United Kingdom Gilt, 0.125%, 1/30/26 | GBP | 600,000 | 800,009 | ||||||||
TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES (Cost $36,837,560) | 37,987,538 | ||||||||||
CORPORATE BONDS — 6.3% | |||||||||||
Aerospace and Defense† | |||||||||||
| Boeing Co. (The), 5.81%, 5/1/50 | $ | 100,000 | 137,280 | ||||||||
| Howmet Aerospace, Inc., 5.125%, 10/1/24 | 50,000 | 54,875 | |||||||||
| 192,155 | |||||||||||
| Airlines — 0.1% | |||||||||||
American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26(6) | 432,000 | 453,708 | |||||||||
| United Airlines Holdings, Inc., 5.00%, 2/1/24 | 45,000 | 46,800 | |||||||||
| 500,508 | |||||||||||
| Automobiles — 0.1% | |||||||||||
| BMW Finance NV, MTN, 1.00%, 2/15/22 | EUR | 40,000 | 46,442 | ||||||||
| BMW Finance NV, MTN, 0.875%, 4/3/25 | EUR | 50,000 | 59,533 | ||||||||
| General Motors Co., 5.15%, 4/1/38 | $ | 290,000 | 350,650 | ||||||||
| 456,625 | |||||||||||
| Banks — 1.1% | |||||||||||
| Akbank T.A.S., 5.00%, 10/24/22 | 50,000 | 51,093 | |||||||||
Avi Funding Co. Ltd., 3.80%, 9/16/25(6) | 102,000 | 110,051 | |||||||||
| Banco Santander SA, MTN, 2.50%, 3/18/25 | EUR | 200,000 | 246,958 | ||||||||
| Bank of America Corp., MTN, 2.30%, 7/25/25 | GBP | 100,000 | 141,521 | ||||||||
| Bank of America Corp., MTN, VRN, 2.68%, 6/19/41 | $ | 310,000 | 299,057 | ||||||||
| Barclays plc, MTN, VRN, 2.00%, 2/7/28 | EUR | 200,000 | 235,777 | ||||||||
| CaixaBank SA, MTN, VRN, 2.75%, 7/14/28 | EUR | 100,000 | 120,025 | ||||||||
| CaixaBank SA, MTN, VRN, 2.25%, 4/17/30 | EUR | 100,000 | 120,720 | ||||||||
| Citigroup, Inc., VRN, 3.52%, 10/27/28 | $ | 315,000 | 338,559 | ||||||||
| Co-Operative Bank plc (The), 4.75%, 11/11/21 (Secured) | GBP | 200,000 | 273,993 | ||||||||
| Commerzbank AG, MTN, 4.00%, 3/23/26 | EUR | 220,000 | 281,349 | ||||||||
| Credit Agricole SA, MTN, 7.375%, 12/18/23 | GBP | 100,000 | 153,563 | ||||||||
| European Financial Stability Facility, MTN, 2.125%, 2/19/24 | EUR | 351,000 | 428,973 | ||||||||
| European Financial Stability Facility, MTN, 0.40%, 5/31/26 | EUR | 400,000 | 474,067 | ||||||||
| European Financial Stability Facility, MTN, 2.35%, 7/29/44 | EUR | 62,000 | 101,423 | ||||||||
| HSBC Bank plc, MTN, VRN, 5.375%, 11/4/30 | GBP | 90,000 | 139,516 | ||||||||
| ING Groep NV, MTN, 2.125%, 1/10/26 | EUR | 300,000 | 373,982 | ||||||||
Intercorp Financial Services, Inc., 4.125%, 10/19/27(6) | $ | 125,000 | 125,418 | ||||||||
| Kreditanstalt fuer Wiederaufbau, 4.625%, 1/4/23 | EUR | 250,000 | 306,686 | ||||||||
| Lloyds Bank plc, MTN, 7.625%, 4/22/25 | GBP | 80,000 | 131,747 | ||||||||
| Wells Fargo & Co., VRN, 3.07%, 4/30/41 | $ | 430,000 | 442,062 | ||||||||
| 4,896,540 | |||||||||||
| Beverages — 0.1% | |||||||||||
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 2/1/46 | 180,000 | 229,897 | |||||||||
| Biotechnology — 0.1% | |||||||||||
| AbbVie, Inc., 4.40%, 11/6/42 | 385,000 | 462,938 | |||||||||
| Gilead Sciences, Inc., 3.65%, 3/1/26 | 230,000 | 249,489 | |||||||||
| 712,427 | |||||||||||
| Capital Markets — 0.1% | |||||||||||
| Criteria Caixa SA, MTN, 1.50%, 5/10/23 | EUR | 100,000 | 118,399 | ||||||||
| Goldman Sachs Group, Inc. (The), MTN, VRN, 2.38%, 7/21/32 | $ | 23,000 | 22,625 | ||||||||
LPL Holdings, Inc., 4.375%, 5/15/31(6) | 533,000 | 546,338 | |||||||||
| 687,362 | |||||||||||
| Chemicals — 0.1% | |||||||||||
| Dow Chemical Co. (The), 3.60%, 11/15/50 | 220,000 | 239,947 | |||||||||
Equate Petrochemical BV, 4.25%, 11/3/26(6) | 34,000 | 37,171 | |||||||||
| Westlake Chemical Corp., 2.875%, 8/15/41 | 75,000 | 72,603 | |||||||||
| 349,721 | |||||||||||
| Commercial Services and Supplies — 0.1% | |||||||||||
| Waste Connections, Inc., 2.95%, 1/15/52 | 112,000 | 111,645 | |||||||||
| Waste Management, Inc., 2.50%, 11/15/50 | 160,000 | 152,072 | |||||||||
| 263,717 | |||||||||||
Containers and Packaging† | |||||||||||
Mauser Packaging Solutions Holding Co., 5.50%, 4/15/24(6) | 10,000 | 10,034 | |||||||||
Sealed Air Corp., 5.125%, 12/1/24(6) | 25,000 | 26,969 | |||||||||
| 37,003 | |||||||||||
Diversified Consumer Services† | |||||||||||
| Duke University, 3.30%, 10/1/46 | 60,000 | 66,528 | |||||||||
| Diversified Financial Services — 1.0% | |||||||||||
| Fiore Capital LLC, VRDN, 0.11%, 11/5/21 (LOC: Wells Fargo Bank N.A.) | 1,500,000 | 1,500,000 | |||||||||
Gulf Gate Apartments LLC, VRN, 0.08%, (Acquired 9/29/03 - 11/10/03, Cost $3,000,000), 9/1/28(8) | 3,000,000 | 3,000,000 | |||||||||
MDGH GMTN RSC Ltd., 3.25%, 4/28/22(6) | 41,000 | 41,576 | |||||||||
| 4,541,576 | |||||||||||
| Diversified Telecommunication Services — 0.2% | |||||||||||
| AT&T, Inc., 2.60%, 12/17/29 | EUR | 100,000 | 131,449 | ||||||||
| AT&T, Inc., 3.55%, 9/15/55 | $ | 127,000 | 128,831 | ||||||||
| Deutsche Telekom International Finance BV, MTN, 1.25%, 10/6/23 | GBP | 50,000 | 68,659 | ||||||||
| Deutsche Telekom International Finance BV, MTN, 0.875%, 1/30/24 | EUR | 40,000 | 47,308 | ||||||||
Level 3 Financing, Inc., 4.625%, 9/15/27(6) | $ | 232,000 | 238,090 | ||||||||
Ooredoo International Finance Ltd., 3.75%, 6/22/26(6) | 61,000 | 66,832 | |||||||||
Turk Telekomunikasyon AS, 4.875%, 6/19/24(6) | 80,000 | 81,867 | |||||||||
