Shares | | | Value | | Percentage of Net Assets |
COMMON STOCK: 99.2% |
| | Australia: 3.3% |
33,504 | | Ampol Ltd. | $ | 726,565 | | 0.3 |
84,178 | | ANZ Group Holdings Ltd. | | 1,498,068 | | 0.6 |
9,191 | | ASX Ltd. | | 449,763 | | 0.2 |
252,946 | | Aurizon Holdings Ltd. | | 661,141 | | 0.2 |
87,925 | | Brambles Ltd. | | 747,676 | | 0.3 |
39,767 | | Computershare Ltd. | | 669,751 | | 0.2 |
83,366 | (1) | Lottery Corp. Ltd./The | | 278,039 | | 0.1 |
342,023 | | Medibank Pvt Ltd. | | 712,532 | | 0.3 |
4,044 | | Rio Tinto Ltd. | | 362,898 | | 0.1 |
75,517 | | Santos Ltd. | | 385,506 | | 0.1 |
17,000 | | Sonic Healthcare Ltd. | | 380,759 | | 0.1 |
36,370 | | Suncorp Group Ltd. | | 323,306 | | 0.1 |
150,936 | | Telstra Group Ltd. | | 436,234 | | 0.2 |
134,715 | | Transurban Group - Stapled Security | | 1,320,767 | | 0.5 |
| | | | 8,953,005 | | 3.3 |
| | | | | | |
| | Belgium: 0.1% |
3,645 | | UCB S.A. | | 299,270 | | 0.1 |
| | | | | | |
| | Canada: 2.7% |
27,988 | | BCE, Inc. | | 1,323,096 | | 0.5 |
32,494 | | Canadian Imperial Bank of Commerce - XTSE | | 1,483,361 | | 0.5 |
13,652 | | Canadian Utilities Ltd. | | 379,430 | | 0.1 |
7,917 | | iA Financial Corp., Inc. | | 488,688 | | 0.2 |
13,158 | | Royal Bank of Canada | | 1,346,506 | | 0.5 |
8,661 | | Sun Life Financial, Inc. | | 435,214 | | 0.2 |
27,375 | | Suncor Energy, Inc. | | 950,116 | | 0.3 |
11,251 | | TC Energy Corp. | | 484,777 | | 0.2 |
28,637 | | TELUS Corp. | | 617,055 | | 0.2 |
| | | | 7,508,243 | | 2.7 |
| | | | | | |
| | China: 0.2% |
130,500 | | BOC Hong Kong Holdings Ltd. | | 456,083 | | 0.2 |
| | | | | | |
| | Denmark: 0.4% |
499 | | AP Moller - Maersk A/S - Class B | | 1,085,471 | | 0.4 |
| | | | | | |
| | Finland: 0.2% |
81,877 | | Nokia OYJ - Finland | | 388,219 | | 0.1 |
5,703 | | Orion Oyj | | 305,535 | | 0.1 |
| | | | 693,754 | | 0.2 |
| | | | | | |
| | France: 3.2% |
7,895 | | Air Liquide SA | | 1,257,085 | | 0.5 |
49,426 | | AXA S.A. | | 1,542,037 | | 0.6 |
11,859 | | BNP Paribas | | 814,495 | | 0.3 |
15,379 | | Bouygues SA | | 506,643 | | 0.2 |
1,970 | | Dassault Aviation SA | | 336,402 | | 0.1 |
13,804 | | Edenred | | 751,893 | | 0.3 |
3,716 | | Eiffage SA | | 396,906 | | 0.1 |
2,677 | | Ipsen SA | | 281,178 | | 0.1 |
9,957 | (2) | La Francaise des Jeux SAEM | | 426,038 | | 0.2 |
139,495 | | Orange SA | | 1,476,236 | | 0.5 |
7,136 | | Thales S.A. | | 943,799 | | 0.3 |
| | | | 8,732,712 | | 3.2 |
| | | | | | |
| | Germany: 0.8% |
15,434 | | GEA Group AG | | 696,378 | | 0.3 |
7,902 | (2) | Scout24 SE | | 460,037 | | 0.2 |
8,550 | | Symrise AG | | 908,943 | | 0.3 |
| | | | 2,065,358 | | 0.8 |
| | | | | | |
| | Hong Kong: 2.0% |
129,500 | | CK Asset Holdings Ltd. | | 827,960 | | 0.3 |
103,000 | | CK Hutchison Holdings Ltd. | | 655,487 | | 0.2 |