| Verizon Communications, Inc., 1.75%, 1/20/31 | 180,000 | 170,091 | |||||||||
| Verizon Communications, Inc., 2.99%, 10/30/56 | 255,000 | 242,598 | |||||||||
| 1,175,725 | |||||||||||
| Electric Utilities — 0.3% | |||||||||||
| Duke Energy Carolinas LLC, 3.20%, 8/15/49 | 190,000 | 201,791 | |||||||||
| Duke Energy Florida LLC, 3.85%, 11/15/42 | 80,000 | 91,398 | |||||||||
| Duke Energy Progress LLC, 4.15%, 12/1/44 | 9,000 | 10,726 | |||||||||
| Exelon Corp., 4.45%, 4/15/46 | 90,000 | 111,448 | |||||||||
Greenko Investment Co., 4.875%, 8/16/23(6) | 41,000 | 41,436 | |||||||||
Israel Electric Corp. Ltd., 6.875%, 6/21/23(6) | 41,000 | 44,848 | |||||||||
| MidAmerican Energy Co., 4.40%, 10/15/44 | 40,000 | 49,617 | |||||||||
NextEra Energy Operating Partners LP, 4.50%, 9/15/27(6) | 50,000 | 53,552 | |||||||||
| Northern States Power Co., 3.20%, 4/1/52 | 120,000 | 130,686 | |||||||||
| PacifiCorp, 2.90%, 6/15/52 | 130,000 | 129,502 | |||||||||
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara, MTN, 3.00%, 6/30/30 | 375,000 | 372,767 | |||||||||
| Southern Co. Gas Capital Corp., 3.95%, 10/1/46 | 30,000 | 34,082 | |||||||||
| 1,271,853 | |||||||||||
Electrical Equipment† | |||||||||||
| Rockwell Automation, Inc., 2.80%, 8/15/61 | 81,000 | 80,603 | |||||||||
| Equity Real Estate Investment Trusts (REITs) — 0.2% | |||||||||||
| EPR Properties, 4.95%, 4/15/28 | 506,000 | 554,405 | |||||||||
| EPR Properties, 3.60%, 11/15/31 | 84,000 | 84,298 | |||||||||
| IIP Operating Partnership LP, 5.50%, 5/25/26 | 230,000 | 242,908 | |||||||||
| MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer, Inc., 5.625%, 5/1/24 | 20,000 | 21,722 | |||||||||
| 903,333 | |||||||||||
Food and Staples Retailing† | |||||||||||
| Kroger Co. (The), 3.875%, 10/15/46 | 110,000 | 124,325 | |||||||||
| Tesco plc, MTN, 5.00%, 3/24/23 | GBP | 50,000 | 72,046 | ||||||||
| 196,371 | |||||||||||
Food Products† | |||||||||||
MHP SE, 7.75%, 5/10/24(6) | $ | 51,000 | 55,157 | ||||||||
| Health Care Providers and Services — 0.4% | |||||||||||
CHS / Community Health Systems, Inc., 8.00%, 12/15/27(6) | 14,000 | 15,190 | |||||||||
CHS / Community Health Systems, Inc., 6.875%, 4/1/28(6) | 35,000 | 33,191 | |||||||||
| CVS Health Corp., 4.78%, 3/25/38 | 310,000 | 379,626 | |||||||||
DaVita, Inc., 4.625%, 6/1/30(6) | 370,000 | 372,312 | |||||||||
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 130,000 | 135,351 | |||||||||
Team Health Holdings, Inc., 6.375%, 2/1/25(6) | 10,000 | 8,867 | |||||||||
Tenet Healthcare Corp., 6.125%, 10/1/28(6) | 310,000 | 325,872 | |||||||||
Universal Health Services, Inc., 2.65%, 10/15/30(6) | 420,000 | 417,360 | |||||||||
| 1,687,769 | |||||||||||
Hotels, Restaurants and Leisure† | |||||||||||
Golden Nugget, Inc., 6.75%, 10/15/24(6) | 30,000 | 30,113 | |||||||||
| MGM Resorts International, 6.00%, 3/15/23 | 30,000 | 31,694 | |||||||||
| MGM Resorts International, 4.625%, 9/1/26 | 8,000 | 8,370 | |||||||||
Penn National Gaming, Inc., 5.625%, 1/15/27(6) | 35,000 | 36,181 | |||||||||
Penn National Gaming, Inc., 4.125%, 7/1/29(6) | 54,000 | 52,717 | |||||||||
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp., 5.25%, 5/15/27(6) | 50,000 | 50,750 | |||||||||
| 209,825 | |||||||||||
Household Durables† | |||||||||||
| Meritage Homes Corp., 5.125%, 6/6/27 | 40,000 | 44,150 | |||||||||
| Industrial Conglomerates — 0.1% | |||||||||||
| General Electric Co., 4.35%, 5/1/50 | 230,000 | 293,246 | |||||||||
| Insurance — 0.1% | |||||||||||
| American International Group, Inc., 6.25%, 5/1/36 | 250,000 | 344,573 | |||||||||
| AXA SA, MTN, VRN, 3.375%, 7/6/47 | EUR | 200,000 | 260,351 | ||||||||
| 604,924 | |||||||||||
Interactive Media and Services† | |||||||||||
Tencent Holdings Ltd., 3.80%, 2/11/25(6) | $ | 61,000 | 64,977 | ||||||||
| Internet and Direct Marketing Retail — 0.1% | |||||||||||
| Alibaba Group Holding Ltd., 2.80%, 6/6/23 | 140,000 | 144,326 | |||||||||
Prosus NV, 3.68%, 1/21/30(6) | 375,000 | 385,868 | |||||||||
| 530,194 | |||||||||||
IT Services† | |||||||||||
| International Business Machines Corp., 1.75%, 3/7/28 | EUR | 100,000 | 125,327 | ||||||||
| Life Sciences Tools and Services — 0.1% | |||||||||||
| Agilent Technologies, Inc., 2.30%, 3/12/31 | $ | 400,000 | 398,310 | ||||||||
| Media — 0.2% | |||||||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital, 6.48%, 10/23/45 | 20,000 | 27,632 | |||||||||
CSC Holdings LLC, 7.50%, 4/1/28(6) | 230,000 | 244,950 | |||||||||
| DISH DBS Corp., 7.75%, 7/1/26 | 200,000 | 222,500 | |||||||||
| ViacomCBS, Inc., 4.375%, 3/15/43 | 120,000 | 137,403 | |||||||||
| WPP Finance 2013, MTN, 3.00%, 11/20/23 | EUR | 100,000 | 123,095 | ||||||||
| 755,580 | |||||||||||
| Metals and Mining — 0.3% | |||||||||||
Alcoa Nederland Holding BV, 4.125%, 3/31/29(6) | $ | 200,000 | 208,247 | ||||||||
Cleveland-Cliffs, Inc., 4.625%, 3/1/29(6) | 330,000 | 342,375 | |||||||||
First Quantum Minerals Ltd., 6.50%, 3/1/24(6) | 110,000 | 111,788 | |||||||||
Minera Mexico SA de CV, 4.50%, 1/26/50(6) | 375,000 | 410,246 | |||||||||
| Teck Resources Ltd., 6.25%, 7/15/41 | 180,000 | 240,974 | |||||||||
| 1,313,630 | |||||||||||