268,000 | | HKT Trust & HKT Ltd. - Stapled Security | | 351,127 | | 0.1 |
14,900 | | Jardine Matheson Holdings Ltd. | | 789,998 | | 0.3 |
87,700 | | Link REIT | | 701,983 | | 0.3 |
148,000 | | MTR Corp. | | 792,024 | | 0.3 |
119,500 | | Power Assets Holdings Ltd. | | 676,151 | | 0.3 |
269,000 | | SITC International Holdings Co. Ltd. | | 587,657 | | 0.2 |
| | | | 5,382,387 | | 2.0 |
| | | | | | |
| | Ireland: 0.6% |
8,782 | | CRH PLC | | 410,316 | | 0.1 |
12,393 | | DCC PLC | | 705,879 | | 0.3 |
7,119 | | Medtronic PLC | | 595,789 | | 0.2 |
| | | | 1,711,984 | | 0.6 |
| | | | | | |
| | Israel: 0.4% |
130,755 | | Bank Leumi Le-Israel BM | | 1,155,532 | | 0.4 |
| | | | | | |
| | Italy: 1.1% |
121,903 | | ENI S.p.A. | | 1,875,865 | | 0.7 |
76,289 | (2) | Poste Italiane SpA | | 815,071 | | 0.3 |
83,386 | | Snam SpA | | 424,727 | | 0.1 |
| | | | 3,115,663 | | 1.1 |
| | | | | | |
| | Japan: 7.6% |
2,800 | | Hirose Electric Co., Ltd. | | 364,516 | | 0.1 |
15,500 | | Honda Motor Co., Ltd. | | 383,416 | | 0.1 |
218,400 | | Japan Post Holdings Co. Ltd. | | 1,917,435 | | 0.7 |
91,200 | | Japan Tobacco, Inc. | | 1,859,743 | | 0.7 |
20,000 | | McDonald's Holdings Co. Japan Ltd. | | 790,148 | | 0.3 |
49,100 | | Mitsubishi UFJ Financial Group, Inc. | | 359,652 | | 0.1 |
89,900 | | Mizuho Financial Group, Inc. | | 1,404,280 | | 0.5 |
18,000 | | Nintendo Co., Ltd. | | 780,440 | | 0.3 |
22,800 | | Nomura Real Estate Holdings, Inc. | | 502,522 | | 0.2 |
14,300 | | Ono Pharmaceutical Co., Ltd. | | 310,291 | | 0.1 |
30,000 | | ORIX Corp. | | 527,490 | | 0.2 |
3,500 | | Rohm Co., Ltd. | | 280,460 | | 0.1 |
21,500 | | Secom Co., Ltd. | | 1,280,880 | | 0.5 |
29,200 | | Sekisui Chemical Co., Ltd. | | 409,042 | | 0.1 |
72,000 | | Sekisui House Ltd. | | 1,360,747 | | 0.5 |
16,000 | | Sompo Holdings, Inc. | | 688,782 | | 0.3 |
86,800 | | Sumitomo Chemical Co., Ltd. | | 333,193 | | 0.1 |
Shares | | | Value | | Percentage of Net Assets |
COMMON STOCK: (continued) |
| | Japan: (continued) |
54,700 | | Sumitomo Mitsui Financial Group, Inc. | $ | 2,377,322 | | 0.9 |
34,900 | | Sumitomo Mitsui Trust Holdings, Inc. | | 1,271,359 | | 0.5 |
58,600 | | Takeda Pharmaceutical Co., Ltd. | | 1,842,231 | | 0.7 |
64,900 | | Tokio Marine Holdings, Inc. | | 1,359,312 | | 0.5 |
14,200 | | Tokyo Gas Co., Ltd. | | 297,344 | | 0.1 |
| | | | 20,700,605 | | 7.6 |
| | | | | | |
| | Netherlands: 1.3% |
85,431 | | Koninklijke KPN NV | | 292,074 | | 0.1 |
37,000 | | NN Group NV | | 1,607,572 | | 0.6 |
15,557 | | Wolters Kluwer NV | | 1,696,064 | | 0.6 |
| | | | 3,595,710 | | 1.3 |
| | | | | | |
| | New Zealand: 0.1% |
98,881 | | Spark New Zealand Ltd. | | 333,401 | | 0.1 |
| | | | | | |
| | Singapore: 0.1% |