| Mortgage Real Estate Investment Trusts (REITs) — 0.1% | |||||||||||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29(6) | 450,000 | 453,938 | |||||||||
| Multi-Utilities — 0.1% | |||||||||||
| Dominion Energy, Inc., 4.90%, 8/1/41 | 70,000 | 88,018 | |||||||||
| NiSource, Inc., 5.65%, 2/1/45 | 140,000 | 195,752 | |||||||||
| 283,770 | |||||||||||
| Oil, Gas and Consumable Fuels — 0.5% | |||||||||||
Antero Resources Corp., 7.625%, 2/1/29(6) | 128,000 | 141,920 | |||||||||
| BP Capital Markets America, Inc., 3.06%, 6/17/41 | 130,000 | 131,473 | |||||||||
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp., 5.75%, 4/1/25 | 25,000 | 25,670 | |||||||||
| Enbridge, Inc., 3.40%, 8/1/51 | 150,000 | 154,558 | |||||||||
| Enterprise Products Operating LLC, 4.85%, 3/15/44 | 220,000 | 266,414 | |||||||||
| Enterprise Products Operating LLC, 3.30%, 2/15/53 | 107,000 | 107,405 | |||||||||
Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/40(6) | 375,000 | 369,478 | |||||||||
Gazprom PJSC Via Gaz Capital SA, 6.51%, 3/7/22(6) | 56,000 | 57,109 | |||||||||
Gazprom PJSC Via Gaz Capital SA, 7.29%, 8/16/37(6) | 56,000 | 75,686 | |||||||||
| Kinder Morgan Energy Partners LP, 6.50%, 9/1/39 | 130,000 | 178,355 | |||||||||
MEG Energy Corp., 6.50%, 1/15/25(6) | 17,000 | 17,425 | |||||||||
MEG Energy Corp., 5.875%, 2/1/29(6) | 160,000 | 164,800 | |||||||||
| Petroleos Mexicanos, 6.50%, 3/13/27 | 55,000 | 58,706 | |||||||||
| Saudi Arabian Oil Co., MTN, 4.25%, 4/16/39 | 375,000 | 421,386 | |||||||||
| SM Energy Co., 5.00%, 1/15/24 | 25,000 | 24,912 | |||||||||
| Southwestern Energy Co., 6.45%, 1/23/25 | 19,000 | 20,734 | |||||||||
| 2,216,031 | |||||||||||
| Pharmaceuticals — 0.2% | |||||||||||
| Astrazeneca Finance LLC, 1.75%, 5/28/28 | 400,000 | 398,620 | |||||||||
Bausch Health Cos., Inc., 6.125%, 4/15/25(6) | 69,000 | 70,364 | |||||||||
Viatris, Inc., 4.00%, 6/22/50(6) | 250,000 | 268,701 | |||||||||
| 737,685 | |||||||||||
Road and Rail† | |||||||||||
| Burlington Northern Santa Fe LLC, 4.45%, 3/15/43 | 16,000 | 20,088 | |||||||||
| Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 | 100,000 | 123,097 | |||||||||
| 143,185 | |||||||||||
| Software — 0.1% | |||||||||||
| Oracle Corp., 3.60%, 4/1/40 | 355,000 | 370,536 | |||||||||
| Specialty Retail — 0.1% | |||||||||||
| Home Depot, Inc. (The), 2.375%, 3/15/51 | 340,000 | 317,155 | |||||||||
Rent-A-Center, Inc., 6.375%, 2/15/29(6) | 110,000 | 115,087 | |||||||||
| 432,242 | |||||||||||
| Technology Hardware, Storage and Peripherals — 0.1% | |||||||||||
| Western Digital Corp., 4.75%, 2/15/26 | 390,000 | 429,000 | |||||||||
| Transportation Infrastructure — 0.2% | |||||||||||
| Adani Ports & Special Economic Zone Ltd., 4.00%, 7/30/27 | 375,000 | 385,923 | |||||||||
| DP World Crescent Ltd., MTN, 4.85%, 9/26/28 | 375,000 | 422,410 | |||||||||
| 808,333 | |||||||||||
| Wireless Telecommunication Services — 0.1% | |||||||||||
C&W Senior Financing DAC, 6.875%, 9/15/27(6) | 97,000 | 102,335 | |||||||||
Millicom International Cellular SA, 5.125%, 1/15/28(6) | 91,800 | 95,908 | |||||||||
| Sprint Corp., 7.125%, 6/15/24 | 70,000 | 79,188 | |||||||||
| 277,431 | |||||||||||
TOTAL CORPORATE BONDS (Cost $28,086,433) | 28,797,184 | ||||||||||
COMMERCIAL PAPER(4) — 3.8% | |||||||||||
Alinghi Funding Co. LLC, 0.19%, 3/9/22(6) | 250,000 | 249,853 | |||||||||
Alinghi Funding Co. LLC, 0.23%, 5/24/22 (LOC: UBS AG)(6) | 750,000 | 749,021 | |||||||||
Bank of Nova Scotia, 0.21%, 9/20/22(6) | 950,000 | 947,591 | |||||||||
BPCE SA, 0.11%, 12/3/21(6) | 1,050,000 | 1,049,936 | |||||||||
Canadian Imperial Bank of Commerce, 0.22%, 11/4/22(6) | 2,160,000 | 2,155,098 | |||||||||
Commonwealth Bank of Australia, 0.18%, 4/19/22(6) | 2,950,000 | 2,947,576 | |||||||||
Credit Industriel et Commercial, 0.14%, 3/31/22(6) | 650,000 | 649,705 | |||||||||
Glencore Funding LLC, 0.12%, 12/7/21(6) | 900,000 | 899,909 | |||||||||
Regatta Funding Co. LLC, 0.19%, 1/19/22(6) | 2,000,000 | 2,000,228 | |||||||||
Ridgefield Funding Co. LLC, 0.19%, 11/2/21(6) | 1,080,000 | 1,079,990 | |||||||||
Ridgefield Funding Co. LLC, 0.16%, 2/9/22 (LOC: BNP Paribas)(6) | 300,000 | 299,889 | |||||||||
| Royal Bank of Canada (New York), VRN, 0.14%, (3-month LIBOR plus 0.01%), 1/27/22 | 775,000 | 775,150 | |||||||||
Toronto-Dominion Bank (The), 0.23%, 4/11/22(6) | 3,410,000 | 3,407,452 | |||||||||
Washington Morgan Capital Co. LLC, Series A, 0.25%, 11/19/21 (LOC: Goldman Sachs & Co.)(6) | 280,000 | 280,021 | |||||||||
TOTAL COMMERCIAL PAPER (Cost $17,495,382) | 17,491,419 | ||||||||||
COLLATERALIZED LOAN OBLIGATIONS — 2.8% | |||||||||||
Ares LVI CLO Ltd., Series 2020-56A, Class C, VRN, 2.52%, (3-month LIBOR plus 2.40%), 10/25/31(6) | 425,000 | 425,021 | |||||||||
ARES XLVII CLO Ltd., Series 2018-47A, Class C, VRN, 1.87%, (3-month LIBOR plus 1.75%), 4/15/30(6) | 150,000 | 150,000 | |||||||||
Ares XXXIV CLO Ltd., Series 2015-2A, Class BR2, VRN, 1.72%, (3-month LIBOR plus 1.60%), 4/17/33(6) | 550,000 | 548,830 | |||||||||
Ares XXXIX CLO Ltd., Series 2016-39A, Class CR2, VRN, 2.17%, (3-month LIBOR plus 2.05%), 4/18/31(6) | 425,000 | 425,630 | |||||||||
Bean Creek CLO Ltd., Series 2015-1A, Class BR, VRN, 1.58%, (3-month LIBOR plus 1.45%), 4/20/31(6) | 400,000 | 398,758 | |||||||||