65,900 | | Singapore Airlines Ltd. | | 297,991 | | 0.1 |
| | | | | | |
| | Spain: 1.3% |
22,836 | (3) | ACS Actividades de Construccion y Servicios SA | | 675,799 | | 0.2 |
10,510 | | Industria de Diseno Textil SA | | 328,130 | | 0.1 |
40,994 | | Red Electrica Corp. SA | | 725,546 | | 0.3 |
112,870 | | Repsol SA | | 1,854,090 | | 0.7 |
| | | | 3,583,565 | | 1.3 |
| | | | | | |
| | Switzerland: 2.5% |
16,291 | | Holcim AG | | 973,953 | | 0.4 |
11,800 | | Novartis AG | | 1,066,827 | | 0.4 |
2,666 | | Roche Holding AG-GENUSSCHEIN | | 832,247 | | 0.3 |
2,477 | | Swisscom AG | | 1,463,550 | | 0.5 |
5,027 | | Zurich Insurance Group AG | | 2,485,997 | | 0.9 |
| | | | 6,822,574 | | 2.5 |
| | | | | | |
| | United Kingdom: 4.9% |
54,304 | | 3i Group PLC | | 1,059,456 | | 0.4 |
145,992 | | Amcor PLC | | 1,760,664 | | 0.7 |
165,515 | | BAE Systems PLC | | 1,752,148 | | 0.6 |
202,016 | | BP PLC | | 1,220,226 | | 0.4 |
48,564 | | British American Tobacco PLC | | 1,861,641 | | 0.7 |
85,989 | | GSK PLC | | 1,510,398 | | 0.6 |
67,140 | | Imperial Brands PLC | | 1,684,288 | | 0.6 |
196,573 | | NatWest Group PLC | | 749,936 | | 0.3 |
25,043 | | Smiths Group PLC | | 534,592 | | 0.2 |
121,114 | | The Sage Group PLC | | 1,163,622 | | 0.4 |
| | | | 13,296,971 | | 4.9 |
| | | | | | |
| | United States: 66.4% |
17,329 | | 3M Co. | | 1,994,221 | | 0.7 |
27,354 | | AbbVie, Inc. | | 4,041,554 | | 1.5 |
10,433 | | AECOM | | 910,488 | | 0.3 |
6,874 | | Air Products & Chemicals, Inc. | | 2,203,186 | | 0.8 |
6,280 | | Allison Transmission Holdings, Inc. | | 283,102 | | 0.1 |
3,318 | | Allstate Corp. | | 426,263 | | 0.2 |
49,742 | | Altria Group, Inc. | | 2,240,380 | | 0.8 |
19,454 | | Amdocs Ltd. | | 1,788,406 | | 0.7 |
15,524 | | American Electric Power Co., Inc. | | 1,458,635 | | 0.5 |
10,777 | | Amgen, Inc. | | 2,720,115 | | 1.0 |
70,789 | | Antero Midstream Corp. | | 771,600 | | 0.3 |
1,042 | | Aon PLC | | 332,065 | | 0.1 |
4,608 | | Aptargroup, Inc. | | 532,869 | | 0.2 |
8,373 | | Assurant, Inc. | | 1,110,176 | | 0.4 |
153,616 | | AT&T, Inc. | | 3,129,158 | | 1.1 |
12,318 | | Avnet, Inc. | | 565,150 | | 0.2 |
18,324 | | Axis Capital Holdings Ltd. | | 1,146,533 | | 0.4 |
23,940 | | Bank OZK | | 1,093,340 | | 0.4 |
3,777 | | Booz Allen Hamilton Holding Corp. | | 357,455 | | 0.1 |
42,104 | | Bristol-Myers Squibb Co. | | 3,058,856 | | 1.1 |
21,316 | | Cardinal Health, Inc. | | 1,646,661 | | 0.6 |
5,105 | | Cheniere Energy, Inc. | | 779,993 | | 0.3 |
6,388 | | Chevron Corp. | | 1,111,640 | | 0.4 |
4,519 | | Cigna Corp. | | 1,431,032 | | 0.5 |
73,057 | | Cisco Systems, Inc. | | 3,555,684 | | 1.3 |
12,591 | | Citizens Financial Group, Inc. | | 545,442 | | 0.2 |
9,167 | | Coca-Cola Co. | | 562,120 | | 0.2 |
25,705 | | Colgate-Palmolive Co. | | 1,915,794 | | 0.7 |