BlueMountain CLO Ltd., Series 2012-2A, Class CR2, VRN, 2.13%, (3-month LIBOR plus 2.00%), 11/20/28(6) | 400,000 | 400,268 | |||||||||
Carlyle Global Market Strategies CLO Ltd., Series 2012-4A, Class CR3, VRN, 2.73%, (3-month LIBOR plus 2.60%), 4/22/32(6) | 750,000 | 754,947 | |||||||||
CarVal CLO III Ltd., Series 2019-2A, Class DR, VRN, 3.08%, (3-month LIBOR plus 2.95%), 7/20/32(6) | 300,000 | 300,846 | |||||||||
CBAM Ltd., Series 2018-5A, Class B1, VRN, 1.52%, (3-month LIBOR plus 1.40%), 4/17/31(6) | 450,000 | 449,312 | |||||||||
CIFC Funding Ltd., Series 2017-5A, Class B, VRN, 1.97%, (3-month LIBOR plus 1.85%), 11/16/30(6) | 400,000 | 399,999 | |||||||||
Cook Park CLO Ltd., Series 2018-1A, Class C, VRN, 1.87%, (3-month LIBOR plus 1.75%), 4/17/30(6) | 750,000 | 749,941 | |||||||||
Dewolf Park CLO Ltd., Series 2017-1A, Class CR, VRN, 1.97%, (3-month LIBOR plus 1.85%), 10/15/30(6) | 250,000 | 250,003 | |||||||||
Dryden CLO Ltd., Series 2021-87A, Class D, VRN, 3.09%, (3-month LIBOR plus 2.95%), 5/20/34(6) | 300,000 | 301,720 | |||||||||
Eaton Vance Clo Ltd., Series 2015-1A, Class CR, VRN, 2.03%, (3-month LIBOR plus 1.90%), 1/20/30(6) | 250,000 | 250,368 | |||||||||
Elmwood CLO IV Ltd., Series 2020-1A, Class C, VRN, 2.17%, (3-month LIBOR plus 2.05%), 4/15/33(6) | 300,000 | 300,015 | |||||||||
Elmwood CLO IV Ltd., Series 2020-1A, Class D, VRN, 3.27%, (3-month LIBOR plus 3.15%), 4/15/33(6) | 150,000 | 150,007 | |||||||||
Elmwood CLO V Ltd., Series 2020-2A, Class CR, VRN, 2.13%, (3-month LIBOR plus 2.00%), 10/20/34(6) | 350,000 | 349,463 | |||||||||
Elmwood CLO VII Ltd., Series 2020-4A, Class C, VRN, 2.37%, (3-month LIBOR plus 2.25%), 1/17/34(6) | 275,000 | 275,955 | |||||||||
Goldentree Loan Opportunities X Ltd., Series 2015-10A, Class AR, VRN, 1.25%, (3-month LIBOR plus 1.12%), 7/20/31(6) | 250,000 | 250,050 | |||||||||
KKR CLO Ltd., Series 2018, Class CR, VRN, 2.22%, (3-month LIBOR plus 2.10%), 7/18/30(6) | 500,000 | 500,003 | |||||||||
KKR CLO Ltd., Series 2022A, Class B, VRN, 1.73%, (3-month LIBOR plus 1.60%), 7/20/31(6) | 450,000 | 449,733 | |||||||||
Magnetite VIII Ltd., Series 2014-8A, Class BR2, VRN, 1.62%, (3-month LIBOR plus 1.50%), 4/15/31(6) | 400,000 | 398,723 | |||||||||
Magnetite XIV-R Ltd., Series 2015-14RA, Class B, VRN, 1.72%, (3-month LIBOR plus 1.60%), 10/18/31(6) | 375,000 | 375,187 | |||||||||
Magnetite XXV Ltd., Series 2020-25A, Class C, VRN, 2.22%, (3-month LIBOR plus 2.10%), 1/25/32(6) | 350,000 | 350,514 | |||||||||
MF1 Ltd., Series 2021-FL7, Class AS, VRN, 1.54%, (1-month LIBOR plus 1.45%), 10/16/36(6) | 650,000 | 649,672 | |||||||||
Neuberger Berman Loan Advisers CLO Ltd., Series 2018-30A, Class DR, VRN, 2.98%, (3-month LIBOR plus 2.85%), 1/20/31(6) | 175,000 | 175,596 | |||||||||
Neuberger Berman Loan Advisers CLO Ltd., Series 2019-34A, Class C1, VRN, 2.73%, (3-month LIBOR plus 2.60%), 1/20/33(6) | 275,000 | 275,727 | |||||||||
Octagon Investment Partners 37 Ltd., Series 2018-2A, Class C, VRN, 2.97%, (3-month LIBOR plus 2.85%), 7/25/30(6) | 250,000 | 248,134 | |||||||||
OHA Credit Funding Ltd., Series 2020-7A, Class B, VRN, 1.82%, (3-month LIBOR plus 1.70%), 10/19/32(6) | 350,000 | 350,174 | |||||||||
Reese Park CLO Ltd., Series 2020-1A, Class C1, VRN, 2.57%, (3-month LIBOR plus 2.45%), 10/15/32(6) | 325,000 | 325,320 | |||||||||
Rockford Tower CLO Ltd., Series 2020-1A, Class C, VRN, 2.48%, (3-month LIBOR plus 2.35%), 1/20/32(6) | 325,000 | 325,541 | |||||||||
Sound Point CLO IX Ltd., Series 2015-2A, Class CRRR, VRN, 2.63%, (3-month LIBOR plus 2.50%), 7/20/32(6) | 550,000 | 552,158 | |||||||||
Symphony CLO XXII Ltd., Series 2020-22A, Class B, VRN, 1.82%, (3-month LIBOR plus 1.70%), 4/18/33(6) | 500,000 | 500,496 | |||||||||
TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost $12,574,625) | 12,608,111 | ||||||||||
MUNICIPAL SECURITIES — 1.3% | |||||||||||
| Alaska Housing Finance Corp. Rev., VRDN, 0.05%, 11/1/21 (SBBPA: FHLB) | 100,000 | 100,000 | |||||||||
| Alaska Housing Finance Corp. Rev., VRDN, 0.09%, 11/5/21 | 100,000 | 100,000 | |||||||||
| Bay Area Toll Authority Rev., 6.92%, 4/1/40 | 105,000 | 159,115 | |||||||||
| California Infrastructure & Economic Development Bank Rev., (Morningstar Enterprises LLC), VRDN, 0.10%, 11/5/21 (LOC: Wells Fargo Bank N.A.) | 100,000 | 100,000 | |||||||||
| California Statewide Communities Development Authority Rev., (Birchcrest Apartments), VRDN, 0.05%, 11/1/21 (LOC: U.S. Bank N.A.) | 400,000 | 400,000 | |||||||||
| Colorado Educational & Cultural Facilities Authority Rev., (Daughters of Israel, Inc.), VRDN, 0.03%, 11/1/21 (LOC: TD Bank N.A.) (GA: Jewish Community Foundation MetroWest) | 100,000 | 100,000 | |||||||||
| Development Authority of Tift County Rev., (Heatcraft Refrigeration Products LLC), VRDN, 0.10%, 11/5/21 (LOC: Wells Fargo Bank N.A.) | 500,000 | 500,000 | |||||||||
| Illinois Housing Development Authority Rev., VRDN, 0.09%, 11/5/21 (LOC: FHLB)(LIQ FAC: FHLB) | 710,000 | 710,000 | |||||||||
| Metropolitan Transportation Authority Rev., 6.81%, 11/15/40 | 30,000 | 43,405 | |||||||||
| Mississippi Business Finance Corp. Rev., (Chevron USA, Inc.), VRDN, 0.03%, 11/1/21 (GA: Chevron Corp.) | 150,000 | 150,000 | |||||||||