17,092 | | Commerce Bancshares, Inc. | | 1,137,644 | | 0.4 |
15,517 | | Consolidated Edison, Inc. | | 1,478,925 | | 0.5 |
10,740 | | Cullen/Frost Bankers, Inc. | | 1,399,207 | | 0.5 |
13,228 | | CVS Health Corp. | | 1,166,974 | | 0.4 |
11,618 | | Digital Realty Trust, Inc. | | 1,331,655 | | 0.5 |
36,161 | | Dow, Inc. | | 2,146,155 | | 0.8 |
28,404 | | DT Midstream, Inc. | | 1,552,563 | | 0.6 |
13,150 | | DTE Energy Co. | | 1,530,266 | | 0.6 |
22,106 | | Duke Energy Corp. | | 2,264,760 | | 0.8 |
12,791 | | Edison International | | 881,300 | | 0.3 |
11,511 | | Electronic Arts, Inc. | | 1,481,236 | | 0.5 |
1,979 | | Elevance Health, Inc. | | 989,480 | | 0.4 |
22,269 | | Emerson Electric Co. | | 2,009,109 | | 0.7 |
4,052 | | Erie Indemnity Co. | | 990,106 | | 0.4 |
4,295 | | Everest Re Group Ltd. | | 1,501,919 | | 0.6 |
23,951 | | Evergy, Inc. | | 1,500,530 | | 0.6 |
7,324 | | Eversource Energy | | 602,985 | | 0.2 |
20,295 | | First Hawaiian, Inc. | | 556,895 | | 0.2 |
59,795 | | Flowers Foods, Inc. | | 1,655,724 | | 0.6 |
3,373 | | FMC Corp. | | 449,048 | | 0.2 |
85,677 | | FNB Corp. | | 1,222,611 | | 0.4 |
7,009 | | Fortive Corp. | | 476,822 | | 0.2 |
23,670 | | Gaming and Leisure Properties, Inc. | | 1,267,765 | | 0.5 |
2,567 | | General Dynamics Corp. | | 598,265 | | 0.2 |
24,318 | | General Mills, Inc. | | 1,905,559 | | 0.7 |
20,162 | | Genpact Ltd. | | 953,259 | | 0.4 |
40,276 | | Gentex Corp. | | 1,188,545 | | 0.4 |
10,324 | | Genuine Parts Co. | | 1,732,574 | | 0.6 |
29,420 | | Gilead Sciences, Inc. | | 2,469,515 | | 0.9 |
35,429 | | H&R Block, Inc. | | 1,381,022 | | 0.5 |
5,454 | | Hancock Whitney Corp. | | 280,772 | | 0.1 |
Shares | | | Value | | Percentage of Net Assets |
COMMON STOCK: (continued) |
| | United States: (continued) |
7,408 | | Hanover Insurance Group, Inc. | $ | 996,969 | | 0.4 |
23,434 | | Hartford Financial Services Group, Inc. | | 1,818,713 | | 0.7 |
10,365 | | International Bancshares Corp. | | 485,808 | | 0.2 |
4,942 | | International Business Machines Corp. | | 665,836 | | 0.2 |
26,452 | | Iron Mountain, Inc. | | 1,443,750 | | 0.5 |
6,584 | | Jack Henry & Associates, Inc. | | 1,185,713 | | 0.4 |
33,548 | | Johnson & Johnson | | 5,482,414 | | 2.0 |
4,083 | | Johnson Controls International plc | | 284,054 | | 0.1 |
53,158 | | Juniper Networks, Inc. | | 1,717,003 | | 0.6 |
13,651 | | Kellogg Co. | | 936,186 | | 0.3 |
30,436 | | Keurig Dr Pepper, Inc. | | 1,073,782 | | 0.4 |
21,972 | | Kilroy Realty Corp. | | 901,731 | | 0.3 |
11,845 | | Kimberly-Clark Corp. | | 1,539,968 | | 0.6 |
97,557 | | Kinder Morgan, Inc. | | 1,785,293 | | 0.7 |
3,843 | | Lamar Advertising Co. | | 409,433 | | 0.2 |
15,000 | | Leidos Holdings, Inc. | | 1,482,600 | | 0.5 |
7,455 | | Life Storage, Inc. | | 805,438 | | 0.3 |
7,666 | | LKQ Corp. | | 451,987 | | 0.2 |
1,986 | | Lockheed Martin Corp. | | 920,034 | | 0.3 |
15,840 | | Loews Corp. | | 973,843 | | 0.4 |
19,595 | | Marathon Petroleum Corp. | | 2,518,349 | | 0.9 |
10,300 | | Marsh & McLennan Cos., Inc. | | 1,801,573 | | 0.7 |
15,712 | | MAXIMUS, Inc. | | 1,176,043 | | 0.4 |
10,048 | | McDonald's Corp. | | 2,686,835 | | 1.0 |
3,903 | | McKesson Corp. | | 1,477,988 | | 0.5 |
22,086 | | MDU Resources Group, Inc. | | 682,678 | | 0.3 |
39,340 | | Merck & Co., Inc. | | 4,225,509 | | 1.5 |
26,064 | | Metlife, Inc. | | 1,903,193 | | 0.7 |
27,710 | | MGIC Investment Corp. | | 391,265 | | 0.1 |
2,330 | | Mid-America Apartment Communities, Inc. | | 388,458 | | 0.1 |
13,858 | | Mondelez International, Inc. | | 906,868 | | 0.3 |
8,226 | | Morgan Stanley | | 800,637 | | 0.3 |
8,155 | | MSC Industrial Direct Co. | | 674,419 | | 0.2 |
18,193 | | National Fuel Gas Co. | | 1,056,286 | | 0.4 |
34,351 | | National Retail Properties, Inc. | | 1,626,520 | | 0.6 |
14,876 | | NetApp, Inc. | | 985,237 | | 0.4 |
43,193 | | NiSource, Inc. | | 1,198,606 | | 0.4 |
65,490 | | Old Republic International Corp. | | 1,728,281 | | 0.6 |
8,505 | | ONE Gas, Inc. | | 700,472 | | 0.3 |
15,861 | | Oneok, Inc. | | 1,086,161 | | 0.4 |
10,606 | | Packaging Corp. of America | | 1,513,476 | | 0.6 |
39,612 | | Patterson Cos., Inc. | | 1,195,886 | | 0.4 |
19,559 | | PepsiCo, Inc. | | 3,344,980 | | 1.2 |
56,853 | | Pfizer, Inc. | | 2,510,628 | | 0.9 |
29,857 | | Philip Morris International, Inc. | | 3,112,294 | | 1.1 |
21,868 | | Phillips 66 | | 2,192,704 | | 0.8 |
12,666 | | Popular, Inc. | | 869,394 | | 0.3 |
57,034 | | PPL Corp. | | 1,688,206 | | 0.6 |
21,564 | | Premier, Inc. | | 719,375 | | 0.3 |
4,408 | | Procter & Gamble Co. | | 627,611 | | 0.2 |
20,633 | | Prosperity Bancshares, Inc. | | 1,565,219 | | 0.6 |
19,108 | | Reynolds Consumer Products, Inc. | | 568,845 | | 0.2 |
5,182 | | Ryder System, Inc. | | 489,233 | | 0.2 |
8,140 | | Sempra Energy | | 1,305,086 | | 0.5 |
20,957 | | Service Corp. International | | 1,553,962 | | 0.6 |
8,355 | | Silgan Holdings, Inc. | | 450,251 | | 0.2 |
6,010 | | Snap-On, Inc. | | 1,494,867 | | 0.5 |
19,545 | | Sonoco Products Co. | | 1,194,395 | | 0.4 |
17,849 | | Spirit Realty Capital, Inc. | | 783,214 | | 0.3 |
10,440 | | Targa Resources Corp. | | 783,209 | | 0.3 |
10,911 | | Texas Instruments, Inc. | | 1,933,538 | | 0.7 |
10,883 | | Travelers Cos, Inc. | | 2,079,959 | | 0.8 |
4,493 | | U-Haul Holding Co. - Non-Voting | | 277,622 | | 0.1 |
6,602 | | UMB Financial Corp. | | 595,434 | | 0.2 |
6,640 | | United Parcel Service, Inc. - Class B | | 1,229,927 | | 0.5 |
1,530 | | UnitedHealth Group, Inc. | | 763,761 | | 0.3 |
36,718 | | Unum Group | | 1,543,258 | | 0.6 |