| New Jersey Turnpike Authority Rev., 7.41%, 1/1/40 | 100,000 | 163,888 | |||||||||
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41 | 9,000 | 14,397 | |||||||||
| New York City GO, 6.27%, 12/1/37 | 40,000 | 58,167 | |||||||||
| New York State Housing Finance Agency Rev., VRDN, 0.11%, 11/5/21 (LIQ FAC: Bank of America N.A.) | 355,000 | 355,000 | |||||||||
| Ohio Water Development Authority Water Pollution Control Loan Fund Rev., 4.88%, 12/1/34 | 110,000 | 129,927 | |||||||||
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51 | 50,000 | 71,558 | |||||||||
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60 | 125,000 | 135,417 | |||||||||
| Rutgers The State University of New Jersey Rev., 5.67%, 5/1/40 | 150,000 | 203,639 | |||||||||
| Sacramento Municipal Utility District Rev., 6.16%, 5/15/36 | 180,000 | 249,556 | |||||||||
| San Francisco Public Utilities Commission Water Rev., 6.00%, 11/1/40 | 75,000 | 102,912 | |||||||||
| Santa Clara Valley Transportation Authority Rev., 5.88%, 4/1/32 | 105,000 | 129,674 | |||||||||
| State of California GO, 4.60%, 4/1/38 | 40,000 | 46,411 | |||||||||
| State of California GO, 7.55%, 4/1/39 | 30,000 | 50,579 | |||||||||
| State of California GO, 7.30%, 10/1/39 | 30,000 | 47,731 | |||||||||
| State of California GO, 7.60%, 11/1/40 | 65,000 | 112,855 | |||||||||
| State of Maryland GO, 2.65%, 3/15/22 | 200,000 | 201,846 | |||||||||
| State of Washington GO, 5.14%, 8/1/40 | 5,000 | 6,871 | |||||||||
| Tempe Industrial Development Authority Rev., (ASUF Brickyard LLC), VRDN, 0.15%, 11/5/21 (LOC: Bank of America N.A.) | 120,000 | 120,000 | |||||||||
| Tennis for Charity, Inc. Rev., VRDN, 0.08%, 11/5/21 (LOC: JPMorgan Chase Bank N.A.) | 1,325,000 | 1,325,000 | |||||||||
TOTAL MUNICIPAL SECURITIES (Cost $5,452,297) | 5,887,948 | ||||||||||
CERTIFICATES OF DEPOSIT — 0.9% | |||||||||||
| Banks — 0.9% | |||||||||||
| Nordea Bank Abp, 0.19%, 6/24/22 | 2,050,000 | 2,049,511 | |||||||||
| Standard Chartered Bank, 0.25%, 1/20/22 | 200,000 | 200,054 | |||||||||
| Svenska Handelsbanken AB, 0.23%, 5/10/22 | 1,800,000 | 1,800,528 | |||||||||
TOTAL CERTIFICATES OF DEPOSIT (Cost $4,050,612) | 4,050,093 | ||||||||||
ASSET-BACKED SECURITIES — 0.9% | |||||||||||
Blackbird Capital Aircraft, Series 2021-1A, Class A SEQ, 2.44%, 7/15/46(6) | 319,922 | 320,727 | |||||||||
BRE Grand Islander Timeshare Issuer LLC, Series 2017-1A, Class A SEQ, 2.94%, 5/25/29(6) | 76,732 | 78,195 | |||||||||
FirstKey Homes Trust, Series 2020-SFR1, Class C, 1.94%, 8/17/37(6) | 400,000 | 398,491 | |||||||||
FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.67%, 10/19/37(6) | 1,300,000 | 1,308,265 | |||||||||
Lunar Aircarft Ltd., Series 2020-1A, Class A SEQ, 3.38%, 2/15/45(6) | 523,663 | 513,893 | |||||||||
MAPS Trust, Series 2021-1A, Class A SEQ, 2.52%, 6/15/46(6) | 950,040 | 946,882 | |||||||||
VSE VOI Mortgage LLC, Series 2016-A, Class A SEQ, 2.54%, 7/20/33(6) | 140,209 | 140,162 | |||||||||
VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36(6) | 199,756 | 206,747 | |||||||||
TOTAL ASSET-BACKED SECURITIES (Cost $3,923,170) | 3,913,362 | ||||||||||
COLLATERALIZED MORTGAGE OBLIGATIONS — 0.6% | |||||||||||
| Private Sponsor Collateralized Mortgage Obligations — 0.3% | |||||||||||
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 1.94%, 8/25/34 | 80,728 | 83,109 | |||||||||
COLT Mortgage Loan Trust, Series 2021-3, Class M1, VRN, 2.30%, 9/27/66(6) | 700,000 | 694,281 | |||||||||
JP Morgan Mortgage Trust, Series 2013-1, Class 2A2 SEQ, VRN, 2.50%, 3/25/43(6) | 20,595 | 20,754 | |||||||||
JP Morgan Mortgage Trust, Series 2014-5, Class A1, VRN, 2.89%, 10/25/29(6) | 76,583 | 78,285 | |||||||||
Radnor RE Ltd., Series 2021-1, Class M1B, VRN, 1.75%, (SOFR plus 1.70%), 12/27/33(6) | 600,000 | 600,833 | |||||||||
Sofi Mortgage Trust, Series 2016-1A, Class 1A4 SEQ, VRN, 3.00%, 11/25/46(6) | 17,077 | 17,361 | |||||||||
| 1,494,623 | |||||||||||
| U.S. Government Agency Collateralized Mortgage Obligations — 0.3% | |||||||||||
| FHLMC, Series 5123, Class HI, IO, 5.00%, 1/25/42 | 486,613 | 86,091 | |||||||||
| FNMA, Series 2014-C02, Class 2M2, VRN, 2.69%, (1-month LIBOR plus 2.60%), 5/25/24 | 207,716 | 211,250 | |||||||||
| FNMA, Series 2015-C04, Class 1M2, VRN, 5.79%, (1-month LIBOR plus 5.70%), 4/25/28 | 179,275 | 189,930 | |||||||||
| FNMA, Series 2016-C03, Class 2M2, VRN, 5.99%, (1-month LIBOR plus 5.90%), 10/25/28 | 110,120 | 116,055 | |||||||||
| FNMA, Series 2018-C04, Class 2M2, VRN, 2.64%, (1-month LIBOR plus 2.55%), 12/25/30 | 608,127 | 618,714 | |||||||||
| 1,222,040 | |||||||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $2,664,536) | 2,716,663 | ||||||||||
PREFERRED STOCKS — 0.5% | |||||||||||
| Automobiles — 0.1% | |||||||||||
| Volkswagen International Finance NV, 3.875% | 300,000 | 378,584 | |||||||||
Diversified Telecommunication Services† | |||||||||||
| Telefonica Europe BV, 5.875% | 100,000 | 127,555 | |||||||||
| Electric Utilities — 0.1% | |||||||||||
| Electricite de France SA, 3.375% | 200,000 | 240,906 | |||||||||
| Insurance — 0.1% | |||||||||||
| Allianz SE, 2.625% | 200,000 | 228,272 | |||||||||
| Allianz SE, 3.375% | 200,000 | 248,835 | |||||||||
| Credit Agricole Assurances SA, 4.25% | 100,000 | 127,143 | |||||||||
| Intesa Sanpaolo Vita SpA, 4.75% | 200,000 | 251,545 | |||||||||
| 855,795 | |||||||||||
| Oil, Gas and Consumable Fuels — 0.1% | |||||||||||
| Eni SpA, 3.375% | 300,000 | 366,234 | |||||||||
| Trading Companies and Distributors — 0.1% | |||||||||||
Aircastle Ltd., 5.25%(6) | 365,000 | 375,950 | |||||||||
TOTAL PREFERRED STOCKS (Cost $2,440,119) | 2,345,024 | ||||||||||
U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 0.2% | |||||||||||
Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities† | |||||||||||
| FHLMC, VRN, 2.17%, (12-month LIBOR plus 1.87%), 7/1/36 | 4,672 | 4,943 | |||||||||
| FHLMC, VRN, 2.20%, (1-year H15T1Y plus 2.14%), 10/1/36 | 15,956 | 17,175 | |||||||||
| FHLMC, VRN, 2.35%, (1-year H15T1Y plus 2.26%), 4/1/37 | 46,406 | 49,573 | |||||||||
| FHLMC, VRN, 2.12%, (12-month LIBOR plus 1.86%), 7/1/41 | 27,518 | 29,187 | |||||||||
| FNMA, VRN, 1.82%, (6-month LIBOR plus 1.57%), 6/1/35 | 22,825 | 23,793 | |||||||||
| FNMA, VRN, 1.82%, (6-month LIBOR plus 1.57%), 6/1/35 | 26,212 | 27,320 | |||||||||
| FNMA, VRN, 1.68%, (6-month LIBOR plus 1.54%), 9/1/35 | 4,440 | 4,624 | |||||||||
| FNMA, VRN, 2.22%, (1-year H15T1Y plus 2.16%), 3/1/38 | 32,798 | 35,198 | |||||||||
| 191,813 | |||||||||||
| Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 0.2% | |||||||||||
| FHLMC, 6.00%, 2/1/38 | 67,227 | 79,517 | |||||||||
| FNMA, 3.50%, 3/1/34 | 66,095 | 70,569 | |||||||||
| GNMA, 2.50%, TBA | 26,000 | 26,729 | |||||||||
| GNMA, 7.00%, 1/15/24 | 182 | 189 | |||||||||
| GNMA, 8.00%, 7/15/24 | 1,859 | 1,893 | |||||||||
| GNMA, 8.00%, 9/15/24 | 609 | 612 | |||||||||
| GNMA, 9.00%, 4/20/25 | 300 | 325 | |||||||||
| GNMA, 7.00%, 9/15/25 | 2,665 | 2,676 | |||||||||
| GNMA, 7.50%, 10/15/25 | 2,174 | 2,207 | |||||||||
| GNMA, 7.50%, 2/15/26 | 4,414 | 4,767 | |||||||||
| GNMA, 8.25%, 7/15/26 | 13,418 | 13,623 | |||||||||
| GNMA, 7.00%, 12/15/27 | 9,607 | 9,647 | |||||||||
| GNMA, 6.50%, 2/15/28 | 1,461 | 1,633 | |||||||||
| GNMA, 6.50%, 3/15/28 | 6,177 | 6,905 | |||||||||
| GNMA, 6.50%, 4/15/28 | 312 | 349 | |||||||||
| GNMA, 6.00%, 10/15/28 | 7,748 | 8,697 | |||||||||
| GNMA, 7.00%, 5/15/31 | 3,197 | 3,698 | |||||||||
| GNMA, 5.50%, 11/15/32 | 18,724 | 21,776 | |||||||||
| GNMA, 6.50%, 10/15/38 | 272,126 | 324,556 | |||||||||
| GNMA, 4.50%, 6/15/41 | 92,968 | 106,577 | |||||||||
| GNMA, 3.50%, 6/20/42 | 135,415 | 145,745 | |||||||||
| 832,690 | |||||||||||
TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES (Cost $946,947) | 1,024,503 | ||||||||||
EXCHANGE-TRADED FUNDS — 0.1% | |||||||||||
| iShares MSCI EAFE Value ETF | 3,646 | 189,519 | |||||||||
| SPDR S&P 500 ETF Trust | 575 | 264,069 | |||||||||
TOTAL EXCHANGE-TRADED FUNDS (Cost $444,151) | 453,588 | ||||||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES — 0.1% | |||||||||||
Ready Capital Mortgage Financing LLC, Series 2021-FL6, Class B, VRN, 1.69%, (1-month LIBOR plus 1.60%), 7/25/36(6) (Cost $300,232) | 300,000 | 297,234 | |||||||||
TEMPORARY CASH INVESTMENTS — 6.5% | |||||||||||
State Street Institutional U.S. Government Money Market Fund, Premier Class (Cost $29,648,253) | 29,648,253 | 29,648,253 | |||||||||
TEMPORARY CASH INVESTMENTS - SECURITIES LENDING COLLATERAL(9) — 0.1% | |||||||||||
State Street Navigator Securities Lending Government Money Market Portfolio (Cost $383,537) | 383,537 | 383,537 | |||||||||
TOTAL INVESTMENT SECURITIES — 99.9% (Cost $381,681,744) | 453,600,136 | ||||||||||
OTHER ASSETS AND LIABILITIES — 0.1% | 566,920 | ||||||||||
TOTAL NET ASSETS — 100.0% | $ | 454,167,056 | |||||||||
| FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS | ||||||||||||||||||||
| Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized Appreciation (Depreciation) | ||||||||||||||||
| USD | 841,845 | AUD | 1,141,547 | Bank of America N.A. | 12/15/21 | $ | (17,027) | |||||||||||||
| CAD | 10,729 | USD | 8,479 | Morgan Stanley | 12/31/21 | 191 | ||||||||||||||
| USD | 4,555,184 | CAD | 5,774,949 | Bank of America N.A. | 12/15/21 | (111,378) | ||||||||||||||
| USD | 5,240 | CAD | 6,597 | Morgan Stanley | 12/31/21 | (91) | ||||||||||||||
| USD | 6,148 | CAD | 7,669 | Morgan Stanley | 12/31/21 | (50) | ||||||||||||||
| USD | 7,392 | CAD | 9,142 | Morgan Stanley | 12/31/21 | 4 | ||||||||||||||
| USD | 6,742 | CAD | 8,345 | Morgan Stanley | 12/31/21 | (1) | ||||||||||||||
| USD | 226,970 | CAD | 288,975 | Morgan Stanley | 12/31/21 | (6,565) | ||||||||||||||
| USD | 5,409 | CAD | 6,877 | Morgan Stanley | 12/31/21 | (149) | ||||||||||||||
| USD | 219,385 | CHF | 201,931 | Morgan Stanley | 12/15/21 | (1,441) | ||||||||||||||
| USD | 5,599,758 | CNY | 36,488,020 | Goldman Sachs & Co. | 12/15/21 | (73,289) | ||||||||||||||
| USD | 1,067,126 | DKK | 6,705,338 | UBS AG | 12/15/21 | 23,976 | ||||||||||||||
| EUR | 5,374 | USD | 6,291 | Credit Suisse AG | 12/31/21 | (69) | ||||||||||||||
| EUR | 12,744 | USD | 14,817 | Credit Suisse AG | 12/31/21 | (61) | ||||||||||||||
| EUR | 4,314 | USD | 5,002 | Credit Suisse AG | 12/31/21 | (7) | ||||||||||||||
| EUR | 3,747 | USD | 4,361 | Credit Suisse AG | 12/31/21 | (22) | ||||||||||||||
| EUR | 14,669 | USD | 17,054 | Credit Suisse AG | 12/31/21 | (70) | ||||||||||||||
| EUR | 5,152 | USD | 5,990 | Credit Suisse AG | 12/31/21 | (25) | ||||||||||||||
| EUR | 6,384 | USD | 7,431 | Credit Suisse AG | 12/31/21 | (38) | ||||||||||||||
| USD | 4,139,840 | EUR | 3,568,483 | JPMorgan Chase Bank N.A. | 11/17/21 | 13,472 | ||||||||||||||
| USD | 7,209 | EUR | 6,236 | Credit Suisse AG | 12/31/21 | (11) | ||||||||||||||
| USD | 8,383 | EUR | 7,222 | Credit Suisse AG | 12/31/21 | 20 | ||||||||||||||
| USD | 4,831 | EUR | 4,141 | Credit Suisse AG | 12/31/21 | 36 | ||||||||||||||
| USD | 9,565 | EUR | 8,233 | Credit Suisse AG | 12/31/21 | 32 | ||||||||||||||
| USD | 21,053 | EUR | 18,127 | Credit Suisse AG | 12/31/21 | 65 | ||||||||||||||
| USD | 207,919 | EUR | 176,864 | Credit Suisse AG | 12/31/21 | 3,139 | ||||||||||||||
| USD | 734,617 | EUR | 624,892 | Credit Suisse AG | 12/31/21 | 11,090 | ||||||||||||||
| USD | 6,150 | EUR | 5,226 | Credit Suisse AG | 12/31/21 | 99 | ||||||||||||||
| GBP | 188,685 | USD | 259,925 | Bank of America N.A. | 12/15/21 | (1,661) | ||||||||||||||
| GBP | 50,000 | USD | 68,151 | Bank of America N.A. | 12/15/21 | 287 | ||||||||||||||
| GBP | 12,493 | USD | 17,124 | JPMorgan Chase Bank N.A. | 12/31/21 | (21) | ||||||||||||||
| USD | 112,776 | GBP | 83,068 | Bank of America N.A. | 12/15/21 | (924) | ||||||||||||||
| USD | 15,981 | GBP | 11,712 | JPMorgan Chase Bank N.A. | 12/31/21 | (53) | ||||||||||||||
| USD | 13,778 | GBP | 9,969 | JPMorgan Chase Bank N.A. | 12/31/21 | 131 | ||||||||||||||
| USD | 562,170 | GBP | 411,755 | JPMorgan Chase Bank N.A. | 12/31/21 | (1,512) | ||||||||||||||
| USD | 80,028 | IDR | 1,155,205,494 | Goldman Sachs & Co. | 12/15/21 | (815) | ||||||||||||||
| JPY | 1,043,581 | USD | 9,397 | Bank of America N.A. | 12/30/21 | (234) | ||||||||||||||
| JPY | 1,375,076 | USD | 12,365 | Bank of America N.A. | 12/30/21 | (291) | ||||||||||||||
| JPY | 1,171,412 | USD | 10,518 | Bank of America N.A. | 12/30/21 | (232) | ||||||||||||||
| JPY | 889,690 | USD | 7,880 | Bank of America N.A. | 12/30/21 | (68) | ||||||||||||||
| JPY | 992,059 | USD | 8,745 | Bank of America N.A. | 12/30/21 | (34) | ||||||||||||||
| JPY | 764,363 | USD | 6,696 | Bank of America N.A. | 12/30/21 | 16 | ||||||||||||||
| JPY | 1,234,671 | USD | 10,812 | Bank of America N.A. | 12/30/21 | 29 | ||||||||||||||
| JPY | 722,233 | USD | 6,353 | Bank of America N.A. | 12/30/21 | (11) | ||||||||||||||
| JPY | 1,282,674 | USD | 11,290 | Bank of America N.A. | 12/30/21 | (27) | ||||||||||||||
| JPY | 820,859 | USD | 7,212 | Bank of America N.A. | 12/30/21 | (5) | ||||||||||||||
| USD | 3,673,492 | JPY | 419,191,989 | Bank of America N.A. | 11/17/21 | (4,811) | ||||||||||||||
| USD | 309,004 | JPY | 33,844,923 | Bank of America N.A. | 12/30/21 | 11,824 | ||||||||||||||
| USD | 8,096 | JPY | 905,962 | Bank of America N.A. | 12/30/21 | 141 | ||||||||||||||
| KRW | 491,522,722 | USD | 420,680 | Goldman Sachs & Co. | 12/15/21 | (2,664) | ||||||||||||||
| USD | 293,574 | MXN | 5,933,418 | Morgan Stanley | 12/15/21 | 7,256 | ||||||||||||||
| NOK | 34,073 | USD | 3,976 | UBS AG | 12/30/21 | 55 | ||||||||||||||
| USD | 195,488 | NOK | 1,703,128 | UBS AG | 12/15/21 | (6,051) | ||||||||||||||
| USD | 4,741 | NOK | 41,020 | UBS AG | 12/30/21 | (112) | ||||||||||||||
| USD | 148,864 | NOK | 1,285,831 | UBS AG | 12/30/21 | (3,273) | ||||||||||||||
| USD | 117,327 | PLN | 447,595 | UBS AG | 12/15/21 | 5,242 | ||||||||||||||
| SEK | 1,503,333 | USD | 174,657 | UBS AG | 12/15/21 | 497 | ||||||||||||||
| USD | 130,780 | SGD | 176,011 | Bank of America N.A. | 12/15/21 | 281 | ||||||||||||||
| USD | 310,016 | THB | 10,177,839 | Goldman Sachs & Co. | 12/15/21 | 3,387 | ||||||||||||||
| $ | (151,823) | |||||||||||||||||||
| FUTURES CONTRACTS PURCHASED | ||||||||||||||
| Reference Entity | Contracts | Expiration Date | Notional Amount | Unrealized Appreciation (Depreciation)^ | ||||||||||
| Euro-Bobl 5-Year Bonds | 27 | December 2021 | $ | 4,174,917 | $ | (64,030) | ||||||||
| Korean Treasury 10-Year Bonds | 7 | December 2021 | 724,231 | (33,558) | ||||||||||
| U.K. Gilt 10-Year Bonds | 14 | December 2021 | 2,393,431 | (66,506) | ||||||||||
| U.S. Treasury 2-Year Notes | 49 | December 2021 | 10,743,250 | (51,378) | ||||||||||
| U.S. Treasury 5-Year Notes | 40 | December 2021 | 4,870,000 | (26,328) | ||||||||||
| U.S. Treasury 10-Year Ultra Notes | 30 | December 2021 | 4,350,937 | (9,433) | ||||||||||
| U.S. Treasury Ultra Bonds | 48 | December 2021 | 9,427,500 | 76,781 | ||||||||||
| $ | 36,684,266 | $ | (174,452) | |||||||||||
| FUTURES CONTRACTS SOLD | ||||||||||||||
| Reference Entity | Contracts | Expiration Date | Notional Amount | Unrealized Appreciation (Depreciation)^ | ||||||||||
U.S. Treasury 10-Year Notes | 38 | December 2021 | $ | 4,966,719 | $ | (14,117) | ||||||||
| NOTES TO SCHEDULE OF INVESTMENTS | ||||||||
| ADR | - | American Depositary Receipt | ||||||
| AUD | - | Australian Dollar | ||||||
| CAD | - | Canadian Dollar | ||||||
| CHF | - | Swiss Franc | ||||||
| CNY | - | Chinese Yuan | ||||||
| CPI | - | Consumer Price Index | ||||||
| CZK | - | Czech Koruna | ||||||
| DKK | - | Danish Krone | ||||||
| EUR | - | Euro | ||||||
| FHLB | - | Federal Home Loan Bank | ||||||
| FHLMC | - | Federal Home Loan Mortgage Corporation | ||||||
| FNMA | - | Federal National Mortgage Association | ||||||
| GA | - | Guaranty Agreement | ||||||
| GBP | - | British Pound | ||||||
| GNMA | - | Government National Mortgage Association | ||||||
| GO | - | General Obligation | ||||||
| H15T1Y | - | Constant Maturity U.S. Treasury Note Yield Curve Rate Index | ||||||
| IDR | - | Indonesian Rupiah | ||||||
| IO | - | Interest Only | ||||||
| JPY | - | Japanese Yen | ||||||
| KRW | - | South Korean Won | ||||||
| LIBOR | - | London Interbank Offered Rate | ||||||
| LIQ FAC | - | Liquidity Facilities | ||||||
| LOC | - | Letter of Credit | ||||||
| MTN | - | Medium Term Note | ||||||
| MXN | - | Mexican Peso | ||||||
| MYR | - | Malaysian Ringgit | ||||||
| NOK | - | Norwegian Krone | ||||||
| PLN | - | Polish Zloty | ||||||
| RUB | - | Russian Ruble | ||||||
| SBBPA | - | Standby Bond Purchase Agreement | ||||||
| SEK | - | Swedish Krona | ||||||
| SEQ | - | Sequential Payer | ||||||
| SGD | - | Singapore Dollar | ||||||
| SOFR | - | Secured Overnight Financing Rate | ||||||
| TBA | - | To-Be-Announced. Security was purchased on a forward commitment basis with an approximate principal amount and maturity date. Actual principal amount and maturity date will be determined upon settlement. | ||||||
| THB | - | Thai Baht | ||||||
| USD | - | United States Dollar | ||||||
| VRDN | - | Variable Rate Demand Note. The instrument may be payable upon demand and adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The date of the demand feature is disclosed. | ||||||
| VRN | - | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security’s offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. | ||||||
| Level 1 ($) | Level 2 ($) | Level 3 ($) | |||||||||
| Assets | |||||||||||
| Investment Securities | |||||||||||
| Affiliated Funds | 156,288,590 | — | — | ||||||||
| Common Stocks | 71,053,920 | 18,221,928 | — | ||||||||
| U.S. Treasury Securities | — | 60,431,241 | — | ||||||||
| Sovereign Governments and Agencies | — | 37,987,538 | — | ||||||||
| Corporate Bonds | — | 28,797,184 | — | ||||||||
| Commercial Paper | — | 17,491,419 | — | ||||||||
| Collateralized Loan Obligations | — | 12,608,111 | — | ||||||||
| Municipal Securities | — | 5,887,948 | — | ||||||||
| Certificates of Deposit | — | 4,050,093 | — | ||||||||
| Asset-Backed Securities | — | 3,913,362 | — | ||||||||
| Collateralized Mortgage Obligations | — | 2,716,663 | — | ||||||||
| Preferred Stocks | — | 2,345,024 | — | ||||||||
| U.S. Government Agency Mortgage-Backed Securities | — | 1,024,503 | — | ||||||||
| Exchange-Traded Funds | 453,588 | — | — | ||||||||
| Commercial Mortgage-Backed Securities | — | 297,234 | — | ||||||||
| Temporary Cash Investments | 29,648,253 | — | — | ||||||||
| Temporary Cash Investments - Securities Lending Collateral | 383,537 | — | — | ||||||||
| 257,827,888 | 195,772,248 | — | |||||||||
| Other Financial Instruments | |||||||||||
| Futures Contracts | 76,781 | — | — | ||||||||
| Forward Foreign Currency Exchange Contracts | — | 81,270 | — | ||||||||
| 76,781 | 81,270 | — | |||||||||
| Liabilities | |||||||||||
| Other Financial Instruments | |||||||||||
| Futures Contracts | 101,256 | 164,094 | — | ||||||||
| Forward Foreign Currency Exchange Contracts | — | 233,093 | — | ||||||||
| 101,256 | 397,187 | — | |||||||||
Affiliated Fund(1) | Beginning Value | Purchase Cost | Sales Cost | Change in Net Unrealized Appreciation (Depreciation) | Ending Value | Ending Shares | Net Realized Gain (Loss) | Distributions Received(2) | ||||||||||||||||||
| American Century Diversified Corporate Bond ETF | $ | 20,574 | — | — | $ | (300) | $ | 20,274 | 389 | — | $ | 81 | ||||||||||||||
| American Century Emerging Markets Bond ETF | — | $ | 4,406 | — | (94) | 4,312 | 88 | — | 31 | |||||||||||||||||
| American Century Focused Dynamic Growth ETF | 4,660 | 1,219 | $ | 4 | 340 | 6,215 | 71 | $ | 3 | — | ||||||||||||||||
| American Century Focused Large Cap Value ETF | 13,405 | 62 | 1,595 | (4) | 11,868 | 193 | 5 | 64 | ||||||||||||||||||
| American Century Multisector Income ETF | — | 17,647 | — | (118) | 17,529 | 352 | — | 87 | ||||||||||||||||||
| American Century Quality Diversified International ETF | 9,959 | 723 | — | (75) | 10,607 | 206 | — | — | ||||||||||||||||||
| American Century STOXX U.S. Quality Growth ETF | 17,377 | 75 | 833 | 116 | 16,735 | 219 | 657 | 27 | ||||||||||||||||||
| American Century STOXX U.S. Quality Value ETF | 29,240 | — | 3,216 | (624) | 25,400 | 503 | 471 | 106 | ||||||||||||||||||
| Avantis International Equity ETF | 11,048 | 541 | — | 180 | 11,769 | 182 | — | — | ||||||||||||||||||
| Avantis International Small Cap Value ETF | 2,387 | — | — | 36 | 2,423 | 37 | — | — | ||||||||||||||||||
| Avantis U.S. Equity ETF | 21,279 | — | — | 986 | 22,265 | 284 | — | 66 | ||||||||||||||||||
| Avantis U.S. Small Cap Value ETF | 6,430 | — | — | 462 | 6,892 | 88 | — | 9 | ||||||||||||||||||
| $ | 136,359 | $ | 24,673 | $ | 5,648 | $ | 905 | $ | 156,289 | 2,612 | $ | 1,136 | $ | 471 | ||||||||||||