42,384 | | US Bancorp | | 2,110,723 | | 0.8 |
5,942 | | Valero Energy Corp. | | 832,058 | | 0.3 |
81,636 | | Verizon Communications, Inc. | | 3,393,609 | | 1.2 |
15,740 | | Washington Federal, Inc. | | 558,140 | | 0.2 |
12,141 | | Wells Fargo & Co. | | 569,049 | | 0.2 |
18,368 | | Wendy's Company | | 409,606 | | 0.2 |
13,141 | | WestRock Co. | | 515,653 | | 0.2 |
57,510 | | Williams Cos., Inc. | | 1,854,122 | | 0.7 |
| | | | 181,820,335 | | 66.4 |
| | | | | | |
| Total Common Stock | | | | |
| (Cost $246,923,324) | | 271,610,614 | | 99.2 |
| | | | | |
EXCHANGE-TRADED FUNDS: 0.3% |
6,268 | | iShares MSCI EAFE Value Index ETF | | 311,144 | | 0.1 |
3,947 | | iShares Russell 1000 Value ETF | | 629,349 | | 0.2 |
| | | | | | |
| Total Exchange-Traded Funds | | | | |
| (Cost $820,012) | | 940,493 | | 0.3 |
| | | | | |
RIGHTS: 0.0% |
| | Spain: 0.0% |
22,836 | (1),(3) | ACS Actividades de Construccion y Servicios SA | | 11,586 | | 0.0 |
| | | | | | |
| Total Rights | | | | |
| (Cost $11,900) | | 11,586 | | 0.0 |
| | | | | |
| Total Long-Term Investments | | | | |
| (Cost $247,755,236) | | 272,562,693 | | 99.5 |
Principal Amount† | | | Value | | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 1.7% | |
| | Repurchase Agreements: 0.3% | |
701,385 | (4) | Bank of America Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $701,468, collateralized by various U.S. Government Agency Obligations, 0.010%-5.500%, Market Value plus accrued interest $715,413, due 02/25/32-09/01/61) | | | | | |
| | (Cost $701,385) | $ | 701,385 | | 0.3 | |
| | | | | | | |
Shares | | | Value | | Percentage of Net Assets |
| | Mutual Funds: 1.4% | |
3,988,000 | (5) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.230% | | | | | |
| | (Cost $3,988,000) | | 3,988,000 | | 1.4 | |
| | | | | | | |
| Total Short-Term Investments | | | | | |
| (Cost $4,689,385) | | 4,689,385 | | 1.7 | |
| | | | | | |
| Total Investments in Securities (Cost $252,444,621) | $ | 277,252,078 | | 101.2 | |
| Liabilities in Excess of Other Assets | | (3,336,892 | ) | (1.2 | ) |
| Net Assets | $ | 273,915,186 | | 100.0 | |
† | Unless otherwise indicated, principal amount is shown in USD. |
(1) | Non-income producing security. |
(2) | Securities with purchases pursuant to Rule 144A or section 4(a)(2), under the Securities Act of 1933 and may not be resold subject to that rule except to qualified institutional buyers. |
(3) | Security, or a portion of the security, is on loan. |
(4) | All or a portion of the security represents securities purchased with cash collateral received for securities on loan. |
(5) | Rate shown is the 7-day yield as of January 31, 2023. |
At January 31, 2023, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were: