Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 101.2%
Financial - 21.4%
Berkshire Hathaway, Inc. — Class B*,1		1,229	$	341,564
Hanover Insurance Group, Inc.		2,121		287,693
Aflac, Inc.1		5,090		273,129
Highwoods Properties, Inc. REIT1		5,953		268,897
Synchrony Financial1		5,539		268,752
Allstate Corp.1		2,035		265,445
Raymond James Financial, Inc.		2,021		262,528
Mercury General Corp.		4,018		260,969
Old Republic International Corp.		9,574		238,488
Safety Insurance Group, Inc.		2,955		231,317
Brandywine Realty Trust REIT1		16,571		227,188
Healthcare Realty Trust, Inc. REIT		7,184		216,957
Discover Financial Services		1,620		191,630
Progressive Corp.		1,893		185,912
Jefferies Financial Group, Inc.		5,385		184,167
Enstar Group Ltd.*		716		171,067
Markel Corp.*		141		167,326
Evercore, Inc. — Class A		1,160		163,293
Everest Re Group Ltd.		642		161,791
Travelers Companies, Inc.1		1,062		158,992
Associated Banc-Corp.		7,728		158,270
Arch Capital Group Ltd.*		4,019		156,500
Brighthouse Financial, Inc.*		3,418		155,656
Essent Group Ltd.		3,235		145,413
Houlihan Lokey, Inc.		1,756		143,623
Federated Hermes, Inc. — Class B		4,221		143,134
Interactive Brokers Group, Inc. — Class A		2,149		141,254
Capital One Financial Corp.		905		139,994
AMERISAFE, Inc.		2,338		139,555
Marsh & McLennan Companies, Inc.		973		136,882
Cboe Global Markets, Inc.		1,139		135,598
Janus Henderson Group plc		3,295		127,879
BankUnited, Inc.		2,889		123,331
RenaissanceRe Holdings Ltd.		812		120,842
Radian Group, Inc.		5,321		118,392
Affiliated Managers Group, Inc.		765		117,971
SEI Investments Co.		1,868		115,760
OneMain Holdings, Inc.		1,781		106,700
Lexington Realty Trust REIT		8,615		102,949
First American Financial Corp.		1,646		102,628
Cincinnati Financial Corp.		866		100,993
Stewart Information Services Corp.		1,771		100,398
Artisan Partners Asset Management, Inc. — Class A		1,661		84,412
MGIC Investment Corp.		6,102		82,987
Sabra Health Care REIT, Inc.		4,354		79,243
Western Union Co.1		3,293		75,640
Total Financial				7,683,109
Consumer, Non-cyclical - 16.4%
Merck & Company, Inc.1		5,050		392,741
Gilead Sciences, Inc.1		5,115		352,219
Johnson & Johnson1		2,093		344,801
Bristol-Myers Squibb Co.1		4,883		326,282
Amgen, Inc.1		1,163		283,481
McKesson Corp.1		1,294		247,465
Bio-Rad Laboratories, Inc. — Class A*		368		237,099
Molson Coors Beverage Co. — Class B*,1		4,169		223,834
Regeneron Pharmaceuticals, Inc.*,1		387		216,155
Thermo Fisher Scientific, Inc.		422		212,886
John B Sanfilippo & Son, Inc.1		2,282		202,117
Pfizer, Inc.1		5,089		199,285
Hologic, Inc.*,1		2,793		186,349
United Therapeutics Corp.*,1		1,032		185,151
Hershey Co.		919		160,071
Incyte Corp.*,1		1,799		151,350
Prestige Consumer Healthcare, Inc.*,1		2,892		150,673
Eagle Pharmaceuticals, Inc.*		3,427		146,676
PerkinElmer, Inc.		895		138,197
H&R Block, Inc.1		5,632		132,239
Vector Group Ltd.1		9,136		129,183
Blueprint Medicines Corp.*		1,454		127,894
Vertex Pharmaceuticals, Inc.*		593		119,566
Innoviva, Inc.*		8,292		111,196
Quest Diagnostics, Inc.		792		104,520
Coherus Biosciences, Inc.*		7,526		104,085
Hill-Rom Holdings, Inc.1		854		97,006
Vanda Pharmaceuticals, Inc.*		4,485		96,472
Chemed Corp.		201		95,375
Humana, Inc.		201		88,987
Grand Canyon Education, Inc.*		977		87,901
Exelixis, Inc.*		4,427		80,660
Laboratory Corporation of America Holdings*		291		80,272
PepsiCo, Inc.		514		76,159
Total Consumer, Non-cyclical				5,888,347
Industrial - 15.6%
Toro Co.		3,578		393,151
Donaldson Company, Inc.1		4,928		313,076
MDU Resources Group, Inc.1		9,945		311,676
Watts Water Technologies, Inc. — Class A		1,771		258,407
Garmin Ltd.		1,770		256,013
Eagle Materials, Inc.		1,748		248,408
Vishay Intertechnology, Inc.1		10,481		236,347
OSI Systems, Inc.*		2,232		226,860
Oshkosh Corp.1		1,641		204,534
Mettler-Toledo International, Inc.*,1		143		198,104
3M Co.1		860		170,822
Masco Corp.1		2,856		168,247
Snap-on, Inc.1		751		167,796
Northrop Grumman Corp.1		432		157,002
Timken Co.1		1,785		143,853
Parker-Hannifin Corp.1		466		143,113
Owens Corning1		1,461		143,032
Agilent Technologies, Inc.		925		136,724
Louisiana-Pacific Corp.		2,217		133,663
Fortive Corp.1		1,870		130,414
Waters Corp.*,1		376		129,949

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 101.2% (continued)
Industrial - 15.6% (continued)
Carlisle Companies, Inc.		609	$	116,550
Huntington Ingalls Industries, Inc.1		544		114,648
Lincoln Electric Holdings, Inc.1		826		108,792
Lennox International, Inc.		308		108,047
Acuity Brands, Inc.		574		107,355
Boise Cascade Co.		1,812		105,730
Sealed Air Corp.		1,728		102,384
Hillenbrand, Inc.		2,320		102,266
AGCO Corp.1		780		101,696
Sanmina Corp.*		2,460		95,842
Keysight Technologies, Inc.*		620		95,734
Sturm Ruger & Company, Inc.		978		88,000
Worthington Industries, Inc.		1,433		87,671
Total Industrial				5,605,906
Consumer, Cyclical - 12.0%
AutoZone, Inc.*,1		254		379,024
O'Reilly Automotive, Inc.*,1		589		333,497
Gentex Corp.1		9,645		319,153
Yum! Brands, Inc.		2,368		272,391
Lowe's Companies, Inc.		1,325		257,010
Allison Transmission Holdings, Inc.1		5,401		214,636
Cummins, Inc.1		859		209,433
WW Grainger, Inc.1		458		200,604
Brunswick Corp.1		1,843		183,599
Dolby Laboratories, Inc. — Class A1		1,856		182,426
MSC Industrial Direct Company, Inc. — Class A1		1,975		177,217
Best Buy Company, Inc.		1,361		156,488
Gentherm, Inc.*,1		2,150		152,757
PulteGroup, Inc.1		2,717		148,267
Carter's, Inc.		1,412		145,676
AutoNation, Inc.*,1		1,512		143,353
Murphy USA, Inc.1		1,055		140,705
Whirlpool Corp.		585		127,542
Polaris, Inc.		907		124,223
NVR, Inc.*		20		99,466
Meritage Homes Corp.*		1,000		94,080
Lennar Corp. — Class A		836		83,057
Dick's Sporting Goods, Inc.		820		82,156
Tri Pointe Homes, Inc.*		3,775		80,898
Total Consumer, Cyclical				4,307,658
Technology - 12.0%
CSG Systems International, Inc.1		7,991		377,015
Microsoft Corp.		979		265,211
Activision Blizzard, Inc.		2,698		257,497
Cadence Design Systems, Inc.*		1,703		233,005
Electronic Arts, Inc.		1,565		225,094
Texas Instruments, Inc.1		1,149		220,953
Rambus, Inc.*		8,957		212,371
CDK Global, Inc.1		3,322		165,070
HP, Inc.1		5,283		159,494
Seagate Technology Holdings plc1		1,804		158,626
Cerner Corp.1		1,965		153,584
Cirrus Logic, Inc.*,1		1,793		152,620
Take-Two Interactive Software, Inc.*		827		146,396
Progress Software Corp.		2,938		135,883
Broadcom, Inc.1		273		130,177
Cognizant Technology Solutions Corp. — Class A1		1,848		127,992
Kulicke & Soffa Industries, Inc.1		2,048		125,338
International Business Machines Corp.1		840		123,136
NetApp, Inc.1		1,460		119,457
Lumentum Holdings, Inc.*		1,327		108,854
Intel Corp.1		1,866		104,757
MAXIMUS, Inc.		997		87,706
Qorvo, Inc.*		445		87,064
Synaptics, Inc.*		553		86,036
Paychex, Inc.1		779		83,587
ExlService Holdings, Inc.*		783		83,201
QUALCOMM, Inc.		565		80,755
Dropbox, Inc. — Class A*		2,553		77,381
Total Technology				4,288,260
Utilities - 11.5%
CMS Energy Corp.		5,463		322,754
IDACORP, Inc.1		3,287		320,482
UGI Corp.1		6,917		320,326
Public Service Enterprise Group, Inc.1		5,340		319,012
Southern Co.1		5,152		311,748
DTE Energy Co.		2,382		308,707
MGE Energy, Inc.		4,023		299,472
American States Water Co.		3,716		295,645
Chesapeake Utilities Corp.		2,035		244,872
New Jersey Resources Corp.		5,760		227,923
Pinnacle West Capital Corp.1		2,355		193,039
Sempra Energy1		1,443		191,169
American Water Works Company, Inc.		1,228		189,272
Avista Corp.		4,113		175,502
WEC Energy Group, Inc.		1,598		142,142
National Fuel Gas Co.		2,700		141,075
Portland General Electric Co.1		2,314		106,629
Total Utilities				4,109,769
Communications - 9.5%
Alphabet, Inc. — Class C*		150		375,948
VeriSign, Inc.*,1		1,603		364,987
Verizon Communications, Inc.1		6,176		346,041
Viavi Solutions, Inc.*,1		18,817		332,308
Omnicom Group, Inc.1		3,937		314,921
Cisco Systems, Inc.1		4,428		234,684
Cogent Communications Holdings, Inc.		2,130		163,776
Juniper Networks, Inc.1		5,639		154,227
TEGNA, Inc.		7,938		148,917
Telephone & Data Systems, Inc.1		6,451		146,180
InterDigital, Inc.		1,725		125,977
Motorola Solutions, Inc.1		538		116,665
Nexstar Media Group, Inc. — Class A		692		102,333
F5 Networks, Inc.*		538		100,423
Ciena Corp.*		1,716		97,623
World Wrestling Entertainment, Inc. — Class A		1,678		97,139
Fox Corp. — Class A		2,454		91,117

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 101.2% (continued)
Communications - 9.5% (continued)
Yelp, Inc. — Class A*		2,088	$	83,436
Total Communications				3,396,702
Basic Materials - 1.5%
Reliance Steel & Aluminum Co.		1,148		173,233
NewMarket Corp.		468		150,687
Commercial Metals Co.		3,386		104,018
Ingevity Corp.*		1,278		103,978
Total Basic Materials				531,916
Energy - 1.3%
Williams Companies, Inc.		5,761		152,955
Kinder Morgan, Inc.		7,634		139,168
Antero Midstream Corp.		8,968		93,177
Equitrans Midstream Corp.		8,502		72,352
Total Energy				457,652
Total Common Stocks
(Cost $33,927,360)				36,269,319

MONEY MARKET FUND† - 11.5%
Goldman Sachs Financial Square Treasury Instruments Fund — Institutional Shares, 0.01%2	4,123,211		4,123,211
Total Money Market Fund
(Cost $4,123,211)			4,123,211
Total Investments - 112.7%
(Cost $38,050,571)		$	40,392,530
Other Assets & Liabilities, net - (12.7)%			(4,542,758	)
Total Net Assets - 100.0%		$	35,849,772

Custom Basket Swap Agreements
Counterparty	Reference Obligation	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Notional Amount		Value and Unrealized Appreciation (Depreciation)
OTC Custom Basket Swap Agreements††
Morgan Stanley Capital Services LLC	MS Equity Custom Basket	0.50% (Federal Funds Rate + 0.40%)	At Maturity	02/01/24	$	7,269,369	$	199,075
Goldman Sachs International	GS Equity Custom Basket	0.55% (Federal Funds Rate + 0.45%)	At Maturity	05/06/24		7,269,378		197,697
					$	14,538,747	$	396,772
OTC Custom Basket Swap Agreements Sold Short††
Morgan Stanley Capital Services LLC	MS Equity Custom Basket	(0.20)% (Federal Funds Rate - 0.30%)	At Maturity	02/01/24	$	16,220,626	$	(749,799	)
Goldman Sachs International	GS Equity Custom Basket	(0.10)% (Federal Funds Rate - 0.20%)	At Maturity	05/06/24		16,755,270		(779,418	)
					$	32,975,896	$	(1,529,217	)

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

MS EQUITY LONG CUSTOM BASKET
	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Industrial
Acuity Brands, Inc.		117		0.32	%	$	8,353
Owens Corning		298		0.40	%		5,508
Snap-on, Inc.		153		0.47	%		5,002
Waters Corp.		76		0.36	%		4,949
Oshkosh Corp.		335		0.57	%		4,909
AGCO Corp.		159		0.29	%		4,651
Mettler-Toledo International, Inc.		29		0.55	%		3,759
Lincoln Electric Holdings, Inc.		168		0.30	%		3,201
Toro Co.		730		1.10	%		2,976
Northrop Grumman Corp.		88		0.44	%		2,612
Lennox International, Inc.		63		0.30	%		2,505
Agilent Technologies, Inc.		188		0.38	%		2,499
3M Co.		175		0.48	%		2,387
Sturm Ruger & Company, Inc.		199		0.25	%		2,186
Sealed Air Corp.		352		0.29	%		2,150
Donaldson Company, Inc.		1,006		0.88	%		2,060
Timken Co.		364		0.40	%		1,720
OSI Systems, Inc.		455		0.64	%		1,646
Watts Water Technologies, Inc. — Class A		361		0.72	%		1,208
Vishay Intertechnology, Inc.		2,140		0.66	%		999
Keysight Technologies, Inc.		126		0.27	%		914
Masco Corp.		583		0.47	%		664
Parker-Hannifin Corp.		95		0.40	%		617
Carlisle Companies, Inc.		124		0.33	%		307
Garmin Ltd.		361		0.72	%		115
Louisiana-Pacific Corp.		452		0.37	%		(36	)
Huntington Ingalls Industries, Inc.		111		0.32	%		(344	)
Fortive Corp.		381		0.37	%		(641	)
Sanmina Corp.		502		0.27	%		(937	)
Worthington Industries, Inc.		292		0.25	%		(1,115	)
Boise Cascade Co.		370		0.30	%		(1,353	)
Hillenbrand, Inc.		473		0.29	%		(1,889	)
Eagle Materials, Inc.		357		0.70	%		(3,070	)
MDU Resources Group, Inc.		2,031		0.88	%		(4,116	)
Total Industrial							54,396
Utilities
UGI Corp.		1,412		0.90	%		6,787
Public Service Enterprise Group, Inc.		1,090		0.90	%		813
IDACORP, Inc.		671		0.90	%		334
Chesapeake Utilities Corp.		415		0.69	%		63
Pinnacle West Capital Corp.		481		0.54	%		(498	)
Southern Co.		1,052		0.88	%		(658	)
WEC Energy Group, Inc.		326		0.40	%		(1,251	)
American Water Works Company, Inc.		250		0.53	%		(1,388	)
Sempra Energy		294		0.54	%		(1,412	)
MGE Energy, Inc.		821		0.84	%		(1,423	)
National Fuel Gas Co.		551		0.40	%		(1,562	)
CMS Energy Corp.		1,115		0.91	%		(1,609	)
American States Water Co.		759		0.83	%		(1,853	)
Portland General Electric Co.		472		0.30	%		(2,094	)
Avista Corp.		840		0.49	%		(2,353	)
DTE Energy Co.		486		0.87	%		(2,774	)
New Jersey Resources Corp.		1,176		0.64	%		(5,146	)
Total Utilities							(16,024	)
Financial
Allstate Corp.		416		0.74	%		6,536
Synchrony Financial		1,131		0.75	%		4,019
Mercury General Corp.		820		0.73	%		3,671
Jefferies Financial Group, Inc.		1,099		0.52	%		2,388
Progressive Corp.		386		0.52	%		1,862
Berkshire Hathaway, Inc. — Class B		251		0.96	%		1,835
Highwoods Properties, Inc.		1,215		0.75	%		1,695
Aflac, Inc.		1,039		0.77	%		1,340
Travelers Companies, Inc.		216		0.44	%		1,326
Cboe Global Markets, Inc.		232		0.38	%		1,284
Federated Hermes, Inc. — Class B		862		0.40	%		1,280
Houlihan Lokey, Inc.		358		0.40	%		855
Marsh & McLennan Companies, Inc.		198		0.38	%		456
Western Union Co.		672		0.21	%		351
Sabra Health Care REIT, Inc.		889		0.22	%		280
OneMain Holdings, Inc.		363		0.30	%		233
Interactive Brokers Group, Inc. — Class A		438		0.40	%		206
Janus Henderson Group plc		673		0.36	%		(139	)
Arch Capital Group Ltd.		820		0.44	%		(182	)
Evercore, Inc. — Class A		236		0.46	%		(238	)
SEI Investments Co.		381		0.32	%		(248	)
RenaissanceRe Holdings Ltd.		165		0.34	%		(312	)
Everest Re Group Ltd.		131		0.45	%		(341	)
Raymond James Financial, Inc.		412		0.74	%		(351	)
Markel Corp.		28		0.46	%		(503	)
Brighthouse Financial, Inc.		698		0.44	%		(725	)
Radian Group, Inc.		1,086		0.33	%		(729	)
Cincinnati Financial Corp.		176		0.28	%		(895	)
Stewart Information Services Corp.		361		0.28	%		(968	)
Capital One Financial Corp.		184		0.39	%		(995	)
Artisan Partners Asset Management, Inc. — Class A		339		0.24	%		(1,011	)
MGIC Investment Corp.		1,246		0.23	%		(1,046	)
Affiliated Managers Group, Inc.		156		0.33	%		(1,062	)
First American Financial Corp.		336		0.29	%		(1,167	)
AMERISAFE, Inc.		477		0.39	%		(1,229	)
Enstar Group Ltd.		146		0.48	%		(1,260	)

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Safety Insurance Group, Inc.		603		0.65	%	$	(1,400	)
Hanover Insurance Group, Inc.		433		0.81	%		(1,626	)
Discover Financial Services		330		0.54	%		(1,747	)
Essent Group Ltd.		660		0.41	%		(1,762	)
Lexington Realty Trust		1,759		0.29	%		(1,797	)
Brandywine Realty Trust		3,384		0.64	%		(2,014	)
BankUnited, Inc.		590		0.35	%		(2,072	)
Old Republic International Corp.		1,955		0.67	%		(2,752	)
Healthcare Realty Trust, Inc.		1,467		0.61	%		(2,881	)
Associated Banc-Corp.		1,578		0.44	%		(2,892	)
Total Financial							(4,727	)
Consumer, Non-cyclical
Molson Coors Beverage Co. — Class B		853		0.63	%		9,434
McKesson Corp.		264		0.69	%		6,053
United Therapeutics Corp.		210		0.52	%		4,732
Regeneron Pharmaceuticals, Inc.		79		0.61	%		4,535
Amgen, Inc.		237		0.79	%		3,848
Johnson & Johnson		224		0.51	%		3,518
Thermo Fisher Scientific, Inc.		86		0.60	%		3,492
Bio-Rad Laboratories, Inc. — Class A		75		0.66	%		3,329
Laboratory Corporation of America Holdings		59		0.22	%		3,018
Bristol-Myers Squibb Co.		997		0.92	%		2,921
H&R Block, Inc.		1,150		0.37	%		2,530
Prestige Consumer Healthcare, Inc.		590		0.42	%		2,509
Pfizer, Inc.		1,039		0.56	%		2,400
Innoviva, Inc.		1,693		0.31	%		2,344
Merck & Company, Inc.		518		0.55	%		2,223
Vanda Pharmaceuticals, Inc.		915		0.27	%		2,197
Vector Group Ltd.		761		0.15	%		1,848
Gilead Sciences, Inc.		1,044		0.99	%		1,622
Hill-Rom Holdings, Inc.		174		0.27	%		1,539
Humana, Inc.		41		0.25	%		1,474
PerkinElmer, Inc.		182		0.39	%		1,461
Quest Diagnostics, Inc.		161		0.29	%		1,426
Eagle Pharmaceuticals, Inc.		699		0.41	%		1,400
Hershey Co.		187		0.45	%		1,228
Incyte Corp.		367		0.42	%		892
Vertex Pharmaceuticals, Inc.		121		0.34	%		645
Blueprint Medicines Corp.		296		0.36	%		556
PepsiCo, Inc.		105		0.21	%		152
Hologic, Inc.		570		0.52	%		50
John B Sanfilippo & Son, Inc.		466		0.57	%		(190	)
Chemed Corp.		41		0.27	%		(275	)
Grand Canyon Education, Inc.		199		0.25	%		(637	)
Coherus Biosciences, Inc.		1,537		0.29	%		(987	)
Exelixis, Inc.		904		0.23	%		(4,283	)
Total Consumer, Non-cyclical							67,004
Consumer, Cyclical
AutoZone, Inc.		51		1.05	%		8,248
O'Reilly Automotive, Inc.		120		0.93	%		5,300
Gentherm, Inc.		439		0.43	%		4,946
Brunswick Corp.		376		0.52	%		4,005
AutoNation, Inc.		308		0.40	%		3,245
Lennar Corp. — Class A		170		0.23	%		2,260
PulteGroup, Inc.		554		0.42	%		2,140
MSC Industrial Direct Company, Inc. — Class A		403		0.50	%		1,594
Polaris, Inc.		185		0.35	%		1,398
NVR, Inc.		4		0.27	%		1,162
Lowe's Companies, Inc.		270		0.72	%		982
Dolby Laboratories, Inc. — Class A		379		0.51	%		686
Cummins, Inc.		175		0.59	%		667
Dick's Sporting Goods, Inc.		167		0.23	%		119
Best Buy Company, Inc.		278		0.44	%		112
WW Grainger, Inc.		93		0.56	%		(188	)
Carter's, Inc.		288		0.41	%		(412	)
Tri Pointe Homes, Inc.		771		0.23	%		(503	)
Gentex Corp.		1,969		0.90	%		(828	)
Whirlpool Corp.		119		0.36	%		(853	)
Meritage Homes Corp.		204		0.26	%		(895	)
Murphy USA, Inc.		215		0.39	%		(1,034	)
Allison Transmission Holdings, Inc.		1,103		0.60	%		(1,046	)
Yum! Brands, Inc.		483		0.76	%		(2,185	)
Total Consumer, Cyclical							28,920
Technology
Seagate Technology Holdings plc		368		0.45	%		8,740
Kulicke & Soffa Industries, Inc.		418		0.35	%		8,293
Rambus, Inc.		1,829		0.60	%		7,023
NetApp, Inc.		298		0.34	%		5,298
Texas Instruments, Inc.		234		0.62	%		4,992
HP, Inc.		1,078		0.45	%		4,657
International Business Machines Corp.		171		0.34	%		4,299
Cerner Corp.		401		0.43	%		3,104
Dropbox, Inc. — Class A		521		0.22	%		2,906
CSG Systems International, Inc.		1,632		1.06	%		2,820
Microsoft Corp.		200		0.75	%		2,805
Cadence Design Systems, Inc.		347		0.65	%		2,720
Cirrus Logic, Inc.		366		0.43	%		2,709
Qorvo, Inc.		90		0.24	%		1,800
Synaptics, Inc.		112		0.24	%		1,746
Paychex, Inc.		159		0.23	%		1,333
Broadcom, Inc.		55		0.36	%		1,108
QUALCOMM, Inc.		115		0.23	%		904
CDK Global, Inc.		678		0.46	%		572
Lumentum Holdings, Inc.		271		0.31	%		353
ExlService Holdings, Inc.		160		0.23	%		206
Intel Corp.		381		0.29	%		(85	)
Electronic Arts, Inc.		319		0.63	%		(766	)
Progress Software Corp.		600		0.38	%		(961	)
MAXIMUS, Inc.		203		0.25	%		(1,115	)
Activision Blizzard, Inc.		551		0.72	%		(1,487	)

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Take-Two Interactive Software, Inc.		168		0.41	%	$	(1,523	)
Cognizant Technology Solutions Corp. — Class A		377		0.36	%		(1,983	)
Total Technology							60,468
Communications
Viavi Solutions, Inc.		3,842		0.93	%		6,820
VeriSign, Inc.		327		1.02	%		6,066
Cisco Systems, Inc.		904		0.66	%		5,956
Motorola Solutions, Inc.		109		0.33	%		3,778
Juniper Networks, Inc.		1,151		0.43	%		3,743
Ciena Corp.		350		0.27	%		3,301
Omnicom Group, Inc.		804		0.88	%		425
Verizon Communications, Inc.		643		0.50	%		154
Cogent Communications Holdings, Inc.		435		0.46	%		129
Alphabet, Inc. — Class C		30		1.03	%		6
Yelp, Inc. — Class A		426		0.23	%		(213	)
Fox Corp. — Class A		501		0.26	%		(349	)
Nexstar Media Group, Inc. — Class A		141		0.29	%		(457	)
F5 Networks, Inc.		109		0.28	%		(551	)
TEGNA, Inc.		1,621		0.42	%		(580	)
InterDigital, Inc.		352		0.35	%		(681	)
World Wrestling Entertainment, Inc. — Class A		342		0.27	%		(1,420	)
Telephone & Data Systems, Inc.		1,317		0.41	%		(3,135	)
Total Communications							22,992
Basic Materials
Ingevity Corp.		261		0.29	%		(585	)
NewMarket Corp.		95		0.42	%		(1,328	)
Commercial Metals Co.		691		0.29	%		(1,660	)
Reliance Steel & Aluminum Co.		234		0.49	%		(5,150	)
Total Basic Materials							(8,723	)
Energy
Antero Midstream Corp.		1,831		0.26	%		(335	)
Kinder Morgan, Inc.		1,559		0.39	%		(1,462	)
Williams Companies, Inc.		1,176		0.43	%		(1,474	)
Equitrans Midstream Corp.		1,736		0.20	%		(1,960	)
Total Energy							(5,231	)
Total MS Equity Long Custom Basket						$	199,075

MS EQUITY SHORT CUSTOM BASKET
Consumer, Cyclical
JetBlue Airways Corp.	7,835	(0.84	)%	$	14,438
United Airlines Holdings, Inc.	3,076	(1.01	)%		13,519
IAA, Inc.	1,831	(0.62	)%		9,613
Marriott International, Inc. — Class A	505	(0.43	)%		3,435
Freshpet, Inc.	707	(0.71	)%		3,052
Delta Air Lines, Inc.	5,008	(1.34	)%		1,971
Hilton Worldwide Holdings, Inc.	645	(0.48	)%		1,946
Alaska Air Group, Inc.	2,718	(1.01	)%		(4,893	)
Southwest Airlines Co.	4,031	(1.32	)%		(18,246	)
Copart, Inc.	1,419	(1.15	)%		(39,899	)
Total Consumer, Cyclical					(15,064	)
Financial
JBG SMITH Properties	7,271	(1.41	)%		10,543
Lincoln National Corp.	2,024	(0.78	)%		9,726
American International Group, Inc.	1,900	(0.56	)%		8,358
U.S. Bancorp	3,950	(1.39	)%		8,141
Alexandria Real Estate Equities, Inc.	752	(0.84	)%		8,074
Truist Financial Corp.	3,185	(1.09	)%		7,998
Prudential Financial, Inc.	2,210	(1.40	)%		6,760
Global Net Lease, Inc.	4,040	(0.46	)%		4,130
CyrusOne, Inc.	1,333	(0.59	)%		3,891
Bank of America Corp.	6,416	(1.63	)%		3,302
Comerica, Inc.	1,368	(0.60	)%		3,160
State Street Corp.	1,923	(0.98	)%		2,783
Equitable Holdings, Inc.	3,376	(0.63	)%		2,291
Mid-America Apartment Communities, Inc.	785	(0.82	)%		2,035
UDR, Inc.	4,617	(1.39	)%		1,844
Ryman Hospitality Properties, Inc.	850	(0.41	)%		1,589
Wells Fargo & Co.	1,880	(0.52	)%		418
Americold Realty Trust	4,775	(1.11	)%		2
SBA Communications Corp.	211	(0.41	)%		(376	)
Crown Castle International Corp.	589	(0.71	)%		(528	)
Bank of New York Mellon Corp.	1,073	(0.34	)%		(981	)
Host Hotels & Resorts, Inc.	7,487	(0.79	)%		(1,879	)
Digital Realty Trust, Inc.	1,124	(1.04	)%		(2,711	)
Welltower, Inc.	1,304	(0.67	)%		(5,090	)
American Homes 4 Rent — Class A	2,019	(0.48	)%		(6,437	)
Federal Realty Investment Trust	676	(0.49	)%		(6,970	)
Invitation Homes, Inc.	3,207	(0.74	)%		(8,944	)
Charles Schwab Corp.	3,014	(1.35	)%		(9,488	)
Healthpeak Properties, Inc.	6,690	(1.37	)%		(10,470	)
Howard Hughes Corp.	1,045	(0.63	)%		(21,339	)
Rayonier, Inc.	3,439	(0.76	)%		(21,987	)
American Tower Corp. — Class A	331	(0.55	)%		(22,093	)
Prologis, Inc.	1,388	(1.02	)%		(26,002	)
Loews Corp.	1,700	(0.57	)%		(27,209	)
Brookline Bancorp, Inc.	7,182	(0.66	)%		(29,132	)
Equinix, Inc.	245	(1.21	)%		(29,920	)
Camden Property Trust	1,201	(0.98	)%		(38,453	)
Sun Communities, Inc.	1,055	(1.11	)%		(52,582	)
Rexford Industrial Realty, Inc.	3,144	(1.10	)%		(60,081	)
First Republic Bank	1,394	(1.61	)%		(76,268	)
Total Financial					(373,895	)
Consumer, Non-cyclical
Verisk Analytics, Inc. — Class A	1,566	(1.69	)%		17,018
Archer-Daniels-Midland Co.	3,055	(1.14	)%		15,668

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
ManpowerGroup, Inc.		1,163		(0.85	)%	$	4,061
CoStar Group, Inc.		1,640		(0.84	)%		2,153
Cooper Companies, Inc.		143		(0.35	)%		1,054
McCormick & Company, Inc.		1,744		(0.95	)%		178
Brink's Co.		967		(0.46	)%		(622	)
Alnylam Pharmaceuticals, Inc.		418		(0.44	)%		(2,604	)
Guardant Health, Inc.		717		(0.55	)%		(2,666	)
Rollins, Inc.		3,169		(0.67	)%		(2,966	)
TransUnion		1,545		(1.05	)%		(12,193	)
Avalara, Inc.		264		(0.26	)%		(16,166	)
Cintas Corp.		762		(1.79	)%		(22,695	)
Equifax, Inc.		603		(0.89	)%		(44,580	)
Total Consumer, Non-cyclical							(64,360	)
Energy
Baker Hughes Co.		3,933		(0.55	)%		11,748
Schlumberger N.V.		7,654		(1.51	)%		10,052
Phillips 66		1,024		(0.54	)%		225
Pioneer Natural Resources Co.		1,640		(1.64	)%		(10,085	)
NOV, Inc.		4,452		(0.42	)%		(14,649	)
Hess Corp.		1,381		(0.74	)%		(25,401	)
ChampionX Corp.		5,308		(0.84	)%		(42,428	)
Halliburton Co.		11,185		(1.59	)%		(46,376	)
Ovintiv, Inc.		5,344		(1.04	)%		(69,386	)
Total Energy							(186,300	)
Technology
KBR, Inc.		4,136		(0.97	)%		7,314
Leidos Holdings, Inc.		1,188		(0.74	)%		6,259
Blackline, Inc.		342		(0.23	)%		1,717
Clarivate plc		3,207		(0.54	)%		(2,160	)
Sailpoint Technologies Holdings, Inc.		767		(0.24	)%		(2,183	)
Twilio, Inc. — Class A		111		(0.27	)%		(3,291	)
Tyler Technologies, Inc.		84		(0.23	)%		(5,459	)
Ceridian HCM Holding, Inc.		876		(0.52	)%		(6,975	)
Coupa Software, Inc.		328		(0.53	)%		(7,604	)
Smartsheet, Inc. — Class A		558		(0.25	)%		(13,501	)
Rapid7, Inc.		857		(0.50	)%		(18,722	)
HubSpot, Inc.		71		(0.26	)%		(20,266	)
Total Technology							(64,871	)
Industrial
Jacobs Engineering Group, Inc.		1,894		(1.56	)%		12,451
Ball Corp.		1,183		(0.59	)%		11,914
Stericycle, Inc.		3,239		(1.43	)%		8,527
XPO Logistics, Inc.		844		(0.73	)%		7,326
Norfolk Southern Corp.		859		(1.41	)%		5,442
Exponent, Inc.		679		(0.37	)%		4,386
MSA Safety, Inc.		687		(0.70	)%		250
US Ecology, Inc.		2,176		(0.50	)%		(100	)
FedEx Corp.		440		(0.81	)%		(1,329	)
Republic Services, Inc. — Class A		2,452		(1.66	)%		(1,651	)
United Parcel Service, Inc. — Class B		395		(0.51	)%		(2,231	)
Boeing Co.		490		(0.72	)%		(3,479	)
TransDigm Group, Inc.		109		(0.43	)%		(4,934	)
Raytheon Technologies Corp.		2,627		(1.38	)%		(5,115	)
Waste Management, Inc.		1,912		(1.65	)%		(6,548	)
Ingersoll Rand, Inc.		2,531		(0.76	)%		(16,123	)
Tetra Tech, Inc.		741		(0.56	)%		(22,414	)
Casella Waste Systems, Inc. — Class A		2,731		(1.07	)%		(25,147	)
Total Industrial							(38,775	)
Communications
Anaplan, Inc.		700		(0.23	)%		2,471
Okta, Inc.		359		(0.54	)%		(315	)
Uber Technologies, Inc.		2,524		(0.78	)%		(881	)
Q2 Holdings, Inc.		1,232		(0.78	)%		(12,920	)
Zendesk, Inc.		573		(0.51	)%		(20,857	)
Liberty Broadband Corp. — Class C		776		(0.83	)%		(21,518	)
Total Communications							(54,020	)
Basic Materials
Linde plc		185		(0.33	)%		(2,041	)
Quaker Chemical Corp.		329		(0.48	)%		(8,588	)
Total Basic Materials							(10,629	)
Utilities
Atmos Energy Corp.		2,242		(1.33	)%		11,919
Exelon Corp.		4,797		(1.31	)%		11,311
Xcel Energy, Inc.		2,940		(1.19	)%		10,010
ONE Gas, Inc.		3,053		(1.40	)%		9,967
Black Hills Corp.		1,549		(0.63	)%		5,788
OGE Energy Corp.		3,577		(0.74	)%		5,250
CenterPoint Energy, Inc.		2,971		(0.45	)%		4,018
Edison International		4,032		(1.44	)%		(148	)
Total Utilities							58,115
Total MS Equity Short Custom Basket						$	(749,799	)

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

GS EQUITY LONG CUSTOM BASKET
	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Technology
Seagate Technology Holdings plc		368		0.47	%	$	8,758
Kulicke & Soffa Industries, Inc.		418		0.35	%		8,338
Rambus, Inc.		1,829		0.60	%		7,014
NetApp, Inc.		298		0.34	%		5,304
Texas Instruments, Inc.		234		0.62	%		5,021
HP, Inc.		1,078		0.45	%		4,678
International Business Machines Corp.		171		0.34	%		4,287
Cerner Corp.		401		0.43	%		3,168
Dropbox, Inc. — Class A		521		0.22	%		2,890
Cadence Design Systems, Inc.		347		0.65	%		2,768
Cirrus Logic, Inc.		366		0.43	%		2,736
Microsoft Corp.		200		0.75	%		2,730
CSG Systems International, Inc.		1,632		1.06	%		2,684
Qorvo, Inc.		90		0.24	%		1,801
Synaptics, Inc.		112		0.24	%		1,766
Paychex, Inc.		159		0.23	%		1,334
Broadcom, Inc.		55		0.36	%		1,084
QUALCOMM, Inc.		115		0.23	%		905
CDK Global, Inc.		678		0.46	%		602
Lumentum Holdings, Inc.		271		0.31	%		332
ExlService Holdings, Inc.		160		0.23	%		180
Intel Corp.		381		0.29	%		(58	)
Electronic Arts, Inc.		319		0.63	%		(753	)
Progress Software Corp.		600		0.38	%		(913	)
MAXIMUS, Inc.		203		0.25	%		(1,132	)
Take-Two Interactive Software, Inc.		168		0.41	%		(1,490	)
Activision Blizzard, Inc.		551		0.72	%		(1,506	)
Cognizant Technology Solutions Corp. — Class A		377		0.36	%		(2,001	)
Total Technology							60,527
Utilities
UGI Corp.		1,412		0.90	%		6,774
Public Service Enterprise Group, Inc.		1,090		0.90	%		897
IDACORP, Inc.		671		0.90	%		431
Chesapeake Utilities Corp.		415		0.69	%		(22	)
Pinnacle West Capital Corp.		481		0.54	%		(458	)
Southern Co.		1,052		0.88	%		(657	)
WEC Energy Group, Inc.		326		0.40	%		(1,158	)
Sempra Energy		294		0.54	%		(1,328	)
American Water Works Company, Inc.		250		0.53	%		(1,352	)
CMS Energy Corp.		1,115		0.91	%		(1,429	)
MGE Energy, Inc.		821		0.84	%		(1,455	)
National Fuel Gas Co.		551		0.40	%		(1,550	)
American States Water Co.		759		0.83	%		(1,927	)
Portland General Electric Co.		472		0.30	%		(2,062	)
Avista Corp.		840		0.49	%		(2,379	)
DTE Energy Co.		486		0.87	%		(2,538	)
New Jersey Resources Corp.		1,176		0.64	%		(5,064	)
Total Utilities							(15,277	)
Consumer, Non-cyclical
Molson Coors Beverage Co. — Class B		853		0.63	%		9,451
McKesson Corp.		264		0.69	%		4,833
United Therapeutics Corp.		210		0.52	%		4,824
Regeneron Pharmaceuticals, Inc.		79		0.61	%		4,567
Amgen, Inc.		237		0.79	%		4,421
Johnson & Johnson		224		0.51	%		3,571
Thermo Fisher Scientific, Inc.		86		0.60	%		3,524
Bio-Rad Laboratories, Inc. — Class A		75		0.66	%		3,295
Laboratory Corporation of America Holdings		59		0.22	%		3,006
Bristol-Myers Squibb Co.		997		0.92	%		2,989
H&R Block, Inc.		1,150		0.37	%		2,555
Prestige Consumer Healthcare, Inc.		590		0.42	%		2,530
Innoviva, Inc.		1,693		0.31	%		2,368
Merck & Company, Inc.		518		0.55	%		2,218
Vanda Pharmaceuticals, Inc.		915		0.27	%		2,098
Pfizer, Inc.		1,039		0.56	%		2,043
Vector Group Ltd.		761		0.15	%		1,844
Gilead Sciences, Inc.		1,044		0.99	%		1,666
Hill-Rom Holdings, Inc.		174		0.27	%		1,513
Humana, Inc.		41		0.25	%		1,490
PerkinElmer, Inc.		182		0.39	%		1,471
Quest Diagnostics, Inc.		161		0.29	%		1,418
Hershey Co.		187		0.45	%		1,275
Eagle Pharmaceuticals, Inc.		699		0.41	%		1,149
Incyte Corp.		367		0.42	%		926
Vertex Pharmaceuticals, Inc.		121		0.34	%		740
Blueprint Medicines Corp.		296		0.36	%		572
PepsiCo, Inc.		105		0.21	%		148
Hologic, Inc.		570		0.52	%		90
Chemed Corp.		41		0.27	%		(236	)
John B Sanfilippo & Son, Inc.		466		0.57	%		(240	)
Grand Canyon Education, Inc.		199		0.25	%		(630	)
Coherus Biosciences, Inc.		1,537		0.29	%		(949	)
Exelixis, Inc.		904		0.23	%		(4,277	)
Total Consumer, Non-cyclical							66,263
Financial
Allstate Corp.		416		0.74	%		6,529
Synchrony Financial		1,131		0.75	%		3,984
Mercury General Corp.		820		0.73	%		3,648
Jefferies Financial Group, Inc.		1,099		0.52	%		2,281
Progressive Corp.		386		0.52	%		1,879
Berkshire Hathaway, Inc. — Class B		251		0.96	%		1,824
Highwoods Properties, Inc.		1,215		0.75	%		1,684
Federated Hermes, Inc. — Class B		862		0.40	%		1,348
Aflac, Inc.		1,039		0.77	%		1,338

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Travelers Companies, Inc.		216		0.44	%	$	1,335
Cboe Global Markets, Inc.		232		0.38	%		1,328
Houlihan Lokey, Inc.		358		0.40	%		927
Marsh & McLennan Companies, Inc.		198		0.38	%		471
Western Union Co.		672		0.21	%		353
Sabra Health Care REIT, Inc.		889		0.22	%		280
Interactive Brokers Group, Inc. — Class A		438		0.40	%		183
OneMain Holdings, Inc.		363		0.30	%		169
Janus Henderson Group plc		673		0.36	%		(131	)
Arch Capital Group Ltd.		820		0.44	%		(201	)
SEI Investments Co.		381		0.32	%		(238	)
Evercore, Inc. — Class A		236		0.46	%		(255	)
RenaissanceRe Holdings Ltd.		165		0.34	%		(343	)
Everest Re Group Ltd.		131		0.45	%		(349	)
Raymond James Financial, Inc.		412		0.74	%		(407	)
Markel Corp.		28		0.46	%		(541	)
Brighthouse Financial, Inc.		698		0.44	%		(764	)
Radian Group, Inc.		1,086		0.33	%		(787	)
Cincinnati Financial Corp.		176		0.28	%		(912	)
Stewart Information Services Corp.		361		0.28	%		(979	)
Artisan Partners Asset Management, Inc. — Class A		339		0.24	%		(1,010	)
Capital One Financial Corp.		184		0.39	%		(1,025	)
Affiliated Managers Group, Inc.		156		0.33	%		(1,077	)
MGIC Investment Corp.		1,246		0.23	%		(1,110	)
First American Financial Corp.		336		0.29	%		(1,156	)
AMERISAFE, Inc.		477		0.39	%		(1,249	)
Enstar Group Ltd.		146		0.48	%		(1,279	)
Safety Insurance Group, Inc.		603		0.65	%		(1,385	)
Hanover Insurance Group, Inc.		433		0.81	%		(1,623	)
Lexington Realty Trust		1,759		0.29	%		(1,741	)
Discover Financial Services		330		0.54	%		(1,794	)
Essent Group Ltd.		660		0.41	%		(1,854	)
Brandywine Realty Trust		3,384		0.64	%		(2,041	)
BankUnited, Inc.		590		0.35	%		(2,174	)
Old Republic International Corp.		1,955		0.67	%		(2,758	)
Healthcare Realty Trust, Inc.		1,467		0.61	%		(2,839	)
Associated Banc-Corp.		1,578		0.44	%		(2,958	)
Total Financial							(5,419	)
Consumer, Cyclical
AutoZone, Inc.		51		1.05	%		8,214
O'Reilly Automotive, Inc.		120		0.93	%		5,287
Gentherm, Inc.		439		0.43	%		4,943
Brunswick Corp.		376		0.52	%		3,961
AutoNation, Inc.		308		0.40	%		3,220
Lennar Corp. — Class A		170		0.23	%		2,241
PulteGroup, Inc.		554		0.42	%		2,136
MSC Industrial Direct Company, Inc. — Class A		403		0.50	%		1,588
Polaris, Inc.		185		0.35	%		1,409
NVR, Inc.		4		0.27	%		1,160
Lowe's Companies, Inc.		270		0.72	%		959
Dolby Laboratories, Inc. — Class A		379		0.51	%		750
Cummins, Inc.		175		0.59	%		631
Best Buy Company, Inc.		278		0.44	%		108
Dick's Sporting Goods, Inc.		167		0.23	%		99
WW Grainger, Inc.		93		0.56	%		(152	)
Carter's, Inc.		288		0.41	%		(416	)
Tri Pointe Homes, Inc.		771		0.23	%		(532	)
Whirlpool Corp.		119		0.36	%		(842	)
Gentex Corp.		1,969		0.90	%		(879	)
Meritage Homes Corp.		204		0.26	%		(885	)
Allison Transmission Holdings, Inc.		1,103		0.60	%		(976	)
Murphy USA, Inc.		215		0.39	%		(1,042	)
Yum! Brands, Inc.		483		0.76	%		(2,165	)
Total Consumer, Cyclical							28,817
Basic Materials
Ingevity Corp.		261		0.29	%		(591	)
NewMarket Corp.		95		0.42	%		(1,320	)
Commercial Metals Co.		691		0.29	%		(1,768	)
Reliance Steel & Aluminum Co.		234		0.49	%		(5,140	)
Total Basic Materials							(8,819	)
Industrial
Acuity Brands, Inc.		117		0.30	%		8,387
Owens Corning		298		0.40	%		5,514
Snap-on, Inc.		153		0.47	%		4,984
Waters Corp.		76		0.36	%		4,944
Oshkosh Corp.		335		0.57	%		4,916
AGCO Corp.		159		0.29	%		4,650
Mettler-Toledo International, Inc.		29		0.55	%		3,814
Lincoln Electric Holdings, Inc.		168		0.30	%		3,165
Toro Co.		730		1.10	%		2,872
Northrop Grumman Corp.		88		0.44	%		2,668
Lennox International, Inc.		63		0.30	%		2,506
Agilent Technologies, Inc.		188		0.38	%		2,501
3M Co.		175		0.48	%		2,439
Sturm Ruger & Company, Inc.		199		0.25	%		2,195
Sealed Air Corp.		352		0.29	%		2,156
Donaldson Company, Inc.		1,006		0.88	%		2,026
Timken Co.		364		0.40	%		1,787
OSI Systems, Inc.		455		0.64	%		1,631
Watts Water Technologies, Inc. — Class A		361		0.72	%		1,238
Vishay Intertechnology, Inc.		2,140		0.66	%		968
Keysight Technologies, Inc.		126		0.27	%		916
Masco Corp.		583		0.47	%		653
Parker-Hannifin Corp.		95		0.40	%		619
Carlisle Companies, Inc.		124		0.33	%		344
Garmin Ltd.		361		0.72	%		214

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Louisiana-Pacific Corp.		452		0.37	%	$	(46	)
Huntington Ingalls Industries, Inc.		111		0.32	%		(366	)
Fortive Corp.		381		0.37	%		(672	)
Sanmina Corp.		502		0.27	%		(946	)
Worthington Industries, Inc.		292		0.25	%		(1,069	)
Boise Cascade Co.		370		0.30	%		(1,420	)
Hillenbrand, Inc.		473		0.29	%		(1,896	)
Eagle Materials, Inc.		357		0.70	%		(3,159	)
MDU Resources Group, Inc.		2,031		0.88	%		(4,108	)
Total Industrial							54,425
Communications
Viavi Solutions, Inc.		3,842		0.93	%		6,749
VeriSign, Inc.		327		1.02	%		6,049
Cisco Systems, Inc.		904		0.66	%		6,004
Juniper Networks, Inc.		1,151		0.43	%		3,816
Motorola Solutions, Inc.		109		0.33	%		3,749
Ciena Corp.		350		0.27	%		3,331
Omnicom Group, Inc.		804		0.88	%		440
Cogent Communications Holdings, Inc.		435		0.46	%		144
Alphabet, Inc. — Class C		30		1.03	%		74
Yelp, Inc. — Class A		426		0.23	%		(128	)
Fox Corp. — Class A		501		0.26	%		(355	)
Nexstar Media Group, Inc. — Class A		141		0.29	%		(454	)
Verizon Communications, Inc.		643		0.50	%		(530	)
F5 Networks, Inc.		109		0.28	%		(571	)
TEGNA, Inc.		1,621		0.42	%		(613	)
InterDigital, Inc.		352		0.35	%		(685	)
World Wrestling Entertainment, Inc. — Class A		342		0.27	%		(1,405	)
Telephone & Data Systems, Inc.		1,317		0.41	%		(3,174	)
Total Communications							22,441
Energy
Antero Midstream Corp.		1,831		0.26	%		(309	)
Kinder Morgan, Inc.		1,559		0.39	%		(1,479	)
Williams Companies, Inc.		1,176		0.43	%		(1,485	)
Equitrans Midstream Corp.		1,736		0.20	%		(1,988	)
Total Energy							(5,261	)
Total GS Equity Long Custom Basket						$	197,697

GS EQUITY SHORT CUSTOM BASKET
Consumer, Cyclical
JetBlue Airways Corp.	7,835	(0.80	)%	$	14,535
United Airlines Holdings, Inc.	3,076	(0.98	)%		13,581
IAA, Inc.	1,831	(0.60	)%		9,639
Marriott International, Inc. — Class A	505	(0.41	)%		3,455
Freshpet, Inc.	707	(0.69	)%		3,073
Delta Air Lines, Inc.	5,008	(1.29	)%		2,013
Hilton Worldwide Holdings, Inc.	645	(0.46	)%		1,997
Alaska Air Group, Inc.	2,718	(0.98	)%		(5,122	)
Southwest Airlines Co.	4,031	(1.28	)%		(18,214	)
Copart, Inc.	1,419	(1.12	)%		(39,914	)
Total Consumer, Cyclical					(14,957	)
Communications
Anaplan, Inc.	700	(0.22	)%		2,454
Okta, Inc.	359	(0.52	)%		(487	)
Uber Technologies, Inc.	2,524	(0.76	)%		(847	)
Q2 Holdings, Inc.	1,232	(0.75	)%		(11,514	)
Zendesk, Inc.	573	(0.49	)%		(20,762	)
Liberty Broadband Corp. — Class C	776	(0.80	)%		(21,529	)
Total Communications					(52,685	)
Technology
KBR, Inc.	4,136	(0.94	)%		7,085
Leidos Holdings, Inc.	1,188	(0.72	)%		5,875
Blackline, Inc.	342	(0.23	)%		1,672
Clarivate plc	3,207	(0.53	)%		(2,203	)
Sailpoint Technologies Holdings, Inc.	767	(0.23	)%		(2,251	)
Twilio, Inc. — Class A	111	(0.26	)%		(3,420	)
Tyler Technologies, Inc.	84	(0.23	)%		(5,473	)
Ceridian HCM Holding, Inc.	876	(0.50	)%		(7,082	)
Coupa Software, Inc.	328	(0.51	)%		(7,594	)
Smartsheet, Inc. — Class A	558	(0.24	)%		(13,520	)
Rapid7, Inc.	857	(0.48	)%		(18,321	)
HubSpot, Inc.	71	(0.25	)%		(20,206	)
Total Technology					(65,438	)
Consumer, Non-cyclical
Verisk Analytics, Inc. — Class A	1,566	(1.63	)%		16,987
Archer-Daniels-Midland Co.	3,055	(1.10	)%		15,429
ManpowerGroup, Inc.	1,163	(0.83	)%		3,976
CoStar Group, Inc.	1,640	(0.81	)%		1,954
Cooper Companies, Inc.	143	(0.34	)%		1,060
McCormick & Company, Inc.	1,744	(0.92	)%		41
Brink's Co.	967	(0.44	)%		(683	)
Alnylam Pharmaceuticals, Inc.	418	(0.42	)%		(2,563	)
Guardant Health, Inc.	717	(0.53	)%		(2,722	)
Rollins, Inc.	3,169	(0.65	)%		(2,970	)
TransUnion	1,545	(1.01	)%		(12,260	)
Avalara, Inc.	264	(0.25	)%		(14,594	)
Cintas Corp.	762	(1.74	)%		(23,012	)
Equifax, Inc.	603	(0.86	)%		(44,676	)
Total Consumer, Non-cyclical					(64,033	)
Financial
JBG SMITH Properties	7,271	(1.37	)%		10,547
Lincoln National Corp.	2,024	(0.76	)%		10,127
American International Group, Inc.	1,900	(0.54	)%		8,441
U.S. Bancorp	3,950	(1.34	)%		8,144
Alexandria Real Estate Equities, Inc.	752	(0.82	)%		8,031
Truist Financial Corp.	3,185	(1.05	)%		8,018
Prudential Financial, Inc.	2,210	(1.35	)%		7,045
Global Net Lease, Inc.	4,040	(0.45	)%		4,084
CyrusOne, Inc.	1,333	(0.57	)%		3,708
Comerica, Inc.	1,368	(0.58	)%		3,421
Bank of America Corp.	6,416	(1.58	)%		3,338
State Street Corp.	1,923	(0.94	)%		2,885

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Equitable Holdings, Inc.		3,376		(0.61	)%	$	2,365
Mid-America Apartment Communities, Inc.		785		(0.79	)%		2,045
UDR, Inc.		4,617		(1.35	)%		1,908
Ryman Hospitality Properties, Inc.		850		(0.40	)%		1,669
Wells Fargo & Co.		1,880		(0.51	)%		441
SBA Communications Corp.		211		(0.40	)%		(386	)
Crown Castle International Corp.		589		(0.69	)%		(503	)
Bank of New York Mellon Corp.		1,073		(0.33	)%		(974	)
Host Hotels & Resorts, Inc.		7,487		(0.76	)%		(1,648	)
Digital Realty Trust, Inc.		1,124		(1.01	)%		(2,675	)
Welltower, Inc.		1,304		(0.65	)%		(5,085	)
American Homes 4 Rent — Class A		2,019		(0.47	)%		(6,360	)
Federal Realty Investment Trust		676		(0.47	)%		(6,601	)
Invitation Homes, Inc.		3,207		(0.71	)%		(8,810	)
Charles Schwab Corp.		3,014		(1.31	)%		(9,386	)
Healthpeak Properties, Inc.		6,690		(1.33	)%		(10,432	)
Americold Realty Trust		4,775		(1.08	)%		(15,009	)
Howard Hughes Corp.		1,045		(0.61	)%		(21,046	)
Rayonier, Inc.		3,439		(0.74	)%		(21,909	)
American Tower Corp. — Class A		331		(0.53	)%		(22,090	)
Prologis, Inc.		1,388		(0.99	)%		(25,837	)
Equinix, Inc.		245		(1.17	)%		(27,005	)
Loews Corp.		1,700		(0.55	)%		(27,181	)
Brookline Bancorp, Inc.		7,182		(0.64	)%		(29,179	)
Morgan Stanley		5,831		(3.19	)%		(36,023	)
Camden Property Trust		1,201		(0.95	)%		(38,433	)
Sun Communities, Inc.		1,055		(1.08	)%		(43,899	)
Rexford Industrial Realty, Inc.		3,144		(1.07	)%		(51,248	)
First Republic Bank		1,394		(1.56	)%		(76,144	)
Total Financial							(401,646	)
Industrial
Jacobs Engineering Group, Inc.		1,894		(1.51	)%		12,467
Ball Corp.		1,183		(0.57	)%		11,919
Stericycle, Inc.		3,239		(1.38	)%		8,471
XPO Logistics, Inc.		844		(0.70	)%		7,227
Norfolk Southern Corp.		859		(1.36	)%		5,421
Exponent, Inc.		679		(0.36	)%		4,483
MSA Safety, Inc.		687		(0.68	)%		390
US Ecology, Inc.		2,176		(0.49	)%		(78	)
FedEx Corp.		440		(0.78	)%		(1,298	)
Republic Services, Inc. — Class A		2,452		(1.61	)%		(2,169	)
United Parcel Service, Inc. — Class B		395		(0.49	)%		(2,235	)
Boeing Co.		490		(0.70	)%		(3,475	)
TransDigm Group, Inc.		109		(0.42	)%		(4,894	)
Raytheon Technologies Corp.		2,627		(1.34	)%		(5,062	)
Waste Management, Inc.		1,912		(1.60	)%		(6,572	)
Ingersoll Rand, Inc.		2,531		(0.74	)%		(16,199	)
Tetra Tech, Inc.		741		(0.54	)%		(22,446	)
Casella Waste Systems, Inc. — Class A		2,731		(1.03	)%		(25,289	)
Total Industrial							(39,339	)
Energy
Baker Hughes Co.		3,933		(0.54	)%		11,703
Schlumberger N.V.		7,654		(1.46	)%		10,237
Phillips 66		1,024		(0.52	)%		288
Pioneer Natural Resources Co.		1,640		(1.59	)%		(10,274	)
NOV, Inc.		4,452		(0.41	)%		(14,675	)
Hess Corp.		1,381		(0.72	)%		(25,520	)
ChampionX Corp.		5,308		(0.81	)%		(42,453	)
Halliburton Co.		11,185		(1.54	)%		(46,480	)
Ovintiv, Inc.		5,344		(1.00	)%		(69,061	)
Total Energy							(186,235	)
Utilities
Atmos Energy Corp.		2,242		(1.29	)%		11,757
Exelon Corp.		4,797		(1.27	)%		10,436
ONE Gas, Inc.		3,053		(1.35	)%		9,891
Xcel Energy, Inc.		2,940		(1.16	)%		9,552
Black Hills Corp.		1,549		(0.61	)%		5,673
OGE Energy Corp.		3,577		(0.72	)%		5,007
CenterPoint Energy, Inc.		2,971		(0.43	)%		4,016
Edison International		4,032		(1.39	)%		(616	)
Total Utilities							55,716
Basic Materials
Linde plc		185		(0.32	)%		(2,069	)
Quaker Chemical Corp.		329		(0.47	)%		(8,732	)
Total Basic Materials							(10,801	)
Total GS Equity Short Custom Basket						$	(779,418	)

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs — See Note 3.
1	All or a portion of this security is pledged as custom basket swap collateral at June 30, 2021.
2	Rate indicated is the 7-day yield as of June 30, 2021.

GS — Goldman Sachs International

MS — Morgan Stanley Capital Services LLC

plc — Public Limited Company

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

Alpha Opportunity Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	36,269,319	$	—	$	—	$	36,269,319
Money Market Fund		4,123,211		—		—		4,123,211
Equity Custom Basket Swap Agreements**		—		396,772		—		396,772
Total Assets	$	40,392,530	$	396,772	$	—	$	40,789,302

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Equity Custom Basket Swap Agreements**	$	—	$	1,529,217	$	—	$	1,529,217

** This derivative is reported as unrealized appreciation/depreciation at period end.

Capital Stewardship Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 101.3%
Technology - 26.2%
Apple, Inc.		89,496	$	12,257,372
Microsoft Corp.		45,063		12,207,567
Intel Corp.		91,190		5,119,407
Accenture plc — Class A		10,881		3,207,610
HP, Inc.		90,933		2,745,267
International Business Machines Corp.		17,622		2,583,209
Citrix Systems, Inc.		19,885		2,331,914
QUALCOMM, Inc.		16,221		2,318,468
Micron Technology, Inc.*		27,092		2,302,278
Oracle Corp.		28,304		2,203,183
Cognizant Technology Solutions Corp. — Class A		29,193		2,021,907
Texas Instruments, Inc.		9,445		1,816,273
Cadence Design Systems, Inc.*		12,151		1,662,500
NVIDIA Corp.		1,604		1,283,360
Science Applications International Corp.		14,528		1,274,542
Dell Technologies, Inc. — Class C*		12,639		1,259,729
Leidos Holdings, Inc.		11,666		1,179,433
Lam Research Corp.		1,692		1,100,984
Teradyne, Inc.		7,081		948,571
ON Semiconductor Corp.*		19,442		744,240
Applied Materials, Inc.		4,922		700,893
salesforce.com, Inc.*		2,412		589,179
Jack Henry & Associates, Inc.		3,580		585,366
Advanced Micro Devices, Inc.*		2,983		280,193
Adobe, Inc.*		475		278,179
Total Technology				63,001,624
Consumer, Non-cyclical - 18.8%
Bristol-Myers Squibb Co.		78,634		5,254,324
Gilead Sciences, Inc.		54,493		3,752,388
Humana, Inc.		6,113		2,706,347
McKesson Corp.		12,622		2,413,831
Quest Diagnostics, Inc.		17,796		2,348,538
Amgen, Inc.		9,520		2,320,500
Biogen, Inc.*		6,441		2,230,325
CVS Health Corp.		25,186		2,101,520
Vertex Pharmaceuticals, Inc.*		10,089		2,034,245
Merck & Company, Inc.		25,269		1,965,170
Laboratory Corporation of America Holdings*		6,595		1,819,231
Chemed Corp.		2,889		1,370,831
Kroger Co.		34,634		1,326,828
Bio-Rad Laboratories, Inc. — Class A*		1,967		1,267,319
United Rentals, Inc.*		3,840		1,224,998
Regeneron Pharmaceuticals, Inc.*		2,111		1,179,078
Molson Coors Beverage Co. — Class B*		20,258		1,087,652
PerkinElmer, Inc.		6,582		1,016,326
Anthem, Inc.		2,434		929,301
AbbVie, Inc.		7,689		866,089
Kellogg Co.		10,954		704,671
Eli Lilly & Co.		2,678		614,654
Archer-Daniels-Midland Co.		9,940		602,364
Pfizer, Inc.		15,312		599,618
Johnson & Johnson		3,561		586,639
Campbell Soup Co.		10,961		499,712
General Mills, Inc.		7,931		483,236
Boston Scientific Corp.*		10,201		436,195
PayPal Holdings, Inc.*		1,364		397,579
UnitedHealth Group, Inc.		870		348,383
Becton Dickinson and Co.		1,293		314,445
Clorox Co.		1,591		286,237
J M Smucker Co.		2,188		283,499
Total Consumer, Non-cyclical				45,372,073
Communications - 15.5%
Amazon.com, Inc.*		2,822		9,708,132
Alphabet, Inc. — Class A*		2,398		5,855,412
Facebook, Inc. — Class A*		10,565		3,673,556
Cisco Systems, Inc.		53,864		2,854,792
Netflix, Inc.*		5,012		2,647,389
eBay, Inc.		30,663		2,152,849
F5 Networks, Inc.*		8,712		1,626,182
Motorola Solutions, Inc.		6,478		1,404,754
Nexstar Media Group, Inc. — Class A		9,085		1,343,490
Discovery, Inc. — Class C*		39,692		1,150,274
AT&T, Inc.		35,774		1,029,576
Verizon Communications, Inc.		15,923		892,166
Arista Networks, Inc.*		1,756		636,216
Comcast Corp. — Class A		10,951		624,426
Walt Disney Co.*		3,296		579,338
Omnicom Group, Inc.		6,961		556,811
CDW Corp.		1,790		312,623
Corning, Inc.		4,988		204,009
Total Communications				37,251,995
Financial - 14.3%
Citigroup, Inc.		65,135		4,608,301
Allstate Corp.		23,044		3,005,859
MetLife, Inc.		47,949		2,869,748
Progressive Corp.		27,325		2,683,588
Bank of America Corp.		55,663		2,294,985
Aflac, Inc.		37,718		2,023,948
PNC Financial Services Group, Inc.		8,621		1,644,542
JPMorgan Chase & Co.		10,535		1,638,614
Capital One Financial Corp.		9,981		1,543,961
U.S. Bancorp		26,046		1,483,841
Bank of New York Mellon Corp.		27,232		1,395,095
Prudential Financial, Inc.		13,602		1,393,797
Hartford Financial Services Group, Inc.		20,856		1,292,446
Jones Lang LaSalle, Inc.*		6,434		1,257,590
Northern Trust Corp.		10,768		1,244,996
State Street Corp.		14,681		1,207,953
Principal Financial Group, Inc.		18,835		1,190,184
Visa, Inc. — Class A		2,601		608,166
Mastercard, Inc. — Class A		1,466		535,222
T. Rowe Price Group, Inc.		2,380		471,168
Total Financial				34,394,004
Consumer, Cyclical - 13.4%
Best Buy Company, Inc.		24,608		2,829,428
Lowe's Companies, Inc.		14,373		2,787,931
Whirlpool Corp.		11,536		2,515,079
Cummins, Inc.		8,722		2,126,511
Domino's Pizza, Inc.		4,283		1,997,977
NIKE, Inc. — Class B		12,791		1,976,082

Capital Stewardship Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 101.3% (continued)
Consumer, Cyclical - 13.4% (continued)
O'Reilly Automotive, Inc.*		3,301	$	1,869,059
AutoZone, Inc.*		1,243		1,854,830
Home Depot, Inc.		4,865		1,551,400
General Motors Co.*		25,210		1,491,676
Kohl's Corp.		27,018		1,488,962
Dolby Laboratories, Inc. — Class A		12,578		1,236,291
PACCAR, Inc.		13,709		1,223,528
Lear Corp.		6,572		1,151,940
BorgWarner, Inc.		23,730		1,151,854
Walgreens Boots Alliance, Inc.		21,402		1,125,959
Thor Industries, Inc.		9,962		1,125,706
Tractor Supply Co.		4,891		910,019
Tesla, Inc.*		1,264		859,141
Target Corp.		1,827		441,659
WW Grainger, Inc.		791		346,458
Southwest Airlines Co.*		6,459		342,908
Total Consumer, Cyclical				32,404,398
Industrial - 7.9%
3M Co.		19,564		3,885,997
Oshkosh Corp.		18,872		2,352,206
Expeditors International of Washington, Inc.		12,477		1,579,588
Owens Corning		15,074		1,475,745
FedEx Corp.		4,632		1,381,865
Ryder System, Inc.		17,061		1,268,144
Deere & Co.		3,488		1,230,252
CH Robinson Worldwide, Inc.		12,570		1,177,432
Parker-Hannifin Corp.		3,813		1,171,011
Avnet, Inc.		27,118		1,086,889
Keysight Technologies, Inc.*		5,619		867,630
Lennox International, Inc.		2,304		808,243
Ball Corp.		7,955		644,514
Total Industrial				18,929,516
Basic Materials - 3.4%
Celanese Corp. — Class A		16,567		2,511,557
FMC Corp.		10,641		1,151,356
Steel Dynamics, Inc.		19,005		1,132,698
Axalta Coating Systems Ltd.*		37,049		1,129,624
Eastman Chemical Co.		9,512		1,110,526
Newmont Corp.		15,136		959,320
PPG Industries, Inc.		1,790		303,889
Total Basic Materials				8,298,970
Energy - 1.4%
First Solar, Inc.*		12,524		1,133,547
ONEOK, Inc.		19,445		1,081,920
Equities Corp.*		29,832		664,060
Chevron Corp.		3,978		416,656
Total Energy				3,296,183
Utilities - 0.4%
CMS Energy Corp.		8,354		493,554
Exelon Corp.		9,977		442,081
Total Utilities				935,635
Total Common Stocks
(Cost $204,892,372)				243,884,398

EXCHANGE-TRADED FUNDS† - 0.9%
SPDR S&P 500 ETF Trust	4,956	2,121,465
Total Exchange-Traded Funds
(Cost $1,888,425)		2,121,465

MONEY MARKET FUND† - 0.4%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%1	1,014,893		1,014,893
Total Money Market Fund
(Cost $1,014,893)			1,014,893
Total Investments - 102.6%
(Cost $207,795,690)		$	247,020,756
Other Assets & Liabilities, net - (2.6)%			(6,342,134	)
Total Net Assets - 100.0%		$	240,678,622

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
1	Rate indicated is the 7-day yield as of June 30, 2021.

plc — Public Limited Company

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	243,884,398	$	—	$	—	$	243,884,398
Exchange-Traded Funds		2,121,465		—		—		2,121,465
Money Market Fund		1,014,893		—		—		1,014,893
Total Assets	$	247,020,756	$	—	$	—	$	247,020,756

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 1.2%
Diversified - 0.9%
Pershing Square Tontine Holdings, Ltd. — Class A*,11		622,890	$	14,176,976
Financial - 0.3%
KKR Acquisition Holdings I Corp. — Class A*,11		299,316		2,939,283
RXR Acquisition Corp. — Class A*,11		60,692		589,319
MSD Acquisition Corp. — Class A*,11		46,697		459,966
TPG Pace Beneficial II Corp.*,11		36,814		371,085
Soaring Eagle Acquisition Corp. — Class A*,11		32,556		324,258
TPG Pace Solutions Corp.*,11		27,028		269,199
Colicity, Inc. — Class A*,11		12,785		124,654
Colicity, Inc.*,11		2,646		26,645
RXR Acquisition Corp.*,11		2,589		25,786
Total Financial				5,130,195
Communications - 0.0%
Figs, Inc. — Class A*		12,590		630,759
Industrial - 0.0%
Constar International Holdings LLC*,†††		68		–
Total Common Stocks
(Cost $17,450,161)				19,937,930
PREFERRED STOCKS†† - 3.6%
Financial - 3.6%
First Republic Bank, 4.25%		372,000		9,943,560
W R Berkley Corp., 4.13% due 03/30/61		300,000		8,028,000
Wells Fargo & Co., 4.38%		210,000		5,331,900
Globe Life, Inc., 4.25% due 06/15/61		160,000		4,177,600
Bank of America Corp., 4.13%		148,000		3,871,680
PartnerRe Ltd., 4.88%		140,000		3,871,000
Wells Fargo & Co., 4.70%		148,000		3,870,200
Public Storage, 4.63%		118,400		3,260,736
Bank of America Corp., 4.38%		106,000		2,777,200
Arch Capital Group Ltd., 4.55%*		102,000		2,632,620
American Financial Group, Inc., 4.50% due 09/15/60		86,800		2,405,228
JPMorgan Chase & Co., 4.63%*		76,000		2,023,880
First Republic Bank, 4.13%		53,200		1,364,580
CNO Financial Group, Inc., 5.13% due 11/25/60		48,000		1,293,600
Assurant, Inc., 5.25% due 01/15/61		38,000		1,027,520
Public Storage, 4.13%		30,400		791,920
W R Berkley Corp., 4.25% due 09/30/60		25,600		682,752
Total Financial				57,353,976
Industrial - 0.0%
Constar International Holdings LLC*,†††		7		–
Total Preferred Stocks
(Cost $54,060,000)				57,353,976
WARRANTS† - 0.0%
Pershing Square Tontine Holdings, Ltd.
Expiring 07/24/25*,11		69,210		436,023
KKR Acquisition Holdings I Corp. - Class A
Expiring 12/31/27*,11		74,828		88,297
Soaring Eagle Acquisition Corp. - Class A
Expiring 12/31/27*,11		6,510		21,483
RXR Acquisition Corp.
Expiring 03/08/26*,11		12,137		12,501
MSD Acquisition Corp.
Expiring 05/13/23*,11		9,339		12,141
Colicity, Inc.
Expiring 12/31/27*,11		2,556		3,936
Total Warrants
(Cost $493,376)				574,381
CLOSED-END FUNDS† - 0.2%
BlackRock MuniHoldings California Quality Fund, Inc.		116,849		1,861,405
BlackRock MuniYield California Quality Fund, Inc.		100,364		1,580,733
Total Closed-End Funds
(Cost $3,213,468)				3,442,138
		Face Amount~
CORPORATE BONDS†† - 45.9%
Financial - 21.3%
JPMorgan Chase & Co.
3.11% due 04/22/411		3,530,000		3,665,594
3.65%1,2		2,350,000		2,353,290
2.52% due 04/22/311		2,210,000		2,275,701
2.96% due 05/13/311		1,870,000		1,966,458
4.49% due 03/24/311		1,600,000		1,896,732
Wells Fargo & Co.
3.07% due 04/30/411		8,550,000		8,751,393
3.90%1,2		3,250,000		3,364,725
American International Group, Inc.
3.40% due 06/30/30		5,120,000		5,620,384
4.38% due 06/30/50		4,280,000		5,206,786
Charles Schwab Corp.
4.00%1,2		8,000,000		8,184,000
5.38%1,2		1,816,000		2,007,225
Bank of America Corp.
2.59% due 04/29/311		6,900,000		7,121,374
2.68% due 06/19/411		2,650,000		2,574,299
Nationwide Mutual Insurance Co.
4.35% due 04/30/503		7,410,000		8,310,107
BPCE S.A.
2.28% due 01/20/321,3		8,200,000		8,053,046
Teachers Insurance & Annuity Association of America
3.30% due 05/15/503		7,750,000		8,000,774
Nippon Life Insurance Co.
2.75% due 01/21/511,3		8,150,000		7,987,000

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 45.9% (continued)
Financial - 21.3% (continued)
Macquarie Bank Ltd.
3.62% due 06/03/303		7,470,000	$	7,906,487
Five Corners Funding Trust II
2.85% due 05/15/303		6,540,000		6,894,900
Wilton RE Ltd.
6.00%†††,1,2,3		6,350,000		6,874,446
Citizens Financial Group, Inc.
3.25% due 04/30/30		6,298,000		6,830,552
Reliance Standard Life Global Funding II
2.75% due 05/07/253		6,170,000		6,493,546
GLP Capital Limited Partnership / GLP Financing II, Inc.
4.00% due 01/15/31		3,600,000		3,878,928
5.30% due 01/15/29		1,900,000		2,213,500
Markel Corp.
6.00%1,2		5,210,000		5,822,175
Reinsurance Group of America, Inc.
3.15% due 06/15/30		5,350,000		5,726,950
American Equity Investment Life Holding Co.
5.00% due 06/15/27		5,036,000		5,700,317
GA Global Funding Trust
1.63% due 01/15/263		5,450,000		5,519,519
Lincoln National Corp.
3.40% due 01/15/31		3,170,000		3,465,397
4.38% due 06/15/50		1,580,000		1,906,547
Fidelity National Financial, Inc.
3.40% due 06/15/30		3,630,000		3,911,590
2.45% due 03/15/31		1,210,000		1,206,234
Citigroup, Inc.
2.57% due 06/03/311		4,690,000		4,826,612
Intercontinental Exchange, Inc.
3.00% due 06/15/50		2,430,000		2,389,609
2.65% due 09/15/40		2,400,000		2,302,147
Pershing Square Holdings, Ltd.
3.25% due 11/15/303		4,500,000		4,585,639
Fairfax Financial Holdings Ltd.
3.38% due 03/03/313		4,300,000		4,486,135
Iron Mountain, Inc.
5.25% due 07/15/303		2,350,000		2,487,663
5.63% due 07/15/323		1,000,000		1,070,320
4.50% due 02/15/313		850,000		860,625
BlackRock, Inc.
1.90% due 01/28/31		4,400,000		4,407,754
Old Republic International Corp.
3.85% due 06/11/51		4,020,000		4,272,385
PartnerRe Finance B LLC
4.50% due 10/01/501		4,040,000		4,221,800
Standard Chartered plc
4.64% due 04/01/311,3		3,550,000		4,155,681
Crown Castle International Corp.
2.90% due 04/01/41		2,800,000		2,726,281
3.30% due 07/01/30		1,149,000		1,231,839
Host Hotels & Resorts, LP
3.50% due 09/15/30		3,685,000		3,870,952
National Australia Bank Ltd.
2.99% due 05/21/313		2,350,000		2,388,692
2.33% due 08/21/303		1,500,000		1,457,447
Ares Finance Company II LLC
3.25% due 06/15/303		3,660,000		3,783,932
Aflac, Inc.
3.60% due 04/01/30		3,350,000		3,777,510
OneAmerica Financial Partners, Inc.
4.25% due 10/15/503		3,620,000		3,756,200
MetLife, Inc.
3.85%1,2		3,520,000		3,690,931
KKR Group Finance Company VI LLC
3.75% due 07/01/293		3,230,000		3,609,149
First American Financial Corp.
4.00% due 05/15/30		3,180,000		3,539,730
Brookfield Finance, Inc.
3.50% due 03/30/51		2,550,000		2,660,594
4.70% due 09/20/47		650,000		788,032
Quicken Loans LLC / Quicken Loans Company-Issuer, Inc.
3.88% due 03/01/313		3,150,000		3,156,489
Alleghany Corp.
3.63% due 05/15/30		2,850,000		3,147,280
Arch Capital Group Ltd.
3.64% due 06/30/50		2,900,000		3,122,108
Loews Corp.
3.20% due 05/15/30		2,870,000		3,115,549
UBS Group AG
2.10% due 02/11/321,3		2,950,000		2,893,292
KKR Group Finance Company VIII LLC
3.50% due 08/25/503		2,660,000		2,785,380
Jefferies Group LLC
2.75% due 10/15/32		2,720,000		2,734,962
Everest Reinsurance Holdings, Inc.
3.50% due 10/15/50		2,560,000		2,732,077
Belrose Funding Trust
2.33% due 08/15/303		2,780,000		2,727,308
Visa, Inc.
2.00% due 08/15/50		3,000,000		2,651,193
Equitable Holdings, Inc.
7.00% due 04/01/28		2,050,000		2,640,319
Sumitomo Life Insurance Co.
3.38% due 04/15/811,3		2,500,000		2,576,250
Massachusetts Mutual Life Insurance Co.
3.38% due 04/15/503		2,450,000		2,559,479
Societe Generale S.A.
2.89% due 06/09/321,3		2,500,000		2,529,800
Goldman Sachs Group, Inc.
3.50% due 04/01/25		2,250,000		2,441,831
Liberty Mutual Group, Inc.
3.95% due 05/15/603		2,150,000		2,364,419

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 45.9% (continued)
Financial - 21.3% (continued)
Assurant, Inc.
2.65% due 01/15/32		2,300,000	$	2,296,301
Safehold Operating Partnership, LP
2.80% due 06/15/31		2,150,000		2,151,708
FS KKR Capital Corp.
2.63% due 01/15/27		2,150,000		2,130,712
Americo Life, Inc.
3.45% due 04/15/313		2,060,000		2,098,760
Pershing Square Holdings Ltd.
5.50% due 07/15/223		2,000,000		2,077,000
Cushman & Wakefield US Borrower LLC
6.75% due 05/15/283		1,870,000		2,016,720
Macquarie Group Ltd.
2.69% due 06/23/321,3		2,000,000		2,007,590
HS Wildcat LLC
3.83% due 12/31/50†††		2,000,000		1,984,920
Aon Corp.
2.80% due 05/15/30		1,840,000		1,933,670
Manulife Financial Corp.
2.48% due 05/19/27		1,800,000		1,895,954
Fifth Third Bancorp
2.55% due 05/05/27		1,750,000		1,850,969
Global Atlantic Finance Co.
3.13% due 06/15/313		1,800,000		1,812,094
Dyal Capital Partners III
4.40% due 06/15/40†††		1,750,000		1,795,798
AmFam Holdings, Inc.
2.81% due 03/11/313		1,750,000		1,793,593
Australia & New Zealand Banking Group Ltd.
2.57% due 11/25/351,3		1,800,000		1,750,446
Kemper Corp.
2.40% due 09/30/30		1,510,000		1,513,063
Assured Guaranty US Holdings, Inc.
3.15% due 06/15/31		1,450,000		1,506,101
Allianz SE
3.50%1,2,3		1,400,000		1,447,250
Raymond James Financial, Inc.
3.75% due 04/01/51		1,300,000		1,427,179
Prudential plc
3.13% due 04/14/30		1,317,000		1,425,652
Alexandria Real Estate Equities, Inc.
4.90% due 12/15/30		1,050,000		1,280,481
CNA Financial Corp.
2.05% due 08/15/30		1,250,000		1,228,942
Prudential Financial, Inc.
3.70% due 10/01/501		1,160,000		1,209,300
Camden Property Trust
2.80% due 05/15/30		1,100,000		1,166,844
Bank of New York Mellon Corp.
4.70%1,2		1,060,000		1,156,725
QBE Insurance Group Ltd.
5.88%1,2,3		1,000,000		1,091,500
Westpac Banking Corp.
2.96% due 11/16/40		1,100,000		1,081,795
Central Storage Safety Project Trust
4.82% due 02/01/384		985,280		1,079,810
Weyerhaeuser Co.
4.00% due 04/15/30		911,000		1,037,645
Kuvare US Holdings, Inc.
7.00% due 02/17/511,3		1,000,000		1,033,790
Depository Trust & Clearing Corp.
3.38%1,2,3		1,000,000		1,016,250
Penn Mutual Life Insurance Co.
3.80% due 04/29/613		950,000		983,860
W R Berkley Corp.
4.00% due 05/12/50		850,000		970,899
Apollo Management Holdings, LP
2.65% due 06/05/303		930,000		945,417
Western & Southern Life Insurance Co.
3.75% due 04/28/613		850,000		903,310
Nasdaq, Inc.
3.25% due 04/28/50		850,000		852,913
CNO Financial Group, Inc.
5.25% due 05/30/29		700,000		832,660
Brown & Brown, Inc.
2.38% due 03/15/31		800,000		800,248
Protective Life Corp.
3.40% due 01/15/303		740,000		788,721
Aviation Capital Group LLC
2.88% due 01/20/223		700,000		707,102
New York Life Insurance Co.
3.75% due 05/15/503		600,000		670,537
Brookfield Finance LLC
3.45% due 04/15/50		470,000		484,764
Hanover Insurance Group, Inc.
2.50% due 09/01/30		480,000		480,700
Fidelity & Guaranty Life Holdings, Inc.
5.50% due 05/01/253		400,000		460,706
KKR Group Finance Company III LLC
5.13% due 06/01/443		100,000		130,289
Total Financial				342,526,059
Industrial - 5.4%
Boeing Co.
5.15% due 05/01/30		8,000,000		9,482,328
5.71% due 05/01/40		4,380,000		5,645,449
5.81% due 05/01/50		3,440,000		4,635,623
5.04% due 05/01/27		2,150,000		2,481,922
3.63% due 02/01/31		1,450,000		1,561,192
2.20% due 02/04/26		1,000,000		1,010,449
Sonoco Products Co.
3.13% due 05/01/30		4,808,000		5,131,409
5.75% due 11/01/40		150,000		194,738
Textron, Inc.
2.45% due 03/15/31		3,600,000		3,607,114
3.00% due 06/01/30		1,355,000		1,426,714
FLNG Liquefaction 3 LLC
3.08% due 06/30/39†††		4,550,000		4,470,875

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 45.9% (continued)
Industrial - 5.4% (continued)
National Basketball Association
2.51% due 12/16/24†††		4,000,000	$	4,132,840
Berry Global, Inc.
1.57% due 01/15/263		4,100,000		4,101,230
Qatar Airways
2.95% due 05/14/31†††		4,000,000		3,994,440
Vontier Corp.
2.95% due 04/01/313		3,450,000		3,463,110
WRKCo, Inc.
3.00% due 06/15/33		3,256,000		3,413,027
Cellnex Finance Company S.A.
3.88% due 07/07/413		3,100,000		3,088,871
Acuity Brands Lighting, Inc.
2.15% due 12/15/30		3,000,000		2,975,484
BAE Systems plc
3.40% due 04/15/303		2,659,000		2,892,991
Snap-on, Inc.
3.10% due 05/01/50		2,547,000		2,700,791
Owens Corning
3.88% due 06/01/30		2,380,000		2,658,597
GATX Corp.
4.00% due 06/30/30		2,110,000		2,380,100
Carrier Global Corp.
2.70% due 02/15/31		2,210,000		2,277,993
CNH Industrial Capital LLC
1.88% due 01/15/26		1,880,000		1,912,658
Flowserve Corp.
3.50% due 10/01/30		1,810,000		1,911,118
Ryder System, Inc.
3.35% due 09/01/25		1,470,000		1,589,861
IDEX Corp.
3.00% due 05/01/30		1,450,000		1,533,348
Amcor Flexibles North America, Inc.
2.63% due 06/19/30		1,230,000		1,258,759
GXO Logistics, Inc.
2.65% due 07/15/313		850,000		843,175
Norfolk Southern Corp.
4.10% due 05/15/21		600,000		658,321
Oshkosh Corp.
3.10% due 03/01/30		240,000		254,723
Total Industrial				87,689,250
Consumer, Cyclical - 5.0%
Marriott International, Inc.
3.50% due 10/15/32		3,300,000		3,509,952
4.63% due 06/15/30		2,830,000		3,262,527
2.85% due 04/15/31		2,320,000		2,358,589
5.75% due 05/01/25		1,900,000		2,193,891
Delta Air Lines, Inc.
7.00% due 05/01/253		8,800,000		10,273,437
Hyatt Hotels Corp.
5.38% due 04/23/25		3,950,000		4,461,209
5.75% due 04/23/30		3,010,000		3,657,218
Choice Hotels International, Inc.
3.70% due 01/15/31		7,340,000		7,942,908
Whirlpool Corp.
4.60% due 05/15/50		6,145,000		7,633,316
Starbucks Corp.
2.55% due 11/15/30		4,600,000		4,771,536
Smithsonian Institution
2.70% due 09/01/44		4,000,000		3,942,394
VF Corp.
2.95% due 04/23/30		3,306,000		3,501,179
Delta Air Lines Inc. / SkyMiles IP Ltd.
4.50% due 10/20/253		3,150,000		3,386,101
Ferguson Finance plc
3.25% due 06/02/303		2,840,000		3,068,229
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
6.50% due 06/20/273		2,550,000		2,807,550
Steelcase, Inc.
5.13% due 01/18/29		2,224,000		2,578,298
British Airways Class A Pass Through Trust
4.25% due 11/15/323		2,303,755		2,481,282
BorgWarner, Inc.
2.65% due 07/01/27		2,310,000		2,450,679
Lowe's Companies, Inc.
4.50% due 04/15/30		1,850,000		2,190,572
Walgreens Boots Alliance, Inc.
4.10% due 04/15/50		1,541,000		1,687,622
Northern Group Housing LLC
6.80% due 08/15/533		1,100,000		1,600,363
American Airlines Class AA Pass Through Trust
3.20% due 06/15/28		787,000		802,928
JB Poindexter & Company, Inc.
7.13% due 04/15/263		200,000		211,500
Total Consumer, Cyclical				80,773,280
Consumer, Non-cyclical - 4.7%
Altria Group, Inc.
3.70% due 02/04/51		4,650,000		4,421,908
3.40% due 05/06/30		3,110,000		3,283,292
2.35% due 05/06/25		1,180,000		1,234,089
4.45% due 05/06/50		390,000		415,999
CoStar Group, Inc.
2.80% due 07/15/303		5,810,000		5,908,343
Sysco Corp.
5.95% due 04/01/30		4,546,000		5,835,991
Quanta Services, Inc.
2.90% due 10/01/30		4,175,000		4,333,370
BAT Capital Corp.
3.98% due 09/25/50		2,800,000		2,729,059
4.70% due 04/02/27		1,410,000		1,594,064
Zimmer Biomet Holdings, Inc.
3.55% due 03/20/30		3,850,000		4,218,073
Royalty Pharma plc
3.55% due 09/02/503		2,690,000		2,677,710
2.20% due 09/02/303		1,410,000		1,383,997
RELX Capital, Inc.
3.00% due 05/22/30		2,930,000		3,133,676
Alcon Finance Corp.
2.60% due 05/27/303		2,833,000		2,896,144

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 45.9% (continued)
Consumer, Non-cyclical - 4.7% (continued)
Triton Container International Ltd.
3.15% due 06/15/313		2,100,000	$	2,114,706
Emory University
2.97% due 09/01/50		2,000,000		2,090,287
Yale-New Haven Health Services Corp.
2.50% due 07/01/50		2,250,000		2,067,466
California Institute of Technology
3.65% due 09/01/19		1,600,000		1,803,263
Universal Health Services, Inc.
2.65% due 10/15/303		1,320,000		1,327,299
5.00% due 06/01/263		450,000		461,250
Global Payments, Inc.
2.90% due 05/15/30		1,620,000		1,689,561
Health Care Service Corporation A Mutual Legal Reserve Co.
3.20% due 06/01/503		1,480,000		1,525,469
Anheuser-Busch InBev Worldwide, Inc.
6.63% due 08/15/33		1,100,000		1,523,627
Kimberly-Clark de Mexico SAB de CV
2.43% due 07/01/313		1,500,000		1,492,500
Johnson & Johnson
2.45% due 09/01/60		1,500,000		1,417,670
Transurban Finance Company Pty Ltd.
2.45% due 03/16/313		1,300,000		1,308,887
Cheplapharm Arzneimittel GmbH
4.38% due 01/15/28	EUR	1,000,000		1,231,139
Wisconsin Alumni Research Foundation
3.56% due 10/01/49		1,000,000		1,118,135
OhioHealth Corp.
3.04% due 11/15/50		1,000,000		1,050,875
Memorial Sloan-Kettering Cancer Center
2.96% due 01/01/50		1,000,000		1,016,122
Johns Hopkins University
2.81% due 01/01/60		1,000,000		1,002,972
Smithfield Foods, Inc.
3.00% due 10/15/303		970,000		979,021
California Endowment
2.50% due 04/01/51		1,000,000		963,294
Children's Hospital Corp.
2.59% due 02/01/50		1,000,000		955,724
Duke University
2.83% due 10/01/55		897,000		937,764
Children's Health System of Texas
2.51% due 08/15/50		1,000,000		927,317
University of Chicago
3.00% due 10/01/52		890,000		920,983
Prime Security Services Borrower LLC / Prime Finance, Inc.
3.38% due 08/31/273		925,000		897,250
Bimbo Bakeries USA, Inc.
4.00% due 05/17/513		800,000		859,706
Moody's Corp.
3.25% due 05/20/50		700,000		732,205
Total Consumer, Non-cyclical				76,480,207
Communications - 3.2%
ViacomCBS, Inc.
4.95% due 01/15/31		4,478,000		5,403,240
4.95% due 05/19/50		2,490,000		3,158,286
4.75% due 05/15/25		2,260,000		2,558,381
2.90% due 01/15/27		450,000		478,134
Charter Communications Operating LLC / Charter Communications Operating Capital
2.80% due 04/01/31		4,525,000		4,616,943
3.90% due 06/01/52		3,350,000		3,413,657
T-Mobile USA, Inc.
3.88% due 04/15/30		4,750,000		5,303,565
Walt Disney Co.
2.65% due 01/13/31		2,490,000		2,616,466
3.80% due 05/13/60		2,000,000		2,359,876
Level 3 Financing, Inc.
4.25% due 07/01/283		2,650,000		2,689,114
3.88% due 11/15/293		1,150,000		1,231,684
AT&T, Inc.
2.75% due 06/01/31		3,200,000		3,328,573
Booking Holdings, Inc.
4.63% due 04/13/30		2,370,000		2,834,771
Vodafone Group plc
4.13% due 06/04/811		2,550,000		2,539,035
Virgin Media Secured Finance plc
4.50% due 08/15/303		2,350,000		2,367,625
Amazon.com, Inc.
2.70% due 06/03/60		1,610,000		1,543,651
Fox Corp.
3.50% due 04/08/30		931,000		1,027,103
3.05% due 04/07/25		450,000		482,130
VeriSign, Inc.
2.70% due 06/15/31		1,200,000		1,219,116
Verizon Communications, Inc.
3.15% due 03/22/30		1,000,000		1,079,197
CSC Holdings LLC
4.13% due 12/01/303		600,000		596,250
Altice France S.A.
5.13% due 01/15/293		450,000		452,250
Telenet Finance Lux Note
5.50% due 03/01/28		400,000		420,800
Total Communications				51,719,847
Energy - 2.5%
Galaxy Pipeline Assets Bidco Ltd.
3.25% due 09/30/403		6,250,000		6,206,850
2.94% due 09/30/403		4,000,000		3,970,445

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 45.9% (continued)
Energy - 2.5% (continued)
BP Capital Markets plc
4.88%1,2		7,530,000	$	8,249,567
Sabine Pass Liquefaction LLC
4.50% due 05/15/30		4,190,000		4,830,671
Qatar Petroleum
3.13% due 07/12/413		2,375,000		2,366,236
3.30% due 07/12/513		2,350,000		2,350,000
Magellan Midstream Partners, LP
3.95% due 03/01/50		2,000,000		2,170,232
3.25% due 06/01/30		1,500,000		1,616,766
Valero Energy Corp.
2.15% due 09/15/27		950,000		965,560
2.85% due 04/15/25		750,000		795,021
4.00% due 04/01/29		500,000		558,845
Chevron USA, Inc.
2.34% due 08/12/50		1,850,000		1,666,937
Florida Gas Transmission Company LLC
2.55% due 07/01/303		1,000,000		1,011,298
NuStar Logistics, LP
6.38% due 10/01/30		700,000		773,430
6.00% due 06/01/26		200,000		217,000
Midwest Connector Capital Company LLC
4.63% due 04/01/293		910,000		968,054
Baker Hughes a GE Company LLC / Baker Hughes Co-Obligor, Inc.
4.49% due 05/01/30		410,000		484,035
Phillips 66
3.70% due 04/06/23		250,000		263,917
Total Energy				39,464,864
Technology - 1.5%
NetApp, Inc.
2.70% due 06/22/30		8,100,000		8,461,104
Broadcom, Inc.
4.15% due 11/15/30		4,230,000		4,748,513
2.45% due 02/15/313		3,700,000		3,641,791
Leidos, Inc.
2.30% due 02/15/31		2,350,000		2,292,707
3.63% due 05/15/25		600,000		652,020
4.38% due 05/15/30		200,000		227,106
Oracle Corp.
3.95% due 03/25/51		2,450,000		2,681,772
Apple, Inc.
2.55% due 08/20/60		1,550,000		1,447,488
Analog Devices, Inc.
2.95% due 04/01/25		400,000		428,120
Total Technology				24,580,621
Utilities - 1.2%
Cheniere Corpus Christi Holdings LLC
3.52% due 12/31/39†††		6,700,000		6,828,841
Jersey Central Power & Light Co.
2.75% due 03/01/323		3,220,000		3,264,322
Puget Energy, Inc.
6.00% due 09/01/21		2,180,000		2,200,774
AES Corp.
3.95% due 07/15/303		1,760,000		1,924,560
NRG Energy, Inc.
2.45% due 12/02/273		1,750,000		1,762,643
Arizona Public Service Co.
3.35% due 05/15/50		1,300,000		1,392,275
Alexander Funding Trust
1.84% due 11/15/233		950,000		967,638
Black Hills Corp.
2.50% due 06/15/30		940,000		957,775
Total Utilities				19,298,828
Basic Materials - 1.1%
Newcrest Finance Pty Ltd.
3.25% due 05/13/303		3,600,000		3,872,607
4.20% due 05/13/503		3,235,000		3,702,357
Anglo American Capital plc
5.63% due 04/01/303		3,400,000		4,163,901
3.95% due 09/10/503		970,000		1,051,250
2.63% due 09/10/303		250,000		251,215
WR Grace & Company-Conn
4.88% due 06/15/273		1,241,000		1,315,832
Nucor Corp.
2.70% due 06/01/30		994,000		1,039,126
Reliance Steel & Aluminum Co.
2.15% due 08/15/30		810,000		798,898
Corporation Nacional del Cobre de Chile
3.75% due 01/15/313		680,000		740,853
Total Basic Materials				16,936,039
Total Corporate Bonds
(Cost $704,715,377)				739,468,995
ASSET-BACKED SECURITIES†† - 27.1%
Collateralized Loan Obligations - 18.1%
Octagon Investment Partners 49 Ltd.
2021-5A, 1.76% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 01/15/333,5		8,500,000		8,450,569
2021-5A, 2.26% (3 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 01/15/333,5		7,450,000		7,452,079
Woodmont Trust
2020-7A, 2.08% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 01/15/323,5		12,000,000		12,078,263
2020-7A, 2.78% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 01/15/323,5		3,750,000		3,796,334
Cerberus Loan Funding XXX, LP
2020-3A, 2.03% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 01/15/333,5		13,500,000		13,560,510

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Collateralized Loan Obligations - 18.1% (continued)
2020-3A, 2.68% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 01/15/333,5		2,000,000	$	2,020,059
Dryden 33 Senior Loan Fund
2020-33A, 2.18% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/15/293,5		8,000,000		7,999,970
2020-33A, 1.18% (3 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 04/15/293,5		4,250,000		4,247,924
2020-33A, 1.58% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/15/293,5		3,000,000		2,983,439
Ares LVIII CLO Ltd.
2020-58A, 1.79% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 01/15/333,5		7,600,000		7,578,185
2020-58A, 2.39% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 01/15/333,5		3,750,000		3,755,461
Palmer Square Loan Funding Ltd.
2021-1A, 1.96% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 04/20/293,5		2,000,000		2,000,795
2021-3A, due 07/20/293,5		2,000,000		2,000,000
2021-1A, 1.41% (3 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 04/20/293,5		2,000,000		1,992,017
2018-4A, 1.06% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 11/15/263,5		1,706,182		1,706,404
2018-4A, 1.61% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 11/15/263,5		1,000,000		1,000,081
2021-2A, 2.60% (3 Month USD LIBOR + 2.40%, Rate Floor: 2.40%) due 05/20/293,5		1,000,000		999,981
2019-3A, 1.01% (3 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 08/20/273,5		748,719		748,771
Benefit Street Partners Clo XXII Ltd.
2020-22A, 1.74% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 01/20/323,5		8,700,000		8,713,600
2020-22A, 2.34% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 01/20/323,5		1,000,000		998,158
ABPCI Direct Lending Fund CLO I LLC
2021-1A, 1.79% (3 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 04/20/323,5		5,500,000		5,492,593
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 07/20/333,5		3,750,000		3,738,671
Dryden 36 Senior Loan Fund
2020-36A, 2.23% (3 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 04/15/293,5		8,000,000		8,000,296
AMMC CLO XIV Ltd.
2021-14A, 1.58% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 07/25/293,5		8,000,000		7,990,805
KREF Funding V LLC
1.86% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/25/26†††,5		8,000,000		7,951,280
0.15% due 06/25/26†††,8		21,818,182		2,182
Madison Park Funding XLVIII Ltd.
2021-48A, 2.14% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/19/333,5		4,000,000		3,983,844
2021-48A, 1.59% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/19/333,5		4,000,000		3,941,587
LoanCore 2021-CRE5 Issuer Ltd.
2021-CRE5, 2.42% (1 Month USD LIBOR + 2.35%, Rate Floor: 2.35%) due 07/15/363,5		7,500,000		7,524,503
MF1 Multifamily Housing Mortgage Loan Trust
2021-FL6, 2.65% (1 Month USD LIBOR + 2.55%, Rate Floor: 2.55%) due 07/16/363,5		4,000,000		4,005,653

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Collateralized Loan Obligations - 18.1% (continued)
2021-FL6, 1.95% (1 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 07/16/363,5		3,400,000	$	3,404,891
Golub Capital Partners CLO 33M Ltd.
2021-33A, 1.98% (3 Month USD LIBOR + 1.86%, Rate Floor: 1.86%) due 08/25/333,5		6,500,000		6,500,000
ABPCI Direct Lending Fund IX LLC
2020-9A, 2.14% (3 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 11/18/313,5		5,000,000		5,004,019
2020-9A, 2.79% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 11/18/313,5		1,000,000		1,003,829
Golub Capital Partners CLO 16 Ltd.
2021-16A, 1.70% (3 Month USD LIBOR + 1.61%, Rate Floor: 1.61%) due 07/25/333,5		4,000,000		4,000,000
2021-16A, 1.89% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 07/25/333,5		2,000,000		2,000,000
MidOcean Credit CLO VII
2020-7A, 1.22% (3 Month USD LIBOR + 1.04%, Rate Floor: 0.00%) due 07/15/293,5		3,000,000		3,001,014
2020-7A, 1.78% (3 Month USD LIBOR + 1.60%, Rate Floor: 0.00%) due 07/15/293,5		2,000,000		1,997,223
2020-7A, 1.63% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 07/15/293,5		1,000,000		1,000,304
Cerberus Loan Funding XXXII, LP
2021-2A, 1.82% (3 Month USD LIBOR + 1.62%, Rate Floor: 1.62%) due 04/22/333,5		4,250,000		4,255,181
2021-2A, 3.05% (3 Month USD LIBOR + 2.85%, Rate Floor: 2.85%) due 04/22/333,5		1,250,000		1,251,236
Parliament Funding II Ltd.
2020-1A, 2.64% (3 Month USD LIBOR + 2.45%, Rate Floor: 2.45%) due 08/12/303,5		4,000,000		4,011,470
2020-1A, 3.39% (3 Month USD LIBOR + 3.20%, Rate Floor: 3.20%) due 08/12/303,5		1,000,000		1,004,413
LoanCore Issuer Ltd.
2021-CRE4, 2.63% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 07/15/353,5		4,426,000		4,431,154
2018-CRE1, 1.20% (1 Month USD LIBOR + 1.13%, Rate Floor: 1.13%) due 05/15/283,5		501,940		502,178
Owl Rock CLO IV Ltd.
2021-4A, due 08/20/333,5		3,250,000		3,250,000
2020-4A, 2.78% (3 Month USD LIBOR + 2.62%, Rate Floor: 0.00%) due 05/20/293,5		1,250,000		1,250,000
Anchorage Credit Funding Ltd.
2021-13A, due 07/27/393,5		2,500,000		2,500,000
2021-13A, due 07/27/39†††,3,5		2,000,000		2,000,000
Cerberus Loan Funding XXXI, LP
2021-1A, 1.69% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/323,5		4,500,000		4,494,097
Venture XIV CLO Ltd.
2020-14A, 1.17% (3 Month USD LIBOR + 1.03%, Rate Floor: 1.03%) due 08/28/293,5		4,250,000		4,250,636
BXMT Ltd.
2020-FL2, 1.03% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/15/383,5		4,250,000		4,250,404
THL Credit Lake Shore MM CLO I Ltd.
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 04/15/333,5		4,250,000		4,238,100
Golub Capital Partners CLO Ltd.
2018-36A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 02/05/313,5		4,100,000		4,091,480
PFP Ltd.
2021-7, 2.48% (1 Month USD LIBOR + 2.40%, Rate Floor: 2.40%) due 04/14/383,5		3,750,000		3,746,622

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Collateralized Loan Obligations - 18.1% (continued)
Cerberus Loan Funding XXVI, LP
2021-1A, 1.57% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/313,5		3,500,000	$	3,500,000
ABPCI DIRECT LENDING FUND CLO V Ltd.
2021-5A, 1.59% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/20/313,5		3,250,000		3,250,000
Wellfleet CLO Ltd.
2020-2A, 1.25% (3 Month USD LIBOR + 1.06%, Rate Floor: 0.00%) due 10/20/293,5		3,250,000		3,246,761
Whitebox CLO II Ltd.
2020-2A, 1.93% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/24/313,5		2,000,000		2,005,383
2020-2A, 2.43% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 10/24/313,5		1,000,000		1,003,800
GoldenTree Loan Management US CLO 1 Ltd.
2021-9A, 1.93% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 01/20/333,5		3,000,000		2,961,688
Lake Shore MM CLO III LLC
2020-1A, 2.48% (3 Month USD LIBOR + 2.30%, Rate Floor: 2.30%) due 10/15/293,5		2,750,000		2,756,718
Diamond CLO Ltd.
2021-1A, 1.63% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/25/293,5		1,500,000		1,498,267
2018-1A, 1.68% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 07/22/303,5		1,000,000		998,310
KREF Ltd.
2018-FL1, 1.18% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 06/15/363,5		2,301,843		2,304,199
Denali Capital CLO XI Ltd.
2018-1A, 1.32% (3 Month USD LIBOR + 1.13%, Rate Floor: 0.00%) due 10/20/283,5		2,202,146		2,202,401
Ares LVII CLO Ltd.
2020-57A, 1.93% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/25/313,5		2,000,000		2,001,069
Cerberus Loan Funding XXXIII, LP
2021-3A, due 07/23/333,5		2,000,000		2,000,000
Magnetite Xxix Ltd.
2021-29A, 1.75% (3 Month USD LIBOR + 1.65%, Rate Floor: 1.65%) due 01/15/343,5		2,000,000		1,997,452
Avery Point VI CLO Ltd.
2021-6A, 1.98% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 08/05/273,5		2,000,000		1,995,277
Apres Static CLO Ltd.
2020-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 0.00%) due 10/15/283,5		2,000,000		1,993,489
Neuberger Berman Loan Advisers CLO 40 Ltd.
2021-40A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 04/16/333,5		2,000,000		1,987,428
Fortress Credit Opportunities XI CLO Ltd.
2018-11A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 04/15/313,5		2,000,000		1,982,779
Canyon Capital CLO Ltd.
2018-1A, 1.69% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 01/30/313,5		1,900,000		1,880,889
Shackleton CLO Ltd.
2018-6RA, 1.21% (3 Month USD LIBOR + 1.02%, Rate Floor: 1.02%) due 07/17/283,5		1,699,365		1,698,495

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Collateralized Loan Obligations - 18.1% (continued)
Marathon CLO V Ltd.
2017-5A, 1.60% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 11/21/273,5		1,000,000	$	991,431
2017-5A, 1.02% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 11/21/273,5		705,056		704,438
GPMT Ltd.
2019-FL2, 1.39% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/22/363,5		1,582,478		1,583,227
Allegro CLO IX Ltd.
2018-3A, 1.35% (3 Month USD LIBOR + 1.17%, Rate Floor: 1.17%) due 10/16/313,5		1,500,000		1,500,099
OCP CLO Ltd.
2020-4A, 1.63% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/24/293,5		1,500,000		1,492,202
STWD 2019-FL1 Ltd.
2019-FL1, 2.48% (1 Month USD LIBOR + 2.35%, Rate Floor: 2.35%) due 07/15/383,5		1,459,000		1,459,920
Voya CLO Ltd.
2020-1A, 1.24% (3 Month USD LIBOR + 1.06%, Rate Floor: 1.06%) due 04/15/313,5		1,250,000		1,250,162
Newfleet CLO Ltd.
2018-1A, 1.14% (3 Month USD LIBOR + 0.95%, Rate Floor: 0.00%) due 04/20/283,5		1,096,427		1,095,632
KVK CLO Ltd.
2018-1A, 1.09% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.00%) due 05/20/293,5		594,103		594,246
2017-1A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 01/14/283,5		470,907		470,752
Monroe Capital BSL CLO Ltd.
2017-1A, 1.90% (3 Month USD LIBOR + 1.75%, Rate Floor: 0.00%) due 05/22/273,5		1,000,000		1,000,573
Owl Rock CLO I Ltd.
2019-1A, 1.96% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 05/20/313,5		1,000,000		1,000,339
Owl Rock CLO II Ltd.
2021-2A, 1.74% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 04/20/333,5		1,000,000		997,609
Northwoods Capital XII-B Ltd.
2018-12BA, 1.97% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 06/15/313,5		1,000,000		989,587
NewStar Fairfield Fund CLO Ltd.
2018-2A, 1.46% (3 Month USD LIBOR + 1.27%, Rate Floor: 1.27%) due 04/20/303,5		989,329		980,249
Wind River CLO Ltd.
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/273,5		947,605		947,353
610 Funding CLO 3 Ltd.
2018-3A, 1.44% (3 Month USD LIBOR + 1.25%, Rate Floor: 0.00%) due 07/17/283,5		916,841		916,870
Dryden 37 Senior Loan Fund
2015-37A, due 01/15/313,6		1,000,000		843,843
NXT Capital CLO LLC
2018-1A, 1.79% (3 Month USD LIBOR + 1.60%, Rate Floor: 0.00%) due 04/21/273,5		794,338		794,307
ACRE Commercial Mortgage Ltd.
2021-FL4, 2.68% (1 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 12/18/373,5		773,000		773,131
Golub Capital Partners CLO 17 Ltd.
2017-17A, 1.83% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 10/25/303,5		750,000		748,775
Fortress Credit Opportunities IX CLO Ltd.
2017-9A, 1.71% (3 Month USD LIBOR + 1.55%, Rate Floor: 0.00%) due 11/15/293,5		636,000		634,688
Halcyon Loan Advisors Funding Ltd.
2017-3A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 10/18/273,5		611,210		611,134

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Collateralized Loan Obligations - 18.1% (continued)
TCP Waterman CLO Ltd.
2016-1A, 2.17% (3 Month USD LIBOR + 2.05%, Rate Floor: 0.00%) due 12/15/283,5		396,758		397,003
Treman Park CLO Ltd.
2015-1A, due 10/20/283,6		500,000		392,684
First Eagle Clarendon Fund CLO LLC
2019-1A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 01/25/273,5		279,091		279,015
BSPRT Issuer Ltd.
2018-FL3, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 03/15/283,5		244,717		244,905
Mountain View CLO Ltd.
2018-1A, 0.98% (3 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 10/15/263,5		184,927		184,873
Babson CLO Ltd.
2014-IA, due 07/20/253,6		650,000		73,385
Avery Point V CLO Ltd.
2017-5A, 1.17% (3 Month USD LIBOR + 0.98%, Rate Floor: 0.00%) due 07/17/263,5		71,671		71,672
Copper River CLO Ltd.
2007-1A, due 01/20/214,6		700,000		20,559
Total Collateralized Loan Obligations				291,461,333
Financial - 2.4%
Station Place Securitization Trust
2020-16, 1.09% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 12/22/21†††,3,5		11,500,000		11,500,000
2021-3, 0.99% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/16/22†††,3,5		7,000,000		7,000,000
2021-SP1, 1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/17/22†††,3,5		2,000,000		2,000,000
2021-WL1, 2.59% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 01/26/54†††,3,5		1,400,000		1,400,000
2021-WL1, 1.14% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 01/26/54†††,3,5		1,000,000		1,000,000
2021-WL1, 1.34% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 01/26/54†††,3,5		1,000,000		1,000,000
2021-WL1, 0.94% (1 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 01/26/54†††,3,5		1,000,000		1,000,000
2021-WL2, 2.09% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 03/25/543,5		250,000		250,006
2021-WL2, 1.34% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 03/25/543,5		150,000		150,004
Aesf Vi Verdi, LP
2.15% (3 Month EURIBOR + 2.15%, Rate Floor: 2.15%) due 11/25/24†††,5	EUR	4,359,388		5,161,458
Strategic Partners Fund VIII LP
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/10/25†††,5		3,500,000		3,528,033
Madison Avenue Secured Funding Trust Series
2020-1, 1.72% (1 Month USD LIBOR + 1.63%, Rate Floor: 0.00%) due 12/13/21†††,3,5		3,000,000		3,000,000
Strategic Partners Fund VIII LP
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 03/10/255		1,300,000		1,293,773
Nassau LLC
2019-1, 3.98% due 08/15/343		1,017,433		1,029,710
Total Financial				39,312,984
Whole Business - 1.9%
Domino's Pizza Master Issuer LLC
2017-1A, 4.12% due 07/25/473		6,772,500		7,308,882
2021-1A, 3.15% due 04/25/513		1,000,000		1,044,550
Arbys Funding LLC
2020-1A, 3.24% due 07/30/503		6,699,375		7,001,986
ServiceMaster Funding LLC
2020-1, 2.84% due 01/30/513		3,990,000		4,127,096
DB Master Finance LLC
2019-1A, 4.35% due 05/20/493		3,684,375		4,070,092
Taco Bell Funding LLC
2016-1A, 4.97% due 05/25/463		3,600,000		3,886,920

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Whole Business - 1.9% (continued)
SERVPRO Master Issuer LLC
2021-1A, 2.39% due 04/25/513		2,000,000	$	2,022,180
Wendy's Funding LLC
2019-1A, 3.78% due 06/15/493		1,383,480		1,476,229
Total Whole Business				30,937,935
Transport-Aircraft - 1.5%
Castlelake Aircraft Structured Trust
2021-1A, 3.47% due 01/15/463		5,342,953		5,434,506
AASET US Ltd.
2018-2A, 4.45% due 11/18/383		3,534,515		3,495,858
Castlelake Aircraft Securitization Trust
2018-1, 4.13% due 06/15/433		1,235,192		1,230,763
2017-1, 3.97% due 07/15/42		1,103,927		1,103,105
AASET Trust
2020-1A, 3.35% due 01/16/403		1,846,863		1,824,733
2017-1A, 3.97% due 05/16/423		375,275		371,248
Sapphire Aviation Finance II Ltd.
2020-1A, 3.23% due 03/15/403		2,035,466		2,024,842
Falcon Aerospace Ltd.
2019-1, 3.60% due 09/15/393		1,643,303		1,629,206
2017-1, 4.58% due 02/15/423		384,924		383,080
MAPS Ltd.
2018-1A, 4.21% due 05/15/433		1,891,399		1,894,403
Sapphire Aviation Finance I Ltd.
2018-1A, 4.25% due 03/15/403		1,717,983		1,682,544
MACH 1 Cayman Ltd.
2019-1, 3.47% due 10/15/393		1,403,510		1,403,399
WAVE LLC
2019-1, 3.60% due 09/15/443		908,972		903,422
AIM Aviation Finance Ltd.
2015-1A, 4.21% due 02/15/403		761,361		641,363
Raspro Trust
2005-1A, 1.11% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.93%) due 03/23/243,5		333,911		333,505
Total Transport-Aircraft				24,355,977
Net Lease - 0.9%
Store Master Funding I-VII
2016-1A, 3.96% due 10/20/463		2,643,216		2,794,069
Capital Automotive LLC
2017-1A, 3.87% due 04/15/473		2,743,908		2,750,803
Oak Street Investment Grade Net Lease Fund Series
2020-1A, 2.26% due 11/20/503		2,500,000		2,502,720
CARS-DB4, LP
2020-1A, 3.81% due 02/15/503		2,246,250		2,390,636
CF Hippolyta LLC
2020-1, 2.60% due 07/15/603		875,165		887,080
2020-1, 2.28% due 07/15/603		715,784		727,824
STORE Master Funding LLC
2014-1A, 5.00% due 04/20/443		1,446,875		1,502,912
Capital Automotive REIT
2020-1A, 3.48% due 02/15/503		1,247,917		1,299,619
Total Net Lease				14,855,663
Collateralized Debt Obligations - 0.8%
Anchorage Credit Funding 4 Ltd.
2021-4A, 2.72% due 04/27/393		7,250,000		7,231,539
2021-4A, 3.12% due 04/27/393		2,000,000		1,982,657
Anchorage Credit Funding 3 Ltd.
2021-3A, 2.87% due 01/28/393		3,750,000		3,740,511
Putnam Structured Product Funding Ltd.
2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/384,5		3,583		3,577
Total Collateralized Debt Obligations				12,958,284
Transport-Container - 0.7%
Textainer Marine Containers VII Ltd.
2020-1A, 2.73% due 08/21/453		4,246,832		4,317,796

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 27.1% (continued)
Transport-Container - 0.7% (continued)
CLI Funding VI LLC
2020-1A, 2.08% due 09/18/453		1,830,000	$	1,844,658
2020-3A, 2.07% due 10/18/453		1,828,333		1,843,434
CAL Funding IV Ltd.
2020-1A, 2.22% due 09/25/453		1,872,500		1,890,282
Textainer Marine Containers VIII Ltd.
2020-2A, 2.10% due 09/20/453		929,820		936,655
Total Transport-Container				10,832,825
Infrastructure - 0.6%
SBA Tower Trust
2.33% due 01/15/283		9,250,000		9,593,037
Insurance - 0.1%
JGWPT XXV LLC
2012-1A, 4.21% due 02/16/653		1,325,116		1,498,046
Chesterfield Financial Holdings LLC
2014-1A, 4.50% due 12/15/343		297,000		307,389
Total Insurance				1,805,435
Diversified Payment Rights - 0.1%
Bib Merchant Voucher Receivables Ltd.
4.18% due 04/07/28†††		1,000,000		1,066,550
Total Asset-Backed Securities
(Cost $434,945,043)				437,180,023
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.7%
Government Agency - 13.6%
Uniform MBS 30 Year
due 08/12/225		126,900,001		131,083,766
Fannie Mae
2.81% due 05/01/51		8,250,000		8,914,748
2.17% due 03/01/51		8,347,000		8,214,949
2.24% due 01/01/51		5,949,565		5,893,308
2.00% due 09/01/50		5,079,241		4,918,045
2.36% due 08/01/50		4,500,000		4,563,108
2.78% due 05/01/51		2,746,924		2,981,043
2.20% due 11/01/27		2,576,839		2,706,465
2.59% due 06/01/51		2,500,000		2,642,770
4.17% due 02/01/49		2,000,000		2,503,227
2.81% due 09/01/39		2,000,000		2,227,289
3.09% due 10/01/29		2,000,000		2,212,987
2.32% due 02/01/51		2,088,423		2,097,059
2.40% due 03/01/40		2,000,000		2,094,919
2.11% due 10/01/50		1,877,032		1,845,589
2.27% due 02/01/51		1,740,214		1,735,248
2.39% due 02/01/51		1,448,852		1,500,540
1.88% due 01/01/36		1,310,000		1,309,642
4.24% due 08/01/48		1,000,000		1,183,348
3.61% due 04/01/39		1,000,000		1,165,970
3.83% due 05/01/49		1,000,000		1,164,094
3.74% due 02/01/30		1,000,000		1,157,958
4.27% due 12/01/33		962,370		1,145,061
due 12/25/437		1,254,848		1,145,006
2.99% due 01/01/40		1,000,000		1,125,863
3.46% due 08/01/49		971,149		1,107,370
2.79% due 01/01/32		977,567		1,062,999
2.69% due 10/01/34		968,978		1,050,245
3.11% due 04/01/30		943,369		1,048,041
2.68% due 04/01/50		978,095		1,045,781
2.10% due 07/01/50		982,926		965,943
1.76% due 08/01/40		1,000,000		965,022
4.07% due 05/01/49		777,464		917,510
4.37% due 10/01/48		724,618		883,446
4.25% due 05/01/48		640,789		687,033
3.94% due 10/01/36		336,350		396,026
Freddie Mac Seasoned Credit Risk Transfer Trust
2020-3, 2.00% due 05/25/60		4,393,389		4,448,422
2020-2, 2.00% due 11/25/59		1,702,893		1,731,195
Fannie Mae-Aces
2020-M23, 1.59% (WAC) due 03/25/355,8		25,302,225		3,274,573

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.7% (continued)
Government Agency - 13.6% (continued)
Freddie Mac
1.98% due 05/01/50		1,388,285	$	1,340,771
2018-4762, 4.00% due 01/15/46		1,000,000		1,026,374
Total Government Agency				219,482,753
Commercial Mortgage Backed Securities - 2.6%
GS Mortgage Securities Trust
2020-GSA2, 2.34% due 12/12/53		8,000,000		7,874,410
2020-GC45, 0.79% (WAC) due 02/13/535,8		18,967,805		896,853
2019-GC42, 0.93% (WAC) due 09/01/525,8		14,934,508		833,753
DBGS Mortgage Trust
2018-C1, 4.64% (WAC) due 10/15/515		7,000,000		8,081,737
CD Mortgage Trust
2017-CD4, 3.95% (WAC) due 05/10/505		4,750,000		5,197,076
2016-CD1, 1.53% (WAC) due 08/10/495,8		2,281,437		130,286
KKR Industrial Portfolio Trust
2021-KDIP, 1.32% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 12/15/373,5		4,600,000		4,598,622
GS Mortgage Securities Corporation Trust
2020-UPTN, 3.25% (WAC) due 02/10/373,5		1,000,000		1,028,007
2020-DUNE, 1.42% (1 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 12/15/363,5		1,000,000		1,001,436
Life Mortgage Trust
2021-BMR, 1.47% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 03/15/383,5		2,000,000		2,007,625
GB Trust
2020-FLIX, 1.67% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 08/15/373,5		2,000,000		2,005,605
BENCHMARK Mortgage Trust
2019-B14, 0.91% (WAC) due 12/15/625,8		19,882,588		931,300
2018-B6, 0.59% (WAC) due 10/10/515,8		31,182,292		680,014
COMM Mortgage Trust
2015-CR24, 0.90% (WAC) due 08/10/485,8		44,224,957		1,178,188
2015-CR26, 1.07% (WAC) due 10/10/485,8		9,026,324		294,990
Citigroup Commercial Mortgage Trust
2019-GC43, 0.75% (WAC) due 11/10/525,8		19,948,163		879,955
2016-GC37, 1.85% (WAC) due 04/10/495,8		3,249,817		214,535
2016-C2, 1.89% (WAC) due 08/10/495,8		2,398,851		166,710
2016-P5, 1.63% (WAC) due 10/10/495,8		1,849,570		100,165
Extended Stay America Trust
2021-ESH, due 07/15/383,5		1,100,000		1,103,169
CSAIL Commercial Mortgage Trust
2019-C15, 1.21% (WAC) due 03/15/525,8		12,426,073		768,661
SG Commercial Mortgage Securities Trust
2016-C5, 1.94% (WAC) due 10/10/485,8		9,323,602		579,808
UBS Commercial Mortgage Trust
2017-C2, 1.21% (WAC) due 08/15/505,8		10,341,630		506,998
JPMDB Commercial Mortgage Securities Trust
2016-C2, 1.71% (WAC) due 06/15/495,8		7,169,689		390,866
Morgan Stanley Capital I Trust
2016-UB11, 1.50% (WAC) due 08/15/495,8		6,775,816		377,876
Wells Fargo Commercial Mortgage Trust
2016-NXS5, 1.60% (WAC) due 01/15/595,8		3,802,741		201,743
2016-C37, 1.07% (WAC) due 12/15/495,8		3,586,579		102,384
CFCRE Commercial Mortgage Trust
2016-C3, 1.15% (WAC) due 01/10/485,8		5,637,289		217,768
Total Commercial Mortgage Backed Securities				42,350,540
Residential Mortgage Backed Securities - 1.4%
Mill City Mortgage Loan Trust
2021-NMR1, 2.50% (WAC) due 11/25/603,5		4,800,000		4,795,516
New Residential Mortgage Loan Trust
2018-2A, 3.50% (WAC) due 02/25/583,5		991,453		1,034,578
2019-6A, 3.50% (WAC) due 09/25/593,5		716,094		756,341

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.7% (continued)
Residential Mortgage Backed Securities - 1.4% (continued)
2018-1A, 4.00% (WAC) due 12/25/573,5		498,569	$	534,009
CSMC Trust
2018-RPL9, 3.85% (WAC) due 09/25/573,5		1,536,122		1,597,923
2020-NQM1, 1.72% due 05/25/653,9		636,337		638,056
Starwood Mortgage Residential Trust
2020-1, 2.41% (WAC) due 02/25/503,5		924,890		934,346
2020-1, 2.56% (WAC) due 02/25/503,5		924,890		933,239
Verus Securitization Trust
2019-4, 2.85% due 11/25/593,9		1,540,170		1,565,771
SPS Servicer Advance Receivables Trust
2020-T2, 1.83% due 11/15/553		1,250,000		1,259,441
American Home Mortgage Investment Trust
2007-1, 2.08% due 05/25/478		7,466,225		1,213,751
Angel Oak Mortgage Trust
2020-1, 2.77% (WAC) due 12/25/593,5		1,066,618		1,072,609
BRAVO Residential Funding Trust
2021-HE1, 1.52% (30 Day Average U.S. Secured Overnight Financing Rate + 1.50%, Rate Floor: 0.00%) due 01/25/703,5		1,000,000		999,472
Securitized Asset-Backed Receivables LLC Trust
2006-HE2, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 07/25/365		1,595,885		894,646
MFRA Trust
2021-INV1, 2.29% (WAC) due 01/25/563,5		700,000		687,368
Residential Mortgage Loan Trust
2020-1, 2.68% (WAC) due 02/25/243,5		593,439		600,266
GS Mortgage-Backed Securities Trust
2020-NQM1, 1.79% (WAC) due 09/27/603,5		558,834		561,724
RALI Series Trust
2006-QO2, 0.53% (1 Month USD LIBOR + 0.44%, Rate Floor: 0.44%) due 02/25/465		1,587,978		472,147
Nationstar HECM Loan Trust
2019-2A, 2.27% (WAC) due 11/25/293,5		442,073		442,892
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
2006-AR9, 0.96% (1 Year CMT Rate + 0.84%, Rate Floor: 0.84%) due 11/25/465		319,023		274,499
MASTR Adjustable Rate Mortgages Trust
2003-5, 1.65% (WAC) due 11/25/335		267,449		253,571
UCFC Manufactured Housing Contract
1997-2, 7.38% due 10/15/28		68,120		69,322
Total Residential Mortgage Backed Securities				21,591,487
Military Housing - 1.1%
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
2015-R1, 1.93% (WAC) due 11/25/553,5		7,072,136		8,474,588
2015-R1, 6.19% (WAC) due 11/25/523,5		2,918,540		3,348,690
2015-R1, 0.29% (WAC) due 11/25/553,5,8		10,350,610		687,849
Capmark Military Housing Trust
2006-RILY, 6.15% due 07/10/513		2,306,417		2,461,885
2007-ROBS, 6.06% due 10/10/523		462,757		506,760
2007-AETC, 5.75% due 02/10/523		273,066		293,060
GMAC Commercial Mortgage Asset Corp.
2007-HCKM, 6.11% due 08/10/523		1,455,434		1,688,502
Total Military Housing				17,461,334
Total Collateralized Mortgage Obligations
(Cost $298,380,700)				300,886,114
U.S. GOVERNMENT SECURITIES†† - 5.5%
U.S. Treasury Notes
1.63% due 05/15/31		68,000,000		69,126,250
0.75% due 03/31/26		6,000,000		5,975,859
U.S. Treasury Strips
due 02/15/507,10		23,802,000		12,960,041
Total U.S. Government Securities
(Cost $90,581,247)				88,062,150

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 3.3%
Industrial - 0.9%
Mileage Plus Holdings LLC
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27		8,450,000	$	9,017,502
SkyMiles IP Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/20/27		1,700,000		1,794,673
Berry Global, Inc.
1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 07/01/26		1,429,766		1,417,999
Pelican Products, Inc.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/01/25		1,041,944		1,032,504
Service Logic Acquisition, Inc.
4.75% (2 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 10/29/27		682,537		684,244
Diversitech Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/02/24		495,260		495,413
Berlin Packaging LLC
3.10% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/07/25		297,325		294,444
Total Industrial				14,736,779
Consumer, Cyclical - 0.7%
Murphy Oil USA, Inc.
2.25% (3 Month USD LIBOR + 1.75%, Rate Floor: 2.25%) due 01/31/28		8,000,000		8,005,040
CHG Healthcare Services, Inc.
4.00% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/07/23		2,969,135		2,965,424
Total Consumer, Cyclical				10,970,464
Basic Materials - 0.5%
Univar Netherlands Holding BV
due 05/26/28		4,225,000		4,215,959
WR Grace & Company - Conn
2.15% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 06/01/28†††		3,500,000		3,482,500
Total Basic Materials				7,698,459
Technology - 0.4%
Ascend Learning LLC
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 07/12/24		3,672,250		3,672,250
Valkyr Purchaser, LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 11/05/27		1,600,000		1,597,328
RP Crown Parent LLC (Blue Yonder)
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/02/26		792,000		791,010
Total Technology				6,060,588
Consumer, Non-cyclical - 0.3%
Packaging Coordinators Midco, Inc.
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 11/30/27		2,244,375		2,245,497
Southern Veterinary Partners LLC
5.00% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 10/05/27		1,311,591		1,317,335
HAH Group Holding Co. LLC
6.00% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 10/29/27		1,017,450		1,019,363
Elanco Animal Health, Inc.
1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/02/27		387,360		381,228
Total Consumer, Non-cyclical				4,963,423
Financial - 0.2%
Jefferies Finance LLC
3.13% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/03/26		1,389,470		1,382,091
Nexus Buyer LLC
3.84% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/09/26		895,466		892,905
Cross Financial Corp.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 09/15/27		798,000		799,660
Alliant Holdings Intermediate LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 05/09/25		494,898		489,276
Total Financial				3,563,932
Utilities - 0.2%
Hamilton Projects Acquiror LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/17/27		3,076,692		3,042,848

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 3.3% (continued)
Energy - 0.1%
Venture Global Calcasieu Pass LLC
2.46% (1 Month USD LIBOR + 2.38%, Rate Floor: 2.38%) due 08/19/26†††		1,383,490	$	1,293,563
DT Midstream, Inc.
2.50% (3 Month USD LIBOR + 2.00% and 6 Month USD LIBOR + 2.00%, Rate Floor: 2.50%) due 06/12/28		500,000		500,445
Total Energy				1,794,008
Communications - 0.0%
Radiate Holdco, LLC
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 09/25/26		149,625		149,680
Total Senior Floating Rate Interests
(Cost $52,549,789)				52,980,181
FEDERAL AGENCY BONDS†† - 3.2%
Fannie Mae Principal Strips
due 07/15/377,10		13,000,000		9,186,268
due 08/06/387,10		250,000		171,204
Freddie Mac Principal Strips
due 07/15/327,10		10,550,000		8,642,982
Federal Farm Credit Bank
3.51% due 06/11/40		3,300,000		3,952,248
2.43% due 01/29/37		3,000,000		3,190,317
2.70% due 01/30/45		1,053,000		1,110,255
2.88% due 10/01/40		350,000		384,848
Tennessee Valley Authority Principal Strips
due 06/15/387,10		9,400,000		6,297,135
due 01/15/487,10		9,700,000		4,678,106
due 01/15/387,10		4,000,000		2,719,444
due 06/15/357,10		1,583,000		1,171,830
due 12/15/427,10		1,600,000		912,078
U.S. International Development Finance Corp.
1.63% due 11/20/37		4,000,000		3,943,871
due 01/17/2610		800,000		864,129
1.79% due 10/15/29		556,769		575,162
Tennessee Valley Authority
4.25% due 09/15/65		1,300,000		1,823,871
5.38% due 04/01/56		600,000		966,617
Freddie Mac
due 01/02/3410		1,850,000		1,448,878
due 09/15/3610		300,000		216,826
Tennessee Valley Authority Generic Strip
due 01/15/288,10		150,000		137,418
Total Federal Agency Bonds
(Cost $48,333,709)				52,393,487
MUNICIPAL BONDS†† - 1.3%
Texas - 0.3%
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
3.29% due 09/01/40		2,100,000		2,174,892
2.78% due 09/01/34		700,000		717,903
2.69% due 09/01/33		500,000		512,074
2.57% due 09/01/32		475,000		484,597
2.41% due 09/01/31		450,000		455,771
2.08% due 09/01/28		300,000		303,046
Grand Parkway Transportation Corp. Revenue Bonds
3.31% due 10/01/49		1,500,000		1,536,452
Dallas/Fort Worth International Airport Revenue Bonds
2.92% due 11/01/50		1,000,000		1,011,322
Total Texas				7,196,057
California - 0.3%
Newport Mesa Unified School District General Obligation Unlimited
due 08/01/4410		2,000,000		917,803
due 08/01/4110		1,540,000		805,575
due 08/01/4610		750,000		315,640
California Statewide Communities Development Authority Revenue Bonds
2.68% due 02/01/39		1,200,000		1,206,499
Beverly Hills Unified School District California General Obligation Unlimited
due 08/01/3910		1,410,000		765,528
Cypress School District General Obligation Unlimited
due 08/01/4810		1,000,000		414,223
Hanford Joint Union High School District General Obligation Unlimited
due 08/01/3910		500,000		260,172
Total California				4,685,440
New York - 0.3%
Westchester County Local Development Corp. Revenue Bonds
3.85% due 11/01/50		2,700,000		2,836,668
New York Power Authority Revenue Bonds
2.82% due 11/15/39		1,000,000		1,010,851
Total New York				3,847,519
Idaho - 0.1%
Boise State University Revenue Bonds
3.06% due 04/01/40		1,150,000		1,180,403
Ohio - 0.1%
County of Franklin Ohio Revenue Bonds
2.88% due 11/01/50		1,000,000		981,201

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
MUNICIPAL BONDS†† - 1.3% (continued)
Alabama - 0.1%
Auburn University Revenue Bonds
2.68% due 06/01/50		1,000,000	$	979,748
Mississippi - 0.1%
Medical Center Educational Building Corp. Revenue Bonds
2.92% due 06/01/41		1,000,000		976,257
Illinois - 0.0%
State of Illinois General Obligation Unlimited
5.65% due 12/01/38		500,000		617,520
Cook County School District No. 155 Calumet City General Obligation Unlimited
5.30% due 06/01/32		5,000		5,300
Total Illinois				622,820
Total Municipal Bonds
(Cost $19,685,922)				20,469,445
SENIOR FIXED RATE INTERESTS†† - 0.2%
Industrial - 0.2%
CTL Logistics
2.65% due 10/10/42†††		3,642,781		3,509,273
Total Senior Fixed Rate Interests
(Cost $3,642,781)				3,509,273
FOREIGN GOVERNMENT DEBT†† - 0.1%
Panama Government International Bond
4.50% due 04/16/50		1,450,000		1,645,822
Bermuda Government International Bond
3.38% due 08/20/503		500,000		504,650
Total Foreign Government Debt
(Cost $2,128,163)				2,150,472

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value		Value
OTC OPTIONS PURCHASED†† - 0.2%
Call options on: Interest rate options
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40	455,200,000	$	2,266,896
Goldman Sachs International 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61	120,600,000		411,246
Morgan Stanley Capital Services LLC 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40	55,700,000		276,829
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61	47,400,000		161,634
Total OTC Options Purchased
(Cost $1,600,463)			3,116,605
Total Investments - 110.5%
(Cost $1,731,780,199)		$	1,781,525,170
	Face Amount~
Collateralized Mortgage Obligations Sold Short†† - (8.3)%
Government Agency - (8.3)%
Uniform MBS 30 Year
3.50% due 08/12/22	126,900,000		(133,683,693	)
Total Securities Sold Short - (8.3)%
(Proceeds $133,806,800)		$	(133,683,693	)
Other Assets & Liabilities, net - (2.2)%			(35,836,397	)
Total Net Assets - 100.0%		$	1,612,005,080

Centrally Cleared Interest Rate Swap Agreements††
Counterparty	Exchange		Floating Rate Type	Floating Rate Index	Fixed Rate			Payment Frequency	Maturity Date	Notional Amount		Value		Upfront Premiums Paid		Unrealized Appreciation**
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.99	%	Quarterly	08/25/50	$	10,000,000	$	1,889,900	$	461	$	1,889,439
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.99	%	Quarterly	08/20/50		8,200,000		1,535,122		431		1,534,691
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.82	%	Annually	04/01/26		50,000,000		174,869		499		174,370
												$	3,599,891	$	1,391	$	3,598,500

Forward Foreign Currency Exchange Contracts††
Counterparty	Contracts to Sell		Currency		Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation
Citibank, N.A.		4,460,000		EUR	09/30/21	$	5,331,578	$	5,300,816	$	30,762
Goldman Sachs International		963,000		EUR	07/16/21		1,168,398		1,142,689		25,709
										$	56,471

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs, unless otherwise noted — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.
2	Perpetual maturity.
3	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $721,074,117 (cost $710,922,073), or 44.7% of total net assets.
4	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $1,103,946 (cost $1,031,936), or 0.1% of total net assets — See Note 6.
5	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
6	Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.
7	Security is a principal-only strip.
8	Security is an interest-only strip.
9	Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at June 30, 2021. See table below for additional step information for each security.
10	Zero coupon rate security.
11	Special Purpose Acquisition Company (SPAC)

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

BofA — Bank of America

CME — Chicago Mercantile Exchange

CMS — Constant Maturity Swap

CMT — Constant Maturity Treasury

EUR — Euro

LIBOR — London Interbank Offered Rate

plc — Public Limited Company

REIT — Real Estate Investment Trust

WAC — Weighted Average Coupon

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):
Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs			Total
Common Stocks	$	19,937,930	$	—		$ —	*	$	19,937,930
Preferred Stocks		—		57,353,976		—	*		57,353,976
Warrants		574,381		—		—			574,381
Closed-End Funds		3,442,138		—		—			3,442,138
Corporate Bonds		—		709,386,835		30,082,160			739,468,995
Asset-Backed Securities		—		389,570,520		47,609,503			437,180,023
Collateralized Mortgage Obligations		—		300,886,114		—			300,886,114
U.S. Government Securities		—		88,062,150		—			88,062,150
Senior Floating Rate Interests		—		48,204,118		4,776,063			52,980,181
Federal Agency Bonds		—		52,393,487		—			52,393,487
Municipal Bonds		—		20,469,445		—			20,469,445
Senior Fixed Rate Interests		—		—		3,509,273			3,509,273
Foreign Government Debt		—		2,150,472		—			2,150,472
Options Purchased		—		3,116,605		—			3,116,605
Interest Rate Swap Agreements**		—		3,598,500		—			3,598,500
Forward Foreign Currency Exchange Contracts**		—		56,471		—			56,471
Total Assets	$	23,954,449	$	1,675,248,693	$	85,976,999		$	1,785,180,141

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Collateralized Mortgage Obligations Sold Short	$	—	$	133,683,693	$	—	$	133,683,693
Unfunded Loan Commitments (Note 5)		—		—		58,063		58,063
Total Liabilities	$	—	$	133,683,693	$	58,063	$	133,741,756

* Security has a market value of $0.

** This derivative is reported as unrealized appreciation/depreciation at period end.

The following is a summary of significant unobservable inputs used in the fair valuation of assets and liabilities categorized within Level 3 of the fair value hierarchy:

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range		Weighted Average*
Assets:
Asset-Backed Securities	$	37,853,462	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒		‒
Asset-Backed Securities		9,756,041	Yield Analysis	Yield		2.0%-2.6%		2.4%
Corporate Bonds		19,213,274	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒		‒
Corporate Bonds		6,874,446	Third Party Pricing	Vendor Price		‒		‒
Corporate Bonds		3,994,440	Yield Analysis	Yield		2.9%		‒
Senior Fixed Rate Interests		3,509,273	Yield Analysis	Yield		2.7%		‒
Senior Floating Rate Interests		4,776,063	Third Party Pricing	Broker Quote		‒		‒
Total Assets	$	85,976,999
Liabilities:
Unfunded Loan Commitments	$	58,063	Model Price	Purchase Price		‒		‒

* Inputs are weighted by the fair value of the instruments.

Core Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Significant changes in a quote or yield would generally result in significant changes in the fair value of the security.

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with other available market information.

Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment’s valuation changes. For the period ended June 30, 2021, the Fund had securities with a total value of $11,479,313 transfer into Level 3 from Level 2 due to a lack of observable inputs. There were no other securities that transferred between levels.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets																	Liabilities
	Asset-Backed Securities			Collateralized Mortgage Obligations			Corporate Bonds			Senior Floating Rate Interests		Senior Fixed Rate Interests			Total Assets			Unfunded Loan Commitments
Beginning Balance	$	33,401,467		$	10,687,442		$	14,037,846		$	-	$	-		$	58,126,755		$	(163,932	)
Purchases/(Receipts)		29,900,000			81			20,875,120			4,734,352		3,642,781			59,152,334			(5,671	)
(Sales, maturities and paydowns)/Fundings		(27,281,976	)		(10,592,212	)		(5,586,009	)		-		-			(43,460,197	)		114,366
Amortization of premiums/discounts		-			6			285			9,101		-			9,392			-
Total realized gains (losses) included in earnings		87,246			(7	)		186,008			-		-			273,247			-
Total change in unrealized appreciation (depreciation) included in earnings		23,453			(95,310	)		568,910			32,610		(133,508	)		396,155			(2,826	)
Transfers into Level 3		11,479,313			-			-			-		-			11,479,313			-
Ending Balance	$	47,609,503		$	-		$	30,082,160		$	4,776,063	$	3,509,273		$	85,976,999		$	(58,063	)
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	21,273		$	-		$	789,167		$	32,610	$	(133,508	)	$	709,542		$	(2,826	)

Step Coupon Bonds

The following table discloses additional information related to step coupon bonds held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and corresponding dates have been provided. Rates for all step coupon bonds held by the Fund are scheduled to increase, none are scheduled to decrease.

Name	Coupon Rate at Next Reset Date			Next Rate Reset Date
CSMC Trust 2020-NQM1, 1.72% due 05/25/65		2.72	%	09/26/24
Verus Securitization Trust 2019-4, 2.85% due 11/25/59		3.85	%	10/26/23

Diversified Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
MUTUAL FUNDS† - 87.3%
Guggenheim High Yield Fund — R6-Class1		186,202	$	2,037,051
Guggenheim RBP Large-Cap Market Fund — Institutional Class1		93,939		1,360,235
Guggenheim Core Bond Fund — Institutional Class1		37,152		748,242
Guggenheim Floating Rate Strategies Fund — R6-Class1		29,515		739,045
Guggenheim RBP Dividend Fund — Institutional Class1		49,166		719,788
Guggenheim Ultra Short Duration Fund — Institutional Class1		41,308		411,843
Guggenheim Risk Managed Real Estate Fund — Institutional Class1		9,622		357,849
Guggenheim World Equity Income Fund — Institutional Class1		18,435		352,483
Total Mutual Funds
(Cost $6,026,894)				6,726,536
CLOSED-END FUNDS† - 11.3%
Virtus AllianzGI Diversified Income & Convertible Fund		904		31,369
First Trust Energy Income and Growth Fund		2,100		30,450
John Hancock Premium Dividend Fund		1,750		29,645
Calamos Convertible Opportunities and Income Fund		1,944		29,490
Royce Value Trust, Inc.		1,500		28,455
Neuberger Berman High Yield Strategies Fund, Inc.		2,113		28,040
Eaton Vance Tax-Advantaged Dividend Income Fund		962		26,590
Cohen & Steers REIT and Preferred and Income Fund, Inc.		940		25,587
BlackRock Enhanced Equity Dividend Trust		2,500		25,325
Western Asset High Income Fund II, Inc.		3,448		24,757
Invesco High Income Trust II		1,650		24,641
Eaton Vance Enhanced Equity Income Fund II		1,058		24,630
Ares Dynamic Credit Allocation Fund, Inc.		1,500		24,255
John Hancock Investors Trust		1,278		24,078
PIMCO High Income Fund		3,500		23,940
Eaton Vance Tax-Managed Buy-Write Opportunities Fund		1,470		23,932
Eaton Vance Tax-Managed Buy-Write Income Fund		1,400		23,492
PIMCO Dynamic Income Opportunities Fund		1,000		23,180
John Hancock Preferred Income Fund		1,050		22,680
Western Asset Mortgage Opportunity Fund, Inc.		1,450		22,605
Western Asset Premier Bond Fund		1,529		22,507
Pioneer High Income Fund, Inc.		2,284		22,177
KKR Income Opportunities Fund		1,266		21,117
Reaves Utility Income Fund		600		20,586
BlackRock Limited Duration Income Trust		1,200		20,424
DoubleLine Income Solutions Fund		1,123		20,315
PGIM High Yield Bond Fund, Inc.		1,242		20,207
PIMCO Dynamic Income Fund		695		20,023
John Hancock Income Securities Trust		1,250		19,989
Eaton Vance Limited Duration Income Fund		1,500		19,890
Blackstone Strategic Credit Fund		1,419		19,767
Voya Infrastructure Industrials and Materials Fund		1,500		19,215
ClearBridge MLP & Midstream Total Return Fund, Inc.		750		19,027
BlackRock Credit Allocation Income Trust		1,205		18,786
Western Asset Emerging Markets Debt Fund, Inc.		1,330		18,633
Ivy High Income Opportunities Fund		1,308		18,377
Western Asset Global Corporate Defined Opportunity Fund, Inc.		983		18,284
Apollo Senior Floating Rate Fund, Inc.		1,074		16,948
Total Closed-End Funds
(Cost $703,867)				873,413
MONEY MARKET FUND† - 1.2%
Goldman Sachs Financial Square Treasury Instruments Fund — Institutional Shares, 0.01%2		92,674		92,674
Total Money Market Fund
(Cost $92,674)				92,674
Total Investments - 99.8%
(Cost $6,823,435)			$	7,692,623
Other Assets & Liabilities, net - 0.2%				17,382
Total Net Assets - 100.0%			$	7,710,005

†	Value determined based on Level 1 inputs — See Note 3.
1	Affiliated issuer.
2	Rate indicated is the 7-day yield as of June 30, 2021.

Diversified Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

 REIT — Real Estate Investment Trust

 See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):
Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Mutual Funds	$	6,726,536	$	—	$	—	$	6,726,536
Closed-End Funds		873,413		—		—		873,413
Money Market Fund		92,674		—		—		92,674
Total Assets	$	7,692,623	$	—	$	—	$	7,692,623

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:      

Security Name	Value 09/30/20		Additions		Reductions			Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21		Investment Income		Capital Gain Distributions
Mutual Funds
Guggenheim Floating Rate Strategies Fund — R6-Class	$	1,051,568	$	311,225	$	(675,275	)	$	(12,625	)	$	64,152		$	739,045		29,515	$	35,258	$	–
Guggenheim High Yield Fund — R6-Class		1,501,803		786,429		(339,993	)		(4,147	)		92,959			2,037,051		186,202		65,643		–
Guggenheim Core Bond Fund — Institutional Class		1,312,112		424,931		(959,947	)		38,480			(67,334	)		748,242		37,152		22,827		27,120
Guggenheim RBP Dividend Fund — Institutional Class		614,550		304,176		(502,989	)		85,752			218,299			719,788		49,166		24,187		–
Guggenheim RBP Large-Cap Market Fund — Institutional Class		–		1,327,842		–			–			32,393			1,360,235		93,939		–		–
Guggenheim Risk Managed Real Estate Fund — Institutional Class		625,585		52,631		(469,451	)		86,282			62,802			357,849		9,622		9,277		35,865
Guggenheim Ultra Short Duration Fund — Institutional Class		343,979		341,228		(272,996	)		4,955			(5,323	)		411,843		41,308		1,230		–
Guggenheim World Equity Income Fund — Institutional Class		307,075		6,006		(44,854	)		13,072			71,184			352,483		18,435		6,005		–
	$	5,756,672	$	3,554,468	$	(3,265,505	)	$	211,769		$	469,132		$	6,726,536			$	164,427	$	62,985

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 0.2%
Energy - 0.1%
Unit Corp.*		51,278	$	864,034
Permian Production Partners LLC†††		401,481		509,881
Total Energy				1,373,915
Industrial - 0.1%
Vector Phoenix Holdings, LP*,†††		244,278		483,427
BP Holdco LLC*,†††,1		244,278		86,130
API Heat Transfer Parent LLC*,†††		4,757,865		5
Total Industrial				569,562
Consumer, Non-cyclical - 0.0%
Targus Group International, Inc.*,†††,1		12,773		29,688
Chef Holdings, Inc.*,†††		94		5,912
Total Consumer, Non-cyclical				35,600
Total Common Stocks
(Cost $2,036,605)				1,979,077

PREFERRED STOCKS††† - 0.0%
Industrial - 0.0%
API Heat Transfer Intermediate*	618	–
Total Preferred Stocks
(Cost $493,920)		–

EXCHANGE-TRADED FUNDS† - 1.9%
SPDR Blackstone Senior Loan ETF	347,500	16,085,775
Total Exchange-Traded Funds
(Cost $16,009,339)		16,085,775

MONEY MARKET FUND† - 5.2%
Federated Hermes U.S. Treasury Cash Reserves Fund — Institutional Shares, 0.01%2	44,468,273	44,468,273
Total Money Market Fund
(Cost $44,468,273)		44,468,273

	Face Amount~
SENIOR FLOATING RATE INTERESTS††,5 - 92.4%
Industrial - 21.3%
Hillman Group, Inc.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/30/25		5,454,980	5,441,342
due 02/24/28		4,280,802	4,268,131
Core & Main, LP
due 06/09/28		8,700,000	8,640,231
Beacon Roofing Supply, Inc.
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 05/19/28		8,000,000	7,951,120
Park River Holdings, Inc.
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 12/28/27		7,950,000	7,901,585
BWAY Holding Co.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/03/24		7,734,852	7,542,718
Genesee & Wyoming, Inc.
2.15% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 12/30/26		7,443,467	7,389,726
STS Operating, Inc. (SunSource)
5.25% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 12/11/24		7,485,245	7,375,287
Alliance Laundry Systems LLC
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 10/08/27		7,234,500	7,240,143
Berry Global, Inc.
1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 07/01/26		7,086,938	7,028,612
LTI Holdings, Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/08/25		6,918,731	6,818,825
Titan Acquisition Ltd. (Husky)
3.17% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25		6,905,937	6,780,180
TransDigm, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 12/09/25		3,563,819	3,508,437
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/30/25		2,930,000	2,886,577
Cushman & Wakefield US Borrower LLC
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 08/21/25		6,277,364	6,215,720
Duran Group Holding GMBH
4.25% (6 Month EURIBOR + 4.25%, Rate Floor: 4.25%) due 03/29/24		EUR 3,919,666	4,579,919
4.00% (3 Month EURIBOR + 4.00%, Rate Floor: 4.00%) due 12/20/24		EUR 1,186,721	1,386,620
Quikrete Holdings, Inc.
due 05/12/28		6,000,000	5,949,360
Altra Industrial Motion Corp.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 10/01/25		5,809,479	5,771,368
Charter Nex US Holdings, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 12/01/27		5,738,250	5,745,423

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Industrial - 21.3% (continued)
Visual Comfort Group, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/28/24†††		5,153,903	$	5,147,461
Gardner Denver, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/01/27		4,974,811		4,914,019
Reynolds Group Holdings, Inc.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/05/26		4,930,225		4,895,023
Pelican Products, Inc.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/01/25		4,626,900		4,584,980
Brown Group Holding LLC
3.25% (3 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 06/07/28		4,000,000		3,978,000
American Bath Group LLC
4.25% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 11/23/27		3,990,000		3,977,112
DG Investment Intermediate Holdings 2, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/31/28		3,737,922		3,748,836
VC GB Holdings, Inc.
due 06/28/28		3,250,000		3,233,750
Mileage Plus Holdings LLC
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27		2,800,000		2,988,048
Ravago Holdings America, Inc.
2.65% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 03/04/28		2,842,875		2,823,344
TricorBraun Holdings, Inc.
3.75% (6 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 03/03/28		2,755,356		2,733,672
United Airlines Inc.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 04/21/28		2,367,660		2,396,593
USIC Holding, Inc.
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 05/12/28		2,350,000		2,344,125
Recorded Books, Inc.
due 08/29/25†††		2,200,000		2,197,250
YAK MAT (YAK ACCESS LLC)
10.13% (3 Month USD LIBOR + 10.00%, Rate Floor: 10.00%) due 07/10/26		2,550,000		2,078,250

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Industrial - 21.3% (continued)
Osmose Utility Services, Inc.
3.75% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 06/23/28		2,050,000	$	2,039,750
Vertical (TK Elevator)
4.48% (6 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 07/30/27		1,890,512		1,891,306
SkyMiles IP Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/20/27		1,664,359		1,757,048
API Heat Transfer
12.00% (in-kind rate was 12.00%) due 01/01/24†††,3		3,139,151		1,334,139
12.00% (in-kind rate was 12.00%) due 10/02/23†††,3		560,058		420,044
TAMKO Building Products, Inc.
3.12% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/29/26		1,193,924		1,190,199
Total Industrial				181,094,273
Consumer, Non-cyclical - 17.9%
Hayward Industries, Inc.
3.25% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 05/28/28		8,300,000		8,276,677
AI Aqua Zip Bidco Pty Ltd.
4.25% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/13/23		8,067,393		8,072,476
SRAM LLC
3.25% (1 Month USD LIBOR + 2.75% and 3 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 05/18/28		7,927,273		7,887,636
Triton Water Holdings, Inc.
4.00% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 03/31/28		7,800,000		7,789,158
Bombardier Recreational Products, Inc.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 05/24/27		7,476,538		7,384,053
Kronos Acquisition Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 12/22/26		7,431,375		7,372,519
Dole Food Company, Inc.
3.75% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.75%) due 04/05/24		6,779,075		6,770,601
Froneri US, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 01/29/27		6,831,000		6,723,412
Aramark Services, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/11/25		6,400,000		6,325,312
National Mentor Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/02/28		6,013,854		6,020,530
Springs Window Fashions
4.35% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 06/16/25		4,313,528		4,313,528
8.60% (1 Month USD LIBOR + 8.50%, Rate Floor: 8.50%) due 06/15/26		1,350,000		1,350,850
Diamond (BC) BV
3.19% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 09/06/24		3,948,980		3,925,128
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 09/06/24		EUR 1,388,316		1,640,189
Recess Holdings, Inc.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 09/30/24		5,593,635		5,548,886
US Foods, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/27/23		5,341,498		5,285,839
Weber-Stephen Products LLC
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 10/29/27		5,024,750		5,031,031
DaVita, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/12/26		4,962,217		4,929,863
Cidron New Bidco Ltd.
3.00% (3 Month EURIBOR + 3.00%, Rate Floor: 3.00%) due 04/16/25		EUR 4,125,000		4,825,076
IQVIA Holdings, Inc.
1.90% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/11/25		4,842,000		4,809,123

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Consumer, Non-cyclical - 17.9% (continued)
Icon Luxembourg SARL
due 06/16/28		3,550,000	$	3,555,005
Grifols Worldwide Operations USA, Inc.
2.09% (1 Week USD LIBOR + 2.00%, Rate Floor: 2.00%) due 11/15/27		3,510,224		3,474,244
Sigma Holding BV (Flora Food)
3.50% (1 Month EURIBOR + 3.50% and 6 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/02/25		EUR 3,000,000		3,463,808
Option Care Health, Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26		3,183,838		3,183,170
Aveanna Healthcare LLC
due 06/29/28		3,164,151		3,148,330
Energizer Holdings, Inc.
2.75% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.75%) due 12/22/27		2,842,875		2,833,636
MajorDrive Holdings IV LLC
4.50% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.50%) due 06/01/28		2,350,000		2,350,728
Elanco Animal Health, Inc.
1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/02/27		2,275,738		2,239,713
Arctic Glacier Group Holdings, Inc.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 03/20/24		2,272,564		2,170,299
BCPE Eagle Buyer LLC
5.34% (1 Month USD LIBOR + 4.34%, Rate Floor: 5.34%) due 03/18/24		2,068,970		2,068,453
Osmosis Holdings Australia II Pty Ltd.
due 06/17/28		2,000,000		2,005,000
Cambrex Corp.
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 12/04/26		1,890,500		1,894,054
Endo Luxembourg Finance Company I SARL
5.75% (3 Month USD LIBOR + 5.00%, Rate Floor: 5.75%) due 03/27/28		1,915,200		1,845,180
Valeant Pharmaceuticals International, Inc.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/02/25		1,643,039		1,635,448
PPD, Inc.
2.75% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.75%) due 01/13/28		1,496,250		1,493,676
Southern Veterinary Partners LLC
5.00% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 10/05/27		874,394		878,224
Total Consumer, Non-cyclical				152,520,855
Communications - 13.8%
GTT Communications BV
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 05/30/25		EUR 10,742,628		10,502,671
9.50% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) (in-kind rate was 2.50%) due 12/28/213		1,578,870		1,591,833
Cengage Learning Acquisitions, Inc.
5.25% (1 Month USD LIBOR + 4.25% and 3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/07/23		7,862,567		7,866,813
due 06/28/26		3,350,000		3,352,111
McGraw Hill LLC
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 11/01/24		8,846,926		8,853,827
Virgin Media Bristol LLC
2.57% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 01/31/28		7,916,233		7,841,504
WMG Acquisition Corp.
2.23% (1 Month USD LIBOR + 2.13%, Rate Floor: 2.13%) due 01/12/28		7,250,000		7,187,867
Market Track LLC
6.50% (Commercial Prime Lending Rate + 3.25%, Rate Floor: 4.25%) due 06/05/24		6,891,086		6,873,858
ProQuest, LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 10/23/26		6,881,245		6,873,332
CSC Holdings, LLC
2.32% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 07/17/25		6,869,410		6,766,369
Ziggo Financing Partnership
2.57% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 04/28/28		6,685,000		6,610,730

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Communications - 13.8% (continued)
Zayo Group Holdings, Inc.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/09/27		6,648,468	$	6,574,204
Authentic Brands
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 09/27/24		5,353,601		5,346,909
SFR Group S.A.
3.87% (3 Month USD LIBOR + 3.69%, Rate Floor: 3.69%) due 02/02/26		3,379,883		3,348,619
2.94% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 07/31/25		1,653,899		1,624,261
GTT Communications, Inc.
2.90% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 05/30/25		6,111,000		4,800,191
Titan US Finco LLC
4.15% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/01/26		4,418,358		4,404,573
Xplornet Communications, Inc.
4.85% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 06/10/27		3,960,000		3,958,574
Telenet Financing USD LLC
2.07% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/28/28		4,000,000		3,942,000
UPC Broadband Holding BV
3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 01/31/29		3,850,000		3,823,050
Level 3 Financing, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/01/27		3,339,546		3,286,313
Radiate Holdco, LLC
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 09/25/26		1,795,500		1,796,164
Total Communications				117,225,773
Consumer, Cyclical - 13.3%
American Tire Distributors, Inc.
8.50% (1 Month USD LIBOR + 7.50% and 3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 09/02/24		18,792,263		18,782,867
7.00% (3 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 09/01/23		2,017,146		1,998,648
First Brands Group LLC
6.00% (1 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 03/30/27		7,880,250		7,962,362

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Consumer, Cyclical - 13.3% (continued)
Power Solutions (Panther)
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/30/26		7,382,815	$	7,308,987
CHG Healthcare Services, Inc.
4.00% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/07/23		7,316,151		7,307,006
Zephyr Bidco Ltd.
4.80% (1 Month GBP LIBOR + 4.75%, Rate Floor: 4.75%) due 07/23/25		GBP 5,265,000		7,173,090
IBC Capital Ltd.
3.87% (3 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 09/11/23		7,164,368		7,092,724
Navistar Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 11/06/24		6,903,140		6,903,140
Intrawest Resorts Holdings, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 07/31/24		6,690,616		6,601,028
PetSmart LLC
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/11/28		6,350,000		6,351,587
Burlington Stores, Inc.
due 06/24/28		2,750,000		2,738,532
1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 11/18/24†††		2,000,000		1,993,340
EG Finco Ltd.
4.00% (3 Month EURIBOR + 4.00%, Rate Floor: 4.00%) due 02/07/25		EUR 3,341,505		3,905,479
4.15% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 02/07/25		775,588		769,221
Packers Holdings LLC
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/09/28		4,483,765		4,456,683
CNT Holdings I Corp.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/08/27		3,800,000		3,800,000
Mavis Tire Express Services TopCo Corp.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 05/04/28		3,000,000		3,007,500
Whatabrands, LLC
2.83% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 07/31/26		2,875,516		2,861,800
Truck Hero, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 01/31/28		2,842,875		2,841,454
WIRB - Copernicus Group, Inc.
due 01/08/27		2,550,000		2,556,375
Alexander Mann
5.11% (6 Month GBP LIBOR + 5.00%, Rate Floor: 5.00%) due 06/16/25		GBP 1,540,000		2,040,807
WW International, Inc.
4.00% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 04/13/28		1,750,000		1,754,375
American Trailer World Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/03/28		1,600,000		1,597,008
Rent-A-Center, Inc.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 02/17/28		1,396,500		1,396,500
SHO Holding I Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 04/26/24†††		564,599		527,901
6.23% (3 Month USD LIBOR + 5.23%, Rate Floor: 6.23%) due 04/29/24†††		9,357		8,749
Total Consumer, Cyclical				113,737,163
Financial - 10.4%
USI, Inc.
3.15% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/16/24		8,009,456		7,930,643
Aretec Group, Inc.
4.35% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 10/01/25		7,653,750		7,622,676
AmWINS Group, Inc.
3.00% (1 Month USD LIBOR + 2.25%, Rate Floor: 3.00%) due 02/19/28		7,462,500		7,412,725
Jane Street Group LLC
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 01/26/28		7,363,000		7,323,534
Alliant Holdings Intermediate LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 05/09/25		7,282,039		7,199,315

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Financial - 10.4% (continued)
Focus Financial Partners LLC
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 07/03/24		6,758,767	$	6,687,260
HarbourVest Partners, LP
2.43% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 03/03/25		6,355,965		6,318,909
NFP Corp.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/15/27		5,079,070		5,002,173
Franchise Group, Inc.
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 03/10/26		4,937,625		4,959,252
Nexus Buyer LLC
3.84% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/09/26		4,708,434		4,694,968
Jefferies Finance LLC
3.13% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/03/26		4,606,047		4,581,589
Citadel Securities, LP
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 02/02/28		4,488,750		4,439,194
AlixPartners, LLP
3.25% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 02/04/28		3,990,000		3,971,726
Ryan Specialty Group LLC
3.75% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.75%) due 09/01/27		3,582,000		3,578,633
Duff & Phelps
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 04/09/27		2,586,967		2,596,669
HighTower Holding LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/21/28		2,160,000		2,162,700
AqGen Island Holdings, Inc.
due 05/20/28		1,850,000		1,844,228
Total Financial				88,326,194
Technology - 7.2%
Peraton Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/01/28		7,980,000		7,996,598
WEX, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 03/31/28		7,780,500		7,717,322

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Technology - 7.2% (continued)
Informatica LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/25/27		7,110,669	$	7,061,392
Misys Ltd.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 06/13/24		4,696,137		4,619,355
Emerald TopCo, Inc. (Press Ganey)
3.69% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/24/26		4,465,909		4,437,997
Verscend Holding Corp.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/27/25		4,390,000		4,397,068
Project Ruby Ultimate Parent Corp.
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/10/28		3,491,250		3,479,240
Polaris Newco LLC
4.50% (6 Month USD LIBOR + 4.00%, Rate Floor: 4.50%) due 06/02/28		3,350,000		3,357,973
Conair Holdings LLC
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 05/17/28		3,150,000		3,156,300
Brave Parent Holdings, Inc.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 04/18/25		3,071,699		3,065,310
Boxer Parent Co., Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 10/02/25		2,977,330		2,958,722
Atlas CC Acquisition Corp.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/25/28		2,950,000		2,957,375
Sabre GLBL, Inc.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 02/22/24		2,286,239		2,249,088
EXC Holdings III Corp.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 12/02/24		1,954,125		1,949,240
TIBCO Software, Inc.
3.86% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 06/30/26		1,786,466		1,780,214
Total Technology				61,183,194
Basic Materials - 6.4%
PQ Corp.
3.25% (3 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 06/09/28		8,600,000		8,592,862
2.44% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 02/08/27		1,584,822		1,577,896
Element Solutions, Inc.
due 01/30/26		8,478,426		8,462,572
Alpha 3 BV (Atotech)
3.00% (3 Month USD LIBOR + 2.50%, Rate Floor: 3.00%) due 03/18/28		6,800,000		6,761,784
Messer Industries USA, Inc.
2.65% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 03/02/26		6,512,604		6,463,564
Arch Coal, Inc.
3.75% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.75%) due 03/07/24		6,595,516		6,133,830
Univar Netherlands Holding BV
due 05/26/28		3,600,000		3,592,296
Illuminate Buyer LLC
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/30/27		3,582,023		3,558,345
GrafTech Finance, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/12/25		3,295,304		3,293,656
INEOS Ltd.
3.25% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 01/29/26		2,600,000		2,591,056
NIC Acquisition Corp.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 12/29/27		2,250,000		2,243,678

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 92.4% (continued)
Basic Materials - 6.4% (continued)
Trinseo Materials Operating S.C.A.
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 05/03/28		1,600,000	$	1,587,008
Total Basic Materials				54,858,547
Energy - 1.6%
DT Midstream, Inc.
2.50% (3 Month USD LIBOR + 2.00% and 6 Month USD LIBOR + 2.00%, Rate Floor: 2.50%) due 06/12/28		8,600,000		8,607,654
Penn Virginia Holding Corp.
9.25% (1 Month USD LIBOR + 8.25%, Rate Floor: 9.25%) due 09/30/24		4,046,469		3,975,656
Permian Production Partners LLC
10.00% (1 Month USD LIBOR + 7.00%, Rate Floor: 8.00%) (in-kind rate was 2.00%) due 11/24/25†††,3		1,598,505		1,438,654
Total Energy				14,021,964
Utilities - 0.5%
Hamilton Projects Acquiror LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/17/27		3,950,100		3,906,649
Total Senior Floating Rate Interests
(Cost $793,125,639)				786,874,612

CORPORATE BONDS†† - 1.9%
Consumer, Non-cyclical - 0.7%
Nathan's Famous, Inc.
6.63% due 11/01/254	4,275,000	4,387,219
HCA, Inc.
4.50% due 02/15/27	1,500,000	1,695,866
Total Consumer, Non-cyclical		6,083,085
Energy - 0.5%
Sabine Pass Liquefaction LLC
5.63% due 04/15/23	4,200,000	4,511,640
Communications - 0.5%
Ziggo BV
5.50% due 01/15/274	3,950,000	4,103,062
Industrial - 0.1%
Grinding Media, Inc. / Moly-Cop AltaSteel Ltd.
7.38% due 12/15/234	750,000	766,905
Consumer, Cyclical - 0.1%
LBC Tank Terminals Holding Netherlands BV
6.88% due 05/15/234	630,000	628,425
Financial - 0.0%
Lincoln Financing SARL
3.88% (3 Month EURIBOR + 3.88%, Rate Floor: 3.88%) due 04/01/244	EUR 350,000	415,142
Basic Materials - 0.0%
Mirabela Nickel Ltd.
due 06/24/196,7	1,279,819	51,193
Total Corporate Bonds
(Cost $16,832,282)		16,559,452

COLLATERALIZED MORTGAGE OBLIGATIONS†† - 1.8%
Residential Mortgage Backed Securities - 1.8%
RALI Series Trust
2006-QO6, 0.45% (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 06/25/465	11,151,698	3,559,383
2006-QO2, 0.53% (1 Month USD LIBOR + 0.44%, Rate Floor: 0.44%) due 02/25/465	444,987	132,306
Washington Mutual Mortgage Pass-Through Certificates Trust
2007-OA6, 0.93% (1 Year CMT Rate + 0.81%, Rate Floor: 0.81%) due 07/25/475	2,956,380	2,671,553
American Home Mortgage Assets Trust
2006-4, 0.30% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 10/25/465	2,773,437	1,824,035
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
2006-AR9, 0.96% (1 Year CMT Rate + 0.84%, Rate Floor: 0.84%) due 11/25/465	2,057,700	1,770,516
Lehman XS Trust Series
2006-16N, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 11/25/465	1,599,116	1,507,909
Wachovia Asset Securitization Issuance II LLC Trust
2007-HE1, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/374,5	1,254,400	1,199,855
Nomura Resecuritization Trust
2015-4R, 1.15% (1 Month USD LIBOR + 0.43%, Rate Floor: 0.43%) due 03/26/364,5	1,129,611	1,124,359
Alliance Bancorp Trust
2007-OA1, 0.33% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 07/25/375	460,228	430,046

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 1.8% (continued)
Residential Mortgage Backed Securities - 1.8% (continued)
Morgan Stanley Re-REMIC Trust
2010-R5, 1.20% due 06/26/364		392,615	$	361,558
GSAA Home Equity Trust
2007-7, 0.63% (1 Month USD LIBOR + 0.54%, Rate Floor: 0.54%) due 07/25/375		230,664		227,782
New Century Home Equity Loan Trust
2004-4, 0.89% (1 Month USD LIBOR + 0.80%, Rate Cap/Floor: 12.50%/0.80%) due 02/25/355		192,402		189,303
Total Residential Mortgage Backed Securities				14,998,605
Total Collateralized Mortgage Obligations
(Cost $16,014,900)				14,998,605

ASSET-BACKED SECURITIES†† - 1.0%
Collateralized Loan Obligations - 1.0%
Jamestown CLO V Ltd.
2014-5A, 5.29% (3 Month USD LIBOR + 5.10%, Rate Floor: 0.00%) due 01/17/274,5	4,000,000		3,568,499
Treman Park CLO Ltd.
2015-1A, due 10/20/284,8	3,000,000		2,356,104
Newstar Commercial Loan Funding LLC
2017-1A, 3.63% (3 Month USD LIBOR + 3.50%, Rate Floor: 0.00%) due 03/20/274,5	1,000,000		1,000,511
Octagon Loan Funding Ltd.
2014-1A, due 11/18/314,8	2,071,948		726,767
Avery Point II CLO Ltd.
2013-3X COM, due 01/18/258	1,731,672		575,747
OHA Credit Partners IX Ltd.
2013-9A, due 10/20/254,8	1,808,219		2,170
Total Collateralized Loan Obligations			8,229,798
Transport-Aircraft - 0.0%
Airplanes Pass Through Trust
2001-1A, due 03/15/19†††6,7	896,492		90
Total Asset-Backed Securities
(Cost $10,472,009)			8,229,888
Total Investments - 104.4%
(Cost $899,452,967)		$	889,195,682
Other Assets & Liabilities, net - (4.4)%			(37,385,850	)
Total Net Assets - 100.0%		$	851,809,832

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Forward Foreign Currency Exchange Contracts††
Counterparty	Contracts to Sell		Currency	Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation
Goldman Sachs International		26,555,000	EUR	07/16/21	$	32,218,916	$	31,509,981	$	708,935
Barclays Bank plc		6,742,000	GBP	07/16/21		9,495,136		9,326,593		168,543
									$	877,478

Counterparty	Contracts to Buy		Currency	Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Depreciation
Citibank, N.A.		115,000	EUR	07/16/21	$	137,385	$	136,458	$	(927	)

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
*	Non-income producing security.
†	Value determined based on Level 1 inputs, unless otherwise noted — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Affiliated issuer.
2	Rate indicated is the 7-day yield as of June 30, 2021.
3	Payment-in-kind security.
4	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $20,640,576 (cost $21,606,048), or 2.4% of total net assets.
5	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
6	Security is in default of interest and/or principal obligations.
7	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $51,283 (cost $1,883,995), or less than 0.1% of total net assets — See Note 6.
8	Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.

CMT — Constant Maturity Treasury

EUR — Euro

EURIBOR — European Interbank Offered Rate

GBP — British Pound

LIBOR — London Interbank Offered Rate

plc — Public Limited Company

REMIC — Real Estate Mortgage Investment Conduit

SARL — Société à Responsabilité Limitée

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs			Total
Common Stocks	$	864,034	$	—	$	1,115,043		$	1,979,077
Preferred Stocks		—		—		—	*		—
Exchange-Traded Funds		16,085,775		—		—			16,085,775
Money Market Fund		44,468,273		—		—			44,468,273
Senior Floating Rate Interests		—		773,807,074		13,067,538			786,874,612
Corporate Bonds		—		16,559,452		—			16,559,452
Collateralized Mortgage Obligations		—		14,998,605		—			14,998,605
Asset-Backed Securities		—		8,229,798		90			8,229,888
Forward Foreign Currency Exchange Contracts**		—		877,478		—			877,478
Total Assets	$	61,418,082	$	814,472,407	$	14,182,671		$	890,073,160

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Forward Foreign Currency Exchange Contracts**	$	—	$	927	$	—	$	927
Unfunded Loan Commitments (Note 5)		—		—		9,123		9,123
Total Liabilities	$	—	$	927	$	9,123	$	10,050

*	Security has a market value of $0.
**	This derivative is reported as unrealized appreciation/depreciation at period end.

Floating Rate Strategies Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

The following is a summary of significant unobservable inputs used in the fair valuation of assets categorized within Level 3 of the fair value hierarchy:

 

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range		Weighted Average*
Assets:
Asset-Backed Securities	$	90	Option Adjusted Spread off the prior month end broker quote	Broker Quote		—		—
Common Stocks		605,157	Enterprise Value	Valuation Multiple		2.3x-11.9x		10.2	x
Common Stocks		509,881	Yield Analysis	Yield		11.9%		—
Common Stocks		5	Model Price	Liquidation Value		—		—
Senior Floating Rate Interests		8,876,948	Third Party Pricing	Broker Quote		—		—
Senior Floating Rate Interests		2,197,250	Third Party Pricing	Trade Price		—		—
Senior Floating Rate Interests		1,993,340	Third Party Pricing	Vendor Price		—		—
Total Assets	$	14,182,671
Liabilities:
Unfunded Loan Commitments	$	9,123	Model Price	Purchase Price		—		—

^* Inputs are weighted by the fair value of the instruments.

Significant changes in a quote, yield, liquidation value or valuation multiple would generally result in significant changes in the fair value of the security. Any remaining Level 3 securities held by the Fund and excluded from the table above, were not considered material to the Fund.

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with other available market information.

Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment’s valuation changes. For the period ended June 30, 2021, the Fund had securities with a total value of $2,529,990 transfer from Level 2 to Level 3 due to a lack of observable inputs and had securities with a total market value of $16,261,104 transfer out of Level 3 to Level 2 due to the availability of current and reliable market-based data provided by a third-party pricing service which utilizes significant observable inputs.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets														Liabilities
	Common Stocks			Senior Floating Rate Interests			Asset-Backed Securities		Preferred Stocks			Total Assets			Unfunded Loan Commitments
Beginning Balance	$	1,611,492		$	50,579,979		$	90	$	313,772		$	52,505,333		$	(8,851	)
Purchases/(Receipts)		16,485			3,763,972			-		-			3,780,457			(22,199	)
(Sales, maturities and paydowns)/Fundings		(1,626,859	)		(31,414,762	)		-		-			(33,041,621	)		4,964
Amortization of premiums/discounts		-			652,773			-		-			652,773			-
Total realized gains (losses) included in earnings		(165,103	)		(7,732,854	)		-		-			(7,897,957	)		23,324
Total change in unrealized appreciation (depreciation) included in earnings		1,279,028			10,949,544			-		(313,772	)		11,914,800			(6,361	)
Transfers into Level 3		-			2,529,990			-		-			2,529,990			-
Transfers out of Level 3		-			(16,261,104	)		-		-			(16,261,104	)		-
Ending Balance	$	1,115,043		$	13,067,538		$	90	$	-	*	$	14,182,671		$	(9,123	)
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	1,279,028		$	(799,355	)	$	-	$	(313,772	)	$	165,901		$	(1,127	)

^* Security has a market value of $0.

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

Security Name	Value 09/30/20		Additions		Reductions		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 06/30/21		Shares 06/30/21
Common Stocks
BP Holdco LLC*	$	86,130	$	–	$	–	$	–	$	–	$	86,130		244,278
Targus Group International, Inc.*		26,242		–		–		–		3,446		29,688		12,773
	$	112,372	$	–	$	–	$	–	$	3,446	$	115,818

^* Non-income producing security.

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 1.9%
Financial - 0.8%
KKR Acquisition Holdings I Corp. — Class A*,1		142,310	$	1,397,484
TPG Pace Solutions Corp.*,1		117,339		1,168,697
TPG Pace Beneficial II Corp.*,1		44,276		446,302
RXR Acquisition Corp. — Class A*,1		732		7,108
MSD Acquisition Corp. — Class A*,1		721		7,102
Jefferies Financial Group, Inc.		81		2,770
RXR Acquisition Corp.*,1		254		2,530
Colicity, Inc.*,1		249		2,507
Colicity, Inc. — Class A*,1		239		2,330
Soaring Eagle Acquisition Corp. — Class A*,1		25		249
Total Financial				3,037,079
Consumer, Non-cyclical - 0.3%
ATD New Holdings, Inc.*,†††		21,488		1,149,608
Save-A-Lot*,†††		17,185		107,409
Cengage Learning Holdings II, Inc.*,††		2,107		46,354
Targus Group International Equity, Inc.*,†††,2		12,825		29,809
Chef Holdings, Inc.*,†††		49		3,082
Spectrum Brands Holdings, Inc.		2		170
Crimson Wine Group Ltd.*		8		73
Total Consumer, Non-cyclical				1,336,505
Utilities - 0.3%
TexGen Power LLC††		26,665		1,039,935
Energy - 0.3%
Unit Corp.*		54,414		916,876
Permian Production Partners LLC†††		57,028		72,426
Legacy Reserves, Inc.*,†††		3,452		17,260
Bruin E&P Partnership Units*,†††		44,023		2,641
SandRidge Energy, Inc.*		20		125
Total Energy				1,009,328
Consumer, Cyclical - 0.2%
Metro-Goldwyn-Mayer, Inc.*,††		7,040		931,920
Industrial - 0.0%
Vector Phoenix Holdings, LP*,†††		23,711		46,924
BP Holdco LLC*,†††,2		23,711		8,360
Total Industrial				55,284
Total Common Stocks
(Cost $5,885,520)				7,410,051

PREFERRED STOCKS†† - 3.2%
Financial - 3.2%
JPMorgan Chase & Co., 4.55%	72,000	1,916,640
Wells Fargo & Co., 4.38%	74,000	1,878,860
American Equity Investment Life Holding Co., 5.95%	54,000	1,516,320
Bank of America Corp., 4.38%	57,000	1,493,400
Arch Capital Group Ltd., 4.55%*	55,000	1,419,550
First Republic Bank, 4.13%	53,000	1,359,450
Bank of America Corp., 4.13%	40,000	1,046,400
JPMorgan Chase & Co., 4.63%*	34,000	905,420
Assurant, Inc., 5.25% due 01/15/61	30,000	811,200
Globe Life, Inc., 4.25% due 06/15/61*	16,000	417,760
Total Financial		12,765,000
Industrial - 0.0%
U.S. Shipping Corp.*,†††	14,718	–
Total Preferred Stocks
(Cost $12,500,000)		12,765,000

WARRANTS† - 0.0%
KKR Acquisition Holdings I Corp. - Class A
$11.50, Expiring 12/31/27*,1	35,577	41,981
MSD Acquisition Corp. - Class A
$11.50, Expiring 05/13/23*,1	143	186
RXR Acquisition Corp.
$11.50, Expiring 03/08/26*,1	145	149
Colicity, Inc. - Class A
$11.50, Expiring 12/31/27*,1	47	72
Soaring Eagle Acquisition Corp. - Class A
$11.50, Expiring 12/31/27*,1	4	13
SandRidge Energy, Inc.
$41.34, Expiring 10/04/22*,††	505	9
$42.03, Expiring 10/04/22*,††	212	4
Total Warrants
(Cost $81,549)		42,414

EXCHANGE-TRADED FUNDS† - 4.8%
SPDR Bloomberg Barclays High Yield Bond ETF	173,000	19,023,080
Total Exchange-Traded Funds
(Cost $18,840,947)		19,023,080

MONEY MARKET FUND† - 0.7%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%4	2,782,334	2,782,334
Total Money Market Fund
(Cost $2,782,334)		2,782,334

	Face Amount~
CORPORATE BONDS†† - 79.8%
Consumer, Non-cyclical - 16.9%
Kraft Heinz Foods Co.
5.00% due 06/04/42		2,625,000	3,203,735
4.88% due 10/01/49		1,400,000	1,698,512
4.38% due 06/01/46		1,200,000	1,359,063
5.20% due 07/15/45		325,000	403,028
US Foods, Inc.
6.25% due 04/15/255		2,748,000	2,916,315
4.75% due 02/15/295		1,350,000	1,377,000
DaVita, Inc.
3.75% due 02/15/315		3,075,000	2,952,000
4.63% due 06/01/305		850,000	872,491

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 79.8% (continued)
Consumer, Non-cyclical - 16.9% (continued)
Nielsen Finance LLC / Nielsen Finance Co.
4.75% due 07/15/315		1,900,000	$	1,904,750
5.88% due 10/01/305		1,675,000		1,823,109
Tenet Healthcare Corp.
7.50% due 04/01/255		1,700,000		1,833,875
4.25% due 06/01/295		1,100,000		1,113,750
5.13% due 11/01/275		400,000		419,500
Sabre GLBL, Inc.
9.25% due 04/15/255		1,500,000		1,783,245
7.38% due 09/01/255		1,450,000		1,576,875
Bausch Health Companies, Inc.
4.88% due 06/01/285		2,950,000		3,012,688
CPI CG, Inc.
8.63% due 03/15/265		2,750,000		2,921,875
Post Holdings, Inc.
4.50% due 09/15/315		2,925,000		2,918,565
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
5.63% due 08/15/265		2,540,000		2,616,200
Prime Security Services Borrower LLC / Prime Finance, Inc.
5.75% due 04/15/265		1,075,000		1,187,520
3.38% due 08/31/275		1,150,000		1,115,500
Rent-A-Center, Inc.
6.38% due 02/15/295		2,100,000		2,254,875
Molina Healthcare, Inc.
4.38% due 06/15/285		1,100,000		1,146,750
5.38% due 11/15/22		900,000		941,625
Cheplapharm Arzneimittel GmbH
5.50% due 01/15/285		1,950,000		1,998,750
AMN Healthcare, Inc.
4.63% due 10/01/275,6		1,150,000		1,195,080
4.00% due 04/15/295		675,000		679,769
Centene Corp.
3.00% due 10/15/30		1,100,000		1,130,008
4.25% due 12/15/27		675,000		711,281
Service Corporation International
4.00% due 05/15/31		1,700,000		1,735,147
Par Pharmaceutical, Inc.
7.50% due 04/01/275		1,610,000		1,646,225
Bidfair Holdings, Inc.
5.88% due 06/01/295		1,550,000		1,573,250
Sotheby's
7.38% due 10/15/275		1,400,000		1,510,250
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
7.00% due 12/31/275		961,000		964,680
5.00% due 12/31/265		350,000		355,250
KeHE Distributors LLC / KeHE Finance Corp.
8.63% due 10/15/265		1,076,000		1,175,864
Carriage Services, Inc.
4.25% due 05/15/295		1,150,000		1,148,252
Nathan's Famous, Inc.
6.63% due 11/01/255		1,000,000		1,026,250
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
6.13% due 04/01/295		950,000		931,000
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
5.00% due 02/01/265		850,000		886,125
Spectrum Brands, Inc.
3.88% due 03/15/315		900,000		884,367
WW International, Inc.
4.50% due 04/15/295		825,000		831,188
Syneos Health, Inc.
3.63% due 01/15/295		750,000		742,500
Gartner, Inc.
3.63% due 06/15/295		675,000		685,125
Central Garden & Pet Co.
4.13% due 04/30/315		675,000		682,594
Indigo Merger Sub, Inc.
2.88% due 07/15/265		450,000		457,875
Prestige Brands, Inc.
3.75% due 04/01/315		425,000		409,753
Endo Dac / Endo Finance LLC / Endo Finco, Inc.
9.50% due 07/31/275		171,000		174,420
6.00% due 06/30/285		242,000		163,194
Acadia Healthcare Company, Inc.
5.00% due 04/15/295		150,000		156,438
Total Consumer, Non-cyclical				67,207,481
Communications - 13.9%
CCO Holdings LLC / CCO Holdings Capital Corp.
4.50% due 05/01/32		3,750,000		3,885,937
4.50% due 06/01/335		1,800,000		1,841,868
4.25% due 02/01/315		475,000		483,906
CSC Holdings LLC
4.50% due 11/15/315		1,625,000		1,634,977
6.50% due 02/01/295,6		1,225,000		1,356,810
4.13% due 12/01/305		1,150,000		1,142,813
4.63% due 12/01/305		950,000		932,054
3.38% due 02/15/315		850,000		803,174
Altice France S.A.
5.13% due 07/15/295,6		2,000,000		2,009,800
8.13% due 02/01/275		900,000		980,550
5.13% due 01/15/295		975,000		979,875
7.38% due 05/01/265		471,000		489,807
Level 3 Financing, Inc.
3.63% due 01/15/295		1,825,000		1,761,125
4.25% due 07/01/285		1,650,000		1,674,354
3.75% due 07/15/295		975,000		948,187
Sirius XM Radio, Inc.
4.00% due 07/15/285		1,500,000		1,546,590
4.13% due 07/01/305		800,000		810,000
5.50% due 07/01/295		700,000		762,790
UPC Broadband Finco BV
4.88% due 07/15/315		3,000,000		3,006,900
McGraw Hill LLC / McGraw-Hill Global Education Finance, Inc.
8.00% due 11/30/245		2,649,000		2,708,603

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 79.8% (continued)
Communications - 13.9% (continued)
Virgin Media Secured Finance plc
4.50% due 08/15/305		2,625,000	$	2,644,688
Cengage Learning, Inc.
9.50% due 06/15/245		2,389,000		2,445,739
LCPR Senior Secured Financing DAC
6.75% due 10/15/275		1,075,000		1,158,296
5.13% due 07/15/295		950,000		980,096
Vmed O2 UK Financing I plc
4.25% due 01/31/315		1,125,000		1,105,178
4.75% due 07/15/315		850,000		862,750
Go Daddy Operating Company LLC / GD Finance Co., Inc.
3.50% due 03/01/295		1,975,000		1,962,162
Virgin Media Finance plc
5.00% due 07/15/305		1,950,000		1,959,750
Ziggo BV
4.88% due 01/15/305		1,575,000		1,614,375
Telenet Finance Lux Note
5.50% due 03/01/28		1,400,000		1,472,800
T-Mobile USA, Inc.
3.30% due 02/15/51		1,200,000		1,198,020
AMC Networks, Inc.
4.25% due 02/15/29		1,175,000		1,185,281
Switch Ltd.
4.13% due 06/15/295		1,050,000		1,077,563
Houghton Mifflin Harcourt Publishers, Inc.
9.00% due 02/15/255		1,000,000		1,070,000
Qualitytech, LP / QTS Finance Corp.
3.88% due 10/01/285		975,000		1,042,665
Radiate Holdco LLC / Radiate Finance, Inc.
4.50% due 09/15/265		950,000		983,250
Zayo Group Holdings, Inc.
4.00% due 03/01/275		900,000		893,808
Match Group Holdings II LLC
4.63% due 06/01/285		600,000		621,750
Lamar Media Corp.
3.63% due 01/15/315		400,000		391,000
Cogent Communications Group, Inc.
3.50% due 05/01/265		375,000		383,438
TripAdvisor, Inc.
7.00% due 07/15/255		275,000		295,900
Total Communications				55,108,629
Consumer, Cyclical - 12.3%
LBC Tank Terminals Holding Netherlands BV
6.88% due 05/15/235		4,793,000		4,781,018
Hilton Domestic Operating Company, Inc.
3.63% due 02/15/325		2,100,000		2,073,750
4.00% due 05/01/315		1,225,000		1,235,866
5.75% due 05/01/285		400,000		432,828
1011778 BC ULC / New Red Finance, Inc.
4.00% due 10/15/305		1,475,000		1,427,062
3.88% due 01/15/285		1,200,000		1,215,000
3.50% due 02/15/295		850,000		839,375
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
5.88% due 03/01/27		1,460,000		1,532,861
5.00% due 06/01/315		1,225,000		1,254,094
JB Poindexter & Company, Inc.
7.13% due 04/15/265		2,000,000		2,115,000
Wolverine World Wide, Inc.
6.38% due 05/15/255		1,950,000		2,074,547
Yum! Brands, Inc.
3.63% due 03/15/31		925,000		920,375
4.63% due 01/31/32		825,000		866,250
Tempur Sealy International, Inc.
4.00% due 04/15/295		1,675,000		1,695,854
Superior Plus Limited Partnership / Superior General Partner, Inc.
4.50% due 03/15/295		1,500,000		1,545,030
Boyd Gaming Corp.
8.63% due 06/01/255		1,375,000		1,515,759
Wabash National Corp.
5.50% due 10/01/255		1,435,000		1,463,700
Clarios Global, LP
6.75% due 05/15/255		1,327,000		1,413,228
Allison Transmission, Inc.
3.75% due 01/30/315		1,150,000		1,130,300
4.75% due 10/01/275		200,000		207,754
Crocs, Inc.
4.25% due 03/15/295		1,300,000		1,326,000
Scotts Miracle-Gro Co.
4.00% due 04/01/315		1,300,000		1,298,505
Murphy Oil USA, Inc.
3.75% due 02/15/315		1,300,000		1,285,375
Performance Food Group, Inc.
6.88% due 05/01/255		1,100,000		1,171,632
Live Nation Entertainment, Inc.
6.50% due 05/15/275		1,000,000		1,109,800
Powdr Corp.
6.00% due 08/01/255		1,050,000		1,102,500
CD&R Smokey Buyer, Inc.
6.75% due 07/15/255		1,025,000		1,098,677
Cedar Fair, LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Operations LLC
5.50% due 05/01/255		1,000,000		1,043,750
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
5.75% due 01/20/265		925,000		994,375
Aramark Services, Inc.
6.38% due 05/01/255		925,000		982,813

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 79.8% (continued)
Consumer, Cyclical - 12.3% (continued)
American Builders & Contractors Supply Company, Inc.
3.88% due 11/15/295		975,000	$	968,906
PetSmart, Inc. / PetSmart Finance Corp.
4.75% due 02/15/285		925,000		960,844
Beacon Roofing Supply, Inc.
4.13% due 05/15/295		925,000		922,637
Penn National Gaming, Inc.
4.13% due 07/01/295		925,000		920,375
Picasso Finance Sub, Inc.
6.13% due 06/15/255		709,000		749,590
Hanesbrands, Inc.
5.38% due 05/15/255		650,000		688,187
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
6.50% due 06/20/275		600,000		660,600
Boyne USA, Inc.
4.75% due 05/15/295		575,000		593,245
Six Flags Theme Parks, Inc.
7.00% due 07/01/255		425,000		458,022
Superior Plus, LP
4.25% due 05/18/285		CAD 550,000		455,430
Williams Scotsman International, Inc.
4.63% due 08/15/285		175,000		180,723
Total Consumer, Cyclical				48,711,637
Financial - 11.8%
Iron Mountain, Inc.
5.63% due 07/15/325		2,525,000		2,702,558
4.88% due 09/15/275		950,000		985,715
4.88% due 09/15/295		530,000		547,066
5.25% due 07/15/305		475,000		502,825
Hunt Companies, Inc.
5.25% due 04/15/295		4,650,000		4,510,500
LPL Holdings, Inc.
4.00% due 03/15/295		2,890,000		2,904,450
4.38% due 05/15/315		850,000		859,562
OneMain Finance Corp.
3.50% due 01/15/27		1,050,000		1,057,875
7.13% due 03/15/26		700,000		815,297
4.00% due 09/15/30		750,000		742,260
6.63% due 01/15/28		300,000		343,908
8.88% due 06/01/25		275,000		304,890
NFP Corp.
6.88% due 08/15/285		2,925,000		3,079,177
United Wholesale Mortgage LLC
5.50% due 04/15/295		1,475,000		1,474,661
5.50% due 11/15/255		1,310,000		1,356,544
SBA Communications Corp.
3.13% due 02/01/295		2,400,000		2,313,759
Newmark Group, Inc.
6.13% due 11/15/23		1,950,000		2,144,850
AmWINS Group, Inc.
7.75% due 07/01/265		1,825,000		1,935,686
Jefferies Finance LLC / JFIN Company-Issuer Corp.
6.25% due 06/03/265		1,775,000		1,854,875
Quicken Loans LLC / Quicken Loans Company-Issuer, Inc.
3.88% due 03/01/315		1,800,000		1,803,708
Kennedy-Wilson, Inc.
5.00% due 03/01/31		1,225,000		1,260,219
4.75% due 03/01/29		525,000		540,750
Cushman & Wakefield US Borrower LLC
6.75% due 05/15/285		1,650,000		1,779,459
Home Point Capital, Inc.
5.00% due 02/01/265		1,650,000		1,538,625
Greystar Real Estate Partners LLC
5.75% due 12/01/255		1,400,000		1,439,200
Charles Schwab Corp.
4.00%3,7		1,325,000		1,355,475
Assurant, Inc.
7.00% due 03/27/483		950,000		1,097,126
Goldman Sachs Group, Inc.
5.30%3,7		950,000		1,065,045
PHM Group Holding Oy
4.75% due 06/18/26		EUR 750,000		895,796
USI, Inc.
6.88% due 05/01/255		775,000		784,711
Liberty Mutual Group, Inc.
4.30% due 02/01/61†††,5		750,000		687,567
Wilton Re Finance LLC
5.88% due 03/30/333,5		650,000		669,033
HUB International Ltd.
7.00% due 05/01/265		575,000		596,327
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer
4.25% due 10/15/275		425,000		431,371
Quicken Loans LLC
5.25% due 01/15/285		400,000		420,000
Total Financial				46,800,870
Industrial - 11.1%
TransDigm, Inc.
6.25% due 03/15/265		2,350,000		2,479,250
8.00% due 12/15/255		950,000		1,026,475
PowerTeam Services LLC
9.03% due 12/04/255		3,150,000		3,465,000
Howmet Aerospace, Inc.
5.95% due 02/01/376		2,700,000		3,267,405
Harsco Corp.
5.75% due 07/31/275		2,925,000		3,074,906
New Enterprise Stone & Lime Company, Inc.
9.75% due 07/15/285		1,575,000		1,764,000
6.25% due 03/15/265		1,275,000		1,310,063
Grinding Media, Inc. / Moly-Cop AltaSteel Ltd.
7.38% due 12/15/235		2,625,000		2,684,168

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 79.8% (continued)
Industrial - 11.1% (continued)
Brundage-Bone Concrete Pumping Holdings, Inc.
6.00% due 02/01/265		2,126,000	$	2,238,040
Cleaver-Brooks, Inc.
7.88% due 03/01/235,6		2,250,000		2,227,680
GrafTech Finance, Inc.
4.63% due 12/15/285		2,075,000		2,129,469
Standard Industries, Inc.
3.38% due 01/15/315		1,100,000		1,052,931
4.38% due 07/15/305		575,000		592,969
5.00% due 02/15/275		350,000		362,469
Great Lakes Dredge & Dock Corp.
5.25% due 06/01/295		1,925,000		1,982,942
Masonite International Corp.
5.75% due 09/15/265		950,000		983,250
5.38% due 02/01/285		875,000		927,220
Amsted Industries, Inc.
4.63% due 05/15/305		1,400,000		1,435,000
Trinity Industries, Inc.
4.55% due 10/01/24		1,290,000		1,373,979
EnerSys
4.38% due 12/15/275		1,250,000		1,300,863
JELD-WEN, Inc.
6.25% due 05/15/255		1,050,000		1,119,835
Intertape Polymer Group, Inc.
4.38% due 06/15/295		850,000		862,759
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.13% due 08/15/265		725,000		748,562
Arcosa, Inc.
4.38% due 04/15/295		700,000		712,250
EnPro Industries, Inc.
5.75% due 10/15/26		650,000		685,490
Moog, Inc.
4.25% due 12/15/275		625,000		646,875
TK Elevator US Newco, Inc.
5.25% due 07/15/275		550,000		579,562
Mueller Water Products, Inc.
4.00% due 06/15/295		550,000		565,191
TopBuild Corp.
3.63% due 03/15/295		500,000		495,000
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
4.00% due 09/01/295		450,000		446,490
Hillenbrand, Inc.
3.75% due 03/01/31		400,000		396,626
Atkore, Inc.
4.25% due 06/01/315		375,000		379,800
Summit Materials LLC / Summit Materials Finance Corp.
6.50% due 03/15/275		350,000		370,468
Ball Corp.
2.88% due 08/15/30		275,000		269,945
PGT Innovations, Inc.
6.75% due 08/01/265		255,000		269,172
Total Industrial				44,226,104
Energy - 6.2%
NuStar Logistics, LP
5.63% due 04/28/27		1,585,000		1,697,345
6.38% due 10/01/30		1,025,000		1,132,523
6.00% due 06/01/26		525,000		569,625
ITT Holdings LLC
6.50% due 08/01/295		2,775,000		2,834,968
PDC Energy, Inc.
6.13% due 09/15/24		2,750,000		2,812,425
Exterran Energy Solutions Limited Partnership / EES Finance Corp.
8.13% due 05/01/25		3,092,000		2,736,420
Indigo Natural Resources LLC
5.38% due 02/01/295		2,200,000		2,299,000
Rattler Midstream, LP
5.63% due 07/15/255		2,100,000		2,207,625
Global Partners Limited Partnership / GLP Finance Corp.
7.00% due 08/01/27		1,200,000		1,272,000
6.88% due 01/15/29		675,000		723,937
Parkland Corp.
4.50% due 10/01/295		1,750,000		1,778,332
Crestwood Midstream Partners Limited Partnership / Crestwood Midstream Finance Corp.
5.63% due 05/01/275		1,250,000		1,282,813
Occidental Petroleum Corp.
4.63% due 06/15/45		1,100,000		1,072,500
CVR Energy, Inc.
5.75% due 02/15/285		1,050,000		1,058,085
DT Midstream, Inc.
4.13% due 06/15/295		600,000		609,198
TransMontaigne Partners Limited Partnership / TLP Finance Corp.
6.13% due 02/15/26		425,000		434,562
Basic Energy Services, Inc.
10.75% due 10/15/238		1,225,000		232,750
Total Energy				24,754,108
Basic Materials - 3.9%
Carpenter Technology Corp.
6.38% due 07/15/28		2,150,000		2,360,992
4.45% due 03/01/23		400,000		417,971
Valvoline, Inc.
3.63% due 06/15/315		2,100,000		2,100,000
4.25% due 02/15/305		375,000		387,180
Kaiser Aluminum Corp.
4.63% due 03/01/285		1,215,000		1,255,248
4.50% due 06/01/315		725,000		743,517
Minerals Technologies, Inc.
5.00% due 07/01/285		1,872,000		1,946,318

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 79.8% (continued)
Basic Materials - 3.9% (continued)
Alcoa Nederland Holding BV
4.13% due 03/31/295,6		825,000	$	859,068
6.13% due 05/15/285		425,000		465,077
7.00% due 09/30/265,6		375,000		391,875
Arconic Corp.
6.00% due 05/15/255		1,175,000		1,252,280
Ingevity Corp.
3.88% due 11/01/285		675,000		669,938
4.50% due 02/01/265		500,000		508,815
WR Grace & Company-Conn
4.88% due 06/15/275		700,000		742,210
Compass Minerals International, Inc.
6.75% due 12/01/275		650,000		698,750
Yamana Gold, Inc.
4.63% due 12/15/27		256,000		281,998
Clearwater Paper Corp.
4.75% due 08/15/285		275,000		273,969
Mirabela Nickel Ltd.
due 06/24/198,9		278,115		11,125
Total Basic Materials				15,366,331
Technology - 2.8%
NCR Corp.
8.13% due 04/15/255		1,975,000		2,159,662
5.25% due 10/01/305		1,050,000		1,089,375
6.13% due 09/01/295		800,000		872,000
5.13% due 04/15/295		700,000		721,875
Entegris, Inc.
3.63% due 05/01/295		1,050,000		1,063,125
Boxer Parent Company, Inc.
7.13% due 10/02/255		875,000		936,250
MSCI, Inc.
3.88% due 02/15/315		750,000		778,320
Playtika Holding Corp.
4.25% due 03/15/295		700,000		699,517
Qorvo, Inc.
3.38% due 04/01/315		600,000		625,332
TeamSystem SpA
3.75% (3 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 02/15/2810		EUR 460,000		545,413
Twilio, Inc.
3.63% due 03/15/29		525,000		535,500
Open Text Holdings, Inc.
4.13% due 02/15/305		475,000		484,405
CDK Global, Inc.
5.25% due 05/15/295		325,000		354,708
PTC, Inc.
4.00% due 02/15/285		250,000		258,250
Total Technology				11,123,732
Utilities - 0.9%
Terraform Global Operating LLC
6.13% due 03/01/265		2,880,000		2,970,000
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.
5.75% due 05/20/27		375,000		418,125
Total Utilities				3,388,125
Total Corporate Bonds
(Cost $309,158,984)				316,687,017

SENIOR FLOATING RATE INTERESTS††,10 - 12.8%
Consumer, Cyclical - 3.3%
American Tire Distributors, Inc.
8.50% (1 Month USD LIBOR + 7.50% and 3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 09/02/24	1,306,758	1,306,104
7.00% (3 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 09/01/23	330,924	327,889
PetSmart LLC
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/11/28	1,350,000	1,350,337
First Brands Group LLC
6.00% (1 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 03/30/27	997,500	1,007,894
Alexander Mann
5.11% (6 Month GBP LIBOR + 5.00%, Rate Floor: 5.00%) due 06/16/25	GBP 749,100	992,707
NES Global Talent
6.50% (3 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 05/11/23	873,183	818,609
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
4.60% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/03/25	771,544	741,646
PT Intermediate Holdings III LLC
6.50% (3 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 10/15/25†††	738,750	725,822
BBB Industries LLC
4.60% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 08/01/25	710,879	703,948
Mavis Tire Express Services TopCo Corp.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 05/04/28	675,000	676,687
Accuride Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 11/17/23	641,847	614,248
Holding SOCOTEC
due 05/07/28†††	610,000	610,000

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,10 - 12.8% (continued)
Consumer, Cyclical - 3.3% (continued)
CCRR Parent, Inc.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/06/28		598,500	$	601,493
Wabash National Corporation
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 09/28/27†††		526,301		525,643
EnTrans International LLC
6.10% (1 Month USD LIBOR + 6.00%, Rate Floor: 6.00%) due 11/01/24		510,000		473,877
WW International, Inc.
4.00% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 04/13/28		425,000		426,063
BidFair MergeRight, Inc.
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 01/15/27		416,175		418,081
Blue Nile, Inc.
7.50% (3 Month USD LIBOR + 6.50%, Rate Floor: 7.50%) due 02/17/23		423,848		394,179
Apro LLC
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/14/26		208,420		207,899
Total Consumer, Cyclical				12,923,126
Industrial - 2.9%
BHI Investments LLC
5.50% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 08/28/24		2,374,475		2,349,780
9.75% (3 Month USD LIBOR + 8.75%, Rate Floor: 9.75%) due 02/28/25†††		1,500,000		1,473,750
Diversitech Holdings, Inc.
8.50% (3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 06/02/25†††		1,783,737		1,788,196
American Residential Services LLC
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 10/15/27		1,169,125		1,166,202
Dispatch Terra Acquisition LLC
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/27/28		950,000		948,223
Arcline FM Holdings LLC
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 06/14/28		925,000		925,583
SkyMiles IP Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/20/27		805,565		850,427
YAK MAT (YAK ACCESS LLC)
10.13% (3 Month USD LIBOR + 10.00%, Rate Floor: 10.00%) due 07/10/26		1,025,000		835,375
Aegion Corp.
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 05/17/28		700,000		706,125
United Airlines Inc.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 04/21/28		475,000		480,805
JetBlue Airways Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/17/24		13,750		14,022
Total Industrial				11,538,488
Communications - 2.6%
Cengage Learning Acquisitions, Inc.
5.25% (1 Month USD LIBOR + 4.25% and 3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/07/23		2,352,613		2,353,884
due 06/28/26		625,000		625,394
Resource Label Group LLC
5.50% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 05/26/23†††		1,198,860		1,192,865
9.50% (3 Month USD LIBOR + 8.50%, Rate Floor: 9.50%) due 11/27/23†††		1,009,662		969,276
Market Track LLC
6.50% (Commercial Prime Lending Rate + 3.25%, Rate Floor: 4.25%) due 06/05/24		1,619,667		1,615,618
McGraw Hill LLC
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 11/01/24		1,579,547		1,580,779
GTT Communications, Inc.
2.90% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 05/30/25		1,406,500		1,104,806
Playtika Holding Corp.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 03/13/28		598,500		595,442

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,10 - 12.8% (continued)
Communications - 2.6% (continued)
GTT Communications BV
9.50% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) (in-kind rate was 2.50%) due 12/28/2111		363,105	$	366,086
Total Communications				10,404,150
Consumer, Non-cyclical - 2.0%
HAH Group Holding Co. LLC
6.00% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 10/29/27		1,177,050		1,179,263
SCP Eye Care Services LLC
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 03/16/28†††		1,086,648		1,085,289
Quirch Foods Holdings LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 10/27/27		970,125		972,550
National Mentor Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/02/28		812,418		813,320
Blue Ribbon LLC
6.75% (3 Month USD LIBOR + 6.00%, Rate Floor: 6.75%) due 05/08/28		745,313		734,506
Springs Window Fashions
8.60% (1 Month USD LIBOR + 8.50%, Rate Floor: 8.50%) due 06/15/26		689,936		690,371
Women's Care Holdings, Inc.
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 01/15/28		675,000		674,582
Moran Foods LLC
11.75% (2 Month USD LIBOR, Rate Floor: 1.00%) (in-kind rate was 10.75%) due 10/01/2411		376,098		329,085
8.00% (2 Month USD LIBOR, Rate Floor: 1.00%) (in-kind rate was 7.00%) due 04/01/2411		303,895		317,063
Gibson Brands, Inc.
due 06/23/28		600,000		597,000
Kronos Acquisition Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 12/22/26		498,750		494,800
Total Consumer, Non-cyclical				7,887,829
Technology - 1.0%
Peraton Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/01/28		1,296,750		1,299,447
Polaris Newco LLC
4.50% (6 Month USD LIBOR + 4.00%, Rate Floor: 4.50%) due 06/02/28		1,100,000		1,102,618
Apttus Corp.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/08/28		625,000		627,656
Atlas CC Acquisition Corp.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/25/28		575,000		576,438
Planview Parent, Inc.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/17/27		522,375		522,866
Total Technology				4,129,025
Financial - 0.6%
Franchise Group, Inc.
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 03/10/26		1,172,063		1,177,196
Jefferies Finance LLC
3.13% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/03/26		769,171		765,087
Avison Young (Canada), Inc.
6.16% (3 Month USD LIBOR + 6.00%, Rate Floor: 6.00%) due 01/30/26		536,250		528,206
Total Financial				2,470,489
Utilities - 0.2%
RS Ivy Holdco, Inc.
6.50% (1 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 12/23/27		746,250		746,250
Basic Materials - 0.1%
NIC Acquisition Corp.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 12/29/27		350,000		349,017

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,10 - 12.8% (continued)
Energy - 0.1%
Permian Production Partners LLC
10.00% (1 Month USD LIBOR + 7.00%, Rate Floor: 8.00%) (in-kind rate was 2.00%) due 11/24/25†††,11		227,060	$	204,354
Total Senior Floating Rate Interests
(Cost $50,532,205)				50,652,728

ASSET-BACKED SECURITIES†† - 0.5%
Collateralized Loan Obligations - 0.5%
Barings Middle Market CLO Ltd.
2019-IA, 1.99% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/15/315,10	1,500,000		1,500,781
WhiteHorse X Ltd.
2015-10A, 5.49% (3 Month USD LIBOR + 5.30%, Rate Floor: 5.30%) due 04/17/275,10	750,000		652,970
Total Collateralized Loan Obligations			2,153,751
Total Asset-Backed Securities
(Cost $2,147,264)			2,153,751
Total Investments - 103.7%
(Cost $401,928,803)		$	411,516,375
Other Assets & Liabilities, net - (3.7)%			(14,515,905	)
Total Net Assets - 100.0%		$	397,000,470

Total Return Swap Agreements
Counterparty	Reference Obligation	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Units		Notional Amount		Value and Unrealized Appreciation
OTC Credit Index Swap Agreements††
BNP Paribas	VanEck Vectors Fallen Angel High Yield Bond ETF	0.39% (1 Month USD LIBOR + 0.30%)	At Maturity	11/19/21		191,200	$	6,290,480	$	152,960
BNP Paribas	VanEck Vectors Fallen Angel High Yield Bond ETF	0.32% (1 Month USD LIBOR + 0.25%)	At Maturity	11/17/21		190,700		6,274,030		144,932
BNP Paribas	VanEck Vectors Fallen Angel High Yield Bond ETF	0.32% (1 Month USD LIBOR + 0.25%)	At Maturity	11/15/21		192,800		6,343,120		136,888
							$	18,907,630	$	434,780

Forward Foreign Currency Exchange Contracts††
Counterparty	Contracts to Sell		Currency	Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation
JPMorgan Chase Bank, N.A.		750,000	EUR	07/16/21	$	909,404	$	889,945	$	19,459
Barclays Bank plc		729,000	GBP	07/16/21		1,026,691		1,008,467		18,224
Goldman Sachs International		467,000	EUR	07/16/21		566,607		554,139		12,468
Goldman Sachs International		563,000	CAD	07/16/21		461,853		454,270		7,583
									$	57,734

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
*	Non-income producing security.
†	Value determined based on Level 1 inputs, unless otherwise noted — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Special Purpose Acquisition Company (SPAC).
2	Affiliated issuer.
3	Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.
4	Rate indicated is the 7-day yield as of June 30, 2021.

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

5	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $261,724,698 (cost $255,574,254), or 65.9% of total net assets.
6	All or a portion of this security has been physically segregated or earmarked in connection with reverse repurchase agreements. At June 30, 2021, the total market value of segregated or earmarked security was $11,307,718.
7	Perpetual maturity.
8	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $243,875 (cost $1,471,246), or less than 0.1% of total net assets — See Note 6.
9	Security is in default of interest and/or principal obligations.
10	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
11	Payment-in-kind security.

CAD — Canadian Dollar

EUR — Euro

GBP — British Pound

LIBOR — London Interbank Offered Rate

plc — Public Limited Company

SARL — Société à Responsabilité Limitée

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs			Total
Common Stocks	$	3,954,323	$	2,018,209	$	1,437,519		$	7,410,051
Preferred Stocks		—		12,765,000		—	*		12,765,000
Warrants		42,401		13		—			42,414
Exchange-Traded Funds		19,023,080		—		—			19,023,080
Money Market Fund		2,782,334		—		—			2,782,334
Corporate Bonds		—		315,999,450		687,567			316,687,017
Senior Floating Rate Interests		—		42,077,533		8,575,195			50,652,728
Asset-Backed Securities		—		2,153,751		—			2,153,751
Forward Foreign Currency Exchange Contracts**		—		57,734		—			57,734
Credit Index Swap Agreements**		—		434,780		—			434,780
Total Assets	$	25,802,138	$	375,506,470	$	10,700,281		$	412,008,889

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Unfunded Loan Commitments (Note 5)	$	—	$	—	$	4,441	$	4,441

*	Security has a market value of $0.
**	This derivative is reported as unrealized appreciation/depreciation at period end.

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $8,093,425 are categorized as Level 2 within the disclosure hierarchy — See Note 2.

The following is summary of significant unobservable inputs used in the fair valuation of assets and liabilities categorized within the Level 3 of the fair value hierarchy:

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range		Weighted Average*
Assets:
Common Stocks	$	1,257,017	Third Party Pricing	Broker Quote		—		—
Common Stocks		105,435	Enterprise Value	Valuation Multiple		2.3x-11.9x		8.1	x
Common Stocks		72,426	Yield Analysis	Yield		11.9%		—
Common Stocks		2,641	Model Price	Liquidation Value		—		—
Corporate Bonds		687,567	Third Party Pricing	Vendor Price		—		—
Senior Floating Rate Interests		7,101,445	Third Party Pricing	Broker Quote		—		—
Senior Floating Rate Interests		1,473,750	Model Price	Market Comparable Yields		10.3%		—
Total Assets	$	10,700,281
Liabilities:
Unfunded Loan Commitments	$	4,441	Model Price	Purchase Price		—		—

^* Inputs are weighted by the fair value of the instruments.

Significant changes in a quote, yield, market comparable yields, liquidation value or valuation multiple would generally result in significant changes in the fair value of the security. Any remaining Level 3 securities held by the Fund and excluded from the table above, were not considered material to the Fund.

High Yield Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with other available market information.

Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment’s valuation changes. For the period ended June 30, 2021, the Fund had securities with a total value of $5,382,134 transfer from Level 2 to Level 3 due to a lack of observable inputs and had securities with a total market value of $2,504,692 transfer out of Level 3 to Level 2 due to the availability of current and reliable market-based data provided by a third-party pricing service which utilizes significant observable inputs.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets												Liabilities
	Common Stocks			Senior Floating Rate Interests			Corporate Bonds			Total Assets			Unfunded Loan Commitments
Beginning Balance	$	2,790,320		$	7,980,655		$	—	*	$	10,770,975		$	(61,765	)
Purchases/(Receipts)		25,200			1,963,171			750,000			2,738,371			(49,674	)
(Sales, maturities and paydowns)/Fundings		(1,116,887	)		(4,597,484	)		-			(5,714,371	)		5,991
Amortization of premiums/discounts		-			148,401			-			148,401			-
Total realized gains (losses) included in earnings		18,429			(1,230,299	)		-			(1,211,870	)		392,463
Total change in unrealized appreciation (depreciation) included in earnings		(389,216	)		1,542,982			(62,433	)		1,091,333			(291,456	)
Transfers into Level 3		1,149,608			4,232,526			-			5,382,134			-
Transfers out of Level 3		(1,039,935	)		(1,464,757	)		-			(2,504,692	)		-
Ending Balance	$	1,437,519		$	8,575,195		$	687,567		$	10,700,281		$	(4,441	)
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	517,005		$	336,867		$	(62,433	)	$	791,439		$	4,792

^* Security has a market value of $0.

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:

Security Name	Value 09/30/20		Additions		Reductions		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 06/30/21		Shares 06/30/21
Common Stocks
BP Holdco LLC*	$	8,360	$	–	$	–	$	–	$	–	$	8,360		23,711
Targus Group International Equity, Inc.*		26,349		–		–		–		3,460		29,809		12,825
	$	34,709	$	–	$	–	$	–	$	3,460	$	38,169

^* Non-income producing security.

Large Cap Value Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 96.9%
Financial - 23.5%
JPMorgan Chase & Co.		6,526	$	1,015,054
Berkshire Hathaway, Inc. — Class B*		3,256		904,908
Wells Fargo & Co.		18,543		839,812
Bank of America Corp.		18,761		773,516
Morgan Stanley		6,187		567,286
Allstate Corp.		3,930		512,629
Citigroup, Inc.		6,742		476,997
Hartford Financial Services Group, Inc.		5,741		355,770
Voya Financial, Inc.		5,629		346,183
Charles Schwab Corp.		4,430		322,548
Medical Properties Trust, Inc. REIT		15,422		309,982
MetLife, Inc.		4,838		289,554
Prudential Financial, Inc.		2,562		262,528
Regions Financial Corp.		12,450		251,241
Park Hotels & Resorts, Inc. REIT*		10,682		220,156
American Tower Corp. — Class A REIT		809		218,543
STAG Industrial, Inc. REIT		5,747		215,110
KeyCorp		10,260		211,869
Principal Financial Group, Inc.		3,193		201,766
Synovus Financial Corp.		4,553		199,786
Gaming and Leisure Properties, Inc. REIT		4,284		198,478
Mastercard, Inc. — Class A		531		193,863
Zions Bancorp North America		3,490		184,481
Jones Lang LaSalle, Inc.*		926		180,996
American International Group, Inc.		3,078		146,513
BOK Financial Corp.		1,601		138,647
Total Financial				9,538,216
Consumer, Non-cyclical - 18.8%
Johnson & Johnson		4,870		802,284
Tyson Foods, Inc. — Class A		10,678		787,609
Humana, Inc.		1,615		714,993
HCA Healthcare, Inc.		3,443		711,806
Archer-Daniels-Midland Co.		8,690		526,614
McKesson Corp.		2,560		489,574
Medtronic plc		3,632		450,840
Quest Diagnostics, Inc.		3,026		399,341
J M Smucker Co.		2,979		385,989
Zimmer Biomet Holdings, Inc.		2,098		337,400
Encompass Health Corp.		4,310		336,309
Bunge Ltd.		4,271		333,779
Merck & Company, Inc.		3,733		290,316
Amgen, Inc.		1,160		282,750
Ingredion, Inc.		2,163		195,752
Procter & Gamble Co.		1,438		194,029
Henry Schein, Inc.*		2,605		193,265
Pfizer, Inc.		4,927		192,941
Organon & Co.*		373		11,287
Total Consumer, Non-cyclical				7,636,878
Consumer, Cyclical - 10.3%
Walmart, Inc.		4,354		614,001
Kohl's Corp.		8,436		464,908
LKQ Corp.*		9,048		445,343
Southwest Airlines Co.*		8,084		429,180
DR Horton, Inc.		4,246		383,711
Penske Automotive Group, Inc.		4,865		367,259
Lear Corp.		2,052		359,675
Home Depot, Inc.		996		317,614
PACCAR, Inc.		3,462		308,983
PVH Corp.*		2,358		253,697
Ralph Lauren Corp. — Class A		1,925		226,784
Total Consumer, Cyclical				4,171,155
Communications - 8.9%
Verizon Communications, Inc.		16,953		949,877
Comcast Corp. — Class A		13,991		797,767
Cisco Systems, Inc.		7,671		406,563
T-Mobile US, Inc.*		2,662		385,537
Alphabet, Inc. — Class A*		144		351,618
FireEye, Inc.*		14,487		292,927
Walt Disney Co.*		1,396		245,375
Juniper Networks, Inc.		7,162		195,881
Total Communications				3,625,545
Industrial - 8.2%
Honeywell International, Inc.		2,769		607,380
Johnson Controls International plc		7,830		537,373
L3Harris Technologies, Inc.		1,908		412,414
Valmont Industries, Inc.		1,520		358,796
Knight-Swift Transportation Holdings, Inc.		7,758		352,678
FedEx Corp.		990		295,347
Owens Corning		2,852		279,211
Curtiss-Wright Corp.		2,333		277,067
General Electric Co.		16,349		220,058
Total Industrial				3,340,324
Technology - 8.1%
Micron Technology, Inc.*		10,697		909,031
DXC Technology Co.*		12,680		493,759
Skyworks Solutions, Inc.		2,530		485,127
Leidos Holdings, Inc.		4,043		408,747
Apple, Inc.		2,661		364,451
Qorvo, Inc.*		1,206		235,954
Amdocs Ltd.		2,777		214,829
Cerner Corp.		2,157		168,591
Total Technology				3,280,489
Energy - 7.9%
Chevron Corp.		6,513		682,172
ConocoPhillips		9,454		575,749
Range Resources Corp.*		26,545		444,894
Marathon Oil Corp.		27,332		372,262
Patterson-UTI Energy, Inc.		29,265		290,894
Pioneer Natural Resources Co.		1,695		275,471
Cabot Oil & Gas Corp. — Class A		15,688		273,912
Exxon Mobil Corp.		4,271		269,415
Total Energy				3,184,769
Utilities - 6.5%
Exelon Corp.		13,360		591,982
Public Service Enterprise Group, Inc.		8,648		516,631
Edison International		7,992		462,097
Duke Energy Corp.		3,801		375,235
Pinnacle West Capital Corp.		4,002		328,044
NiSource, Inc.		8,523		208,813

Large Cap Value Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 96.9% (continued)
Utilities - 6.5% (continued)
PPL Corp.		5,782	$	161,723
Total Utilities				2,644,525
Basic Materials - 4.7%
Huntsman Corp.		20,447		542,254
Westlake Chemical Corp.		5,207		469,099
Reliance Steel & Aluminum Co.		1,872		282,485
Nucor Corp.		1,978		189,749
International Flavors & Fragrances, Inc.		1,105		165,087
Dow, Inc.		2,118		134,027
DuPont de Nemours, Inc.		1,392		107,755
Total Basic Materials				1,890,456
Total Common Stocks
(Cost $28,839,347)				39,312,357

MONEY MARKET FUND† - 3.1%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%1	1,276,628		1,276,628
Total Money Market Fund
(Cost $1,276,628)			1,276,628
Total Investments - 100.0%
(Cost $30,115,975)		$	40,588,985
Other Assets & Liabilities, net - 0.0%			16,012
Total Net Assets - 100.0%		$	40,604,997

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
1	Rate indicated is the 7-day yield as of June 30, 2021.

plc — Public Limited Company

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	39,312,357	$	—	$	—	$	39,312,357
Money Market Fund		1,276,628		—		—		1,276,628
Total Assets	$	40,588,985	$	—	$	—	$	40,588,985

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 0.3%
Financial - 0.3%
KKR Acquisition Holdings I Corp. — Class A*		820,948	$	8,061,710
RXR Acquisition Corp. — Class A*,13		170,953		1,659,954
MSD Acquisition Corp. — Class A*		136,871		1,348,179
TPG Pace Beneficial II Corp.*,13		116,616		1,175,489
Soaring Eagle Acquisition Corp. — Class A*		98,317		979,237
TPG Pace Solutions Corp.*,13		76,676		763,693
Colicity, Inc. — Class A*,13		33,744		329,004
Colicity, Inc.*		2,762		27,813
RXR Acquisition Corp.*		2,554		25,438
Total Financial				14,370,517
Communications - 0.0%
Figs, Inc. — Class A*		43,750		2,191,875
Total Common Stocks
(Cost $15,240,249)				16,562,392
PREFERRED STOCKS†† - 0.1%
Financial - 0.1%
American Financial Group, Inc., 4.5% due 09/15/60		113,600		3,147,856
First Republic Bank, 4.13%		69,600		1,785,240
American Equity Investment Life Holding Co., 5.95%1		8,000		224,640
Total Financial				5,157,736
Total Preferred Stocks
(Cost $4,794,550)				5,157,736
WARRANTS† - 0.0%
KKR Acquisition Holdings I Corp. - Class A
$11.50, 12/31/27*,13		205,236		242,178
Soaring Eagle Acquisition Corp. - Class A
$11.50, 12/31/27*,13		19,663		64,888
MSD Acquisition Corp.
$11.50, 05/13/23*,13		27,374		35,586
RXR Acquisition Corp.
$11.50, 03/08/26*,13		34,189		35,215
Colicity, Inc. - Class A
$11.50, 12/31/27*,13		6,748		10,392
Total Warrants
(Cost $312,534)				388,259
EXCHANGE-TRADED FUNDS† - 3.1%
iShares Core U.S. Aggregate Bond ETF		1,526,500		176,051,245
Total Exchange-Traded Funds
(Cost $180,013,520)				176,051,245
MUTUAL FUNDS† - 1.6%
Guggenheim Strategy Fund III2		1,191,914		29,988,547
Guggenheim Strategy Fund II2		1,191,500		29,775,584
Guggenheim Ultra Short Duration Fund — Institutional Class2		2,926,146		29,173,678
Total Mutual Funds
(Cost $87,355,693)				88,937,809
MONEY MARKET FUND† - 4.2%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%3		237,699,444		237,699,444
Total Money Market Fund
(Cost $237,699,444)				237,699,444
		Face Amount~
CORPORATE BONDS†† - 35.1%
Financial - 12.6%
Societe Generale S.A.
1.79% due 06/09/271,4		28,000,000		27,944,560
1.49% due 12/14/261,4		10,500,000		10,404,911
3.88% due 03/28/244		350,000		376,212
Wells Fargo & Co.
2.88% due 10/30/301		25,000,000		26,500,750
3.90% 1,5		11,150,000		11,543,595
American International Group, Inc.
2.50% due 06/30/25		26,630,000		28,111,402
Equitable Financial Life Global Funding
1.40% due 07/07/254		15,000,000		15,131,749
1.80% due 03/08/284		12,000,000		11,948,141
Reliance Standard Life Global Funding II
2.75% due 05/07/254		20,850,000		21,943,345
BNP Paribas S.A.
1.32% due 01/13/271,4		21,350,000		21,100,221
2.22% due 06/09/261,4		400,000		412,082
Citizens Bank North America/Providence RI
2.25% due 04/28/25		20,000,000		20,913,676
Bank of America Corp.
2.59% due 04/29/311		19,650,000		20,280,433
Barclays Bank plc
1.70% due 05/12/22		18,450,000		18,659,329
Credit Agricole S.A.
1.25% due 01/26/271,4		17,950,000		17,679,881
1.91% due 06/16/261,4		400,000		408,091
CIT Group, Inc.
3.93% due 06/19/241		15,200,000		16,017,000
4.75% due 02/16/24		1,000,000		1,083,750
Intercontinental Exchange, Inc.
0.77% (3 Month USD LIBOR + 0.65%) due 06/15/236		17,100,000		17,079,480
Macquarie Group Ltd.
1.63% due 09/23/271,4		16,750,000		16,682,841

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 35.1% (continued)
Financial - 12.6% (continued)
Mitsubishi UFJ Financial Group, Inc.
0.83% (3 Month USD LIBOR + 0.65%) due 07/26/216		11,450,000	$	11,454,846
1.18% (3 Month USD LIBOR + 1.06%) due 09/13/216		5,068,000		5,077,990
Ares Finance Company LLC
4.00% due 10/08/244		14,617,000		15,633,287
Cooperatieve Rabobank UA
1.34% due 06/24/261,4		15,000,000		15,067,404
Regions Financial Corp.
2.25% due 05/18/25		14,000,000		14,583,314
F&G Global Funding
1.75% due 06/30/264		14,000,000		14,059,687
ABN AMRO Bank N.V.
1.54% due 06/16/271,4		14,000,000		13,911,953
Citigroup, Inc.
2.57% due 06/03/311		12,850,000		13,224,298
Fidelity & Guaranty Life Holdings, Inc.
5.50% due 05/01/254		11,450,000		13,187,716
Lincoln National Corp.
3.40% due 01/15/31		11,590,000		12,670,015
American Tower Corp.
1.60% due 04/15/26		12,500,000		12,637,509
BlackRock, Inc.
1.90% due 01/28/31		12,600,000		12,622,203
Deloitte LLP
4.35% due 11/17/23†††		7,300,000		7,726,977
3.46% due 05/07/27†††		4,500,000		4,711,770
Iron Mountain, Inc.
4.88% due 09/15/274		7,360,000		7,636,699
5.00% due 07/15/284		4,175,000		4,321,125
Standard Chartered plc
1.32% due 10/14/231,4		10,150,000		10,237,392
4.25% due 01/20/231,4		500,000		510,165
Essex Portfolio, LP
1.70% due 03/01/28		10,450,000		10,270,388
Apollo Management Holdings, LP
4.40% due 05/27/264		7,115,000		8,072,181
4.00% due 05/30/244		1,846,000		2,009,501
ING Groep N.V.
1.73% due 04/01/271		9,800,000		9,887,994
BPCE S.A.
1.65% due 10/06/261,4		9,500,000		9,545,689
First American Financial Corp.
4.00% due 05/15/30		7,860,000		8,749,143
Aviation Capital Group LLC
2.88% due 01/20/224		8,000,000		8,081,166
Markel Corp.
6.00%1,5		7,210,000		8,057,175
KKR Group Finance Company VI LLC
3.75% due 07/01/294		7,040,000		7,866,381
Morgan Stanley
2.19% due 04/28/261		7,000,000		7,270,675
3.77% due 01/24/291		361,000		405,482
Goldman Sachs Group, Inc.
3.50% due 04/01/25		6,900,000		7,488,281
GA Global Funding Trust
1.63% due 01/15/264		7,300,000		7,393,118
FS KKR Capital Corp.
2.63% due 01/15/27		7,400,000		7,333,613
OneMain Finance Corp.
3.50% due 01/15/27		7,050,000		7,102,875
7.13% due 03/15/26		50,000		58,236
SBA Communications Corp.
3.13% due 02/01/294		6,500,000		6,266,430
3.88% due 02/15/27		700,000		718,833
Belrose Funding Trust
2.33% due 08/15/304		7,100,000		6,965,427
LPL Holdings, Inc.
4.00% due 03/15/294		4,450,000		4,472,250
4.63% due 11/15/274		2,000,000		2,072,500
Charles Schwab Corp.
5.38% 1,5		5,152,000		5,694,506
Fidelity National Financial, Inc.
2.45% due 03/15/31		5,500,000		5,482,881
Fifth Third Bancorp
2.55% due 05/05/27		5,060,000		5,351,945
Manulife Financial Corp.
2.48% due 05/19/27		5,030,000		5,298,137
Brighthouse Financial Global Funding
0.77% (U.S. Secured Overnight Financing Rate + 0.76%) due 04/12/244,6		5,050,000		5,086,663
Westpac Banking Corp.
1.04% (3 Month USD LIBOR + 0.85%) due 01/11/226		5,000,000		5,022,613
MetLife, Inc.
3.85% 1,5		4,620,000		4,844,347
United Wholesale Mortgage LLC
5.50% due 11/15/254		3,880,000		4,017,856
5.50% due 04/15/294		275,000		274,937
Alexandria Real Estate Equities, Inc.
4.90% due 12/15/30		3,500,000		4,268,269
Quicken Loans LLC / Quicken Loans Company-Issuer, Inc.
3.88% due 03/01/314		4,100,000		4,108,446
Peachtree Corners Funding Trust
3.98% due 02/15/254		3,450,000		3,777,438
Bank of New York Mellon Corp.
4.70%1,5		3,010,000		3,284,662

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 35.1% (continued)
Financial - 12.6% (continued)
Hunt Companies, Inc.
5.25% due 04/15/294		3,250,000	$	3,152,500
CNA Financial Corp.
4.50% due 03/01/26		2,298,000		2,607,011
Crown Castle International Corp.
3.30% due 07/01/30		2,188,000		2,345,747
Loews Corp.
3.20% due 05/15/30		2,140,000		2,323,092
Ameriprise Financial, Inc.
3.00% due 04/02/25		2,060,000		2,205,451
Prudential plc
3.13% due 04/14/30		2,003,000		2,168,247
VF Corp.
2.50% due 08/15/26		2,000,000		2,000,000
Equitable Holdings, Inc.
4.35% due 04/20/28		1,700,000		1,950,637
Brookfield Finance, Inc.
3.90% due 01/25/28		1,400,000		1,563,557
Mizuho Financial Group, Inc.
1.26% (3 Month USD LIBOR + 1.14%) due 09/13/216		1,500,000		1,503,149
Weyerhaeuser Co.
4.00% due 04/15/30		912,000		1,038,785
Trinity Acquisition plc
4.40% due 03/15/26		881,000		996,030
Newmark Group, Inc.
6.13% due 11/15/23		775,000		852,440
CNO Financial Group, Inc.
5.25% due 05/30/25		700,000		794,085
Old Republic International Corp.
3.88% due 08/26/26		700,000		782,242
Sumitomo Mitsui Financial Group, Inc.
1.33% (3 Month USD LIBOR + 1.14%) due 10/19/216		702,000		704,328
Equinix, Inc.
1.55% due 03/15/28		700,000		688,535
RenaissanceRe Finance, Inc.
3.70% due 04/01/25		400,000		435,629
BBVA USA
3.88% due 04/10/25		150,000		165,322
HUB International Ltd.
7.00% due 05/01/264		150,000		155,564
Greystar Real Estate Partners LLC
5.75% due 12/01/254		150,000		154,200
Total Financial				708,682,388
Industrial - 5.1%
Boeing Co.
4.88% due 05/01/25		50,000,000		56,042,056
2.20% due 02/04/26		10,450,000		10,559,190
CNH Industrial Capital LLC
1.45% due 07/15/26		12,500,000		12,424,106
1.95% due 07/02/23		9,600,000		9,839,925
1.88% due 01/15/26		4,960,000		5,046,160
Siemens Financieringsmaatschappij N.V.
0.73% (3 Month USD LIBOR + 0.61%) due 03/16/224,6		20,410,000		20,494,038
Berry Global, Inc.
1.57% due 01/15/264		11,750,000		11,753,525
4.88% due 07/15/264		5,165,000		5,465,396
GXO Logistics, Inc.
1.65% due 07/15/264		15,000,000		14,924,400
Ryder System, Inc.
3.35% due 09/01/25		10,600,000		11,464,301
3.75% due 06/09/23		1,350,000		1,429,938
Graphic Packaging International LLC
1.51% due 04/15/264		6,500,000		6,469,875
0.82% due 04/15/244		6,250,000		6,204,200
Qatar Airways
2.95% due 05/14/31†††		12,500,000		12,482,625
Silgan Holdings, Inc.
1.40% due 04/01/264		12,600,000		12,474,000
Teledyne Technologies, Inc.
2.25% due 04/01/28		12,000,000		12,228,720
Vontier Corp.
1.80% due 04/01/264		7,050,000		7,002,342
2.40% due 04/01/284		3,900,000		3,876,210
Standard Industries, Inc.
5.00% due 02/15/274		7,010,000		7,259,731
4.75% due 01/15/284		2,671,000		2,795,736
BAE Systems plc
3.40% due 04/15/304		6,950,000		7,561,596
Penske Truck Leasing Company LP / PTL Finance Corp.
4.45% due 01/29/264		5,475,000		6,153,768
4.20% due 04/01/274		500,000		562,314
Owens Corning
3.88% due 06/01/30		5,910,000		6,601,809
GATX Corp.
3.85% due 03/30/27		2,900,000		3,197,644
4.00% due 06/30/30		2,550,000		2,876,425
3.50% due 03/15/28		200,000		218,312
IDEX Corp.
3.00% due 05/01/30		4,100,000		4,335,675
Jabil, Inc.
1.70% due 04/15/26		3,800,000		3,830,465
Textron, Inc.
2.45% due 03/15/31		3,250,000		3,256,423
Hardwood Funding LLC
2.37% due 06/07/28†††		3,000,000		3,023,880
Weir Group plc
2.20% due 05/13/264		2,610,000		2,621,802

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 35.1% (continued)
Industrial - 5.1% (continued)
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
4.00% due 09/01/294		2,500,000	$	2,480,500
Howmet Aerospace, Inc.
6.88% due 05/01/25		1,900,000		2,211,562
Xylem, Inc.
1.95% due 01/30/28		2,050,000		2,070,245
National Basketball Association
2.51% due 12/16/24†††		1,900,000		1,963,099
Mueller Water Products, Inc.
4.00% due 06/15/294		1,300,000		1,335,906
Brundage-Bone Concrete Pumping Holdings, Inc.
6.00% due 02/01/264		800,000		842,160
Trinity Industries, Inc.
4.55% due 10/01/24		750,000		798,825
JELD-WEN, Inc.
6.25% due 05/15/254		535,000		570,583
Masonite International Corp.
5.75% due 09/15/264		349,000		361,215
Amsted Industries, Inc.
4.63% due 05/15/304		350,000		358,750
PGT Innovations, Inc.
6.75% due 08/01/264		200,000		211,115
EnerSys
5.00% due 04/30/234		175,000		182,656
Total Industrial				287,863,203
Consumer, Non-cyclical - 4.9%
Anthem, Inc.
1.50% due 03/15/26		29,000,000		29,331,445
Triton Container International Ltd.
1.15% due 06/07/244		26,000,000		25,950,568
2.05% due 04/15/264		1,800,000		1,806,495
Sysco Corp.
5.65% due 04/01/25		20,550,000		23,814,035
CoStar Group, Inc.
2.80% due 07/15/304		15,280,000		15,538,636
Laboratory Corporation of America Holdings
1.55% due 06/01/26		13,700,000		13,762,762
Lamb Weston Holdings, Inc.
4.63% due 11/01/244		8,818,000		9,124,690
4.88% due 11/01/264		3,750,000		3,876,563
BAT International Finance plc
1.67% due 03/25/26		13,000,000		12,998,372
Molina Healthcare, Inc.
5.38% due 11/15/22		9,500,000		9,939,375
4.38% due 06/15/284		1,725,000		1,798,313
DaVita, Inc.
4.63% due 06/01/304		10,250,000		10,521,215
3.75% due 02/15/314		800,000		768,000
Prime Security Services Borrower LLC / Prime Finance, Inc.
3.38% due 08/31/274		11,200,000		10,864,000
Centene Corp.
2.50% due 03/01/31		5,050,000		4,980,563
5.38% due 06/01/264		3,000,000		3,131,310
3.00% due 10/15/30		2,500,000		2,568,200
Indigo Merger Sub, Inc.
2.88% due 07/15/264		10,280,000		10,459,900
Altria Group, Inc.
2.35% due 05/06/25		8,000,000		8,366,707
Automatic Data Processing, Inc.
1.70% due 05/15/28		7,800,000		7,873,346
Spectrum Brands, Inc.
5.75% due 07/15/25		6,780,000		6,947,805
BAT Capital Corp.
4.70% due 04/02/27		4,220,000		4,770,888
3.56% due 08/15/27		2,000,000		2,142,798
Jaguar Holding Company II / PPD Development, LP
4.63% due 06/15/254		6,400,000		6,720,000
Zimmer Biomet Holdings, Inc.
3.55% due 03/20/30		5,350,000		5,861,478
3.05% due 01/15/26		400,000		431,014
US Foods, Inc.
6.25% due 04/15/254		3,750,000		3,979,687
4.75% due 02/15/294		1,700,000		1,734,000
Element Fleet Management Corp.
1.60% due 04/06/244		5,050,000		5,132,517
Royalty Pharma plc
1.75% due 09/02/274		5,150,000		5,071,391
Thermo Fisher Scientific, Inc.
4.13% due 03/25/25		4,200,000		4,658,138
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
5.63% due 08/15/264		3,526,000		3,631,780
ADT Security Corp.
3.50% due 07/15/22		3,096,000		3,154,050
Tenet Healthcare Corp.
4.25% due 06/01/294		3,000,000		3,037,500
7.50% due 04/01/254		75,000		80,906
Square, Inc.
2.75% due 06/01/264		2,350,000		2,391,125
Bunge Limited Finance Corp.
1.63% due 08/17/25		1,900,000		1,923,099
Hologic, Inc.
3.25% due 02/15/294		1,550,000		1,536,438
Avantor Funding, Inc.
4.63% due 07/15/284		1,050,000		1,108,559
Service Corporation International
3.38% due 08/15/30		750,000		734,850

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 35.1% (continued)
Consumer, Non-cyclical - 4.9% (continued)
Sabre GLBL, Inc.
7.38% due 09/01/254		250,000	$	271,875
9.25% due 04/15/254		225,000		267,487
Edwards Lifesciences Corp.
4.30% due 06/15/28		420,000		487,377
AMN Healthcare, Inc.
4.63% due 10/01/274		150,000		155,880
Total Consumer, Non-cyclical				273,705,137
Communications - 3.5%
ViacomCBS, Inc.
4.95% due 01/15/31		13,560,000		16,361,753
4.75% due 05/15/25		8,080,000		9,146,779
4.20% due 05/19/32		4,100,000		4,737,386
Level 3 Financing, Inc.
5.38% due 05/01/25		11,055,000		11,289,919
3.63% due 01/15/294		5,400,000		5,211,000
5.25% due 03/15/26		3,991,000		4,112,765
4.25% due 07/01/284		2,775,000		2,815,959
3.75% due 07/15/294		2,150,000		2,090,875
Verizon Communications, Inc.
2.10% due 03/22/28		22,600,000		23,084,092
3.00% due 03/22/27		2,100,000		2,259,143
NTT Finance Corp.
1.59% due 04/03/284		24,000,000		23,952,611
T-Mobile USA, Inc.
2.25% due 02/15/264		8,150,000		8,211,125
3.50% due 04/15/25		5,000,000		5,419,225
2.63% due 04/15/26		3,200,000		3,272,000
3.88% due 04/15/30		540,000		602,932
Cogent Communications Group, Inc.
3.50% due 05/01/264		12,350,000		12,627,875
Sirius XM Radio, Inc.
4.63% due 07/15/244		6,620,000		6,794,768
3.88% due 08/01/224		3,527,000		3,533,349
5.38% due 07/15/264		1,900,000		1,961,750
5.50% due 07/01/294		75,000		81,727
Ziggo BV
4.88% due 01/15/304		10,800,000		11,070,000
AT&T, Inc.
2.30% due 06/01/27		9,000,000		9,318,435
Netflix, Inc.
5.50% due 02/15/22		8,400,000		8,610,000
Videotron Ltd.
5.00% due 07/15/22		5,350,000		5,564,535
Charter Communications Operating LLC / Charter Communications Operating Capital
2.80% due 04/01/31		3,250,000		3,316,037
Fox Corp.
3.05% due 04/07/25		1,360,000		1,457,104
3.50% due 04/08/30		1,080,000		1,191,483
Altice France S.A.
7.38% due 05/01/264		2,365,000		2,459,435
Virgin Media Vendor Financing Notes IV DAC
5.00% due 07/15/284		1,850,000		1,887,000
Thomson Reuters Corp.
3.35% due 05/15/26		1,550,000		1,687,571
AMC Networks, Inc.
4.75% due 08/01/25		500,000		513,350
4.25% due 02/15/29		225,000		226,969
CSC Holdings LLC
4.13% due 12/01/304		250,000		248,437
3.38% due 02/15/314		225,000		212,605
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36% due 09/20/214		101,875		102,384
Match Group Holdings II LLC
4.63% due 06/01/284		75,000		77,719
CCO Holdings LLC / CCO Holdings Capital Corp.
5.75% due 02/15/264		61,000		63,047
Total Communications				195,573,144
Technology - 2.7%
HCL America, Inc.
1.38% due 03/10/264		38,700,000		38,471,722
Microchip Technology, Inc.
2.67% due 09/01/23		17,800,000		18,536,742
0.98% due 09/01/244		8,750,000		8,708,300
NetApp, Inc.
2.38% due 06/22/27		17,800,000		18,673,273
Infor, Inc.
1.75% due 07/15/254		13,800,000		14,084,615
1.45% due 07/15/234		1,100,000		1,112,280
Oracle Corp.
2.30% due 03/25/28		12,400,000		12,738,685
Fidelity National Information Services, Inc.
1.65% due 03/01/28		11,000,000		10,947,281
Citrix Systems, Inc.
1.25% due 03/01/26		7,250,000		7,162,071
MSCI, Inc.
3.88% due 02/15/314		6,796,000		7,052,617
Broadcom, Inc.
4.15% due 11/15/30		5,790,000		6,499,737
NCR Corp.
5.13% due 04/15/294		2,850,000		2,939,062
Qorvo, Inc.
4.38% due 10/15/29		1,380,000		1,503,814
3.38% due 04/01/314		1,200,000		1,250,664
Leidos, Inc.
3.63% due 05/15/25		1,950,000		2,119,065
Twilio, Inc.
3.63% due 03/15/29		994,000		1,013,880
CDW LLC / CDW Finance Corp.
3.25% due 02/15/29		810,000		820,125
Entegris, Inc.
3.63% due 05/01/294		476,000		481,950
4.38% due 04/15/284		100,000		104,375

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 35.1% (continued)
Technology - 2.7% (continued)
Boxer Parent Company, Inc.
7.13% due 10/02/254		150,000	$	160,500
Total Technology				154,380,758
Consumer, Cyclical - 2.4%
Marriott International, Inc.
4.63% due 06/15/30		7,320,000		8,438,763
5.75% due 05/01/25		6,610,000		7,632,431
2.13% due 10/03/22		2,345,000		2,378,174
Delta Air Lines, Inc.
7.00% due 05/01/254		12,550,000		14,651,322
Starbucks Corp.
2.55% due 11/15/30		13,300,000		13,795,963
VF Corp.
2.80% due 04/23/27		11,650,000		12,445,538
Hanesbrands, Inc.
5.38% due 05/15/254		11,633,000		12,316,439
Hyatt Hotels Corp.
5.38% due 04/23/25		5,180,000		5,850,396
5.75% due 04/23/30		4,320,000		5,248,898
Delta Air Lines Inc. / SkyMiles IP Ltd.
4.50% due 10/20/254		10,000,000		10,749,526
Hilton Domestic Operating Company, Inc.
3.63% due 02/15/324		5,400,000		5,332,500
5.38% due 05/01/254		2,225,000		2,341,812
4.00% due 05/01/314		300,000		302,661
Choice Hotels International, Inc.
3.70% due 01/15/31		7,350,000		7,953,729
Lowe's Companies, Inc.
4.50% due 04/15/30		5,400,000		6,394,102
BorgWarner, Inc.
2.65% due 07/01/27		5,380,000		5,707,642
American Airlines Class AA Pass Through Trust
3.35% due 10/15/29		2,931,716		2,982,006
3.00% due 10/15/28		1,792,418		1,822,244
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
6.50% due 06/20/274		3,350,000		3,688,350
Aramark Services, Inc.
6.38% due 05/01/254		1,900,000		2,018,750
5.00% due 02/01/284		275,000		287,375
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
5.88% due 03/01/27		1,800,000		1,889,829
WMG Acquisition Corp.
3.63% due 10/15/26	EUR	1,000,000		1,215,670
Wabash National Corp.
5.50% due 10/01/254		925,000		943,500
1011778 BC ULC / New Red Finance, Inc.
5.75% due 04/15/254		700,000		741,132
Performance Food Group, Inc.
6.88% due 05/01/254		375,000		399,420
5.50% due 06/01/244		75,000		75,163
Tempur Sealy International, Inc.
4.00% due 04/15/294		375,000		379,669
Powdr Corp.
6.00% due 08/01/254		125,000		131,250
Total Consumer, Cyclical				138,114,254
Basic Materials - 1.6%
Anglo American Capital plc
2.25% due 03/17/284		14,000,000		14,167,064
2.63% due 09/10/304		9,370,000		9,415,523
4.00% due 09/11/274		750,000		831,948
5.38% due 04/01/254		600,000		685,183
Newcrest Finance Pty Ltd.
3.25% due 05/13/304		14,960,000		16,092,835
Valvoline, Inc.
3.63% due 06/15/314		11,161,000		11,161,000
4.25% due 02/15/304		125,000		129,060
Carpenter Technology Corp.
4.45% due 03/01/23		8,405,000		8,782,624
6.38% due 07/15/28		1,295,000		1,422,086
Kaiser Aluminum Corp.
4.63% due 03/01/284		9,643,000		9,962,437
Arconic Corp.
6.00% due 05/15/254		7,811,000		8,324,729
Nucor Corp.
2.00% due 06/01/25		5,000,000		5,175,696
Alcoa Nederland Holding BV
5.50% due 12/15/274		1,700,000		1,844,160
Steel Dynamics, Inc.
2.40% due 06/15/25		1,050,000		1,098,374
Minerals Technologies, Inc.
5.00% due 07/01/284		150,000		155,955
Novelis Corp.
5.88% due 09/30/264		50,000		52,013
Total Basic Materials				89,300,687
Utilities - 1.2%
Alexander Funding Trust
1.84% due 11/15/234		19,050,000		19,403,695
CenterPoint Energy, Inc.
0.66% (U.S. Secured Overnight Financing Rate + 0.65%) due 05/13/246		10,400,000		10,443,368
OGE Energy Corp.
0.70% due 05/26/23		10,200,000		10,190,990
Entergy Corp.
1.90% due 06/15/28		9,100,000		9,095,006
Southern Co.
1.75% due 03/15/28		5,000,000		4,939,459
Terraform Global Operating LLC
6.13% due 03/01/264		4,620,000		4,764,375
AES Corp.
3.30% due 07/15/254		4,250,000		4,535,175

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 35.1% (continued)
Utilities - 1.2% (continued)
Puget Energy, Inc.
2.38% due 06/15/284		3,600,000	$	3,639,996
Clearway Energy Operating LLC
4.75% due 03/15/284		225,000		235,969
Total Utilities				67,248,033
Energy - 1.1%
Galaxy Pipeline Assets Bidco Ltd.
2.16% due 03/31/344		20,000,000		19,625,976
Sabine Pass Liquefaction LLC
4.50% due 05/15/30		8,330,000		9,603,697
5.63% due 03/01/25		500,000		571,642
5.00% due 03/15/27		300,000		346,577
BP Capital Markets plc
4.88% 1,5		7,500,000		8,216,700
Rattler Midstream, LP
5.63% due 07/15/254		7,250,000		7,621,562
Valero Energy Corp.
2.15% due 09/15/27		3,100,000		3,150,776
2.85% due 04/15/25		1,750,000		1,855,049
2.70% due 04/15/23		500,000		518,315
Occidental Petroleum Corp.
5.50% due 12/01/25		5,000,000		5,520,925
Magellan Midstream Partners, LP
3.25% due 06/01/30		2,120,000		2,285,029
NuStar Logistics, LP
4.75% due 02/01/22		1,186,000		1,197,860
Cheniere Corpus Christi Holdings LLC
7.00% due 06/30/24		550,000		630,082
Parkland Corp.
5.88% due 07/15/274		500,000		532,935
Total Energy				61,677,125
Total Corporate Bonds
(Cost $1,925,661,172)				1,976,544,729
ASSET-BACKED SECURITIES†† - 30.3%
Collateralized Loan Obligations - 19.3%
Shackleton CLO Ltd.
2017-8A, 1.11% (3 Month USD LIBOR + 0.92%, Rate Floor: 0.00%) due 10/20/274,6		57,066,637		57,055,931
2018-6RA, 1.21% (3 Month USD LIBOR + 1.02%, Rate Floor: 1.02%) due 07/17/284,6		32,075,509		32,059,093
THL Credit Lake Shore MM CLO I Ltd.
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 04/15/334,6		48,500,000		48,364,205
2021-1A, 1.96% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 04/15/334,6		6,250,000		6,227,359
Diamond CLO Ltd.
2021-1A, 1.38% (3 Month USD LIBOR + 1.20%, Rate Floor: 1.20%) due 04/25/294,6		43,370,631		43,397,880
2018-1A, 1.68% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 07/22/304,6		6,000,000		5,989,863
BXMT Ltd.
2020-FL2, 1.03% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/15/384,6		25,122,000		25,124,389
2020-FL2, 1.27% (1 Month USD LIBOR + 1.15%, Rate Floor: 1.15%) due 02/15/384,6		14,310,000		14,347,927
2020-FL3, 1.87% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/15/374,6		4,500,000		4,558,909
2020-FL3, 2.27% (1 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 03/15/374,6		2,000,000		2,029,363
2020-FL2, 1.52% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 02/15/384,6		2,000,000		2,008,083
Palmer Square Loan Funding Ltd.
2021-1A, 1.06% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 04/20/294,6		21,000,000		21,013,669
2018-4A, 1.06% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 11/15/264,6		10,299,136		10,300,474
due 07/20/294,6		5,000,000		5,000,000
2021-2A, 1.55% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 05/20/294,6		4,000,000		3,960,588

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Collateralized Loan Obligations - 19.3% (continued)
2018-4A, 1.61% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 11/15/264,6		3,500,000	$	3,500,284
2019-3A, 1.01% (3 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 08/20/274,6		3,369,234		3,369,470
Owl Rock CLO IV Ltd.
due 08/20/334,6		27,900,000		27,900,000
2020-4A, 2.78% (3 Month USD LIBOR + 2.62%, Rate Floor: 2.62%) due 05/20/294,6		14,250,000		14,250,000
CHCP Ltd.
2021-FL1, 1.17% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 02/15/384,6		34,750,000		34,950,858
LCM XXIV Ltd.
2021-24A, 1.17% (3 Month USD LIBOR + 0.98%, Rate Floor: 0.98%) due 03/20/304,6		31,250,000		31,208,769
ABPCI Direct Lending Fund CLO I LLC
2021-1A, 1.79% (3 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 04/20/324,6		15,250,000		15,229,463
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 07/20/334,6		12,250,000		12,212,992
2021-1A, 2.34% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 04/20/324,6		2,250,000		2,255,153
2021-1A, 2.09% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/20/324,6		300,000		300,984
Golub Capital Partners CLO 16 Ltd.
2021-16A, 1.70% (3 Month USD LIBOR + 1.61%, Rate Floor: 1.61%) due 07/25/334,6		27,650,000		27,650,000
Golub Capital Partners CLO Ltd.
2018-36A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 02/05/314,6		27,500,000		27,442,855
ABPCI DIRECT LENDING FUND CLO V Ltd.
2021-5A, 1.99% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/20/314,6		15,500,000		15,500,000
2021-5A, 1.59% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/20/314,6		11,500,000		11,500,000
Cerberus Loan Funding XXVI, LP
2021-1A, 1.57% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/314,6		23,000,000		23,000,000
2021-1A, 1.97% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/15/314,6		3,250,000		3,250,000
HERA Commercial Mortgage Ltd.
2021-FL1, 1.13% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 02/18/384,6		22,750,000		22,724,955
2021-FL1, 1.68% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 02/18/384,6		2,900,000		2,910,335
LoanCore Issuer Ltd.
2019-CRE2, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/364,6		8,550,000		8,566,235
2021-CRE4, 1.37% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 07/15/354,6		7,500,000		7,516,378
2018-CRE1, 1.20% (1 Month USD LIBOR + 1.13%, Rate Floor: 1.13%) due 05/15/284,6		4,619,577		4,621,772

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Collateralized Loan Obligations - 19.3% (continued)
2018-CRE1, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/284,6		3,500,000	$	3,500,842
Golub Capital Partners CLO 33M Ltd.
2021-33A, 1.98% (3 Month USD LIBOR + 1.86%, Rate Floor: 1.86%) due 08/25/334,6		23,000,000		23,000,000
Cerberus Loan Funding XXXI, LP
2021-1A, 1.69% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/324,6		13,500,000		13,482,291
2021-1A, 2.09% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/15/324,6		9,500,000		9,506,108
Madison Park Funding XLVIII Ltd.
2021-48A, 1.59% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/19/334,6		22,000,000		21,678,727
MidOcean Credit CLO VII
2020-7A, 1.22% (3 Month USD LIBOR + 1.04%, Rate Floor: 0.00%) due 07/15/294,6		20,500,000		20,506,929
Dryden 33 Senior Loan Fund
2020-33A, 1.18% (3 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 04/15/294,6		10,750,000		10,744,749
2020-33A, 1.58% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/15/294,6		8,250,000		8,204,457
Cerberus Loan Funding XXXII, LP
2021-2A, 1.82% (3 Month USD LIBOR + 1.62%, Rate Floor: 1.62%) due 04/22/334,6		14,250,000		14,267,372
2021-2A, 2.10% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/22/334,6		4,000,000		4,004,022
Cerberus Loan Funding XXX, LP
2020-3A, 2.03% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 01/15/334,6		18,000,000		18,080,680
Woodmont Trust
2020-7A, 2.08% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 01/15/324,6		16,250,000		16,355,981
ABPCI Direct Lending Fund IX LLC
2020-9A, 2.14% (3 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 11/18/314,6		15,000,000		15,012,058
Venture XIV CLO Ltd.
2020-14A, 1.17% (3 Month USD LIBOR + 1.03%, Rate Floor: 1.03%) due 08/28/294,6		15,000,000		15,002,244
AMMC CLO XI Ltd.
2020-11A, 1.83% due 04/30/314		14,300,000		14,278,258
Cerberus Loan Funding XXXIII, LP
due 07/23/334,6		13,500,000		13,500,000
Fortress Credit Opportunities XI CLO Ltd.
2018-11A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 04/15/314,6		13,450,000		13,334,186
Marathon CLO V Ltd.
2017-5A, 1.02% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 11/21/274,6		13,007,260		12,995,849
GPMT Ltd.
2019-FL2, 1.39% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/22/364,6		12,738,952		12,744,976
Parliament Funding II Ltd.
2020-1A, 2.64% (3 Month USD LIBOR + 2.45%, Rate Floor: 2.45%) due 08/12/304,6		12,500,000		12,535,842

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Collateralized Loan Obligations - 19.3% (continued)
ACRES Commercial Realty 2021-FL1 Ltd.
2021-FL1, 1.87% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 06/15/364,6		11,200,000	$	11,176,462
610 Funding CLO 3 Ltd.
2018-3A, 1.44% (3 Month USD LIBOR + 1.25%, Rate Floor: 0.00%) due 07/17/284,6		11,121,983		11,122,336
Neuberger Berman CLO XVI-S Ltd.
2021-16SA, 1.60% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/15/344,6		10,200,000		10,050,207
Allegro CLO IX Ltd.
2018-3A, 1.35% (3 Month USD LIBOR + 1.17%, Rate Floor: 1.17%) due 10/16/314,6		10,000,000		10,000,661
KREF Funding V LLC
1.86% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/25/26†††,6		10,000,000		9,939,100
0.15% due 06/25/26†††		27,272,727		2,727
Recette CLO Ltd.
2021-1A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 0.00%) due 04/20/344,6		10,000,000		9,859,611
Anchorage Credit Funding Ltd.
due 07/27/394,6		16,550,000		16,550,000
GoldenTree Loan Management US CLO 1 Ltd.
2021-9A, 1.62% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 01/20/334,6		7,000,000		6,956,991
2021-9A, 1.93% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 01/20/334,6		1,000,000		987,229
LoanCore 2021-CRE5 Issuer Ltd.
2021-CRE5, 2.07% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 07/15/364,6		7,900,000		7,922,280
BSPRT Issuer Ltd.
2021-FL6, 2.12% (1 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 03/15/364,6		5,000,000		5,020,465
2018-FL4, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 09/15/354,6		1,930,850		1,930,241
2018-FL3, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 03/15/284,6		783,094		783,698
KREF Ltd.
2018-FL1, 1.18% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 06/15/364,6		6,905,530		6,912,596
Halcyon Loan Advisors Funding Ltd.
2017-3A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 10/18/274,6		6,677,464		6,676,644
NewStar Fairfield Fund CLO Ltd.
2018-2A, 1.46% (3 Month USD LIBOR + 1.27%, Rate Floor: 1.27%) due 04/20/304,6		6,529,571		6,469,640
MF1 Multifamily Housing Mortgage Loan Trust
2021-FL6, 1.75% (1 Month USD LIBOR + 1.65%, Rate Floor: 1.65%) due 07/16/364,6		6,000,000		6,008,675
Neuberger Berman Loan Advisers CLO 40 Ltd.
2021-40A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/16/334,6		6,000,000		5,981,836

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Collateralized Loan Obligations - 19.3% (continued)
CIFC Funding Ltd.
2021-4A, 1.36% (3 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 04/20/344,6		5,000,000	$	5,010,203
Owl Rock CLO II Ltd.
2021-2A, 1.74% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 04/20/334,6		5,000,000		4,988,047
ACRES Commercial Realty Ltd.
2021-FL1, 2.07% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 06/15/364,6		4,800,000		4,805,054
Carlyle Global Market Strategies CLO Ltd.
2018-4A, 1.18% (3 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 01/15/314,6		4,681,009		4,667,173
PFP Ltd.
2021-7, 1.47% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/14/384,6		4,600,000		4,618,491
ACRE Commercial Mortgage Ltd.
2021-FL4, 1.18% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 12/18/374,6		4,500,000		4,510,575
VOYA CLO
2021-2A, 2.33% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 06/07/304,6		4,500,000		4,499,926
PFP 2021-7 Ltd.
2021-7, 2.48% (1 Month USD LIBOR + 2.40%, Rate Floor: 2.40%) due 04/14/384,6		4,105,000		4,101,302
Avery Point VI CLO Ltd.
2021-6A, 1.53% (3 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 08/05/274,6		4,000,000		3,995,924
Magnetite XXIX Ltd.
2021-29A, 1.50% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 01/15/344,6		4,000,000		3,995,756
Neuberger Berman Loan Advisers CLO 32 Ltd.
2021-32A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 01/20/324,6		4,000,000		3,986,886
Wind River CLO Ltd.
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/274,6		2,546,687		2,546,011
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/274,6		1,184,506		1,184,191
Owl Rock CLO VI Ltd.
2021-6A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/21/324,6		3,500,000		3,489,194
FS RIALTO
2021-FL2, 2.12% (1 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 04/16/284,6		3,250,000		3,253,025
AMMC CLO XIV Ltd.
2021-14A, 1.58% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 07/25/294,6		3,250,000		3,246,264
STWD Ltd.
2019-FL1, 2.07% (1 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 07/15/384,6		3,200,000		3,216,875
Fortress Credit Opportunities IX CLO Ltd.
2017-9A, 1.71% (3 Month USD LIBOR + 1.55%, Rate Floor: 0.00%) due 11/15/294,6		2,982,000		2,975,847
Newstar Commercial Loan Funding LLC
2017-1A, 2.63% (3 Month USD LIBOR + 2.50%, Rate Floor: 0.00%) due 03/20/274,6		2,631,523		2,632,525
Golub Capital Partners CLO 17 Ltd.
2017-17A, 1.83% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 10/25/304,6		2,500,000		2,495,917

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Collateralized Loan Obligations - 19.3% (continued)
Grand Avenue CRE Ltd.
2020-FL2, 2.57% (1 Month USD LIBOR + 2.45%, Rate Floor: 2.45%) due 03/15/354,6		2,360,387	$	2,390,269
Marathon CLO VII Ltd.
2017-7A, 1.83% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 10/28/254,6		2,361,690		2,361,034
TRTX Issuer Ltd.
2019-FL3, 1.27% (1 Month USD LIBOR + 1.15%, Rate Floor: 1.15%) due 10/15/344,6		2,243,000		2,247,608
Telos CLO Ltd.
2017-6A, 1.46% (3 Month USD LIBOR + 1.27%, Rate Floor: 0.00%) due 01/17/274,6		2,195,648		2,195,665
Mountain View CLO Ltd.
2018-1A, 0.98% (3 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 10/15/264,6		1,668,118		1,667,627
Newfleet CLO Ltd.
2018-1A, 1.14% (3 Month USD LIBOR + 0.95%, Rate Floor: 0.00%) due 04/20/284,6		1,644,641		1,643,448
TCP Waterman CLO Ltd.
2016-1A, 2.17% (3 Month USD LIBOR + 2.05%, Rate Floor: 0.00%) due 12/15/284,6		1,587,030		1,588,013
BDS Ltd.
2020-FL5, 1.92% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/16/374,6		1,400,000		1,411,421
First Eagle Clarendon Fund CLO LLC
2019-1A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 01/25/274,6		1,313,369		1,313,010
Northwoods Capital XII-B Ltd.
2018-12BA, 0.87% (3 Month USD LIBOR + 0.75%, Rate Floor: 0.75%) due 06/15/314,6		1,312,500		1,309,857
Dryden 37 Senior Loan Fund
2015-37A, due 01/15/314,7		1,500,000		1,265,765
KVK CLO Ltd.
2017-1A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 01/14/284,6		979,486		979,163
Oaktree CLO Ltd.
2017-1A, 1.06% (3 Month USD LIBOR + 0.87%) due 10/20/274,6		959,363		958,187
Treman Park CLO Ltd.
2015-1A, due 10/20/284,7		1,000,000		785,368
Avery Point V CLO Ltd.
2017-5A, 1.17% (3 Month USD LIBOR + 0.98%, Rate Floor: 0.00%) due 07/17/264,6		451,529		451,534
LCM XXII Ltd.
2018-22A, 0.79% (3 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 10/20/284,6		180,556		180,486
Copper River CLO Ltd.
2007-1A, due 01/20/217,8		500,000		14,685
OHA Credit Partners IX Ltd.
2013-9A, due 10/20/254,7		301,370		362
Total Collateralized Loan Obligations				1,085,367,894
Financial - 3.1%
Station Place Securitization Trust
2020-16, 1.09% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 12/22/21†††,4,6		30,000,000		30,000,000
2021-7, 0.89% (1 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 09/24/21†††,4,6		26,650,000		26,650,000
2021-3, 0.99% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/16/22†††,4,6		10,300,000		10,300,000
2021-SP1, 1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/17/22†††,4,6		3,000,000		3,000,000

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Financial - 3.1% (continued)
2021-WL1, 0.94% (1 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 01/26/54†††,4,6		1,650,000	$	1,650,000
2021-WL1, 1.14% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 01/26/54†††,4,6		1,250,000		1,250,000
Station Place Securitization Trust
2021-9, 0.68% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.00%) due 06/20/224,6		29,450,000		29,450,000
2021-WL2, 1.34% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 03/25/544,6		2,000,000		2,000,052
HV Eight LLC
2.75% (3 Month EURIBOR + 2.75%, Rate Floor: 2.75%) due 12/28/25†††,6	EUR	21,000,000		25,078,984
Strategic Partners Fund VIII LP
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 03/10/256		23,500,000		23,387,435
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/10/25†††,6		4,000,000		4,032,038
Madison Avenue Secured Funding Trust Series
2020-1, 1.72% (1 Month USD LIBOR + 1.63%, Rate Floor: 0.00%) due 12/13/21†††,4,6		8,000,000		8,000,000
Aesf Vi Verdi, LP
2.15% (3 Month EURIBOR + 2.15%, Rate Floor: 2.15%) due 11/25/24†††,6	EUR	4,359,438		5,161,517
Ceamer Finance LLC
3.69% due 03/22/31†††		4,500,000		4,410,180
Total Financial				174,370,206
Transport-Container - 2.1%
Triton Container Finance VIII LLC
2021-1A, 1.86% due 03/20/464		39,639,375		39,411,052
CLI Funding VI LLC
2020-3A, 2.07% due 10/18/454		17,369,167		17,512,622
2020-1A, 2.08% due 09/18/454		1,830,000		1,844,658
CLI Funding VIII LLC
2021-1A, 1.64% due 02/18/464		18,129,018		17,979,154
TIF Funding II LLC
2021-1A, 1.65% due 02/20/464		17,709,062		17,444,447
Textainer Marine Containers VII Ltd.
2021-1A, 1.68% due 02/20/464		10,998,667		10,885,047
2020-1A, 2.73% due 08/21/454		5,297,124		5,385,638
Textainer Marine Containers VIII Ltd.
2020-2A, 2.10% due 09/20/454		4,649,098		4,683,274
CAL Funding IV Ltd.
2020-1A, 2.22% due 09/25/454		3,510,938		3,544,279
Total Transport-Container				118,690,171
Net Lease - 1.6%
Oak Street Investment Grade Net Lease Fund Series
2020-1A, 1.85% due 11/20/504		40,335,460		40,937,031
Capital Automotive LLC
2017-1A, 3.87% due 04/15/474		15,457,351		15,496,191
STORE Master Funding I LLC
2015-1A, 4.17% due 04/20/454		10,370,083		10,853,626
STORE Master Funding LLC
2021-1A, 2.86% due 06/20/514		6,950,000		7,076,490
CF Hippolyta LLC
2021-1A, 1.98% due 03/15/614		6,100,000		6,154,667
CARS-DB4, LP
2020-1A, 3.19% due 02/15/504		3,993,333		4,112,444
2020-1A, 3.25% due 02/15/504		919,602		978,765
Capital Automotive REIT
2020-1A, 3.48% due 02/15/504		1,996,667		2,079,391
2014-1A, 3.66% due 10/15/444		915,089		916,181
Total Net Lease				88,604,786
Transport-Aircraft - 1.4%
AASET US Ltd.
2018-2A, 4.45% due 11/18/384		16,398,504		16,219,155

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 30.3% (continued)
Transport-Aircraft - 1.4% (continued)
Castlelake Aircraft Securitization Trust
2018-1, 4.13% due 06/15/434		8,131,684	$	8,102,524
2017-1, 3.97% due 07/15/42		2,910,352		2,908,186
Sapphire Aviation Finance I Ltd.
2018-1A, 4.25% due 03/15/404		10,495,312		10,278,812
KDAC Aviation Finance Ltd.
2017-1A, 4.21% due 12/15/424		9,375,556		9,039,825
MAPS Ltd.
2018-1A, 4.21% due 05/15/434		7,943,875		7,956,494
Castlelake Aircraft Structured Trust
2021-1A, 3.47% due 01/15/464		7,123,937		7,246,007
Sapphire Aviation Finance II Ltd.
2020-1A, 3.23% due 03/15/404		7,145,786		7,108,487
Falcon Aerospace Ltd.
2019-1, 3.60% due 09/15/394		2,738,838		2,715,343
2017-1, 4.58% due 02/15/424		1,312,125		1,305,841
AIM Aviation Finance Ltd.
2015-1A, 4.21% due 02/15/404		4,612,953		3,885,907
AASET Trust
2017-1A, 3.97% due 05/16/424		3,669,359		3,629,979
Raspro Trust
2005-1A, 1.11% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.93%) due 03/23/244,6		2,454,249		2,451,263
Total Transport-Aircraft				82,847,823
Infrastructure - 1.1%
VB-S1 Issuer LLC
2020-1A, 3.03% due 06/15/504		31,500,000		32,926,812
SBA Tower Trust
2.33% due 01/15/284		24,000,000		24,890,042
Secured Tenant Site Contract Revenue Notes Series
2018-1A, 3.97% due 06/15/484		7,088,811		7,230,535
Total Infrastructure				65,047,389
Whole Business - 1.0%
Applebee's Funding LLC / IHOP Funding LLC
2019-1A, 4.19% due 06/07/494		25,453,655		26,091,524
SERVPRO Master Issuer LLC
2019-1A, 3.88% due 10/25/494		6,156,250		6,480,438
2021-1A, 2.39% due 04/25/514		6,000,000		6,066,540
ServiceMaster Funding LLC
2020-1, 2.84% due 01/30/514		9,226,875		9,543,911
Arbys Funding LLC
2020-1A, 3.24% due 07/30/504		7,195,625		7,520,651
Total Whole Business				55,703,064
Collateralized Debt Obligations - 0.6%
Anchorage Credit Funding 4 Ltd.
2021-4A, 2.72% due 04/27/394		24,650,000		24,587,231
Anchorage Credit Funding 3 Ltd.
2021-3A, 2.87% due 01/28/394		9,750,000		9,725,328
Putnam Structured Product Funding Ltd.
2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/386,8		10,749		10,730
Total Collateralized Debt Obligations				34,323,289
Single Family Residence - 0.1%
FirstKey Homes Trust
due 08/17/28†††,4		4,000,000		3,999,926
Insurance - 0.0%
Chesterfield Financial Holdings LLC
2014-1A, 4.50% due 12/15/344		297,000		307,389
Total Asset-Backed Securities
(Cost $1,705,040,322)				1,709,261,937
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3%
Residential Mortgage Backed Securities - 12.3%
CSMC Trust
2021-RPL1, 1.67% (WAC) due 09/27/604,6		41,770,367		41,897,441
2020-RPL5, 3.02% (WAC) due 08/25/604,6		17,732,912		18,002,663
2021-RPL4, 1.80% (WAC) due 12/27/604,6		10,346,619		10,361,027
2018-RPL9, 3.85% (WAC) due 09/25/574,6		9,216,733		9,587,541
2020-NQM1, 1.41% due 05/25/654,9		6,085,397		6,123,811

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3% (continued)
Residential Mortgage Backed Securities - 12.3% (continued)
OSAT Trust
2021-RPL1, 2.12% due 05/25/654,9		56,000,000	$	56,025,200
NRZ Advance Receivables Trust
2020-T2, 1.48% due 09/15/534		28,950,000		28,985,111
2020-T3, 1.32% due 10/15/524		20,750,000		20,753,162
Legacy Mortgage Asset Trust
2021-GS3, 1.75% due 07/25/614,9		27,261,542		27,193,860
2021-GS2, 1.75% due 04/25/614,9		10,567,765		10,578,883
Ocwen Master Advance Receivables Trust
2020-T1, 1.28% due 08/15/524		33,150,000		33,506,992
Towd Point Mortgage Trust
2017-6, 2.75% (WAC) due 10/25/574,6		15,528,027		15,903,242
2018-2, 3.25% (WAC) due 03/25/584,6		8,114,752		8,408,084
2017-5, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.00%) due 02/25/574,6		6,500,697		6,501,017
2018-1, 3.00% (WAC) due 01/25/584,6		1,185,437		1,216,683
Verus Securitization Trust
2020-5, 1.58% due 05/25/654,9		12,044,169		12,075,074
2019-4, 2.64% due 11/25/594,9		7,105,819		7,224,609
2021-3, 1.44% (WAC) due 06/25/664,6		7,000,000		6,998,530
2020-1, 2.42% due 01/25/604,9		4,110,883		4,164,181
PRPM LLC
2021-5, 1.79% due 06/25/264,9		28,000,000		27,973,291
New Residential Advance Receivables Trust Advance Receivables Backed Notes
2020-T1, 1.43% due 08/15/534		15,750,000		15,755,703
2020-APT1, 1.03% due 12/16/524		10,900,000		10,901,978
Soundview Home Loan Trust
2006-OPT5, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/366		15,191,137		14,886,923
2005-OPT3, 0.80% (1 Month USD LIBOR + 0.71%, Rate Floor: 0.71%) due 11/25/356		3,531,181		3,533,671
2006-1, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 02/25/366		2,553,493		2,553,550
LSTAR Securities Investment Ltd.
2021-1, 1.89% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/01/266,8		12,138,767		12,167,257
2021-2, 1.79% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 03/02/266,8		7,697,301		7,694,038
BRAVO Residential Funding Trust
2021-HE2, 0.87% (30 Day Average U.S. Secured Overnight Financing Rate + 0.85%, Rate Floor: 0.00%) due 11/25/694,6		5,270,767		5,272,510
2019-NQM1, 2.67% (WAC) due 07/25/594,6		4,845,917		4,888,780
2021-HE1, 0.97% (30 Day Average U.S. Secured Overnight Financing Rate + 0.95%, Rate Floor: 0.00%) due 01/25/704,6		4,345,473		4,344,146
2021-HE1, 0.87% (30 Day Average U.S. Secured Overnight Financing Rate + 0.85%, Rate Floor: 0.00%) due 01/25/704,6		3,262,792		3,263,789
2019-NQM2, 2.75% (WAC) due 11/25/594,6		1,373,113		1,384,183
New Residential Mortgage Loan Trust
2018-2A, 3.50% (WAC) due 02/25/584,6		10,139,858		10,580,912
2018-1A, 4.00% (WAC) due 12/25/574,6		2,891,701		3,097,251
2019-6A, 3.50% (WAC) due 09/25/594,6		2,148,283		2,269,025
2017-5A, 1.59% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 06/25/574,6		1,002,196		1,015,044
FKRT
2020-C2A, 3.25% due 12/30/23†††,8		15,612,434		15,631,169

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3% (continued)
Residential Mortgage Backed Securities - 12.3% (continued)
Home Equity Loan Trust
2007-FRE1, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 04/25/376		15,531,945	$	14,655,325
Cascade Funding Mortgage Trust
2018-RM2, 4.00% (WAC) due 10/25/686,8		9,356,536		9,747,823
2019-RM3, 2.80% (WAC) due 06/25/696,8		2,933,168		2,994,497
Structured Asset Securities Corporation Mortgage Loan Trust
2008-BC4, 0.72% (1 Month USD LIBOR + 0.63%, Rate Floor: 0.63%) due 11/25/376		9,892,032		9,746,291
2006-BC4, 0.43% (1 Month USD LIBOR + 0.34%, Rate Floor: 0.34%) due 12/25/366		1,072,154		1,054,747
2007-BC1, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 02/25/376		149,890		147,214
NovaStar Mortgage Funding Trust Series
2007-2, 0.29% (1 Month USD LIBOR + 0.20%, Rate Cap/Floor: 11.00%/0.20%) due 09/25/376		10,592,849		10,398,019
Banc of America Funding Trust
2015-R2, 0.35% (1 Month USD LIBOR + 0.26%, Rate Floor: 0.26%) due 04/29/374,6		8,625,597		8,436,307
2015-R4, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 01/27/354,6		243,958		243,378
Alternative Loan Trust
2007-OA7, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 05/25/476		6,351,171		6,037,298
2007-OH3, 0.38% (1 Month USD LIBOR + 0.29%, Rate Cap/Floor: 10.00%/0.29%) due 09/25/476		2,657,703		2,532,220
Starwood Mortgage Residential Trust
2020-1, 2.28% (WAC) due 02/25/504,6		5,372,825		5,432,974
2019-1, 2.94% (WAC) due 06/25/494,6		3,038,100		3,054,676
CIT Mortgage Loan Trust
2007-1, 1.44% (1 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 10/25/374,6		6,865,047		6,932,123
2007-1, 1.54% (1 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 10/25/374,6		293,871		295,921
American Home Mortgage Investment Trust
2006-3, 0.45% (1 Month USD LIBOR + 0.36%, Rate Cap/Floor: 10.50%/0.36%) due 12/25/466		7,212,010		6,925,385
CFMT LLC
2021-HB5, 1.37% (WAC) due 02/25/314,6		6,950,000		6,921,486
Ameriquest Mortgage Securities Incorporated Asset-Backed Pass-Through Certificates Series
2005-R10, 0.74% (1 Month USD LIBOR + 0.65%, Rate Floor: 0.65%) due 01/25/366		6,585,536		6,573,939
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
2005-W2, 0.83% (1 Month USD LIBOR + 0.74%, Rate Floor: 0.74%) due 10/25/356		6,439,478		6,442,042
GS Mortgage-Backed Securities Trust
2020-NQM1, 1.38% (WAC) due 09/27/604,6		6,136,461		6,157,335
Bear Stearns Asset-Backed Securities I Trust
2006-HE9, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 11/25/366		6,034,274		5,919,964
Park Place Securities Incorporated Asset-Backed Pass-Through Certificates Series
2005-WHQ3, 1.04% (1 Month USD LIBOR + 0.95%, Rate Floor: 0.95%) due 06/25/356		5,519,229		5,550,608

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3% (continued)
Residential Mortgage Backed Securities - 12.3% (continued)
Morgan Stanley ABS Capital I Incorporated Trust
2007-HE3, 0.34% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 12/25/366		2,711,986	$	1,808,334
2007-HE3, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 12/25/366		1,942,867		1,282,570
2006-NC1, 0.66% (1 Month USD LIBOR + 0.57%, Rate Floor: 0.57%) due 12/25/356		1,065,652		1,065,846
2007-HE5, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 03/25/376		1,876,199		1,013,279
BRAVO Residential Funding Trust 2021-HE2
2021-HE2, 1.07% (30 Day Average U.S. Secured Overnight Financing Rate + 1.05%, Rate Floor: 0.00%) due 11/25/694,6		4,840,006		4,841,603
Securitized Asset-Backed Receivables LLC Trust 2007-HE1
2007-HE1, 0.20% (1 Month USD LIBOR + 0.11%, Rate Floor: 0.11%) due 12/25/366		13,957,242		4,679,375
HarborView Mortgage Loan Trust
2006-14, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 01/25/476		2,652,331		2,491,409
2006-12, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 01/19/386		2,273,321		2,179,632
Morgan Stanley Home Equity Loan Trust
2006-2, 0.65% (1 Month USD LIBOR + 0.56%, Rate Floor: 0.56%) due 02/25/366		4,536,024		4,501,510
First NLC Trust
2005-4, 0.87% (1 Month USD LIBOR + 0.78%, Rate Cap/Floor: 14.00%/0.78%) due 02/25/366		4,223,042		4,174,652
Homeward Opportunities Fund I Trust
2019-2, 2.70% (WAC) due 09/25/594,6		2,101,080		2,107,787
2019-3, 2.68% (WAC) due 11/25/594,6		1,967,417		1,984,664
Countrywide Asset-Backed Certificates
2006-6, 0.43% (1 Month USD LIBOR + 0.34%, Rate Floor: 0.34%) due 09/25/366		3,051,747		3,036,022
2006-5, 0.67% (1 Month USD LIBOR + 0.58%, Rate Floor: 0.58%) due 08/25/366		767,116		761,379
SPS Servicer Advance Receivables Trust
2020-T2, 1.83% due 11/15/554		3,750,000		3,778,323
IXIS Real Estate Capital Trust
2006-HE1, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 03/25/366		5,551,332		3,629,773
Residential Mortgage Loan Trust
2020-1, 2.38% (WAC) due 02/25/244,6		3,560,634		3,611,659
Ellington Financial Mortgage Trust 2021-2
2021-2, 1.29% (WAC) due 06/25/664,6		3,442,331		3,434,248
Structured Asset Investment Loan Trust
2006-3, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 06/25/366		3,125,749		3,071,023
2005-2, 0.83% (1 Month USD LIBOR + 0.74%, Rate Floor: 0.74%) due 03/25/356		285,976		285,186
2005-1, 0.81% (1 Month USD LIBOR + 0.72%, Rate Floor: 0.72%) due 02/25/354,6		67,704		67,768
Citigroup Mortgage Loan Trust
2019-IMC1, 2.72% (WAC) due 07/25/494,6		1,988,236		2,008,881
2007-WFH2, 0.49% (1 Month USD LIBOR + 0.40%, Rate Floor: 0.40%) due 03/25/376		1,396,534		1,392,085

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3% (continued)
Residential Mortgage Backed Securities - 12.3% (continued)
Nationstar Home Equity Loan Trust
2007-B, 0.31% (1 Month USD LIBOR + 0.22%, Rate Floor: 0.22%) due 04/25/376		3,391,334	$	3,361,599
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
2006-HE1, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 01/25/366		3,350,000		3,294,557
Ellington Financial Mortgage Trust
2020-2, 1.64% (WAC) due 10/25/654,6		3,095,869		3,092,347
Finance of America HECM Buyout
2021-HB1, 1.59% (WAC) due 02/25/314,6		2,850,000		2,840,447
FBR Securitization Trust
2005-2, 0.84% (1 Month USD LIBOR + 0.75%, Rate Cap/Floor: 14.00%/0.75%) due 09/25/356		2,750,812		2,748,914
Nationstar HECM Loan Trust
2019-2A, 2.27% (WAC) due 11/25/294,6		2,718,751		2,723,788
MFRA Trust
2021-INV1, 1.26% (WAC) due 01/25/564,6		2,554,089		2,543,015
Credit-Based Asset Servicing and Securitization LLC
2006-CB2, 0.47% (1 Month USD LIBOR + 0.38%, Rate Floor: 0.38%) due 12/25/366		2,459,850		2,402,557
GSAA Home Equity Trust
2006-3, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 03/25/366		2,865,008		1,921,049
CSMC Series
2015-12R, 0.61% (WAC) due 11/30/374,6		1,694,532		1,692,651
2014-2R, 0.29% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 02/27/464,6		130,187		128,201
ACE Securities Corporation Home Equity Loan Trust Series
2005-HE2, 1.11% (1 Month USD LIBOR + 1.02%, Rate Floor: 1.02%) due 04/25/356		1,797,725		1,800,522
JP Morgan Mortgage Acquisition Trust
2006-HE2, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/366		1,704,157		1,696,502
Deephaven Residential Mortgage Trust
2019-3A, 2.96% (WAC) due 07/25/594,6		1,404,063		1,408,220
Morgan Stanley Capital I Incorporated Trust
2006-HE1, 0.67% (1 Month USD LIBOR + 0.58%, Rate Floor: 0.58%) due 01/25/366		1,122,283		1,104,556
Long Beach Mortgage Loan Trust
2006-8, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 09/25/366		2,600,382		1,032,839
First Franklin Mortgage Loan Trust
2004-FF10, 1.37% (1 Month USD LIBOR + 1.28%, Rate Floor: 1.28%) due 07/25/346		758,353		760,654
Nomura Resecuritization Trust
2015-4R, 1.15% (1 Month USD LIBOR + 0.43%, Rate Floor: 0.43%) due 03/26/364,6		753,074		749,573
GE-WMC Asset-Backed Pass-Through Certificates Series
2005-2, 0.59% (1 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 12/25/356		285,318		285,236
UCFC Manufactured Housing Contract
1997-2, 7.38% due 10/15/28		174,387		177,464
Morgan Stanley Re-REMIC Trust
2010-R5, 1.20% due 06/26/364		69,798		64,277

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3% (continued)
Residential Mortgage Backed Securities - 12.3% (continued)
Encore Credit Receivables Trust
2005-4, 0.75% (1 Month USD LIBOR + 0.66%, Rate Floor: 0.66%) due 01/25/366		6,713	$	6,709
GSAMP Trust
2005-HE6, 0.75% (1 Month USD LIBOR + 0.66%, Rate Floor: 0.66%) due 11/25/356		2,271		2,271
Total Residential Mortgage Backed Securities				691,964,859
Government Agency - 9.1%
Uniform MBS 30 Year
due 08/12/226		44,255,000		457,140,431
Freddie Mac Multifamily Structured Pass-Through Certificates
2018-K074, 3.60% due 02/25/28		14,000,000		15,869,112
2021-KJ33, 1.57% due 07/25/32		9,100,000		9,287,013
2018-K078, 3.92% due 06/25/28		3,350,000		3,899,764
2013-K035, 0.47% (WAC) due 08/25/236,10		100,454,797		652,424
Fannie Mae
3.59% due 02/01/29		10,200,000		11,317,380
3.21% due 08/01/27		2,096,568		2,318,038
Freddie Mac Seasoned Credit Risk Transfer Trust
2020-3, 2.00% due 05/25/60		4,393,389		4,448,422
2020-2, 2.00% due 11/25/59		2,554,340		2,596,792
Fannie Mae-Aces
2020-M23, 1.74% due 03/25/35		3,840,000		3,786,320
2020-M23, 1.59% (WAC) due 03/25/356,10		8,691,604		1,124,853
Total Government Agency				512,440,549
Commercial Mortgage Backed Securities - 0.9%
Life Mortgage Trust
2021-BMR, 1.47% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 03/15/384,6		7,000,000		7,026,687
Wells Fargo Commercial Mortgage Trust
2017-C38, 1.16% (WAC) due 07/15/506,10		24,617,366		1,157,971
2016-C37, 1.07% (WAC) due 12/15/496,10		35,727,840		1,019,898
2017-C42, 1.02% (WAC) due 12/15/506,10		14,733,230		702,467
2015-LC22, 0.93% (WAC) due 09/15/586,10		20,333,774		556,861
2017-RB1, 1.40% (WAC) due 03/15/506,10		9,654,632		556,509
2016-NXS5, 1.60% (WAC) due 01/15/596,10		5,323,837		282,440
Extended Stay America Trust
due 07/15/384,6		4,000,000		3,998,056
KKR Industrial Portfolio Trust
2021-KDIP, 1.07% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 12/15/374,6		3,550,000		3,548,931
JPMDB Commercial Mortgage Securities Trust
2016-C4, 0.88% (WAC) due 12/15/496,10		37,927,960		1,325,996
2018-C8, 0.79% (WAC) due 06/15/516,10		42,199,791		1,313,228
2016-C2, 1.71% (WAC) due 06/15/496,10		7,169,689		390,866
2017-C5, 1.09% (WAC) due 03/15/506,10		3,384,352		145,110
COMM Mortgage Trust
2015-CR24, 0.90% (WAC) due 08/10/486,10		61,599,047		1,641,048
2018-COR3, 0.58% (WAC) due 05/10/516,10		35,415,253		983,064

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 22.3% (continued)
Commercial Mortgage Backed Securities - 0.9% (continued)
JP Morgan Chase Commercial Mortgage Securities Trust
2016-JP2, 1.95% (WAC) due 08/15/496,10		35,503,418	$	2,577,878
Banc of America Commercial Mortgage Trust
2017-BNK3, 1.25% (WAC) due 02/15/506,10		32,717,877		1,509,865
2016-UB10, 2.02% (WAC) due 07/15/496,10		14,861,503		1,044,608
BENCHMARK Mortgage Trust
2018-B2, 0.56% (WAC) due 02/15/516,10		122,315,291		2,456,544
DBJPM Mortgage Trust
2017-C6, 1.11% (WAC) due 06/10/506,10		58,157,718		2,419,832
GB Trust
2020-FLIX, 1.67% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 08/15/374,6		2,000,000		2,005,605
UBS Commercial Mortgage Trust
2017-C2, 1.21% (WAC) due 08/15/506,10		28,611,842		1,402,696
2017-C5, 1.14% (WAC) due 11/15/506,10		13,698,472		602,004
Morgan Stanley Bank of America Merrill Lynch Trust
2017-C34, 0.92% (WAC) due 11/15/526,10		23,997,934		950,390
2015-C27, 1.03% (WAC) due 12/15/476,10		31,084,124		927,566
CSAIL Commercial Mortgage Trust
2019-C15, 1.21% (WAC) due 03/15/526,10		19,881,716		1,229,857
2016-C6, 2.06% (WAC) due 01/15/496,10		6,346,023		469,710
BBCMS Mortgage Trust
2018-C2, 0.93% (WAC) due 12/15/516,10		29,751,641		1,429,944
BAMLL Commercial Mortgage Securities Trust
2012-PARK, 2.96% due 12/10/304		1,300,000		1,341,153
CD Mortgage Trust
2017-CD6, 1.06% (WAC) due 11/13/506,10		14,084,084		535,591
2016-CD1, 1.53% (WAC) due 08/10/496,10		6,230,077		355,781
CD Commercial Mortgage Trust
2017-CD4, 1.44% (WAC) due 05/10/506,10		16,741,178		869,942
CGMS Commercial Mortgage Trust
2017-B1, 0.96% (WAC) due 08/15/506,10		21,889,215		835,763
Citigroup Commercial Mortgage Trust
2016-C2, 1.89% (WAC) due 08/10/496,10		6,524,873		453,452
2016-GC37, 1.85% (WAC) due 04/10/496,10		3,249,817		214,535
GS Mortgage Securities Trust
2017-GS6, 1.18% (WAC) due 05/10/506,10		11,423,196		608,567
BANK
2017-BNK6, 0.95% (WAC) due 07/15/606,10		14,895,885		547,762
JPMBB Commercial Mortgage Securities Trust
2013-C17, 0.89% (WAC) due 01/15/476,10		21,869,337		331,972
Total Commercial Mortgage Backed Securities				49,770,149
Total Collateralized Mortgage Obligations
(Cost $1,245,885,206)				1,254,175,557
SENIOR FLOATING RATE INTERESTS††,6 - 6.6%
Industrial - 1.4%
Berry Global, Inc.
1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 07/01/26		21,625,214		21,447,239
Mileage Plus Holdings LLC
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27		9,455,500		10,090,531
Filtration Group Corp.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/31/25		5,118,733		5,072,869
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/31/25	EUR	2,375,051		2,795,066
Wrench Group LLC
4.15% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 04/30/26		6,184,224		6,168,764

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,6 - 6.6% (continued)
Industrial - 1.4% (continued)
TransDigm, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 08/22/24		4,033,303	$	3,980,184
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 12/09/25		1,224,060		1,205,038
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/30/25		638,251		628,792
SkyMiles IP Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/20/27		5,500,000		5,806,295
Reynolds Group Holdings, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 02/06/23		4,409,108		4,398,086
Harsco Corporation
2.75% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.75%) due 03/10/28		4,000,000		3,971,680
Charter Nex US Holdings, Inc.
due 12/01/27		3,450,000		3,454,313
Ravago Holdings America, Inc.
2.65% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 03/04/28		1,995,000		1,981,294
Tank Holdings Corp.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 03/26/26		1,970,000		1,953,196
TAMKO Building Products, Inc.
3.12% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/29/26		1,790,886		1,785,299
Berlin Packaging LLC
3.10% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/07/25		1,334,733		1,321,799
3.15% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/07/25		98,987		98,028
Park River Holdings, Inc.
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 12/28/27		1,000,000		993,910
Pike Corp.
3.11% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 12/21/27		958,904		956,373
Cushman & Wakefield US Borrower LLC
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 08/21/25		896,480		887,676
Reece Ltd.
2.15% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 01/04/27†††		727,986		725,256
Recorded Books, Inc.
due 08/29/25†††		700,000		699,125
Pro Mach Group, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 03/07/25		545,269		537,090
VC GB Holdings, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/28/24†††		168,986		168,774
BWAY Holding Co.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/03/24		49,357		48,131

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,6 - 6.6% (continued)
Industrial - 1.4% (continued)
JetBlue Airways Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/17/24		2,785	$	2,840
Total Industrial				81,177,648
Consumer, Non-cyclical - 1.1%
Option Care Health, Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26		12,387,121		12,384,520
California Cryobank
due 08/06/25		9,974,359		9,936,955
Icon Luxembourg SARL
due 06/16/28		5,800,000		5,808,178
Spectrum Brands, Inc.
2.50% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.50%) due 03/03/28		4,987,500		4,962,562
Women's Care Holdings, Inc.
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 01/15/28		4,730,000		4,727,067
Valeo F1 Company Ltd.
5.50% (3 Month GBP LIBOR + 5.50%, Rate Floor: 5.50%) due 08/27/27	GBP	3,200,000		4,417,347
Sigma Holding BV (Flora Food)
3.50% (1 Month EURIBOR + 3.50% and 6 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/02/25	EUR	3,700,000		4,272,030
Bombardier Recreational Products, Inc.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 05/24/27		3,191,417		3,151,939
Diamond (BC) BV
3.19% (3 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 09/06/24		2,647,865		2,631,872
Hearthside Group Holdings LLC
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/23/25		2,089,286		2,082,328
PAREXEL International Corp.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 09/27/24		1,040,581		1,034,244
Aramark Services, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/11/25		700,000		691,831
Catalent Pharma Solutions, Inc.
2.50% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.50%) due 02/22/28		598,500		598,877
Kronos Acquisition Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 12/22/26		498,750		494,800
EyeCare Partners LLC
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/18/27		497,500		492,714
Froneri US, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 01/29/27		445,500		438,483
Pearl Intermediate Parent LLC
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 02/14/25		397,944		392,249
Outcomes Group Holdings, Inc.
3.40% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 10/24/25		389,714		383,869
US Foods, Inc.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/27/23		358,889		355,150

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,6 - 6.6% (continued)
Consumer, Non-cyclical - 1.1% (continued)
Utz Quality Foods LLC
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 01/20/28		299,250	$	298,768
Valeant Pharmaceuticals International, Inc.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/02/25		300,000		298,614
Total Consumer, Non-cyclical				59,854,397
Communications - 1.0%
Internet Brands, Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/13/24		13,501,977		13,430,687
WMG Acquisition Corp.
2.23% due 01/20/28†††		10,000,000		9,956,250
Playtika Holding Corp.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 03/13/28		9,975,000		9,924,028
Recorded Books, Inc.
4.08% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/29/25		8,305,342		8,308,830
ProQuest, LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 10/23/26		7,163,589		7,155,351
UPC Broadband Holding BV
3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 01/31/29		5,000,000		4,965,000
Zayo Group Holdings, Inc.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/09/27		1,500,000		1,483,245
Authentic Brands
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 09/27/24		1,432,369		1,430,579
Altice US Finance I Corp.
2.32% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 01/15/26		464,313		457,180
Ziggo Financing Partnership
2.57% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 04/28/28		400,000		395,556
Virgin Media Bristol LLC
2.57% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 01/31/28		200,000		198,112
Total Communications				57,704,818
Technology - 0.9%
Project Boost Purchaser LLC
due 06/01/26		13,250,000		13,225,223
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26		825,494		819,649
Conair Holdings LLC
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 05/17/28		10,000,000		10,020,000
Peraton Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/01/28		6,832,875		6,847,087
Boxer Parent Co., Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 10/02/25		6,090,602		6,052,535
Polaris Newco LLC
4.50% (6 Month USD LIBOR + 4.00%, Rate Floor: 4.50%) due 06/02/28		6,000,000		6,014,280
Sabre GLBL, Inc.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 02/22/24		3,034,278		2,984,971
Ascend Learning LLC
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 07/12/24		1,935,375		1,935,375

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,6 - 6.6% (continued)
Technology - 0.9% (continued)
MACOM Technology Solutions Holdings, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/17/24		1,549,149	$	1,540,752
Dun & Bradstreet
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/06/26		730,283		726,515
Emerald TopCo, Inc. (Press Ganey)
3.69% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/24/26		508,291		505,114
TIBCO Software, Inc.
3.86% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 06/30/26		349,118		347,897
Total Technology				51,019,398
Financial - 0.8%
Citadel Securities, LP
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 02/02/28		11,471,250		11,344,607
AlixPartners, LLP
3.25% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.25%) due 02/04/28		9,975,000		9,929,315
Delos Finance SARL (International Lease Finance)
1.90% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/06/23		6,076,000		6,068,405
Nexus Buyer LLC
3.84% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/09/26		5,400,000		5,384,556
USI, Inc.
3.15% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/16/24		4,819,257		4,771,836
HUB International Ltd.
2.93% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 04/25/25		3,532,607		3,491,593
Jane Street Group LLC
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 01/26/28		3,358,125		3,340,126
Focus Financial Partners LLC
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 07/03/24		1,193,846		1,181,215
Total Financial				45,511,653
Consumer, Cyclical - 0.7%
BGIS (BIFM CA Buyer, Inc.)
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26		10,959,927		10,898,332
Verisure Holding AB
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/27/28	EUR	7,970,000		9,421,618
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/20/26	EUR	1,030,000		1,217,954
Truck Hero, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 01/31/28		4,987,500		4,985,006
Packers Holdings LLC
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/09/28		3,990,000		3,965,900
New Trojan Parent, Inc.
3.75% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 01/06/28		2,750,000		2,735,095
GVC Holdings PLC
3.00% (6 Month USD LIBOR + 2.00%, Rate Floor: 3.00%) due 03/29/24		1,274,589		1,267,425
Intrawest Resorts Holdings, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 07/31/24		1,138,459		1,123,215
Murphy Oil USA, Inc.
2.25% (3 Month USD LIBOR + 1.75%, Rate Floor: 2.25%) due 01/31/28		700,000		700,441

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,6 - 6.6% (continued)
Consumer, Cyclical - 0.7% (continued)
Samsonite IP Holdings SARL
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 04/25/25		298,180	$	293,442
Cast & Crew Payroll LLC
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/09/26		128,434		127,631
CHG Healthcare Services, Inc.
4.00% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/07/23		100,000		99,875
Total Consumer, Cyclical				36,835,934
Basic Materials - 0.6%
Trinseo Materials Operating S.C.A.
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 05/03/28		11,100,000		11,009,868
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 09/06/24		497,429		491,744
INEOS Ltd.
2.75% (1 Month EURIBOR + 2.75%, Rate Floor: 2.75%) due 01/29/26	EUR	8,100,000		9,524,466
Invictus MD Strategies Corp.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25		6,430,388		6,417,527
W.R. Grace & Co.-Conn
2.15% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 06/01/28†††		3,500,000		3,482,500
GrafTech Finance, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/12/25		1,278,488		1,277,849
Total Basic Materials				32,203,954
Energy - 0.1%
ITT Holdings LLC
due 06/21/28		4,500,000		4,488,750
DT Midstream, Inc.
2.50% (3 Month USD LIBOR + 2.00% and 6 Month USD LIBOR + 2.00%, Rate Floor: 2.50%) due 06/12/28		2,000,000		2,001,780
Venture Global Calcasieu Pass LLC
2.46% (1 Month USD LIBOR + 2.38%, Rate Floor: 2.38%) due 08/19/26†††		1,383,490		1,293,563
Moda Midstream LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 09/29/25		742,386		742,014
Total Energy				8,526,107
Total Senior Floating Rate Interests
(Cost $373,194,788)				372,833,909
FOREIGN GOVERNMENT DEBT†† - 4.3%
State of Israel
5.50% due 01/31/22	ILS	237,650,000		75,213,122
0.75% due 07/31/22	ILS	239,770,000		74,203,638
Czech Republic
0.10% due 04/17/22	CZK	1,094,000,000		50,619,795
Kingdom of Spain
(0.51)% due 07/09/2112	EUR	36,475,000		43,273,434
Total Foreign Government Debt
(Cost $243,747,460)				243,309,989
U.S. TREASURY BILLS†† - 0.1%
U.S. Treasury Bills
0.01% due 08/26/2111,12		5,500,000		5,499,636
Total U.S. Treasury Bills
(Cost $5,499,914)				5,499,636
MUNICIPAL BONDS†† - 0.1%
California - 0.1%
California Public Finance Authority Revenue Bonds
1.55% due 10/15/26		3,145,000		3,176,605
Total Municipal Bonds
(Cost $3,145,000)				3,176,605
COMMERCIAL PAPER†† - 1.7%
Societe Generale S.A.
0.06% due 07/06/214,12		40,000,000		39,999,667
Consolidated Edison Company of New York, Inc.
0.11% due 07/06/214,12		35,000,000		34,999,465
Anheuser-Busch InBev Worldwide, Inc.
0.06% due 07/09/2112		20,000,000		19,999,689
Total Commercial Paper
(Cost $94,998,821)				94,998,821

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value		Value
OTC OPTIONS PURCHASED†† - 0.1%
Call options on:
Goldman Sachs International 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40	$	509,700,000	$	2,538,306
Goldman Sachs International 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61		177,800,000		606,298
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40		30,000,000		149,400
Total OTC Options Purchased
(Cost $1,483,829)			$	3,294,004
Total Investments - 109.9%
(Cost $6,124,072,502)			$	6,187,892,072
		Face Amount
Collateralized Mortgage Obligations Sold Short†† - (8.3)%
Government Agency - (8.3)%
Uniform MBS 30 Year
3.50% due 08/12/22		442,550,000		(466,207,395	)
Total Collateralized Mortgage Obligations Sold Short
(Proceeds $466,638,883)				(466,207,395	)
Other Assets & Liabilities, net - (1.6)%				(90,846,959	)
Total Net Assets - 100.0%			$	5,630,837,718

Centrally Cleared Interest Rate Swap Agreements††
Counterparty	Exchange		Floating Rate Type	Floating Rate Index	Fixed Rate			Payment Frequency	Maturity Date	Notional Amount		Value			Upfront Premiums Paid		Unrealized Appreciation (Depreciation)**
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.37	%	Annually	12/04/21	$	177,800,000	$	1,001,136		$	159	$	1,000,977
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.31	%	Annually	11/25/21		98,600,000		498,131			109		498,022
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.62	%	Annually	03/04/22		110,305,000		395,634			–		395,634
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.40	%	Annually	12/13/21		54,950,000		331,007			99		330,908
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.36	%	Annually	12/09/21		46,500,000		266,105			91		266,014
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.37	%	Annually	09/30/21		43,200,000		140,773			51		140,722
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.46	%	Annually	09/17/21		29,600,000		88,661			12		88,649
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.23	%	Annually	08/22/21		44,400,000		75,373			29		75,344
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		1.65	%	Quarterly	03/17/31		140,000,000		(3,422,999	)		1,378		(3,424,377	)
												$	(626,179	)	$	1,928	$	(628,107	)

Total Return Swap Agreements
Counterparty	Index	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Units		Notional Amount		Value and Unrealized Depreciation
OTC Fixed Income Index Swap Agreements Sold Short††
JPMorgan Chase Bank, N.A.	iShares Core U.S. Aggregate Bond ETF	(0.35)% (3 Month USD LIBOR + 0.17%)	At Maturity	07/19/21		650,000	$	74,964,500	$	(318,500	)
BNP Paribas	iShares Core U.S. Aggregate Bond ETF	(0.35)% (3 Month USD LIBOR + 0.17%)	At Maturity	07/21/21		876,500		101,086,745		(771,320	)
							$	176,051,245	$	(1,089,820	)

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Forward Foreign Currency Exchange Contracts††
Counterparty	Contracts to Sell		Currency		Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation (Depreciation)
Citibank, N.A.		121,120,000		BRL	07/01/21	$	28,823,148	$	24,360,908	$	4,462,240
Goldman Sachs International		40,300,000		BRL	07/01/21		9,441,255		8,105,553		1,335,702
Goldman Sachs International		36,475,000		EUR	07/09/21		44,534,516		43,274,537		1,259,979
Goldman Sachs International		45,347,000		EUR	07/16/21		55,019,062		53,808,439		1,210,623
Citibank, N.A.		912,456,000		JPY	07/01/21		8,984,580		8,214,182		770,398
Barclays Bank plc		843,421,500		JPY	07/01/21		8,292,415		7,592,715		699,700
JPMorgan Chase Bank, N.A.		18,300,000		BRL	07/01/21		4,347,309		3,680,685		666,624
UBS AG		866,000,000		MXN	07/15/21		43,660,087		43,373,173		286,914
Goldman Sachs International		147,370,024		ILS	08/01/22		45,686,215		45,603,034		83,181
UBS AG		94,203,167		ILS	08/01/22		29,213,999		29,150,774		63,225
Citibank, N.A.		4,460,000		EUR	09/30/21		5,331,577		5,300,815		30,762
Goldman Sachs International		1,094,026		ILS	07/30/21		336,794		336,043		751
UBS AG		699,333		ILS	07/30/21		215,347		214,808		539
Morgan Stanley Capital Services LLC		164,100		CZK	07/12/21		7,865		7,637		228
Barclays Bank plc		250,720,750		ILS	01/31/22		77,269,647		77,282,032		(12,385	)
Bank of America, N.A.		13,124,200		ILS	01/31/22		3,890,958		4,045,397		(154,439	)
Goldman Sachs International		11,989,250		EUR	07/30/21		13,927,012		14,230,600		(303,588	)
Goldman Sachs International		42,231,650		ILS	01/31/22		12,500,228		13,017,462		(517,234	)
JPMorgan Chase Bank, N.A.		21,006,375		EUR	07/30/21		24,244,928		24,933,447		(688,519	)
Barclays Bank plc		1,095,094,000		CZK	04/19/22		49,547,797		50,797,989		(1,250,192	)
										$	7,944,509

Counterparty	Contracts to Buy	Currency	Settlement Date		Settlement Value		Value at June 30, 2021		Unrealized Appreciation (Depreciation)
Barclays Bank plc	32,995,625	EUR	07/30/21	$	35,907,159	$	39,164,047	$	3,256,888
JPMorgan Chase Bank, N.A.	866,000,000	MXN	07/15/21		41,637,018		43,373,173		1,736,155
Goldman Sachs International	55,355,850	ILS	01/31/22		15,359,559		17,062,858		1,703,299
Citibank, N.A.	119,515,000	BRL	07/01/21		22,919,923		24,038,094		1,118,171
JPMorgan Chase Bank, N.A.	60,205,000	BRL	07/01/21		11,667,636		12,109,053		441,417
JPMorgan Chase Bank, N.A.	1,755,877,500	JPY	07/01/21		16,249,098		15,806,897		(442,201	)
								$	7,813,729

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.
2	Affiliated issuer.
3	Rate indicated is the 7-day yield as of June 30, 2021.
4	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $3,133,166,241 (cost $3,119,234,931), or 55.6% of total net assets.
5	Perpetual maturity.
6	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
7	Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

8	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $48,260,199 (cost $47,748,562), or 0.9% of total net assets — See Note 6.
9	Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at June 30, 2021. See table below for additional step information for each security.
10	Security is an interest-only strip.
11	All or a portion of this security is pledged as equity index swap collateral at June 30, 2021.
12	Rate indicated is the effective yield at the time of purchase.
13	Special Purpose Acquisition Company (SPAC)

BofA — Bank of America

BRL — Brazilian Real

CME — Chicago Mercantile Exchange

CMS — Constant Maturity Swap

CZK — Czech Koruna

EUR — Euro

EURIBOR — European Interbank Offered Rate

GBP — British Pound

ILS — Israeli New Shekel

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

MXN — Mexican Peso

plc — Public Limited Company

REMIC — Real Estate Mortgage Investment Conduit

REIT — Real Estate Investment Trust

SARL — Société à Responsabilité Limitée

WAC — Weighted Average Coupon

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):
Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	16,562,392	$	—	$	—	$	16,562,392
Preferred Stocks		—		5,157,736		—		5,157,736
Warrants		388,259		—		—		388,259
Exchange-Traded Funds		176,051,245		—		—		176,051,245
Mutual Funds		88,937,809		—		—		88,937,809
Money Market Fund		237,699,444		—		—		237,699,444
Corporate Bonds		—		1,946,636,378		29,908,351		1,976,544,729
Asset-Backed Securities		—		1,575,787,465		133,474,472		1,709,261,937
Collateralized Mortgage Obligations		—		1,238,544,388		15,631,169		1,254,175,557
Senior Floating Rate Interests		—		356,508,441		16,325,468		372,833,909
Foreign Government Debt		—		243,309,989		—		243,309,989
U.S. Treasury Bills		—		5,499,636		—		5,499,636
Municipal Bonds		—		3,176,605		—		3,176,605
Commercial Paper		—		94,998,821		—		94,998,821
Options Purchased		—		3,294,004		—		3,294,004
Interest Rate Swap Agreements**		—		2,796,270		—		2,796,270
Forward Foreign Currency Exchange Contracts**		—		19,126,796		—		19,126,796
Total Assets	$	519,639,149	$	5,494,836,529	$	195,339,460	$	6,209,815,138

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Collateralized Mortgage Obligations Sold Short	$	—	$	466,207,395	$	—	$	466,207,395
Interest Rate Swap Agreements**		—		3,424,377		—		3,424,377
Forward Foreign Currency Exchange Contracts**		—		3,368,558		—		3,368,558
Fixed Income Index Swap Agreements**		—		1,089,820		—		1,089,820
Unfunded Loan Commitments (Note 5)		—		—		45,521		45,521
Total Liabilities	$	—	$	474,090,150	$	45,521	$	474,135,671

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

** This derivative is reported as unrealized appreciation/depreciation at period end.

The following is a summary of significant unobservable inputs used in the fair valuation of assets and liabilities categorized within Level 3 of the fair value hierarchy:

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range			Weighted Average*
Assets:
Asset-Backed Securities	$	95,202,007	Option Adjusted Spread off the prior month end broker quote	Broker Quote		—			—
Asset-Backed Securities		34,272,539	Yield Analysis	Yield		2.3% -2.6%			2.4	%
Asset-Backed Securities		3,999,926	Model Price	Purchase Price		—			—
Collateralized Mortgage Obligations		15,631,169	Model Price	Purchase Price		—			—
Corporate Bonds		17,425,726	Option Adjusted Spread off the prior month end broker quote	Broker Quote		—			—
Corporate Bonds		12,482,625	Yield Analysis	Yield		2.9	%		—
Senior Floating Rate Interests		9,956,250	Third Party Pricing	Vendor Price		—			—
Senior Floating Rate Interests		5,670,093	Third Party Pricing	Broker Quote		—			—
Senior Floating Rate Interests		699,125	Third Party Pricing	Trade Price		—			—
Total Assets	$	195,339,460
Liabilities:
Unfunded Loan Commitments	$	45,521	Model Price	Purchase Price		—			—

Significant changes in a quote, yield, market comparable yields, liquidation value or valuation multiple would generally result in significant changes in the fair value of the security.

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with other available market information.

Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment’s valuation changes. For the period ended June 30, 2021, the Fund had securities with a total value $13,971,138 transfer into Level 3 from Level 2 due to a lack of observable inputs.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets															Liabilities
	Asset-Backed Securities			Collateralized Mortgage Obligations			Corporate Bonds			Senior Floating Rate Interests			Total Assets			Unfunded Loan Commitments
Beginning Balance	$	98,361,270		$	28,023,753		$	4,682,550		$	-		$	131,067,573		$	(163,932	)
Purchases/(Receipts)		113,974,530			17,641,258			25,134,492			16,498,130			173,248,410			(9,403	)
(Sales, maturities and paydowns)/Fundings		(93,278,167	)		(29,791,497	)		-			(174,630	)		(123,244,294	)		114,138
Amortization of premiums/discounts		3,524			(3,027	)		(94,143	)		10,557			(83,089	)		-
Total realized gains (losses) included in earnings		83,490			(19	)		-			-			83,471			-
Total change in unrealized appreciation (depreciation) included in earnings		358,687			(239,299	)		185,452			(8,589	)		296,251			13,676
Transfers into Level 3		13,971,138			-			-			-			13,971,138			-
Ending Balance	$	133,474,472		$	15,631,169		$	29,908,351		$	16,325,468		$	195,339,460		$	(45,521	)
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	358,687		$	10,612		$	185,452		$	(8,589	)	$	546,162		$	13,676

Step Coupon Bonds

The following table discloses additional information related to step coupon bonds held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and corresponding dates have been provided. Rates for all step coupon bonds held by the Fund are scheduled to increase, none are scheduled to decrease.

Name	Coupon Rate at Next Reset Date			Next Rate Reset Date	Future Reset Rate(s)			Future Reset Date(s)
CSMC Trust 2020-NQM1, 1.41% due 05/25/65		2.41	%	09/26/24		—			—
Legacy Mortgage Asset Trust 2021-GS3, 1.75% due 07/25/61		4.75	%	05/26/24		5.75	%		05/26/25
Legacy Mortgage Asset Trust 2021-GS2, 1.75% due 04/25/61		4.75	%	04/26/24		5.75	%		04/26/25
OSAT Trust 2021-RPL1, 2.12% due 05/25/65		4.20	%	07/26/24		5.99	%		07/26/25
PRPM LLC 2021-5, 1.79% due 06/25/26		4.79	%	06/26/24		5.79	%		06/26/25
Verus Securitization Trust 2020-1, 2.42% due 01/25/60		3.42	%	01/26/24		—			—
Verus Securitization Trust 2020-5, 1.58% due 05/25/65		2.58	%	10/26/24		—			—
Verus Securitization Trust 2019-4, 2.64% due 11/25/59		3.64	%	10/26/23		—			—

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

The Fund may invest in certain of the underlying series of Guggenheim Strategy Funds Trust, including Guggenheim Strategy Fund II and Guggenheim Strategy Fund III, (collectively, the “Short Term Investment Vehicles”), each of which are open-end management investment companies managed by GI. The Short Term Investment Vehicles, which launched on March 11, 2014, are offered as short term investment options only to mutual funds, trusts, and other accounts managed by GI and/or its affiliates, and are not available to the public. The Short Term Investment Vehicles pay no investment management fees. The Short Term Investment Vehicles' annual report on Form N-CSR dated September 30, 2020, is available publicly or upon request. This information is available from the EDGAR database on the SEC's website at https://www.sec.gov/Archives/edgar/data/1601445/000182126820000133/gug81042-ncsr.htm.

Limited Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:
Security Name	Value 09/30/20		Additions		Reductions		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21		Investment Income
Mutual Funds
Guggenheim Strategy Fund II	$	29,379,083	$	372,808	$	–	$	–	$	23,693		$	29,775,584		1,191,500	$	372,810
Guggenheim Strategy Fund III		29,499,318		382,929		–		–		106,300			29,988,547		1,191,914		382,922
Guggenheim Ultra Short Duration Fund — Institutional Class		28,983,105		219,667		–		–		(29,094	)		29,173,678		2,926,146		219,665
	$	87,861,506	$	975,404	$	–	$	–	$	100,899		$	88,937,809			$	975,397

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 3.8%
Diversified - 2.4%
Pershing Square Tontine Holdings, Ltd. — Class A*,16		6,864,930	$	156,245,807
Gores Holdings VI, Inc. — Class A*,16		898,206		14,559,919
Aequi Acquisition Corp. — Class A*,16		999,157		9,741,781
Total Diversified				180,547,507
Financial - 1.2%
KKR Acquisition Holdings I Corp. — Class A,16		5,062,315		49,711,934
RXR Acquisition Corp. — Class A*,16		1,082,689		10,512,910
MSD Acquisition Corp. — Class A*,16		833,026		8,205,306
TPG Pace Beneficial II Corp.*,16		787,212		7,935,097
Soaring Eagle Acquisition Corp. — Class A*,16		640,025		6,374,649
TPG Pace Solutions Corp.*,16		500,565		4,985,627
Colicity, Inc. — Class A*,16		206,136		2,009,826
Colicity, Inc.*,16		2,475		24,923
RXR Acquisition Corp.* ,16		1,021		10,169
Total Financial				89,770,441
Utilities - 0.1%
TexGen Power LLC††		180,169		7,026,591
Consumer, Non-cyclical - 0.1%
ATD New Holdings, Inc.*,†††		42,478		2,272,573
Cengage Learning Holdings II, Inc.*,††		21,660		476,520
Save-A-Lot*,†††		22,703		141,895
Targus Group International Equity, Inc.*,†††,1		12,773		29,688
Chef Holdings, Inc.†††		59		3,710
Total Consumer, Non-cyclical				2,924,386
Communications - 0.0%
Figs, Inc. — Class A*		55,695		2,790,320
Energy - 0.0%
Maverick Natural Resources, LLC*,†††		7,168		943,566
Permian Production Partners LLC†††		563,442		715,571
Total Energy				1,659,137
Technology - 0.0%
Qlik Technologies, Inc. - Class A*,†††		177		226,931
Qlik Technologies, Inc. - Class B*,†††		43,738		–
Total Technology				226,931
Industrial - 0.0%
Vector Phoenix Holdings, LP*,†††		37,539		74,289
BP Holdco LLC*,†††,1		37,539		13,236
API Heat Transfer Parent LLC*,†††		1,680,068		2
Total Industrial				87,527
Total Common Stocks
(Cost $253,912,942)				285,032,840

PREFERRED STOCKS†† - 3.5%
Financial - 3.4%
Bank of America Corp.
4.13%	1,002,000	26,212,320
4.38%	736,000	19,283,200
First Republic Bank
4.25%	1,168,000	31,220,640
4.13%	369,600	9,480,240
Public Storage
4.63%	966,000	26,603,640
4.13%	365,600	9,523,880
W R Berkley Corp.
4.13% due 03/30/61	934,000	24,993,840
4.25% due 09/30/60	249,200	6,646,164
Wells Fargo & Co., 4.70%	982,000	25,679,300
Prudential Financial, Inc., 4.13% due 09/01/60	686,800	17,932,348
Equitable Holdings, Inc., 4.30%	616,000	15,590,960
PartnerRe Ltd., 4.88%	372,000	10,285,800
CNO Financial Group, Inc., 5.13% due 11/25/60	324,000	8,731,800
American Financial Group, Inc., 4.50% due 09/15/60	300,800	8,335,168
Assurant, Inc., 5.25% due 01/15/61	258,000	6,976,320
Selective Insurance Group, Inc., 4.60%	246,000	6,255,780
Total Financial		253,751,400
Government - 0.1%
Farmer Mac, 5.75%	378,000	10,338,300
Industrial - 0.0%
API Heat Transfer Intermediate*,†††	218	–
Total Preferred Stocks
(Cost $249,024,412)		264,089,700

WARRANTS† - 0.1%
Pershing Square Tontine Holdings, Ltd.
Expiring 07/24/21*,16	762,770	4,805,451
Gores Holdings VI, Inc. - Class A
Expiring 08/24/27*,16	269,461	1,603,293
KKR Acquisition Holdings I Corp. - Class A
Expiring 12/31/27*,16	1,265,578	1,493,382
Soaring Eagle Acquisition Corp. - Class A
Expiring 12/31/27*,16	128,004	422,413
Aequi Acquisition Corp.
Expiring 11/30/27*,16	333,052	313,069
RXR Acquisition Corp.
Expiring 03/08/26*,16	216,537	223,033
MSD Acquisition Corp.
Expiring 05/13/23*,16	166,604	216,586
Colicity, Inc.
Expiring 12/31/27*,16	41,226	63,488
Total Warrants
(Cost $8,759,952)		9,140,715

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
EXCHANGE-TRADED FUNDS† - 0.7%
VanEck Vectors Gold Miners ETF		1,430,590	$	48,611,448
Total Exchange-Traded Funds
(Cost $54,624,676)				48,611,448

MUTUAL FUNDS† - 1.3%
Guggenheim Risk Managed Real Estate Fund — Institutional Class1	1,900,792	70,690,445
Guggenheim Alpha Opportunity Fund — Institutional Class1	1,003,137	27,114,806
Total Mutual Funds
(Cost $85,646,975)		97,805,251

CLOSED-END FUNDS† - 0.9%
BlackRock Corporate High Yield Fund, Inc.	2,543,550	31,336,536
Blackstone Strategic Credit Fund	933,537	13,004,170
BlackRock Credit Allocation Income Trust	601,028	9,370,027
Ares Dynamic Credit Allocation Fund, Inc.	463,020	7,487,033
Eaton Vance Limited Duration Income Fund	206,753	2,741,545
BlackRock Debt Strategies Fund, Inc.	236,675	2,709,929
Western Asset High Income Opportunity Fund, Inc.	364,345	1,923,741
Total Closed-End Funds
(Cost $47,641,941)		68,572,981

MONEY MARKET FUNDS† - 6.5%
Federated Hermes U.S. Treasury Cash Reserves Fund — Institutional Shares, 0.01%2	484,343,381	484,343,381
Western Asset Institutional U.S. Treasury Reserves — Institutional Shares, 0.01%2	1,728,169	1,728,169
Total Money Market Funds
(Cost $486,071,550)		486,071,550

	Face Amount~
CORPORATE BONDS†† - 34.6%
Financial - 9.1%
Citigroup, Inc.
3.88%3,4		29,500,000	30,126,875
4.00%3,4		12,000,000	12,372,000
Markel Corp.
6.00%3,4		32,370,000	36,173,475
Wilton RE Ltd.
6.00%†††,3,4,5		31,350,000	33,939,197
Liberty Mutual Group, Inc.
4.30% due 02/01/61†††,5		36,940,000	33,864,944
LPL Holdings, Inc.
4.00% due 03/15/295		23,300,000	23,416,500
4.38% due 05/15/315		9,350,000	9,455,188

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Financial - 9.1% (continued)
GLP Capital Limited Partnership / GLP Financing II, Inc.
4.00% due 01/15/31		22,640,000	$	24,394,147
5.30% due 01/15/29		6,950,000		8,096,750
Home Point Capital, Inc.
5.00% due 02/01/265		33,010,000		30,781,825
Iron Mountain, Inc.
5.63% due 07/15/325		25,025,000		26,784,758
4.50% due 02/15/315		2,025,000		2,050,312
Equitable Holdings, Inc.
4.95%3,4		24,550,000		26,698,125
Charles Schwab Corp.
4.00%3,4		16,400,000		16,777,200
5.38%3,4		7,712,000		8,524,074
Host Hotels & Resorts, LP
3.50% due 09/15/30		24,000,000		25,211,083
Nationwide Mutual Insurance Co.
4.35% due 04/30/505		21,150,000		23,719,132
Global Atlantic Finance Co.
4.70% due 10/15/514,5		22,350,000		22,415,932
Quicken Loans LLC / Quicken Loans Company-Issuer, Inc.
3.88% due 03/01/315		21,650,000		21,694,599
United Wholesale Mortgage LLC
5.50% due 11/15/255		12,600,000		13,047,678
5.50% due 04/15/295		8,450,000		8,448,056
Cushman & Wakefield US Borrower LLC
6.75% due 05/15/285		19,328,000		20,844,475
Kuvare US Holdings, Inc.
7.00% due 02/17/514,5		19,150,000		19,797,070
Hampton Roads PPV LLC
6.62% due 06/15/535		16,900,000		18,640,635
Wells Fargo & Co.
3.90%3,4		18,000,000		18,635,400
Hunt Companies, Inc.
5.25% due 04/15/295		17,200,000		16,684,000
Kennedy-Wilson, Inc.
5.00% due 03/01/31		16,000,000		16,460,000
NFP Corp.
6.88% due 08/15/285		15,000,000		15,790,650
Pershing Square Holdings, Ltd.
3.25% due 11/15/305		15,100,000		15,369,505
First American Financial Corp.
4.00% due 05/15/30		11,760,000		13,090,321
MetLife, Inc.
3.85%3,4		12,200,000		12,792,432
OneAmerica Financial Partners, Inc.
4.25% due 10/15/505		11,550,000		11,984,562
OneMain Finance Corp.
4.00% due 09/15/30		11,650,000		11,529,772
Allianz SE
3.50%3,4,5		9,500,000		9,820,625
QBE Insurance Group Ltd.
5.88%3,4,5		7,550,000		8,240,825
Atlas Mara Ltd.
8.00% due 12/31/21†††,6		14,400,000		7,725,600
PartnerRe Finance B LLC
4.50% due 10/01/504		6,460,000		6,750,700
American Equity Investment Life Holding Co.
5.00% due 06/15/27		4,813,000		5,447,900
Bank of New York Mellon Corp.
4.70%3,4		4,500,000		4,910,625
SBA Communications Corp.
3.13% due 02/01/295		4,200,000		4,049,078
AmWINS Group, Inc.
7.75% due 07/01/265		3,400,000		3,606,210
Univest Financial Corp.
3.74% (3 Month USD LIBOR + 3.54%, Rate Floor: 0.00%) due 03/30/257		1,555,000		1,555,000
HUB International Ltd.
7.00% due 05/01/265		750,000		777,818
Total Financial				682,495,053
Consumer, Cyclical - 5.6%
Delta Air Lines, Inc.
7.00% due 05/01/255		41,320,000		48,238,457
Marriott International, Inc.
2.85% due 04/15/31		14,730,000		14,975,007
4.63% due 06/15/30		10,900,000		12,565,917
5.75% due 05/01/25		8,440,000		9,745,494
3.50% due 10/15/32		8,150,000		8,668,517
Hilton Domestic Operating Company, Inc.
4.00% due 05/01/315		23,200,000		23,405,784
3.63% due 02/15/325		4,150,000		4,098,125
5.75% due 05/01/285		525,000		568,087
Delta Air Lines, Inc. / SkyMiles IP Ltd.
4.75% due 10/20/285		24,150,000		26,864,634
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
6.50% due 06/20/275		19,700,000		21,689,700
1011778 BC ULC / New Red Finance, Inc.
4.00% due 10/15/305		22,200,000		21,478,500
Hyatt Hotels Corp.
5.38% due 04/23/25		7,350,000		8,301,237
5.75% due 04/23/30		6,530,000		7,934,099
Wolverine World Wide, Inc.
6.38% due 05/15/255		14,100,000		15,000,567
Picasso Finance Sub, Inc.
6.13% due 06/15/255		12,128,002		12,822,330
Aramark Services, Inc.
6.38% due 05/01/255		11,950,000		12,696,875
JB Poindexter & Company, Inc.
7.13% due 04/15/265		11,725,000		12,399,187
JetBlue Class A Pass Through Trust
4.00% due 11/15/32		10,949,627		12,081,114
Beacon Roofing Supply, Inc.
4.13% due 05/15/295		10,900,000		10,872,150

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Consumer, Cyclical - 5.6% (continued)
Scotts Miracle-Gro Co.
4.00% due 04/01/315		9,900,000	$	9,888,615
Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.
5.00% due 06/01/315		9,325,000		9,546,469
American Builders & Contractors Supply Company, Inc.
3.88% due 11/15/295		9,500,000		9,440,625
British Airways Class A Pass Through Trust
4.25% due 11/15/325		8,234,132		8,868,651
Wyndham Hotels & Resorts, Inc.
4.38% due 08/15/285		8,200,000		8,500,120
PetSmart, Inc. / PetSmart Finance Corp.
4.75% due 02/15/285		7,500,000		7,790,625
Williams Scotsman International, Inc.
4.63% due 08/15/285		7,376,000		7,617,195
Clarios Global, LP
6.75% due 05/15/255		6,434,000		6,852,081
Penn National Gaming, Inc.
4.13% due 07/01/295		6,600,000		6,567,000
Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd.
5.75% due 01/20/265		5,950,000		6,396,250
American Airlines Class AA Pass Through Trust
3.58% due 01/15/28		2,558,765		2,607,163
3.35% due 10/15/29		1,340,213		1,363,203
3.65% due 02/15/29		1,193,010		1,229,682
3.15% due 02/15/32		1,135,032		1,169,965
CD&R Smokey Buyer, Inc.
6.75% due 07/15/255		5,880,000		6,302,654
Six Flags Theme Parks, Inc.
7.00% due 07/01/255		5,475,000		5,900,408
Boyne USA, Inc.
4.75% due 05/15/295		4,960,000		5,117,381
Superior Plus Limited Partnership / Superior General Partner, Inc.
4.50% due 03/15/295		4,800,000		4,944,096
Hanesbrands, Inc.
5.38% due 05/15/255		3,810,000		4,033,838
Air Canada Class A Pass Through Trust
5.25% due 04/01/295		3,500,249		3,797,229
Performance Food Group, Inc.
6.88% due 05/01/255		2,900,000		3,088,848
Cedar Fair, LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Operations LLC
5.50% due 05/01/255		2,863,000		2,988,256

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Consumer, Cyclical - 5.6% (continued)
Allison Transmission, Inc.
3.75% due 01/30/315		2,925,000	$	2,874,895
Murphy Oil USA, Inc.
3.75% due 02/15/315		2,525,000		2,496,594
Clarios Global, LP / Clarios US Finance Co.
8.50% due 05/15/275		1,730,000		1,886,046
WMG Acquisition Corp.
3.00% due 02/15/315		1,875,000		1,776,488
United Airlines, Inc.
4.63% due 04/15/295		1,700,000		1,759,500
United Airlines Class AA Pass Through Trust
4.15% due 08/25/31		1,095,356		1,199,037
Vail Resorts, Inc.
6.25% due 05/15/255		1,075,000		1,150,658
Total Consumer, Cyclical				421,559,353
Consumer, Non-cyclical - 4.5%
DaVita, Inc.
4.63% due 06/01/305		29,810,000		30,598,773
Kraft Heinz Foods Co.
4.38% due 06/01/46		6,320,000		7,157,733
5.20% due 07/15/45		5,725,000		7,099,487
5.50% due 06/01/50		2,800,000		3,636,260
5.00% due 06/04/42		2,490,000		3,038,971
4.88% due 10/01/49		2,025,000		2,456,777
US Foods, Inc.
6.25% due 04/15/255		10,800,000		11,461,500
4.75% due 02/15/295		8,950,000		9,129,000
Nielsen Finance LLC / Nielsen Finance Co.
5.63% due 10/01/285		15,700,000		16,590,190
4.50% due 07/15/295		2,550,000		2,559,562
Post Holdings, Inc.
4.63% due 04/15/305		11,525,000		11,697,875
4.50% due 09/15/315		4,100,000		4,090,980
CPI CG, Inc.
8.63% due 03/15/265		14,625,000		15,539,063
Bausch Health Companies, Inc.
4.88% due 06/01/285		13,200,000		13,480,500
Carriage Services, Inc.
4.25% due 05/15/295		13,225,000		13,204,898
Avantor Funding, Inc.
4.63% due 07/15/285		11,275,000		11,903,807
Jaguar Holding Company II / PPD Development, LP
4.63% due 06/15/255		8,645,000		9,077,250
5.00% due 06/15/285		2,460,000		2,666,443
Sabre GLBL, Inc.
7.38% due 09/01/255		7,300,000		7,938,750
9.25% due 04/15/255		1,680,000		1,997,234
Square, Inc.
3.50% due 06/01/315		9,345,000		9,426,769
Bidfair Holdings, Inc.
5.88% due 06/01/295		8,900,000		9,033,500
Central Garden & Pet Co.
4.13% due 04/30/315		8,900,000		9,000,125

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Consumer, Non-cyclical - 4.5% (continued)
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
5.00% due 12/31/265		5,500,000	$	5,582,500
7.00% due 12/31/275		2,991,000		3,002,456
Centene Corp.
2.50% due 03/01/31		8,650,000		8,531,062
Service Corporation International
3.38% due 08/15/30		5,275,000		5,168,445
4.00% due 05/15/31		3,150,000		3,215,126
Cheplapharm Arzneimittel GmbH
5.50% due 01/15/285		8,035,000		8,235,875
AMN Healthcare, Inc.
4.63% due 10/01/275		7,925,000		8,235,660
TreeHouse Foods, Inc.
4.00% due 09/01/28		7,575,000		7,518,188
WW International, Inc.
4.50% due 04/15/295		7,050,000		7,102,875
Smithfield Foods, Inc.
3.00% due 10/15/305		7,000,000		7,065,100
Prestige Brands, Inc.
3.75% due 04/01/315		6,650,000		6,411,431
Acadia Healthcare Company, Inc.
5.50% due 07/01/285		5,850,000		6,244,875
Spectrum Brands, Inc.
5.50% due 07/15/305		5,600,000		6,034,000
Prime Security Services Borrower LLC / Prime Finance, Inc.
3.38% due 08/31/275		2,650,000		2,570,500
5.25% due 04/15/245		1,900,000		2,035,907
Rent-A-Center, Inc.
6.38% due 02/15/295		4,150,000		4,456,063
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
6.13% due 04/01/295		4,400,000		4,312,000
Hologic, Inc.
3.25% due 02/15/295		4,350,000		4,311,937
Sotheby's
7.38% due 10/15/275		3,897,000		4,203,889
JBS USA LUX S.A. / JBS USA Food Company / JBS USA Finance, Inc.
3.75% due 12/01/315		3,400,000		3,479,050
Tenet Healthcare Corp.
4.63% due 06/15/285		3,375,000		3,473,550
FAGE International S.A. / FAGE USA Dairy Industry, Inc.
5.63% due 08/15/265		2,953,000		3,041,590
Molina Healthcare, Inc.
4.38% due 06/15/285		2,750,000		2,866,875
Charles River Laboratories International, Inc.
4.00% due 03/15/315		2,500,000		2,600,825

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Consumer, Non-cyclical - 4.5% (continued)
Legends Hospitality Holding Company LLC / Legends Hospitality Co-Issuer, Inc.
5.00% due 02/01/265		2,300,000	$	2,397,750
Altria Group, Inc.
4.45% due 05/06/50		1,670,000		1,781,330
Syneos Health, Inc.
3.63% due 01/15/295		1,600,000		1,584,000
Par Pharmaceutical, Inc.
7.50% due 04/01/275		1,000,000		1,022,500
Total Consumer, Non-cyclical				339,270,806
Communications - 4.5%
Level 3 Financing, Inc.
4.25% due 07/01/285		26,850,000		27,246,306
3.75% due 07/15/295		7,600,000		7,391,000
3.88% due 11/15/295		2,600,000		2,784,678
CCO Holdings LLC / CCO Holdings Capital Corp.
4.50% due 06/01/335		14,265,000		14,596,804
4.25% due 02/01/315		13,910,000		14,170,812
CSC Holdings LLC
4.13% due 12/01/305		21,250,000		21,117,188
3.38% due 02/15/315		2,975,000		2,811,107
4.63% due 12/01/305		2,715,000		2,663,714
Altice France S.A.
5.13% due 07/15/295		10,600,000		10,651,940
5.13% due 01/15/295		6,250,000		6,281,250
7.38% due 05/01/265		4,834,000		5,027,022
Virgin Media Finance plc
5.00% due 07/15/305		21,150,000		21,255,750
UPC Broadband Finco BV
4.88% due 07/15/315		20,200,000		20,246,460
Vodafone Group plc
5.13% due 06/04/814		16,875,000		17,080,875
LCPR Senior Secured Financing DAC
5.13% due 07/15/295		16,250,000		16,764,800
Booking Holdings, Inc.
3.55% due 03/15/288		10,000,000		11,166,606
4.63% due 04/13/308		3,500,000		4,186,371
ViacomCBS, Inc.
4.95% due 05/19/509		10,340,000		13,115,132
Cable One, Inc.
4.00% due 11/15/305		12,575,000		12,622,156
Radiate Holdco LLC / Radiate Finance, Inc.
4.50% due 09/15/265		12,100,000		12,523,500
Switch Ltd.
3.75% due 09/15/285		12,100,000		12,251,250
Sirius XM Radio, Inc.
4.13% due 07/01/305		11,500,000		11,643,750
Virgin Media Secured Finance plc
4.50% due 08/15/305		10,150,000		10,226,125
AMC Networks, Inc.
4.25% due 02/15/29		9,600,000		9,684,000
Lamar Media Corp.
4.00% due 02/15/30		8,600,000		8,704,146
Match Group Holdings II LLC
4.63% due 06/01/285		7,700,000		7,979,125
McGraw Hill LLC / McGraw-Hill Global Education Finance, Inc.
8.00% due 11/30/245		6,156,000		6,294,510
Virgin Media Vendor Financing Notes IV DAC
5.00% due 07/15/285		5,650,000		5,763,000
Qualitytech, LP / QTS Finance Corp.
3.88% due 10/01/285		5,250,000		5,614,350
Cengage Learning, Inc.
9.50% due 06/15/245		5,039,000		5,158,676
Ziggo BV
4.88% due 01/15/305		4,850,000		4,971,250
TripAdvisor, Inc.
7.00% due 07/15/255		1,800,000		1,936,800
T-Mobile USA, Inc.
2.88% due 02/15/31		1,750,000		1,736,875
Telenet Finance Lux Note
5.50% due 03/01/28		1,000,000		1,052,000
Total Communications				336,719,328
Industrial - 4.4%
Boeing Co.
5.15% due 05/01/30		32,030,000		37,964,870
5.81% due 05/01/50		16,010,000		21,574,511
5.71% due 05/01/40		16,010,000		20,635,534
Standard Industries, Inc.
4.38% due 07/15/305		7,125,000		7,347,656
3.38% due 01/15/315		6,400,000		6,126,144
5.00% due 02/15/275		3,525,000		3,650,578
PowerTeam Services LLC
9.03% due 12/04/255		14,385,000		15,823,500
IP Lending I LLC
4.00% due 09/08/25†††,5		15,700,000		15,685,870
New Enterprise Stone & Lime Company, Inc.
9.75% due 07/15/285		10,350,000		11,592,000
6.25% due 03/15/265		850,000		873,375
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.13% due 08/15/265		11,680,000		12,059,600
Intertape Polymer Group, Inc.
4.38% due 06/15/295		11,050,000		11,215,860
Flowserve Corp.
3.50% due 10/01/30		10,270,000		10,843,747
Boxer Parent Co., Inc.
6.50% due 10/02/25		EUR 8,500,000		10,695,380
Dyal Capital Partners IV
3.65% due 02/22/41†††		10,950,000		10,669,127
Howmet Aerospace, Inc.
5.95% due 02/01/37		2,925,000		3,539,689
6.88% due 05/01/25		2,875,000		3,346,443
5.90% due 02/01/27		2,100,000		2,451,750
6.75% due 01/15/28		900,000		1,084,500
Deuce FinCo plc
5.50% due 06/04/27		GBP 7,350,000		10,171,104
GrafTech Finance, Inc.
4.63% due 12/15/285		9,875,000		10,134,219

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Industrial - 4.4% (continued)
Great Lakes Dredge & Dock Corp.
5.25% due 06/01/295		9,780,000	$	10,074,378
Cleaver-Brooks, Inc.
7.88% due 03/01/235,9		9,852,000		9,754,268
Reynolds Group Issuer Incorporated / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
4.00% due 10/15/275		9,650,000		9,583,142
Arcosa, Inc.
4.38% due 04/15/295		9,400,000		9,564,500
BWX Technologies, Inc.
4.13% due 06/30/285		9,400,000		9,564,500
Atkore, Inc.
4.25% due 06/01/315		7,625,000		7,722,600
Mauser Packaging Solutions Holding Co.
8.50% due 04/15/245		6,550,000		6,779,250
TopBuild Corp.
3.63% due 03/15/295		5,550,000		5,494,500
Summit Materials LLC / Summit Materials Finance Corp.
5.25% due 01/15/295		4,825,000		5,126,225
Adevinta ASA
3.00% due 11/15/27		EUR 3,433,000		4,214,079
Harsco Corp.
5.75% due 07/31/275		3,900,000		4,099,875
Graphic Packaging International LLC
3.50% due 03/01/295		3,950,000		3,913,265
Grinding Media, Inc. / Moly-Cop AltaSteel Ltd.
7.38% due 12/15/235		3,050,000		3,118,747
Hillenbrand, Inc.
5.75% due 06/15/25		2,525,000		2,710,335
Crown Americas LLC / Crown Americas Capital Corporation VI
4.75% due 02/01/26		1,923,000		1,995,536
EnerSys
5.00% due 04/30/235		1,325,000		1,382,969
Princess Juliana International Airport Operating Company N.V.
5.50% due 12/20/276		1,148,900		1,033,757
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
4.00% due 09/01/295		950,000		942,590
EnPro Industries, Inc.
5.75% due 10/15/26		790,000		833,134
Waste Pro USA, Inc.
5.50% due 02/15/265		600,000		619,350
Hillman Group, Inc.
6.38% due 07/15/225		340,000		340,476
JELD-WEN, Inc.
6.25% due 05/15/255		100,000		106,651

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS††- 34.6% (continued)
Industrial - 4.4% (continued)
Yamana Gold, Inc.
4.78% due 06/10/23†††		99,699	$	105,247
Total Industrial				326,564,831
Energy - 2.1%
BP Capital Markets plc
4.88%3,4		39,360,000		43,121,242
ITT Holdings LLC
6.50% due 08/01/295		34,450,000		35,194,465
Occidental Petroleum Corp.
7.95% due 06/15/39		4,700,000		6,016,000
6.63% due 09/01/30		3,600,000		4,350,816
3.00% due 02/15/27		3,830,000		3,801,275
4.50% due 07/15/44		2,850,000		2,743,125
6.13% due 01/01/31		2,250,000		2,640,937
4.10% due 02/15/47		2,250,000		2,095,009
4.63% due 06/15/45		1,700,000		1,657,500
4.40% due 04/15/46		900,000		864,450
NuStar Logistics, LP
6.38% due 10/01/30		18,750,000		20,716,875
5.63% due 04/28/27		450,000		481,896
Midwest Connector Capital Company LLC
4.63% due 04/01/295		11,943,000		12,704,916
DT Midstream, Inc.
4.13% due 06/15/295		5,250,000		5,330,482
Global Partners Limited Partnership / GLP Finance Corp.
6.88% due 01/15/29		4,050,000		4,343,625
Rattler Midstream, LP
5.63% due 07/15/255		4,125,000		4,336,406
Atlantica Sustainable Infrastructure plc
4.13% due 06/15/285		3,700,000		3,769,560
Basic Energy Services, Inc.
10.75% due 10/15/236		1,500,000		285,000
Total Energy				154,453,579
Technology - 1.7%
NCR Corp.
5.25% due 10/01/305		11,425,000		11,853,437
8.13% due 04/15/255		6,189,000		6,767,672
5.13% due 04/15/295		6,350,000		6,548,438
MSCI, Inc.
3.88% due 02/15/315		15,900,000		16,500,384
Twilio, Inc.
3.88% due 03/15/31		15,100,000		15,496,375
Qorvo, Inc.
4.38% due 10/15/29		11,220,000		12,226,658
3.38% due 04/01/315		1,900,000		1,980,218
TeamSystem SpA
3.75% (3 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 02/15/285,7		EUR 11,750,000		13,931,737
Booz Allen Hamilton, Inc.
3.88% due 09/01/285		11,800,000		12,036,000
Black Knight InfoServ LLC
3.63% due 09/01/285		12,000,000		11,939,520
Playtika Holding Corp.
4.25% due 03/15/295		8,750,000		8,743,963

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 34.6% (continued)
Technology - 1.7% (continued)
CDW LLC / CDW Finance Corp.
3.25% due 02/15/29		5,640,000	$	5,710,500
Crowdstrike Holdings, Inc.
3.00% due 02/15/29		3,400,000		3,403,230
BY Crown Parent LLC / BY Bond Finance, Inc.
4.25% due 01/31/265		2,875,000		3,011,562
Total Technology				130,149,694
Basic Materials - 1.5%
Alcoa Nederland Holding BV
5.50% due 12/15/275		15,125,000		16,407,600
6.13% due 05/15/285		7,450,000		8,152,535
4.13% due 03/31/295		7,600,000		7,913,842
WR Grace & Company-Conn
4.88% due 06/15/275		13,225,000		14,022,467
Minerals Technologies, Inc.
5.00% due 07/01/285		11,575,000		12,034,528
Kaiser Aluminum Corp.
4.50% due 06/01/315		10,000,000		10,255,400
4.63% due 03/01/285		375,000		387,423
Carpenter Technology Corp.
6.38% due 07/15/28		9,505,000		10,437,781
Ingevity Corp.
3.88% due 11/01/285		9,625,000		9,552,813
HB Fuller Co.
4.25% due 10/15/28		7,750,000		8,001,875
Clearwater Paper Corp.
4.75% due 08/15/285		6,575,000		6,550,344
Novelis Sheet Ingot GmbH
3.38% due 04/15/29		EUR 4,500,000		5,477,188
ArcelorMittal S.A.
4.55% due 03/11/26		2,450,000		2,770,932
Arconic Corp.
6.00% due 05/15/255		2,225,000		2,371,338
Mirabela Nickel Ltd.
due 06/24/196,10		1,885,418		75,417
Total Basic Materials				114,411,483
Utilities - 1.2%
Midcap Funding XLVI Trust
5.58% (1 Month USD LIBOR + 5.50%, Rate Floor: 5.50%) due 10/29/24†††,7		32,750,000		32,735,590
Cheniere Corpus Christi Holdings LLC
3.52% due 12/31/39†††		21,800,000		22,219,214
Clearway Energy Operating LLC
3.75% due 02/15/315		13,450,000		13,382,750
4.75% due 03/15/285		2,250,000		2,359,687
AES Corp.
3.95% due 07/15/305		9,760,000		10,672,560
Terraform Global Operating LLC
6.13% due 03/01/265		5,435,000		5,604,844
Total Utilities				86,974,645
Total Corporate Bonds
(Cost $2,494,829,667)				2,592,598,772

SENIOR FLOATING RATE INTERESTS††,7 - 25.0%
Consumer, Cyclical - 5.1%
Zephyr Bidco Ltd.
4.80% (1 Month GBP LIBOR + 4.75%, Rate Floor: 4.75%) due 07/23/25	GBP 20,850,000	28,406,254
7.55% (1 Month GBP LIBOR + 7.50%, Rate Floor: 7.50%) due 07/23/26	GBP 1,540,417	2,109,547
MB2 Dental Solutions LLC
7.00% (3 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 01/29/27†††	20,874,963	20,486,644
7.58% (3 Month USD LIBOR + 6.00% and Commercial Prime Lending Rate + 5.00%, Rate Floor: 6.00%) due 01/29/27†††	1,697,317	1,665,743
Packers Holdings LLC
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/09/28	21,097,261	20,969,833
BGIS (BIFM CA Buyer, Inc.)
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26	18,131,129	18,029,232
Mavis Tire Express Services TopCo Corp.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 05/04/28	17,400,000	17,443,500
Alterra Mountain Co.
5.50% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 07/31/26	17,395,650	17,428,354
SP PF Buyer LLC
4.60% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 12/22/25	15,505,818	15,242,219
CHG Healthcare Services, Inc.
4.00% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/07/23	15,243,309	15,224,255
Truck Hero, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 01/31/28	14,862,750	14,855,319
BCPE Empire Holdings, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 06/11/26	13,416,375	13,422,010
CNT Holdings I Corp.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/08/27	12,200,000	12,200,000
Flamingo
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/27/28	EUR 10,000,000	11,751,246

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Consumer, Cyclical - 5.1% (continued)
CD&R Firefly Bidco Ltd.
3.75% (3 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 06/23/25		EUR 6,000,000	$	7,097,651
4.75% (6 Month GBP LIBOR + 4.75%, Rate Floor: 4.75%) due 06/23/25		GBP 3,350,000		4,618,432
Cast & Crew Payroll LLC
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/09/26		11,598,577		11,526,086
Verisure Holding AB
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/20/26		EUR 7,651,053		9,047,211
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/27/28		EUR 1,770,000		2,092,379
Loire Finco Luxembourg SARL
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 04/21/27		10,773,000		10,714,826
EnTrans International LLC
6.10% (1 Month USD LIBOR + 6.00%, Rate Floor: 6.00%) due 11/01/24		11,435,717		10,625,725
American Trailer World Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/03/28		9,450,000		9,432,329
United Petfood
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 03/19/28		EUR 7,000,000		8,251,779
PetSmart LLC
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/11/28		7,500,000		7,501,875
Accuride Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 11/17/23		7,710,519		7,378,966
ImageFIRST Holdings LLC
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 04/27/28		7,292,593		7,274,361
Rent-A-Center, Inc.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 02/17/28		7,231,875		7,231,875
Holding SOCOTEC
due 05/07/28†††		7,150,000		7,150,000
Camin Cargo Control, Inc.
7.50% (1 Month USD LIBOR + 6.50%, Rate Floor: 7.50%) due 06/04/26†††		6,900,000		6,831,000

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Consumer, Cyclical - 5.1% (continued)
First Brands Group LLC
6.00% (1 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 03/30/27		5,037,375	$	5,089,864
ScribeAmerica Intermediate Holdco LLC (Healthchannels)
4.60% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/03/25		4,845,466		4,657,705
Sovos Brands Intermediate, Inc.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 06/08/28		4,100,000		4,115,375
Galls LLC
7.25% (1 Month USD LIBOR + 6.25%, Rate Floor: 7.25%) due 01/31/25†††		3,662,738		3,629,874
7.25% (1 Month USD LIBOR + 6.25% and 3 Month USD LIBOR + 6.25%, Rate Floor: 7.25%) due 01/31/24†††		507,884		479,368
Alexander Mann
5.11% (6 Month GBP LIBOR + 5.00%, Rate Floor: 5.00%) due 06/16/25		GBP 3,000,000		3,975,599
WW International, Inc.
4.00% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 04/13/28		3,750,000		3,759,375
Intrawest Resorts Holdings, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 07/31/24		3,738,727		3,688,666
SHO Holding I Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 04/26/24†††		3,642,774		3,405,994
6.23% (3 Month USD LIBOR + 5.23%, Rate Floor: 6.23%) due 04/29/24†††		60,373		56,449
Apro LLC
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/14/26		3,291,750		3,283,521
Checkers Drive-In Restaurants, Inc.
5.25% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 04/25/24		3,313,444		3,108,441
Adevinta ASA
due 10/22/27		EUR 2,600,000		3,080,707
Blue Nile, Inc.
7.50% (3 Month USD LIBOR + 6.50%, Rate Floor: 7.50%) due 02/17/23		2,843,750		2,644,687
WESCO
5.25% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/14/24†††		2,306,764		2,301,121
Eyemart Express
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 08/05/24		2,281,782		2,276,078
Situs AMC Holdings Corp.
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/30/25		1,994,987		1,952,594
CCRR Parent, Inc.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/06/28		1,895,250		1,904,726
TTF Holdings Intermediate LLC
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/31/28†††		1,850,000		1,845,375
EG Finco Ltd.
4.83% (3 Month GBP LIBOR + 4.75%, Rate Floor: 4.75%) due 02/07/25		GBP 970,000		1,318,532
Navistar Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 11/06/24		493,622		493,622
American Tire Distributors, Inc.
7.00% (3 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 09/01/23		249,634		247,345
8.50% (1 Month USD LIBOR + 7.50% and 3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 09/02/24		162,280		162,199
BCPE Empire Holdings, Inc.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/11/26†††		223,861		224,141
BBB Industries LLC
4.60% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 08/01/25		152,752		151,263
Total Consumer, Cyclical				383,861,272
Consumer, Non-cyclical - 4.9%
Women's Care Holdings, Inc.
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 01/15/28		31,900,000		31,880,222
Valeo F1 Company Ltd.
5.50% (3 Month GBP LIBOR + 5.50%, Rate Floor: 5.50%) due 08/27/27		GBP 22,100,000		30,507,300

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Consumer, Non-cyclical - 4.9% (continued)
Mission Veterinary Partners
4.75% (6 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/27/28		21,450,000	$	21,476,812
Blue Ribbon LLC
6.75% (3 Month USD LIBOR + 6.00%, Rate Floor: 6.75%) due 05/08/28		17,490,000		17,236,395
Packaging Coordinators Midco, Inc.
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 11/30/27		17,007,375		17,015,879
PetIQ LLC
4.75% (3 Month USD LIBOR + 4.25%, Rate Floor: 4.75%) due 04/13/28		15,800,000		15,642,000
National Mentor Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/02/28		14,845,995		14,862,474
Sigma Holding BV (Flora Food)
3.50% (1 Month EURIBOR + 3.50% and 6 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/02/25		EUR 12,019,549		13,877,803
SCP Eye Care Services LLC
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 03/16/28†††		13,892,045		13,874,680
Nidda Healthcare Holding GmbH
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 08/21/26		EUR 11,387,239		13,382,505
Kronos Acquisition Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 12/22/26		12,568,500		12,468,957
Quirch Foods Holdings LLC
5.75% (3 Month USD LIBOR + 4.75% and 3 Month USD LIBOR + 5.25%, Rate Floor: 5.75%) due 10/27/27		12,188,750		12,219,222
AI Aqua Zip Bidco Pty Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 12/13/23		7,547,990		7,547,990
4.25% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/13/23		4,196,388		4,199,032

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Consumer, Non-cyclical - 4.9% (continued)
HAH Group Holding Co. LLC
6.00% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 10/29/27		10,942,575	$	10,963,147
Southern Veterinary Partners LLC
5.00% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 10/05/27		10,667,606		10,714,330
Cambrex Corp.
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 12/04/26		10,426,916		10,446,519
Zep, Inc.
5.00% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 08/12/24		10,170,006		10,011,964
Sunshine Investments BV
3.00% (3 Month EURIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25		EUR 8,400,000		9,891,972
Springs Window Fashions
8.60% (1 Month USD LIBOR + 8.50%, Rate Floor: 8.50%) due 06/15/26		5,500,000		5,503,465
4.35% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 06/16/25		3,129,872		3,129,872
Resonetics LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/28/28		8,000,000		8,006,640
Gibson Brands, Inc.
due 06/23/28		8,000,000		7,960,000
CAB (Biogroup)
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 02/09/28		EUR 6,500,000		7,662,367
Endo Luxembourg Finance Company I SARL
5.75% (3 Month USD LIBOR + 5.00%, Rate Floor: 5.75%) due 03/27/28		7,730,625		7,447,993
Option Care Health, Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26		7,163,636		7,162,132
Diamond (BC) BV
3.19% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 09/06/24		6,680,800		6,640,447
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 09/06/24		EUR 192,641		227,590
Hearthside Group Holdings LLC
3.79% (1 Month USD LIBOR + 3.69%, Rate Floor: 3.69%) due 05/23/25		5,372,640		5,335,730
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/23/25		1,110,759		1,107,061
Osmosis Holdings Australia II Pty Ltd.
due 06/17/28		5,822,222		5,836,778
Pearl Intermediate Parent LLC
3.50% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 02/14/25		5,770,633		5,779,289
Taxware Holdings (Sovos Compliance LLC)
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 04/29/24†††		5,289,831		5,251,382
MDVIP LLC
5.25% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 11/14/24		4,562,591		4,565,466
BCPE Eagle Buyer LLC
5.34% (1 Month USD LIBOR + 4.34%, Rate Floor: 5.34%) due 03/18/24		2,782,524		2,781,828
AI Aqua Zip Bidco Pty Ltd.
4.25% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/13/23†††		1,925,837		1,925,837
Certara, Inc.
3.70% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 08/15/24†††		1,620,282		1,616,232
EyeCare Partners LLC
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/18/27		1,087,844		1,077,379
Recess Holdings, Inc.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 09/30/24		1,068,459		1,059,911
Taxware Holdings (Sovos Compliance LLC)
due 04/29/24		955,415		936,307

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Consumer, Non-cyclical - 4.9% (continued)
Moran Foods LLC
11.75% (2 Month USD LIBOR + 0.00%, Rate Floor: 1.00%) (in-kind rate was 10.75%) due 10/01/2411		496,851	$	434,745
9.00% (2 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) (in-kind rate was 7.00%) due 04/01/2411		401,467		418,862
Total Consumer, Non-cyclical				370,086,516
Industrial - 4.8%
United Airlines Inc.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 04/21/28		25,500,000		25,811,610
CapStone Acquisition Holdings, Inc.
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 11/12/27		24,934,245		24,934,245
Diversitech Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/02/24		16,962,100		16,967,359
Mileage Plus Holdings LLC
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27		15,250,000		16,274,190
American Bath Group LLC
4.25% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 11/23/27		15,735,563		15,684,737
Dispatch Terra Acquisition LLC
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/27/28		15,270,000		15,241,445
Vertical (TK Elevator)
4.25% (6 Month EURIBOR + 4.25%, Rate Floor: 4.25%) due 07/29/27		EUR 7,000,000		8,307,829
4.48% (6 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 07/30/27		6,517,291		6,520,028
Fugue Finance BV
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 08/30/24		EUR 12,545,690		14,747,957
TransDigm, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/30/25		14,187,171		13,976,917
NA Rail Hold Co. LLC
4.65% (3 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 10/19/26		13,882,224		13,916,930
DXP Enterprises, Inc.
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 12/23/27		13,183,750		13,187,837

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Industrial - 4.8% (continued)
Charter Nex US Holdings, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 12/01/27		13,117,125	$	13,133,521
Galileo Global Education Finance SARL
3.00% (1 Month EURIBOR + 3.00%, Rate Floor: 3.00%) due 11/12/26		EUR 10,800,000		12,745,922
Pelican Products, Inc.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/01/25		12,593,680		12,479,581
Gardner Denver, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 03/01/27		10,741,500		10,725,817
DG Investment Intermediate Holdings 2, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/31/28		10,111,558		10,141,084
Service Logic Acquisition, Inc.
4.75% (2 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 10/29/27		9,957,015		9,981,908
YAK MAT (YAK ACCESS LLC)
10.13% (3 Month USD LIBOR + 10.00%, Rate Floor: 10.00%) due 07/10/26		12,220,199		9,959,462
Filtration Group Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/31/25		5,639,361		5,639,361
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/31/25		EUR 3,585,619		4,219,716
AI Convoy Luxembourg SARL
3.50% (6 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 01/18/27		EUR 8,324,708		9,827,797
Arcline FM Holdings LLC
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 06/14/28		8,200,000		8,205,166
TricorBraun Holdings, Inc.
3.75% (6 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 03/03/28		7,731,446		7,670,600
Berlin Packaging LLC
3.15% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/07/25		4,486,105		4,442,634
3.10% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/07/25		1,630,567		1,614,767
Park River Holdings, Inc.
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 12/28/27		5,800,000		5,764,678
BWAY Holding Co.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/03/24		4,837,527		4,717,363
Pro Mach Group, Inc.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 03/07/25		4,670,571		4,667,675
MI Windows And Doors LLC
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 12/18/27		3,980,000		3,982,507
STS Operating, Inc. (SunSource)
5.25% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 12/11/24		3,837,643		3,781,268
ILPEA Parent, Inc.
due 06/22/28		2,195,131		2,178,668
5.50% (1 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 03/02/23†††		1,287,524		1,287,524
Fortis Solutions Group LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 12/15/23†††		3,066,765		3,036,097
Alliance Laundry Systems LLC
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 10/08/27		2,952,857		2,955,160
Titan Acquisition Ltd. (Husky)
3.17% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25		2,988,037		2,933,625
Protective Industrial Products, Inc.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/29/27		2,700,000		2,700,000
Bhi Investments LLC
5.50% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 08/28/24		2,507,540		2,481,461
Tosca Services LLC
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 08/18/27		1,592,000		1,590,010

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Industrial - 4.8% (continued)
SLR Consulting Ltd.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/23/25†††		1,190,970	$	1,165,011
6.48% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 06/23/25†††		311,616		304,824
4.11% (1 Month GBP LIBOR + 4.00% and 2 Month GBP LIBOR + 4.00%, Rate Floor: 4.00%) due 06/23/25†††		GBP 58,680		79,403
Hillman Group, Inc.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/30/25		1,503,832		1,500,072
LTI Holdings, Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/08/25		1,458,750		1,437,686
Diversitech Holdings, Inc.
8.50% (3 Month USD LIBOR + 7.50%, Rate Floor: 8.50%) due 06/02/25†††		1,000,000		1,002,500
Reynolds Group Holdings, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 02/06/23		660,894		659,241
Duran Group Holding GMBH
4.25% (6 Month EURIBOR + 4.25%, Rate Floor: 4.25%) due 03/29/24		EUR 430,207		502,674
4.00% (3 Month EURIBOR + 4.00%, Rate Floor: 4.00%) due 12/20/24		EUR 131,858		154,069
API Heat Transfer
12.00% (in-kind rate was 12.00%) due 01/01/24†††,11		1,108,477		471,103
12.00% (in-kind rate was 12.00%) due 10/02/23†††,11		197,764		148,323
Transcendia Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/30/24		566,414		482,868

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Industrial - 4.8% (continued)
JetBlue Airways Corp.
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/17/24		58,375	$	59,528
Total Industrial				356,401,758
Technology - 4.3%
Planview Parent, Inc.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/17/27		23,382,500		23,404,480
Project Ruby Ultimate Parent Corp.
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/10/28		17,556,000		17,495,607
Aston FinCo SARL
due 10/09/26		GBP 13,000,000		17,443,389
Apttus Corp.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/08/28		17,300,000		17,373,525
Peraton Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/01/28		17,107,125		17,142,708
Cologix Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 05/01/28		16,800,000		16,834,944
Project Boost Purchaser LLC
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 06/01/26		9,627,250		9,615,216
due 06/01/26		7,000,000		6,986,910
Atlas CC Acquisition Corp.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/25/28		15,650,000		15,689,125
Team.Blue Finco SARL
3.75% (3 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 03/27/28		EUR 13,243,243		15,650,749
Sitecore Holding III A/S
7.00% (3 Month EURIBOR + 6.25%, Rate Floor: 6.25%) (in-kind rate was 0.75%) due 03/12/26†††,11		EUR 4,412,537		5,160,702
7.00% (3 Month EURIBOR + 6.25%, Rate Floor: 6.25%) (in-kind rate was 0.75%) due 03/12/26†††,11		EUR 3,530,030		4,128,562
8.00% (3 Month USD LIBOR + 7.50%, Rate Floor: 8.00%) due 03/12/26†††		3,564,010		3,513,880
7.50% (3 Month USD LIBOR + 6.25%, Rate Floor: 6.75%) (in-kind rate was 0.75%) due 03/12/26†††,11		2,839,438		2,799,500
Transact Holdings, Inc.
4.85% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 04/30/26		14,727,848		14,580,570
Provation Software Group, Inc.
5.50% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 12/22/27		13,665,750		13,494,928
Sportradar Capital SARL
4.25% (6 Month EURIBOR + 4.25%, Rate Floor: 4.25%) due 11/22/27		EUR 10,600,000		12,582,062
Valkyr Purchaser, LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 11/05/27		12,500,000		12,479,125
Ascend Learning LLC
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 07/12/24		9,577,625		9,577,625
Datix Bidco Ltd.
4.71% (6 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 04/28/25†††		9,112,505		9,063,040
7.96% (6 Month USD LIBOR + 7.75%, Rate Floor: 7.75%) due 04/27/26†††		461,709		458,686
E2open LLC
4.00% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 02/04/28		8,000,000		8,000,000
Polaris Newco LLC
4.50% (6 Month USD LIBOR + 4.00%, Rate Floor: 4.50%) due 06/02/28		7,950,000		7,968,921
Imprivata, Inc.
4.00% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 12/01/27		7,900,000		7,907,426
Wrench Group LLC
5.50% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 04/30/26†††		6,716,250		6,733,041

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Technology - 4.3% (continued)
Sabre GLBL, Inc.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/10/27		5,522,250	$	5,549,861
Epicor Software
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 07/30/27		5,409,125		5,400,795
ThoughtWorks, Inc.
3.75% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 03/24/28		4,588,500		4,586,022
AVS Group GmbH
3.75% (6 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 09/10/26		EUR 3,750,000		4,442,037
1A Smart Start LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 08/19/27		4,267,804		4,260,676
Concorde Lux
4.00% (6 Month EURIBOR + 4.00%, Rate Floor: 4.00%) due 03/01/28		EUR 3,100,000		3,671,974
Greenway Health LLC
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 02/16/24		3,482,116		3,280,432
Ministry Brands LLC
5.00% (1 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 12/02/22†††		2,628,110		2,588,689
Verscend Holding Corp.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/27/25		2,400,000		2,403,864
Misys Ltd.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 06/13/24		1,701,233		1,673,418
Boxer Parent Co., Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 10/02/25		1,584,783		1,574,878
Polaris Newco LLC
3.56% (3 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/04/26†††		1,490,446		1,306,793
Kar Finland Bidco Oy
4.50% (6 Month EURIBOR + 4.50%, Rate Floor: 4.50%) due 11/27/23†††		EUR 1,000,000		1,165,480
24-7 Intouch, Inc.
4.85% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 08/25/25		1,147,354		1,130,143
Brave Parent Holdings, Inc.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 04/18/25		311,859		311,211
Evergood 4 ApS (Nets)
2.50% (1 Month EURIBOR + 2.50%, Rate Floor: 2.50%) due 02/06/25		EUR 225,000		266,271
Total Technology				319,697,265
Financial - 2.9%
Jones Deslauriers Insurance Management, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/27/28†††		CAD 28,649,000		23,116,149
8.00% (3 Month USD LIBOR + 7.50%, Rate Floor: 8.00%) due 03/26/29†††		CAD 10,612,000		8,605,366
Jefferies Finance LLC
3.13% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/03/26		24,365,345		24,235,965
Orion Advisor Solutions, Inc.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 09/24/27		21,567,072		21,577,856
Camelia Bidco Banc Civica
4.83% (3 Month GBP LIBOR + 4.75%, Rate Floor: 4.75%) due 10/14/24		GBP 12,975,000		17,858,551
Franchise Group, Inc.
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 03/10/26		15,760,500		15,829,531
HighTower Holding LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/21/28		13,680,000		13,697,100
Duff & Phelps
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 04/09/27		13,101,000		13,150,129
PAI Holdco, Inc.
4.50% (3 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.88%, Rate Floor: 4.50%) due 10/28/27		12,568,500		12,588,106
Teneo Holdings LLC
6.25% (1 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 07/11/25		12,534,140		12,387,866
Alter Domus
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/17/28		10,473,750		10,458,039

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Financial - 2.9% (continued)
USI, Inc.
3.40% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 12/02/26		10,222,444	$	10,122,059
Higginbotham
6.50% (1 Month USD LIBOR + 5.75%, Rate Floor: 6.50%) due 11/25/26†††		10,080,228		9,944,433
AlixPartners, LLP
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 02/04/28		EUR 5,985,000		7,064,217
Aretec Group, Inc.
4.35% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 10/01/25		6,345,978		6,320,214
HUB International Ltd.
2.93% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 04/25/25		5,173,105		5,113,045
Cross Financial Corp.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 09/15/27		4,747,500		4,757,375
AmeriLife Holdings LLC
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 03/18/27		222,754		222,407
Total Financial				217,048,408
Communications - 1.3%
Syndigo LLC
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 12/15/27†††		27,481,125		27,275,017
Xplornet Communications, Inc.
4.85% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 06/10/27		21,750,300		21,742,470
Trader Interactive
7.00% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 06/17/24†††		10,678,968		10,518,784
McGraw Hill LLC
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 11/01/24		8,864,166		8,871,080
Cengage Learning Acquisitions, Inc.
5.25% (1 Month USD LIBOR + 4.25% and 3 Month USD LIBOR + 4.25%, Rate Floor: 5.25%) due 06/07/23		8,275,971		8,280,440
Zayo Group Holdings, Inc.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/09/27		6,146,447		6,077,792

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Communications - 1.3% (continued)
LCPR Loan Financing LLC
3.82% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 10/16/28		5,300,000	$	5,303,339
Recorded Books, Inc.
4.08% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 08/29/25		4,143,341		4,145,081
Market Track LLC
6.50% (Commercial Prime Lending Rate + 3.25%, Rate Floor: 4.25%) due 06/05/24		4,090,625		4,080,398
Resource Label Group LLC
5.50% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.50%) due 05/26/23†††		1,873,216		1,863,850
9.50% (3 Month USD LIBOR + 8.50%, Rate Floor: 9.50%) due 11/27/23†††		1,500,000		1,440,000
Flight Bidco, Inc.
7.60% (1 Month USD LIBOR + 7.50%, Rate Floor: 7.50%) due 07/23/26		1,000,000		930,000
Total Communications				100,528,251
Basic Materials - 0.9%
Illuminate Buyer LLC
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/30/27		12,693,917		12,610,010
LSF11 Skyscraper HoldCo SARL
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 09/29/27		12,019,875		12,049,925
NIC Acquisition Corp.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 12/29/27		10,650,000		10,620,074
GrafTech Finance, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/12/25		7,978,858		7,974,869
Barentz Midco BV
4.00% (3 Month EURIBOR + 4.00%, Rate Floor: 4.00%) due 11/30/27		EUR 2,400,000		2,848,940
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 11/30/27		1,990,013		1,990,012
Patriot Container Corp. (Wastequip)
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 03/20/25		4,741,683		4,706,120
Pregis TopCo LLC
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 07/31/26†††		4,150,000		4,165,562
Pregis TopCo LLC
4.50% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.50%) due 07/31/26		2,400,000		2,400,000
American Rock Salt Company LLC
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 06/09/28		2,350,000		2,350,987
Invictus MD Strategies Corp.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25		1,993,151		1,989,165
Vectra Co.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/10/25		1,931,062		1,911,346
DCG Acquisition Corp.
4.59% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 09/30/26		942,471		942,471
Ascend Performance Materials Operations LLC
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 08/27/26		395,000		400,289
Total Basic Materials				66,959,770
Utilities - 0.6%
Hamilton Projects Acquiror LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/17/27		24,454,712		24,185,710
RS Ivy Holdco, Inc.
6.50% (1 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 12/23/27		13,860,350		13,860,350
Panda Hummel
7.00% (1 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 10/27/22		1,207,551		1,146,739
Panda Stonewall
6.50% (3 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 11/12/21		721,263		671,077
Granite Generation LLC
4.75% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 11/09/26		511,468		498,042
Total Utilities				40,361,918
Energy - 0.2%
Venture Global Calcasieu Pass LLC
2.46% (1 Month USD LIBOR + 2.38%, Rate Floor: 2.38%) due 08/19/26†††		8,992,682		8,408,157

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,7 - 25.0% (continued)
Energy - 0.2% (continued)
SeaPort Financing LLC
5.61% (1 Month USD LIBOR + 5.50%, Rate Floor: 5.50%) due 10/31/25†††		3,061,031	$	3,030,421
Permian Production Partners LLC
10.00% (1 Month USD LIBOR + 7.00%, Rate Floor: 8.00%) (in-kind rate was 2.00%) due 11/24/25†††,11		2,243,356		2,019,020
Buckeye Partners LP
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 11/01/26		592,523		588,079
Total Energy				14,045,677
Total Senior Floating Rate Interests
(Cost $1,850,857,812)				1,868,990,835

ASSET-BACKED SECURITIES†† - 15.1%
Collateralized Loan Obligations - 8.6%
Diamond CLO Ltd.
2018-1A, 2.78% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 07/22/305,7	13,500,000	13,480,700
2018-1A, 1.98% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 07/22/305,7	11,000,000	10,937,181
2021-1A, 3.58% (3 Month USD LIBOR + 3.40%, Rate Floor: 3.40%) due 04/25/295,7	5,500,000	5,499,908
2018-1A, 3.88% (3 Month USD LIBOR + 3.70%, Rate Floor: 3.70%) due 07/22/305,7	5,000,000	4,988,744
2021-1A, 2.58% (3 Month USD LIBOR + 2.40%, Rate Floor: 2.40%) due 04/25/295,7	1,322,000	1,318,436
LoanCore Issuer Ltd.
2021-CRE4, 2.63% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 07/15/355,7	13,500,000	13,515,721
2019-CRE2, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/365,7	12,850,000	12,874,400
2021-CRE5, 3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 07/15/365,7	8,250,000	8,276,912
BXMT Ltd.
2020-FL2, 1.78% (1 Month USD LIBOR + 1.65%, Rate Floor: 1.65%) due 02/15/385,7	15,640,000	15,615,927

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 15.1% (continued)
Collateralized Loan Obligations - 8.6% (continued)
2020-FL2, 2.07% (1 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 02/15/385,7		8,000,000	$	8,025,653
2020-FL3, 2.92% (1 Month USD LIBOR + 2.80%, Rate Floor: 2.80%) due 03/15/375,7		7,350,000		7,412,714
KREF Funding V LLC
1.86% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/25/26†††,7		27,000,000		26,835,570
0.15% due 06/25/26†††,14		73,636,363		7,364
Voya CLO Ltd.
2021-2A, 3.78% (3 Month USD LIBOR + 3.60%, Rate Floor: 3.60%) due 06/07/305,7		16,500,000		16,450,399
2013-1A, due 10/15/305,12		28,970,307		9,380,325
Golub Capital Partners CLO Ltd.
2018-36A, 2.28% (3 Month USD LIBOR + 2.10%, Rate Floor: 0.00%) due 02/05/315,7		20,000,000		19,716,766
2018-39A, 2.39% (3 Month USD LIBOR + 2.20%, Rate Floor: 2.20%) due 10/20/285,7		5,000,000		5,001,059
MidOcean Credit CLO VII
2020-7A, 2.38% (3 Month USD LIBOR + 2.20%, Rate Floor: 0.00%) due 07/15/295,7		21,000,000		20,875,796
Palmer Square Loan Funding Ltd.
2018-4A, 2.06% (3 Month USD LIBOR + 1.90%, Rate Floor: 0.00%) due 11/15/265,7		9,050,000		9,051,732
2021-3A, due 07/20/295,7		8,300,000		8,300,000
2018-5A, 2.09% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 01/20/275,7		3,000,000		3,000,252
Treman Park CLO Ltd.
2015-1A, due 10/20/285,12		32,400,000		19,754,697
First Eagle Clarendon Fund CLO LLC
2019-1A, 2.23% (3 Month USD LIBOR + 2.05%, Rate Floor: 0.00%) due 01/25/275,7		14,050,000		14,052,408
2019-1A, 3.23% (3 Month USD LIBOR + 3.05%, Rate Floor: 0.00%) due 01/25/275,7		4,500,000		4,500,806
2019-1A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 01/25/275,7		1,182,032		1,181,709
BSPRT Issuer Ltd.
2021-FL6, 3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/15/365,7		18,425,000		18,515,142
BDS Ltd.
2019-FL3, 2.38% (1 Month USD LIBOR + 2.30%, Rate Floor: 2.30%) due 12/15/355,7		18,300,000		18,316,585
Anchorage Capital CLO 6 Ltd.
2021-6A, 3.63% (3 Month USD LIBOR + 3.45%, Rate Floor: 3.45%) due 07/15/305,7		17,350,000		17,349,799
Cerberus Loan Funding XXX, LP
2020-3A, 3.83% (3 Month USD LIBOR + 3.65%, Rate Floor: 3.65%) due 01/15/335,7		14,500,000		14,688,584
OZLM XIII Ltd.
2018-13A, 2.29% (3 Month USD LIBOR + 2.10%, Rate Floor: 0.00%) due 07/30/275,7		12,650,000		12,651,160
Lake Shore MM CLO III LLC
2020-1A, 3.38% (3 Month USD LIBOR + 3.20%, Rate Floor: 3.20%) due 10/15/295,7		12,200,000		12,261,260
Neuberger Berman Loan Advisers CLO 32 Ltd.
2021-32A, 2.89% (3 Month USD LIBOR + 2.70%, Rate Floor: 2.70%) due 01/20/325,7		11,500,000		11,498,448
Atlas Senior Loan Fund IX Ltd.
2018-9A, 1.99% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 04/20/285,7		10,250,000		10,133,233
2018-9A, due 04/20/285,12		9,600,000		995,779
TCP Waterman CLO Ltd.
2016-1A, 3.12% (3 Month USD LIBOR + 3.00%, Rate Floor: 0.00%) due 12/15/285,7		11,000,000		10,987,375

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 15.1% (continued)
Collateralized Loan Obligations - 8.6% (continued)
GoldenTree Loan Management US CLO 1 Ltd.
2021-9A, 3.02% (3 Month USD LIBOR + 2.90%, Rate Floor: 2.90%) due 01/20/335,7		9,950,000	$	9,949,832
THL Credit Lake Shore MM CLO I Ltd.
2021-1A, 3.11% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 04/15/335,7		9,900,000		9,820,229
Golub Capital Partners CLO 16 Ltd.
2021-16A, 2.99% (3 Month USD LIBOR + 2.90%, Rate Floor: 2.90%) due 07/25/335,7		9,300,000		9,300,000
ABPCI DIRECT LENDING FUND CLO V Ltd.
2021-5A, 2.99% (3 Month USD LIBOR + 2.90%, Rate Floor: 2.90%) due 04/20/315,7		9,200,000		9,200,000
FS RIALTO
2021-FL2, 2.87% (1 Month USD LIBOR + 2.80%, Rate Floor: 2.80%) due 04/16/285,7		8,850,000		8,858,144
Magnetite Xxix Ltd.
2021-29A, 2.70% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 01/15/345,7		8,800,000		8,799,919
Telos CLO Ltd.
2017-6A, 2.79% (3 Month USD LIBOR + 2.60%, Rate Floor: 0.00%) due 01/17/275,7		7,500,000		7,490,001
2017-6A, 1.46% (3 Month USD LIBOR + 1.27%, Rate Floor: 0.00%) due 01/17/275,7		948,873		948,880
Marathon CLO V Ltd.
2017-5A, 1.60% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 11/21/275,7		7,920,233		7,852,365
2013-5A, due 11/21/275,12		5,500,000		549,450
CIFC Funding 2017-II Ltd.
2021-2A, 3.23% (3 Month USD LIBOR + 3.10%, Rate Floor: 3.10%) due 04/20/305,7		8,100,000		8,101,264
Dryden 37 Senior Loan Fund
2015-37A, due 01/15/315,12		9,500,000		8,016,509

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 15.1% (continued)
Collateralized Loan Obligations - 8.6% (continued)
Flagship CLO VIII Ltd.
2018-8A, 1.98% (3 Month USD LIBOR + 1.80%, Rate Floor: 0.00%) due 01/16/265,7		8,025,000	$	8,012,998
Venture XIV CLO Ltd.
2020-14A, 2.39% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 08/28/295,7		8,000,000		7,986,669
Carlyle Global Market Strategies CLO Ltd.
2017-2A, 1.84% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 01/18/295,7		3,500,000		3,459,590
2012-3A, due 01/14/325,12		6,400,000		2,675,232
2013-3X SUB, due 10/15/3012		4,938,326		1,455,260
Madison Park Funding XLVIII Ltd.
2021-48A, 3.14% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 04/19/335,7		7,500,000		7,506,123
Newstar Commercial Loan Funding LLC
2017-1A, 3.63% (3 Month USD LIBOR + 3.50%, Rate Floor: 0.00%) due 03/20/275,7		7,500,000		7,503,830
ACRE Commercial Mortgage Ltd.
2021-FL4, 2.68% (1 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 12/18/375,7		7,350,000		7,351,244
ACRES Commercial Realty Ltd.
2021-FL1, 2.72% (1 Month USD LIBOR + 2.65%, Rate Floor: 2.65%) due 06/15/365,7		7,250,000		7,257,579
Octagon Loan Funding Ltd.
2014-1A, due 11/18/315,12		19,435,737		6,817,376
Marathon CRE Ltd.
2018-FL1, 3.08% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/15/285,7		6,000,000		5,985,601
2018-FL1, 2.68% (1 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 06/15/285,7		650,000		648,381
Cerberus Loan Funding XXXIII, LP
2021-3A, due 07/23/335,7		5,900,000		5,900,000
Dryden 41 Senior Loan Fund
2015-41A, due 04/15/315,12		11,700,000		5,668,919
CHCP Ltd.
2021-FL1, 3.12% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 02/15/385,7		5,500,000		5,549,567
Hull Street CLO Ltd.
2014-1A, 3.79% (3 Month USD LIBOR + 3.60%, Rate Floor: 0.00%) due 10/18/265,7		5,785,000		5,513,969
ABPCI Direct Lending Fund CLO I LLC
2021-1A, 3.18% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 07/20/335,7		5,550,000		5,507,166
Silvermore CLO Ltd.
2014-1A, 3.16% (3 Month USD LIBOR + 3.00%, Rate Floor: 0.00%) due 05/15/265,7		5,500,000		5,499,135
Dryden 50 Senior Loan Fund
2017-50A, due 07/15/305,12		7,895,000		5,107,228
Sudbury Mill CLO Ltd.
2017-1A, 2.64% (3 Month USD LIBOR + 2.45%, Rate Floor: 0.00%) due 01/17/265,7		5,000,000		4,979,706
Venture XIII CLO Ltd.
2013-13A, due 09/10/295,12		13,790,000		4,410,925
WhiteHorse X Ltd.
2015-10A, 5.49% (3 Month USD LIBOR + 5.30%, Rate Floor: 5.30%) due 04/17/275,7		4,980,000		4,335,724
BNPP IP CLO Ltd.
2014-2A, 5.44% (3 Month USD LIBOR + 5.25%, Rate Floor: 0.00%) due 10/30/255,7		5,847,392		4,157,496
Neuberger Berman Loan Advisers CLO 40 Ltd.
2021-40A, 2.94% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 04/16/335,7		4,050,000		4,049,952

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 15.1% (continued)
Collateralized Loan Obligations - 8.6% (continued)
Madison Park Funding XVI Ltd.
2016-16A, 2.84% (3 Month USD LIBOR + 2.65%, Rate Floor: 0.00%) due 04/20/265,7		4,000,000	$	4,000,007
Cerberus Loan Funding XXVI, LP
2021-1A, 2.97% (3 Month USD LIBOR + 2.90%, Rate Floor: 2.90%) due 04/15/315,7		4,000,000		4,000,000
Adams Mill CLO Ltd.
2014-1A, 5.18% (3 Month USD LIBOR + 5.00%, Rate Floor: 0.00%) due 07/15/265,7		4,000,000		3,799,060
STWD Ltd.
2021-FL2, 2.88% (1 Month USD LIBOR + 2.80%, Rate Floor: 2.80%) due 04/18/385,7		3,750,000		3,758,148
Monroe Capital CLO Ltd.
2017-1A, 3.78% (3 Month USD LIBOR + 3.60%, Rate Floor: 0.00%) due 10/22/265,7		3,000,000		2,993,971
KVK CLO Ltd.
2013-1A, due 01/14/285,12		11,900,000		2,769,059
AMMC CLO XI Ltd.
2012-11A, due 04/30/315,12		5,650,000		2,698,734
Avery Point II CLO Ltd.
2013-3X COM, due 01/18/2512		7,973,707		2,651,105
Denali Capital CLO XI Ltd.
2018-1A, 2.34% (3 Month USD LIBOR + 2.15%, Rate Floor: 0.00%) due 10/20/285,7		2,500,000		2,482,939
Goldentree Loan Management US CLO 4 Ltd.
2021-4A, 3.29% (3 Month USD LIBOR + 3.15%, Rate Floor: 3.15%) due 04/24/315,7		2,000,000		1,999,720
PFP Ltd.
2021-7, 3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 04/14/385,7		1,790,000		1,789,203
Babson CLO Ltd.
2014-IA, due 07/20/255,12		11,900,000		1,343,510
KKR CLO 19 Ltd.
2017-19, 1.93% (3 Month USD LIBOR + 1.75%, Rate Floor: 0.00%) due 10/15/305,7		1,350,000		1,324,020
NewStar Clarendon Fund CLO LLC
2015-1A, 4.53% (3 Month USD LIBOR + 4.35%, Rate Floor: 0.00%) due 01/25/275,7		1,300,000		1,299,826
Dryden Senior Loan Fund
due 01/15/3112		1,897,598		958,287
Great Lakes CLO Ltd.
2014-1A, due 10/15/295,12		1,500,000		628,488
Copper River CLO Ltd.
2007-1A, due 01/20/216,12		8,150,000		239,366
West CLO Ltd.
2013-1A, due 11/07/255,12		5,300,000		192,920
TICP CLO III-2 Ltd.
2018-3R, 1.03% (3 Month USD LIBOR + 0.84%, Rate Floor: 0.84%) due 04/20/285,7		184,122		183,989
OHA Credit Partners IX Ltd.
2013-9A, due 10/20/255,12		4,219,178		5,063
Total Collateralized Loan Obligations				642,796,222
Transport-Aircraft - 3.6%
Castlelake Aircraft Securitization Trust
2018-1, 4.13% due 06/15/435		21,341,381		21,264,851
2017-1, 3.97% due 07/15/42		18,540,946		18,527,150
2016-1, 4.45% due 08/15/41		7,964,057		7,955,269
2019-1A, 3.97% due 04/15/395		7,363,074		7,352,989
KDAC Aviation Finance Ltd.
2017-1A, 4.21% due 12/15/425		49,577,942		47,802,596
AASET Trust
2017-1A, 3.97% due 05/16/425		27,582,741		27,286,721
2020-1A, 4.34% due 01/16/405		6,611,667		4,705,706
Falcon Aerospace Ltd.
2017-1, 4.58% due 02/15/425		18,301,370		18,213,711
2019-1, 3.60% due 09/15/395		6,726,586		6,668,883
2017-1, 6.30% due 02/15/425		4,319,471		4,128,895
Raspro Trust
2005-1A, 1.11% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.93%) due 03/23/245,7		24,091,712		24,062,400
Sapphire Aviation Finance I Ltd.
2018-1A, 4.25% due 03/15/405		21,365,457		20,924,724

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 15.1% (continued)
Transport-Aircraft - 3.6% (continued)
AASET US Ltd.
2018-2A, 4.45% due 11/18/385		18,494,553	$	18,292,280
Sapphire Aviation Finance II Ltd.
2020-1A, 4.34% due 03/15/405		9,117,555		7,978,376
2020-1A, 3.23% due 03/15/405		649,617		646,226
JOL Air Ltd.
2019-1, 3.97% due 04/15/445		7,100,468		7,089,084
MAPS Ltd.
2018-1A, 4.21% due 05/15/435		6,015,405		6,024,960
GAIA Aviation Ltd.
2019-1, 3.97% due 12/15/445,13		4,272,951		4,258,834
WAVE LLC
2019-1, 3.60% due 09/15/445		4,081,284		4,056,363
Slam Ltd.
2021-1A, 3.42% due 06/15/465		3,600,000		3,643,991
Castlelake Aircraft Structured Trust
2021-1A, 6.66% due 01/15/465		3,104,479		3,295,849
Stripes Aircraft Ltd.
2013-1 A1, 3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 03/20/23†††,7		2,795,969		2,715,977
Airplanes Pass Through Trust
2001-1A, due 03/15/19†††,6,10		2,097,481		210
Total Transport-Aircraft				266,896,045
Financial - 1.0%
HV Eight LLC
2.75% (3 Month EURIBOR + 2.75%, Rate Floor: 2.75%) due 12/28/25†††,7		EUR 28,000,000		33,438,646
Aesf Vi Verdi, LP
2.15% (3 Month EURIBOR + 2.15%, Rate Floor: 2.15%) due 11/25/24†††,7		EUR 18,309,640		21,678,371
Nassau LLC
2019-1, 3.98% due 08/15/345		16,889,389		17,093,185
Ceamer Finance LLC
3.69% due 03/22/31†††		6,000,000		5,880,240
Total Financial				78,090,442
Whole Business - 0.7%
TSGE
2017-1, 6.25% due 09/25/31†††		42,550,000		44,035,762
Taco Bell Funding LLC
2016-1A, 4.97% due 05/25/465		2,712,000		2,928,147
Applebee's Funding LLC / IHOP Funding LLC
2019-1A, 4.19% due 06/07/495		2,084,250		2,136,481
Wendy's Funding LLC
2018-1A, 3.88% due 03/15/485		386,000		410,503
Drug Royalty III Limited Partnership 1
2017-1A, 2.74% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 04/15/275,7		194,873		194,872
Total Whole Business				49,705,765
Infrastructure - 0.5%
VB-S1 Issuer LLC
2020-1A, 6.66% due 06/15/505		23,700,000		25,853,038
2020-1A, 4.09% due 06/15/505		5,183,000		5,444,228
Secured Tenant Site Contract Revenue Notes Series
2018-1A, 4.70% due 06/15/486		6,757,998		6,942,789
Total Infrastructure				38,240,055
Collateralized Debt Obligations - 0.4%
Anchorage Credit Funding 3 Ltd.
2021-3A, 3.47% due 01/28/395		14,250,000		14,216,007
Anchorage Credit Funding 4 Ltd.
2021-4A, 3.12% due 04/27/395		9,200,000		9,120,224
2021-4A, 3.52% due 04/27/395		4,250,000		4,208,375

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 15.1% (continued)
Collateralized Debt Obligations - 0.4% (continued)
Putnam Structured Product Funding Ltd.
2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/386,7		97,812	$	97,648
Total Collateralized Debt Obligations				27,642,254
Diversified Payment Rights - 0.2%
Bib Merchant Voucher Receivables Ltd.
4.18% due 04/07/28†††		15,300,000		16,318,215
Net Lease - 0.1%
CARS-DB4, LP
2020-1A, 4.95% due 02/15/505		10,550,000		10,690,468
Insurance - 0.0%
J.G. Wentworth XLI LLC
2018-1A, 4.70% due 10/15/745		400,000		427,029
Total Asset-Backed Securities
(Cost $1,115,556,826)				1,130,806,495

COLLATERALIZED MORTGAGE OBLIGATIONS†† - 15.0%
Government Agency - 8.0%
Uniform MBS 30 Year
due 08/12/227	580,450,000	599,586,856
Residential Mortgage Backed Securities - 6.1%
Ameriquest Mortgage Securities Trust
2006-M3, 0.33% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 10/25/367	35,229,448	15,700,828
2006-M3, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 10/25/367	23,046,727	15,232,407
2006-M3, 0.19% (1 Month USD LIBOR + 0.10%, Rate Floor: 0.10%) due 10/25/367	14,645,532	6,399,974
JP Morgan Mortgage Acquisition Trust
2006-WMC4, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 12/25/367	24,326,142	15,506,553
2006-WMC3, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 08/25/367	10,300,880	8,244,839
2006-HE3, 0.41% (1 Month USD LIBOR + 0.32%, Rate Floor: 0.32%) due 11/25/367	6,434,278	5,922,937

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 15.0% (continued)
Residential Mortgage Backed Securities - 6.1% (continued)
2006-WMC4, 0.21% (1 Month USD LIBOR + 0.12%, Rate Floor: 0.12%) due 12/25/367		8,373,272	$	5,310,566
2006-WMC4, 0.17% (1 Month USD LIBOR + 0.08%, Rate Floor: 0.08%) due 12/25/367		3,540,513		2,230,313
Lehman XS Trust Series
2006-16N, 0.30% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 11/25/467		16,638,870		16,675,303
2006-18N, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 12/25/367		12,978,250		13,344,338
2006-10N, 0.51% (1 Month USD LIBOR + 0.42%, Rate Floor: 0.42%) due 07/25/467		3,420,959		3,487,735
WaMu Asset-Backed Certificates WaMu Series
2007-HE2, 0.45% (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 04/25/377		26,267,367		13,168,152
2007-HE2, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 04/25/377		20,015,501		9,796,359
2007-HE4, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 07/25/477		7,664,142		6,439,286
2007-HE4, 0.34% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 07/25/477		2,456,936		1,841,146
RALI Series Trust
2006-QO6, 0.45% (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 06/25/467		32,664,193		10,425,711
2007-QO2, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 02/25/477		14,979,784		7,582,328
2006-QO8, 0.49% (1 Month USD LIBOR + 0.40%, Rate Floor: 0.40%) due 10/25/467		5,440,613		5,348,071
2006-QO6, 0.55% (1 Month USD LIBOR + 0.46%, Rate Floor: 0.46%) due 06/25/467		8,498,777		2,763,743
2006-QO2, 0.63% (1 Month USD LIBOR + 0.54%, Rate Floor: 0.54%) due 02/25/467		6,350,887		1,928,407
2006-QO6, 0.61% (1 Month USD LIBOR + 0.52%, Rate Floor: 0.52%) due 06/25/467		5,362,005		1,787,598
2006-QO2, 0.77% (1 Month USD LIBOR + 0.68%, Rate Floor: 0.68%) due 02/25/467		3,398,263		1,076,564
2006-QO2, 0.53% (1 Month USD LIBOR + 0.44%, Rate Floor: 0.44%) due 02/25/467		227,787		67,727
Long Beach Mortgage Loan Trust
2006-6, 0.59% (1 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 07/25/367		15,326,368		8,121,695
2006-8, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 09/25/367		18,202,672		7,229,876
2006-4, 0.41% (1 Month USD LIBOR + 0.32%, Rate Floor: 0.32%) due 05/25/367		10,940,201		4,617,480
2006-1, 0.47% (1 Month USD LIBOR + 0.38%, Rate Floor: 0.38%) due 02/25/367		4,253,825		3,825,876
2006-6, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 07/25/367		4,772,446		2,476,292
2006-8, 0.18% (1 Month USD LIBOR + 0.09%, Rate Floor: 0.09%) due 09/25/367		4,932,582		1,925,904
2006-6, 0.29% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 07/25/367		2,762,668		1,418,033
Structured Asset Securities Corporation Mortgage Loan Trust
2008-BC4, 0.72% (1 Month USD LIBOR + 0.63%, Rate Floor: 0.63%) due 11/25/377		26,601,179		26,209,261
FKRT
2020-C2A, 3.25% due 12/30/23†††,6		23,210,544		23,238,396

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 15.0% (continued)
Residential Mortgage Backed Securities - 6.1% (continued)
American Home Mortgage Assets Trust
2006-6, 0.30% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 12/25/467		10,594,866	$	9,065,455
2006-1, 0.47% (1 Month USD LIBOR + 0.38%, Rate Floor: 0.38%) due 05/25/467		9,393,149		8,869,378
2006-3, 1.06% (1 Year CMT Rate + 0.94%, Rate Floor: 0.94%) due 10/25/467		5,998,186		4,879,788
Morgan Stanley IXIS Real Estate Capital Trust
2006-2, 0.31% (1 Month USD LIBOR + 0.22%, Rate Floor: 0.22%) due 11/25/367		24,117,170		11,070,987
2006-2, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 11/25/367		18,398,383		8,358,755
Morgan Stanley ABS Capital I Incorporated Trust
2006-HE8, 0.31% (1 Month USD LIBOR + 0.22%, Rate Floor: 0.22%) due 10/25/367		22,117,781		13,177,672
2006-HE6, 0.19% (1 Month USD LIBOR + 0.10%, Rate Floor: 0.10%) due 09/25/367		4,719,257		2,201,666
2007-HE4, 0.32% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 02/25/377		4,118,775		1,817,095
IXIS Real Estate Capital Trust
2007-HE1, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 05/25/377		25,494,771		8,855,782
2007-HE1, 0.32% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 05/25/377		18,062,687		6,355,244
GSAMP Trust
2007-NC1, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 12/25/467		21,507,286		14,017,647
GSAA Home Equity Trust
2006-3, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 03/25/367		12,795,181		8,579,440
2006-9, 0.57% (1 Month USD LIBOR + 0.48%, Rate Floor: 0.48%) due 06/25/367		8,528,188		3,537,757
2007-7, 0.63% (1 Month USD LIBOR + 0.54%, Rate Floor: 0.54%) due 07/25/377		870,755		859,878
Master Asset Backed Securities Trust
2006-WMC3, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 08/25/367		11,226,865		5,166,129
2006-HE3, 0.29% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 08/25/367		10,211,782		4,082,615
2006-HE3, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 08/25/367		8,585,670		3,480,436
Citigroup Mortgage Loan Trust, Inc.
2007-AMC3, 0.34% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 03/25/377		12,960,214		11,936,622
Nationstar Home Equity Loan Trust
2007-C, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 06/25/377		10,388,452		10,119,404
Home Equity Loan Trust
2007-FRE1, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 04/25/377		9,670,464		9,124,665
First NLC Trust
2007-1, 0.37% (1 Month USD LIBOR + 0.28%, Rate Floor: 0.28%) due 08/25/375,7		7,647,360		5,037,312
2007-1, 0.16% (1 Month USD LIBOR + 0.07%, Rate Floor: 0.07%) due 08/25/375,7		5,799,238		3,707,516
Alternative Loan Trust
2007-OA7, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 05/25/477		8,875,354		8,450,629

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 15.0% (continued)
Residential Mortgage Backed Securities - 6.1% (continued)
Argent Securities Trust
2006-W5, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 06/25/367		10,721,582	$	8,425,393
WaMu Asset-Backed Certificates WaMu Series Trust
2007-HE1, 0.32% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 01/25/377		8,511,863		5,366,291
2007-HE4, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 07/25/477		3,441,086		2,552,819
ACE Securities Corporation Home Equity Loan Trust Series
2007-ASP1, 0.47% (1 Month USD LIBOR + 0.38%, Rate Floor: 0.38%) due 03/25/377		12,286,907		7,595,168
HSI Asset Securitization Corporation Trust
2007-HE1, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 01/25/377		6,917,432		5,876,710
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
2006-AR9, 0.96% (1 Year CMT Rate + 0.84%, Rate Floor: 0.84%) due 11/25/467		5,008,666		4,309,628
Morgan Stanley Mortgage Loan Trust
2006-9AR, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 08/25/367		9,339,272		3,624,979
Nomura Resecuritization Trust
2015-4R, 1.15% (1 Month USD LIBOR + 0.43%, Rate Floor: 0.43%) due 03/26/365,7		2,908,235		2,894,714
Alliance Bancorp Trust
2007-OA1, 0.33% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 07/25/377		2,531,255		2,365,254
Wachovia Asset Securitization Issuance II LLC Trust
2007-HE1, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/375,7		966,806		924,766

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 15.0% (continued)
Residential Mortgage Backed Securities - 6.1% (continued)
Morgan Stanley Re-REMIC Trust
2010-R5, 1.20% due 06/26/365		759,056	$	699,013
Asset Backed Securities Corporation Home Equity Loan Trust
2006-HE5, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/367		482,715		475,765
GreenPoint Mortgage Funding Trust
2007-AR1, 0.17% (1 Month USD LIBOR + 0.08%, Rate Floor: 0.08%) due 02/25/47†††,7		8		8
Total Residential Mortgage Backed Securities				457,206,078
Commercial Mortgage Backed Securities - 0.5%
GS Mortgage Securities Corporation Trust
2017-STAY, 2.47% (1 Month USD LIBOR + 2.40%, Rate Floor: 2.15%) due 07/15/325,7		16,531,000		16,513,299
2020-UPTN, 3.35% (WAC) due 02/10/375,7		8,256,000		8,283,966
2020-DUNE, 2.57% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 12/15/365,7		7,340,000		7,133,375
2020-DUNE, 1.97% (1 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 12/15/365,7		2,750,000		2,698,870
BX Commercial Mortgage Trust
2019-XL, 2.37% (1 Month USD LIBOR + 2.30%, Rate Floor: 2.30%) due 10/15/365,7		2,118,322		2,118,988
Wells Fargo Commercial Mortgage Trust
2015-NXS1, 2.63% due 05/15/48		1,019,831		1,019,579
Total Commercial Mortgage Backed Securities				37,768,077
Military Housing - 0.4%
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
2015-R1, 0.96% (WAC) due 11/25/525,7,14		161,642,207		9,202,873
2015-R1, 0.29% (WAC) due 11/25/555,7,14		65,897,324		4,379,200
GMAC Commercial Mortgage Asset Corp.
2004-POKA, 6.36% due 09/10/44†††,5		9,000,000		11,649,420
Capmark Military Housing Trust
2007-AET2, 6.06% due 10/10/525		5,612,240		6,089,361
Total Military Housing				31,320,854
Total Collateralized Mortgage Obligations
(Cost $1,165,770,425)				1,125,881,865

U.S. GOVERNMENT SECURITIES†† - 0.6%
U.S. Treasury Notes
0.25% due 06/15/24	24,800,000	24,650,813
0.13% due 05/31/23	17,155,000	17,117,473
Total U.S. Government Securities
(Cost $41,793,904)		41,768,286

FOREIGN GOVERNMENT DEBT†† - 0.2%
Province of Quebec
0.14% due 07/09/2115	CAD 11,000,000	8,875,265
Province of Nova Scotia
0.09% due 07/08/2115	CAD 3,490,000	2,815,869
Total Foreign Government Debt
(Cost $11,777,601)		11,691,134

SENIOR FIXED RATE INTERESTS††† - 0.0%
Consumer, Cyclical - 0.0%
WESCO
5.25% due 06/14/24	CAD 3,864,740	3,110,731
Total Senior Fixed Rate Interests
(Cost $2,933,508)		3,110,731

COMMERCIAL PAPER†† - 1.4%
Societe Generale S.A.
0.06% due 07/06/215,15	35,000,000	34,999,708
Anheuser-Busch InBev Worldwide, Inc.
0.06% due 07/09/2115	29,550,000	29,549,541
Consolidated Edison Company of New York, Inc.
0.11% due 07/06/215,15	25,000,000	24,999,618
Amcor Finance (USA), Inc.
0.12% due 08/03/215,15	16,000,000	15,998,240
Total Commercial Paper
(Cost $105,547,107)		105,547,107

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts~		Value
OTC INTEREST RATE SWAPTIONS PURCHASED††,17 - 0.5%
Call Swaptions on:
Interest Rate Swaptions
JPMorgan Chase Bank, N.A. 5-Year Interest Rate Swap Expiring May 2031 with exercise rate of 2.50%		103,102,000	$	5,264,676
Citibank, N.A. 20-Year Interest Rate Swap Expiring May 2028 with exercise rate of 2.38%		33,700,000		4,914,091
JPMorgan Chase Bank, N.A. 30-Year Interest Rate Swap Expiring May 2031 with exercise rate of 2.17%		21,600,000		4,611,703
Goldman Sachs International 20-Year Interest Rate Swap Expiring May 2026 with exercise rate of 1.18% (Notional Value $33,665,937)		GBP 24,370,000		4,043,427
BNP Paribas 10-Year Interest Rate Swap Expiring May 2031 exercise rate of 2.47%		54,400,000		3,046,286
Total Interest Rate Swaptions				21,880,183
Put Swaptions on:
Interest Rate Swaptions
BNP Paribas 10-Year Interest Rate Swap Expiring May 2031 with exercise rate of 2.47%		54,400,000		5,107,503
JPMorgan Chase Bank, N.A. 5-Year Interest Rate Swap Expiring May 2031 with exercise rate of 2.50%		103,102,000		3,204,916
JPMorgan Chase Bank, N.A. 30-Year Interest Rate Swap Expiring May 2031 with exercise rate of 2.17%		21,600,000		2,743,801
Citibank, N.A. 20-Year Interest Rate Swap Expiring May 2028 with exercise rate of 2.38%		33,700,000		2,721,372
Goldman Sachs International 20-Year Interest Rate Swap Expiring May 2026 with exercise rate of 1.18% (Notional Value $33,665,936)		GBP 24,370,000		2,653,081
Total Interest Rate Swaptions				16,430,673
Total OTC Interest Rate Swaptions Purchased
(Cost $38,807,298)				38,310,856

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value		Value
OTC OPTIONS PURCHASED† - 0.2%
Call Options on:
Interest Rate Options
Morgan Stanley Capital Services LLC 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40††		1,424,100,000	$	7,077,777
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40††		709,900,000		3,535,302
Goldman Sachs International 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61††		661,700,000		2,256,397
Goldman Sachs International 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40††		126,600,000		630,468
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61††		82,200,000		280,302
Total Interest Rate Options				13,780,246

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
OTC OPTIONS PURCHASED† - 0.2% (continued)
Foreign Exchange Options
Citibank, N.A. Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.66		USD 10,309,000	$	78,999
Deutsche Bank AG Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.50		USD 3,514,000		60,823
Barclays Bank plc Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.72		USD 10,525,000		45,648
Deutsche Bank AG Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.58		USD 3,749,000		41,413
JPMorgan Chase Bank, N.A. Foreign Exchange NOK/SEK Expiring July 2021 with strike price of NOK 0.99 (Notional Value $3,839,190)		NOK 33,037,000		27,305
Deutsche Bank AG Foreign Exchange NOK/SEK Expiring July 2021 with strike price of NOK 1.01 (Notional Value $10,619,044)		NOK 91,379,000		16,396
Barclays Bank plc Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.70 (Notional Value $3,667,989)		EUR 3,093,000		16,025
Bank of America, N.A. Foreign Exchange AUD/NZD Expiring July 2021 with strike price of AUD 1.07 (Notional Value $3,448,195)		AUD 4,593,000		11,669
JPMorgan Chase Bank, N.A. Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.70 (Notional Value $3,446,225)		EUR 2,906,000		10,442
Morgan Stanley Capital Services LLC Foreign Exchange GBP/USD Expiring July 2021 with strike price of GBP 1.39 (Notional Value $3,624,925)		GBP 2,624,000		9,332

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Contracts		Value
OTC OPTIONS PURCHASED† - 0.2% (continued)
Deutsche Bank AG Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.73 (Notional Value $10,558,068)		EUR 8,903,000	$	8,612
Morgan Stanley Capital Services LLC Foreign Exchange GBP/USD Expiring July 2021 with strike price of GBP 1.41 (Notional Value $10,746,300)		GBP 7,779,000		6,479
Barclays Bank plc Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.71 (Notional Value $10,559,254)		EUR 8,904,000		2,862
Bank of America, N.A. Foreign Exchange AUD/NZD Expiring July 2021 with strike price of AUD 1.08 (Notional Value $5,981,225)		AUD 7,967,000		1,803
Citibank, N.A. Foreign Exchange EUR/GBP Expiring July 2021 with strike price of EUR 0.86 (Notional Value $4,447,125)		EUR 3,750,000		1,570
Barclays Bank plc Foreign Exchange AUD/NZD Expiring July 2021 with strike price of AUD 1.08 (Notional Value $4,749,995)		AUD 6,327,000		501
JPMorgan Chase Bank, N.A. Foreign Exchange NZD/JPY Expiring July 2021 with strike price of NZD 79.35 (Notional Value $3,535,675)		NZD 5,060,000		4
Citibank, N.A. Foreign Exchange EUR/GBP Expiring July 2021 with strike price of EUR 0.87 (Notional Value $10,447,779)		EUR 8,810,000		2
Citibank, N.A. Foreign Exchange NZD/JPY Expiring July 2021 with strike price of NZD 80.48 (Notional Value $10,544,137)		NZD 15,090,000		–
JPMorgan Chase Bank, N.A. Foreign Exchange NZD/USD Expiring July 2021 with strike price of NZD 0.74 (Notional Value $10,479,154)		NZD 14,997,000		–
JPMorgan Chase Bank, N.A. Foreign Exchange NZD/USD Expiring July 2021 with strike price of NZD 0.72 (Notional Value $3,602,056)		NZD 5,155,000		–
Total Foreign Exchange Options				339,885

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
OTC OPTIONS PURCHASED† - 0.2% (continued)
Put Options on:
Foreign Exchange Options
JPMorgan Chase Bank, N.A. Foreign Exchange NZD/USD Expiring July 2021 with strike price of NZD 0.71 (Notional Value $10,479,154)		NZD 14,997,000	$	213,842
JPMorgan Chase Bank, N.A. Foreign Exchange NZD/USD Expiring July 2021 with strike price of NZD 0.72 (Notional Value $3,602,056)		NZD 5,155,000		127,629
JPMorgan Chase Bank, N.A. Foreign Exchange NZD/JPY Expiring July 2021 with strike price of NZD 79.35 (Notional Value $3,535,675)		NZD 5,060,000		82,004
Citibank, N.A. Foreign Exchange NZD/JPY Expiring July 2021 with strike price of NZD 77.97 (Notional Value $10,544,137)		NZD 15,090,000		64,403
Morgan Stanley Capital Services LLC Foreign Exchange GBP/USD Expiring July 2021 with strike price of GBP 1.38 (Notional Value $10,746,300)		GBP 7,779,000		44,471
Morgan Stanley Capital Services LLC Foreign Exchange GBP/USD Expiring July 2021 with strike price of GBP 1.39 (Notional Value $3,624,925)		GBP 2,624,000		42,087
Deutsche Bank AG Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.69 (Notional Value $10,558,068)		EUR 8,903,000		39,736
Barclays Bank plc Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.70 (Notional Value $3,667,989)		EUR 3,093,000		30,152
Deutsche Bank AG Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.58		USD 3,749,000		28,644

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
OTC OPTIONS PURCHASED† - 0.2% (continued)
Citibank, N.A. Foreign Exchange EUR/GBP Expiring July 2021 with strike price of EUR 0.86 (Notional Value $4,447,125)		EUR 3,750,000	$	19,661
JPMorgan Chase Bank, N.A. Foreign Exchange NOK/SEK Expiring July 2021 with strike price of NOK 0.99 (Notional Value $3,839,190)		NOK 33,037,000		18,637
Deutsche Bank AG Foreign Exchange NOK/SEK Expiring July 2021 with strike price of NOK 0.98 (Notional Value $10,619,044)		NOK 91,379,000		18,329
Deutsche Bank AG Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.50		USD 3,514,000		17,696
Citibank, N.A. Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.34		USD 10,309,000		13,124
Barclays Bank plc Foreign Exchange USD/NOK Expiring July 2021 with strike price of USD 8.38		USD 10,525,000		12,831
JPMorgan Chase Bank, N.A. Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.70 (Notional Value $3,446,225)		EUR 2,906,000		8,635
Citibank, N.A. Foreign Exchange EUR/GBP Expiring July 2021 with strike price of EUR 0.86 (Notional Value $10,447,779)		EUR 8,810,000		4,533
Bank of America, N.A. Foreign Exchange AUD/NZD Expiring July 2021 with strike price of AUD 1.07 (Notional Value $3,448,195)		AUD 4,593,000		2,254
Barclays Bank plc Foreign Exchange AUD/NZD Expiring July 2021 with strike price of AUD 1.06 (Notional Value $4,749,995)		AUD 6,327,000		38

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Contracts		Value
OTC OPTIONS PURCHASED† - 0.2% (continued)
Bank of America, N.A. Foreign Exchange AUD/NZD Expiring July 2021 with strike price of AUD 1.06 (Notional Value $5,981,225)		AUD 7,967,000	$	13
Barclays Bank plc Foreign Exchange EUR/NZD Expiring July 2021 with strike price of EUR 1.66 (Notional Value $10,559,254)		EUR 8,904,000		2
Total Foreign Exchange Options				788,721
Total OTC Options Purchased
(Cost $7,772,554)				14,908,852
Total Investments - 109.4%
(Cost $8,021,329,150)			$	8,192,939,418

	Face Amount~
Collateralized Mortgage Obligations Sold Short†† - (8.2)%
Government Agency - (8.2)%
Uniform MBS 30 Year
3.50% due 08/12/22		580,450,000	(611,479,116	)
Total Collateralized Mortgage Obligations Sold Short
(Proceeds $612,036,832)			(611,479,116	)

	Contracts
LISTED OPTIONS WRITTEN† - (0.0)%
Call Options on:
Equity Options
Gores Holdings VI, Inc.- Class A Expiring March 2022 with strike price of $17.50 (Notional Value $604,633)		373	(138,010	)
Gores Holdings VI, Inc. Expiring March 2022 with strike price of $15.00 (Notional Value $1,953,305)		1,205	(560,325	)
Total Equity Options			(698,335	)
Total Listed Options Written
(Premiums received $572,950)			(698,335	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
OTC OPTIONS WRITTEN† - (0.0)%
Call Options on:
Foreign Exchange Options
Morgan Stanley Capital Services LLC Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 92.42 (Notional Value $2,611,645)		CAD 3,234,000	$	–
Goldman Sachs International Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.11 (Notional Value $2,668,275)		EUR 2,250,000		(12	)
JPMorgan Chase Bank, N.A. Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 90.85 (Notional Value $18,544,779)		CAD 22,964,000		(389	)
Deutsche Bank AG Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.95 (Notional Value $2,111,109)		AUD 2,812,000		(2,629	)
JPMorgan Chase Bank, N.A. Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.94 (Notional Value $2,638,886)		AUD 3,515,000		(2,920	)
Morgan Stanley Capital Services LLC Foreign Exchange USD/CAD Expiring July 2021 with strike price of USD 1.23		USD 2,577,000		(2,931	)
Bank of America, N.A. Foreign Exchange GBP/AUD Expiring July 2021 with strike price of GBP 1.87 (Notional Value $2,718,694)		GBP 1,968,000		(3,035	)
Deutsche Bank AG Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.10 (Notional Value $2,667,089)		EUR 2,249,000		(3,963	)
Morgan Stanley Capital Services LLC Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 112.24		USD 2,624,000		(6,245	)
Bank of America, N.A. Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 110.80		USD 2,812,000		(8,135	)
Citibank, N.A. Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.10 (Notional Value $18,118,180)		EUR 15,278,000		(11,654	)
Citibank, N.A. Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 89.93 (Notional Value $2,573,690)		CAD 3,187,000		(12,622	)
Barclays Bank plc Foreign Exchange USD/CAD Expiring June 2021 with strike price of USD 1.22		USD 1,031,000		(13,573	)
JPMorgan Chase Bank, N.A. Foreign Exchange USD/CAD Expiring June 2021 with strike price of USD 1.22		USD 1,875,000		(25,441	)
Morgan Stanley Capital Services LLC Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.10 (Notional Value $17,894,045)		EUR 15,089,000		(71,671	)
Deutsche Bank AG Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.93 (Notional Value $18,294,276)		AUD 24,368,000		(72,328	)
Citibank, N.A. Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.93 (Notional Value $17,871,604)		AUD 23,805,000		(72,617	)
JPMorgan Chase Bank, N.A. Foreign Exchange GBP/AUD Expiring July 2021 with strike price of GBP 1.85 (Notional Value $18,773,906)		GBP 13,590,000		(80,260	)
Barclays Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 111.05		USD 18,978,000		(118,423	)
Goldman Sachs International Foreign Exchange USD/CAD Expiring July 2021 with strike price of USD 1.23		USD 19,213,000		(142,440	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
Deutsche Bank AG Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 89.20 (Notional Value $18,315,432)		CAD 22,680,000	$	(166,778	)
Citibank, N.A. Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 109.41		USD 18,745,000		(266,375	)
Goldman Sachs International Foreign Exchange USD/CAD Expiring June 2021 with strike price of USD 1.20		USD 24,370,000		(694,749	)
Total Foreign Exchange Options				(1,779,190	)
Equity Options
Citibank, N.A. Pershing Square Tontine Holdings Ltd. Expiring December 2021 with strike price of $35.00 (Notional Value $34,140)		15		(825	)
Citibank, N.A. Pershing Square Tontine Holdings Ltd. Expiring December 2021 with strike price of $40.00 (Notional Value $623,624)		274		(9,590	)
Citibank, N.A. Pershing Square Tontine Holdings Ltd. Expiring December 2021 with strike price of $30.00 (Notional Value $414,232)		182		(17,290	)
Total Equity Options				(27,705	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
Put Options on:
Foreign Exchange Options
Barclays Bank plc Foreign Exchange USD/CAD Expiring June 2021 with strike price of USD 1.19		USD 1,031,000	$	–
JPMorgan Chase Bank, N.A. Foreign Exchange USD/CAD Expiring June 2021 with strike price of USD 1.19		USD 1,875,000		–
Bank of America, N.A. Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 108.30		USD 2,812,000		–
Goldman Sachs International Foreign Exchange USD/CAD Expiring June 2021 with strike price of USD 1.20		USD 24,370,000		–
Goldman Sachs International Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.09 (Notional Value $2,668,275)		EUR 2,250,000		(9	)
Citibank, N.A. Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 109.41		USD 18,745,000		(90	)
Citibank, N.A. Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 87.16 (Notional Value $2,573,690)		CAD 3,187,000		(1,843	)
Deutsche Bank AG Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.09 (Notional Value $2,667,089)		EUR 2,249,000		(2,921	)
JPMorgan Chase Bank, N.A. Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.92 (Notional Value $2,638,886)		AUD 3,515,000		(5,344	)
Morgan Stanley Capital Services LLC Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 89.62 (Notional Value $2,611,645)		CAD 3,234,000		(5,752	)
Morgan Stanley Capital Services LLC Foreign Exchange USD/CAD Expiring July 2021 with strike price of USD 1.26		USD 2,577,000		(5,924	)
Morgan Stanley Capital Services LLC Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 109.86		USD 2,624,000		(6,245	)
Bank of America, N.A. Foreign Exchange GBP/AUD Expiring July 2021 with strike price of GBP 1.83 (Notional Value $2,718,694)		GBP 1,968,000		(7,721	)
Deutsche Bank AG Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.92 (Notional Value $2,111,109)		AUD 2,812,000		(7,764	)
Citibank, N.A. Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.10 (Notional Value $18,118,180)		EUR 15,278,000		(30,459	)
Morgan Stanley Capital Services LLC Foreign Exchange EUR/CHF Expiring July 2021 with strike price of EUR 1.10 (Notional Value $17,894,045)		EUR 15,089,000		(66,496	)
Deutsche Bank AG Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 89.20 (Notional Value $18,315,432)		CAD 22,680,000		(81,065	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value/Contracts		Value
Goldman Sachs International Foreign Exchange USD/CAD Expiring July 2021 with strike price of USD 1.23		USD 19,213,000	$	(83,354	)
Barclays Foreign Exchange USD/JPY Expiring July 2021 with strike price of USD 111.05		USD 18,978,000		(118,423	)
Deutsche Bank AG Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.93 (Notional Value $18,294,276)		AUD 24,368,000		(136,649	)
JPMorgan Chase Bank, N.A. Foreign Exchange GBP/AUD Expiring July 2021 with strike price of GBP 1.85 (Notional Value $18,773,906)		GBP 13,590,000		(156,706	)
Citibank, N.A. Foreign Exchange AUD/CAD Expiring July 2021 with strike price of AUD 0.93 (Notional Value $17,871,604)		AUD 23,805,000		(165,663	)
JPMorgan Chase Bank, N.A. Foreign Exchange CAD/JPY Expiring July 2021 with strike price of CAD 90.85 (Notional Value $18,544,779)		CAD 22,964,000		(252,400	)
Total Foreign Exchange Options				(1,134,828	)
Total OTC Options Written
(Premiums received $3,388,559)				(2,941,723	)
Total Securities Sold Short - (8.2)%
(Proceeds $615,998,341)			$	(615,119,174	)
Other Assets & Liabilities, net - (1.2)%				(86,499,594	)
Total Net Assets - 100.0%			$	7,491,320,650

Futures Contracts
Description	Number of Contracts		Expiration Date	Notional Amount		Value and Unrealized Appreciation (Depreciation)**
Commodity Futures Contracts Purchased†
Silver Futures Contracts		571	Sep 2021	$	74,929,475	$	318,720
Gold 100 oz. Futures Contracts		389	Aug 2021		68,872,450		(4,582,766	)
				$	143,801,925	$	(4,264,046	)
Commodity Futures Contracts Sold Short†
WTI Crude Futures Contracts		933	Aug 2021	$	67,913,070	$	(1,318,094	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Centrally Cleared Interest Rate Swap Agreements††
Counterparty	Exchange	Floating Rate Type	Floating Rate Index	Fixed Rate			Payment Frequency	Maturity Date		Notional Amount~		Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)**
J.P. Morgan Securities LLC	LCH	Pay	U.S. Secured Overnight Financing Rate		1.36	%	Annually	05/21/31			15,840,000	$	195,565		$	–		$	195,565
J.P. Morgan Securities LLC	LCH	Pay	U.S. Secured Overnight Financing Rate		1.36	%	Annually	05/21/31			8,168,000		99,675			–			99,675
J.P. Morgan Securities LLC	LCH	Pay	3-Month PLN WIBOR		1.24	%	Quarterly	05/19/23	PLN		88,106,000		64,044			–			64,044
J.P. Morgan Securities LLC	LCH	Pay	3-Month ILS TELBOR		0.37	%	Quarterly	05/21/23	ILS		115,287,000		42,701			(5	)		42,706
J.P. Morgan Securities LLC	LCH	Pay	U.S. Secured Overnight Financing Rate		1.04	%	Annually	05/19/28			3,860,000		7,413			273			7,140
J.P. Morgan Securities LLC	LCH	Pay	Sterling Overnight Interbank Average Rate		0.48	%	Annually	05/18/26	GBP		5,000,000		10,976			5,120			5,856
J.P. Morgan Securities LLC	LCH	Pay	3-Month Canadian Bankers Acceptances Rate		1.11	%	Semi-Annually	06/23/23	CAD		44,047,000		(2,488	)		79			(2,567	)
J.P. Morgan Securities LLC	LCH	Receive	3-Month ILS TELBOR		0.37	%	Quarterly	05/18/23	ILS		38,045,000		(15,526	)		(9,920	)		(5,606	)
J.P. Morgan Securities LLC	LCH	Pay	3-Month CZK PRIBOR		1.84	%	Quarterly	05/19/23	CZK		749,836,000		(43,622	)		–			(43,622	)
J.P. Morgan Securities LLC	LCH	Pay	3-Month HUF BUBOR		1.98	%	Quarterly	05/19/23	HUF		6,938,000,000		(74,983	)		–			(74,983	)
J.P. Morgan Securities LLC	LCH	Pay	6-Month NOK NIBOR		1.15	%	Semi-Annually	05/19/23	NOK		294,311,000		(75,203	)		–			(75,203	)
J.P. Morgan Securities LLC	LCH	Receive	Sterling Overnight Interbank Average Rate		1.18	%	Annually	05/18/46	GBP		7,113,000		(404,699	)		(163,391	)		(241,308	)
J.P. Morgan Securities LLC	LCH	Receive	3-Month USD LIBOR		2.38	%	Quarterly	05/23/48			11,909,000		(688,816	)		(397,572	)		(291,244	)
J.P. Morgan Securities LLC	LCH	Receive	3-Month USD LIBOR		2.17	%	Quarterly	05/21/61			10,475,000		(675,533	)		(311,118	)		(364,415	)
J.P. Morgan Securities LLC	LCH	Receive	3-Month USD LIBOR		2.50	%	Quarterly	05/21/36			38,619,000		(682,011	)		(287,194	)		(394,817	)
J.P. Morgan Securities LLC	LCH	Receive	3-Month USD LIBOR		2.47	%	Quarterly	05/21/41			22,172,000		(705,291	)		(285,585	)		(419,706	)
J.P. Morgan Securities LLC	LCH	Pay	3-Month ILS TELBOR		1.01	%	Quarterly	01/25/28	ILS		156,832,000		(432,476	)		478			(432,954	)
J.P. Morgan Securities LLC	CME	Receive	3-Month USD LIBOR		1.58	%	Quarterly	04/28/31			179,590,000		(2,765,684	)		431,366			(3,197,050	)
J.P. Morgan Securities LLC	CME	Receive	3-Month USD LIBOR		1.65	%	Quarterly	03/17/31			180,000,000		(4,400,998	)		1,641			(4,402,639	)
												$	(10,546,956	)	$	(1,015,828	)	$	(9,531,128	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Total Return Swap Agreements
Counterparty	Reference Obligation	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Units		Notional Amount		Value and Unrealized Appreciation
OTC Credit Index Swap Agreements††
Goldman Sachs International	iShares iBoxx $ High Yield Corporate Bond ETF	(1.16)% (1 Month USD LIBOR - 1.25%)	Monthly	07/21/21		1,144,700	$	100,779,388	$	652,479

Forward Foreign Currency Exchange Contracts††
Counterparty	Currency	Type	Quantity		Contract Amount			Settlement Date	Unrealized Appreciation (Depreciation)
JPMorgan Chase Bank, N.A.	BRL	Sell		178,600,000		42,785,007	USD	07/01/21	$	6,863,125
Goldman Sachs International	EUR	Sell		203,280,000		246,637,591	USD	07/16/21		5,426,938
Citibank, N.A.	JPY	Sell		6,320,158,500		62,232,010	USD	07/01/21		5,336,189
Citibank, N.A.	BRL	Sell		122,150,000		29,677,306	USD	07/01/21		5,109,234
Barclays Bank plc	JPY	Sell		6,018,007,500		59,168,297	USD	07/01/21		4,992,523
Goldman Sachs International	ILS	Buy		92,228,427		24,775,937	USD	08/01/22		3,763,761
Citibank, N.A.	BRL	Buy		309,600,000		59,488,074	USD	07/01/21		2,781,883
Goldman Sachs International	EUR	Buy		61,165,325		70,187,210	USD	07/30/21		2,412,767
Goldman Sachs International	ILS	Buy		64,798,100		17,651,727	USD	01/31/22		2,321,605
Barclays Bank plc	GBP	Sell		46,772,000		65,888,095	USD	07/16/21		1,185,722
Goldman Sachs International	USD	Buy		52,220,000		63,839,562	CAD	07/02/21		709,479
Goldman Sachs International	CAD	Sell		38,492,000		31,576,650	USD	07/16/21		518,469
Goldman Sachs International	BRL	Sell		8,850,000		2,073,328	USD	07/01/21		293,324
Citibank, N.A.	USD	Buy		30,695,000		3,384,189,311	JPY	07/06/21		228,527
Bank of America, N.A.	NZD	Sell		9,500,000		6,826,250	USD	07/06/21		185,256
Deutsche Bank AG	USD	Buy		11,850,000		100,851,981	NOK	07/21/21		135,112
Citibank, N.A.	USD	Buy		11,480,000		1,260,637,071	USD	07/06/21		131,001
Citibank, N.A.	EUR	Sell		18,341,000		21,925,217	USD	09/30/21		126,505
JPMorgan Chase Bank, N.A.	NZD	Sell		22,220,000		1,736,735,367	JPY	07/06/21		102,181
JPMorgan Chase Bank, N.A.	EUR	Sell		13,200,000		15,738,004	USD	07/16/21		74,974
Deutsche Bank AG	CAD	Sell		11,000,000		8,937,303	USD	07/09/21		61,688
Citibank, N.A.	EUR	Buy		24,800,000		27,165,656	CHF	07/06/21		53,192
Goldman Sachs International	EUR	Sell		23,320,000		39,637,108	NZD	07/06/21		42,940
Goldman Sachs International	NZD	Sell		4,960,000		3,506,773	USD	07/06/21		39,476
Goldman Sachs International	AUD	Sell		9,090,000		9,805,336	NZD	07/06/21		37,139
Barclays Bank plc	NZD	Sell		2,720,000		1,929,088	USD	07/06/21		27,667
Goldman Sachs International	ILS	Buy		684,673		183,706	USD	08/02/21		26,606
BNP Paribas	CAD	Sell		5,320,000		4,316,630	USD	07/16/21		24,062
Goldman Sachs International	GBP	Sell		1,430,000		2,001,923	USD	07/23/21		23,680
JPMorgan Chase Bank, N.A.	GBP	Buy		5,440,000		10,003,095	AUD	07/23/21		22,857
UBS AG	CAD	Sell		3,490,000		2,837,652	USD	07/08/21		21,661
Deutsche Bank AG	NOK	Sell		64,620,000		64,383,447	SEK	07/22/21		20,485
Deutsche Bank AG	AUD	Sell		20,630,000		19,200,679	CAD	07/22/21		19,179
Citibank, N.A.	NZD	Sell		1,020,000		729,613	USD	07/06/21		16,579
Citibank, N.A.	NZD	Sell		1,162,400		91,589,037	JPY	07/06/21		11,961
Citibank, N.A.	EUR	Sell		6,300,000		5,411,446	GBP	07/06/21		11,788
JPMorgan Chase Bank, N.A.	USD	Buy		650,000		791,776	CAD	07/02/21		11,136
Goldman Sachs International	EUR	Buy		24,680,000		41,867,926	NZD	07/06/21		11,030
JPMorgan Chase Bank, N.A.	EUR	Buy		5,685,000		4,867,583	GBP	07/06/21		10,946
Citibank, N.A.	AUD	Sell		4,590,000		4,939,621	NZD	07/06/21		10,652
Barclays Bank plc	USD	Buy		937,000		7,998,232	NOK	07/21/21		7,932
Citibank, N.A.	USD	Buy		562,300		4,779,421	NOK	07/28/21		7,104
UBS AG	GBP	Sell		620,000		864,128	USD	07/23/21		6,428
Morgan Stanley Capital Services LLC	AUD	Sell		1,090,000		1,174,956	NZD	07/06/21		3,880
JPMorgan Chase Bank, N.A.	EUR	Buy		420,000		708,792	NZD	07/06/21		2,781
Goldman Sachs International	EUR	Buy		1,100,000		941,513	GBP	07/06/21		2,566
UBS AG	ILS	Buy		3,638,000		1,115,144	USD	07/21/21		2,212
Citibank, N.A.	EUR	Buy		4,863,700		4,169,660	GBP	07/06/21		2,053
Goldman Sachs International	NZD	Sell		290,000		22,726,517	JPY	07/06/21		1,872
Citibank, N.A.	EUR	Buy		1,000,000		1,695,008	NZD	07/06/21		1,441
Citibank, N.A.	EUR	Sell		250,000		425,817	NZD	07/06/21		1,083
Deutsche Bank AG	EUR	Sell		90,000		153,298	NZD	07/06/21		393
Morgan Stanley Capital Services LLC	ILS	Sell		171,150		52,746	USD	07/02/21		189
JPMorgan Chase Bank, N.A.	AUD	Sell		110,000		118,222	NZD	07/06/21		146
Citibank, N.A.	CAD	Buy		1,260,909		1,016,591	USD	07/02/21		–
Citibank, N.A.	CAD	Buy		460,000		371,232	USD	07/16/21		(70	)
JPMorgan Chase Bank, N.A.	AUD	Buy		380,000		407,857	NZD	07/06/21		(122	)
Deutsche Bank AG	NZD	Buy		100,000		7,804,283	JPY	07/06/21		(354	)
Morgan Stanley Capital Services LLC	EUR	Sell		290,000		317,840	CHF	07/06/21		(431	)
Goldman Sachs International	USD	Buy		2,230,000		2,764,308	CAD	07/20/21		(447	)
Citibank, N.A.	CAD	Sell		1,261,000		1,016,654	USD	07/20/21		(814	)

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Counterparty	Currency	Type	Quantity		Contract Amount			Settlement Date	Unrealized Appreciation (Depreciation)
JPMorgan Chase Bank, N.A.	EUR	Sell		690,000		590,922	GBP	07/06/21	$	(1,144	)
Deutsche Bank AG	AUD	Buy		1,320,000		1,418,209	NZD	07/06/21		(1,431	)
Morgan Stanley Capital Services LLC	NZD	Sell		350,000		243,094	USD	07/06/21		(1,574	)
Barclays Bank plc	EUR	Buy		910,000		781,767	GBP	07/06/21		(1,860	)
Deutsche Bank AG	NZD	Sell		810,000		62,687,309	JPY	07/06/21		(1,884	)
Barclays Bank plc	EUR	Sell		250,000		272,486	CHF	07/06/21		(2,008	)
Barclays Bank plc	USD	Buy		920,000		1,142,885	CAD	07/02/21		(2,165	)
UBS AG	ILS	Sell		3,655,625		1,120,378	USD	07/02/21		(2,185	)
Morgan Stanley Capital Services LLC	GBP	Buy		390,000		542,150	USD	07/23/21		(2,629	)
Deutsche Bank AG	NOK	Buy		60,760,000		60,398,403	SEK	07/22/21		(2,992	)
Citibank, N.A.	AUD	Buy		843,500		788,630	CAD	07/28/21		(3,646	)
Morgan Stanley Capital Services LLC	NZD	Buy		880,000		619,389	USD	07/06/21		(4,223	)
JPMorgan Chase Bank, N.A.	CAD	Sell		58,270,000		5,222,021,841	JPY	07/06/21		(4,838	)
Barclays Bank plc	ILS	Sell		684,673		204,027	USD	08/02/21		(6,286	)
Morgan Stanley Capital Services LLC	ILS	Buy		3,826,775		1,181,674	USD	07/02/21		(6,555	)
Deutsche Bank AG	NZD	Buy		820,000		579,981	USD	07/06/21		(6,759	)
JPMorgan Chase Bank, N.A.	GBP	Buy		1,530,000		2,125,930	USD	07/23/21		(9,349	)
Barclays Bank plc	USD	Sell		710,000		864,419	CAD	07/02/21		(12,522	)
Citibank, N.A.	AUD	Buy		11,600,000		12,473,656	NZD	07/06/21		(19,987	)
Goldman Sachs International	GBP	Buy		4,080,000		5,667,491	USD	07/23/21		(23,275	)
Deutsche Bank AG	AUD	Buy		6,060,000		5,664,795	CAD	07/22/21		(25,526	)
Citibank, N.A.	EUR	Buy		3,270,000		3,909,658	USD	07/16/21		(29,498	)
Goldman Sachs International	NZD	Buy		16,145,000		11,363,735	USD	07/06/21		(77,539	)
JPMorgan Chase Bank, N.A.	GBP	Sell		7,868,600		14,403,298	AUD	07/23/21		(82,201	)
Bank of America, N.A.	ILS	Sell		7,363,900		2,183,190	USD	01/31/22		(86,655	)
Deutsche Bank AG	USD	Sell		18,910,000		161,976,693	NOK	07/21/21		(94,911	)
Citibank, N.A.	EUR	Sell		24,782,400		27,105,756	CHF	07/06/21		(97,069	)
JPMorgan Chase Bank, N.A.	NZD	Buy		42,230,000		3,290,243,336	JPY	07/06/21		(99,748	)
JPMorgan Chase Bank, N.A.	CAD	Buy		41,640,000		3,744,536,940	JPY	07/06/21		(112,288	)
Citibank, N.A.	USD	Sell		21,730,000		2,381,444,654	JPY	07/06/21		(290,828	)
Goldman Sachs International	USD	Sell		25,170,000		30,781,591	CAD	07/02/21		(333,117	)
Bank of America, N.A.	NZD	Buy		21,750,000		15,565,433	USD	07/06/21		(361,051	)
Barclays Bank plc	ILS	Sell		92,228,427		27,935,310	USD	08/01/22		(604,388	)
Goldman Sachs International	ILS	Sell		57,434,200		17,016,599	USD	01/31/22		(686,889	)
Goldman Sachs International	EUR	Sell		32,149,325		37,345,460	USD	07/30/21		(814,074	)
JPMorgan Chase Bank, N.A.	EUR	Sell		29,016,000		33,489,397	USD	07/30/21		(951,047	)
JPMorgan Chase Bank, N.A.	JPY	Buy		12,338,166,000		120,472,255	USD	07/01/21		(9,400,660	)
									$	28,976,340

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs, unless otherwise noted — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Affiliated issuer.
2	Rate indicated is the 7-day yield as of June 30, 2021.
3	Perpetual maturity.
4	Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.
5	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $2,848,372,616 (cost $2,790,609,535), or 38.0% of total net assets.
6	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $39,638,183 (cost $50,528,434), or 0.5% of total net assets — See Note 6.
7	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
8	All or a portion of this security is pledged as interest rate swap collateral at June 30, 2021.
9	All or a portion of this security has been physically segregated or earmarked in connection with reverse repurchase agreements. At June 30, 2021, the total market value of segregated or earmarked was $22,869,400 – See Note 2.
10	Security is in default of interest and/or principal obligations.
11	Payment-in-kind security.
12	Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.
13	Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at June 30, 2021. See table below for additional step information for each security.
14	Security is an interest-only strip.
15	Rate indicated is the effective yield at the time of purchase.
16	Special Purpose Acquisition Company (SPAC)
17	Swaptions - See additional disclosure in the swaptions table below for more information on swaptions.

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

CME — Chicago Mercantile Exchange

CMS — Constant Maturity Swap

CMT — Constant Maturity Treasury

CZK — Czech Koruna

DKK — Danish Krone 

EUR — Euro

EURIBOR — European Interbank Offered Rate

GBP — British Pound

HUF — Hungarian Forint

ILS — Israeli New Shekel

JPY — Japanese Yen

LCH — London Clearing House

LIBOR — London Interbank Offered Rate

NOK — Norwegian Krone

NZD — New Zealand Dollar 

plc — Public Limited Company

PLN — Polish Zloty 

PPV — Public-Private Venture

REMIC — Real Estate Mortgage Investment Conduit

SARL — Société à Responsabilité Limitée

SEK — Swedish Krona 

TELBOR — Tel Aviv Interbank Offered Rate

WAC — Weighted Average Coupon

See Sector Classification in Other Information section.

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs			Total
Common Stocks	$	273,108,268	$	7,503,111	$	4,421,461		$	285,032,840
Preferred Stocks		—		264,089,700		—	*		264,089,700
Warrants		9,140,715		—		—			9,140,715
Exchange-Traded Funds		48,611,448		—		—			48,611,448
Mutual Funds		97,805,251		—		—			97,805,251
Closed-End Funds		68,572,981		—		—			68,572,981
Money Market Funds		486,071,550		—		—			486,071,550
Corporate Bonds		—		2,435,653,983		156,944,789			2,592,598,772
Senior Floating Rate Interests		—		1,653,447,078		215,543,757			1,868,990,835
Asset-Backed Securities		—		979,896,140		150,910,355			1,130,806,495
Collateralized Mortgage Obligations		—		1,090,994,041		34,887,824			1,125,881,865
U.S. Government Securities		—		41,768,286		—			41,768,286
Foreign Government Debt		—		11,691,134		—			11,691,134
Senior Fixed Rate Interests		—		—		3,110,731			3,110,731
Commercial Paper		—		105,547,107		—			105,547,107
Interest Rate Swaptions Purchased		—		38,310,856		—			38,310,856
Interest Rate Options Purchased		—		13,780,246		—			13,780,246
Foreign Exchange Options Purchased		1,128,606		—		—			1,128,606
Commodity Futures Contracts**		318,720		—		—			318,720
Interest Rate Swap Agreements**		—		414,986		—			414,986
Credit Index Swap Agreements**		—		652,479		—			652,479
Forward Foreign Currency Exchange Contracts**		—		43,243,379		—			43,243,379
Total Assets	$	984,757,539	$	6,686,992,526	$	565,818,917		$	8,237,568,982

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Collateralized Mortgage Obligations Sold Short	$	—	$	611,479,116	$	—	$	611,479,116
Equity Options Written		726,040		—		—		726,040
Foreign Exchange Options Written		2,914,018		—		—		2,914,018
Commodity Futures Contracts**		5,900,860		—		—		5,900,860
Interest Rate Swap Agreements**		—		9,946,114		—		9,946,114
Forward Foreign Currency Exchange Contracts**		—		14,267,039		—		14,267,039
Unfunded Loan Commitments (Note 5)		—		—		5,163,936		5,163,936
Total Liabilities	$	9,540,918	$	635,692,269	$	5,163,936	$	650,397,123

^** This derivative is reported as unrealized appreciation/depreciation at period end.

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $3,672,021 are categorized as Level 2 within the disclosure hierarchy — See Note 2.

The following is a summary of significant unobservable inputs used in the fair valuation of assets and liabilities categorized within Level 3 of the fair value of hierarchy:

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range		Weighted Average*
Assets:
Asset-Backed Securities	$	115,470,994	Yield Analysis	Yield		2.0%-4.0%		2.9	%
Asset-Backed Securities		35,439,361	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒		‒
Collateralized Mortgage Obligations		23,238,396	Model Price	Purchase Price		‒		‒
Collateralized Mortgage Obligations		11,649,420	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒		‒
Collateralized Mortgage Obligations		8	Third Party Pricing	Trade Price		‒		‒
Common Stocks		2,414,468	Third Party Pricing	Broker Quote		‒		‒
Common Stocks		1,291,420	Enterprise Value	Valuation Multiple		2.30x-17.9x		6.9	x
Common Stocks		715,571	Yield Analysis	Yield		11.9%
Common Stocks		2	Model Price	Liquidation Value		‒		‒
Corporate Bonds		67,804,141	Third Party Pricing	Vendor Price		‒		‒
Corporate Bonds		65,729,178	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒		‒
Corporate Bonds		15,685,870	Third Party Pricing	Trade Price		‒		‒
Corporate Bonds		7,725,600	Model Price	Purchase Price		‒		‒
Senior Fixed Rate Interests		3,110,731	Yield Analysis	Yield		5.3%		‒
Senior Floating Rate Interests		122,015,112	Third Party Pricing	Broker Quote		‒		‒
Senior Floating Rate Interests		80,471,589	Yield Analysis	Yield		4.8%-8.1%		6.9	%
Senior Floating Rate Interests		1,165,480	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒		‒
Senior Floating Rate Interests		7,069,318	Third Party Pricing	Vendor Price		‒		‒
Senior Floating Rate Interests		3,036,097	Model Price	Market Comparable Yields		6.4%		‒
Senior Floating Rate Interests		1,786,161	Model Price	Purchase Price		‒		‒
Total Assets	$	565,818,917
Liabilities:
Unfunded Loan Commitments	$	5,163,936	Model Price	Purchase Price		‒		‒

^* Inputs are weighted by the fair value of the instruments.

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Significant changes in a quote, yield, market comparable yields, liquidation value or valuation multiple would generally result in significant changes in the fair value of the security.

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with other available market information.

Transfer between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment’s valuation changes. For the period ended June 30, 2021, the Fund had securities with a total value of $80,669,995 transfer into Level 3 from Level 2 due to lack of observable inputs and had securities with a total value of a $30,725,367 transfer out of Level 3 into Level 2 due to the availability of current and reliable market-based data provided by a third-party pricing service which utilizes significant observable inputs.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets																								Liabilities
	Asset-Backed Securities			Collateralized Mortgage Obligations			Corporate Bonds			Senior Floating Rate Interests			Common Stocks			Preferred Stocks			Senior Fixed Rate Interests			Total Assets			Unfunded Loan Commitments
Beginning Balance	$	136,219,530		$	54,252,847		$	22,823,465		$	74,589,734		$	8,060,143		$	110,798		$	6,285,245		$	302,341,762		$	(1,311,693	)
Purchases/(Receipts)		38,832,807			26,228,392			94,757,850			164,610,364			5,821			-			476,625			324,911,859			(6,252,881	)
(Sales, maturities and paydowns)/Fundings		(42,039,341	)		(44,540,532	)		(108,190	)		(33,264,749	)		(829,168	)		-			(1,368,866	)		(122,150,846	)		1,825,299
Amortization of premiums/discounts		9,624			(17,892	)		1,193			1,414,669			-			-			10,154			1,417,748			-
Total realized gains (losses) included in earnings		350,657			(1,708	)		-			(11,801,375	)		(303,644	)		-			3,456			(11,752,614	)		1,180,892
Total change in unrealized appreciation (depreciation) included in earnings		1,391,976			(1,033,283	)		43,039			15,804,292			2,242,327			(110,798	)		2,768,827			21,106,380			(605,553	)
Transfers into Level 3		26,835,570			-			40,461,190			9,870,862			2,272,573			-			1,229,800			80,669,995			-
Transfers out of Level 3		(10,690,468	)		-			(1,033,758	)		(5,680,040	)		(7,026,591	)		-			(6,294,510	)		(30,725,367	)		-
Ending Balance	$	150,910,355		$	34,887,824		$	156,944,789		$	215,543,757		$	4,421,461			-	*	$	3,110,731		$	565,818,917		$	(5,163,936	)
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	1,615,199		$	(659,514	)	$	36,509		$	2,445,222		$	1,251,397		$	(110,798	)	$	215,297		$	4,793,312		$	402,632

^* Security has a market value of $0.

OTC Interest Rate Swaptions Purchased
Counterparty/Description	Floating Rate Type	Floating Rate Index	Payment Frequency	Fixed Rate			Expiration Date	Exercise Rate			Notional Amount		Value
Call
JPMorgan Chase Bank, N.A. 5-Year Interest Rate Swap	Pay	3 Month USD LIBOR	Quarterly		2.50	%	05/19/31		2.50	%	$	103,102,000	$	5,264,676
Citibank, N.A. 20-Year Interest Rate Swap	Pay	3 Month USD LIBOR	Quarterly		2.38	%	05/19/28		2.38	%		33,700,000		4,914,091
JPMorgan Chase Bank, N.A. 30-Year Interest Rate Swap	Pay	3 Month USD LIBOR	Quarterly		2.17	%	05/19/31		2.17	%		21,600,000		4,611,703
Goldman Sachs International 20-Year Interest Rate Swap	Pay	Sterling Overnight Interbank Average Rate	Annual		1.18	%	05/18/26		1.18	%		33,665,937		4,043,427
BNP Paribas 10-Year Interest Rate Swap	Pay	3 Month USD LIBOR	Quarterly		2.47	%	05/19/31		2.47	%		54,400,000		3,046,286
													$	21,880,183
Put
BNP Paribas 10-Year Interest Rate Swap	Receive	3 Month USD LIBOR	Quarterly		2.47	%	05/19/31		2.47	%		54,400,000	$	5,107,503
JPMorgan Chase Bank, N.A. 5-Year Interest Rate Swap	Receive	3 Month USD LIBOR	Quarterly		2.50	%	05/19/31		2.50	%		103,102,000		3,204,916
JPMorgan Chase Bank, N.A. 30-Year Interest Rate Swap	Receive	3 Month USD LIBOR	Quarterly		2.17	%	05/19/31		2.17	%		21,600,000		2,743,801
Citibank, N.A. 20-Year Interest Rate Swap	Receive	3 Month USD LIBOR	Quarterly		2.38	%	05/19/28		2.38	%		33,700,000		2,721,372
Goldman Sachs International 20-Year Interest Rate Swap	Receive	Sterling Overnight Interbank Average Rate	Annual		1.18	%	05/18/26		1.18	%		33,665,936		2,653,081
													$	16,430,673

Macro Opportunities Fund
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Step Coupon Bonds

The following table discloses additional information related to step coupon bonds held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and corresponding dates have been provided.

Name	Coupon Rate at Next Reset Date	Next Rate Reset Date
GAIA Aviation Ltd. 2019-1, 3.97% due 12/15/44	2.00%	11/15/26

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:

Security Name	Value 09/30/20		Additions		Reductions			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21		Investment Income		Capital Gain Distributions
Common Stocks
BP Holdco LLC*	$	13,236	$	–	$	–		$	–	$	–		$	13,236		37,539	$	–	$	–
Targus Group International Equity, Inc.*		26,242		–		–			–		3,446			29,688		12,773		–		–
Closed-End Funds
Guggenheim Strategic Opportunities Fund		9,279,301		–		(10,617,041	)		3,009,778		(1,672,038	)		–		–		672,064		–
Mutual Funds
Guggenheim Alpha Opportunity Fund — Institutional Class		24,454,689		280,945		–			–		2,379,172			27,114,806		1,003,137		280,945		–
Guggenheim Risk Managed Real Estate Fund — Institutional Class		17,551,325		40,864,812		–			–		12,274,308			70,690,445		1,900,792		708,710		1,006,240
	$	51,324,793	$	41,145,757	$	(10,617,041	)	$	3,009,778	$	12,984,888		$	97,848,175			$	1,661,719	$	1,006,240

^* Non-income producing security.

Market Neutral Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 90.1%
REITs - 82.7%
REITs-Office Property - 12.9%
Hudson Pacific Properties, Inc.1		67,951	$	1,890,397
Boston Properties, Inc.		12,186		1,396,394
Alexandria Real Estate Equities, Inc.1		7,291		1,326,525
American Assets Trust, Inc.		34,981		1,304,441
Empire State Realty Trust, Inc. — Class A		102,610		1,231,320
Highwoods Properties, Inc.1		14,028		633,645
Total REITs-Office Property				7,782,722
REITs-Health Care - 10.9%
Ventas, Inc.1		27,945		1,595,659
CareTrust REIT, Inc.		61,993		1,440,097
Welltower, Inc.1		16,523		1,373,061
Healthpeak Properties, Inc.1		40,589		1,351,208
Medical Properties Trust, Inc.		40,207		808,161
Total REITs-Health Care				6,568,186
REITs-Shopping Centers - 10.3%
Regency Centers Corp.1		39,357		2,521,603
Brixmor Property Group, Inc.1		80,981		1,853,655
Acadia Realty Trust		83,635		1,836,625
Total REITs-Shopping Centers				6,211,883
REITs-Apartments - 10.1%
AvalonBay Communities, Inc.1		11,366		2,371,971
Equity Residential1		24,978		1,923,306
American Campus Communities, Inc.		26,033		1,216,262
Invitation Homes, Inc.		17,054		635,944
Total REITs-Apartments				6,147,483
REITs-Hotels - 9.2%
Ryman Hospitality Properties, Inc.*		23,988		1,894,092
Xenia Hotels & Resorts, Inc.*,1		99,440		1,862,511
MGM Growth Properties LLC — Class A		49,510		1,813,056
Total REITs-Hotels				5,569,659
REITs-Diversified - 7.4%
CyrusOne, Inc.		22,622		1,617,925
Gaming and Leisure Properties, Inc.1		34,089		1,579,343
VICI Properties, Inc.1		39,967		1,239,776
Total REITs-Diversified				4,437,044
REITs-Storage - 7.1%
Extra Space Storage, Inc.		15,369		2,517,750
Public Storage1		5,935		1,784,595
Total REITs-Storage				4,302,345
REITs-Single Tenant - 6.0%
Agree Realty Corp.1		24,479		1,725,525
Four Corners Property Trust, Inc.		53,150		1,467,471
NETSTREIT Corp.		19,270		444,366
Total REITs-Single Tenant				3,637,362
REITs-Warehouse/Industries - 5.7%
Americold Realty Trust1		31,156		1,179,255
Terreno Realty Corp.1		15,876		1,024,320
Prologis, Inc.		5,789		691,959
Innovative Industrial Properties, Inc.1		2,901		554,149
Total REITs-Warehouse/Industries				3,449,683
REITs-Manufactured Homes - 3.1%
Sun Communities, Inc.1		10,869		1,862,947
Total REITs				49,969,314
Home Builders - 3.1%
Buildings - Residential/Commercial - 3.1%
Lennar Corp. — Class A		9,368		930,711
PulteGroup, Inc.		16,985		926,871
Total Buildings - Residential/Commercial				1,857,582
Total Home Builders				1,857,582
Real Estate - 1.6%
Real Estate Management/Services - 1.6%
Jones Lang LaSalle, Inc.*		4,829		943,876
Lodging - 1.4%
Hotels&Motels - 1.4%
Hilton Grand Vacations, Inc.*		19,897		823,537
Entertainment - 1.3%
Resorts/Theme Parks - 1.3%
Marriott Vacations Worldwide Corp.*		5,025		800,483
Total Common Stocks
(Cost $47,886,302)				54,394,792
MONEY MARKET FUND† - 21.2%
Goldman Sachs Financial Square Treasury Instruments Fund — Institutional Shares, 0.01%2		12,799,671		12,799,671
Total Money Market Fund
(Cost $12,799,671)				12,799,671
Total Investments - 111.3%
(Cost $60,685,973)			$	67,194,463
Other Assets & Liabilities, net - (11.3)%				(6,803,993	)
Total Net Assets - 100.0%			$	60,390,470

Market Neutral Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Custom Basket Swap Agreements
Counterparty	Reference Obligation	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Notional Amount		Value and Unrealized Depreciation
OTC Custom Basket Swap Agreements Sold Short ††
Goldman Sachs International	GS Equity Custom Basket	(0.10%) (Federal Funds Rate - 0.20%)	At Maturity	05/06/24	$	27,111,681	$	(2,392,848	)
Morgan Stanley Capital Services LLC	MS Equity Custom Basket	(0.20%) (Federal Funds Rate - 0.30%)	At Maturity	07/22/24		27,478,294		(2,476,116	)
					$	54,589,975	$	(4,868,964	)

MS EQUITY SHORT CUSTOM BASKET
	Shares	Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Financial
Equity Commonwealth	32,772	(3.12	)%	$	55,891
LTC Properties, Inc.	19,715	(2.75	)%		54,633
Realty Income Corp.	22,089	(5.37	)%		31,423
Healthcare Trust of America, Inc. — Class A	18,655	(1.81	)%		21,027
American Finance Trust, Inc.	18,543	(0.57	)%		20,900
Easterly Government Properties, Inc.	17,337	(1.33	)%		14,204
Urban Edge Properties	30,724	(2.14	)%		11,138
RLJ Lodging Trust	29,081	(1.61	)%		10,119
Sunstone Hotel Investors, Inc.	44,965	(2.03	)%		3,023
Omega Healthcare Investors, Inc.	31,010	(4.10	)%		(2,240	)
Healthcare Realty Trust, Inc.	18,794	(2.07	)%		(2,548	)
National Health Investors, Inc.	5,731	(1.40	)%		(6,077	)
Cousins Properties, Inc.	21,285	(2.85	)%		(18,433	)
Apple Hospitality REIT, Inc.	38,404	(2.13	)%		(23,605	)
Camden Property Trust	2,478	(1.20	)%		(29,765	)
Office Properties Income Trust	22,217	(2.37	)%		(30,785	)
Apartment Income REIT Corp.	20,247	(3.49	)%		(32,749	)
Corporate Office Properties Trust	20,472	(2.09	)%		(37,839	)
Industrial Logistics Properties Trust	12,664	(1.20	)%		(58,897	)
Digital Realty Trust, Inc.	3,955	(2.17	)%		(60,659	)
SITE Centers Corp.	47,179	(2.59	)%		(71,250	)
Federal Realty Investment Trust	5,420	(2.31	)%		(76,839	)
STAG Industrial, Inc.	16,525	(2.25	)%		(93,192	)
Washington Real Estate Investment Trust	27,142	(2.27	)%		(97,790	)
STORE Capital Corp.	34,616	(4.35	)%		(105,318	)
Retail Opportunity Investments Corp.	41,051	(2.64	)%		(109,404	)
Essential Properties Realty Trust, Inc.	34,358	(3.38	)%		(116,730	)
SL Green Realty Corp.	9,294	(2.71	)%		(151,184	)
Independence Realty Trust, Inc.	45,742	(3.03	)%		(155,660	)
Life Storage, Inc.	8,680	(3.39	)%		(249,474	)
Retail Properties of America, Inc. — Class A	50,730	(2.11	)%		(261,102	)
Mid-America Apartment Communities, Inc.	7,584	(4.65	)%		(284,886	)
CubeSmart	25,606	(4.31	)%		(324,534	)
Total Financial					(2,178,602	)
Exchange-Traded Funds
Vanguard Real Estate ETF	32,736	(12.13	)%		(270,435	)
Consumer, Cyclical
Hyatt Hotels Corp. — Class A	7,362	(2.08	)%		(27,079	)
Total MS Equity Short Custom Basket				$	(2,476,116	)

Market Neutral Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

GS EQUITY SHORT CUSTOM BASKET
	Shares		Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Financial
Equity Commonwealth		32,772		(3.17	)%	$	55,590
LTC Properties, Inc.		19,715		(2.79	)%		55,291
Realty Income Corp.		22,089		(5.44	)%		28,291
American Finance Trust, Inc.		18,543		(0.58	)%		21,438
Healthcare Trust of America, Inc. — Class A		18,655		(1.84	)%		21,208
Easterly Government Properties, Inc.		17,337		(1.35	)%		14,274
Urban Edge Properties		30,724		(2.16	)%		11,669
RLJ Lodging Trust		29,081		(1.63	)%		10,165
Sunstone Hotel Investors, Inc.		44,965		(2.06	)%		2,864
Omega Healthcare Investors, Inc.		31,010		(4.15	)%		657
Healthcare Realty Trust, Inc.		18,794		(2.09	)%		(2,696	)
National Health Investors, Inc.		5,731		(1.42	)%		(6,249	)
Cousins Properties, Inc.		21,285		(2.89	)%		(18,411	)
Apple Hospitality REIT, Inc.		38,404		(2.16	)%		(23,582	)
Camden Property Trust		2,478		(1.21	)%		(29,651	)
Office Properties Income Trust		22,217		(2.40	)%		(29,959	)
Apartment Income REIT Corp.		20,247		(3.54	)%		(31,225	)
Corporate Office Properties Trust		20,472		(2.11	)%		(37,910	)
Industrial Logistics Properties Trust		12,664		(1.22	)%		(58,752	)
Digital Realty Trust, Inc.		3,955		(2.19	)%		(60,645	)
SITE Centers Corp.		47,179		(2.62	)%		(72,724	)
Federal Realty Investment Trust		5,420		(2.34	)%		(77,536	)
Retail Opportunity Investments Corp.		35,394		(2.31	)%		(83,880	)
STAG Industrial, Inc.		16,525		(2.28	)%		(92,792	)
SL Green Realty Corp.		5,960		(1.76	)%		(97,062	)
Washington Real Estate Investment Trust		27,142		(2.30	)%		(97,364	)
STORE Capital Corp.		34,616		(4.41	)%		(104,286	)
Essential Properties Realty Trust, Inc.		34,358		(3.43	)%		(116,655	)
Independence Realty Trust, Inc.		45,742		(3.08	)%		(155,690	)
Life Storage, Inc.		8,680		(3.44	)%		(249,341	)
Retail Properties of America, Inc. — Class A		50,730		(2.14	)%		(260,705	)
Mid-America Apartment Communities, Inc.		7,584		(4.71	)%		(284,606	)
CubeSmart		25,606		(4.37	)%		(324,348	)
Total Financial							(2,094,622	)
Exchange-Traded Funds
Vanguard Real Estate ETF		32,736		(12.30	)%		(271,208	)
Consumer, Cyclical
Hyatt Hotels Corp. — Class A		7,362		(2.11	)%		(27,018	)
Total GS Equity Short Custom Basket						$	(2,392,848	)

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs — See Note 3.
1	All or a portion of this security is pledged as equity index swap collateral at June 30, 2021.
2	Rate indicated is the 7-day yield as of June 30, 2021.

GS — Goldman Sachs International

MS — Morgan Stanley Capital Services LLC

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	54,394,792	$	—	$	—	$	54,394,792
Money Market Fund		12,799,671		—		—		12,799,671
Total Assets	$	67,194,463	$	—	$	—	$	67,194,463
Investments in Securities (Liabilities)		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Equity Custom Basket Swap Agreements**	$	—	$	4,868,964	$	—	$	4,868,964

^** This derivative is reported as unrealized appreciation/depreciation at period end.

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
CLOSED-END FUNDS† - 13.0%
BlackRock MuniYield Quality Fund, Inc.		75,885	$	1,271,074
BlackRock MuniVest Fund, Inc.		87,202		838,883
BlackRock Municipal Income Quality Trust		52,930		829,942
Nuveen California Quality Municipal Income Fund		49,986		792,278
DWS Municipal Income Trust		53,020		648,435
BlackRock MuniHoldings Investment Quality Fund		40,009		590,933
Eaton Vance Municipal Income Trust		40,499		568,201
Invesco Trust for Investment Grade Municipals		39,112		548,350
Nuveen AMT-Free Municipal Credit Income Fund		29,838		532,907
BNY Mellon Strategic Municipals, Inc.		57,718		517,730
Nuveen Quality Municipal Income Fund		30,461		487,681
Invesco Municipal Trust		35,222		483,246
Invesco Advantage Municipal Income Trust II		37,925		463,064
Nuveen AMT-Free Quality Municipal Income Fund		29,451		462,381
BlackRock MuniHoldings California Quality Fund, Inc.		23,156		368,875
BlackRock MuniYield California Quality Fund, Inc.		20,003		315,047
Nuveen California AMT-Free Quality Municipal Income Fund		18,593		303,066
Invesco Municipal Opportunity Trust		14,142		192,331
BlackRock Municipal Income Trust		9,687		149,567
Total Closed-End Funds
(Cost $9,175,098)				10,363,991
MONEY MARKET FUND† - 0.2%
Dreyfus AMT-Free Tax Exempt Cash Management Fund — Institutional Shares, 0.01%1		163,675		163,675
Total Money Market Fund
(Cost $163,675)				163,675
		Face Amount
MUNICIPAL BONDS†† - 84.6%
California -  23.5%
Stockton Unified School District General Obligation Unlimited
due 08/01/332	$	2,000,000		1,573,795
due 08/01/372		810,000		568,194
due 08/01/422		250,000		149,764
El Camino Healthcare District General Obligation Unlimited
due 08/01/292		2,500,000		2,217,858
City of Los Angeles Department of Airports Revenue Bonds
5.00% due 05/15/39		1,000,000		1,293,657
5.00% due 05/15/44		100,000		126,105
Los Angeles Department of Water & Power Revenue Bonds
5.00% due 07/01/50		1,000,000		1,287,933
San Bernardino Community College District General Obligation Unlimited
4.00% due 08/01/49		1,000,000		1,150,760
College of the Sequoias Tulare Area Improvement District No. 3 General Obligation Unlimited
due 08/01/423,4		1,000,000		955,779
Sierra Joint Community College District School Facilities District No. 1 General Obligation Unlimited
due 08/01/312		705,000		589,293
due 08/01/302		415,000		355,860
Newport Mesa Unified School District General Obligation Unlimited
due 08/01/392		1,300,000		746,082
Sonoma Valley Unified School District General Obligation Unlimited
4.00% due 08/01/44		600,000		699,222
Compton Unified School District General Obligation Unlimited
due 06/01/402		1,000,000		575,766
Stockton Public Financing Authority Revenue Bonds
6.25% due 10/01/40		250,000		284,017
5.00% due 10/01/33		200,000		252,439
San Diego Unified School District General Obligation Unlimited
due 07/01/392		1,000,000		528,707
Los Angeles Department of Water & Power System Revenue Bonds
5.00% due 07/01/43		500,000		522,820
Kings Canyon Unified School District General Obligation Unlimited
5.00% due 08/01/28		445,000		522,725
Riverside County Public Financing Authority Tax Allocation
5.00% due 10/01/28		300,000		373,281
Sacramento Municipal Utility District Revenue Bonds
5.00% due 08/15/37		300,000		327,815
Oakland Unified School District/Alameda County General Obligation Unlimited
5.00% due 08/01/22		165,000		170,008
5.00% due 08/01/40		120,000		140,303
Delhi Unified School District General Obligation Unlimited
5.00% due 08/01/44		250,000		307,078

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

		Face Amount		Value
MUNICIPAL BONDS†† - 84.6% (continued)
California -  23.5% (continued)
Riverside County Redevelopment Successor Agency Tax Allocation
due 10/01/373,4	$	250,000	$	285,092
Gustine Unified School District General Obligation Unlimited
5.00% due 08/01/41		220,000		261,693
Freddie Mac Multifamily ML Certificates Revenue Bonds
2.49% due 07/25/35		245,171		259,479
M-S-R Energy Authority Revenue Bonds
6.13% due 11/01/29		195,000		247,691
Alameda Corridor Transportation Authority Revenue Bonds
5.00% due 10/01/35		200,000		241,182
Upland Unified School District General Obligation Unlimited
due 08/01/382		400,000		235,697
Stanton Redevelopment Agency Successor Agency Tax Allocation
5.00% due 12/01/40		180,000		216,176
Culver Redevelopment Agency Successor Agency Tax Allocation
due 11/01/232		195,000		192,377
Westside Elementary School District General Obligation Unlimited
5.00% due 08/01/48		155,000		186,821
Rio Hondo Community College District General Obligation Unlimited
due 08/01/292		200,000		179,289
Department of Veterans Affairs Veteran's Farm & Home Purchase Program Revenue Bonds
3.45% due 12/01/39		150,000		162,791
Freddie Mac Multifamily VRD Certificates Revenue Bonds
2.40% due 10/15/29		150,000		158,325
Coast Community College District General Obligation Unlimited
due 08/01/402		250,000		151,829
Buena Park School District General Obligation Unlimited
5.00% due 08/01/47		100,000		123,749
Roseville Joint Union High School District General Obligation Unlimited
due 08/01/302		100,000		86,214
McKinleyville Union School District General Obligation Unlimited
due 08/01/212		40,000		3,730
Total California				18,711,396
Texas -  14.0%
Denton County Housing Finance Corp. Revenue Bonds
2.15% due 11/01/38		2,000,000		2,112,602
Central Texas Regional Mobility Authority Revenue Bonds
5.00% due 01/01/45		1,250,000		1,565,385
5.00% due 01/01/27		200,000		237,548
Ysleta Independent School District General Obligation Unlimited
4.00% due 08/15/52		1,400,000		1,671,646
Cleveland Independent School District General Obligation Unlimited
4.00% due 02/15/52		1,000,000		1,187,436
North Texas Tollway Authority Revenue Bonds
due 01/01/362		1,000,000		748,138
Central Texas Turnpike System Revenue Bonds
5.00% due 08/15/34		200,000		223,848
5.00% due 08/15/22		35,000		36,873
Bexar County Hospital District General Obligation Limited
5.00% due 02/15/32		200,000		250,882
Lindale Independent School District General Obligation Unlimited
5.00% due 02/15/49		200,000		248,862
United Independent School District General Obligation Unlimited
5.00% due 08/15/49		200,000		248,862
Clifton Higher Education Finance Corp. Revenue Bonds
4.00% due 08/15/33		200,000		241,562
Harris County-Houston Sports Authority Revenue Bonds
due 11/15/532		1,000,000		238,004
Dallas Area Rapid Transit Revenue Bonds
5.00% due 12/01/41		200,000		235,472
Bexar County Health Facilities Development Corp. Revenue Bonds
5.00% due 07/15/22		225,000		234,492
Arlington Higher Education Finance Corp. Revenue Bonds
5.00% due 12/01/46		200,000		231,886
Grand Parkway Transportation Corp. Revenue Bonds
5.00% due 10/01/43		175,000		217,461

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

		Face Amount		Value
MUNICIPAL BONDS†† - 84.6% (continued)
Texas -  14.0% (continued)
Texas Tech University System Revenue Bonds
5.00% due 08/15/32	$	200,000	$	201,170
Texas Municipal Gas Acquisition and Supply Corporation I Revenue Bonds
6.25% due 12/15/26		155,000		182,634
City of Fort Worth Texas Water & Sewer System Revenue Bonds
5.00% due 02/15/32		100,000		124,643
Hutto Independent School District General Obligation Unlimited
5.00% due 08/01/49		100,000		123,924
Mansfield Independent School District General Obligation Unlimited
5.00% due 02/15/44		100,000		123,344
University of North Texas System Revenue Bonds
5.00% due 04/15/44		100,000		122,450
City of Houston Texas Combined Utility System Revenue Bonds
due 12/01/252		125,000		121,524
City of Arlington Texas Special Tax Revenue Special Tax
5.00% due 02/15/48		100,000		121,074
Manor Independent School District General Obligation Unlimited
5.00% due 08/01/21		20,000		19,878
Dallas Independent School District General Obligation Unlimited
5.00% (VRDN) due 02/15/225		15,000		15,299
Tarrant County Health Facilities Development Corp. Revenue Bonds
6.00% due 09/01/24		10,000		10,866
San Antonio Education Facilities Corp. Revenue Bonds
5.00% due 06/01/23		10,000		10,818
City of Austin Texas Water & Wastewater System Revenue Bonds
5.00% due 11/15/21		10,000		10,076
Leander Independent School District General Obligation Unlimited
due 08/15/222		5,000		3,078
due 08/15/242		5,000		2,901
Total Texas				11,124,638
Arizona -  4.8%
City of Phoenix Civic Improvement Corp. Revenue Bonds
5.00% due 07/01/45		1,250,000		1,653,884
Arizona Industrial Development Authority Revenue Bonds
2.12% due 07/01/37		1,183,805		1,196,232
0.03%(VRDN) due 02/01/485		300,000		300,000
Maricopa County Industrial Development Authority Revenue Bonds
5.00% due 01/01/41		250,000		304,814
Salt Verde Financial Corp. Revenue Bonds
5.00% due 12/01/32		200,000		265,117
Pinal County Elementary School District No. 4 Casa Grande General Obligation Unlimited
5.00% due 07/01/37		100,000		125,376
Total Arizona				3,845,423
Illinois -  4.2%
Illinois Finance Authority Revenue Bonds
5.00% due 10/01/37		1,000,000		1,486,756
5.00% due 10/01/38		250,000		375,835
City of Chicago Illinois Wastewater Transmission Revenue Bonds
5.25% due 01/01/42		400,000		488,899
Chicago O'Hare International Airport Revenue Bonds
5.00% due 01/01/34		300,000		344,864
Metropolitan Water Reclamation District of Greater Chicago General Obligation Unlimited
5.00% due 12/01/25		200,000		238,535
University of Illinois Revenue Bonds
6.00% due 10/01/29		200,000		222,138
Cook County School District No. 104 Summit General Obligation Unlimited
due 12/01/222		100,000		99,549
County of State Clair Illinois Highway Revenue Bonds
4.25% due 01/01/23		40,000		42,446
Boone McHenry & DeKalb Counties Community Unit School District 100 General Obligation Unlimited
due 12/01/212		10,000		9,888
Total Illinois				3,308,910
New York -  3.9%
New York City Water & Sewer System Revenue Bonds
5.00% due 06/15/49		1,000,000		1,280,129
New York City Industrial Development Agency Revenue Bonds
4.00% due 03/01/32		500,000		607,241

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

		Face Amount		Value
MUNICIPAL BONDS†† - 84.6% (continued)
New York -  3.9% (continued)
New York Transportation Development Corp. Revenue Bonds
5.00% due 12/01/22	$	250,000	$	266,212
5.00% due 07/01/34		200,000		225,347
New York State Dormitory Authority Revenue Bonds
4.00% due 08/01/43		250,000		289,180
New York State Urban Development Corp. Revenue Bonds
5.00% due 03/15/35		250,000		279,525
New York Power Authority Revenue Bonds
4.00% due 11/15/45		100,000		119,529
Total New York				3,067,163
Michigan -  3.3%
Detroit Wayne County Stadium Authority Revenue Bonds
5.00% due 10/01/26		1,000,000		1,058,343
Detroit City School District General Obligation Unlimited
5.00% due 05/01/32		500,000		519,738
5.00% due 05/01/30		300,000		311,920
Michigan State Hospital Finance Authority Revenue Bonds
5.00% due 11/15/47		200,000		240,180
Michigan State Housing Development Authority Revenue Bonds
3.35% due 12/01/34		200,000		216,328
City of Detroit Michigan Water Supply System Revenue Bonds
5.00% due 07/01/21		200,000		200,000
Flint Hospital Building Authority Revenue Bonds
5.00% due 07/01/25		100,000		113,632
Total Michigan				2,660,141
Colorado -  2.9%
E-470 Public Highway Authority Revenue Bonds
5.00% due 09/01/36		650,000		845,930
Auraria Higher Education Center Revenue Bonds
5.00% due 04/01/28		390,000		452,603
City & County of Denver Colorado Airport System Revenue Bonds
5.00% due 12/01/28		200,000		255,042
Board of Governors of Colorado State University System Revenue Bonds
5.00% due 03/01/41		200,000		241,473
City & County of Denver Colorado Revenue Bonds
due 08/01/302		200,000		160,828
Colorado Educational & Cultural Facilities Authority Revenue Bonds
5.00% due 03/01/47		110,000		133,772
Colorado School of Mines Revenue Bonds
5.00% due 12/01/47		100,000		124,448
University of Colorado Revenue Bonds
0.02%(VRDN) due 06/01/505		100,000		100,000
Total Colorado				2,314,096
Oregon -  2.8%
Clackamas & Washington Counties School District No. 3 General Obligation Unlimited
due 06/15/482		2,000,000		980,226
due 06/15/502		400,000		182,947
due 06/15/492		350,000		165,797
Salem-Keizer School District No. 24J General Obligation Unlimited
due 06/15/402		1,250,000		800,567
University of Oregon Revenue Bonds
5.00% due 04/01/48		100,000		121,887
Total Oregon				2,251,424
Ohio -  2.7%
Dayton-Montgomery County Port Authority Revenue Bonds
1.84% due 09/01/38		1,600,000		1,609,696
County of Miami Ohio Revenue Bonds
5.00% due 08/01/33		200,000		251,692
American Municipal Power, Inc. Revenue Bonds
5.00% due 02/15/41		200,000		235,658
City of Middleburg Heights Ohio Revenue Bonds
5.00% due 08/01/22		15,000		15,637
Ohio Higher Educational Facility Commission Revenue Bonds
5.00% due 01/01/22		15,000		15,215
Total Ohio				2,127,898
Washington -  2.5%
Greater Wenatchee Regional Events Center Public Facilities District Revenue Bonds
5.00% due 09/01/27		500,000		518,983
5.25% due 09/01/32		500,000		518,118
Yakima & Kittitas Counties School District No. 119 Selah General Obligation Unlimited
5.00% due 12/01/42		200,000		245,725
County of King Washington Sewer Revenue Bonds
5.00% due 07/01/42		200,000		241,848
Washington State Convention Center Public Facilities District Revenue Bonds
5.00% due 07/01/48		200,000		241,630

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

		Face Amount		Value
MUNICIPAL BONDS†† - 84.6% (continued)
Washington -  2.5% (continued)
Central Puget Sound Regional Transit Authority Revenue Bonds
5.00% due 11/01/41	$	200,000	$	240,182
Total Washington				2,006,486
District of Columbia -  2.3%
District of Columbia Revenue Bonds
4.00% due 03/01/39		1,000,000		1,196,715
District of Columbia General Obligation Unlimited
5.00% due 06/01/41		285,000		340,286
5.00% due 06/01/32		275,000		310,586
Total District of Columbia				1,847,587
Georgia -  1.9%
Private Colleges & Universities Authority Revenue Bonds
5.00% due 09/01/48		1,000,000		1,267,226
Savannah Economic Development Authority Revenue Bonds
5.00% due 12/01/28		200,000		236,615
due 12/01/212		20,000		19,786
Richmond County Development Authority Revenue Bonds
due 12/01/212		10,000		9,894
Total Georgia				1,533,521
Pennsylvania -  1.9%
Pennsylvania Economic Development Financing Authority Revenue Bonds
5.00% due 02/01/27		500,000		567,416
Reading School District General Obligation Unlimited
5.00% due 02/01/27		300,000		348,236
Pittsburgh Water & Sewer Authority Revenue Bonds
5.25% due 09/01/36		300,000		330,729
Allegheny County Hospital Development Authority Revenue Bonds
5.00% due 07/15/32		100,000		128,928
Pennsylvania Higher Educational Facilities Authority Revenue Bonds
5.25% due 08/15/21		75,000		75,461
Owen J Roberts School District General Obligation Unlimited
5.00% due 05/15/23		25,000		27,248
Township of Cheltenham Pennsylvania General Obligation Unlimited
3.00% due 07/01/21		10,000		9,900
City of Erie Pennsylvania General Obligation Unlimited
3.10% due 11/15/22		5,000		5,143
Total Pennsylvania				1,493,061
Louisiana -  1.4%
Louisiana Local Government Environmental Facilities & Community Development Authority Revenue Bonds
5.00% due 10/01/37		500,000		585,979
5.00% due 10/01/26		150,000		182,582
City of Shreveport Louisiana Water & Sewer Revenue Bonds
5.00% due 12/01/35		250,000		308,970
Louisiana Public Facilities Authority Revenue Bonds
5.00% due 05/15/26		5,000		5,956
Total Louisiana				1,083,487
North Carolina -  1.1%
North Carolina Central University Revenue Bonds
5.00% due 04/01/44		300,000		368,955
North Carolina Turnpike Authority Revenue Bonds
5.00% due 01/01/27		300,000		367,683
County of New Hanover North Carolina Revenue Bonds
5.00% due 10/01/22		150,000		158,691
North Carolina Eastern Municipal Power Agency Revenue Bonds
4.50% due 01/01/22		10,000		10,118
North Carolina Medical Care Commission Revenue Bonds
6.63% due 07/01/21		10,000		9,900
Total North Carolina				915,347
West Virginia -  1.1%
West Virginia Higher Education Policy Commission Revenue Bonds
5.00% due 04/01/29		500,000		518,029
West Virginia Hospital Finance Authority Revenue Bonds
5.00% due 06/01/42		300,000		359,102
Total West Virginia				877,131
New Jersey -  1.0%
New Jersey Turnpike Authority Revenue Bonds
5.00% due 01/01/31		300,000		376,714
New Jersey Economic Development Authority Revenue Bonds
5.00% due 06/01/28		250,000		307,882
North Hudson Sewerage Authority Revenue Bonds
due 12/15/212		50,000		49,943

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

		Face Amount		Value
MUNICIPAL BONDS†† - 84.6% (continued)
New Jersey -  1.0% (continued)
New Jersey Health Care Facilities Financing Authority Revenue Bonds
5.25% due 07/01/21	$	35,000	$	35,000
Total New Jersey				769,539
Virginia -  1.0%
Virginia College Building Authority Revenue Bonds
5.00% due 02/01/25		250,000		291,230
University of Virginia Revenue Bonds
5.00% due 04/01/38		200,000		245,366
Loudoun County Economic Development Authority Revenue Bonds
due 07/01/492		500,000		219,443
City of Norfolk Virginia General Obligation Unlimited
2.50% due 10/01/463		5,000		5,093
Total Virginia				761,132
Mississippi -  0.9%
Mississippi Development Bank Revenue Bonds
6.50% due 10/01/31		500,000		505,397
6.25% due 10/01/26		230,000		232,560
Total Mississippi				737,957
Tennessee -  0.9%
City of Shelbyville & Bedford County Health Educational & Housing Facility Board Revenue Bonds
2.21% due 06/01/38		500,000		503,648
Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board Revenue Bonds
2.48% due 12/01/37		200,000		210,711
Total Tennessee				714,359
Oklahoma -  0.9%
Oklahoma Development Finance Authority Revenue Bonds
5.00% due 08/15/28		350,000		435,439
Oklahoma City Airport Trust Revenue Bonds
5.00% due 07/01/30		200,000		251,236
Total Oklahoma				686,675
Arkansas -  0.8%
County of Baxter Arkansas Revenue Bonds
5.00% due 09/01/26		330,000		390,628
University of Arkansas Revenue Bonds
5.00% due 11/01/47		200,000		248,696
Total Arkansas				639,324
Puerto Rico -  0.7%
Puerto Rico Highway & Transportation Authority Revenue Bonds
5.25% due 07/01/41		250,000		270,645
Puerto Rico Public Buildings Authority Revenue Bonds
6.00% due 07/01/23		250,000		266,676
Commonwealth of Puerto Rico General Obligation Unlimited
5.25% due 07/01/24		45,000		46,142
Total Puerto Rico				583,463
Alaska -  0.4%
University of Alaska Revenue Bonds
5.00% due 10/01/40		260,000		300,077
Nevada -  0.3%
Las Vegas Valley Water District General Obligation Ltd.
5.00% due 06/01/27		230,000		269,910
Nebraska -  0.3%
Central Plains Energy Project Revenue Bonds
5.00% due 09/01/29		200,000		254,539
Connecticut -  0.3%
New Haven Housing Authority Revenue Bonds
2.26% due 05/01/38		250,000		254,475
South Carolina -  0.3%
Charleston County Airport District Revenue Bonds
5.00% due 07/01/43		200,000		252,912
Vermont -  0.3%
Vermont Educational & Health Buildings Financing Agency Revenue Bonds
5.00% due 12/01/46		200,000		235,553
Massachusetts -  0.2%
Massachusetts Development Finance Agency Revenue Bonds
5.00% due 10/01/34		150,000		194,375
3.00% due 10/01/21		15,000		14,957
Total Massachusetts				209,332
Florida -  0.2%
Greater Orlando Aviation Authority Revenue Bonds
5.00% due 10/01/32		100,000		128,756
City of Tampa Florida Water & Wastewater System Revenue Bonds
3.00% due 10/01/21		40,000		40,285
Tampa-Hillsborough County Expressway Authority Revenue Bonds
5.00% due 07/01/22		20,000		20,768

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

		Face Amount		Value
MUNICIPAL BONDS†† - 84.6% (continued)
Florida -  0.2% (continued)
Florida Higher Educational Facilities Financial Authority Revenue Bonds
3.00% due 12/01/22	$	15,000	$	15,438
Total Florida				205,247
South Dakota -  0.2%
South Dakota Board of Regents Housing & Auxiliary Facilities System Revenue Bonds
5.00% due 04/01/34		150,000		185,030
Indiana -  0.3%
Indiana Finance Authority Revenue Bonds
5.00% due 10/01/41		100,000		120,445
Jeffersonville Housing, Inc. Revenue Bonds
7.25% due 11/15/21		50,000		51,257
Total Indiana				171,702
Kansas -  0.2%
University of Kansas Hospital Authority Revenue Bonds
5.00% due 09/01/48		100,000		121,783
Riley County Unified School District No. 383 Manhattan-Ogden General Obligation Unlimited
due 09/01/212		25,000		16,413
Total Kansas				138,196
Idaho -  0.2%
Idaho Housing & Finance Association Revenue Bonds
5.00% due 07/15/30		100,000		129,491
Rhode Island -  0.2%
Rhode Island Health and Educational Building Corp. Revenue Bonds
5.00% due 05/15/42		100,000		124,998
Utah -  0.2%
South Davis Metro Fire Service Area Revenue Bonds
5.00% due 12/01/34		100,000		123,208
Montana -  0.2%
Montana State Board of Regents Revenue Bonds
5.00% due 11/15/43		100,000		122,477
Iowa -  0.1%
PEFA, Inc. Revenue Bonds
5.00% (VRDN) due 09/01/265		100,000		120,231
New Hampshire -  0.1%
New Hampshire Health and Education Facilities Authority Act Revenue Bonds
5.00% due 01/01/23		60,000		64,294
Maryland -  0.1%
Maryland Health & Higher Educational Facilities Authority Revenue Bonds
5.00% due 07/01/22		15,000		15,576
4.25% due 07/01/22		10,000		10,289
4.00% due 07/01/22		10,000		10,264
5.00% due 07/01/27		5,000		5,689
Total Maryland				41,818
New Mexico -  0.0%
City of Albuquerque New Mexico Revenue Bonds
5.00% due 07/01/25		30,000		33,348
Wisconsin -  0.0%
State of Wisconsin General Obligation Unlimited
5.00% due 05/01/22		25,000		26,012
Total Municipal Bonds
(Cost $63,665,220)				67,323,008
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 2.5%
Government Agency -  2.5%
Freddie Mac Multifamily
1.90% due 11/25/37		1,993,643		2,013,324
Total Collateralized Mortgage Obligations
(Cost $2,051,898)				2,013,324
U.S. TREASURY BILLS†† - 1.2%
U.S. Treasury Bills
0.03% due 09/09/216,7		600,000		599,946
0.02% due 11/12/216,7		155,000		154,970
0.05% due 08/26/216,7		100,000		99,993
0.02% due 04/21/226,7		56,000		55,975
0.02% due 08/26/216,7		30,000		29,998
0.03% due 11/18/216,7		30,000		29,994
Total U.S. Treasury Bills
(Cost $970,931)				970,876
Total Investments - 101.5%
(Cost $76,026,822)			$	80,834,874
Other Assets & Liabilities, net - (1.5)%				(1,206,534	)
Total Net Assets - 100.0%			$	79,628,340

Centrally Cleared Interest Rate Swap Agreements††
Counterparty	Exchange	Floating Rate Type	Floating Rate Index	Fixed Rate	Payment Frequency	Maturity Date		Notional Amount		Value			Upfront Premiums Paid (Received)			Unrealized Appreciation (Depreciation)**
BofA Securities, Inc.	CME	Receive	3-Month USD LIBOR	1.21%	Quarterly	11/24/50	$	1,600,000	$	220,944		$	321		$	220,623
BofA Securities, Inc.	CME	Receive	3-Month USD LIBOR	1.28%	Quarterly	11/04/50		1,200,000		146,448			314			146,134
BofA Securities, Inc.	CME	Receive	3-Month USD LIBOR	1.67%	Quarterly	02/05/51		800,000		18,152			310			17,842
BofA Securities, Inc.	CME	Receive	3-Month USD LIBOR	1.57%	Quarterly	01/28/51		200,000		9,574			299			9,275
BofA Securities, Inc.	CME	Receive	3-Month USD LIBOR	1.98%	Quarterly	05/28/51		1,200,000		(55,200	)		320			(55,520	)
BofA Securities, Inc.	CME	Receive	3-Month USD LIBOR	2.09%	Quarterly	03/16/51		1,600,000		(123,872	)		(906	)		(122,966	)
									$	216,046		$	658		$	215,388

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs — See Note 3.
1	Rate indicated is the 7-day yield as of June 30, 2021.
2	Zero coupon rate security.
3	Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at June 30, 2021. See table below for additional step information for each security.
4	Security has no current coupon. However, a coupon rate will come into effect at a future rate reset date.
5	The rate is adjusted periodically by the counterparty, allows the holder to tender the security upon a rate reset, and is not based upon a set reference rate and spread. Rate indicated is the rate effective at June 30, 2021.
6	Rate indicated is the effective yield at the time of purchase.
7	All or a portion of this security is pledged as interest rate swap collateral at June 30, 2021.

BofA — Bank of America

CME — Chicago Mercantile Exchange

LIBOR — London Interbank Offered Rate

VRDN — Variable Rate Demand Note

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Closed-End Funds	$	10,363,991	$	—	$	—	$	10,363,991
Money Market Fund		163,675		—		—		163,675
Municipal Bonds		—		67,323,008		—		67,323,008
Collateralized Mortgage Obligations		—		2,013,324		—		2,013,324
U.S. Treasury Bills		—		970,876		—		970,876
Interest Rate Swap Agreements**		—		393,874		—		393,874
Total Assets	$	10,527,666	$	70,701,082	$	—	$	81,228,748
Investments in Securities (Liabilities)		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Interest Rate Swap Agreements**	$	—	$	178,486	$	—	$	178,486

^** This derivative is reported as unrealized appreciation/depreciation at period end.

Step Coupon Bonds

The following table discloses additional information related to step coupon bonds held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and corresponding dates have been provided. Rates for all step coupon bonds held by the Fund are scheduled to increase, none are scheduled to decrease.

Municipal Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Name	Coupon Rate at Next Reset Date	Next Rate Reset Date	Future Reset Rate(s)	Future Reset Date(s)
City of Norfolk Virginia General Obligation Unlimited, 2.50% due 10/01/46	3.00%	10/01/22	3.75% - 5.00%	10/01/26 - 10/01/41
College of the Sequoias Tulare Area Improvement District No. 3 General Obligation Unlimited, due 08/01/42	6.85%	08/01/32	—	—
Riverside County Redevelopment Successor Agency Tax Allocation, due 10/01/37	5.00%	10/01/21	—	—

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 95.0%
REITs - 92.4%
REITs-Diversified - 16.7%
Equinix, Inc.1		40,413	$	32,435,474
Digital Realty Trust, Inc.		67,943		10,222,704
Gaming and Leisure Properties, Inc.2		190,781		8,838,884
CyrusOne, Inc.		115,055		8,228,734
VICI Properties, Inc.1		217,615		6,750,417
Duke Realty Corp.2		101,544		4,808,108
DigitalBridge Group, Inc.*		583,301		4,608,078
WP Carey, Inc.2		39,670		2,960,175
EPR Properties*		16,258		856,471
Total REITs-Diversified				79,709,045
REITs-Apartments - 14.5%
AvalonBay Communities, Inc.2		80,447		16,788,484
Equity Residential		206,121		15,871,317
Invitation Homes, Inc.2		342,982		12,789,799
Essex Property Trust, Inc.		20,182		6,054,802
American Campus Communities, Inc.		96,938		4,528,943
UDR, Inc.		84,798		4,153,406
American Homes 4 Rent — Class A2		105,307		4,091,177
Mid-America Apartment Communities, Inc.		22,993		3,872,481
Camden Property Trust2		9,940		1,318,740
Total REITs-Apartments				69,469,149
REITs-Health Care - 10.8%
Welltower, Inc.		196,504		16,329,482
Ventas, Inc.2		222,163		12,685,507
Healthpeak Properties, Inc.2		348,748		11,609,821
CareTrust REIT, Inc.		280,785		6,522,636
Medical Properties Trust, Inc.		231,484		4,652,828
Total REITs-Health Care				51,800,274
REITs-Warehouse/Industries - 10.7%
Prologis, Inc.1		290,420		34,713,903
Americold Realty Trust2		153,021		5,791,845
Rexford Industrial Realty, Inc.		82,359		4,690,345
Terreno Realty Corp.2		56,182		3,624,863
Innovative Industrial Properties, Inc.		11,219		2,143,053
Total REITs-Warehouse/Industries				50,964,009
REITs-Office Property - 8.7%
Alexandria Real Estate Equities, Inc.		69,178		12,586,245
Boston Properties, Inc.		65,527		7,508,739
Hudson Pacific Properties, Inc.		162,828		4,529,875
SL Green Realty Corp.2		52,909		4,232,698
Empire State Realty Trust, Inc. — Class A		300,626		3,607,512
Kilroy Realty Corp.		44,780		3,118,479
Highwoods Properties, Inc.		62,099		2,805,012
JBG SMITH Properties		47,381		1,492,975
American Assets Trust, Inc.		22,940		855,433
Columbia Property Trust, Inc.		45,690		794,549
Total REITs-Office Property				41,531,517
REITs-Storage - 8.3%
Public Storage2		56,712		17,052,731
Extra Space Storage, Inc.2		62,289		10,204,184
National Storage Affiliates Trust		82,359		4,164,071
Life Storage, Inc.		38,462		4,128,896
Iron Mountain, Inc.		95,366		4,035,889
Total REITs-Storage				39,585,771
REITs-Hotels - 5.9%
MGM Growth Properties LLC — Class A		206,457		7,560,455
Xenia Hotels & Resorts, Inc.*		385,047		7,211,930
Ryman Hospitality Properties, Inc.*		61,637		4,866,858
DiamondRock Hospitality Co.*		443,526		4,302,202
Pebblebrook Hotel Trust		125,708		2,960,423
Host Hotels & Resorts, Inc.*		88,221		1,507,697
Total REITs-Hotels				28,409,565
REITs-Shopping Centers - 5.7%
Regency Centers Corp.		154,063		9,870,816
Brixmor Property Group, Inc.		422,600		9,673,314
Kimco Realty Corp.		227,239		4,737,933
Acadia Realty Trust		144,179		3,166,171
Total REITs-Shopping Centers				27,448,234
REITs-Single Tenant - 4.9%
Agree Realty Corp.2		98,890		6,970,756
Realty Income Corp.2		88,212		5,887,269
National Retail Properties, Inc.		109,952		5,154,550
Four Corners Property Trust, Inc.2		184,248		5,087,087
NETSTREIT Corp.		10,741		247,687
Total REITs-Single Tenant				23,347,349
REITs-Regional Malls - 3.3%
Simon Property Group, Inc.		120,032		15,661,775
REITs-Manufactured Homes - 2.9%
Sun Communities, Inc.2		53,972		9,250,801
Equity LifeStyle Properties, Inc.		65,729		4,884,322
Total REITs-Manufactured Homes				14,135,123
Total REITs				442,061,811
Home Builders - 1.2%
Buildings - Residential/Commercial - 1.2%
Lennar Corp. — Class A		28,156		2,797,299
PulteGroup, Inc.		51,055		2,786,071
Total Buildings - Residential/Commercial				5,583,370
Total Home Builders				5,583,370
Lodging - 0.8%
Hotels & Motels - 0.8%
Hilton Grand Vacations, Inc.*		89,641		3,710,241
Entertainment - 0.5%
Resorts/Theme Parks - 0.5%
Marriott Vacations Worldwide Corp.*		14,553		2,318,293

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 95.0% (continued)
Real Estate - 0.1%
Real Estate Management/Services - 0.1%
Jones Lang LaSalle, Inc.*		3,185	$	622,540
Total Common Stocks
(Cost $376,654,165)				454,296,255
MONEY MARKET FUND† - 5.1%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%3		24,210,590		24,210,590
Total Money Market Fund
(Cost $24,210,590)				24,210,590
Total Investments - 100.1%
(Cost $400,864,755)			$	478,506,845
COMMON STOCKS SOLD SHORT† - (6.7)%
Lodging - (0.2)%
Hotels & Motels - (0.2)%
Hyatt Hotels Corp. — Class A*		9,873		(766,540	)
REITs - (6.5)%
REITs-Warehouse/Industries - (0.3)%
Industrial Logistics Properties Trust		16,647		(435,153	)
STAG Industrial, Inc.		21,731		(813,391	)
Total REITs-Warehouse/Industries				(1,248,544	)
REITs-Hotels - (0.4)%
RLJ Lodging Trust		39,003		(594,016	)
Sunstone Hotel Investors, Inc.*		58,988		(732,631	)
Apple Hospitality REIT, Inc.		50,576		(771,790	)
Total REITs-Hotels				(2,098,437	)
REITs-Storage - (0.6)%
Life Storage, Inc.		11,443		(1,228,352	)
CubeSmart		33,778		(1,564,597	)
Total REITs-Storage				(2,792,949	)
REITs-Diversified - (0.6)%
American Finance Trust, Inc.		24,849		(210,719	)
Washington Real Estate Investment Trust		35,759		(822,457	)
Digital Realty Trust, Inc.		11,954		(1,798,599	)
Total REITs-Diversified				(2,831,775	)
REITs-Shopping Centers - (0.8)%
Retail Opportunity Investments Corp.		23,309		(411,637	)
Retail Properties of America, Inc. — Class A		57,904		(663,001	)
Urban Edge Properties		41,268		(788,219	)
Federal Realty Investment Trust		7,329		(858,739	)
SITE Centers Corp.		63,131		(950,753	)
Total REITs-Shopping Centers				(3,672,349	)
REITs-Health Care - (0.9)%
National Health Investors, Inc.		4,994		(334,848	)
Healthcare Trust of America, Inc. — Class A		24,535		(655,085	)
Healthcare Realty Trust, Inc.		24,727		(746,755	)
LTC Properties, Inc.		26,441		(1,015,070	)
Omega Healthcare Investors, Inc.		41,453		(1,504,329	)
Total REITs-Health Care				(4,256,087	)
REITs-Apartments - (0.9)%
Camden Property Trust2		3,344		(443,648	)
Independence Realty Trust, Inc.		60,188		(1,097,227	)
Apartment Income REIT Corp.		26,668		(1,264,863	)
Mid-America Apartment Communities, Inc.		9,983		(1,681,337	)
Total REITs-Apartments				(4,487,075	)
REITs-Office Property - (1.0)%
SL Green Realty Corp.2		5,622		(449,760	)
Easterly Government Properties, Inc.		22,776		(480,118	)
Corporate Office Properties Trust		26,947		(754,247	)
Office Properties Income Trust		29,753		(872,060	)
Cousins Properties, Inc.		28,801		(1,059,301	)
Equity Commonwealth		44,019		(1,153,298	)
Total REITs-Office Property				(4,768,784	)
REITs-Single Tenant - (1.0)%
Essential Properties Realty Trust, Inc.		45,287		(1,224,561	)
STORE Capital Corp.		46,583		(1,607,579	)
Realty Income Corp.2		29,683		(1,981,043	)
Total REITs-Single Tenant				(4,813,183	)
Total REITs				(30,969,183	)
Total Common Stocks Sold Short
(Proceeds $31,153,041)				(31,735,723	)
EXCHANGE-TRADED FUNDS SOLD SHORT† - (0.9)%
Vanguard Real Estate ETF		43,891		(4,467,665	)
Total Exchange-Traded Funds Sold Short
(Proceeds $4,361,796)				(4,467,665	)
Total Securities Sold Short - (7.6)%
(Proceeds $35,514,837)			$	(36,203,388	)
Other Assets & Liabilities, net - 7.5%				36,099,884
Total Net Assets - 100.0%			$	478,403,341

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Custom Basket Swap Agreements
Counterparty	Reference Obligation	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Notional Amount		Value and Unrealized Appreciation (Depreciation)
OTC Custom Basket Swap Agreements ††
Morgan Stanley Capital Services LLC	MS Equity Custom Basket	0.50% (Federal Funds Rate + 0.40%)	At Maturity	06/12/24	$	57,234,042	$	6,134,688
Goldman Sachs International	GS Equity Custom Basket	0.55% (Federal Funds Rate + 0.45%)	At Maturity	05/06/24		57,234,051		6,116,231
Morgan Stanley Capital Services LLC	MS Equity Custom Basket	0.50% (Federal Funds Rate + 0.40%)	At Maturity	10/22/25		16,243,649		1,770,301
Goldman Sachs International	GS Equity Custom Basket	0.55% (Federal Funds Rate + 0.45%)	At Maturity	05/06/24		16,243,649		1,769,090
					$	146,955,391	$	15,790,310
OTC Custom Basket Swap Agreements Sold Short ††
Goldman Sachs International	GS Equity Custom Basket	(0.10%) (Federal Funds Rate - 0.20%)	At Maturity	05/06/24	$	57,462,868	$	(4,063,501	)
Morgan Stanley Capital Services LLC	MS Equity Custom Basket	(0.20%) (Federal Funds Rate - 0.30%)	At Maturity	06/12/24		58,353,987		(4,283,660	)
					$	115,816,855	$	(8,347,161	)

MS EQUITY LONG CUSTOM BASKET
	Shares	Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Financial
Prologis, Inc.	11,140	8.18	%	$	209,975
Equinix, Inc.	1,571	7.76	%		190,262
Public Storage	2,097	3.88	%		135,740
Simon Property Group, Inc.	4,667	3.75	%		95,700
Welltower, Inc.	7,216	3.69	%		87,186
Invitation Homes, Inc.	12,898	2.96	%		83,566
Extra Space Storage, Inc.	2,029	2.05	%		80,074
AvalonBay Communities, Inc.	2,838	3.65	%		75,263
Equity Residential	7,375	3.50	%		55,868
Alexandria Real Estate Equities, Inc.	2,503	2.80	%		43,466
Sun Communities, Inc.	1,820	1.92	%		39,629
Digital Realty Trust, Inc.	2,382	2.21	%		39,561
Regency Centers Corp.	4,981	1.96	%		38,350
DigitalBridge Group, Inc.	21,912	1.07	%		31,972
Equity LifeStyle Properties, Inc.	2,556	1.17	%		31,501
Healthpeak Properties, Inc.	12,522	2.57	%		29,438
VICI Properties, Inc.	7,442	1.42	%		29,373
Iron Mountain, Inc.	3,709	0.97	%		28,471
Boston Properties, Inc.	2,235	1.58	%		28,176
Mid-America Apartment Communities, Inc.	895	0.93	%		27,531
Life Storage, Inc.	1,496	0.99	%		26,962
Duke Realty Corp.	3,948	1.15	%		26,795
UDR, Inc.	3,300	1.00	%		26,286
American Homes 4 Rent — Class A	4,094	0.98	%		25,970
Rexford Industrial Realty, Inc.	3,202	1.12	%		25,884
Essex Property Trust, Inc.	785	1.45	%		25,649
Ventas, Inc.	7,921	2.78	%		24,707
Brixmor Property Group, Inc.	14,375	2.03	%		24,467
Gaming and Leisure Properties, Inc.	6,546	1.87	%		23,354
National Storage Affiliates Trust	3,202	1.00	%		20,496
Realty Income Corp.	3,429	1.41	%		18,866
MGM Growth Properties LLC — Class A	6,742	1.52	%		17,824
National Retail Properties, Inc.	4,276	1.23	%		16,582
Terreno Realty Corp.	1,892	0.75	%		14,718
Kimco Realty Corp.	8,843	1.14	%		14,423
SL Green Realty Corp.	2,058	1.01	%		12,314
Camden Property Trust	387	0.32	%		10,931
Agree Realty Corp.	3,209	1.39	%		9,325
WP Carey, Inc.	1,542	0.71	%		8,954
CyrusOne, Inc.	4,047	1.78	%		8,172
Americold Realty Trust	5,151	1.20	%		7,906
Highwoods Properties, Inc.	2,047	0.57	%		7,277
Kilroy Realty Corp.	1,741	0.75	%		7,190
Empire State Realty Trust, Inc. — Class A	9,056	0.67	%		5,773
Innovative Industrial Properties, Inc.	396	0.47	%		4,981
Hudson Pacific Properties, Inc.	4,594	0.79	%		3,190
EPR Properties	633	0.21	%		2,942
Acadia Realty Trust	3,427	0.46	%		2,746
American Campus Communities, Inc.	3,089	0.89	%		2,096
Pebblebrook Hotel Trust	4,787	0.69	%		2,059
Host Hotels & Resorts, Inc.	3,359	0.35	%		1,723
Ryman Hospitality Properties, Inc.	1,746	0.85	%		(961	)
Columbia Property Trust, Inc.	1,739	0.19	%		(992	)
JBG SMITH Properties	1,843	0.36	%		(2,288	)
Four Corners Property Trust, Inc.	5,783	0.98	%		(2,640	)
CareTrust REIT, Inc.	9,331	1.33	%		(4,551	)
Xenia Hotels & Resorts, Inc.	12,177	1.40	%		(8,320	)
DiamondRock Hospitality Co.	17,239	1.03	%		(9,333	)
Medical Properties Trust, Inc.	7,972	0.99	%		(11,785	)
Total Financial					1,770,794
Consumer, Cyclical
Hilton Grand Vacations, Inc.	2,858	0.73	%		7,124
Lennar Corp. — Class A	851	0.52	%		2,003
PulteGroup, Inc.	1,543	0.52	%		1,635
Marriott Vacations Worldwide Corp.	428	0.40	%		(11,255	)
Total Consumer, Cyclical					(493	)
Total MS Equity Long Custom Basket				$	1,770,301

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

MS EQUITY LONG CUSTOM BASKET
	Shares	Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Financial
Extra Space Storage, Inc.	16,099	4.60	%	$	735,166
Regency Centers Corp.	41,236	4.62	%		522,637
Public Storage	6,216	3.27	%		407,212
AvalonBay Communities, Inc.	11,904	4.34	%		388,097
Innovative Industrial Properties, Inc.	3,289	1.10	%		367,145
Ventas, Inc.	29,277	2.92	%		359,822
Sun Communities, Inc.	11,386	3.41	%		344,757
Equity Residential	26,169	3.52	%		298,818
Gaming and Leisure Properties, Inc.	35,718	2.89	%		254,409
Welltower, Inc.	17,309	2.51	%		253,071
VICI Properties, Inc.	41,874	2.27	%		248,630
American Assets Trust, Inc.	36,652	2.39	%		229,479
Terreno Realty Corp.	16,634	1.88	%		212,436
Jones Lang LaSalle, Inc.	5,057	1.73	%		201,550
Boston Properties, Inc.	12,763	2.56	%		170,691
Brixmor Property Group, Inc.	84,853	3.39	%		155,852
Healthpeak Properties, Inc.	42,527	2.47	%		150,685
Alexandria Real Estate Equities, Inc.	7,637	2.43	%		145,972
Invitation Homes, Inc.	17,864	1.16	%		132,776
MGM Growth Properties LLC — Class A	52,751	3.38	%		126,195
Hudson Pacific Properties, Inc.	71,200	3.46	%		123,223
Prologis, Inc.	6,187	1.29	%		94,506
NETSTREIT Corp.	18,907	0.76	%		88,652
Highwoods Properties, Inc.	15,055	1.19	%		77,150
Agree Realty Corp.	26,034	3.21	%		71,837
Acadia Realty Trust	89,436	3.43	%		51,442
CyrusOne, Inc.	24,059	3.01	%		49,053
Empire State Realty Trust, Inc. — Class A	107,517	2.25	%		45,278
Americold Realty Trust	32,641	2.16	%		29,697
American Campus Communities, Inc.	27,839	2.27	%		17,840
Ryman Hospitality Properties, Inc.	25,079	3.46	%		14,627
Four Corners Property Trust, Inc.	56,629	2.73	%		(22,611	)
Xenia Hotels & Resorts, Inc.	103,965	3.40	%		(41,210	)
CareTrust REIT, Inc.	64,955	2.64	%		(53,067	)
Medical Properties Trust, Inc.	42,127	1.48	%		(74,510	)
Total Financial					6,177,307
Consumer, Cyclical
Hilton Grand Vacations, Inc.	20,800	1.50	%		20,380
Lennar Corp. — Class A	9,980	1.73	%		17,726
PulteGroup, Inc.	18,096	1.73	%		13,585
Marriott Vacations Worldwide Corp.	5,256	1.46	%		(94,310	)
Total Consumer, Cyclical					(42,619	)
Total MS Equity Long Custom Basket				$	6,134,688
MS EQUITY SHORT CUSTOM BASKET
Financial
LTC Properties, Inc.	42,030	(2.76	)%		115,592
Equity Commonwealth	69,967	(3.14	)%		114,725
Realty Income Corp.	47,229	(5.40	)%		72,716
Healthcare Trust of America, Inc. — Class A	39,100	(1.79	)%		45,698
American Finance Trust, Inc.	39,513	(0.57	)%		43,837
RLJ Lodging Trust	61,996	(1.62	)%		33,397
Easterly Government Properties, Inc.	36,337	(1.31	)%		27,457
Urban Edge Properties	65,594	(2.15	)%		23,779
Sunstone Hotel Investors, Inc.	94,236	(2.01	)%		19,753
National Health Investors, Inc.	15,959	(1.83	)%		15,612
Healthcare Realty Trust, Inc.	39,391	(2.04	)%		4,166
Omega Healthcare Investors, Inc.	65,842	(4.09	)%		(1,949	)
Apple Hospitality REIT, Inc.	80,486	(2.10	)%		(28,273	)
Cousins Properties, Inc.	45,694	(2.88	)%		(32,738	)
Corporate Office Properties Trust	42,904	(2.06	)%		(59,406	)
Apartment Income REIT Corp.	42,436	(3.45	)%		(60,482	)
Camden Property Trust	5,320	(1.21	)%		(60,565	)
Office Properties Income Trust	47,384	(2.38	)%		(61,083	)
Industrial Logistics Properties Trust	26,543	(1.19	)%		(95,214	)
Digital Realty Trust, Inc.	8,293	(2.14	)%		(107,656	)
SITE Centers Corp.	100,614	(2.60	)%		(131,496	)
Washington Real Estate Investment Trust	56,885	(2.24	)%		(135,783	)
Federal Realty Investment Trust	11,637	(2.34	)%		(146,898	)
STAG Industrial, Inc.	34,635	(2.22	)%		(165,935	)
Retail Opportunity Investments Corp.	81,146	(2.46	)%		(192,855	)
Essential Properties Realty Trust, Inc.	72,009	(3.34	)%		(216,879	)
STORE Capital Corp.	74,013	(4.38	)%		(232,611	)
SL Green Realty Corp.	18,370	(2.52	)%		(250,571	)
Independence Realty Trust, Inc.	95,864	(2.99	)%		(289,172	)
Life Storage, Inc.	18,190	(3.35	)%		(458,560	)
Retail Properties of America, Inc. — Class A	119,273	(2.34	)%		(494,071	)
Mid-America Apartment Communities, Inc.	15,896	(4.59	)%		(520,191	)
CubeSmart	53,667	(4.26	)%		(583,177	)
Total Financial					(3,808,833	)
Consumer, Cyclical
Hyatt Hotels Corp. — Class A	15,694	(2.08	)%		(12,027	)
Exchange-Traded Funds
Vanguard Real Estate ETF	69,752	(12.17	)%		(462,800	)
Total MS Equity Short Custom Basket				$	(4,283,660	)

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

GS EQUITY LONG CUSTOM BASKET
	Shares	Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Financial
Prologis, Inc.	11,140	8.18	%	$	209,762
Equinix, Inc.	1,571	7.76	%		189,249
Public Storage	2,097	3.88	%		135,588
Simon Property Group, Inc.	4,667	3.75	%		95,586
Welltower, Inc.	7,216	3.69	%		87,027
Invitation Homes, Inc.	12,898	2.96	%		83,495
Extra Space Storage, Inc.	2,029	2.05	%		80,036
AvalonBay Communities, Inc.	2,838	3.65	%		75,358
Equity Residential	7,375	3.50	%		55,867
Alexandria Real Estate Equities, Inc.	2,503	2.80	%		43,300
Digital Realty Trust, Inc.	2,382	2.21	%		39,529
Sun Communities, Inc.	1,820	1.92	%		39,481
Regency Centers Corp.	4,981	1.96	%		38,407
DigitalBridge Group, Inc.	21,912	1.07	%		32,003
Equity LifeStyle Properties, Inc.	2,556	1.17	%		31,546
Healthpeak Properties, Inc.	12,522	2.57	%		29,444
VICI Properties, Inc.	7,442	1.42	%		29,399
Iron Mountain, Inc.	3,709	0.97	%		28,466
Boston Properties, Inc.	2,235	1.58	%		28,112
Mid-America Apartment Communities, Inc.	895	0.93	%		27,576
Life Storage, Inc.	1,496	0.99	%		26,980
Duke Realty Corp.	3,948	1.15	%		26,759
UDR, Inc.	3,300	1.00	%		26,261
American Homes 4 Rent — Class A	4,094	0.98	%		25,991
Rexford Industrial Realty, Inc.	3,202	1.12	%		25,871
Essex Property Trust, Inc.	785	1.45	%		25,626
Brixmor Property Group, Inc.	14,375	2.03	%		24,685
Ventas, Inc.	7,921	2.78	%		24,587
Gaming and Leisure Properties, Inc.	6,546	1.87	%		23,229
National Storage Affiliates Trust	3,202	1.00	%		20,511
Realty Income Corp.	3,429	1.41	%		18,891
MGM Growth Properties LLC — Class A	6,742	1.52	%		17,777
National Retail Properties, Inc.	4,276	1.23	%		16,337
Terreno Realty Corp.	1,892	0.75	%		14,727
Kimco Realty Corp.	8,843	1.14	%		14,417
SL Green Realty Corp.	2,058	1.01	%		12,311
Camden Property Trust	387	0.32	%		10,912
Agree Realty Corp.	3,209	1.39	%		9,253
WP Carey, Inc.	1,542	0.71	%		8,889
CyrusOne, Inc.	4,047	1.78	%		8,216
Americold Realty Trust	5,151	1.20	%		7,978
Highwoods Properties, Inc.	2,047	0.57	%		7,239
Kilroy Realty Corp.	1,741	0.75	%		7,165
Empire State Realty Trust, Inc. — Class A	9,056	0.67	%		5,820
Innovative Industrial Properties, Inc.	396	0.47	%		5,035
Hudson Pacific Properties, Inc.	4,594	0.79	%		3,174
EPR Properties	633	0.21	%		2,943
Acadia Realty Trust	3,427	0.46	%		2,703
American Campus Communities, Inc.	3,089	0.89	%		2,138
Pebblebrook Hotel Trust	4,787	0.69	%		2,035
Host Hotels & Resorts, Inc.	3,359	0.35	%		1,725
Columbia Property Trust, Inc.	1,739	0.19	%		(922	)
Ryman Hospitality Properties, Inc.	1,746	0.85	%		(962	)
Four Corners Property Trust, Inc.	5,783	0.98	%		(1,712	)
JBG SMITH Properties	1,843	0.36	%		(2,305	)
CareTrust REIT, Inc.	9,331	1.33	%		(4,580	)
Xenia Hotels & Resorts, Inc.	12,177	1.40	%		(8,130	)
DiamondRock Hospitality Co.	17,239	1.03	%		(9,284	)
Medical Properties Trust, Inc.	7,972	0.99	%		(11,791	)
Total Financial					1,769,730
Consumer, Cyclical
Hilton Grand Vacations, Inc.	2,858	0.73	%		7,084
Lennar Corp. — Class A	851	0.52	%		2,001
PulteGroup, Inc.	1,543	0.52	%		1,611
Marriott Vacations Worldwide Corp.	428	0.40	%		(11,336	)
Total Consumer, Cyclical					(640	)
Total GS Equity Long Custom Basket				$	1,769,090

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

GS EQUITY LONG CUSTOM BASKET
	Shares	Percentage Notional Amount			Value and Unrealized Appreciation (Depreciation)
Financial
Extra Space Storage, Inc.	16,099	4.61	%	$	735,133
Regency Centers Corp.	41,236	4.62	%		521,671
Public Storage	6,216	3.27	%		407,367
AvalonBay Communities, Inc.	11,904	4.34	%		386,274
Innovative Industrial Properties, Inc.	3,289	1.10	%		371,105
Ventas, Inc.	29,277	2.92	%		359,701
Sun Communities, Inc.	11,386	3.41	%		346,087
Equity Residential	26,169	3.52	%		295,397
Gaming and Leisure Properties, Inc.	35,718	2.89	%		255,119
Welltower, Inc.	17,309	2.51	%		252,697
VICI Properties, Inc.	41,874	2.27	%		247,476
American Assets Trust, Inc.	36,652	2.39	%		235,364
Terreno Realty Corp.	16,634	1.88	%		214,079
Jones Lang LaSalle, Inc.	5,057	1.73	%		201,853
Boston Properties, Inc.	12,763	2.56	%		170,243
Brixmor Property Group, Inc.	84,853	3.39	%		156,232
Healthpeak Properties, Inc.	42,527	2.47	%		151,671
Alexandria Real Estate Equities, Inc.	7,637	2.43	%		136,296
Invitation Homes, Inc.	17,864	1.16	%		133,046
MGM Growth Properties LLC — Class A	52,751	3.38	%		124,890
Hudson Pacific Properties, Inc.	71,200	3.46	%		122,895
Prologis, Inc.	6,187	1.29	%		94,405
NETSTREIT Corp.	18,907	0.76	%		87,145
Highwoods Properties, Inc.	15,055	1.19	%		77,109
Agree Realty Corp.	26,034	3.21	%		64,963
Acadia Realty Trust	89,436	3.43	%		50,333
CyrusOne, Inc.	24,059	3.01	%		49,178
Empire State Realty Trust, Inc. — Class A	107,517	2.25	%		45,512
Americold Realty Trust	32,641	2.16	%		28,774
Ryman Hospitality Properties, Inc.	25,079	3.46	%		15,056
American Campus Communities, Inc.	27,839	2.27	%		14,095
Four Corners Property Trust, Inc.	56,629	2.73	%		(15,160	)
Xenia Hotels & Resorts, Inc.	103,965	3.40	%		(47,016	)
CareTrust REIT, Inc.	64,955	2.64	%		(53,950	)
Medical Properties Trust, Inc.	42,127	1.48	%		(74,580	)
Total Financial					6,160,460
Consumer, Cyclical
Hilton Grand Vacations, Inc.	20,800	1.50	%		19,836
Lennar Corp. — Class A	9,980	1.73	%		18,695
PulteGroup, Inc.	18,096	1.73	%		14,223
Marriott Vacations Worldwide Corp.	5,256	1.45	%		(96,983	)
Total Consumer, Cyclical					(44,229	)
Total GS Equity Long Custom Basket				$	6,116,231
GS EQUITY SHORT CUSTOM BASKET
Financial
LTC Properties, Inc.	42,030	(2.81	)%	$	116,795
Equity Commonwealth	69,967	(3.19	)%		113,932
Realty Income Corp.	47,229	(5.49	)%		66,091
Healthcare Trust of America, Inc. — Class A	39,100	(1.82	)%		45,900
American Finance Trust, Inc.	39,513	(0.58	)%		44,982
RLJ Lodging Trust	61,996	(1.64	)%		33,495
Easterly Government Properties, Inc.	36,337	(1.33	)%		27,460
Urban Edge Properties	65,594	(2.18	)%		24,912
Sunstone Hotel Investors, Inc.	94,236	(2.04	)%		19,753
National Health Investors, Inc.	14,994	(1.75	)%		16,407
Omega Healthcare Investors, Inc.	65,842	(4.16	)%		4,283
Healthcare Realty Trust, Inc.	39,391	(2.07	)%		4,068
Apple Hospitality REIT, Inc.	80,486	(2.14	)%		(28,123	)
Cousins Properties, Inc.	45,694	(2.92	)%		(32,746	)
Apartment Income REIT Corp.	42,436	(3.50	)%		(57,498	)
Office Properties Income Trust	47,384	(2.42	)%		(58,907	)
Corporate Office Properties Trust	42,904	(2.09	)%		(59,505	)
Camden Property Trust	5,320	(1.23	)%		(60,324	)
Industrial Logistics Properties Trust	26,543	(1.21	)%		(95,209	)
Digital Realty Trust, Inc.	8,293	(2.17	)%		(107,443	)
SITE Centers Corp.	100,614	(2.64	)%		(134,514	)
Washington Real Estate Investment Trust	56,885	(2.28	)%		(135,198	)
SL Green Realty Corp.	11,980	(1.67	)%		(146,798	)
Federal Realty Investment Trust	11,637	(2.37	)%		(148,045	)
Retail Opportunity Investments Corp.	71,148	(2.19	)%		(154,682	)
STAG Industrial, Inc.	34,635	(2.26	)%		(165,190	)
Essential Properties Realty Trust, Inc.	72,009	(3.39	)%		(216,085	)
STORE Capital Corp.	74,013	(4.44	)%		(230,811	)
Independence Realty Trust, Inc.	95,864	(3.04	)%		(289,167	)
Retail Properties of America, Inc. — Class A	107,163	(2.14	)%		(422,858	)
Life Storage, Inc.	18,190	(3.40	)%		(458,508	)
Mid-America Apartment Communities, Inc.	15,896	(4.66	)%		(519,888	)
CubeSmart	53,667	(4.31	)%		(583,132	)
Total Financial					(3,586,553	)
Exchange Traded Funds
Vanguard Real Estate ETF	69,752	(12.36	)%		(464,900	)
Consumer, Cyclical
Hyatt Hotels Corp. — Class A	15,694	(2.11	)%		(12,048	)
Total GS Equity Short Custom Basket				$	(4,063,501	)

Risk Managed Real Estate Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs — See Note 3.
1	All or a portion of this security is pledged as short security collateral at June 30, 2021.
2	All or a portion of this security is pledged as custom basket swap collateral at June 30, 2021.
3	Rate indicated is the 7-day yield as of June 30, 2021.

GS — Goldman Sachs International

MS — Morgan Stanley Capital Services LLC

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	454,296,255	$	—	$	—	$	454,296,255
Money Market Fund		24,210,590		—		—		24,210,590
Equity Custom Basket Swap Agreements**		—		15,790,310		—		15,790,310
Total Assets	$	478,506,845	$	15,790,310	$	—	$	494,297,155
Investments in Securities (Liabilities)		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks Sold Short	$	31,735,723	$	—	$	—	$	31,735,723
Exchange-Traded Funds Sold Short		4,467,665		—		—		4,467,665
Equity Custom Basket Swap Agreements**		—		8,347,161		—		8,347,161
Total Liabilities	$	36,203,388	$	8,347,161	$	—	$	44,550,549

^** This derivative is reported as unrealized appreciation/depreciation at period end.

Small Cap Value Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 98.8%
Financial - 26.1%
First Horizon Corp.		8,381	$	144,824
Physicians Realty Trust REIT		6,281		116,010
Lexington Realty Trust REIT		8,172		97,655
CNO Financial Group, Inc.		4,045		95,543
Axis Capital Holdings Ltd.		1,793		87,875
Cathay General Bancorp		2,146		84,466
Simmons First National Corp. — Class A		2,450		71,883
Investors Bancorp, Inc.		5,025		71,657
Prosperity Bancshares, Inc.		992		71,226
BOK Financial Corp.		817		70,752
Radian Group, Inc.		3,075		68,419
Hilltop Holdings, Inc.		1,867		67,959
Hanmi Financial Corp.		3,541		67,491
MGIC Investment Corp.		4,838		65,797
Stifel Financial Corp.		984		63,822
Berkshire Hills Bancorp, Inc.		2,052		56,245
Flagstar Bancorp, Inc.		1,277		53,979
Hancock Whitney Corp.		1,205		53,550
Heritage Insurance Holdings, Inc.		5,840		50,107
Independent Bank Group, Inc.		658		48,679
Apple Hospitality REIT, Inc.		2,954		45,078
Sunstone Hotel Investors, Inc. REIT*		3,446		42,799
Piedmont Office Realty Trust, Inc. — Class A REIT		2,297		42,426
Old Republic International Corp.		1,688		42,048
Park Hotels & Resorts, Inc. REIT*		1,923		39,633
STAG Industrial, Inc. REIT		1,027		38,441
Kennedy-Wilson Holdings, Inc.		1,884		37,435
Zions Bancorp North America		686		36,262
Heartland Financial USA, Inc.		764		35,900
RMR Group, Inc. — Class A		797		30,796
Total Financial				1,898,757
Industrial - 20.6%
MDU Resources Group, Inc.		3,802		119,155
Owens Corning		1,036		101,424
Kirby Corp.*		1,448		87,807
Altra Industrial Motion Corp.		1,281		83,291
GATX Corp.		917		81,127
Rexnord Corp.		1,594		79,764
Plexus Corp.*		862		78,795
Valmont Industries, Inc.		316		74,592
Sanmina Corp.*		1,906		74,258
PGT Innovations, Inc.*		3,162		73,453
Knight-Swift Transportation Holdings, Inc.		1,594		72,463
Colfax Corp.*		1,552		71,097
Energizer Holdings, Inc.		1,581		67,951
EnerSys		695		67,922
Graphic Packaging Holding Co.		3,651		66,229
Terex Corp.		1,183		56,334
Curtiss-Wright Corp.		394		46,791
Kennametal, Inc.		1,077		38,686
Littelfuse, Inc.		149		37,964
II-VI, Inc.*		512		37,166
Encore Wire Corp.		431		32,666
Park Aerospace Corp.		2,051		30,560
Howmet Aerospace, Inc.*		627		21,613
Total Industrial				1,501,108
Consumer, Cyclical - 13.7%
Abercrombie & Fitch Co. — Class A*		1,867		86,685
Hawaiian Holdings, Inc.*		3,153		76,839
MSC Industrial Direct Company, Inc. — Class A		834		74,835
Alaska Air Group, Inc.*		1,224		73,819
KAR Auction Services, Inc.*		4,188		73,499
Penske Automotive Group, Inc.		927		69,979
Avient Corp.		1,172		57,616
Dick's Sporting Goods, Inc.		567		56,808
Meritage Homes Corp.*		592		55,695
International Game Technology plc*		2,275		54,509
Methode Electronics, Inc.		975		47,980
Urban Outfitters, Inc.*		1,130		46,578
Zumiez, Inc.*		865		42,376
Movado Group, Inc.		1,265		39,810
Big Lots, Inc.		590		38,946
Dana, Inc.		1,551		36,852
Lakeland Industries, Inc.*		1,375		30,704
Tenneco, Inc. — Class A*		1,556		30,062
Total Consumer, Cyclical				993,592
Energy - 8.6%
Range Resources Corp.*		13,806		231,388
Pioneer Natural Resources Co.		1,159		188,361
Patterson-UTI Energy, Inc.		11,049		109,827
CNX Resources Corp.*		5,066		69,202
Oil States International, Inc.*		3,362		26,392
Total Energy				625,170
Consumer, Non-cyclical - 7.7%
Encompass Health Corp.		1,366		106,589
Central Garden & Pet Co. — Class A*		1,632		78,826
Ingredion, Inc.		834		75,477
Sabre Corp.*		5,711		71,273
US Foods Holding Corp.*		1,618		62,067
Integer Holdings Corp.*		637		60,005
Emergent BioSolutions, Inc.*		699		44,030
Pacira BioSciences, Inc.*		596		36,165
Perdoceo Education Corp.*		2,215		27,178
Total Consumer, Non-cyclical				561,610
Technology - 6.9%
Parsons Corp.*		3,652		143,743
Evolent Health, Inc. — Class A*		5,012		105,853
DXC Technology Co.*		2,413		93,962
Conduent, Inc.*		10,862		81,465
Science Applications International Corp.		908		79,659
Total Technology				504,682
Communications - 5.6%
Infinera Corp.*		9,868		100,654
TEGNA, Inc.		3,891		72,995
Gray Television, Inc.		2,644		61,869
Ciena Corp.*		1,008		57,345
FireEye, Inc.*		2,627		53,118
Viavi Solutions, Inc.*		2,380		42,031

Small Cap Value Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 98.8% (continued)
Communications - 5.6% (continued)
Entercom Communications Corp.*	5,002	$	21,559
Total Communications			409,571
Basic Materials - 5.4%
Huntsman Corp.	3,448		91,441
Commercial Metals Co.	2,201		67,615
Element Solutions, Inc.	2,441		57,071
Ashland Global Holdings, Inc.	645		56,437
Reliance Steel & Aluminum Co.	339		51,155
Verso Corp. — Class A	2,106		37,276
Kraton Corp.*	1,088		35,132
Total Basic Materials			396,127
Utilities - 4.2%
Black Hills Corp.	1,213		79,609
Avista Corp.	1,579		67,376
Southwest Gas Holdings, Inc.	856		56,658
Spire, Inc.	714		51,601
ALLETE, Inc.	710		49,686
Total Utilities			304,930
Total Common Stocks
(Cost $5,670,743)			7,195,547
CONVERTIBLE PREFERRED STOCKS††† - 0.0%
Industrial - 0.0%
Thermoenergy Corp.*,1	6,250		2
Total Convertible Preferred Stocks
(Cost $5,969)			2
RIGHTS† - 0.2%
Basic Materials - 0.2%
Pan American Silver Corp.*	17,705		15,049
Total Rights
(Cost $–)			15,049
MONEY MARKET FUND† - 0.8%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%2	60,438		60,438
Total Money Market Fund
(Cost $60,438)			60,438
Total Investments - 99.8%
(Cost $5,737,150)		$	7,271,036
Other Assets & Liabilities, net - 0.2%			15,024
Total Net Assets - 100.0%		$	7,286,060

*	Non-income producing security.
†	Value determined based on Level 1 inputs — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	PIPE (Private Investment in Public Equity) - Stock issued by a company in the secondary market as a means of raising capital more quickly and less expensively than through registration of a secondary public offering.
2	Rate indicated is the 7-day yield as of June 30, 2021.

plc — Public Limited Company

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	7,195,547	$	—	$	—	$	7,195,547
Convertible Preferred Stocks		—		—		2		2
Rights		15,049		—		—		15,049
Money Market Fund		60,438		—		—		60,438
Total Assets	$	7,271,034	$	—	$	2	$	7,271,036

Guggenheim SMid Cap Value Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 99.2%
Financial - 22.8%
First Horizon Corp.		574,471	$	9,926,859
Alleghany Corp.*		13,849		9,238,252
Voya Financial, Inc.		130,529		8,027,534
Physicians Realty Trust REIT		382,791		7,070,150
Alexandria Real Estate Equities, Inc. REIT		33,157		6,032,584
Axis Capital Holdings Ltd.		107,781		5,282,347
VICI Properties, Inc. REIT		165,679		5,139,363
Prosperity Bancshares, Inc.		61,965		4,449,087
BOK Financial Corp.		51,259		4,439,029
Radian Group, Inc.		190,807		4,245,456
Sun Communities, Inc. REIT		24,554		4,208,556
Hilltop Holdings, Inc.		114,190		4,156,516
Stifel Financial Corp.		61,030		3,958,406
KeyCorp		168,845		3,486,649
Apple Hospitality REIT, Inc. REIT		191,498		2,922,259
Old Republic International Corp.		109,037		2,716,112
Medical Properties Trust, Inc. REIT		124,560		2,503,656
Park Hotels & Resorts, Inc. REIT*		119,020		2,453,002
STAG Industrial, Inc. REIT		64,525		2,415,171
Heritage Insurance Holdings, Inc.		280,423		2,406,029
Heartland Financial USA, Inc.		48,817		2,293,911
Zions Bancorp North America		43,006		2,273,297
Unum Group		78,071		2,217,216
Gaming and Leisure Properties, Inc. REIT		46,248		2,142,670
Total Financial				104,004,111
Industrial - 18.7%
Jacobs Engineering Group, Inc.		45,754		6,104,499
Kirby Corp.*		90,242		5,472,275
Johnson Controls International plc		76,754		5,267,627
Rexnord Corp.		102,246		5,116,390
Graphic Packaging Holding Co.		279,720		5,074,121
Altra Industrial Motion Corp.		75,605		4,915,837
Plexus Corp.*		50,906		4,653,317
Knight-Swift Transportation Holdings, Inc.		99,408		4,519,088
Valmont Industries, Inc.		18,655		4,403,513
PGT Innovations, Inc.*		186,565		4,333,905
Colfax Corp.*		93,835		4,298,581
EnerSys		43,436		4,245,000
Energizer Holdings, Inc.		94,764		4,072,957
Terex Corp.		74,032		3,525,404
Owens Corning		32,815		3,212,588
Curtiss-Wright Corp.		25,342		3,009,616
GATX Corp.		27,068		2,394,706
Kennametal, Inc.		66,439		2,386,489
Littelfuse, Inc.		9,338		2,379,229
II-VI, Inc.*		32,071		2,328,034
Park Aerospace Corp.		143,193		2,133,576
Howmet Aerospace, Inc.*		37,205		1,282,456
Total Industrial				85,129,208
Consumer, Cyclical - 17.3%
LKQ Corp.*		169,119		8,324,037
Kohl's Corp.		96,304		5,307,313
MSC Industrial Direct Company, Inc. — Class A		52,550		4,715,311
PVH Corp.*		42,818		4,606,789
KAR Auction Services, Inc.*		261,709		4,592,993
Alaska Air Group, Inc.*		75,819		4,572,644
Penske Automotive Group, Inc.		55,602		4,197,395
Abercrombie & Fitch Co. — Class A*		88,592		4,113,327
Ralph Lauren Corp. — Class A		31,603		3,723,149
Dick's Sporting Goods, Inc.		37,038		3,710,837
Avient Corp.		70,262		3,454,080
Methode Electronics, Inc.		62,648		3,082,908
Urban Outfitters, Inc.*		74,659		3,077,444
Lear Corp.		17,436		3,056,182
Skechers USA, Inc. — Class A*		55,597		2,770,399
DR Horton, Inc.		29,990		2,710,196
Movado Group, Inc.		80,698		2,539,566
Zumiez, Inc.*		51,831		2,539,201
Big Lots, Inc.		34,877		2,302,231
Dana, Inc.		91,572		2,175,751
Lakeland Industries, Inc.*		82,219		1,835,950
La-Z-Boy, Inc.		30,826		1,141,795
Total Consumer, Cyclical				78,549,498
Consumer, Non-cyclical - 11.0%
Bunge Ltd.		128,258		10,023,363
Encompass Health Corp.		72,511		5,658,033
Central Garden & Pet Co. — Class A*		100,456		4,852,025
Sabre Corp.*		353,636		4,413,377
US Foods Holding Corp.*		104,944		4,025,652
Integer Holdings Corp.*		40,418		3,807,375
Ingredion, Inc.		39,597		3,583,528
Emergent BioSolutions, Inc.*		53,452		3,366,942
Tyson Foods, Inc. — Class A		44,697		3,296,851
J M Smucker Co.		18,610		2,411,298
Pacira BioSciences, Inc.*		37,350		2,266,398
Henry Schein, Inc.*		29,209		2,167,016
Total Consumer, Non-cyclical				49,871,858
Technology - 7.8%
Parsons Corp.*		227,627		8,959,399
Evolent Health, Inc. — Class A*		302,928		6,397,840
DXC Technology Co.*		144,637		5,632,165
Science Applications International Corp.		54,403		4,772,775
Leidos Holdings, Inc.		45,214		4,571,135
Skyworks Solutions, Inc.		14,259		2,734,163
Qorvo, Inc.*		13,592		2,659,275
Total Technology				35,726,752
Basic Materials - 7.2%
Huntsman Corp.		221,662		5,878,476
Ashland Global Holdings, Inc.		64,211		5,618,463
Westlake Chemical Corp.		59,218		5,334,950
Commercial Metals Co.		139,802		4,294,717
Element Solutions, Inc.		156,948		3,669,444
Reliance Steel & Aluminum Co.		22,854		3,448,669
Kraton Corp.*		69,755		2,252,389
Nucor Corp.		22,336		2,142,692
Total Basic Materials				32,639,800
Energy - 5.6%
Pioneer Natural Resources Co.		72,588		11,797,002

Guggenheim SMid Cap Value Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 99.2% (continued)
Energy - 5.6% (continued)
Range Resources Corp.*	418,464	$	7,013,456
Patterson-UTI Energy, Inc.	668,139		6,641,302
HydroGen Corp.*,†††,1	1,265,700		1
Total Energy			25,451,761
Communications - 5.1%
Infinera Corp.*	668,796		6,821,719
Viavi Solutions, Inc.*	282,669		4,991,935
TEGNA, Inc.	245,076		4,597,626
Ciena Corp.*	60,437		3,438,261
FireEye, Inc.*	163,784		3,311,712
Total Communications			23,161,253
Utilities - 3.7%
Black Hills Corp.	54,696		3,589,698
Pinnacle West Capital Corp.	42,487		3,482,659
Avista Corp.	79,710		3,401,226
Southwest Gas Holdings, Inc.	50,360		3,333,328
Spire, Inc.	42,220		3,051,240
Total Utilities			16,858,151
Total Common Stocks
(Cost $348,375,727)			451,392,392
CONVERTIBLE PREFERRED STOCKS††† - 0.0%
Industrial - 0.0%
Thermoenergy Corp.*,2	1,652,084	$	482
Total Convertible Preferred Stocks
(Cost $1,577,634)			482
RIGHTS† - 0.1%
Basic Materials - 0.1%
Pan American Silver Corp.*	516,551		439,068
Total Rights
(Cost $–)			439,068
MONEY MARKET FUND† - 0.5%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%3	2,400,070		2,400,070
Total Money Market Fund
(Cost $2,400,070)			2,400,070
Total Investments - 99.8%
(Cost $352,353,431)		$	454,232,012
Other Assets & Liabilities, net - 0.2%			776,687
Total Net Assets - 100.0%		$	455,008,699

*	Non-income producing security.
†	Value determined based on Level 1 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Affiliated issuer.
2	PIPE (Private Investment in Public Equity) - Stock issued by a company in the secondary market as a means of raising capital more quickly and less expensively than through registration of a secondary public offering.
3	Rate indicated is the 7-day yield as of June 30, 2021.

plc — Public Limited Company

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	451,392,391	$	—	$	1	$	451,392,392
Convertible Preferred Stocks		—		—		482		482
Rights		439,068		—		—		439,068
Money Market Fund		2,400,070		—		—		2,400,070
Total Assets	$	454,231,529	$	—	$	483	$	454,232,012

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows: 

Security Name	Value 09/30/20		Additions		Reductions		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21	Investment Income
Common Stock HydroGen Corp.*	$	2	$	—	$	—	$	—	$	(1	)	$	1	1,265,700	$	—

^* Non-income producing security.

StylePlus—Large Core Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 16.1%
Technology - 4.7%
Apple, Inc.		19,273	$	2,639,394
Microsoft Corp.		9,584		2,596,306
Intel Corp.		11,705		657,119
QUALCOMM, Inc.		4,017		574,150
Oracle Corp.		7,105		553,053
Broadcom, Inc.		1,155		550,750
Texas Instruments, Inc.		2,682		515,749
Cerner Corp.		5,364		419,250
Cadence Design Systems, Inc.*		3,020		413,197
NetApp, Inc.		5,000		409,100
HP, Inc.		12,331		372,273
KLA Corp.		990		320,968
Qorvo, Inc.*		1,524		298,170
Citrix Systems, Inc.		2,441		286,256
Lam Research Corp.		396		257,677
NVIDIA Corp.		294		235,229
Teradyne, Inc.		1,627		217,953
Cognizant Technology Solutions Corp. — Class A		3,017		208,957
Seagate Technology Holdings plc		2,074		182,367
Applied Materials, Inc.		927		132,005
International Business Machines Corp.		812		119,031
Adobe, Inc.*		152		89,017
Total Technology				12,047,971
Consumer, Non-cyclical - 3.0%
Merck & Company, Inc.		7,343		571,065
Bristol-Myers Squibb Co.		7,894		527,477
Amgen, Inc.		2,136		520,650
HCA Healthcare, Inc.		2,244		463,924
Laboratory Corporation of America Holdings*		1,673		461,497
Gilead Sciences, Inc.		6,685		460,329
Hologic, Inc.*		6,827		455,497
Quest Diagnostics, Inc.		3,332		439,724
Humana, Inc.		987		436,965
Regeneron Pharmaceuticals, Inc.*		602		336,241
Bio-Rad Laboratories, Inc. — Class A*		444		286,065
Vertex Pharmaceuticals, Inc.*		1,370		276,233
DaVita, Inc.*		2,086		251,217
United Rentals, Inc.*		757		241,491
Universal Health Services, Inc. — Class B		1,574		230,481
Incyte Corp.*		2,676		225,132
Philip Morris International, Inc.		2,165		214,573
McKesson Corp.		1,042		199,272
Molson Coors Beverage Co. — Class B*		3,355		180,130
PayPal Holdings, Inc.*		604		176,054
PerkinElmer, Inc.		1,095		169,079
Altria Group, Inc.		3,325		158,536
Anthem, Inc.		376		143,557
UnitedHealth Group, Inc.		304		121,734
Johnson & Johnson		731		120,425
Pfizer, Inc.		3,005		117,676
Biogen, Inc.*		328		113,576
Total Consumer, Non-cyclical				7,898,600
Financial - 2.9%
Berkshire Hathaway, Inc. — Class B*		3,525		979,668
Progressive Corp.		5,018		492,818
Allstate Corp.		3,454		450,540
Goldman Sachs Group, Inc.		1,181		448,225
Aflac, Inc.		7,995		429,012
Citigroup, Inc.		5,999		424,429
Raymond James Financial, Inc.		2,987		388,011
Cboe Global Markets, Inc.		3,256		387,627
Regions Financial Corp.		18,383		370,969
Capital One Financial Corp.		2,335		361,201
Synchrony Financial		7,290		353,711
Everest Re Group Ltd.		1,325		333,913
Zions Bancorp North America		6,114		323,186
Discover Financial Services		2,687		317,845
JPMorgan Chase & Co.		1,810		281,528
Western Union Co.		11,816		271,414
Cincinnati Financial Corp.		1,989		231,957
Mastercard, Inc. — Class A		600		219,054
Visa, Inc. — Class A		870		203,423
Bank of America Corp.		2,932		120,886
Total Financial				7,389,417
Communications - 2.6%
Amazon.com, Inc.*		403		1,386,384
Alphabet, Inc. — Class C*		534		1,338,375
Facebook, Inc. — Class A*		2,408		837,286
Cisco Systems, Inc.		12,115		642,095
Motorola Solutions, Inc.		2,105		456,469
VeriSign, Inc.*		1,956		445,362
Juniper Networks, Inc.		11,511		314,826
F5 Networks, Inc.*		1,452		271,030
NortonLifeLock, Inc.		8,961		243,918
AT&T, Inc.		8,093		232,917
Walt Disney Co.*		1,153		202,663
eBay, Inc.		2,237		157,060
Fox Corp. — Class A		3,891		144,473
Arista Networks, Inc.*		398		144,199
Total Communications				6,817,057
Consumer, Cyclical - 1.6%
Lowe's Companies, Inc.		2,781		539,430
O'Reilly Automotive, Inc.*		851		481,845
AutoZone, Inc.*		321		479,003
Yum! Brands, Inc.		3,773		434,008
PulteGroup, Inc.		7,044		384,391
Whirlpool Corp.		1,692		368,890
Best Buy Company, Inc.		2,452		281,931
Tesla, Inc.*		408		277,317
Lennar Corp. — Class A		2,279		226,419
Home Depot, Inc.		528		168,374
Cummins, Inc.		684		166,766
LKQ Corp.*		2,758		135,749
Domino's Pizza, Inc.		275		128,285
Total Consumer, Cyclical				4,072,408
Industrial - 1.1%
3M Co.		2,476		491,808
Northrop Grumman Corp.		1,270		461,556
Masco Corp.		7,268		428,158
Sealed Air Corp.		5,793		343,235
Snap-on, Inc.		1,129		252,253
Parker-Hannifin Corp.		708		217,434

StylePlus—Large Core Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 16.1% (continued)
Industrial - 1.1% (continued)
Huntington Ingalls Industries, Inc.	1,011	$	213,068
Keysight Technologies, Inc.*	1,176		181,586
Deere & Co.	485		171,064
Total Industrial			2,760,162
Energy - 0.2%
Williams Companies, Inc.	12,084		320,830
ONEOK, Inc.	2,231		124,133
Total Energy			444,963
Total Common Stocks
(Cost $35,259,028)			41,430,578
MUTUAL FUNDS† - 78.7%
Guggenheim Strategy Fund II1	2,839,720		70,964,597
Guggenheim Ultra Short Duration Fund — Institutional Class1	6,884,146		68,634,933
Guggenheim Strategy Fund III1	2,533,717		63,748,321
Total Mutual Funds
(Cost $202,016,687)			203,347,851
MONEY MARKET FUND† - 5.2%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%2	13,536,476		13,536,476
Total Money Market Fund
(Cost $13,536,476)			13,536,476
Total Investments - 100.0%
(Cost $250,812,191)		$	258,314,905
Other Assets & Liabilities, net - 0.0%			61,399
Total Net Assets - 100.0%		$	258,376,304

Futures Contracts
Description	Number of Contracts		Expiration Date	Notional Amount		Value and Unrealized Appreciation**
Equity Futures Contracts Purchased†
S&P 500 Index Mini Futures Contracts		5	Sep 2021	$	1,071,625	$	12,458

Total Return Swap Agreements
Counterparty	Index	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Units	Notional Amount		Value and Unrealized Appreciation
OTC Equity Index Swap Agreements††
Wells Fargo Bank, N.A.	S&P 500 Total Return Index	0.33% (1 Month USD LIBOR + 0.24%)	At Maturity	12/02/21	24,306	$	217,351,058	$	53,654,110

*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs — See Note 3.
1	Affiliated issuer.
2	Rate indicated is the 7-day yield as of June 30, 2021.

LIBOR — London Interbank Offered Rate

plc — Public Limited Company

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	41,430,578	$	—	$	—	$	41,430,578
Mutual Funds		203,347,851		—		—		203,347,851
Money Market Fund		13,536,476		—		—		13,536,476
Equity Futures Contracts**		12,458		—		—		12,458
Equity Index Swap Agreements**		—		53,654,110		—		53,654,110
Total Assets	$	258,327,363	$	53,654,110	$	—	$	311,981,473

^** This derivative is reported as unrealized appreciation/depreciation at period end.

StylePlus—Large Core Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

The Fund may invest in certain of the underlying series of Guggenheim Strategy Funds Trust, including Guggenheim Strategy Fund II and Guggenheim Strategy Fund III, (collectively, the “Short Term Investment Vehicles”), each of which are open-end management investment companies managed by GI. The Short Term Investment Vehicles, which launched on March 11, 2014, are offered as short term investment options only to mutual funds, trusts, and other accounts managed by GI and/or its affiliates, and are not available to the public. The Short Term Investment Vehicles pay no investment management fees. The Short Term Investment Vehicles' annual report on Form N-CSR dated September 30, 2020, is available publicly or upon request. This information is available from the EDGAR database on the SEC's website at https://www.sec.gov/Archives/edgar/data/1601445/000182126820000133/gug81042-ncsr.htm.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:

Security Name	Value 09/30/20		Additions		Reductions			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21	Investment Income
Mutual Funds
Guggenheim Strategy Fund II	$	70,019,609	$	888,520	$	–		$	–	$	56,468		$	70,964,597	2,839,720	$	888,516
Guggenheim Strategy Fund III		56,791,001		6,752,679		–			–		204,641			63,748,321	2,533,717		752,669
Guggenheim Ultra Short Duration Fund — Institutional Class		42,225,877		31,603,533		(5,136,984	)		123,677		(181,170	)		68,634,933	6,884,146		418,558
	$	169,036,487	$	39,244,732	$	(5,136,984	)	$	123,677	$	79,939		$	203,347,851		$	2,059,743

StylePlus—Mid Growth Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 16.2%
Consumer, Non-cyclical - 3.4%
Chemed Corp.		654	$	310,323
Molina Healthcare, Inc.*		1,129		285,705
United Therapeutics Corp.*		1,161		208,295
Hologic, Inc.*		2,950		196,824
Neurocrine Biosciences, Inc.*		1,980		192,693
Bio-Techne Corp.		402		181,005
Jazz Pharmaceuticals plc*		976		173,377
Encompass Health Corp.		2,219		173,149
Exelixis, Inc.*		9,195		167,533
Bio-Rad Laboratories, Inc. — Class A*		245		157,851
Halozyme Therapeutics, Inc.*		3,323		150,897
Quidel Corp.*		1,101		141,060
Arrowhead Pharmaceuticals, Inc.*		1,702		140,960
DaVita, Inc.*		1,159		139,578
Hill-Rom Holdings, Inc.		1,115		126,653
PerkinElmer, Inc.		816		125,999
STAAR Surgical Co.*		779		118,797
Boston Beer Company, Inc. — Class A*		115		117,392
Emergent BioSolutions, Inc.*		1,621		102,107
Humana, Inc.		205		90,758
McKesson Corp.		472		90,265
Incyte Corp.*		1,036		87,159
Darling Ingredients, Inc.*		1,280		86,400
Regeneron Pharmaceuticals, Inc.*		151		84,339
Select Medical Holdings Corp.		1,740		73,532
Vertex Pharmaceuticals, Inc.*		327		65,933
United Rentals, Inc.*		201		64,121
Alarm.com Holdings, Inc.*		712		60,306
Total Consumer, Non-cyclical				3,913,011
Technology - 3.2%
Fair Isaac Corp.*		629		316,186
Lumentum Holdings, Inc.*		3,216		263,809
Synaptics, Inc.*		1,511		235,081
MAXIMUS, Inc.		2,442		214,823
Cirrus Logic, Inc.*		2,517		214,247
CDK Global, Inc.		4,258		211,580
Manhattan Associates, Inc.*		1,312		190,030
Cadence Design Systems, Inc.*		1,244		170,204
MKS Instruments, Inc.		954		169,764
Genpact Ltd.		3,635		165,138
Lattice Semiconductor Corp.*		2,893		162,529
Cerner Corp.		2,069		161,713
Aspen Technology, Inc.*		967		133,001
ACI Worldwide, Inc.*		3,364		124,939
Qualys, Inc.*		1,231		123,949
Qorvo, Inc.*		622		121,694
Teradyne, Inc.		722		96,719
Power Integrations, Inc.		1,139		93,466
KLA Corp.		242		78,459
Teradata Corp.*		1,511		75,505
Citrix Systems, Inc.		628		73,645
Silicon Laboratories, Inc.*		434		66,511
Cree, Inc.*		676		66,201
Amkor Technology, Inc.		2,787		65,968
J2 Global, Inc.*		460		63,273
Total Technology				3,658,434
Industrial - 3.1%
Toro Co.		2,841		312,169
Eagle Materials, Inc.		1,688		239,882
Timken Co.		2,908		234,356
Universal Display Corp.		907		201,653
Louisiana-Pacific Corp.		3,034		182,920
Cognex Corp.		1,935		162,637
Lennox International, Inc.		427		149,791
UFP Industries, Inc.		1,977		146,970
Carlisle Companies, Inc.		740		141,621
Curtiss-Wright Corp.		1,184		140,612
Axon Enterprise, Inc.*		768		135,783
AGCO Corp.		1,005		131,032
II-VI, Inc.*		1,772		128,629
Advanced Energy Industries, Inc.		1,118		126,010
TopBuild Corp.*		627		124,008
Masco Corp.		1,886		111,104
Middleby Corp.*		594		102,916
Simpson Manufacturing Company, Inc.		898		99,175
Terex Corp.		1,977		94,145
Trex Company, Inc.*		905		92,500
Sealed Air Corp.		1,447		85,735
Worthington Industries, Inc.		1,290		78,922
Keysight Technologies, Inc.*		473		73,036
Builders FirstSource, Inc.*		1,701		72,565
Woodward, Inc.		535		65,741
Graco, Inc.		754		57,078
Total Industrial				3,490,990
Consumer, Cyclical - 2.8%
Williams-Sonoma, Inc.		1,599		255,280
Brunswick Corp.		2,385		237,593
Deckers Outdoor Corp.*		541		207,782
Tempur Sealy International, Inc.		5,243		205,473
Gentex Corp.		6,208		205,423
AutoZone, Inc.*		134		199,958
Lithia Motors, Inc. — Class A		568		195,188
Polaris, Inc.		1,199		164,215
Crocs, Inc.*		1,324		154,272
RH*		204		138,516
Mattel, Inc.*		6,525		131,153
Scotts Miracle-Gro Co. — Class A		649		124,556
MSC Industrial Direct Company, Inc. — Class A		1,319		118,354
YETI Holdings, Inc.*		1,246		114,408
Jack in the Box, Inc.		1,023		114,003
PulteGroup, Inc.		1,974		107,721
Meritage Homes Corp.*		1,059		99,631
Ollie's Bargain Outlet Holdings, Inc.*		1,034		86,990
Toll Brothers, Inc.		1,355		78,333
Papa John's International, Inc.		722		75,406
LGI Homes, Inc.*		381		61,699
Wingstop, Inc.		380		59,899
Yum! Brands, Inc.		466		53,604
Total Consumer, Cyclical				3,189,457
Financial - 1.8%
Interactive Brokers Group, Inc. — Class A		4,231		278,104
Brighthouse Financial, Inc.*		4,824		219,685
Evercore, Inc. — Class A		1,453		204,539

StylePlus—Mid Growth Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 16.2% (continued)
Financial - 1.8% (continued)
Umpqua Holdings Corp.	10,505	$	193,817
PacWest Bancorp	4,392		180,775
Stifel Financial Corp.	2,764		179,273
RenaissanceRe Holdings Ltd.	1,182		175,905
Essent Group Ltd.	3,876		174,226
Primerica, Inc.	812		124,350
Federated Hermes, Inc. — Class B	3,149		106,782
SLM Corp.	4,573		95,758
Cboe Global Markets, Inc.	554		65,954
Brown & Brown, Inc.	1,069		56,807
Total Financial			2,055,975
Communications - 1.0%
Viavi Solutions, Inc.*	10,564		186,560
TEGNA, Inc.	9,180		172,217
VeriSign, Inc.*	754		171,678
Ciena Corp.*	3,009		171,182
Motorola Solutions, Inc.	544		117,967
F5 Networks, Inc.*	582		108,636
Cable One, Inc.	56		107,117
FactSet Research Systems, Inc.	291		97,663
Total Communications			1,133,020
Energy - 0.5%
SolarEdge Technologies, Inc.*	802		221,649
First Solar, Inc.*	1,365		123,546
Antero Midstream Corp.	11,291		117,313
Equitrans Midstream Corp.	9,955		84,717
Total Energy			547,225
Basic Materials - 0.4%
Ingevity Corp.*	2,200		178,992
NewMarket Corp.	387		124,606
Valvoline, Inc.	3,549		115,201
Chemours Co.	2,280		79,344
Total Basic Materials			498,143
Total Common Stocks
(Cost $16,640,696)			18,486,255
MUTUAL FUNDS† - 81.0%
Guggenheim Strategy Fund II1	1,426,726		35,653,884
Guggenheim Strategy Fund III1	1,226,098		30,848,629
Guggenheim Ultra Short Duration Fund — Institutional Class1	2,611,230		26,033,966
Total Mutual Funds
(Cost $92,110,990)			92,536,479
MONEY MARKET FUND† - 3.0%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%2	3,413,890		3,413,890
Total Money Market Fund
(Cost $3,413,890)			3,413,890
Total Investments - 100.2%
(Cost $112,165,576)		$	114,436,624
Other Assets & Liabilities, net - (0.2)%			(282,069	)
Total Net Assets - 100.0%		$	114,154,555

Futures Contracts
Description	Number of Contracts	Expiration Date	Notional Amount		Value and Unrealized Appreciation (Depreciation)**
Equity Futures Contracts Purchased†
NASDAQ-100 Index Mini Futures Contracts	1	Sep 2021	$	290,870	$	10,435
S&P 500 Index Mini Futures Contracts	2	Sep 2021		428,650		4,983
S&P MidCap 400 Index Mini Futures Contracts	5	Sep 2021		1,345,350		(14,542	)
			$	2,064,870	$	876

Total Return Swap Agreements
Counterparty	Index	Financing Rate Pay (Receive)	Payment Frequency	Maturity Date	Units	Notional Amount		Value and Unrealized Appreciation
OTC Equity Index Swap Agreements††
Citibank, N.A.	Russell MidCap Growth Index Total Return	0.31% (1 Month USD LIBOR + 0.21%)	At Maturity	11/30/21	17,229	$	94,321,022	$	22,481,261

*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs — See Note 3.
1	Affiliated issuer.
2	Rate indicated is the 7-day yield as of June 30, 2021.

StylePlus—Mid Growth Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

LIBOR — London Interbank Offered Rate

plc — Public Limited Company

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	18,486,255	$	—	$	—	$	18,486,255
Mutual Funds		92,536,479		—		—		92,536,479
Money Market Fund		3,413,890		—		—		3,413,890
Equity Futures Contracts**		15,418		—		—		15,418
Equity Index Swap Agreements**		—		22,481,261		—		22,481,261
Total Assets	$	114,452,042	$	22,481,261	$	—	$	136,933,303
Investments in Securities (Liabilities)		Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Equity Futures Contracts**	$	14,542	$	—	$	—	$	14,542

^** This derivative is reported as unrealized appreciation/depreciation at period end.

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

The Fund may invest in certain of the underlying series of Guggenheim Strategy Funds Trust, including Guggenheim Strategy Fund II and Guggenheim Strategy Fund III, (collectively, the “Short Term Investment Vehicles”), each of which are open-end management investment companies managed by GI. The Short Term Investment Vehicles, which launched on March 11, 2014, are offered as short term investment options only to mutual funds, trusts, and other accounts managed by GI and/or its affiliates, and are not available to the public. The Short Term Investment Vehicles pay no investment management fees. The Short Term Investment Vehicles' annual report on Form N-CSR dated September 30, 2020, is available publicly or upon request. This information is available from the EDGAR database on the SEC's website at https://www.sec.gov/Archives/edgar/data/1601445/000182126820000133/gug81042-ncsr.htm.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:

Security Name	Value 09/30/20		Additions		Reductions			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21	Investment Income
Mutual Funds
Guggenheim Strategy Fund II	$	29,104,012	$	6,525,046	$	–		$	–	$	24,826		$	35,653,884	1,426,726	$	420,089
Guggenheim Strategy Fund III		23,646,335		7,117,087		–			–		85,207			30,848,629	1,226,098		317,088
Guggenheim Ultra Short Duration Fund — Institutional Class		20,960,246		18,503,096		(13,410,989	)		279,027		(297,414	)		26,033,966	2,611,230		198,136
	$	73,710,593	$	32,145,229	$	(13,410,989	)	$	279,027	$	(187,381	)	$	92,536,479		$	935,313

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 1.1%
Financial – 1.1%
Pershing Square Tontine Holdings, Ltd. — Class A*,17		9,249,470	$	210,517,937
KKR Acquisition Holdings I Corp. — Class A*,17		3,797,870		37,295,083
RXR Acquisition Corp. — Class A*,17		837,336		8,130,533
MSD Acquisition Corp. — Class A*,17		626,308		6,169,134
TPG Pace Beneficial II Corp.*,17		580,712		5,853,577
Soaring Eagle Acquisition Corp. — Class A*,17		504,732		5,027,131
TPG Pace Solutions Corp.*,17		357,890		3,564,584
Colicity, Inc. — Class A*,17		162,939		1,588,655
Colicity, Inc.*,17		2,547		25,648
RXR Acquisition Corp.*,17		1,436		14,303
Total Financial				278,186,585
Communications - 0.0%
Figs, Inc. — Class A*		198,762		9,957,976
Industrial - 0.0%
Vector Phoenix Holdings, LP*,†††		532		1,053
BP Holdco LLC*,†††,1		532		188
API Heat Transfer Parent LLC*,†††		69,712		–
Total Industrial				1,241
Total Common Stocks
(Cost $250,701,669)				288,145,802
PREFERRED STOCKS†† - 2.5%
Financial - 2.5%
First Republic Bank, 4.25%		3,442,000		92,004,660
Bank of America Corp., 4.13%		2,218,000		58,022,880
Wells Fargo & Co., 4.70%		2,184,000		57,111,600
Public Storage, 4.63%		1,842,400		50,739,696
Equitable Holdings, Inc., 4.30%		1,839,200		46,550,152
Wells Fargo & Co., 4.38%		1,774,000		45,041,860
Arch Capital Group Ltd., 4.55%*		1,616,000		41,708,960
W R Berkley Corp., 4.13% due 03/30/61		1,540,000		41,210,400
Bank of America Corp., 4.38%		1,552,000		40,662,400
American Financial Group, Inc., 4.50% due 09/15/60		1,292,800		35,823,488
JPMorgan Chase & Co., 4.63%*		1,180,000		31,423,400
First Republic Bank, 4.13%		798,800		20,489,220
CNO Financial Group, Inc., 5.13% due 11/25/60		712,000		19,188,400
Assurant, Inc., 5.25% due 01/15/61		558,400		15,099,136
Selective Insurance Group, Inc., 4.60%		538,000		13,681,340
Public Storage, 4.13%		426,000		11,097,300
W R Berkley Corp., 4.25% due 09/30/60		376,400		10,038,588
Globe Life, Inc., 4.25% due 06/15/61		338,000		8,825,180
Total Financial				638,718,660
Industrial - 0.0%
API Heat Transfer Intermediate*,†††		9		–
Total Preferred Stocks
(Cost $605,707,237)				638,718,660
WARRANTS† - 0.0%
Pershing Square Tontine Holdings, Ltd.
Expiring 07/24/25*,17		1,027,719		6,474,629
KKR Acquisition Holdings I Corp. - Class A
Expiring 12/31/27*,17		949,467		1,120,371
Soaring Eagle Acquisition Corp. - Class A
Expiring 12/31/27*,17		100,946		333,122
RXR Acquisition Corp.
Expiring 03/08/26*,17		167,466		172,490
MSD Acquisition Corp.
Expiring 05/13/23*,17		125,260		162,838
Colicity, Inc. - Class A
Expiring 12/31/27*,17		32,587		50,184
Total Warrants
(Cost $7,388,293)				8,313,634
MUTUAL FUNDS† - 0.3%
Guggenheim Strategy Fund II1		1,085,392		27,123,936
Guggenheim Ultra Short Duration Fund — Institutional Class1		2,680,677		26,726,352
Guggenheim Strategy Fund III1		584,194		14,698,316
Total Mutual Funds
(Cost $68,346,115)				68,548,604
CLOSED-END FUNDS† - 0.1%
BlackRock MuniHoldings California Quality Fund, Inc.		621,461		9,899,874
BlackRock MuniYield California Quality Fund, Inc.		440,467		6,937,355
Total Closed-End Funds
(Cost $15,697,359)				16,837,229
MONEY MARKET FUND† - 0.0%
Federated Hermes U.S. Treasury Cash Reserves Fund — Institutional Shares, 0.01%2		12,816,186		12,816,186
Total Money Market Fund
(Cost $12,816,186)				12,816,186

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3%
Financial - 19.0%
Citigroup, Inc.
3.88%3,4		86,450,000	$	88,287,062
2.57% due 06/03/314		72,390,000		74,498,593
4.00%3,4		26,450,000		27,269,950
Wells Fargo & Co.
3.07% due 04/30/414		126,490,000		129,469,442
3.90%3,4		48,500,000		50,212,050
American International Group, Inc.
3.40% due 06/30/30		78,220,000		85,864,531
4.38% due 06/30/50		65,480,000		79,658,965
2.50% due 06/30/25		2,370,000		2,501,841
Bank of America Corp.
2.59% due 04/29/314		100,240,000		103,456,013
2.68% due 06/19/414		43,300,000		42,063,075
0.74% (U.S. Secured Overnight Financing Rate + 0.73%, Rate Floor: 0.00%) due 10/24/245		1,660,000		1,671,985
Nationwide Mutual Insurance Co.
4.35% due 04/30/506		116,750,000		130,931,853
JPMorgan Chase & Co.
3.65%3,4		37,250,000		37,302,150
2.96% due 05/13/314		29,530,000		31,053,206
4.49% due 03/24/314		25,750,000		30,525,533
2.52% due 04/22/314		24,520,000		25,248,951
Macquarie Bank Ltd.
3.62% due 06/03/306		93,835,000		99,317,971
3.05% due 03/03/364,6		16,550,000		16,465,626
Citizens Financial Group, Inc.
3.25% due 04/30/30		97,532,000		105,779,204
Charles Schwab Corp.
4.00%3,4		71,500,000		73,144,500
5.38%3,4		28,559,000		31,566,263
Reliance Standard Life Global Funding II
2.75% due 05/07/256		96,010,000		101,044,633
Wilton RE Ltd.
6.00%†††,3,4,6		93,150,000		100,843,259
Five Corners Funding Trust II
2.85% due 05/15/306		90,982,000		95,919,228
Markel Corp.
6.00%3,4		82,610,000		92,316,675
GLP Capital Limited Partnership / GLP Financing II, Inc.
4.00% due 01/15/31		53,354,000		57,487,868
5.30% due 01/15/29		28,165,000		32,812,225
Reinsurance Group of America, Inc.
3.15% due 06/15/30		84,319,000		90,259,943
Liberty Mutual Group, Inc.
4.30% due 02/01/61†††,6		94,150,000		86,312,521
Equitable Holdings, Inc.
4.95%3,4		70,950,000		77,158,125
Lincoln National Corp.
3.40% due 01/15/31		49,200,000		53,784,703
4.38% due 06/15/50		18,680,000		22,540,698
Fidelity National Financial, Inc.
3.40% due 06/15/30		52,430,000		56,497,158
2.45% due 03/15/31		17,490,000		17,435,563
Intercontinental Exchange, Inc.
3.00% due 06/15/50		37,190,000		36,571,828
2.65% due 09/15/40		34,550,000		33,141,327
2.35% due 09/15/22		1,535,000		1,567,639
Fairfax Financial Holdings Ltd.
3.38% due 03/03/316		67,460,000		70,380,151
Pershing Square Holdings, Ltd.
3.25% due 11/15/306		68,200,000		69,419,001
Global Atlantic Finance Co.
4.70% due 10/15/514,6		38,300,000		38,412,985
3.13% due 06/15/316		28,750,000		28,943,162
Iron Mountain, Inc.
5.25% due 07/15/306		30,050,000		31,810,329
5.63% due 07/15/326		13,350,000		14,288,772
4.50% due 02/15/316		12,000,000		12,150,000
5.00% due 07/15/286		5,275,000		5,459,625
4.88% due 09/15/276		1,938,000		2,010,859
Standard Chartered plc
4.64% due 04/01/314,6		51,325,000		60,081,777
1.32% due 10/14/234,6		1,080,000		1,089,299
National Australia Bank Ltd.
2.99% due 05/21/316		37,900,000		38,524,012
2.33% due 08/21/306		22,400,000		21,764,546
United Wholesale Mortgage LLC
5.50% due 04/15/296		38,750,000		38,741,088
5.50% due 11/15/256		20,100,000		20,814,153
LPL Holdings, Inc.
4.00% due 03/15/296		44,950,000		45,174,750
4.38% due 05/15/316		13,850,000		14,005,813
Crown Castle International Corp.
2.90% due 04/01/41		41,150,000		40,066,594
3.30% due 07/01/30		17,657,000		18,930,009
Host Hotels & Resorts, LP
3.50% due 09/15/30		54,518,000		57,269,076
Ares Finance Company II LLC
3.25% due 06/15/306		54,785,000		56,640,087
OneAmerica Financial Partners, Inc.
4.25% due 10/15/506		54,430,000		56,477,899
MetLife, Inc.
3.85%3,4		53,200,000		55,783,392
Deloitte LLP
3.56% due 05/07/30†††		30,700,000		32,094,087
3.76% due 05/07/35†††		10,200,000		10,545,882
3.66% due 05/07/32†††		9,450,000		9,927,414
7.33% due 11/20/26†††		4,800,000		5,885,232

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Financial - 19.0% (continued)
Goldman Sachs Group, Inc.
3.80%3,4		25,830,000	$	26,289,774
3.50% due 04/01/25		22,500,000		24,418,309
0.55% (U.S. Secured Overnight Financing Rate + 0.54%, Rate Floor: 0.00%) due 11/17/235		1,660,000		1,660,977
Brookfield Finance, Inc.
3.50% due 03/30/51		37,420,000		39,042,920
4.70% due 09/20/47		10,925,000		13,245,002
Teachers Insurance & Annuity Association of America
3.30% due 05/15/506		50,500,000		52,134,075
First American Financial Corp.
4.00% due 05/15/30		44,960,000		50,045,988
Nippon Life Insurance Co.
2.75% due 01/21/514,6		50,350,000		49,343,000
Alleghany Corp.
3.63% due 05/15/30		43,920,000		48,501,248
Arch Capital Group Ltd.
3.64% due 06/30/50		44,100,000		47,477,567
Quicken Loans LLC / Quicken Loans Company-Issuer, Inc.
3.88% due 03/01/316		46,650,000		46,746,099
Societe Generale S.A.
2.89% due 06/09/324,6		39,700,000		40,173,224
1.49% due 12/14/264,6		1,650,000		1,635,057
1.79% due 06/09/274,6		1,630,000		1,626,773
UBS Group AG
2.10% due 02/11/324,6		43,400,000		42,565,716
Jefferies Group LLC
2.75% due 10/15/32		40,440,000		40,662,455
6.50% due 01/20/43		720,000		993,918
Belrose Funding Trust
2.33% due 08/15/306		41,850,000		41,056,779
Sumitomo Life Insurance Co.
3.38% due 04/15/814,6		39,700,000		40,910,850
Everest Reinsurance Holdings, Inc.
3.50% due 10/15/50		37,760,000		40,298,129
SBA Communications Corp.
3.13% due 02/01/296		35,500,000		34,224,347
3.88% due 02/15/27		5,425,000		5,570,960
Massachusetts Mutual Life Insurance Co.
3.38% due 04/15/506		37,950,000		39,645,800
Assurant, Inc.
2.65% due 01/15/32		36,760,000		36,700,884
6.75% due 02/15/34		1,450,000		1,893,608
KKR Group Finance Company VIII LLC
3.50% due 08/25/506		36,610,000		38,335,625
Liberty Mutual Group, Inc.
3.95% due 05/15/606		33,870,000		37,247,841
FS KKR Capital Corp.
2.63% due 01/15/27		34,850,000		34,537,355
Macquarie Group Ltd.
2.69% due 06/23/324,6		31,550,000		31,669,733
5.03% due 01/15/304,6		800,000		949,606
1.63% due 09/23/274,6		720,000		717,113
1.34% due 01/12/274,6		570,000		565,451
Safehold Operating Partnership, LP
2.80% due 06/15/31		33,550,000		33,576,653
Americo Life, Inc.
3.45% due 04/15/316		32,210,000		32,816,045
PricewaterhouseCoopers LLP
3.43% due 09/13/30†††		31,500,000		32,177,250
Loews Corp.
3.20% due 05/15/30		29,538,000		32,065,184
Cushman & Wakefield US Borrower LLC
6.75% due 05/15/286		29,646,000		31,972,025
Hunt Companies, Inc.
5.25% due 04/15/296		31,500,000		30,555,000
Manulife Financial Corp.
2.48% due 05/19/27		27,800,000		29,281,950
Fifth Third Bancorp
2.55% due 05/05/27		27,190,000		28,758,774
AmFam Holdings, Inc.
2.81% due 03/11/316		27,550,000		28,236,281
Dyal Capital Partners III
4.40% due 06/15/40†††		26,750,000		27,450,048
NFP Corp.
6.88% due 08/15/286		25,475,000		26,817,787
Assured Guaranty US Holdings, Inc.
3.15% due 06/15/31		23,270,000		24,170,320
Kemper Corp.
2.40% due 09/30/30		22,380,000		22,425,396
Raymond James Financial, Inc.
3.75% due 04/01/51		20,300,000		22,285,951
Central Storage Safety Project Trust
4.82% due 02/01/387		20,198,240		22,136,096
Pershing Square Holdings Ltd.
5.50% due 07/15/226		21,300,000		22,120,050
Kennedy-Wilson, Inc.
4.75% due 03/01/29		21,400,000		22,042,000
Allianz SE
3.50% 3,4,6		20,850,000		21,553,687
Alexandria Real Estate Equities, Inc.
4.90% due 12/15/30		17,450,000		21,280,369
Bank of New York Mellon Corp.
4.70% 3,4		16,500,000		18,005,625
CNA Financial Corp.
2.05% due 08/15/30		18,150,000		17,844,244

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Financial - 19.0% (continued)
Prudential Financial, Inc.
3.70% due 10/01/504		17,050,000	$	17,774,625
QBE Insurance Group Ltd.
5.88% 3,4,6		15,700,000		17,136,550
Weyerhaeuser Co.
4.00% due 04/15/30		14,424,000		16,429,198
Westpac Banking Corp.
2.96% due 11/16/40		16,600,000		16,325,272
Kuvare US Holdings, Inc.
7.00% due 02/17/514,6		15,650,000		16,178,806
Penn Mutual Life Insurance Co.
3.80% due 04/29/616		14,970,000		15,503,559
W R Berkley Corp.
4.00% due 05/12/50		13,105,000		14,968,972
4.63% due 03/15/22		70,000		72,047
Apollo Management Holdings, LP
2.65% due 06/05/306		14,407,000		14,645,827
PartnerRe Finance B LLC
4.50% due 10/01/504		13,970,000		14,598,650
Western & Southern Life Insurance Co.
3.75% due 04/28/616		13,360,000		14,197,912
Nasdaq, Inc.
3.25% due 04/28/50		13,150,000		13,195,071
CNO Financial Group, Inc.
5.25% due 05/30/29		10,850,000		12,906,237
Protective Life Corp.
3.40% due 01/15/306		11,440,000		12,193,195
Brown & Brown, Inc.
2.38% due 03/15/31		11,960,000		11,963,715
Prudential plc
3.13% due 04/14/30		11,020,000		11,929,150
Aviation Capital Group LLC
2.88% due 01/20/226		10,691,000		10,799,469
New York Life Insurance Co.
3.75% due 05/15/506		9,300,000		10,393,316
Fidelity & Guaranty Life Holdings, Inc.
5.50% due 05/01/256		8,050,000		9,271,713
American Equity Investment Life Holding Co.
5.00% due 06/15/27		8,074,000		9,139,071
NFL Trust XI SPV
3.53% due 10/05/35†††		7,000,000		7,217,700
Hanover Insurance Group, Inc.
2.50% due 09/01/30		7,070,000		7,080,312
Brookfield Finance LLC
3.45% due 04/15/50		6,820,000		7,034,236
VF Corp.
2.50% due 08/15/26		6,300,000		6,300,000
Alliant Holdings Intermediate LLC / Alliant Holdings Company-Issuer
4.25% due 10/15/276		6,185,000		6,277,713
Old Republic International Corp.
3.85% due 06/11/51		5,750,000		6,110,999
Home Point Capital, Inc.
5.00% due 02/01/266		5,560,000		5,184,700
HS Wildcat LLC
3.83% due 12/31/50†††		5,000,000		4,962,300
Depository Trust & Clearing Corp.
3.38% 3,4,6		4,750,000		4,827,187
Atlas Mara Ltd.
8.00% due 12/31/21†††,7		6,600,000		3,540,900
KKR Group Finance Company III LLC
5.13% due 06/01/446		2,710,000		3,530,827
Fort Knox Military Housing Privatization Project
5.82% due 02/15/526		1,885,653		2,195,389
0.41% (1 Month USD LIBOR + 0.34%, Rate Floor: 0.00%) due 02/15/525,6		1,692,177		999,934
Western Group Housing, LP
6.75% due 03/15/576		1,484,948		2,094,110
New York Life Global Funding
0.23% (U.S. Secured Overnight Financing Rate + 0.22%, Rate Floor: 0.00%) due 02/02/235,6		2,070,000		2,071,893
Transatlantic Holdings, Inc.
8.00% due 11/30/39		1,135,000		1,760,957
Brighthouse Financial Global Funding
1.00% due 04/12/246		1,620,000		1,623,239
BNP Paribas S.A.
1.32% due 01/13/274,6		1,640,000		1,620,813
Athene Global Funding
2.67% due 06/07/316		1,550,000		1,571,760
ING Groep N.V.
1.73% due 04/01/274		1,360,000		1,372,211
Mid-Atlantic Military Family Communities LLC
5.24% due 08/01/506		1,104,970		1,296,935
Janus Capital Group, Inc.
4.88% due 08/01/25		780,000		883,909
Atlantic Marine Corporations Communities LLC
5.37% due 12/01/506		765,716		840,875
Pacific Beacon LLC
5.51% due 07/15/366		500,000		586,766
Univest Financial Corp.
3.74% (3 Month USD LIBOR + 3.54%, Rate Floor: 0.00%) due 03/30/255		583,000		583,000
Peachtree Corners Funding Trust
3.98% due 02/15/256		215,000		235,406

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Financial - 19.0% (continued)
Sompo International Holdings Ltd.
4.70% due 10/15/22		140,000	$	146,975
Total Financial				4,878,702,470
Consumer, Non-cyclical - 6.5%
Altria Group, Inc.
3.70% due 02/04/51		67,650,000		64,331,623
3.40% due 05/06/30		47,320,000		49,956,709
2.35% due 05/06/25		18,290,000		19,128,385
4.45% due 05/06/50		6,120,000		6,527,987
5.95% due 02/14/49		1,300,000		1,663,432
Sysco Corp.
5.95% due 04/01/30		72,622,000		93,229,503
CoStar Group, Inc.
2.80% due 07/15/306		89,110,000		90,618,316
Centene Corp.
2.50% due 03/01/31		48,300,000		47,635,875
3.00% due 10/15/30		37,200,000		38,214,816
DaVita, Inc.
4.63% due 06/01/306		47,150,000		48,397,589
3.75% due 02/15/316		38,095,000		36,571,200
BAT Capital Corp.
3.98% due 09/25/50		41,450,000		40,399,817
4.70% due 04/02/27		22,390,000		25,312,840
3.22% due 09/06/26		1,800,000		1,910,498
Zimmer Biomet Holdings, Inc.
3.55% due 03/20/30		60,550,000		66,338,785
Quanta Services, Inc.
2.90% due 10/01/30		63,394,000		65,798,720
Royalty Pharma plc
3.55% due 09/02/506		39,710,000		39,528,575
2.20% due 09/02/306		20,800,000		20,416,405
Kraft Heinz Foods Co.
4.88% due 10/01/49		14,525,000		17,622,066
4.38% due 06/01/46		13,090,000		14,825,116
5.50% due 06/01/50		9,250,000		12,012,646
5.00% due 06/04/42		7,850,000		9,580,693
5.20% due 07/15/45		1,930,000		2,393,364
RELX Capital, Inc.
3.00% due 05/22/30		47,873,000		51,200,840
Nielsen Finance LLC / Nielsen Finance Co.
5.63% due 10/01/286		38,800,000		40,999,960
4.50% due 07/15/296		8,690,000		8,722,587
US Foods, Inc.
6.25% due 04/15/256		24,050,000		25,523,063
4.75% due 02/15/296		18,750,000		19,125,000
Triton Container International Ltd.
3.15% due 06/15/316		33,500,000		33,734,593
Post Holdings, Inc.
4.50% due 09/15/316		23,850,000		23,797,530
4.63% due 04/15/306		9,025,000		9,160,375
Emory University
2.97% due 09/01/50		30,000,000		31,354,300
Yale-New Haven Health Services Corp.
2.50% due 07/01/50		32,350,000		29,725,564
California Institute of Technology
3.65% due 09/01/19		25,760,000		29,032,532
TriNet Group, Inc.
3.50% due 03/01/296		26,450,000		26,079,700
Global Payments, Inc.
2.90% due 05/15/30		24,810,000		25,875,324
Central Garden & Pet Co.
4.13% due 04/30/316		15,675,000		15,851,344
4.13% due 10/15/30		8,975,000		9,165,719
Service Corporation International
4.00% due 05/15/31		13,000,000		13,268,775
3.38% due 08/15/30		11,225,000		10,998,255
CPI CG, Inc.
8.63% due 03/15/266		22,500,000		23,906,250
Health Care Service Corporation A Mutual Legal Reserve Co.
3.20% due 06/01/506		23,030,000		23,737,534
Kimberly-Clark de Mexico SAB de CV
2.43% due 07/01/316		22,650,000		22,536,750
University of Chicago
3.00% due 10/01/52		13,160,000		13,618,127
2.76% due 04/01/45		8,000,000		8,119,350
Universal Health Services, Inc.
2.65% due 10/15/306		19,660,000		19,768,720
Transurban Finance Company Pty Ltd.
2.45% due 03/16/316		19,400,000		19,532,628
Tenet Healthcare Corp.
4.25% due 06/01/296		11,400,000		11,542,500
4.63% due 06/15/286		7,156,000		7,364,955
Hologic, Inc.
3.25% due 02/15/296		18,850,000		18,685,063
Cheplapharm Arzneimittel GmbH
4.38% due 01/15/28	EUR	13,750,000		16,928,158
Avantor Funding, Inc.
4.63% due 07/15/286		15,900,000		16,786,743
Smithfield Foods, Inc.
3.00% due 10/15/306		15,760,000		15,906,568
Duke University
2.83% due 10/01/55		14,003,000		14,639,365
Sabre GLBL, Inc.
7.38% due 09/01/256		12,825,000		13,947,187
Bimbo Bakeries USA, Inc.
4.00% due 05/17/516		12,775,000		13,728,431
Spectrum Brands, Inc.
3.88% due 03/15/316		13,475,000		13,240,939
Prime Security Services Borrower LLC / Prime Finance, Inc.
3.38% due 08/31/276		13,450,000		13,046,500

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Consumer, Non-cyclical - 6.5% (continued)
WW International, Inc.
4.50% due 04/15/296		12,900,000	$	12,996,750
Moody's Corp.
3.25% due 05/20/50		11,180,000		11,694,365
4.50% due 09/01/22		720,000		747,287
AMN Healthcare, Inc.
4.63% due 10/01/276		10,800,000		11,223,360
Square, Inc.
2.75% due 06/01/266		10,125,000		10,302,187
Gartner, Inc.
3.75% due 10/01/306		9,830,000		10,057,171
OhioHealth Corp.
3.04% due 11/15/50		9,100,000		9,562,962
Johns Hopkins University
2.81% due 01/01/60		8,750,000		8,776,006
Catalent Pharma Solutions, Inc.
3.13% due 02/15/296		8,075,000		7,819,669
Charles River Laboratories International, Inc.
3.75% due 03/15/296		7,491,000		7,594,001
Endo Luxembourg Finance Company I SARL / Endo US, Inc.
6.13% due 04/01/296		7,150,000		7,007,000
Syneos Health, Inc.
3.63% due 01/15/296		7,000,000		6,930,000
Children's Hospital Corp.
2.59% due 02/01/50		7,100,000		6,785,642
Kronos Acquisition Holdings, Inc. / KIK Custom Products, Inc.
5.00% due 12/31/266		6,325,000		6,419,875
Jaguar Holding Company II / PPD Development, LP
4.63% due 06/15/256		4,596,000		4,825,800
5.00% due 06/15/286		1,300,000		1,409,096
Children's Health System of Texas
2.51% due 08/15/50		6,500,000		6,027,560
Wisconsin Alumni Research Foundation
3.56% due 10/01/49		3,775,000		4,220,960
Bidfair Holdings, Inc.
5.88% due 06/01/296		3,900,000		3,958,500
Memorial Sloan-Kettering Cancer Center
2.96% due 01/01/50		3,500,000		3,556,427
California Endowment
2.50% due 04/01/51		3,100,000		2,986,212
Lamb Weston Holdings, Inc.
4.88% due 11/01/266		2,100,000		2,170,875
Molina Healthcare, Inc.
4.38% due 06/15/286		2,000,000		2,085,000
McKesson Corp.
4.88% due 03/15/44		1,650,000		2,060,061
Acadia Healthcare Company, Inc.
5.00% due 04/15/296		1,800,000		1,877,256
HCA, Inc.
3.50% due 09/01/30		1,600,000		1,704,592
Cardinal Health, Inc.
4.50% due 11/15/44		1,450,000		1,660,414
Mondelez International Holdings Netherlands BV
2.13% due 09/19/226		1,440,000		1,469,680
Trustees of the University of Pennsylvania
4.01% due 08/15/47		1,250,000		1,441,956
AmerisourceBergen Corp.
0.74% due 03/15/23		810,000		811,555
Verisk Analytics, Inc.
4.13% due 09/12/22		696,000		725,334
Sotheby's
7.38% due 10/15/276		537,000		579,289
Flowers Foods, Inc.
3.50% due 10/01/26		500,000		544,293
Total Consumer, Non-cyclical				1,665,097,324
Industrial - 5.8%
Boeing Co.
5.15% due 05/01/30		125,140,000		148,327,315
5.71% due 05/01/40		68,110,000		87,788,022
5.81% due 05/01/50		53,550,000		72,162,091
5.04% due 05/01/27		33,850,000		39,075,845
3.63% due 02/01/31		21,400,000		23,041,049
1.17% due 02/04/23		1,650,000		1,657,635
Sonoco Products Co.
3.13% due 05/01/30		73,763,000		78,724,648
Textron, Inc.
2.45% due 03/15/31		52,250,000		52,353,257
3.00% due 06/01/30		23,395,000		24,633,184
FLNG Liquefaction 3 LLC
3.08% due 06/30/39†††		70,450,000		69,224,875
Qatar Airways
2.95% due 05/14/31†††		61,500,000		61,414,515
Vontier Corp.
2.95% due 04/01/316		33,850,000		33,978,630
2.40% due 04/01/286		20,100,000		19,977,390
WRKCo, Inc.
3.00% due 06/15/33		49,539,000		51,928,107
Cellnex Finance Company S.A.
3.88% due 07/07/416		49,820,000		49,641,146
BAE Systems plc
3.40% due 04/15/306		42,797,000		46,563,113
Acuity Brands Lighting, Inc.
2.15% due 12/15/30		44,050,000		43,690,031
Snap-on, Inc.
3.10% due 05/01/50		39,459,000		41,841,585
Owens Corning
3.88% due 06/01/30		36,890,000		41,208,244
Dyal Capital Partners IV
3.65% due 02/22/41†††		41,800,000		40,727,809
Standard Industries, Inc.
4.38% due 07/15/306		13,600,000		14,025,000
3.38% due 01/15/316		14,475,000		13,855,615
5.00% due 02/15/276		7,300,000		7,560,062

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Industrial - 5.8% (continued)
Carrier Global Corp.
2.70% due 02/15/31		33,600,000	$	34,633,745
GATX Corp.
4.00% due 06/30/30		28,835,000		32,526,159
4.70% due 04/01/29		400,000		468,214
Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.13% due 08/15/266		31,850,000		32,885,125
Flowserve Corp.
3.50% due 10/01/30		27,340,000		28,867,385
CNH Industrial Capital LLC
1.88% due 01/15/26		27,960,000		28,445,693
Ryder System, Inc.
3.35% due 09/01/25		22,380,000		24,204,816
IDEX Corp.
3.00% due 05/01/30		22,300,000		23,581,840
NFL Ventures, LP
3.02% due 04/15/35†††		20,000,000		20,601,800
Amcor Flexibles North America, Inc.
2.63% due 06/19/30		18,580,000		19,014,429
Boxer Parent Co., Inc.
6.50% due 10/02/25	EUR	13,500,000		16,986,779
Graphic Packaging International LLC
3.50% due 03/01/296		16,750,000		16,594,225
Howmet Aerospace, Inc.
6.88% due 05/01/25		7,083,000		8,244,470
5.90% due 02/01/27		3,950,000		4,611,625
6.75% due 01/15/28		1,988,000		2,395,540
5.95% due 02/01/37		475,000		574,821
TFI International, Inc.
3.35% due 01/05/33†††		14,000,000		13,729,100
GXO Logistics, Inc.
2.65% due 07/15/316		13,400,000		13,292,398
Weir Group plc
2.20% due 05/13/266		12,815,000		12,872,946
Hardwood Funding LLC
3.19% due 06/07/30†††		8,000,000		8,452,560
2.83% due 06/07/31†††		2,000,000		2,033,420
3.13% due 06/07/36†††		1,000,000		1,019,970
National Basketball Association
2.51% due 12/16/24†††		10,500,000		10,848,705
Airbus SE
3.95% due 04/10/476		9,000,000		10,219,905
Norfolk Southern Corp.
4.10% due 05/15/21		9,100,000		9,984,543
PowerTeam Services LLC
9.03% due 12/04/256		8,490,000		9,339,000
Hillenbrand, Inc.
3.75% due 03/01/31		7,650,000		7,585,472
Virgin Media
4.88% due 07/15/28	GBP	5,000,000		7,016,088
Mueller Water Products, Inc.
4.00% due 06/15/296		5,750,000		5,908,815
APi Group DE, Inc.
4.13% due 07/15/296		4,150,000		4,129,250
Oshkosh Corp.
3.10% due 03/01/30		3,880,000		4,118,021
Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc
4.00% due 09/01/296		3,750,000		3,720,750
Berry Global, Inc.
1.57% due 01/15/266		2,750,000		2,750,825
Penske Truck Leasing Company LP / PTL Finance Corp.
1.70% due 06/15/266		1,620,000		1,629,312
Burlington Northern Santa Fe LLC
5.40% due 06/01/41		1,180,000		1,620,731
Princess Juliana International Airport Operating Company N.V.
5.50% due 12/20/277		1,736,710		1,562,657
New Enterprise Stone & Lime Company, Inc.
6.25% due 03/15/266		1,350,000		1,387,125
Trimble, Inc.
4.15% due 06/15/23		1,155,000		1,227,533
Crown Americas LLC / Crown Americas Capital Corporation VI
4.75% due 02/01/26		1,150,000		1,193,378
TransDigm, Inc.
6.25% due 03/15/266		1,075,000		1,134,125
Adevinta ASA
3.00% due 11/15/27	EUR	417,000		511,876
Martin Marietta Materials, Inc.
0.65% due 07/15/23		360,000		360,792
JELD-WEN, Inc.
6.25% due 05/15/256		300,000		319,953
Hexcel Corp.
4.20% due 02/15/27		180,000		193,696
Hillman Group, Inc.
6.38% due 07/15/226		40,000		40,056
Total Industrial				1,496,238,836
Communications - 4.2%
ViacomCBS, Inc.
4.95% due 01/15/31		69,401,000		83,740,562
4.95% due 05/19/508		39,600,000		50,228,165
4.75% due 05/15/25		36,350,000		41,149,183
Level 3 Financing, Inc.
4.25% due 07/01/286		41,950,000		42,569,182
3.63% due 01/15/296		36,820,000		35,531,300
3.88% due 11/15/296		20,300,000		21,741,909
3.75% due 07/15/296		13,950,000		13,566,375

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Communications - 4.2% (continued)
Charter Communications Operating LLC / Charter Communications Operating Capital
2.80% due 04/01/31		71,850,000	$	73,309,919
3.90% due 06/01/52		21,650,000		22,061,392
3.85% due 04/01/61		1,000,000		982,360
4.40% due 12/01/61		650,000		699,010
T-Mobile USA, Inc.
3.88% due 04/15/30		65,805,000		73,473,915
2.63% due 04/15/26		13,850,000		14,161,625
2.88% due 02/15/31		7,250,000		7,195,625
AT&T, Inc.
2.75% due 06/01/31		48,660,000		50,615,109
2.30% due 06/01/27		6,000,000		6,212,290
Vodafone Group plc
4.13% due 06/04/814		40,375,000		40,201,387
Walt Disney Co.
3.80% due 05/13/60		31,990,000		37,746,218
UPC Broadband Finco BV
4.88% due 07/15/316		36,900,000		36,984,870
Virgin Media Secured Finance plc
4.50% due 08/15/306		35,400,000		35,665,500
5.50% due 08/15/266		1,200,000		1,239,000
Booking Holdings, Inc.
4.63% due 04/13/30		30,557,000		36,549,411
Altice France S.A.
5.13% due 07/15/296		22,700,000		22,811,230
7.38% due 05/01/266		6,600,000		6,863,538
5.13% due 01/15/296		6,350,000		6,381,750
CCO Holdings LLC / CCO Holdings Capital Corp.
4.50% due 05/01/32		18,275,000		18,937,469
4.25% due 02/01/316		9,025,000		9,194,219
LCPR Senior Secured Financing DAC
5.13% due 07/15/296		17,900,000		18,467,072
6.75% due 10/15/276		5,633,000		6,069,473
Amazon.com, Inc.
2.70% due 06/03/60		25,180,000		24,142,319
Sirius XM Radio, Inc.
4.13% due 07/01/306		21,910,000		22,183,875
5.38% due 07/15/266		1,625,000		1,677,813
Fox Corp.
3.50% due 04/08/30		14,521,000		16,019,934
3.05% due 04/07/25		7,100,000		7,606,940
Go Daddy Operating Company LLC / GD Finance Co., Inc.
3.50% due 03/01/296		22,100,000		21,956,350
CSC Holdings LLC
3.38% due 02/15/316		14,175,000		13,394,099
4.13% due 12/01/306		5,741,000		5,705,119
6.75% due 11/15/21		1,800,000		1,835,460
Radiate Holdco LLC / Radiate Finance, Inc.
4.50% due 09/15/266		19,750,000		20,441,250
VeriSign, Inc.
2.70% due 06/15/31		18,950,000		19,251,873
Qualitytech, LP / QTS Finance Corp.
3.88% due 10/01/286		17,075,000		18,260,005
Verizon Communications, Inc.
3.15% due 03/22/30		16,590,000		17,903,878
Virgin Media Vendor Financing Notes IV DAC
5.00% due 07/15/286		15,600,000		15,912,000
Lamar Media Corp.
3.63% due 01/15/316		10,600,000		10,361,500
4.00% due 02/15/30		5,375,000		5,440,091
Ziggo BV
4.88% due 01/15/306		10,125,000		10,378,125
Switch Ltd.
3.75% due 09/15/286		4,200,000		4,252,500
Corning, Inc.
4.38% due 11/15/57		2,500,000		2,981,303
Telenet Finance Lux Note
5.50% due 03/01/28		2,800,000		2,945,600
Thomson Reuters Corp.
5.65% due 11/23/43		1,290,000		1,731,785
Match Group Holdings II LLC
4.13% due 08/01/306		1,250,000		1,271,875
Virgin Media Finance plc
5.00% due 07/15/306		850,000		854,250
Motorola Solutions, Inc.
5.50% due 09/01/44		360,000		469,346
Total Communications				1,061,326,348
Consumer, Cyclical - 4.0%
Marriott International, Inc.
4.63% due 06/15/30		43,685,000		50,361,661
3.50% due 10/15/32		45,690,000		48,596,876
2.85% due 04/15/31		43,490,000		44,213,377
5.75% due 05/01/25		29,691,000		34,283,585
Delta Air Lines, Inc.
7.00% due 05/01/256		136,400,000		159,238,276
Hyatt Hotels Corp.
5.38% due 04/23/25		26,900,000		30,381,399
5.75% due 04/23/30		24,745,000		30,065,739
Hilton Domestic Operating Company, Inc.
3.75% due 05/01/296		44,400,000		44,741,880
4.00% due 05/01/316		5,750,000		5,801,002
3.63% due 02/15/326		1,900,000		1,876,250
5.38% due 05/01/256		1,744,000		1,835,560
Choice Hotels International, Inc.
3.70% due 01/15/31		45,900,000		49,670,226
Delta Air Lines Inc. / SkyMiles IP Ltd.
4.50% due 10/20/256		45,200,000		48,587,857
1011778 BC ULC / New Red Finance, Inc.
4.00% due 10/15/306		39,300,000		38,022,750
3.88% due 01/15/286		9,200,000		9,315,000

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Consumer, Cyclical - 4.0% (continued)
Ferguson Finance plc
3.25% due 06/02/306		41,430,000	$	44,759,405
VF Corp.
2.95% due 04/23/30		41,355,000		43,796,508
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
6.50% due 06/20/276		38,950,000		42,883,950
BorgWarner, Inc.
2.65% due 07/01/27		34,970,000		37,099,673
Lowe's Companies, Inc.
4.50% due 04/15/30		29,315,000		34,711,684
Whirlpool Corp.
4.60% due 05/15/50		21,920,000		27,229,014
Walgreens Boots Alliance, Inc.
4.10% due 04/15/50		24,778,000		27,135,564
WMG Acquisition Corp.
3.00% due 02/15/316		28,050,000		26,576,253
Aramark Services, Inc.
6.38% due 05/01/256		21,850,000		23,215,625
5.00% due 02/01/286		1,525,000		1,593,625
American Airlines Class AA Pass Through Trust
3.35% due 10/15/29		9,410,810		9,572,240
3.20% due 06/15/28		5,823,800		5,941,670
3.00% due 10/15/28		4,250,022		4,320,742
3.15% due 02/15/32		174,984		180,370
Scotts Miracle-Gro Co.
4.00% due 04/01/316		18,750,000		18,728,438
Allison Transmission, Inc.
3.75% due 01/30/316		12,500,000		12,285,875
Levi Strauss & Co.
3.50% due 03/01/316		11,100,000		11,035,620
Williams Scotsman International, Inc.
4.63% due 08/15/286		6,775,000		6,996,542
Six Flags Theme Parks, Inc.
7.00% due 07/01/256		5,990,000		6,455,423
Hanesbrands, Inc.
5.38% due 05/15/256		6,095,000		6,453,082
British Airways Class A Pass Through Trust
4.25% due 11/15/326		5,748,423		6,191,395
Smithsonian Institution
2.65% due 09/01/39		5,000,000		5,060,711
PetSmart, Inc. / PetSmart Finance Corp.
4.75% due 02/15/286		4,550,000		4,726,313
Performance Food Group, Inc.
6.88% due 05/01/256		4,074,000		4,339,299
Delta Air Lines, Inc. / SkyMiles IP Ltd.
4.75% due 10/20/286		3,800,000		4,227,147
JB Poindexter & Company, Inc.
7.13% due 04/15/266		2,850,000		3,013,875
Cedar Fair, LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Operations LLC
5.50% due 05/01/256		2,776,000		2,897,450
United Airlines, Inc.
4.38% due 04/15/266		1,750,000		1,811,250
HP Communities LLC
5.86% due 09/15/536		1,420,000		1,763,899
Lear Corp.
5.25% due 05/15/49		1,360,000		1,716,790
Hasbro, Inc.
3.90% due 11/19/29		1,480,000		1,647,147
JetBlue Class A Pass Through Trust
4.00% due 11/15/32		145,092		160,085
Total Consumer, Cyclical				1,025,518,102
Energy - 2.6%
Galaxy Pipeline Assets Bidco Ltd.
3.25% due 09/30/406		91,750,000		91,116,565
2.94% due 09/30/406		58,850,000		58,415,165
1.75% due 09/30/276		2,050,000		2,070,426
BP Capital Markets plc
4.88% 3,4		114,865,000		125,841,499
Qatar Petroleum
3.13% due 07/12/416		38,595,000		38,452,584
3.30% due 07/12/516		37,450,000		37,450,000
Sabine Pass Liquefaction LLC
4.50% due 05/15/30		63,355,000		73,042,282
Occidental Petroleum Corp.
3.00% due 02/15/27		13,280,000		13,180,400
5.55% due 03/15/26		5,940,000		6,563,700
4.30% due 08/15/39		6,600,000		6,303,000
3.40% due 04/15/26		5,000,000		5,112,500
4.10% due 02/15/47		4,900,000		4,562,464
4.40% due 08/15/49		2,500,000		2,400,000
3.20% due 08/15/26		2,375,000		2,392,812
4.40% due 04/15/46		1,400,000		1,344,700
4.63% due 06/15/45		800,000		780,000
ITT Holdings LLC
6.50% due 08/01/296		38,600,000		39,434,146
Valero Energy Corp.
2.15% due 09/15/27		13,920,000		14,147,999
2.85% due 04/15/25		12,000,000		12,720,338
4.00% due 04/01/29		7,450,000		8,326,798
7.50% due 04/15/32		1,180,000		1,660,678
Chevron USA, Inc.
2.34% due 08/12/50		27,250,000		24,553,526
4.20% due 10/15/49		3,300,000		4,065,726
Magellan Midstream Partners, LP
3.25% due 06/01/30		23,260,000		25,070,650
3.95% due 03/01/50		1,600,000		1,736,186
NuStar Logistics, LP
6.38% due 10/01/30		13,850,000		15,302,865
5.63% due 04/28/27		1,799,000		1,926,513

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Energy - 2.6% (continued)
Florida Gas Transmission Company LLC
2.55% due 07/01/306		15,100,000	$	15,270,600
Midwest Connector Capital Company LLC
4.63% due 04/01/296		13,440,000		14,297,419
Baker Hughes a GE Company LLC / Baker Hughes Co-Obligor, Inc.
4.49% due 05/01/30		6,300,000		7,437,612
Phillips 66
3.70% due 04/06/23		2,250,000		2,375,248
5.88% due 05/01/42		1,180,000		1,613,971
Parkland Corp.
5.88% due 07/15/276		2,000,000		2,131,740
TransCanada PipeLines Ltd.
6.10% due 06/01/40		1,200,000		1,646,575
ONEOK Partners, LP
6.20% due 09/15/43		680,000		893,276
3.38% due 10/01/22		720,000		739,654
Total Energy				664,379,617
Technology - 2.0%
NetApp, Inc.
2.70% due 06/22/30		123,550,000		129,057,948
Broadcom, Inc.
4.15% due 11/15/30		60,860,000		68,320,205
2.45% due 02/15/316		57,120,000		56,221,384
2.60% due 02/15/336		1,660,000		1,625,160
MSCI, Inc.
3.88% due 02/15/316		31,882,000		33,085,864
3.63% due 09/01/306		17,718,000		18,090,432
Leidos, Inc.
2.30% due 02/15/31		34,450,000		33,610,109
3.63% due 05/15/25		9,200,000		9,997,640
4.38% due 05/15/30		2,650,000		3,009,155
Oracle Corp.
3.95% due 03/25/51		38,750,000		42,415,773
6.13% due 07/08/39		1,190,000		1,648,980
Qorvo, Inc.
4.38% due 10/15/29		21,000,000		22,884,120
3.38% due 04/01/316		8,675,000		9,041,258
Apple, Inc.
2.55% due 08/20/60		22,850,000		21,338,776
Crowdstrike Holdings, Inc.
3.00% due 02/15/29		14,450,000		14,463,727
Booz Allen Hamilton, Inc.
3.88% due 09/01/286		4,550,000		4,641,000
4.00% due 07/01/296		4,100,000		4,192,250
NCR Corp.
5.00% due 10/01/286		7,295,000		7,543,541
8.13% due 04/15/256		600,000		656,100
Analog Devices, Inc.
2.95% due 04/01/25		6,100,000		6,528,836
TeamSystem SpA
3.50% due 02/15/28	EUR	5,000,000		5,925,326
Entegris, Inc.
3.63% due 05/01/296		4,691,000		4,749,637
4.38% due 04/15/286		900,000		939,375
Black Knight InfoServ LLC
3.63% due 09/01/286		5,600,000		5,571,776
Twilio, Inc.
3.63% due 03/15/29		5,048,000		5,148,960
Presidio Holdings, Inc.
4.88% due 02/01/276		2,300,000		2,366,148
Microchip Technology, Inc.
0.97% due 02/15/246		1,650,000		1,648,787
Citrix Systems, Inc.
3.30% due 03/01/30		1,500,000		1,579,685
Skyworks Solutions, Inc.
1.80% due 06/01/26		540,000		547,045
0.90% due 06/01/23		500,000		501,460
HP, Inc.
4.05% due 09/15/22		720,000		751,276
Open Text Holdings, Inc.
4.13% due 02/15/306		210,000		214,158
Total Technology				518,315,891
Basic Materials - 1.2%
Newcrest Finance Pty Ltd.
3.25% due 05/13/306		55,600,000		59,810,268
4.20% due 05/13/506		26,390,000		30,202,533
Anglo American Capital plc
5.63% due 04/01/306		39,500,000		48,374,729
2.63% due 09/10/306		18,000,000		18,087,452
3.95% due 09/10/506		14,140,000		15,324,409
2.25% due 03/17/286		1,010,000		1,022,052
Alcoa Nederland Holding BV
4.13% due 03/31/296		13,400,000		13,953,353
5.50% due 12/15/276		6,525,000		7,078,320
6.13% due 05/15/286		2,800,000		3,064,040
Nucor Corp.
2.70% due 06/01/30		15,006,000		15,687,245
2.00% due 06/01/25		5,000,000		5,175,696
Minerals Technologies, Inc.
5.00% due 07/01/286		20,050,000		20,845,985
Valvoline, Inc.
3.63% due 06/15/316		18,300,000		18,300,000
Reliance Steel & Aluminum Co.
2.15% due 08/15/30		12,040,000		11,874,984
Corporation Nacional del Cobre de Chile
3.75% due 01/15/316		10,430,000		11,363,381
INEOS Quattro Finance 2 plc
2.50% due 01/15/26	EUR	8,500,000		10,165,919
Steel Dynamics, Inc.
2.40% due 06/15/25		5,950,000		6,224,116
Carpenter Technology Corp.
6.38% due 07/15/28		2,415,000		2,651,998
Southern Copper Corp.
7.50% due 07/27/35		1,150,000		1,664,625
Dow Chemical Co.
4.25% due 10/01/34		1,420,000		1,643,647
International Paper Co.
7.30% due 11/15/39		1,030,000		1,594,757
WR Grace & Company-Conn
4.88% due 06/15/276		925,000		980,778

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 46.3% (continued)
Basic Materials - 1.2% (continued)
Sherwin-Williams Co.
2.75% due 06/01/22		220,000	$	224,264
Total Basic Materials				305,314,551
Utilities - 0.9%
Cheniere Corpus Christi Holdings LLC
3.52% due 12/31/39†††		97,100,000		98,967,233
AES Corp.
3.95% due 07/15/306		26,390,000		28,857,465
3.30% due 07/15/256		3,750,000		4,001,625
NRG Energy, Inc.
2.45% due 12/02/276		26,000,000		26,187,835
Arizona Public Service Co.
3.35% due 05/15/50		23,140,000		24,782,497
Alexander Funding Trust
1.84% due 11/15/236		14,400,000		14,667,360
Black Hills Corp.
2.50% due 06/15/30		14,360,000		14,631,543
Clearway Energy Operating LLC
3.75% due 02/15/316		11,150,000		11,094,250
4.75% due 03/15/286		3,325,000		3,487,094
Southern Power Co.
5.25% due 07/15/43		1,350,000		1,648,697
ONE Gas, Inc.
0.85% due 03/11/23		1,620,000		1,620,772
Dominion Energy, Inc.
0.65% (3 Month USD LIBOR + 0.53%, Rate Floor: 0.00%) due 09/15/235		1,030,000		1,030,402
AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.
5.75% due 05/20/27		825,000		919,875
Atmos Energy Corp.
0.63% due 03/09/23		800,000		800,237
OGE Energy Corp.
0.70% due 05/26/23		360,000		359,682
Total Utilities				233,056,567
Financial Institutions - 0.1%
Bain Capital, LP
3.41% due 04/15/41†††		36,000,000		33,981,840
Total Corporate Bonds
(Cost $11,335,728,702)				11,881,931,546
ASSET-BACKED SECURITIES†† - 21.8%
Collateralized Loan Obligations - 13.5%
BXMT Ltd.
2020-FL2, 1.03% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/15/385,6		76,225,000		76,232,249
2020-FL3, 1.87% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/15/375,6		23,550,000		23,858,288
2020-FL3, 2.68% (1 Month USD LIBOR + 2.55%, Rate Floor: 2.55%) due 03/15/375,6		16,125,000		16,380,267
2020-FL2, 1.52% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 02/15/385,6		16,000,000		16,064,667
2020-FL3, 2.27% (1 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 03/15/375,6		10,600,000		10,755,621
2020-FL2, 1.78% (1 Month USD LIBOR + 1.65%, Rate Floor: 1.65%) due 02/15/385,6		5,360,000		5,351,750
2020-FL2, 1.27% (1 Month USD LIBOR + 1.15%, Rate Floor: 1.15%) due 02/15/385,6		5,200,000		5,213,782
ABPCI Direct Lending Fund CLO I LLC
2021-1A, 1.79% (3 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 04/20/325,6		83,450,000		83,337,618
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 07/20/335,6		59,500,000		59,320,245
2021-1A, 2.18% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 07/20/335,6		2,500,000		2,486,662
Dryden 33 Senior Loan Fund
2020-33A, 1.18% (3 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 04/15/295,6		56,722,408		56,694,699
2020-33A, 1.58% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/15/295,6		48,700,000		48,431,157

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
2020-33A, 2.18% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/15/295,6		27,000,000	$	26,999,900
KREF Funding V LLC
1.86% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/25/26†††,5		115,000,000		114,299,650
0.15% due 06/25/26†††		313,636,364		31,364
Cerberus Loan Funding XXX, LP
2020-3A, 2.03% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 01/15/335,6		100,000,000		100,448,220
2020-3A, 2.68% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 01/15/335,6		10,200,000		10,302,303
HERA Commercial Mortgage Ltd.
2021-FL1, 1.68% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 02/18/385,6		49,562,000		49,738,624
2021-FL1, 1.38% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/18/385,6		28,000,000		28,175,476
2021-FL1, 2.03% (1 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 02/18/385,6		19,200,000		19,174,596
2021-FL1, 1.13% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 02/18/385,6		10,000,000		9,988,991
Cerberus Loan Funding XXXII, LP
2021-2A, 1.82% (3 Month USD LIBOR + 1.62%, Rate Floor: 1.62%) due 04/22/335,6		65,000,000		65,079,241
2021-2A, 3.05% (3 Month USD LIBOR + 2.85%, Rate Floor: 2.85%) due 04/22/335,6		20,925,000		20,945,682
2021-2A, 2.10% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/22/335,6		19,200,000		19,219,304
Golub Capital Partners CLO 33M Ltd.
2021-33A, 1.98% (3 Month USD LIBOR + 1.86%, Rate Floor: 1.86%) due 08/25/335,6		104,600,000		104,600,000
Woodmont Trust
2020-7A, 2.08% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 01/15/325,6		83,000,000		83,541,318
2020-7A, 2.78% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 01/15/325,6		13,500,000		13,666,801
2020-7A, 2.43% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 01/15/325,6		7,000,000		7,027,063
Palmer Square Loan Funding Ltd.
due 07/20/295,6		22,500,000		22,500,000
2021-1A, 1.41% (3 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 04/20/295,6		19,000,000		18,924,161
2019-3A, 1.01% (3 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 08/20/275,6		13,352,151		13,353,086
2018-4A, 1.61% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 11/15/265,6		12,000,000		12,000,973
2021-2A, 1.55% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 05/20/295,6		10,500,000		10,396,542
2018-4A, 1.06% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 11/15/265,6		9,069,134		9,070,312
2021-1A, 1.96% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 04/20/295,6		7,100,000		7,102,822
2021-2A, 2.60% (3 Month USD LIBOR + 2.40%, Rate Floor: 2.40%) due 05/20/295,6		7,000,000		6,999,870

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
MidOcean Credit CLO VII
2020-7A, 1.22% (3 Month USD LIBOR + 1.04%, Rate Floor: 0.00%) due 07/15/295,6		52,000,000	$	52,017,576
2020-7A, 1.78% (3 Month USD LIBOR + 1.60%, Rate Floor: 0.00%) due 07/15/295,6		27,500,000		27,461,813
2020-7A, 1.63% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 07/15/295,6		14,800,000		14,804,498
Venture XIV CLO Ltd.
2020-14A, 1.17% (3 Month USD LIBOR + 1.03%, Rate Floor: 1.03%) due 08/28/295,6		69,000,000		69,010,322
2020-14A, 2.39% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 08/28/295,6		22,725,000		22,687,131
LoanCore Issuer Ltd.
2019-CRE2, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/365,6		19,984,000		20,021,946
2018-CRE1, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/285,6		17,747,000		17,751,268
2021-CRE5, 3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 07/15/365,6		14,350,000		14,396,811
2021-CRE4, 1.83% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 07/15/355,6		13,182,000		13,201,938
2019-CRE2, 1.77% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 05/15/365,6		11,575,000		11,580,216
2019-CRE3, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 04/15/345,6		10,240,768		10,248,863
2019-CRE3, 1.67% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 04/15/345,6		4,410,000		4,385,145
ABPCI Direct Lending Fund IX LLC
2020-9A, 2.14% (3 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 11/18/315,6		72,500,000		72,558,283
2020-9A, 2.79% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 11/18/315,6		15,250,000		15,308,386
Cerberus Loan Funding XXXI, LP
2021-1A, 1.69% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/325,6		70,250,000		70,157,846
2021-1A, 2.79% (3 Month USD LIBOR + 2.60%, Rate Floor: 2.60%) due 04/15/325,6		12,000,000		11,915,576
GPMT Ltd.
2019-FL2, 1.69% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 02/22/365,6		24,300,000		24,354,673
2019-FL2, 2.44% (1 Month USD LIBOR + 2.35%, Rate Floor: 2.35%) due 02/22/365,6		21,400,000		21,417,144
2019-FL2, 1.39% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/22/365,6		20,492,305		20,501,996
2019-FL2, 1.99% (1 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 02/22/365,6		12,750,000		12,756,644
Parliament Funding II Ltd.
2020-1A, 2.64% (3 Month USD LIBOR + 2.45%, Rate Floor: 2.45%) due 08/12/305,6		71,650,000		71,855,449
2020-1A, 3.39% (3 Month USD LIBOR + 3.20%, Rate Floor: 3.20%) due 08/12/305,6		6,000,000		6,026,476

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
Golub Capital Partners CLO Ltd.
2018-36A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 02/05/315,6	$	76,300,000	$	76,141,449
Owl Rock CLO IV Ltd.
due 08/20/335,6		53,250,000		53,250,000
2020-4A, 2.78% (3 Month USD LIBOR + 2.62%, Rate Floor: 2.62%) due 05/20/295,6		18,000,000		18,000,000
ABPCI DIRECT LENDING FUND CLO V Ltd.
2021-5A, 1.59% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/20/315,6		50,650,000		50,650,000
2021-5A, 1.99% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/20/315,6		15,975,000		15,975,000
THL Credit Lake Shore MM CLO I Ltd.
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 04/15/335,6		33,500,000		33,406,203
2021-1A, 2.11% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/15/335,6		30,400,000		30,234,493
CHCP Ltd.
2021-FL1, 1.17% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 02/15/385,6		28,000,000		28,161,843
2021-FL1, 1.43% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/15/385,6		22,250,000		22,440,631
2021-FL1, 1.78% (1 Month USD LIBOR + 1.65%, Rate Floor: 1.65%) due 02/15/385,6		5,900,000		5,950,234
2021-FL1, 2.23% (1 Month USD LIBOR + 2.10%, Rate Floor: 2.10%) due 02/15/385,6		2,950,000		2,974,145
Cerberus Loan Funding XXVI, LP
2021-1A, 1.57% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/315,6		55,700,000		55,700,000
2021-1A, 1.97% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 04/15/315,6		3,250,000		3,250,000
Wellfleet CLO Ltd.
2020-2A, 1.25% (3 Month USD LIBOR + 1.06%, Rate Floor: 0.00%) due 10/20/295,6		52,250,000		52,197,933
2018-2A, 1.77% (3 Month USD LIBOR + 1.58%, Rate Floor: 1.58%) due 10/20/285,6		2,500,000		2,500,690
Diamond CLO Ltd.
2021-1A, 1.63% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/25/295,6		23,825,000		23,797,475
2018-1A, 1.68% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 07/22/305,6		18,000,000		17,969,589
2021-1A, 2.58% (3 Month USD LIBOR + 2.40%, Rate Floor: 2.40%) due 04/25/295,6		2,300,000		2,293,800
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 04/25/295,6		2,150,000		2,146,571
Fortress Credit Opportunities XI CLO Ltd.
2018-11A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 04/15/315,6		44,300,000		43,918,546
2018-11A, 2.68% (3 Month USD LIBOR + 2.50%, Rate Floor: 0.00%) due 04/15/315,6		2,300,000		2,266,054
Whitebox CLO II Ltd.
2020-2A, 1.93% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/24/315,6		36,500,000		36,598,232
2020-2A, 2.43% (3 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 10/24/315,6		7,000,000		7,026,603

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
Cerberus Loan Funding XXXIII, LP
due 07/23/335,6		41,500,000	$	41,500,000
GoldenTree Loan Management US CLO 1 Ltd.
2021-9A, 1.62% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 01/20/335,6		35,900,000		35,679,427
2021-9A, 1.93% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 01/20/335,6		3,900,000		3,850,195
Anchorage Credit Funding Ltd.
due 07/27/395,6		32,850,000		32,850,000
due 07/27/395,6		6,345,000		6,345,000
Lake Shore MM CLO III LLC
2020-1A, 2.48% (3 Month USD LIBOR + 2.30%, Rate Floor: 2.30%) due 10/15/295,6		38,900,000		38,995,029
LCM XXIV Ltd.
2021-24A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 0.00%) due 03/20/305,6		24,200,000		24,125,217
2021-24A, 2.09% (3 Month USD LIBOR + 1.90%, Rate Floor: 0.00%) due 03/20/305,6		13,050,000		12,901,073
Golub Capital Partners CLO 16 Ltd.
2021-16A, 1.70% (3 Month USD LIBOR + 1.61%, Rate Floor: 1.61%) due 07/25/335,6		26,750,000		26,750,000
2021-16A, 1.89% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 07/25/335,6		9,000,000		9,000,000
Madison Park Funding XLVIII Ltd.
2021-48A, 1.59% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/19/335,6		27,500,000		27,098,409
2021-48A, 2.14% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/19/335,6		5,900,000		5,876,170
Telos CLO Ltd.
2017-6A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 0.00%) due 01/17/275,6		32,000,000		32,013,572
Denali Capital CLO XI Ltd.
2018-1A, 1.32% (3 Month USD LIBOR + 1.13%, Rate Floor: 0.00%) due 10/20/285,6		31,417,284		31,420,916
Marathon CLO V Ltd.
2017-5A, 1.60% (3 Month USD LIBOR + 1.45%, Rate Floor: 0.00%) due 11/21/275,6		18,020,137		17,865,724
2017-5A, 1.02% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 11/21/275,6		12,608,283		12,597,222
Neuberger Berman Loan Advisers CLO 40 Ltd.
2021-40A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/16/335,6		26,700,000		26,619,171
2021-40A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 04/16/335,6		2,000,000		1,987,428
OCP CLO Ltd.
2020-4A, 1.63% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/24/295,6		25,500,000		25,367,431
2019-17A, 0.84% (3 Month USD LIBOR + 0.65%, Rate Floor: 0.65%) due 07/20/325,6		562,500		561,869
STWD Ltd.
2019-FL1, 1.73% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 07/15/385,6		11,210,000		11,247,763
2019-FL1, 2.07% (1 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 07/15/385,6		8,800,000		8,846,407

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
2021-FL2, 2.18% (1 Month USD LIBOR + 2.10%, Rate Floor: 2.10%) due 04/18/385,6		2,820,000	$	2,826,171
2019-FL1, 1.53% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 07/15/385,6		2,200,000		2,214,082
ACRES Commercial Realty Ltd.
2021-FL1, 2.07% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 06/15/365,6		13,092,000		13,105,786
2021-FL1, 2.72% (1 Month USD LIBOR + 2.65%, Rate Floor: 2.65%) due 06/15/365,6		11,750,000		11,762,283
Ares LVII CLO Ltd.
2020-57A, 2.68% (3 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 10/25/315,6		13,500,000		13,528,982
2020-57A, 1.93% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/25/315,6		9,500,000		9,505,078
Voya CLO Ltd.
2020-1A, 1.24% (3 Month USD LIBOR + 1.06%, Rate Floor: 1.06%) due 04/15/315,6		18,850,000		18,852,445
2013-1A, due 10/15/306,9		10,575,071		3,424,113
Apres Static CLO Ltd.
2020-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 0.00%) due 10/15/285,6		21,750,000		21,679,191
NewStar Fairfield Fund CLO Ltd.
2018-2A, 1.46% (3 Month USD LIBOR + 1.27%, Rate Floor: 1.27%) due 04/20/305,6		21,171,638		20,977,318
Allegro CLO IX Ltd.
2018-3A, 1.35% (3 Month USD LIBOR + 1.17%, Rate Floor: 1.17%) due 10/16/315,6		20,400,000		20,401,348
Avery Point VI CLO Ltd.
2021-6A, 1.98% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 08/05/275,6		12,100,000		12,071,425
2021-6A, 1.53% (3 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 08/05/275,6		8,000,000		7,991,847
610 Funding CLO 3 Ltd.
2018-3A, 1.44% (3 Month USD LIBOR + 1.25%, Rate Floor: 0.00%) due 07/17/285,6		19,253,655		19,254,265
Recette CLO Ltd.
2021-1A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 0.00%) due 04/20/345,6		9,800,000		9,662,419
2021-1A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 0.00%) due 04/20/345,6		9,200,000		9,137,503
Anchorage Capital CLO 6 Ltd.
2021-6A, 2.38% (3 Month USD LIBOR + 2.20%, Rate Floor: 2.20%) due 07/15/305,6		18,585,000		18,538,372
AMMC CLO XIV Ltd.
2021-14A, 1.58% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 07/25/295,6		18,290,000		18,268,977
Neuberger Berman Loan Advisers CLO 32 Ltd.
2021-32A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 01/20/325,6		14,100,000		14,053,772
2021-32A, 1.89% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 01/20/325,6		4,200,000		4,162,294
BDS Ltd.
2019-FL3, 2.08% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 12/15/355,6		9,900,000		9,897,800
2020-FL5, 1.92% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/16/375,6		4,400,000		4,435,895

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
2020-FL5, 1.48% (1 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 02/16/375,6		3,200,000	$	3,228,474
Owl Rock CLO VI Ltd.
2021-6A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 06/21/325,6		17,450,000		17,396,127
Halcyon Loan Advisors Funding Ltd.
2017-3A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 10/18/275,6		16,013,689		16,011,723
Wind River CLO Ltd.
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/275,6		10,632,124		10,629,300
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/275,6		5,326,130		5,324,715
FS RIALTO
2021-FL2, 2.12% (1 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 04/16/285,6		15,665,000		15,679,583
Owl Rock CLO II Ltd.
2021-2A, 1.74% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 04/20/335,6		15,600,000		15,562,707
Dryden 36 Senior Loan Fund
2020-36A, 2.23% (3 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 04/15/295,6		15,200,000		15,200,562
Magnetite XXIX Ltd.
2021-29A, 1.50% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 01/15/345,6		15,100,000		15,083,977
Shackleton CLO Ltd.
2017-8A, 1.49% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 10/20/275,6		5,510,000		5,500,998
2017-8A, 1.11% (3 Month USD LIBOR + 0.92%, Rate Floor: 0.00%) due 10/20/275,6		5,393,970		5,392,958
2018-6RA, 1.21% (3 Month USD LIBOR + 1.02%, Rate Floor: 1.02%) due 07/17/285,6		2,973,888		2,972,366
BSPRT Issuer Ltd.
2021-FL6, 2.12% (1 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 03/15/365,6		5,550,000		5,572,716
2018-FL4, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 09/15/355,6		4,752,861		4,751,362
2018-FL3, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 03/15/285,6		3,523,922		3,526,639
Fortress Credit Opportunities IX CLO Ltd.
2017-9A, 1.71% (3 Month USD LIBOR + 1.55%, Rate Floor: 0.00%) due 11/15/295,6		11,527,000		11,503,214
2020-9A, 2.53% due 11/15/296		1,250,000		1,248,956
Octagon Investment Partners 49 Ltd.
2021-5A, 1.76% (3 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 01/15/335,6		12,800,000		12,725,563
Golub Capital Partners CLO 17 Ltd.
2017-17A, 1.83% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 10/25/305,6		12,600,000		12,579,423
KREF Ltd.
2018-FL1, 1.18% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 06/15/365,6		12,403,253		12,415,944
Benefit Street Partners CLO XXII Ltd.
2020-22A, 1.64% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 01/20/325,6		7,700,000		7,687,223

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
2020-22A, 2.34% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 01/20/325,6		4,300,000	$	4,292,081
Columbia Cent CLO 27 Ltd.
2020-27A, 1.83% due 10/25/286		12,000,000		11,957,305
Newstar Commercial Loan Funding LLC
2017-1A, 2.63% (3 Month USD LIBOR + 2.50%, Rate Floor: 0.00%) due 03/20/275,6		11,183,974		11,188,230
Sudbury Mill CLO Ltd.
2017-1A, 1.84% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 01/17/265,6		10,315,686		10,295,570
Neuberger Berman CLO XVI-S Ltd.
2021-16SA, 1.60% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 04/15/345,6		10,200,000		10,050,207
Marathon CLO VII Ltd.
2017-7A, 1.83% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 10/28/255,6		9,919,096		9,916,342
KVK CLO Ltd.
2018-1A, 1.81% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 05/20/295,6		3,850,000		3,844,170
2017-1A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 01/14/285,6		3,239,837		3,238,770
2018-1A, 1.09% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.00%) due 05/20/295,6		2,376,410		2,376,984
Treman Park CLO Ltd.
2015-1A, due 10/20/286,9		13,600,000		9,028,714
Monroe Capital CLO Ltd.
2017-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 0.00%) due 10/22/265,6		8,679,276		8,666,046
Dryden 37 Senior Loan Fund
2015-37A, due 01/15/316,9		10,000,000		8,438,431
Magnetite Xxix Ltd.
2021-29A, 1.75% (3 Month USD LIBOR + 1.65%, Rate Floor: 1.65%) due 01/15/345,6		7,700,000		7,690,189
First Eagle Clarendon Fund CLO LLC
2019-1A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 01/25/275,6		5,007,530		5,006,163
2019-1A, 3.23% (3 Month USD LIBOR + 3.05%, Rate Floor: 0.00%) due 01/25/275,6		2,000,000		2,000,358
ACRE Commercial Mortgage Ltd.
2021-FL4, 1.48% (1 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 12/18/375,6		3,100,000		3,111,150
2021-FL4, 1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 12/18/375,6		3,100,000		3,097,881
Owl Rock CLO I Ltd.
2019-1A, 1.96% (3 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 05/20/315,6		5,650,000		5,651,916
GoldenTree Loan Opportunities IX Ltd.
2018-9A, 1.29% (3 Month USD LIBOR + 1.11%, Rate Floor: 1.11%) due 10/29/295,6		5,152,000		5,151,987
VOYA CLO
2021-2A, 2.33% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 06/07/305,6		4,950,000		4,949,919
Atlas Senior Loan Fund III Ltd.
2017-1A, 1.46% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 11/17/275,6		4,300,000		4,253,402
TRTX Issuer Ltd.
2019-FL3, 1.27% (1 Month USD LIBOR + 1.15%, Rate Floor: 1.15%) due 10/15/345,6		2,600,000		2,605,342

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
2019-FL3, 1.88% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 10/15/345,6		1,500,000	$	1,504,110
Northwoods Capital XII-B Ltd.
2018-12BA, 1.97% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 06/15/315,6		4,000,000		3,958,349
MF1 Multifamily Housing Mortgage Loan Trust
2021-FL6, 2.65% (1 Month USD LIBOR + 2.55%, Rate Floor: 2.55%) due 07/16/365,6		3,800,000		3,805,371
Carlyle Global Market Strategies CLO Ltd.
2012-3A, due 01/14/326,9		8,920,000		3,728,605
TICP CLO III-2 Ltd.
2018-3R, 1.03% (3 Month USD LIBOR + 0.84%, Rate Floor: 0.84%) due 04/20/285,6		3,682,448		3,679,770
TCP Waterman CLO Ltd.
2016-1A, 2.17% (3 Month USD LIBOR + 2.05%, Rate Floor: 0.00%) due 12/15/285,6		3,630,332		3,632,580
Mountain View CLO Ltd.
2018-1A, 0.98% (3 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 10/15/265,6		3,547,582		3,546,538
Ready Capital Mortgage Financing LLC
2019-FL3, 1.09% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 03/25/345,6		3,186,534		3,181,786
Golub Capital Partners CLO 39B Ltd.
2018-39A, 1.59% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 10/20/285,6		3,100,000		3,099,042
ACRES Commercial Realty Corp.
2020-RSO8, 1.58% (1 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 03/15/355,6		3,000,000		3,019,485
Monroe Capital BSL CLO Ltd.
2017-1A, 1.90% (3 Month USD LIBOR + 1.75%, Rate Floor: 0.00%) due 05/22/275,6		3,000,000		3,001,720
Newfleet CLO Ltd.
2018-1A, 1.14% (3 Month USD LIBOR + 0.95%, Rate Floor: 0.00%) due 04/20/285,6		2,604,015		2,602,126
Allegro CLO VII Ltd.
2018-1A, 2.08% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 06/13/315,6		2,500,000		2,503,461
Ocean Trails CLO IV
2017-4A, 1.96% (3 Month USD LIBOR + 1.80%, Rate Floor: 0.00%) due 08/13/255,6		2,500,000		2,499,716
Oaktree CLO Ltd.
2017-1A, 1.06% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/20/275,6		2,158,566		2,155,921
Grand Avenue CRE Ltd.
2020-FL2, 4.39% (1 Month USD LIBOR + 4.26%, Rate Floor: 4.26%) due 03/15/355,6		1,100,000		1,123,440
2020-FL2, 3.38% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 03/15/355,6		900,000		912,812
Ivy Hill Middle Market Credit Fund IX Ltd.
2017-9A, 1.94% (3 Month USD LIBOR + 1.75%, Rate Floor: 0.00%) due 01/18/305,6		1,000,000		995,114
2017-9A, 2.54% (3 Month USD LIBOR + 2.35%, Rate Floor: 0.00%) due 01/18/305,6		1,000,000		985,147
Anchorage Credit Funding Ltd.
due 07/27/395,6		1,950,000		1,950,000

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Collateralized Loan Obligations - 13.5% (continued)
Dryden XXV Senior Loan Fund
2017-25A, 1.53% (3 Month USD LIBOR + 1.35%, Rate Floor: 0.00%) due 10/15/275,6		1,766,703	$	1,755,696
Avery Point V CLO Ltd.
2017-5A, 1.17% (3 Month USD LIBOR + 0.98%, Rate Floor: 0.00%) due 07/17/265,6		1,626,939		1,626,956
Catamaran CLO Ltd.
2016-2A, 2.24% (3 Month USD LIBOR + 2.05%, Rate Floor: 2.05%) due 10/18/265,6		1,469,747		1,470,096
Venture XIII CLO Ltd.
2013-13A, due 09/10/296,9		3,700,000		1,183,497
Avery Point II CLO Ltd.
2013-3X COM, due 01/18/259		3,020,368		1,004,214
Great Lakes CLO Ltd.
2014-1A, due 10/15/296,9		461,538		193,381
Babson CLO Ltd.
2014-IA, due 07/20/256,9		1,300,000		146,770
Atlas Senior Loan Fund IX Ltd.
2018-9A, due 04/20/286,9		1,200,000		124,472
Copper River CLO Ltd.
2007-1A, due 01/20/217,9		1,500,000		44,055
OHA Credit Partners IX Ltd.
2013-9A, due 10/20/256,9		1,808,219		2,170
Total Collateralized Loan Obligations				3,464,474,271
Financial - 2.9%
Station Place Securitization Trust
2021-3, 0.99% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/16/22†††,5,6		144,500,000		144,500,000
2020-16, 1.09% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 12/22/21†††,5,6		114,400,000		114,400,000
2021-7, 0.89% (1 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 09/24/21†††,5,6		61,100,000		61,100,000
2021-SP1, 1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/17/22†††,5,6		42,600,000		42,600,000
2021-WL1, 0.94% (1 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 01/26/54†††,5,6		8,850,000		8,850,000
2021-WL1, 1.14% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 01/26/54†††,5,6		6,750,000		6,750,000
2021-WL2, 2.09% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 03/25/545,6		5,250,000		5,250,134
2021-WL2, 1.34% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 03/25/545,6		4,250,000		4,250,110
2021-WL1, 1.34% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 01/26/54†††,5,6		3,400,000		3,400,000
HV Eight LLC
2.75% (3 Month EURIBOR + 2.75%, Rate Floor: 2.75%) due 12/28/25†††,5	EUR	107,000,000		127,783,397
Aesf Vi Verdi, LP
2.15% (3 Month EURIBOR + 2.15%, Rate Floor: 2.15%) due 11/25/24†††,5	EUR	42,884,999		50,775,270
2.35% (3 Month USD LIBOR + 2.15%, Rate Floor: 2.15%) due 11/25/24†††,5		15,163,796		14,965,353
Strategic Partners Fund VIII LP
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/10/25†††,5		51,900,000		52,315,689
Oxford Finance Funding
2020-1A, 3.10% due 02/15/286		23,750,000		24,444,253
Ceamer Finance LLC
3.69% due 03/22/31†††		23,275,000		22,810,431
Strategic Partners Fund VIII LP
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 03/10/255		21,900,000		21,795,099
Madison Avenue Secured Funding Trust Series
2020-1, 1.72% (1 Month USD LIBOR + 1.63%, Rate Floor: 0.00%) due 12/13/21†††,5,6		20,050,000		20,050,000
Nassau LLC
2019-1, 3.98% due 08/15/346		17,499,849		17,711,010
Total Financial				747,026,001
Transport-Aircraft - 1.5%
Castlelake Aircraft Structured Trust
2021-1A, 3.47% due 01/15/466		76,448,753		77,758,717
AASET Trust
2020-1A, 3.35% due 01/16/406		30,311,637		29,948,437
2019-1, 3.84% due 05/15/396		13,072,425		12,876,907
2017-1A, 3.97% due 05/16/426		7,317,870		7,239,334
2019-2, 3.38% due 10/16/396		2,200,112		2,151,257
AASET US Ltd.
2018-2A, 4.45% due 11/18/386		48,948,918		48,413,568
Castlelake Aircraft Securitization Trust
2018-1, 4.13% due 06/15/436		24,875,404		24,786,201
2017-1, 3.97% due 07/15/42		10,788,372		10,780,344
2016-1, 4.45% due 08/15/41		328,899		328,536
KDAC Aviation Finance Ltd.
2017-1A, 4.21% due 12/15/426		33,752,003		32,543,371
Sapphire Aviation Finance II Ltd.
2020-1A, 3.23% due 03/15/406		32,264,305		32,095,895
Sapphire Aviation Finance I Ltd.
2018-1A, 4.25% due 03/15/406		31,704,590		31,050,578

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Transport-Aircraft - 1.5% (continued)
MAPS Ltd.
2018-1A, 4.21% due 05/15/436		23,491,173	$	23,528,489
Falcon Aerospace Ltd.
2019-1, 3.60% due 09/15/396		13,208,046		13,094,743
2017-1, 4.58% due 02/15/426		6,053,271		6,024,277
WAVE LLC
2019-1, 3.60% due 09/15/446		12,725,608		12,647,903
AIM Aviation Finance Ltd.
2015-1A, 4.21% due 02/15/406		14,824,151		12,487,721
Raspro Trust
2005-1A, 1.11% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.93%) due 03/23/245,6		9,432,999		9,421,522
Slam Ltd.
2021-1A, 3.42% due 06/15/466		1,500,000		1,518,330
Stripes Aircraft Ltd.
2013-1 A1, 3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 03/20/23†††,5		574,172		557,745
Airplanes Pass Through Trust
2001-1A, due 03/15/19†††,7,10		409,604		41
Total Transport-Aircraft				389,253,916
Whole Business - 1.1%
Arbys Funding LLC
2020-1A, 3.24% due 07/30/506		96,818,375		101,191,661
ServiceMaster Funding LLC
2020-1, 3.34% due 01/30/516		29,226,750		30,633,726
2020-1, 2.84% due 01/30/516		9,775,500		10,111,386
SERVPRO Master Issuer LLC
2021-1A, 2.39% due 04/25/516		30,200,000		30,534,918
Wingstop Funding LLC
2020-1A, 2.84% due 12/05/506		25,436,250		26,387,057
Domino's Pizza Master Issuer LLC
2017-1A, 4.12% due 07/25/476		10,400,625		11,224,355
2021-1A, 3.15% due 04/25/516		9,331,000		9,746,696
Taco Bell Funding LLC
2016-1A, 4.97% due 05/25/466		14,736,000		15,910,459
Wendy's Funding LLC
2019-1A, 3.78% due 06/15/496		12,785,850		13,643,013
2019-1A, 4.08% due 06/15/496		1,582,875		1,697,776
DB Master Finance LLC
2019-1A, 4.35% due 05/20/496		7,754,873		8,566,730
Applebee's Funding LLC / IHOP Funding LLC
2019-1A, 4.19% due 06/07/496		3,364,575		3,448,891
Drug Royalty III Limited Partnership 1
2017-1A, 3.60% due 04/15/276		126,785		126,842
Total Whole Business				263,223,510
Net Lease - 0.8%
Capital Automotive LLC
2017-1A, 3.87% due 04/15/476		49,710,475		49,835,383
2017-1A, 4.18% due 04/15/476		274,391		274,890
Store Master Funding I-VII
2016-1A, 3.96% due 10/20/466		28,437,359		30,060,325
2016-1A, 4.32% due 10/20/466		11,521,865		12,345,518
Capital Automotive REIT
2020-1A, 3.48% due 02/15/506		22,208,923		23,129,066
2014-1A, 3.66% due 10/15/446		10,889,556		10,902,559
CARS-DB4, LP
2020-1A, 3.81% due 02/15/506		20,036,550		21,324,469
2020-1A, 3.25% due 02/15/506		3,512,880		3,738,882
CF Hippolyta LLC
2020-1, 2.28% due 07/15/606		10,498,167		10,674,760
2020-1, 2.60% due 07/15/606		4,576,247		4,638,548
Oak Street Investment Grade Net Lease Fund Series
2020-1A, 2.26% due 11/20/506		15,000,000		15,016,322
STORE Master Funding I LLC
2015-1A, 4.17% due 04/20/456		9,642,239		10,091,843
STORE Master Funding LLC
2014-1A, 5.00% due 04/20/446		4,340,625		4,508,735
2021-1A, 3.70% due 06/20/516		3,583,000		3,730,114

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 21.8% (continued)
Net Lease - 0.8% (continued)
2013-3A, 5.21% due 11/20/436		650,530	$	666,624
Total Net Lease				200,938,038
Collateralized Debt Obligations - 0.7%
Anchorage Credit Funding 4 Ltd.
2021-4A, 2.72% due 04/27/396		108,450,000		108,173,843
2021-4A, 3.12% due 04/27/396		23,000,000		22,800,560
Anchorage Credit Funding 3 Ltd.
2021-3A, 2.87% due 01/28/396		54,000,000		53,863,353
Putnam Structured Product Funding Ltd.
2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/385,7		130,058		129,840
Total Collateralized Debt Obligations				184,967,596
Infrastructure - 0.7%
SBA Tower Trust
2.33% due 01/15/286		140,500,000		145,710,456
Secured Tenant Site Contract Revenue Notes Series
2018-1A, 3.97% due 06/15/486		21,691,761		22,125,438
Diamond Issuer LLC
2020-1A, 2.74% due 07/20/506		7,900,000		7,906,407
Total Infrastructure				175,742,301
Transport-Container - 0.5%
Textainer Marine Containers VII Ltd.
2020-1A, 2.73% due 08/21/456		62,789,183		63,838,378
CLI Funding VI LLC
2020-3A, 2.07% due 10/18/456		25,962,333		26,176,761
2020-1A, 2.08% due 09/18/456		5,490,000		5,533,975
CAL Funding IV Ltd.
2020-1A, 2.22% due 09/25/456		20,597,500		20,793,102
Textainer Marine Containers VIII Ltd.
2020-2A, 2.10% due 09/20/456		10,925,381		11,005,695
Total Transport-Container				127,347,911
Diversified Payment Rights - 0.1%
Bib Merchant Voucher Receivables Ltd.
4.18% due 04/07/28†††		21,400,000		22,824,170
CCR Incorporated MT100 Payment Rights Master Trust
2012-CA, 4.75% due 07/10/226		147,024		149,338
Total Diversified Payment Rights				22,973,508
Single Family Residence - 0.0%
FirstKey Homes Trust
due 08/17/28†††5,6		8,174,000		8,173,849
Insurance - 0.0%
Chesterfield Financial Holdings LLC
2014-1A, 4.50% due 12/15/346		2,475,000		2,561,576
321 Henderson Receivables VI LLC
2010-1A, 5.56% due 07/15/596		1,102,542		1,219,374
JGWPT XXV LLC
2012-1A, 4.21% due 02/16/656		481,860		544,744
JG Wentworth XXXV LLC
2015-2A, 3.87% due 03/15/586		38,131		42,680
Total Insurance				4,368,374
Total Asset-Backed Securities
(Cost $5,554,116,571)				5,588,489,275
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4%
Government Agency - 10.1%
Uniform MBS 30 Year
due 08/12/225		2,013,150,001		2,079,521,543
Fannie Mae
2.40% due 03/01/40		27,004,000		28,285,602
3.40% due 02/01/33		25,000,000		26,927,583
2.81% due 09/01/39		20,780,000		23,141,532
3.83% due 05/01/49		19,000,000		22,117,779
4.17% due 02/01/49		16,500,000		20,651,625
2013-124, due 12/25/4311		18,459,274		16,843,445
4.08% due 04/01/49		12,879,000		15,761,605
3.42% due 09/01/47		12,696,947		14,031,959
2.07% due 10/01/50		13,361,124		13,117,393
4.21% due 10/01/48		9,750,000		12,200,115
2.00% due 09/01/50		12,003,788		11,627,000
3.43% due 03/01/33		8,100,000		9,160,818
1.76% due 08/01/40		9,360,000		9,032,605
2.17% due 03/01/51		8,638,000		8,501,346
2013-100, due 10/25/4311		9,098,682		8,309,489
3.29% due 03/01/33		6,700,000		7,512,091
2.10% due 07/01/50		7,617,675		7,486,060
4.04% due 08/01/48		6,100,000		7,401,043
3.61% due 04/01/39		6,193,000		7,220,851
3.56% due 02/01/38		6,320,226		7,099,553
2.79% due 01/01/32		6,451,945		7,015,792
2.15% due 09/01/29		6,683,000		6,949,216
3.05% due 03/01/50		6,124,361		6,743,547
4.07% due 05/01/49		4,761,965		5,619,749
4.27% due 12/01/33		4,571,256		5,439,040
3.16% due 11/01/30		4,868,832		5,319,770
2.17% due 10/01/50		5,258,936		5,212,010
2.99% due 01/01/40		4,429,000		4,986,446
3.71% due 04/01/31		4,200,000		4,845,472
3.76% due 03/01/37		4,000,000		4,766,774
3.37% due 06/01/39		4,067,000		4,696,846
3.50% due 02/01/48		3,990,405		4,430,088
4.24% due 08/01/48		3,400,000		4,023,382
2.50% due 04/01/35		3,747,735		3,914,212
3.92% due 04/01/39		3,198,000		3,848,555
2.96% due 10/01/49		2,888,857		3,161,739
3.94% due 06/01/35		2,600,000		3,093,217
2.62% due 11/01/28		2,600,000		2,807,141
2.86% due 01/01/33		2,524,000		2,762,442
3.26% due 11/01/46		2,430,809		2,635,645
2.92% due 03/01/50		2,392,466		2,606,047
2.51% due 07/01/50		2,415,176		2,510,733
3.51% due 11/01/37		2,150,000		2,504,525
2.69% due 10/01/34		2,277,098		2,468,076
3.50% due 12/01/47		2,067,335		2,223,896
2.68% due 04/01/50		1,956,190		2,091,562
3.17% due 02/01/30		1,750,000		1,964,354
3.46% due 08/01/49		1,699,511		1,937,897
2.77% due 02/01/36		1,761,971		1,913,209
4.00% due 12/01/38		1,373,064		1,475,483
3.08% due 02/01/33		1,300,000		1,452,069
3.74% due 02/01/48		1,262,342		1,433,774
3.27% due 08/01/34		1,278,808		1,423,331
2.32% due 07/01/50		1,391,645		1,407,151
4.05% due 09/01/48		1,165,141		1,369,471
4.50% due 03/01/48		1,265,006		1,362,497
2.89% due 05/01/33		1,226,065		1,341,651
3.50% due 12/01/46		1,230,775		1,303,731
2.25% due 10/01/50		1,285,138		1,288,011
4.00% due 08/01/47		1,070,963		1,163,763
3.96% due 06/01/49		970,887		1,124,114
4.00% due 01/01/46		1,036,101		1,121,134
3.13% due 01/01/30		993,052		1,108,976
3.60% due 10/01/47		940,303		1,049,259
3.50% due 12/01/45		925,210		995,474
3.18% due 09/01/42		870,827		970,517
2.50% due 01/01/35		922,954		964,110
3.00% due 07/01/46		769,186		810,123
3.63% due 01/01/37		715,640		797,143
3.36% due 12/01/39		695,419		789,180
3.91% due 07/01/49		680,742		788,483
2.75% due 11/01/31		629,040		684,968
4.50% due 02/01/45		516,985		574,656
5.00% due 12/01/44		409,896		458,842
4.33% due 09/01/48		336,190		407,006
4.22% due 04/01/49		315,000		383,746
3.50% due 08/01/43		330,225		356,937
5.00% due 05/01/44		312,091		346,096
4.50% due 05/01/47		307,007		334,218
Fannie Mae-Aces
2020-M23, 1.59% (WAC) due 03/25/355,12		290,408,376		37,584,187
Freddie Mac Seasoned Credit Risk Transfer Trust
2020-2, 2.00% due 11/25/59		15,326,037		15,580,754
2020-3, 2.00% due 05/25/60		12,301,489		12,455,581
Freddie Mac
3.55% due 10/01/33		4,541,530		5,106,209
2018-4762, 4.00% due 01/15/46		4,673,889		4,797,159
3.26% due 09/01/45		2,232,239		2,523,585
1.96% due 05/01/50		1,587,033		1,528,246
1.95% due 05/01/50		1,462,077		1,407,427
3.50% due 01/01/44		1,236,605		1,333,210
4.00% due 02/01/46		1,052,814		1,140,037
3.40% due 04/01/31		985,696		1,118,541
4.00% due 11/01/45		826,688		897,337
3.00% due 08/01/46		805,140		848,181
4.50% due 06/01/48		622,854		672,930
FREMF Mortgage Trust
2013-K29, 0.13% due 05/25/466,12		724,172,518		1,070,327
Freddie Mac Multifamily Structured Pass Through Certificates
2015-K043, 0.65% (WAC) due 12/25/245,12		42,828,354		710,000
Total Government Agency				2,586,302,044
Residential Mortgage Backed Securities - 6.2%
CSMC Trust
2020-RPL5, 3.02% (WAC) due 08/25/605,6		97,867,716		99,356,470
2021-RPL4, 1.80% (WAC) due 12/27/605,6		51,536,018		51,607,782
2021-RPL1, 1.67% (WAC) due 09/27/605,6		38,736,765		38,854,610
2018-RPL9, 3.85% (WAC) due 09/25/575,6		759,752		790,318
LSTAR Securities Investment Ltd.
2021-1, 1.89% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/01/265,7		67,291,003		67,448,936
2021-2, 1.79% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 03/02/265,7		36,031,955		36,016,677
FKRT
2020-C2A, 3.25% due 12/30/23†††,7		100,999,073		101,120,272
Legacy Mortgage Asset Trust
2021-GS2, 1.75% due 04/25/616,13		52,003,233		52,057,946
2021-GS3, 1.75% due 07/25/616,13		44,479,358		44,368,929
OSAT Trust
2021-RPL1, 2.12% due 05/25/656,13		77,800,000		77,835,010
PRPM LLC
2021-5, 1.79% due 06/25/266,13		77,850,000		77,775,739
Morgan Stanley ABS Capital I Incorporated Trust
2006-NC5, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 10/25/365		29,166,704		18,941,240
2007-HE5, 0.43% (1 Month USD LIBOR + 0.34%, Rate Floor: 0.34%) due 03/25/375		31,539,430		17,403,297

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4% (continued)
Residential Mortgage Backed Securities - 6.2% (continued)
2006-HE6, 0.33% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 09/25/365		25,440,251	$	12,291,539
2006-HE4, 0.57% (1 Month USD LIBOR + 0.48%, Rate Floor: 0.48%) due 06/25/365		9,791,158		6,504,694
2007-HE2, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 01/25/375		9,281,045		5,619,472
2007-HE3, 0.20% (1 Month USD LIBOR + 0.11%, Rate Floor: 0.11%) due 12/25/365		6,551,075		4,307,221
2007-HE6, 0.15% (1 Month USD LIBOR + 0.06%, Rate Floor: 0.06%) due 05/25/375		3,230,192		2,924,041
2007-NC3, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 05/25/375		2,525,607		2,149,510
2007-HE3, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 12/25/365,6		2,401,759		1,740,558
Home Equity Loan Trust
2007-FRE1, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 04/25/375		73,013,473		68,892,608
JP Morgan Mortgage Acquisition Trust
2006-WMC4, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 12/25/365		74,112,909		54,899,471
2006-WMC4, 0.21% (1 Month USD LIBOR + 0.12%, Rate Floor: 0.12%) due 12/25/365		13,294,058		8,431,468
2006-WMC3, 0.33% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 08/25/365		2,247,946		1,825,218
Soundview Home Loan Trust
2006-OPT5, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/365		54,137,961		53,053,805
NovaStar Mortgage Funding Trust Series
2007-2, 0.29% (1 Month USD LIBOR + 0.20%, Rate Cap/Floor: 11.00%/0.20%) due 09/25/375		37,082,658		36,400,612
2007-1, 0.22% (1 Month USD LIBOR + 0.13%, Rate Cap/Floor: 11.00%/0.13%) due 03/25/375		3,482,399		2,637,917
GSAMP Trust
2007-NC1, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 12/25/465		29,997,325		19,551,138
2006-HE8, 0.32% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 01/25/375		10,107,000		9,140,335
2006-NC2, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 06/25/365		7,380,233		5,232,901
2007-NC1, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 12/25/465		6,692,842		4,351,041
2005-HE6, 0.75% (1 Month USD LIBOR + 0.66%, Rate Floor: 0.66%) due 11/25/355		4,038		4,038
Alternative Loan Trust
2007-OA4, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 05/25/475		20,984,061		19,864,609
2007-OH3, 0.38% (1 Month USD LIBOR + 0.29%, Rate Cap/Floor: 10.00%/0.29%) due 09/25/475		7,863,673		7,492,391
2006-43CB, 6.00% (1 Month USD LIBOR + 0.50%, Rate Cap/Floor: 6.00%/6.00%) due 02/25/375		7,230,698		5,550,124
2007-OA7, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 05/25/475		3,292,838		3,135,261
2007-OH3, 0.31% (1 Month USD LIBOR + 0.22%, Rate Cap/Floor: 10.00%/0.22%) due 09/25/475		781,677		739,870
Structured Asset Securities Corporation Mortgage Loan Trust
2008-BC4, 0.72% (1 Month USD LIBOR + 0.63%, Rate Floor: 0.63%) due 11/25/375		31,631,778		31,165,743
2006-BC4, 0.43% (1 Month USD LIBOR + 0.34%, Rate Floor: 0.34%) due 12/25/365		3,791,765		3,730,204
2006-BC6, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 01/25/375		340,418		338,737
2006-OPT1, 0.35% (1 Month USD LIBOR + 0.26%, Rate Floor: 0.26%) due 04/25/365		102,071		101,232
Citigroup Mortgage Loan Trust, Inc.
2007-AMC1, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 12/25/365,6		25,835,622		17,259,371
2007-AMC3, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 03/25/375		7,911,998		7,235,841
2006-WF1, 7.00% due 03/25/36		9,224,572		6,196,751
Washington Mutual Mortgage Pass-Through Certificates WMALT Series Trust
2006-AR10, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 12/25/365		11,754,185		11,444,853
2006-AR9, 0.95% (1 Year CMT Rate + 0.83%, Rate Floor: 0.83%) due 11/25/465		10,901,550		9,924,391
2006-AR9, 0.96% (1 Year CMT Rate + 0.84%, Rate Floor: 0.84%) due 11/25/465		5,129,895		4,413,937
2006-7, 4.17% due 09/25/36		5,775,320		2,418,664
2006-8, 4.21% due 10/25/36		385,708		189,955
IXIS Real Estate Capital Trust
2007-HE1, 0.20% (1 Month USD LIBOR + 0.11%, Rate Floor: 0.11%) due 05/25/375		34,753,037		11,960,348
2006-HE1, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 03/25/365		13,331,410		8,716,825
2007-HE1, 0.32% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 05/25/375		6,595,630		2,320,631
2007-HE1, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 05/25/375		6,194,500		2,151,702
2007-HE1, 0.15% (1 Month USD LIBOR + 0.06%, Rate Floor: 0.06%) due 05/25/375		5,153,538		1,757,094
Cascade Funding Mortgage Trust
2018-RM2, 4.00% (WAC) due 10/25/685,7		13,566,978		14,134,343
2019-RM3, 2.80% (WAC) due 06/25/695,7		10,632,734		10,855,052
American Home Mortgage Investment Trust
2007-1, 2.08% due 05/25/4712		151,880,248		24,690,489
Merrill Lynch Mortgage Investors Trust Series
2007-HE2, 0.35% (1 Month USD LIBOR + 0.26%, Rate Floor: 0.26%) due 02/25/375		35,010,488		15,301,183
2006-HE6, 0.37% (1 Month USD LIBOR + 0.28%, Rate Floor: 0.28%) due 11/25/375		9,927,167		6,696,743
Starwood Mortgage Residential Trust
2020-1, 2.56% (WAC) due 02/25/505,6		12,023,568		12,132,112
2020-1, 2.41% (WAC) due 02/25/505,6		9,248,898		9,343,466
ACE Securities Corporation Home Equity Loan Trust Series
2006-NC1, 0.71% (1 Month USD LIBOR + 0.62%, Rate Floor: 0.62%) due 12/25/355		16,761,000		16,289,838
2007-WM2, 0.30% (1 Month USD LIBOR + 0.21%, Rate Floor: 0.21%) due 02/25/375		7,395,129		4,298,399
SPS Servicer Advance Receivables Trust
2020-T2, 1.83% due 11/15/556		20,000,000		20,151,056
Lehman XS Trust Series
2007-4N, 0.29% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 03/25/475		10,800,705		10,812,323
2007-2N, 0.27% (1 Month USD LIBOR + 0.18%, Rate Floor: 0.18%) due 02/25/375		6,105,074		6,026,177
2007-15N, 0.34% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.00%) due 08/25/375		2,345,422		2,273,949
2006-10N, 0.51% (1 Month USD LIBOR + 0.42%, Rate Floor: 0.42%) due 07/25/465		432,121		440,556
RALI Series Trust
2007-QO4, 0.47% (1 Month USD LIBOR + 0.38%, Rate Floor: 0.38%) due 05/25/475		5,642,373		5,434,775
2006-QO2, 0.53% (1 Month USD LIBOR + 0.44%, Rate Floor: 0.44%) due 02/25/465		17,656,545		5,249,748
2007-QO2, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 02/25/475		8,636,034		4,371,307
2006-QO2, 0.63% (1 Month USD LIBOR + 0.54%, Rate Floor: 0.54%) due 02/25/465		5,725,929		1,738,642
2006-QO6, 0.45% (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 06/25/465		5,021,164		1,602,648
2007-QO3, 0.41% (1 Month USD LIBOR + 0.32%, Rate Floor: 0.32%) due 03/25/475		1,159,561		1,109,575
Ameriquest Mortgage Securities Trust
2006-M3, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 10/25/365		30,080,469		13,256,869
2006-M3, 0.19% (1 Month USD LIBOR + 0.10%, Rate Floor: 0.10%) due 10/25/365		12,546,144		5,482,559
Bear Stearns Asset Backed Securities I Trust
2006-HE9, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 11/25/365		18,887,964		18,529,275
First NLC Trust
2005-4, 0.87% (1 Month USD LIBOR + 0.78%, Rate Cap/Floor: 14.00%/0.78%) due 02/25/365		15,432,290		15,255,456
2005-1, 0.55% (1 Month USD LIBOR + 0.46%, Rate Cap/Floor: 14.00%/0.46%) due 05/25/355		2,659,037		2,561,183
ABFC Trust
2007-WMC1, 1.34% (1 Month USD LIBOR + 1.25%, Rate Floor: 1.25%) due 06/25/375		18,361,137		16,227,382
HarborView Mortgage Loan Trust
2006-14, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 01/25/475		8,777,463		8,244,917
2006-12, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 01/19/385		6,800,785		6,520,509
Securitized Asset Backed Receivables LLC Trust
2006-WM4, 0.17% (1 Month USD LIBOR + 0.08%, Rate Floor: 0.08%) due 11/25/365		32,585,234		12,291,408
2006-HE2, 0.39% (1 Month USD LIBOR + 0.30%, Rate Floor: 0.30%) due 07/25/365		3,723,732		2,087,506
New Residential Mortgage Loan Trust
2018-1A, 4.00% (WAC) due 12/25/575,6		9,971,384		10,680,177
2018-2A, 3.50% (WAC) due 02/25/585,6		2,523,698		2,633,471

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4% (continued)
Residential Mortgage Backed Securities - 6.2% (continued)
Merrill Lynch Alternative Note Asset Trust Series
2007-A1, 0.32% (1 Month USD LIBOR + 0.23%, Rate Floor: 0.23%) due 01/25/375		21,775,372	$	9,278,423
2007-A1, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 01/25/375		8,257,585		3,449,999
Long Beach Mortgage Loan Trust
2006-8, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 09/25/365		16,212,547		6,439,423
2006-6, 0.59% (1 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 07/25/365		5,072,428		2,687,963
2006-8, 0.18% (1 Month USD LIBOR + 0.09%, Rate Floor: 0.09%) due 09/25/365		4,326,826		1,689,390
Credit-Based Asset Servicing and Securitization LLC
2006-CB2, 0.47% (1 Month USD LIBOR + 0.38%, Rate Floor: 0.38%) due 12/25/365		10,981,474		10,725,700
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
2005-W4, 0.85% (1 Month USD LIBOR + 0.76%, Rate Floor: 0.76%) due 02/25/365		11,635,811		10,597,801
Master Asset Backed Securities Trust
2006-NC2, 0.57% (1 Month USD LIBOR + 0.48%, Rate Floor: 0.48%) due 08/25/365		8,725,361		4,630,568
2007-WMC1, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 01/25/375		6,451,994		2,508,084
2006-WMC3, 0.25% (1 Month USD LIBOR + 0.16%, Rate Floor: 0.16%) due 08/25/365		6,386,028		2,938,580
2006-WMC4, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 10/25/365		6,478,823		2,828,099
Asset-Backed Securities Corporation Home Equity Loan Trust Series AEG
2006-HE1, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.60%) due 01/25/365		10,072,000		9,905,307
Wachovia Asset Securitization Issuance II LLC Trust
2007-HE2A, 0.22% (1 Month USD LIBOR + 0.13%, Rate Floor: 0.13%) due 07/25/375,6		4,824,245		4,535,396
2007-HE1, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/375,6		3,861,185		3,693,289
WaMu Asset-Backed Certificates WaMu Series
2007-HE4, 0.26% (1 Month USD LIBOR + 0.17%, Rate Floor: 0.17%) due 07/25/475		5,748,107		4,829,464
2007-HE4, 0.34% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 07/25/475		4,157,979		3,115,852
WaMu Mortgage Pass-Through Certificates Series Trust
2007-OA6, 0.93% (1 Year CMT Rate + 0.81%, Rate Floor: 0.81%) due 07/25/475		5,903,665		5,334,887
2006-AR13, 1.00% (1 Year CMT Rate + 0.88%, Rate Floor: 0.88%) due 10/25/465		1,754,990		1,649,178
2006-AR11, 1.04% (1 Year CMT Rate + 0.92%, Rate Floor: 0.92%) due 09/25/465		926,881		886,255
BRAVO Residential Funding Trust
2021-HE1, 1.52% (30 Day Average U.S. Secured Overnight Financing Rate + 1.50%, Rate Floor: 0.00%) due 01/25/705,6		7,500,000		7,496,039

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4% (continued)
Residential Mortgage Backed Securities - 6.2% (continued)
Impac Secured Assets CMN Owner Trust
2005-2, 0.59% (1 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 03/25/365		7,964,481	$	7,396,481
American Home Mortgage Assets Trust
2006-4, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 10/25/465		8,539,563		5,374,283
2006-6, 0.28% (1 Month USD LIBOR + 0.19%, Rate Floor: 0.19%) due 12/25/465		1,882,876		1,609,409
GSAA Home Equity Trust
2006-5, 0.45% (1 Month USD LIBOR + 0.36%, Rate Floor: 0.36%) due 03/25/365		14,553,455		6,812,310
2007-7, 0.63% (1 Month USD LIBOR + 0.54%, Rate Floor: 0.54%) due 07/25/375		115,332		113,891
Fremont Home Loan Trust
2006-D, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 11/25/365		11,652,889		5,600,409
Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AR4
2006-AR4, 0.35% (1 Month USD LIBOR + 0.26%, Rate Floor: 0.26%) due 12/25/365		11,161,521		5,243,562
ASG Resecuritization Trust
2010-3, 0.69% (1 Month USD LIBOR + 0.29%, Rate Cap/Floor: 10.50%/0.29%) due 12/28/455,6		3,817,655		3,782,368
Option One Mortgage Loan Trust
2007-2, 0.34% (1 Month USD LIBOR + 0.25%, Rate Floor: 0.25%) due 03/25/375		5,749,068		3,633,129
Residential Mortgage Loan Trust
2020-1, 2.68% (WAC) due 02/25/245,6		3,174,899		3,211,424
Morgan Stanley Capital I Incorporated Trust
2006-HE1, 0.67% (1 Month USD LIBOR + 0.58%, Rate Floor: 0.58%) due 01/25/365		2,826,490		2,781,845
Deutsche Alt-A Securities Mortgage Loan Trust Series
2007-OA2, 0.89% (1 Year CMT Rate + 0.77%, Rate Floor: 0.77%) due 04/25/475		2,715,258		2,609,419
Finance of America HECM Buyout
2021-HB1, 2.08% (WAC) due 02/25/315,6		2,600,000		2,588,429
Nationstar HECM Loan Trust
2019-2A, 2.27% (WAC) due 11/25/295,6		2,210,367		2,214,462
Morgan Stanley Resecuritization Trust
2014-R9, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 11/26/465,6		2,107,413		2,032,182
Countrywide Asset-Backed Certificates
2005-15, 0.54% (1 Month USD LIBOR + 0.45%, Rate Floor: 0.45%) due 03/25/365		1,500,000		1,483,483
Nomura Resecuritization Trust
2015-4R, 1.15% (1 Month USD LIBOR + 0.43%, Rate Floor: 0.43%) due 03/26/365,6		1,129,611		1,124,359
2015-4R, 0.55% (1 Month USD LIBOR + 0.39%, Rate Floor: 0.39%) due 12/26/365,6		359,986		355,799
Structured Asset Investment Loan Trust
2006-3, 0.24% (1 Month USD LIBOR + 0.15%, Rate Floor: 0.15%) due 06/25/365		637,717		626,552
2004-BNC2, 1.29% (1 Month USD LIBOR + 1.20%, Rate Floor: 1.20%) due 12/25/345		609,581		610,476

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4% (continued)
Residential Mortgage Backed Securities - 6.2% (continued)
Impac Secured Assets Trust
2006-2, 0.43% (1 Month USD LIBOR + 0.34%, Rate Cap/Floor: 11.50%/0.34%) due 08/25/365		1,035,552	$	919,095
Alliance Bancorp Trust
2007-OA1, 0.33% (1 Month USD LIBOR + 0.24%, Rate Floor: 0.24%) due 07/25/375		690,342		645,069
UCFC Manufactured Housing Contract
1997-2, 7.38% due 10/15/28		294,279		299,471
Morgan Stanley Re-REMIC Trust
2010-R5, 1.20% due 06/26/366		174,496		160,693
Irwin Home Equity Loan Trust
2007-1, 6.35% due 08/25/376		12,360		12,619
Total Residential Mortgage Backed Securities				1,588,827,356
Military Housing - 1.1%
Freddie Mac Military Housing Bonds Resecuritization Trust Certificates
2015-R1, 1.93% (WAC) due 11/25/555,6		114,681,054		137,389,872
2015-R1, 6.19% (WAC) due 11/25/525,6		21,965,380		25,066,671
2015-R1, 4.32% (WAC) due 10/25/525,6		13,571,031		15,446,567
2015-R1, 0.29% (WAC) due 11/25/555,6,12		172,681,900		11,475,558
Capmark Military Housing Trust
2006-RILY, 6.15% due 07/10/516		12,915,938		13,786,555
2008-AMCW, 6.90% due 07/10/556		8,223,661		11,163,668
2007-AETC, 5.75% due 02/10/526		7,333,769		7,870,747
2007-ROBS, 6.06% due 10/10/526		4,627,570		5,067,598
2006-RILY, 2.09% (1 Month USD LIBOR + 0.37%, Rate Floor: 0.37%) due 07/10/515,6		6,925,465		4,030,909
2007-AET2, 6.06% due 10/10/526		3,039,964		3,298,404
GMAC Commercial Mortgage Asset Corp.
2007-HCKM, 6.11% due 08/10/526		21,972,365		25,490,931
2005-BLIS, 5.25% due 07/10/506		2,500,000		2,761,368
GMAC Commercial Mortgage Asset Corp.
2005-DRUM, 5.47% due 05/10/50†††,6		4,484,634		4,911,571
Total Military Housing				267,760,419
Commercial Mortgage Backed Securities - 1.0%
Citigroup Commercial Mortgage Trust
2019-GC43, 0.75% (WAC) due 11/10/525,12		219,429,797		9,679,509
2019-GC41, 1.19% (WAC) due 08/10/565,12		104,629,432		6,919,605
2016-C2, 1.89% (WAC) due 08/10/495,12		33,200,091		2,307,270
2016-P4, 2.11% (WAC) due 07/10/495,12		29,402,988		2,191,381
2016-P5, 1.63% (WAC) due 10/10/495,12		29,593,118		1,602,645
2016-GC37, 1.85% (WAC) due 04/10/495,12		19,613,700		1,294,789
2015-GC35, 0.93% (WAC) due 11/10/485,12		28,974,502		781,544
2015-GC29, 1.17% (WAC) due 04/10/485,12		19,329,320		653,544
2016-C3, 1.27% (WAC) due 11/15/495,12		11,871,229		473,398
2013-GC15, 4.37% (WAC) due 09/10/465		380,000		408,067
GB Trust
2020-FLIX, 2.42% (1 Month USD LIBOR + 2.35%, Rate Floor: 2.35%) due 08/15/375,6		23,300,000		23,351,213
2020-FLIX, 1.67% (1 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 08/15/375,6		2,000,000		2,005,605
Life Mortgage Trust
2021-BMR, 2.42% (1 Month USD LIBOR + 2.35%, Rate Floor: 2.35%) due 03/15/385,6		19,500,000		19,560,581
2021-BMR, 1.82% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/15/385,6		5,250,000		5,266,332

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4% (continued)
Commercial Mortgage Backed Securities - 1.0% (continued)
Wells Fargo Commercial Mortgage Trust
2017-C38, 1.16% (WAC) due 07/15/505,12		71,011,632	$	3,340,302
2016-BNK1, 1.87% (WAC) due 08/15/495,12		35,925,924		2,544,299
2017-RB1, 1.40% (WAC) due 03/15/505,12		39,898,260		2,299,804
2016-C35, 2.08% (WAC) due 07/15/485,12		24,288,259		1,872,338
2017-C42, 1.02% (WAC) due 12/15/505,12		34,868,645		1,662,506
2016-C32, 4.87% (WAC) due 01/15/595		1,400,000		1,555,893
2015-NXS4, 1.19% (WAC) due 12/15/485,12		39,427,017		1,522,395
2017-RC1, 1.65% (WAC) due 01/15/605,12		25,522,874		1,468,270
2016-NXS5, 1.60% (WAC) due 01/15/595,12		23,576,992		1,250,807
2015-P2, 1.07% (WAC) due 12/15/485,12		26,281,054		973,918
2015-C30, 1.04% (WAC) due 09/15/585,12		30,099,973		958,720
2016-C37, 1.07% (WAC) due 12/15/495,12		15,449,877		441,037
2015-NXS1, 1.23% (WAC) due 05/15/485,12		8,809,465		284,924
Extended Stay America Trust
due 07/15/385,6		12,500,000		12,536,009
due 07/15/385,6		6,450,000		6,446,865
GS Mortgage Securities Trust
2020-GC45, 0.79% (WAC) due 02/13/535,12		153,870,831		7,275,459
2019-GC42, 0.93% (WAC) due 09/01/525,12		69,694,371		3,890,849
2017-GS6, 1.18% (WAC) due 05/10/505,12		42,295,368		2,253,273
2017-GS6, 3.87% due 05/10/50		521,000		569,637
2015-GC28, 1.13% (WAC) due 02/10/485,12		15,654,046		468,097
JPMDB Commercial Mortgage Securities Trust
2017-C7, 0.99% (WAC) due 10/15/505,12		132,032,467		5,595,787
2016-C4, 0.88% (WAC) due 12/15/495,12		83,441,512		2,917,190
2016-C4, 3.64% (WAC) due 12/15/495		2,650,000		2,799,437
2016-C2, 1.71% (WAC) due 06/15/495,12		26,555,887		1,447,731
2017-C5, 1.09% (WAC) due 03/15/505,12		8,239,731		353,292
COMM Mortgage Trust
2018-COR3, 0.58% (WAC) due 05/10/515,12		197,244,111		5,475,141
2015-CR26, 1.07% (WAC) due 10/10/485,12		83,006,779		2,712,753
2015-CR24, 0.90% (WAC) due 08/10/485,12		46,330,907		1,234,292
2015-CR23, 1.03% (WAC) due 05/10/485,12		40,453,814		1,063,268
2015-CR27, 1.06% (WAC) due 10/10/485,12		26,607,693		920,115
2015-CR23, 3.80% due 05/10/48		700,000		759,864
2013-CR13, 0.91% (WAC) due 11/10/465,12		35,969,574		587,264
2014-LC15, 1.23% (WAC) due 04/10/475,12		9,523,230		220,632
GS Mortgage Securities Corporation Trust
2020-UPTN, 3.25% (WAC) due 02/10/375,6		5,350,000		5,499,836
2020-DUNE, 1.42% (1 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 12/15/365,6		3,750,000		3,755,384
2020-DUNE, 1.97% (1 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 12/15/365,6		1,000,000		981,407
BENCHMARK Mortgage Trust
2019-B14, 0.91% (WAC) due 12/15/625,12		109,354,234		5,122,152
2018-B2, 0.56% (WAC) due 02/15/515,12		131,073,184		2,632,435
2018-B6, 0.59% (WAC) due 10/10/515,12		64,344,411		1,403,204
2018-B6, 4.77% (WAC) due 10/10/515		750,000		856,511
DBGS Mortgage Trust
2018-C1, 4.64% (WAC) due 10/15/515		7,588,000		8,760,602
KKR Industrial Portfolio Trust
2021-KDIP, 1.62% (1 Month USD LIBOR + 1.55%, Rate Floor: 1.55%) due 12/15/375,6		8,750,000		8,736,515

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 18.4% (continued)
Commercial Mortgage Backed Securities - 1.0% (continued)
CSAIL Commercial Mortgage Trust
2019-C15, 1.21% (WAC) due 03/15/525,12		96,923,367	$	5,995,553
2015-C1, 0.97% (WAC) due 04/15/505,12		50,676,617		1,232,876
2016-C6, 2.06% (WAC) due 01/15/495,12		5,076,818		375,768
BANK
2020-BN25, 0.53% (WAC) due 01/15/635,12		140,000,000		4,992,372
2017-BNK6, 0.95% (WAC) due 07/15/605,12		42,395,979		1,559,015
2017-BNK4, 1.55% (WAC) due 05/15/505,12		12,812,514		737,736
BX Commercial Mortgage Trust
2019-XL, 2.07% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 10/15/365,6		6,563,176		6,567,380
Benchmark Mortgage Trust
2020-IG3, 3.23% (WAC) due 09/15/485,6		5,232,000		5,202,369
UBS Commercial Mortgage Trust
2017-C2, 1.21% (WAC) due 08/15/505,12		50,243,084		2,463,167
2017-C5, 1.14% (WAC) due 11/15/505,12		53,190,877		2,337,569
CD Mortgage Trust
2016-CD1, 1.53% (WAC) due 08/10/495,12		31,676,872		1,808,971
2017-CD6, 1.06% (WAC) due 11/13/505,12		45,069,070		1,713,891
2016-CD2, 0.78% (WAC) due 11/10/495,12		30,976,707		790,541
JP Morgan Chase Commercial Mortgage Securities Trust
2016-JP3, 1.56% (WAC) due 08/15/495,12		67,918,503		3,688,579
CD Commercial Mortgage Trust
2017-CD4, 1.44% (WAC) due 05/10/505,12		31,643,730		1,644,341
2017-CD3, 1.15% (WAC) due 02/10/505,12		34,139,339		1,520,891
BBCMS Mortgage Trust
2018-C2, 0.93% (WAC) due 12/15/515,12		58,015,701		2,788,391
JPMBB Commercial Mortgage Securities Trust
2015-C27, 1.29% (WAC) due 02/15/485,12		69,606,516		2,445,827
2013-C12, 0.57% (WAC) due 07/15/455,12		34,143,280		223,372
JPMCC Commercial Mortgage Securities Trust
2017-JP6, 1.28% (WAC) due 07/15/505,12		57,329,920		2,614,623
CGMS Commercial Mortgage Trust
2017-B1, 0.96% (WAC) due 08/15/505,12		65,083,931		2,485,002
Cam Commercial Mortgage Corp.
2002-CAM2, 6.16% due 12/14/216		2,119,782		2,138,687
Morgan Stanley Bank of America Merrill Lynch Trust
2015-C27, 1.03% (WAC) due 12/15/475,12		64,949,041		1,938,112
CFCRE Commercial Mortgage Trust
2016-C3, 1.15% (WAC) due 01/10/485,12		38,521,474		1,488,081
Banc of America Commercial Mortgage Trust
2017-BNK3, 1.25% (WAC) due 02/15/505,12		23,742,176		1,095,654
DBJPM Mortgage Trust
2017-C6, 1.11% (WAC) due 06/10/505,12		23,134,053		962,564
SG Commercial Mortgage Securities Trust
2016-C5, 2.10% (WAC) due 10/10/485,12		5,939,135		369,338
Morgan Stanley Capital I Trust
2016-UBS9, 4.76% (WAC) due 03/15/495		275,000		292,273
GS Mortgage Securities Corporation II
2013-GC10, 2.94% due 02/10/46		225,000		232,104
WFRBS Commercial Mortgage Trust
2013-C12, 1.12% (WAC) due 03/15/485,6,12		6,732,983		96,372
Total Commercial Mortgage Backed Securities				255,747,116
Total Collateralized Mortgage Obligations
(Cost $4,668,617,785)				4,698,636,935
U.S. GOVERNMENT SECURITIES†† - 9.2%
U.S. Treasury Notes
1.63% due 05/15/318		940,400,000		955,975,375
0.75% due 03/31/26		370,000,000		368,511,327
0.25% due 03/15/24		20,000,000		19,920,312
1.25% due 03/31/28		13,000,000		13,060,937
2.00% due 04/30/24		12,460,000		13,014,373
1.50% due 10/31/24		3,820,000		3,942,210
2.25% due 08/15/27		3,370,000		3,606,032
0.50% due 05/31/27		2,600,000		2,518,547
2.13% due 05/15/25		880,000		929,431
U.S. Treasury Strips
due 02/15/5011,14,15		736,163,000		400,836,182
1.88% due 02/15/51		330,000,000		315,253,125
due 02/15/5111,14		310,000,000		165,524,621
due 08/15/5011,14		160,000,000		86,211,648
U.S. Treasury Bonds
8.00% due 11/15/21		5,600,000		5,765,375
8.13% due 08/15/21		3,900,000		3,939,164
2.88% due 08/15/45		2,630,000		3,042,273
2.38% due 11/15/49		2,300,000		2,450,488
1.38% due 08/15/50		2,450,000		2,066,805
2.75% due 11/15/42		700,000		788,758
Total U.S. Government Securities
(Cost $2,407,406,443)				2,367,356,983
SENIOR FLOATING RATE INTERESTS††,5 - 8.5%
Consumer, Non-cyclical - 1.7%
Valeo F1 Company Ltd.
5.50% (3 Month GBP LIBOR + 5.50%, Rate Floor: 5.50%) due 08/27/27	GBP	34,400,000		47,486,475
Bombardier Recreational Products, Inc.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 05/24/27		33,914,141		33,494,623
Packaging Coordinators Midco, Inc.
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 11/30/27		32,277,436		32,293,575
PetIQ LLC
4.75% (3 Month USD LIBOR + 4.25%, Rate Floor: 4.75%) due 04/13/28		28,900,000		28,611,000
AI Aqua Zip Bidco Pty Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 12/13/23		21,950,000		21,950,000
Nidda Healthcare Holding GmbH
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 08/21/26	EUR	18,276,306		21,478,670
Sunshine Investments BV
3.00% (3 Month EURIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25	EUR	18,059,706		21,267,393

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Consumer, Non-cyclical - 1.7% (continued)
Sigma Holding BV (Flora Food)
3.50% (1 Month EURIBOR + 3.50% and 6 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/02/25	EUR	17,000,000	$	19,628,244
Southern Veterinary Partners LLC
5.00% (3 Month USD LIBOR + 4.00%, Rate Floor: 5.00%) due 10/05/27		19,455,265		19,540,479
Mission Veterinary Partners
4.75% (6 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/27/28		19,300,000		19,324,125
HAH Group Holding Co. LLC
6.00% (3 Month USD LIBOR + 5.00%, Rate Floor: 6.00%) due 10/29/27		17,444,065		17,476,860
National Mentor Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 03/02/28		16,480,344		16,498,637
Women's Care Holdings, Inc.
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 01/15/28		16,342,603		16,332,470
Blue Ribbon LLC
6.75% (3 Month USD LIBOR + 6.00%, Rate Floor: 6.75%) due 05/08/28		14,757,188		14,543,208
Endo Luxembourg Finance Company I SARL
5.75% (3 Month USD LIBOR + 5.00%, Rate Floor: 5.75%) due 03/27/28		12,568,500		12,108,996
Quirch Foods Holdings LLC
5.75% (3 Month USD LIBOR + 4.75% and 3 Month USD LIBOR + 5.25%, Rate Floor: 5.75%) due 10/27/27		11,641,500		11,670,604
Option Care Health, Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26		10,198,232		10,196,091
Energizer Holdings, Inc.
2.75% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.75%) due 12/22/27		7,481,250		7,456,936
Avantor Funding, Inc.
3.25% (1 Month USD LIBOR + 2.25%, Rate Floor: 3.25%) due 11/08/27		7,381,500		7,378,400
SCP Eye Care Services LLC
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 03/16/28†††		7,329,545		7,320,384
PPD, Inc.
2.75% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.75%) due 01/13/28		7,182,000		7,169,647
Elanco Animal Health, Inc.
1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/02/27		6,778,793		6,671,485
IQVIA, Inc.
2.00% (3 Month EURIBOR + 2.00%, Rate Floor: 2.00%) due 03/07/24	EUR	4,903,451		5,775,486
Arterra Wines Canada, Inc.
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 11/24/27		5,386,500		5,393,233
Elsan SAS
due 02/05/28	EUR	4,500,000		5,327,669
Spectrum Brands, Inc.
2.50% (3 Month USD LIBOR + 2.00%, Rate Floor: 2.50%) due 03/03/28		3,990,000		3,970,050
Dole Food Company, Inc.
3.75% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.75%) due 04/05/24		3,798,061		3,793,313
Midwest Physician Administrative Services
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/12/28		3,498,715		3,487,799
B&G Foods, Inc.
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 10/12/26		3,300,000		3,297,657

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 – 8.5% (continued)
Consumer, Non-cyclical - 1.7% (continued)
Kronos Acquisition Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 12/22/26		3,231,900	$	3,206,303
Callaway Golf Company
4.59% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 01/02/26		2,511,280		2,524,615
Aveanna Healthcare LLC
due 06/29/28		2,474,528		2,462,156
Hostess Brands LLC
3.00% (1 Month USD LIBOR + 2.25% and 3 Month USD LIBOR + 2.25%, Rate Floor: 3.00%) due 08/04/25		823,712		819,594
Atkins Nutritionals, Inc.
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 07/07/24		159,402		160,033
Total Consumer, Non-cyclical				440,116,210
Consumer, Cyclical - 1.5%
MB2 Dental Solutions LLC
7.00% (3 Month USD LIBOR + 6.00%, Rate Floor: 7.00%) due 01/29/27†††		45,032,384		44,194,687
7.58% (3 Month USD LIBOR + 6.00% and Commercial Prime Lending Rate + 5.00%, Rate Floor: 6.00%) due 01/29/27†††		3,661,527		3,593,415
Verisure Holding AB
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/27/28	EUR	30,010,000		35,475,878
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 07/20/26	EUR	6,890,000		8,147,282
CHG Healthcare Services, Inc.
4.00% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/07/23		43,527,050		43,472,641
BGIS (BIFM CA Buyer, Inc.)
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26		32,885,340		32,700,524
Zephyr Bidco Ltd.
4.80% (1 Month GBP LIBOR + 4.75%, Rate Floor: 4.75%) due 07/23/25	GBP	23,950,000		32,629,726
Mavis Tire Express Services TopCo Corp.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 05/04/28		28,650,000		28,721,625
CNT Holdings I Corp.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 11/08/27		24,250,000		24,250,000
Flamingo
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/27/28	EUR	18,600,000		21,857,317
PetSmart LLC
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/11/28		20,200,000		20,205,050
Packers Holdings LLC
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 03/09/28		19,976,403		19,855,745
Loire Finco Luxembourg S.A.R.L.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 04/21/27		19,650,750		19,544,636
Adevinta ASA
due 10/22/27	EUR	11,000,000		13,033,760
3.75% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.75%) due 10/22/27		3,800,000		3,798,822
New Trojan Parent, Inc.
3.75% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 01/06/28		14,050,000		13,973,849
Truck Hero, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 01/31/28		8,977,500		8,973,011
BCPE Empire Holdings, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 06/11/26		5,985,000		5,987,514

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Consumer, Cyclical - 1.5% (continued)
Power Solutions (Panther)
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/30/26		4,226,155	$	4,183,894
Wabash National Corporation
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 09/28/27†††		3,508,671		3,504,285
SP PF Buyer LLC
4.60% (1 Month USD LIBOR + 4.50%, Rate Floor: 4.50%) due 12/22/25		3,391,349		3,333,696
Cast & Crew Payroll LLC
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 02/09/26		2,391,568		2,376,620
Whatabrands, LLC
2.83% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 07/31/26		1,288,824		1,282,677
1011778 BC Unlimited Liability Co.
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 11/19/26		1,035,855		1,020,804
OEConnection LLC
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 09/25/26		700,000		698,250
Rent-A-Center, Inc.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 02/17/28		498,750		498,750
Total Consumer, Cyclical				397,314,458
Industrial - 1.5%
United Airlines Inc.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 04/21/28		41,100,000		41,602,242
American Bath Group LLC
4.25% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 11/23/27		34,254,150		34,143,509
Mileage Plus Holdings LLC
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27		30,500,000		32,548,380
Berry Global, Inc.
1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 07/01/26		24,306,026		24,105,987
IFCO Management GmbH
3.25% (6 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 05/29/26	EUR	19,870,000		23,472,292
Galileo Global Education Finance SARL
3.00% (1 Month EURIBOR + 3.00%, Rate Floor: 3.00%) due 11/12/26	EUR	19,200,000		22,659,416
SkyMiles IP Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/20/27		20,345,893		21,478,955
TransDigm, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 12/09/25		14,839,252		14,608,650
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/30/25		5,812,955		5,726,807
Vertical (TK Elevator)
4.48% (6 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 07/30/27		12,785,830		12,791,200
4.25% (6 Month EURIBOR + 4.25%, Rate Floor: 4.25%) due 07/29/27	EUR	3,000,000		3,560,498
AI Convoy Luxembourg SARL
3.50% (6 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 01/18/27	EUR	13,593,008		16,047,328
Pelican Products, Inc.
4.50% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 05/01/25		14,973,127		14,837,471
Alliance Laundry Systems LLC
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 10/08/27		13,484,714		13,495,232
Hillman Group, Inc.
due 02/24/28		12,468,354		12,431,448
Fugue Finance BV
3.25% (3 Month EURIBOR + 3.25%, Rate Floor: 3.25%) due 08/30/24	EUR	10,500,000		12,343,167

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Industrial - 1.5% (continued)
Filtration Group Corp.
3.50% (3 Month EURIBOR + 3.50%, Rate Floor: 3.50%) due 03/31/25	EUR	7,968,042	$	9,377,147
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/31/25		1,652,240		1,637,436
Service Logic Acquisition, Inc.
4.75% (2 Month USD LIBOR + 4.00% and 3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 10/29/27		10,077,463		10,102,656
CapStone Acquisition Holdings, Inc.
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 11/12/27		8,283,228		8,283,228
Waterlogic Holdings Ltd.
3.75% (2 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 03/14/25	EUR	5,999,999		7,081,849
TricorBraun Holdings, Inc.
3.75% (6 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 03/03/28		6,209,832		6,160,960
DXP Enterprises, Inc.
5.75% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 12/23/27		5,970,000		5,971,851
YAK MAT (YAK ACCESS LLC)
10.13% (3 Month USD LIBOR + 10.00%, Rate Floor: 10.00%) due 07/10/26		7,240,000		5,900,600
Diversitech Holdings, Inc.
4.25% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.25%) due 12/02/24		5,746,041		5,747,823
Dispatch Terra Acquisition LLC
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/27/28		5,720,000		5,709,304
American Residential Services LLC
4.25% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 10/15/27		4,975,000		4,962,563
Berlin Packaging LLC
3.10% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 11/07/25		4,569,977		4,525,694
Charter Nex US Holdings, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 12/01/27		4,289,250		4,294,612
Pike Corp.
3.11% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 12/21/27		3,356,164		3,347,304
Anchor Packaging LLC
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 07/20/26		1,958,255		1,960,702
CHI Overhead Doors, Inc.
4.50% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.50%) due 07/31/25		1,439,125		1,439,125
Fly Funding II SARL
2.50% (3 Month USD LIBOR + 1.75%, Rate Floor: 2.50%) due 08/11/25		648,477		636,727
CPG International LLC
3.25% (3 Month USD LIBOR + 2.50%, Rate Floor: 3.25%) due 05/06/24		508,112		507,385
VC GB Holdings, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/28/24†††		168,986		168,774
BWAY Holding Co.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/03/24		123,393		120,328

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Industrial - 1.5% (continued)
API Heat Transfer
12.00% (in-kind rate was 12.00%) due 01/01/24†††,16		45,995	$	19,548
12.00% (in-kind rate was 12.00%) due 10/02/23†††,16		8,206		6,155
Total Industrial				393,814,353
Financial - 1.4%
Citadel Securities, LP
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 02/02/28		62,842,500		62,148,719
Jane Street Group LLC
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 01/26/28		37,232,733		37,033,166
Nexus Buyer LLC
3.84% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 11/09/26		25,988,815		25,914,487
USI, Inc.
3.40% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 12/02/26		18,906,559		18,720,897
3.15% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/16/24		6,472,365		6,408,677
Jefferies Finance LLC
3.13% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 06/03/26		22,349,637		22,230,960
Alter Domus
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/17/28		20,837,775		20,806,518
Higginbotham
6.50% (1 Month USD LIBOR + 5.75%, Rate Floor: 6.50%) due 11/25/26†††		18,759,342		18,506,629
Orion Advisor Solutions, Inc.
4.50% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 09/24/27		17,592,284		17,601,080
HighTower Holding LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 04/21/28		15,360,000		15,379,200
Franchise Group, Inc.
5.50% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 03/10/26		15,162,000		15,228,410
HUB International Ltd.
2.93% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 04/25/25		14,810,903		14,638,948
Alliant Holdings Intermediate LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 05/09/25		8,168,274		8,075,482
4.25% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.25%) due 11/05/27		6,280,904		6,286,117
AmWINS Group, Inc.
3.00% (1 Month USD LIBOR + 2.25%, Rate Floor: 3.00%) due 02/19/28		13,333,000		13,244,069
Cross Financial Corp.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 09/15/27		12,119,625		12,144,834
Duff & Phelps
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 04/09/27		10,248,371		10,286,802
Jones Deslauriers Insurance Management, Inc.
5.00% (1 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 03/27/28†††	CAD	8,561,000		6,907,653
8.00% (3 Month USD LIBOR + 7.50%, Rate Floor: 8.00%) due 03/26/29†††	CAD	3,171,000		2,571,392
NFP Corp.
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/15/27		5,444,647		5,362,215

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Financial - 1.4% (continued)
PAI Holdco, Inc.
4.50% (3 Month USD LIBOR + 3.75% and 3 Month USD LIBOR + 3.88%, Rate Floor: 4.50%) due 10/28/27		5,137,125	$	5,145,139
Tegra118 Wealth Solutions, Inc.
4.16% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 02/18/27		1,193,970		1,194,961
AmeriLife Holdings LLC
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 03/18/27		560,697		559,822
Total Financial				346,396,177
Technology - 1.2%
Ascend Learning LLC
4.75% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 07/12/24		54,364,188		54,364,188
Peraton Corp.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 02/01/28		33,765,375		33,835,607
Planview Parent, Inc.
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/17/27		29,800,250		29,828,262
Cologix Holdings, Inc.
4.50% (1 Month USD LIBOR + 3.75%, Rate Floor: 4.50%) due 05/01/28		25,950,000		26,003,976
Team.Blue Finco SARL
3.75% (3 Month EURIBOR + 3.75%, Rate Floor: 3.75%) due 03/27/28	EUR	21,520,270		25,432,467
Valkyr Purchaser, LLC
4.75% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 11/05/27		23,250,000		23,211,172
Apttus Corp.
5.00% (3 Month USD LIBOR + 4.25%, Rate Floor: 5.00%) due 05/08/28		12,550,000		12,603,338
RP Crown Parent LLC (Blue Yonder)
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/02/26		11,583,000		11,568,521
Project Boost Purchaser LLC
due 06/01/26		6,400,000		6,388,032
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/01/26		3,349,929		3,326,211
Sabre GLBL, Inc.
4.75% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.75%) due 12/10/27		9,601,750		9,649,759
ThoughtWorks, Inc.
3.75% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 03/24/28		8,428,875		8,424,323
Cloudera, Inc.
3.25% (1 Month USD LIBOR + 2.50%, Rate Floor: 3.25%) due 12/22/27		7,980,000		7,970,903
Aston FinCo SARL
due 10/09/26	GBP	5,800,000		7,782,435
Transact Holdings, Inc.
4.85% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 04/30/26		7,322,778		7,249,550
Imprivata, Inc.
4.00% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 12/01/27		7,100,000		7,106,674
E2open LLC
4.00% (3 Month USD LIBOR + 3.50%, Rate Floor: 4.00%) due 02/04/28		7,000,000		7,000,000
Provation Software Group, Inc.
5.50% (1 Month USD LIBOR + 4.75%, Rate Floor: 5.50%) due 12/22/27		6,483,750		6,402,703
Sportradar Capital SARL
4.25% (6 Month EURIBOR + 4.25%, Rate Floor: 4.25%) due 11/22/27	EUR	5,300,000		6,291,031
Storable, Inc.
3.75% (3 Month USD LIBOR + 3.25%, Rate Floor: 3.75%) due 04/17/28		5,000,000		4,975,000
Boxer Parent Co., Inc.
4.00% (3 Month EURIBOR + 4.00%, Rate Floor: 4.00%) due 10/02/25	EUR	3,984,526		4,731,943

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Technology - 1.2% (continued)
Navicure, Inc.
4.10% (1 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 10/22/26		4,664,632	$	4,668,270
Paya Holdings III, LLC
4.00% (3 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 06/14/28		3,400,000		3,391,500
Informatica LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/25/27		1,911,085		1,897,842
Aston Finco SARL
4.34% (1 Month USD LIBOR + 4.25%, Rate Floor: 4.25%) due 10/09/26		640,885		635,079
Total Technology				314,738,786
Communications - 0.4%
Syndigo LLC
5.25% (3 Month USD LIBOR + 4.50%, Rate Floor: 5.25%) due 12/15/27†††		24,837,750		24,651,467
Xplornet Communications, Inc.
4.85% (1 Month USD LIBOR + 4.75%, Rate Floor: 4.75%) due 06/10/27		21,091,218		21,083,625
ProQuest, LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 10/23/26		19,364,466		19,342,197
UPC Broadband Holding BV
3.07% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 01/31/29		18,900,000		18,767,700
Alchemy Copyrights LLC
3.50% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.50%) due 03/10/28†††		6,019,788		6,012,263
Radiate Holdco, LLC
4.25% (1 Month USD LIBOR + 3.50%, Rate Floor: 4.25%) due 09/25/26		2,244,375		2,245,205
Zayo Group Holdings, Inc.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/09/27		1,652,094		1,633,640
LCPR Loan Financing LLC
3.82% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 10/16/28		1,300,000		1,300,819
Authentic Brands
4.00% (1 Month USD LIBOR + 3.25%, Rate Floor: 4.00%) due 09/27/24		1,023,145		1,021,866
Titan US Finco LLC
4.15% (3 Month USD LIBOR + 4.00%, Rate Floor: 4.00%) due 05/01/26		979,826		976,769
Internet Brands, Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/13/24		760,828		756,811
Telenet Financing USD LLC
2.07% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 04/28/28		620,000		611,010
Flight Bidco, Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 07/23/25		282,454		279,454
Total Communications				98,682,826
Basic Materials - 0.4%
INEOS Ltd.
2.75% (1 Month EURIBOR + 2.75%, Rate Floor: 2.75%) due 01/29/26	EUR	31,100,000		36,569,246
Illuminate Buyer LLC
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 06/30/27		28,421,690		28,233,823
GrafTech Finance, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/12/25		20,553,981		20,543,704
Trinseo Materials Operating S.C.A.
2.60% (1 Month USD LIBOR + 2.50%, Rate Floor: 2.50%) due 05/03/28		11,100,000		11,009,868

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,5 - 8.5% (continued)
Basic Materials - 0.4% (continued)
Clearwater Paper Corp.
3.13% (1 Month USD LIBOR + 3.00% and 3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 07/24/26		540,257	$	539,582
Total Basic Materials				96,896,223
Utilities - 0.2%
Hamilton Projects Acquiror LLC
5.75% (3 Month USD LIBOR + 4.75%, Rate Floor: 5.75%) due 06/17/27		53,394,930		52,807,586
RS Ivy Holdco, Inc.
6.50% (1 Month USD LIBOR + 5.50%, Rate Floor: 6.50%) due 12/23/27		5,970,000		5,970,000
Total Utilities				58,777,586
Energy - 0.2%
ITT Holdings LLC
due 06/21/28		20,500,000		20,448,750
Venture Global Calcasieu Pass LLC
2.46% (1 Month USD LIBOR + 2.38%, Rate Floor: 2.38%) due 08/19/26†††		19,749,313		18,465,608
Lotus Midstream, LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 09/29/25		547,563		537,981
Total Energy				39,452,339
Total Senior Floating Rate Interests
(Cost $2,171,101,792)				2,186,188,958
FEDERAL AGENCY BONDS†† - 1.9%
Tennessee Valley Authority
4.25% due 09/15/65		52,900,000		74,217,536
5.38% due 04/01/56		8,960,000		14,434,811
4.63% due 09/15/60		4,700,000		6,899,595
due 03/15/3312,14		3,000,000		2,383,668
due 01/15/2812,14		2,011,000		1,842,313
due 03/15/3512,14		1,142,000		851,095
due 09/15/5312,14		1,612,000		648,643
due 09/15/5512,14		1,612,000		610,927
due 09/15/5612,14		1,612,000		591,783
due 03/15/5712,14		1,612,000		583,420
due 09/15/5712,14		1,612,000		575,176
due 09/15/5812,14		1,612,000		554,949
due 03/15/5912,14		1,612,000		547,053
due 09/15/5912,14		1,612,000		539,270
due 09/15/6012,14		1,612,000		524,032
due 09/15/5412,14		1,020,000		398,992
due 03/15/6112,14		1,020,000		326,866
due 09/15/6112,14		1,020,000		322,216
due 09/15/6212,14		1,020,000		311,843
due 03/15/6312,14		1,020,000		307,390
due 09/15/6312,14		1,020,000		303,001
due 09/15/6412,14		1,020,000		291,915
due 03/15/6512,14		1,020,000		287,719
due 09/15/6512,14		1,020,000		283,582
Freddie Mac Principal Strips
due 07/15/3211,14		123,250,000		100,971,330
Fannie Mae Principal Strips
due 07/15/3711,14		89,850,000		63,491,245
due 11/15/3011,14		37,570,000		32,075,049
due 08/06/3811,14		5,850,000		4,006,162
Tennessee Valley Authority Principal Strips
due 01/15/4811,14		38,400,000		18,519,514
due 12/15/4211,14		23,785,000		13,558,615
due 01/15/3811,14		15,800,000		10,741,804
due 09/15/6511,14		3,500,000		973,077
due 09/15/3911,14		570,000		364,126
due 04/01/5611,14		540,000		201,517
Freddie Mac Coupon Strips
due 03/15/3012,14		12,050,000		10,476,065
due 07/15/3012,14		8,600,000		7,410,104
due 01/15/3112,14		7,750,000		6,585,446
due 09/15/3012,14		2,906,000		2,492,505
due 03/15/3112,14		2,500,000		2,116,265
due 07/15/3112,14		1,800,000		1,512,004
due 01/15/3012,14		1,050,000		916,077
Federal Farm Credit Bank
2.43% due 01/29/37		13,720,000		14,590,383
3.58% due 04/11/47		4,900,000		5,946,346
2.00% due 05/14/40		3,000,000		2,838,690
2.04% due 12/22/45		2,870,000		2,606,873
1.99% due 07/30/40		2,000,000		1,870,952
3.11% due 08/05/48		1,500,000		1,686,645
3.79% due 05/18/44		1,000,000		1,246,518
2.88% due 10/01/40		100,000		109,957
3.67% due 02/26/44		70,000		85,663
Freddie Mac
due 01/02/3414		18,000,000		14,097,186
due 09/15/3614		7,355,000		5,315,856
due 11/15/3814		6,000,000		4,069,926
2.05% due 08/19/50		2,010,000		1,757,001
2.02% due 10/05/45		720,000		649,245
U.S. International Development Finance Corp.
3.17% due 10/05/34		10,968,625		12,283,284
1.79% due 10/15/29		9,186,680		9,490,175
Fannie Mae
due 01/15/3214		9,413,000		7,805,881
due 07/15/3214		3,963,000		3,243,097
due 01/15/3514		2,250,000		1,712,983
due 02/06/3314		1,456,000		1,170,040
due 01/15/3314		1,450,000		1,166,500
Federal Home Loan Bank
3.63% due 06/22/43		4,850,000		5,892,052
3.25% due 06/10/39		4,500,000		5,244,160
2.69% due 09/26/34		1,350,000		1,385,829
Resolution Funding Corporation Principal
due 01/15/3011,14		1,950,000		1,699,852
due 04/15/3011,14		725,000		628,355
Federal Farm Credit Banks Funding Corp.
2.60% due 06/28/39		2,000,000		2,001,020
Total Federal Agency Bonds
(Cost $438,564,904)				495,643,169
MUNICIPAL BONDS†† - 0.9%
New York - 0.3%
Westchester County Local Development Corp. Revenue Bonds
3.85% due 11/01/50		40,000,000		42,024,708
New York Power Authority Revenue Bonds
2.82% due 11/15/39		16,500,000		16,679,048
New York City Water & Sewer System Revenue Bonds
5.00% due 06/15/49		650,000		821,927
Total New York				59,525,683
California - 0.1%
Newport Mesa Unified School District General Obligation Unlimited
due 08/01/4514		8,565,000		3,764,391
due 08/01/3914		4,000,000		2,295,638
due 08/01/4014		2,500,000		1,371,134
due 08/01/4114		2,000,000		1,046,202
due 08/01/4314		1,900,000		910,206
due 08/01/4614		800,000		336,682
California Public Finance Authority Revenue Bonds
3.07% due 10/15/40		8,000,000		8,227,426
San Mateo Foster City School District General Obligation Unlimited
3.06% due 08/01/44		6,125,000		6,364,140
Cypress School District General Obligation Unlimited
due 08/01/4814		14,450,000		5,985,515
California State University Revenue Bonds
2.98% due 11/01/51		5,000,000		5,119,903
San Bernardino Community College District General Obligation Unlimited
due 08/01/4414		4,750,000		2,528,706
Upland Unified School District General Obligation Unlimited
due 08/01/5014		5,040,000		2,328,521
Hanford Joint Union High School District General Obligation Unlimited
due 08/01/4114		4,125,000		1,935,814
San Marcos Unified School District General Obligation Unlimited
due 08/01/4714		3,600,000		1,893,629

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
MUNICIPAL BONDS†† - 0.9% (continued)
California - 0.1% (continued)
Hillsborough City School District General Obligation Unlimited
due 09/01/3714		1,000,000	$	631,449
due 09/01/3914		1,000,000		575,741
Oakland Redevelopment Agency Successor Agency Tax Allocation
4.00% due 09/01/39		1,100,000		1,191,448
Wiseburn School District General Obligation Unlimited
due 08/01/3414		900,000		693,735
Santa Ana Unified School District General Obligation Unlimited
due 08/01/3514		700,000		533,378
Total California				47,733,658
Texas - 0.2%
Dallas Fort Worth International Airport Revenue Bonds
3.09% due 11/01/40		13,800,000		14,247,734
City of San Antonio Texas Electric & Gas Systems Revenue Revenue Bonds
2.91% due 02/01/48		10,500,000		10,403,395
Wylie Independent School District General Obligation Unlimited
due 08/15/4614		8,885,000		3,527,747
due 08/15/4314		3,555,000		1,610,513
Central Texas Turnpike System Revenue Bonds
3.03% due 08/15/41		3,150,000		3,179,682
Tarrant County Cultural Education Facilities Finance Corp. Revenue Bonds
3.42% due 09/01/50		2,500,000		2,556,871
Harris County-Houston Sports Authority Revenue Bonds
due 11/15/4514		2,850,000		1,047,350
due 11/15/4114		1,500,000		677,505
Harris County Cultural Education Facilities Finance Corp. Revenue Bonds
3.34% due 11/15/37		1,500,000		1,568,323
Dallas/Fort Worth International Airport Revenue Bonds
2.92% due 11/01/50		1,300,000		1,314,719
Grand Parkway Transportation Corp. Revenue Bonds
3.31% due 10/01/49		1,000,000		1,024,302
Total Texas				41,158,141
Ohio - 0.1%
Northeast Ohio Regional Sewer District Revenue Bonds
3.30% due 11/15/49		10,750,000		11,356,167
Ohio Turnpike & Infrastructure Commission Revenue Bonds
3.20% due 02/15/48		5,200,000		5,335,820
County of Franklin Ohio Revenue Bonds
2.88% due 11/01/50		4,000,000		3,924,804
Total Ohio				20,616,791
Illinois - 0.1%
State of Illinois General Obligation Unlimited
5.65% due 12/01/38		5,850,000		7,224,979
6.63% due 02/01/35		1,820,000		2,338,741
City of Chicago Illinois General Obligation Unlimited
6.31% due 01/01/44		4,500,000		6,427,527
Total Illinois				15,991,247
Mississippi - 0.1%
Medical Center Educational Building Corp. Revenue Bonds
2.92% due 06/01/41		11,800,000		11,519,829
Alabama - 0.0%
Auburn University Revenue Bonds
2.68% due 06/01/50		6,500,000		6,368,363
North Carolina - 0.0%
Inlivian Revenue Bonds
3.02% due 01/01/38		4,125,000		4,129,540
Washington - 0.0%
Central Washington University Revenue Bonds
6.95% due 05/01/40		1,750,000		2,457,886
Klickitat County Public Utility District No. 1 Revenue Bonds
5.25% due 12/01/29		15,000		15,163
Total Washington				2,473,049
Arizona - 0.0%
Northern Arizona University Revenue Bonds
3.09% due 08/01/39		2,350,000		2,456,462
Florida - 0.0%
County of Miami-Dade Florida Revenue Bonds
due 10/01/4114		4,100,000		2,279,005
Pennsylvania - 0.0%
Pennsylvania Economic Development Financing Authority Revenue Bonds
due 01/01/4114		995,000		624,719
due 01/01/3714		570,000		400,695
Total Pennsylvania				1,025,414
Oklahoma - 0.0%
Oklahoma Development Finance Authority Revenue Bonds
4.65% due 08/15/30		450,000		523,882
Idaho - 0.0%
Boise State University Revenue Bonds
3.06% due 04/01/40		250,000		256,609
Minnesota - 0.0%
Dakota & Washington Counties Housing & Redevelopment Auth/City of Bloomington Minnesota Revenue Bonds
8.38% due 09/01/21		5,000		5,014
Total Municipal Bonds
(Cost $204,017,185)				216,062,687
FOREIGN GOVERNMENT DEBT†† - 0.1%
Panama Government International Bond
4.50% due 04/16/50		22,700,000		25,765,635
Bermuda Government International Bond
3.38% due 08/20/506		8,400,000		8,478,120
Total Foreign Government Debt
(Cost $33,887,587)				34,243,755
SENIOR FIXED RATE INTERESTS††† - 0.0%
Industrial - 0.0%
CTL Logistics
2.65% due 10/10/425		7,057,887		6,799,216
Total Senior Fixed Rate Interests
(Cost $7,057,887)				6,799,216

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Notional Value		Value
OTC OPTIONS PURCHASED†† - 0.2%
Call options on:
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40	$	6,229,100,000	$	31,020,918
Morgan Stanley Capital Services LLC 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.40		1,402,500,000		6,970,425
Goldman Sachs International 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61		1,880,100,000		6,411,141
Bank of America, N.A. 2Y-10 CMS CAP Expiring July 2022 with strike price of $0.61		630,100,000		2,148,641
Total OTC Options Purchased
(Cost $23,214,540)			$	46,551,125
Total Investments - 111.3%
(Cost $27,804,370,255)			$	28,555,283,764
		Face Amount~
Collateralized Mortgage Obligations Sold Short†† - (8.3)%
Government Agency - (8.3)%
Uniform MBS 30 Year
3.50% due 08/12/22		2,013,150,000		(2,120,766,959	)
Total Collateralized Mortgage Obligations Sold Short
(Proceeds $2,122,729,360)			$	(2,120,766,959	)
Other Assets & Liabilities, net - (3.0)%				(771,778,923	)
Total Net Assets - 100.0%			$	25,662,737,882

Centrally Cleared Interest Rate Swap Agreements††
Counterparty	Exchange		Floating Rate Type	Floating Rate Index	Fixed Rate			Payment Frequency	Maturity Date	Notional Amount		Value			Upfront Premiums Paid		Unrealized Appreciation (Depreciation)**
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.65	%	Quarterly	08/13/30	$	463,000,000	$	29,294,015		$	3,650	$	29,290,365
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.99	%	Quarterly	08/20/50		127,000,000		23,775,671			2,450		23,773,221
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.99	%	Quarterly	08/25/50		100,000,000		18,899,001			1,992		18,897,009
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.53	%	Quarterly	08/06/30		243,000,000		18,023,312			2,041		18,021,271
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.45	%	Quarterly	07/13/27		300,000,000		11,271,003			1,808		11,269,195
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.82	%	Annually	04/01/26		600,000,000		2,098,429			2,849		2,095,580
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.27	%	Annually	02/07/23		82,400,000		1,481,181			270		1,480,911
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.37	%	Annually	12/04/21		175,200,000		986,496			157		986,339
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		1.34	%	Annually	11/27/21		164,500,000		869,122			145		868,977
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		0.22	%	Quarterly	07/13/23		500,000,000		840,006			1,048		838,958
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.59	%	Annually	03/07/22		150,000,000		513,289			229		513,060
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.47	%	Annually	03/09/25		498,005,000		(1,772,931	)		1,765		(1,774,696	)
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.56	%	Annually	10/07/30		226,000,000		(12,871,180	)		1,953		(12,873,133	)
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.68	%	Annually	12/02/30		400,000,000		(19,284,429	)		3,297		(19,287,726	)
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.55	%	Annually	10/16/30		350,000,000		(20,505,189	)		2,880		(20,508,069	)
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.51	%	Annually	09/02/30		400,000,000		(24,314,317	)		3,211		(24,317,528	)
BofA Securities, Inc.		CME	Pay	Federal Funds Rate		0.76	%	Annually	01/05/31	$	650,000,000	$	(27,105,891	)	$	5,232	$	(27,111,123	)
												$	2,197,588		$	34,977	$	2,162,611

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Forward Foreign Currency Exchange Contracts††
Counterparty	Contracts to Sell		Currency		Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation (Depreciation)
Citibank, N.A.		436,650,000		BRL	07/01/21	$	103,795,925	$	87,823,568	$	15,972,357
Bank of America, N.A.		17,346,669,000		JPY	08/02/21		171,181,418		156,201,637		14,979,781
Goldman Sachs International		377,700,000		EUR	07/16/21		458,259,633		448,176,228		10,083,405
JPMorgan Chase Bank, N.A.		10,005,000,000		JPY	07/01/21		97,867,553		90,067,787		7,799,766
Morgan Stanley Capital Services LLC		8,674,335,000		JPY	08/02/21		85,134,312		78,109,828		7,024,484
Goldman Sachs International		149,210,000		BRL	07/01/21		34,956,074		30,010,660		4,945,414
Goldman Sachs International		4,532,865,300		JPY	12/20/21		44,786,733		40,888,090		3,898,643
JPMorgan Chase Bank, N.A.		67,200,000		BRL	07/01/21		15,963,892		13,515,960		2,447,932
Barclays Bank plc		29,215,000		GBP	07/16/21		41,145,121		40,414,775		730,346
Citibank, N.A.		49,060,000		EUR	09/30/21		58,647,355		58,308,969		338,386
JPMorgan Chase Bank, N.A.		27,570,000		EUR	07/16/21		32,878,678		32,714,373		164,305
Goldman Sachs International		10,350,000		CAD	07/16/21		8,490,552		8,351,142		139,410
BNP Paribas		1,590,000		CAD	07/16/21		1,290,120		1,282,929		7,191
Goldman Sachs International		356,625		ILS	11/30/21		106,445		109,800		(3,355	)
Goldman Sachs International		499,481		ILS	07/30/21		148,222		153,421		(5,199	)
Goldman Sachs International		28,886,625		ILS	11/30/22		8,761,487		8,963,976		(202,489	)
Goldman Sachs International		67,282,219		ILS	08/01/22		20,296,295		20,820,199		(523,904	)
Bank of America, N.A.		75,749,000		ILS	01/31/22		22,457,456		23,348,832		(891,376	)
Goldman Sachs International		164,231,850		ILS	01/31/22		48,573,459		50,622,740		(2,049,281	)
Goldman Sachs International		108,769,700		EUR	07/30/21		126,349,603		129,103,832		(2,754,229	)
JPMorgan Chase Bank, N.A.		107,510,325		EUR	07/30/21		124,085,192		127,609,021		(3,523,829	)
										$	58,577,758

Counterparty	Contracts to Buy		Currency		Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation (Depreciation)
Goldman Sachs International		239,980,850		ILS	01/31/22	$	65,373,467	$	73,971,572	$	8,598,105
Goldman Sachs International		216,280,025		EUR	07/30/21		248,181,328		256,712,852		8,531,524
Citibank, N.A.		434,285,000		BRL	07/01/21		83,284,769		87,347,895		4,063,126
Goldman Sachs International		67,282,219		ILS	08/01/22		18,074,472		20,820,200		2,745,728
JPMorgan Chase Bank, N.A.		218,775,000		BRL	07/01/21		42,398,256		44,002,293		1,604,037
Goldman Sachs International		28,886,625		ILS	11/30/22		7,727,829		8,963,976		1,236,147
Goldman Sachs International		499,481		ILS	07/30/21		134,017		153,422		19,405
Goldman Sachs International		356,625		ILS	11/30/21		95,100		109,800		14,700
Citibank, N.A.		140,000		CAD	07/16/21		112,983		112,962		(21	)
JPMorgan Chase Bank, N.A.		85,000		GBP	07/16/21		117,716		117,585		(131	)
Citibank, N.A.		285,000		EUR	07/16/21		345,459		338,179		(7,280	)
JPMorgan Chase Bank, N.A.		2,075,000		EUR	07/16/21		2,476,652		2,462,181		(14,471	)
JPMorgan Chase Bank, N.A.		6,100,000		EUR	09/30/21		7,291,647		7,249,994		(41,653	)
Barclays Bank plc		4,532,865,300		JPY	12/20/21		43,207,180		40,888,090		(2,319,090	)
JPMorgan Chase Bank, N.A.		10,005,000,000		JPY	07/01/21		97,690,768		90,067,787		(7,622,981	)
JPMorgan Chase Bank, N.A.		26,021,004,000		JPY	08/02/21		246,341,040		234,311,465		(12,029,575	)
										$	4,777,570

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs, unless otherwise noted — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Affiliated issuer.
2	Rate indicated is the 7-day yield as of June 30, 2021.
3	Perpetual maturity.
4	Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.
5	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
6	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $10,975,454,388 (cost $10,809,478,130), or 42.8% of total net assets.
7	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $256,988,869 (cost $258,139,932), or 1.0% of total net assets — See Note 6.
8	All or a portion of this security has been physically segregated or earmarked in connection with reverse repurchase agreements. At June 30, 2021, the total market value of segregated or earmarked securities was $1,006,203,540.
9	Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.
10	Security is in default of interest and/or principal obligations.
11	Security is a principal-only strip.
12	Security is an interest-only strip.
13	Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at June 30, 2021. See table below for additional step information for each security.
14	Zero coupon rate security.
15	All or a portion of this security is pledged as interest rate swap collateral at June 30, 2021.
16 17	Payment-in-kind security. Special Purpose Acquisition Company (SPAC)

BofA — Bank of America

BRL — Brazilian Real

CAD — Canadian Dollar

CME — Chicago Mercantile Exchange

CMS — Constant Maturity Swap

CMT — Constant Maturity Treasury

EUR — Euro

EURIBOR — European Interbank Offered Rate

GBP — British Pound

ILS — Israeli New Shekel

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

plc — Public Limited Company

REMIC — Real Estate Mortgage Investment Conduit

REIT — Real Estate Investment Trust

SARL — Société à Responsabilité Limitée

WAC — Weighted Average Coupon

See Sector Classification in Other Information section.

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):
Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs			Total
Common Stocks	$	288,144,561	$	—	$	1,241		$	288,145,802
Preferred Stocks		—		638,718,660		—	*		638,718,660
Warrants		8,313,634		—		—			8,313,634
Mutual Funds		68,548,604		—		—			68,548,604
Closed-End Funds		16,837,229		—		—			16,837,229
Money Market Fund		12,816,186		—		—			12,816,186
Corporate Bonds		—		11,199,973,126		681,958,420			11,881,931,546
Asset-Backed Securities		—		4,772,302,316		816,186,959			5,588,489,275
Collateralized Mortgage Obligations		—		4,592,605,092		106,031,843			4,698,636,935
U.S. Government Securities		—		2,367,356,983		—			2,367,356,983
Senior Floating Rate Interests		—		2,050,266,698		135,922,260			2,186,188,958
Federal Agency Bonds		—		495,643,169		—			495,643,169
Municipal Bonds		—		216,062,687		—			216,062,687
Foreign Government Debt		—		34,243,755		—			34,243,755
Senior Fixed Rate Interests		—		—		6,799,216			6,799,216
Options Purchased		—		46,551,125		—			46,551,125
Interest Rate Swap Agreements**		—		108,034,886		—			108,034,886
Forward Foreign Currency Exchange Contracts**		—		95,344,192		—			95,344,192
Total Assets	$	394,660,214	$	26,617,102,689	$	1,746,899,939		$	28,758,662,842

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Collateralized Mortgage Obligations Sold Short	$	—	$	2,120,766,959	$	—	$	2,120,766,959
Interest Rate Swap Agreements**		—		105,872,275		—		105,872,275
Forward Foreign Currency Exchange Contracts**		—		31,988,864		—		31,988,864
Unfunded Loan Commitments (Note 5)		—		—		969,408		969,408
Total Liabilities	$	—	$	2,258,628,098	$	969,408	$	2,259,597,506

* Security has a market value of $0.

** This derivative is reported as unrealized appreciation/depreciation at period end.

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $448,445,676 are categorized as Level 2 within the disclosure hierarchy — See Note 2.

The following is a summary of significant unobservable inputs used in the fair valuation of assets and liabilities categorized within Level 3 of the fair value hierarchy:

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range			Weighted Average*
Assets:
Asset-Backed Securities	$	539,349,231	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒			‒
Asset-Backed Securities		268,663,879	Yield Analysis	Yield		2.0%-3.3%			2.4	%
Asset-Backed Securities		8,173,849	Model Price	Purchase Price		‒			‒
Collateralized Mortgage Obligations		101,120,272	Model Price	Purchase Price		‒			‒
Collateralized Mortgage Obligations		4,911,571	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒			‒
Common Stocks		1,241	Enterprise Value	Valuation Multiple		2.3x-11.9x			10.4	x
Corporate Bonds		429,847,225	Option Adjusted Spread off the prior month end broker quote	Broker Quote		‒			‒
Corporate Bonds		187,155,780	Third Party Pricing	Vendor Price		‒			‒
Corporate Bonds		61,414,515	Yield Analysis	Yield		2.9	%		‒
Corporate Bonds		3,540,900	Model Price	Purchase Price		‒			‒
Senior Fixed Rate Interests		6,799,216	Yield Analysis	Yield		2.7	%		‒
Senior Floating Rate Interests		69,627,529	Third Party Pricing	Broker Quote		‒			‒
Senior Floating Rate Interests		44,194,687	Yield Analysis	Yield		7.4	%		‒
Senior Floating Rate Interests		22,100,044	Yield Analysis	Yield		6.8%-7.4	%		6.8	%
Total Assets	$	1,746,899,939
Liabilities:
Unfunded Loan Commitments	$	969,408	Model Price	Purchase Price		‒			‒

* Inputs are weighted by the fair value of the instruments.

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Significant changes in a quote, yield, or valuation multiple would generally result in significant changes in the fair value of the security.

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3 rather than Level 2, if such a quote or price cannot be supported with other available market information.

Transfers between Level 2 and Level 3 may occur as markets fluctuate and/or the availability of data used in an investment’s valuation changes. For the period ended June 30, 2021, the Fund had assets with a total value of $179,672,787 transfer into Level 3 from Level 2 due to a lack of observable inputs and had assets with a total value of $11,921,883 transfer out of Level 3 into Level 2 due to changes in the securities valuation methods based on the availability of observable market inputs.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets																								Liabilities
	Asset-Backed Securities			Collateralized Mortgage Obligations			Corporate Bonds			Senior Floating Rate Interests			Common Stocks			Preferred Stocks			Senior Fixed Rate Interests			Total Assets			Unfunded Loan Commitments
Beginning Balance	$	466,869,292		$	167,618,207		$	244,694,520		$	424,325		$	3,870		$	4,598		$	-		$	879,614,812		$	(2,340,507	)
Purchases/(Receipts)		558,560,148			114,123,089			437,395,362			126,205,497			241			-			7,057,888			1,243,342,225			(367,869	)
(Sales, maturities and paydowns)/Fundings		(370,949,534	)		(174,376,055	)		(163,542	)		(442,053	)		(907	)		-			-			(545,932,091	)		1,676,189
Amortization of premiums/discounts		18,899			(15,582	)		(89,961	)		248,141			-			-			-			161,497			-
Total realized gains (losses) included in earnings		820,971			(10,257	)		-			63			907			-			-			811,684			41,775
Total change in unrealized appreciation (depreciation) included in earnings		2,307,589			(1,307,559	)		(92,303	)		509,321			(2,870	)		(4,598	)		(258,672	)		1,150,908			21,004
Transfers into Level 3		166,615,339			-			3,540,900			9,516,548			-			-			-			179,672,787			-
Transfers out Level 3		(8,055,745	)		-			(3,326,556	)		(539,582	)		-			-			-			(11,921,883	)		-
Ending Balance	$	816,186,959		$	106,031,843		$	681,958,420		$	135,922,260		$	1,241		$	-	*	$	6,799,216			1,746,899,939		$	(969,408	)
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	2,283,367		$	143,655		$	96,798		$	508,705		$	(2,870	)	$	(4,598	)		(258,672	)		2,766,385		$	22,853

* Security has a market value of $0.

Step Coupon Bonds

The following table discloses additional information related to step coupon bonds held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and corresponding dates have been provided. Rates for all step coupon bonds held by the Fund are scheduled to increase, none are scheduled to decrease.

Name	Coupon Rate at Next Reset Date			Next Rate Reset Date	Future Reset Rate(s)			Future Reset Date(s)
Legacy Mortgage Asset Trust 2021-GS3, 1.75% due 07/25/61		4.75	%	05/26/24		5.75	%	05/26/25
Legacy Mortgage Asset Trust 2021-GS2, 1.75% due 04/25/61		4.75	%	04/26/24		5.75	%	04/26/25
OSAT Trust 2021-RPL1, 2.12% due 05/25/65		4.20	%	07/26/24		5.99	%	07/26/25
PRPM LLC 2021-5, 1.79% due 06/25/26		4.79	%	06/26/24		5.79	%	06/26/25

Total Return Bond Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Affiliated Transactions

Investments representing 5% or more of the outstanding voting shares of a company, or control of or by, or common control under Guggenheim Investments (“GI”), result in that company being considered an affiliated issuer, as defined in the 1940 Act.

The Fund may invest in certain of the underlying series of Guggenheim Strategy Funds Trust, including Guggenheim Strategy Fund II and Guggenheim Strategy Fund III, (collectively, the “Short Term Investment Vehicles”), each of which are open-end management investment companies managed by GI. The Short Term Investment Vehicles, which launched on March 11, 2014, are offered as short term investment options only to mutual funds, trusts, and other accounts managed by GI and/or its affiliates, and are not available to the public. The Short Term Investment Vehicles pay no investment management fees. The Short Term Investment Vehicles' annual report on Form N-CSR dated September 30, 2020, is available publicly or upon request. This information is available from the EDGAR database on the SEC's website at https://www.sec.gov/Archives/edgar/data/1601445/000182126820000133/gug81042-ncsr.htm.

Transactions during the period ended June 30, 2021, in which the company is an affiliated issuer, were as follows:
Security Name	Value 09/30/20		Additions		Reductions		Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 06/30/21		Shares 06/30/21		Investment Income
Common Stocks
BP Holdco LLC*	$	188	$	–	$	–	$	–		–			188		532	$	–
Mutual Funds
Guggenheim Strategy Fund II		26,762,744	$	339,608		–		–		21,584			27,123,936		1,085,392		339,607
Guggenheim Strategy Fund III		14,458,530		187,685		–		–		52,101			14,698,316		584,194		187,684
Guggenheim Ultra Short Duration Fund — Institutional Class		26,551,766		201,240		–		–		(26,654	)		26,726,352		2,680,677		201,238
	$	67,773,228	$	728,533	$	–	$	–	$	47,031		$	68,548,792			$	728,529

* Non-income producing security.

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
MONEY MARKET FUND† - 12.3%
Dreyfus Treasury Securities Cash Management Fund — Institutional Shares, 0.01%1		114,230,090	$	114,230,090
Total Money Market Fund
(Cost $114,230,090)				114,230,090
		Face Amount~
CORPORATE BONDS†† - 32.9%
Financial - 10.9%
Fidelity National Financial, Inc.
5.50% due 09/01/22		10,000,000		10,557,231
Swedbank AB
0.85% due 03/18/242		9,550,000		9,582,011
JPMorgan Chase & Co.
0.70% due 03/16/243		9,100,000		9,129,504
Banco Santander S.A.
0.70% due 06/30/243		9,000,000		9,016,920
Sumitomo Mitsui Trust Bank Ltd.
0.85% due 03/25/242		8,900,000		8,914,240
Charles Schwab Corp.
0.55% (U.S. Secured Overnight Financing Rate + 0.50%) due 03/18/244		8,850,000		8,908,737
Ameriprise Financial, Inc.
3.00% due 04/02/25		6,450,000		6,905,416
Sompo International Holdings Ltd.
4.70% due 10/15/22		5,120,000		5,375,073
Credit Suisse AG NY
0.42% (U.S. Secured Overnight Financing Rate + 0.39%) due 02/02/244		5,250,000		5,244,540
Barclays Bank plc
1.70% due 05/12/22		4,600,000		4,652,190
CIT Group, Inc.
3.93% due 06/19/243		4,400,000		4,636,500
Citizens Bank North America/Providence RI
0.95% (3 Month USD LIBOR + 0.81%) due 05/26/224		4,215,000		4,241,639
Intercontinental Exchange, Inc.
0.77% (3 Month USD LIBOR + 0.65%) due 06/15/234		1,600,000		1,598,080
2.35% due 09/15/22		1,000,000		1,021,263
Standard Chartered plc
1.32% due 10/14/232,3		1,350,000		1,361,624
GA Global Funding Trust
1.63% due 01/15/262		1,300,000		1,316,583
Mitsubishi UFJ Financial Group, Inc.
0.97% (3 Month USD LIBOR + 0.79%) due 07/25/224		950,000		957,125
1.18% (3 Month USD LIBOR + 1.06%) due 09/13/214		339,000		339,668
Aviation Capital Group LLC
2.88% due 01/20/222		1,200,000		1,212,175
OneMain Finance Corp.
3.50% due 01/15/27		1,150,000		1,158,625
Brighthouse Financial Global Funding
0.77% (U.S. Secured Overnight Financing Rate + 0.76%) due 04/12/242,4		900,000		906,534
Wells Fargo & Co.
4.13% due 08/15/23		800,000		860,300
Peachtree Corners Funding Trust
3.98% due 02/15/252		650,000		711,691
Nordea Bank Abp
1.08% (3 Month USD LIBOR + 0.94%) due 08/30/232,4		550,000		556,250
First American Financial Corp.
4.60% due 11/15/24		500,000		553,829
ING Groep N.V.
1.19% (3 Month USD LIBOR + 1.00%) due 10/02/234		500,000		508,329
Markel Corp.
3.63% due 03/30/23		450,000		472,633
Apollo Management Holdings, LP
4.00% due 05/30/242		350,000		381,000
Reliance Standard Life Global Funding II
3.85% due 09/19/232		200,000		213,890
Total Financial				101,293,600
Industrial - 5.8%
Boeing Co.
1.43% due 02/04/24		6,550,000		6,571,782
1.95% due 02/01/24		6,000,000		6,144,198
Siemens Financieringsmaatschappij N.V.
0.65% due 03/11/242		7,300,000		7,308,914
0.73% (3 Month USD LIBOR + 0.61%) due 03/16/222,4		1,870,000		1,877,700
Ryder System, Inc.
3.35% due 09/01/25		4,820,000		5,213,012
3.75% due 06/09/23		2,650,000		2,806,916
Graphic Packaging International LLC
0.82% due 04/15/242		6,700,000		6,650,903
Teledyne Technologies, Inc.
0.65% due 04/01/23		4,550,000		4,548,900
CNH Industrial Capital LLC
1.95% due 07/02/23		4,230,000		4,335,717
Silgan Holdings, Inc.
1.40% due 04/01/262		2,350,000		2,326,500
Berry Global, Inc.
0.95% due 02/15/242		2,150,000		2,151,870
Vontier Corp.
1.80% due 04/01/262		2,150,000		2,135,466

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 32.9% (continued)
Industrial - 5.8% (continued)
Penske Truck Leasing Company LP / PTL Finance Corp.
2.70% due 11/01/242		900,000	$	946,543
Jabil, Inc.
1.70% due 04/15/26		650,000		655,211
Weir Group plc
2.20% due 05/13/262		440,000		441,990
Total Industrial				54,115,622
Consumer, Non-cyclical - 4.8%
Illumina, Inc.
0.55% due 03/23/23		8,800,000		8,812,990
AmerisourceBergen Corp.
0.74% due 03/15/23		8,650,000		8,666,608
IHS Markit Ltd.
4.13% due 08/01/23		5,791,000		6,181,313
Element Fleet Management Corp.
1.60% due 04/06/242		4,900,000		4,980,066
Triton Container International Ltd.
2.05% due 04/15/262		2,200,000		2,207,938
1.15% due 06/07/242		1,700,000		1,696,768
Sysco Corp.
5.65% due 04/01/25		3,350,000		3,882,093
Molina Healthcare, Inc.
5.38% due 11/15/22		2,700,000		2,824,875
CVS Health Corp.
4.00% due 12/05/23		1,600,000		1,718,924
Stryker Corp.
3.38% due 05/15/24		1,600,000		1,715,266
Bunge Limited Finance Corp.
3.00% due 09/25/22		800,000		821,634
Spectrum Brands, Inc.
5.75% due 07/15/25		700,000		717,325
Square, Inc.
2.75% due 06/01/262		350,000		356,125
General Mills, Inc.
1.20% (3 Month USD LIBOR + 1.01%) due 10/17/234		200,000		203,537
Total Consumer, Non-cyclical				44,785,462
Utilities - 3.8%
CenterPoint Energy Resources Corp.
0.63% (3 Month USD LIBOR + 0.50%) due 03/02/234		9,400,000		9,402,210
NextEra Energy Capital Holdings, Inc.
0.42% (3 Month USD LIBOR + 0.27%) due 02/22/234		8,600,000		8,601,500
0.55% (U.S. Secured Overnight Financing Rate + 0.54%) due 03/01/234		100,000		100,501
Atmos Energy Corp.
0.63% due 03/09/235		4,650,000		4,651,378
0.50% (3 Month USD LIBOR + 0.38%) due 03/09/234		1,000,000		1,000,132
ONE Gas, Inc.
1.10% due 03/11/24		4,550,000		4,553,163
Alexander Funding Trust
1.84% due 11/15/232		4,300,000		4,379,837
OGE Energy Corp.
0.70% due 05/26/23		1,500,000		1,498,675
Puget Energy, Inc.
6.00% due 09/01/21		1,300,000		1,312,388
Entergy Louisiana LLC
3.30% due 12/01/22		175,000		180,727
Total Utilities				35,680,511
Communications - 3.6%
NTT Finance Corp.
0.58% due 03/01/242		8,950,000		8,937,697
Verizon Communications, Inc.
0.75% due 03/22/24		4,400,000		4,419,228
Videotron Ltd.
5.00% due 07/15/22		3,500,000		3,640,350
T-Mobile USA, Inc.
2.63% due 04/15/26		1,600,000		1,636,000
4.50% due 02/01/26		1,250,000		1,273,900
2.25% due 02/15/26		600,000		604,500
Netflix, Inc.
5.50% due 02/15/22		2,700,000		2,767,500
ViacomCBS, Inc.
4.75% due 05/15/25		2,210,000		2,501,780
Sirius XM Radio, Inc.
5.38% due 07/15/262		1,543,000		1,593,147
3.88% due 08/01/222		600,000		601,080
Cogent Communications Group, Inc.
3.50% due 05/01/262		2,000,000		2,045,000
Level 3 Financing, Inc.
5.38% due 05/01/25		1,700,000		1,736,125
Corning, Inc.
3.70% due 11/15/23		927,000		987,218
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36% due 09/20/212		657,500		660,788
Total Communications				33,404,313
Technology - 2.3%
Fidelity National Information Services, Inc.
0.60% due 03/01/24		8,200,000		8,189,340
HCL America, Inc.
1.38% due 03/10/262		7,300,000		7,256,940
Microchip Technology, Inc.
2.67% due 09/01/23		2,570,000		2,676,372
0.97% due 02/15/242		750,000		749,448
Infor, Inc.
1.45% due 07/15/232		2,600,000		2,629,025
Total Technology				21,501,125
Energy - 1.4%
Enbridge, Inc.
0.42% (U.S. Secured Overnight Financing Rate + 0.40%) due 02/17/234		4,900,000		4,909,837
Phillips 66
0.90% due 02/15/24		3,400,000		3,404,500

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
CORPORATE BONDS†† - 32.9% (continued)
Energy - 1.4% (continued)
Valero Energy Corp.
1.20% due 03/15/24		3,000,000	$	3,023,205
Halliburton Co.
3.25% due 11/15/21		1,130,000		1,133,897
Total Energy				12,471,439
Basic Materials - 0.3%
Carpenter Technology Corp.
4.45% due 03/01/23		1,350,000		1,410,654
Reliance Steel & Aluminum Co.
4.50% due 04/15/23		1,300,000		1,376,194
Total Basic Materials				2,786,848
Consumer, Cyclical - 0.0%
LBC Tank Terminals Holding Netherlands BV
6.88% due 05/15/232		200,000		199,500
Total Corporate Bonds
(Cost $304,781,313)				306,238,420
ASSET-BACKED SECURITIES†† - 26.7%
Collateralized Loan Obligations - 19.6%
Shackleton CLO Ltd.
2017-8A, 1.11% (3 Month USD LIBOR + 0.92%, Rate Floor: 0.00%) due 10/20/272,4		9,380,817		9,379,057
2018-6RA, 1.21% (3 Month USD LIBOR + 1.02%, Rate Floor: 1.02%) due 07/17/282,4		4,460,832		4,458,549
BXMT Ltd.
2020-FL2, 1.03% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/15/382,4		5,000,000		5,000,475
2020-FL2, 1.27% (1 Month USD LIBOR + 1.15%, Rate Floor: 1.15%) due 02/15/382,4		2,550,000		2,556,759
2020-FL3, 1.87% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 03/15/372,4		2,500,000		2,532,727
Palmer Square Loan Funding Ltd.
2021-2A, 1.55% (3 Month USD LIBOR + 1.40%, Rate Floor: 1.40%) due 05/20/292,4		4,500,000		4,455,661
2021-1A, 1.06% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 04/20/292,4		4,000,000		4,002,604
2018-4A, 1.06% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 11/15/262,4		620,430		620,511
2019-3A, 1.01% (3 Month USD LIBOR + 0.85%, Rate Floor: 0.85%) due 08/20/272,4		499,146		499,181
HERA Commercial Mortgage Ltd.
2021-FL1, 1.38% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/18/382,4		5,000,000		5,031,335
2021-FL1, 1.13% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 02/18/382,4		4,250,000		4,245,321
ABPCI DIRECT LENDING FUND CLO V Ltd.
2021-5A, 1.59% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/20/312,4		8,250,000		8,250,000
Diamond CLO Ltd.
2021-1A, 1.38% (3 Month USD LIBOR + 1.20%, Rate Floor: 1.20%) due 04/25/292,4		8,178,462		8,183,600
Dryden 33 Senior Loan Fund
2020-33A, 1.18% (3 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 04/15/292,4		8,000,000		7,996,092
CHCP Ltd.
2021-FL1, 1.17% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 02/15/382,4		6,500,000		6,537,571
Owl Rock CLO IV Ltd.
due 08/20/332,4		4,500,000		4,500,000
2020-4A, 2.78% (3 Month USD LIBOR + 2.62%, Rate Floor: 2.62%) due 05/20/292,4		2,000,000		2,000,000
CIFC Funding 2015-III Ltd.
2018-3A, 1.06% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 04/19/292,4		6,475,000		6,442,650
LCM XXIV Ltd.
2021-24A, 1.17% (3 Month USD LIBOR + 0.98%, Rate Floor: 0.98%) due 03/20/302,4		5,750,000		5,742,413

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 26.7% (continued)
Collateralized Loan Obligations - 19.6% (continued)
ABPCI Direct Lending Fund CLO I LLC
2021-1A, 1.79% (3 Month USD LIBOR + 1.60%, Rate Floor: 1.60%) due 04/20/322,4		3,000,000	$	2,995,960
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 07/20/332,4		2,250,000		2,243,203
Carlyle Global Market Strategies CLO Ltd.
2018-4A, 1.18% (3 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 01/15/312,4		4,927,378		4,912,814
Halcyon Loan Advisors Funding Ltd.
2017-3A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 10/18/272,4		4,477,110		4,476,560
Golub Capital Partners CLO 16 Ltd.
2021-16A, 1.70% (3 Month USD LIBOR + 1.61%, Rate Floor: 1.61%) due 07/25/332,4		4,250,000		4,250,000
GPMT Ltd.
2019-FL2, 1.39% (1 Month USD LIBOR + 1.30%, Rate Floor: 1.30%) due 02/22/362,4		4,154,006		4,155,970
Madison Park Funding XLVIII Ltd.
2021-48A, 1.59% (3 Month USD LIBOR + 1.45%, Rate Floor: 1.45%) due 04/19/332,4		4,000,000		3,941,587
Golub Capital Partners CLO 33M Ltd.
2021-33A, 1.98% (3 Month USD LIBOR + 1.86%, Rate Floor: 1.86%) due 08/25/332,4		3,750,000		3,750,000
MidOcean Credit CLO VII
2020-7A, 1.22% (3 Month USD LIBOR + 1.04%, Rate Floor: 0.00%) due 07/15/292,4		3,500,000		3,501,183
Cerberus Loan Funding XXX, LP
2020-3A, 2.03% (3 Month USD LIBOR + 1.85%, Rate Floor: 1.85%) due 01/15/332,4		3,000,000		3,013,447
GoldenTree Loan Management US CLO 1 Ltd.
2021-9A, 0.62% (3 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 01/20/332,4		3,000,000		2,999,457
LoanCore Issuer Ltd.
2019-CRE2, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/362,4		1,300,000		1,302,468
2018-CRE1, 1.57% (1 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 05/15/282,4		1,000,000		1,000,241
2018-CRE1, 1.20% (1 Month USD LIBOR + 1.13%, Rate Floor: 1.13%) due 05/15/282,4		692,331		692,660
Woodmont Trust
2020-7A, 2.08% (3 Month USD LIBOR + 1.90%, Rate Floor: 1.90%) due 01/15/322,4		2,750,000		2,767,935
Cerberus Loan Funding XXXII, LP
2021-2A, 1.82% (3 Month USD LIBOR + 1.62%, Rate Floor: 1.62%) due 04/22/332,4		2,500,000		2,503,048
Venture XIV CLO Ltd.
2020-14A, 1.17% (3 Month USD LIBOR + 1.03%, Rate Floor: 1.03%) due 08/28/292,4		2,500,000		2,500,374
Cerberus Loan Funding XXXI, LP
2021-1A, 1.69% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/322,4		2,500,000		2,496,721
Avery Point VI CLO Ltd.
2021-6A, 1.08% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 08/05/272,4		2,313,645		2,313,896
Cerberus Loan Funding XXXIII, LP
due 07/23/332,4		2,250,000		2,250,000
TICP CLO VII Ltd.
2020-7A, 0.73% (3 Month USD LIBOR + 0.55%, Rate Floor: 0.55%) due 04/15/332,4		2,250,000		2,246,489

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 26.7% (continued)
Collateralized Loan Obligations - 19.6% (continued)
THL Credit Lake Shore MM CLO I Ltd.
2021-1A, 1.88% (3 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 04/15/332,4		2,250,000	$	2,243,700
Marathon CLO V Ltd.
2017-5A, 1.02% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 11/21/272,4		2,163,965		2,162,067
Parliament Funding II Ltd.
2020-1A, 2.64% (3 Month USD LIBOR + 2.45%, Rate Floor: 2.45%) due 08/12/302,4		2,000,000		2,005,735
ABPCI Direct Lending Fund IX LLC
2020-9A, 2.14% (3 Month USD LIBOR + 1.95%, Rate Floor: 1.95%) due 11/18/312,4		2,000,000		2,001,608
Cerberus Loan Funding XXVI, LP
2021-1A, 1.57% (3 Month USD LIBOR + 1.50%, Rate Floor: 1.50%) due 04/15/312,4		2,000,000		2,000,000
Wellfleet CLO Ltd.
2020-2A, 1.25% (3 Month USD LIBOR + 1.06%, Rate Floor: 0.00%) due 10/20/292,4		2,000,000		1,998,007
Fortress Credit Opportunities XI CLO Ltd.
2018-11A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 04/15/312,4		1,800,000		1,784,501
OZLM XII Ltd.
2018-12A, 1.24% (3 Month USD LIBOR + 1.05%, Rate Floor: 0.00%) due 04/30/272,4		1,563,730		1,563,759
Greywolf CLO III Ltd.
2020-3RA, 0.68% (3 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 04/15/332,4		1,555,556		1,551,817
Allegro CLO IX Ltd.
2018-3A, 1.35% (3 Month USD LIBOR + 1.17%, Rate Floor: 1.17%) due 10/16/312,4		1,500,000		1,500,099
California Street CLO IX, LP
2019-9A, 0.88% (3 Month USD LIBOR + 0.70%, Rate Floor: 0.00%) due 07/16/322,4		1,500,000		1,498,229
610 Funding CLO 3 Ltd.
2018-3A, 1.44% (3 Month USD LIBOR + 1.25%, Rate Floor: 0.00%) due 07/17/282,4		1,234,209		1,234,248
Newfleet CLO Ltd.
2018-1A, 1.14% (3 Month USD LIBOR + 0.95%, Rate Floor: 0.00%) due 04/20/282,4		1,096,427		1,095,632
Voya CLO Ltd.
2019-2A, 0.84% (3 Month USD LIBOR + 0.65%, Rate Floor: 0.65%) due 07/20/322,4		937,500		935,361
KREF Ltd.
2018-FL1, 1.18% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 06/15/362,4		920,737		921,679
ACRE Commercial Mortgage Ltd.
2021-FL4, 1.18% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 12/18/372,4		850,000		851,997
Wind River CLO Ltd.
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/272,4		473,802		473,676
2017-2A, 1.05% (3 Month USD LIBOR + 0.87%, Rate Floor: 0.00%) due 10/15/272,4		296,126		296,048
BSPRT Issuer Ltd.
2018-FL4, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 09/15/352,4		594,108		593,920
2018-FL3, 1.12% (1 Month USD LIBOR + 1.05%, Rate Floor: 1.05%) due 03/15/282,4		146,830		146,943
KVK CLO Ltd.
2017-1A, 1.09% (3 Month USD LIBOR + 0.90%, Rate Floor: 0.00%) due 01/14/282,4		678,105		677,882

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 26.7% (continued)
Collateralized Loan Obligations - 19.6% (continued)
BlueMountain CLO XXV Ltd.
2019-25A, 0.83% (3 Month USD LIBOR + 0.65%, Rate Floor: 0.65%) due 07/15/322,4		656,250	$	655,529
Mountain View CLO Ltd.
2018-1A, 0.98% (3 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 10/15/262,4		384,950		384,837
Fortress Credit Opportunities IX CLO Ltd.
2017-9A, 1.71% (3 Month USD LIBOR + 1.55%, Rate Floor: 0.00%) due 11/15/292,4		382,000		381,212
Golub Capital Partners CLO 17 Ltd.
2017-17A, 1.83% (3 Month USD LIBOR + 1.65%, Rate Floor: 0.00%) due 10/25/302,4		350,000		349,428
Grand Avenue CRE Ltd.
2020-FL2, 2.57% (1 Month USD LIBOR + 2.45%, Rate Floor: 2.45%) due 03/15/352,4		337,198		341,467
First Eagle Clarendon Fund CLO LLC
2019-1A, 1.48% (3 Month USD LIBOR + 1.30%, Rate Floor: 0.00%) due 01/25/272,4		147,754		147,714
Total Collateralized Loan Obligations				182,545,614
Financial - 2.5%
Station Place Securitization Trust
2020-16, 1.09% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 12/22/21†††,2,4		6,700,000		6,700,000
2021-9, 0.68% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.00%) due 06/20/222,4		6,050,000		6,050,000
2021-3, 0.99% (1 Month USD LIBOR + 0.90%, Rate Floor: 0.90%) due 02/16/22†††,2,4		4,000,000		4,000,000
2021-SP1, 1.84% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 08/17/22†††,2,4		1,200,000		1,200,000
2021-7, 0.89% (1 Month USD LIBOR + 0.80%, Rate Floor: 0.80%) due 09/24/21†††,2,4		500,000		500,000
Madison Avenue Secured Funding Trust Series
2020-1, 1.72% (1 Month USD LIBOR + 1.63%, Rate Floor: 0.00%) due 12/13/21†††,2,4		5,250,000		5,250,000
Total Financial				23,700,000
Transport-Container - 1.4%
Triton Container Finance VIII LLC
2021-1A, 1.86% due 03/20/462		7,095,938		7,055,065
CLI Funding VIII LLC
2021-1A, 1.64% due 02/18/462		3,142,363		3,116,387
Textainer Marine Containers VII Ltd.
2021-1A, 1.68% due 02/20/462		2,044,000		2,022,885
2020-1A, 2.73% due 08/21/452		821,967		835,702
Total Transport-Container				13,030,039
Infrastructure - 1.1%
VB-S1 Issuer LLC
2020-1A, 3.03% due 06/15/502		6,050,000		6,324,038
SBA Tower Trust
2.33% due 01/15/282		4,000,000		4,148,341
Total Infrastructure				10,472,379
Net Lease - 1.0%
Oak Street Investment Grade Net Lease Fund Series
2020-1A, 1.85% due 11/20/502		6,681,334		6,780,981
CF Hippolyta LLC
2021-1A, 1.98% due 03/15/612		2,250,000		2,270,164
Total Net Lease				9,051,145
Whole Business - 0.8%
Applebee's Funding LLC / IHOP Funding LLC
2019-1A, 4.19% due 06/07/492		4,664,750		4,781,649
SERVPRO Master Issuer LLC
2019-1A, 3.88% due 10/25/492		985,000		1,036,870
Taco Bell Funding LLC
2018-1A, 4.32% due 11/25/482		780,000		781,669

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
ASSET-BACKED SECURITIES†† - 26.7% (continued)
Whole Business - 0.8% (continued)
DB Master Finance LLC
2019-1A, 3.79% due 05/20/492		280,013	$	283,644
Total Whole Business				6,883,832
Collateralized Debt Obligations - 0.2%
Anchorage Credit Funding 3 Ltd.
2021-3A, 2.87% due 01/28/392		1,750,000		1,745,572
Transport-Aircraft - 0.1%
AIM Aviation Finance Ltd.
2015-1A, 4.21% due 02/15/402		895,719		754,545
Raspro Trust
2005-1A, 1.11% (3 Month USD LIBOR + 0.93%, Rate Floor: 0.93%) due 03/23/242,4		333,911		333,505
Total Transport-Aircraft				1,088,050
Total Asset-Backed Securities
(Cost $247,799,511)				248,516,631
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 20.6%
Residential Mortgage Backed Securities - 11.7%
CSMC Trust
2021-RPL1, 1.67% (WAC) due 09/27/602,4		7,700,682		7,724,109
2020-NQM1, 1.21% due 05/25/652,6		3,245,222		3,265,815
2020-RPL5, 3.02% (WAC) due 08/25/602,4		2,918,074		2,962,464
2021-RPL4, 1.80% (WAC) due 12/27/602,4		1,724,437		1,726,838
Verus Securitization Trust
2020-5, 1.22% due 05/25/652,6		3,981,604		3,991,741
2020-1, 2.42% due 01/25/602,6		1,692,717		1,714,663
2019-4, 2.85% due 11/25/592,6		1,188,131		1,207,881
2021-3, 1.44% (WAC) due 06/25/662,4		1,150,000		1,149,759
2019-4, 2.64% due 11/25/592,6		1,029,829		1,047,045
OSAT Trust
2021-RPL1, 2.12% due 05/25/652,6		9,000,000		9,004,050
SPS Servicer Advance Receivables Trust II
2020-T1, 1.28% due 11/15/522		7,000,000		7,025,665
NRZ Advance Receivables Trust
2020-T2, 1.48% due 09/15/532		4,150,000		4,155,033
2020-T3, 1.32% due 10/15/522		2,750,000		2,750,419
New Residential Advance Receivables Trust Advance Receivables Backed Notes
2020-APT1, 1.03% due 12/16/522		4,000,000		4,000,726
2020-T1, 1.43% due 08/15/532		2,000,000		2,000,724
Legacy Mortgage Asset Trust
2021-GS3, 1.75% due 07/25/612,6		4,007,595		3,997,645
2021-GS2, 1.75% due 04/25/612,6		1,966,096		1,968,164
Ocwen Master Advance Receivables Trust
2020-T1, 1.28% due 08/15/522		5,150,000		5,205,460
PRPM LLC
2021-5, 1.79% due 06/25/262,6		4,500,000		4,495,707
LSTAR Securities Investment Ltd.
2021-1, 1.89% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/01/264,7		2,349,439		2,354,953
2021-2, 1.79% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 03/02/264,7		1,313,069		1,312,512
BRAVO Residential Funding Trust
2021-HE1, 0.87% (30 Day Average U.S. Secured Overnight Financing Rate + 0.85%, Rate Floor: 0.00%) due 01/25/702,4		1,951,949		1,952,546
2021-HE2, 0.87% (30 Day Average U.S. Secured Overnight Financing Rate + 0.85%, Rate Floor: 0.00%) due 11/25/692,4		871,201		871,489
2019-NQM1, 2.67% (WAC) due 07/25/592,4		591,431		596,662
CFMT LLC
2021-HB5, 0.80% (WAC) due 02/25/312,4		3,311,821		3,310,472
New Residential Mortgage Loan Trust
2019-1A, 3.50% (WAC) due 10/25/592,4		1,776,897		1,874,372
2018-2A, 3.50% (WAC) due 02/25/582,4		1,171,717		1,222,683
FKRT
2020-C2A, 3.25% due 12/30/23†††,7		2,718,671		2,721,934

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 20.6% (continued)
Residential Mortgage Backed Securities - 11.7% (continued)
CSMC Series
2014-2R, 0.29% (1 Month USD LIBOR + 0.20%, Rate Floor: 0.20%) due 02/27/462,4		1,879,657	$	1,850,985
2014-7R, 0.24% (WAC) due 10/27/362,4		569,158		565,904
Soundview Home Loan Trust
2006-OPT5, 0.23% (1 Month USD LIBOR + 0.14%, Rate Floor: 0.14%) due 07/25/364		2,217,684		2,173,273
Towd Point Mortgage Trust
2018-2, 3.25% (WAC) due 03/25/582,4		911,770		944,729
2017-6, 2.75% (WAC) due 10/25/572,4		783,926		802,869
2017-5, 0.69% (1 Month USD LIBOR + 0.60%, Rate Floor: 0.00%) due 02/25/572,4		369,835		369,854
Ellington Financial Mortgage Trust
2020-2, 1.49% (WAC) due 10/25/652,4		1,194,318		1,195,301
2020-2, 1.64% (WAC) due 10/25/652,4		687,971		687,188
Morgan Stanley ABS Capital I Incorporated Trust
2006-NC1, 0.66% (1 Month USD LIBOR + 0.57%, Rate Floor: 0.57%) due 12/25/354		1,811,608		1,811,939
Residential Mortgage Loan Trust
2020-1, 2.38% (WAC) due 02/25/242,4		1,631,957		1,655,344
CIT Mortgage Loan Trust
2007-1, 1.44% (1 Month USD LIBOR + 1.35%, Rate Floor: 1.35%) due 10/25/372,4		1,457,858		1,472,102
Argent Securities Incorporated Asset-Backed Pass-Through Certificates Series
2005-W2, 0.83% (1 Month USD LIBOR + 0.74%, Rate Floor: 0.74%) due 10/25/354		1,376,716		1,377,264
Deephaven Residential Mortgage Trust
2019-3A, 2.96% (WAC) due 07/25/592,4		1,326,059		1,329,986
Starwood Mortgage Residential Trust
2020-1, 2.28% (WAC) due 02/25/502,4		895,471		905,496
2019-1, 2.94% (WAC) due 06/25/492,4		345,239		347,122
Banc of America Funding Trust
2015-R2, 0.35% (1 Month USD LIBOR + 0.26%, Rate Floor: 0.26%) due 04/29/372,4		1,007,075		984,975
Citigroup Mortgage Loan Trust
2007-WFH2, 0.49% (1 Month USD LIBOR + 0.40%, Rate Floor: 0.40%) due 03/25/374		558,613		556,834
2019-IMC1, 2.72% (WAC) due 07/25/492,4		397,647		401,776
GS Mortgage-Backed Securities Trust
2020-NQM1, 1.38% (WAC) due 09/27/602,4		949,917		953,148
Homeward Opportunities Fund I Trust
2019-3, 2.68% (WAC) due 11/25/592,4		485,296		489,551
2019-2, 2.70% (WAC) due 09/25/592,4		308,982		309,969
Ameriquest Mortgage Securities Incorporated Asset-Backed Pass-Through Certificates Series
2005-R10, 0.74% (1 Month USD LIBOR + 0.65%, Rate Floor: 0.65%) due 01/25/364		790,264		788,873
Nationstar HECM Loan Trust
2019-2A, 2.27% (WAC) due 11/25/292,4		442,073		442,892
Cascade Funding Mortgage Trust
2019-RM3, 2.80% (WAC) due 06/25/694,7		366,646		374,312
GE-WMC Asset-Backed Pass-Through Certificates Series
2005-2, 0.59% (1 Month USD LIBOR + 0.50%, Rate Floor: 0.50%) due 12/25/354		175,195		175,145
Total Residential Mortgage Backed Securities				108,578,362
Government Agency - 7.9%
Uniform MBS 30 Year
due 08/12/224		71,250,000		73,599,041

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
COLLATERALIZED MORTGAGE OBLIGATIONS†† - 20.6% (continued)
Commercial Mortgage Backed Securities - 1.0%
Life Mortgage Trust
2021-BMR, 1.17% (1 Month USD LIBOR + 1.10%, Rate Floor: 1.10%) due 03/15/382,4		2,450,000	$	2,454,671
Morgan Stanley Capital I Trust
2018-H3, 0.99% (WAC) due 07/15/514,8		46,205,670		2,069,196
Citigroup Commercial Mortgage Trust
2019-GC41, 1.19% (WAC) due 08/10/564,8		24,911,770		1,647,525
BENCHMARK Mortgage Trust
2019-B14, 0.91% (WAC) due 12/15/624,8		34,794,529		1,629,776
JPMDB Commercial Mortgage Securities Trust
2018-C8, 0.79% (WAC) due 06/15/514,8		29,387,041		914,504
KKR Industrial Portfolio Trust
2021-KDIP, 1.07% (1 Month USD LIBOR + 1.00%, Rate Floor: 1.00%) due 12/15/372,4		650,000		649,804
Wells Fargo Commercial Mortgage Trust
2015-NXS1, 2.63% due 05/15/48		391,506		391,409
Total Commercial Mortgage Backed Securities				9,756,885
Total Collateralized Mortgage Obligations
(Cost $191,042,792)				191,934,288
FOREIGN GOVERNMENT DEBT†† - 12.4%
State of Israel
0.75% due 07/31/22	ILS	44,240,000		13,691,325
5.50% due 01/31/22	ILS	35,760,000		11,317,573
Federative Republic of Brazil
due 10/01/219	BRL	108,600,000		21,579,141
Kingdom of Spain
(0.51)% due 07/09/2111	EUR	17,110,000		20,299,067
Province of Nova Scotia
0.13% due 07/15/2111	CAD	12,100,000		9,762,401
0.16% due 07/08/2111	CAD	8,010,000		6,462,781
Province of Ontario
0.13% due 07/07/2111	CAD	15,205,000		12,268,160
0.13% due 07/14/2111	CAD	3,210,000		2,589,912
Czech Republic
0.10% due 04/17/22	CZK	200,400,000		9,272,584
Province of Quebec
0.13% due 07/16/2111	CAD	2,816,000		2,271,886
Abu Dhabi Government International Bond
0.75% due 09/02/23		2,200,000		2,213,200
Province of Newfoundland
0.15% due 07/13/2111	CAD	2,400,000		1,936,383
Republic of Portugal
(0.53)% due 07/16/2111	EUR	1,410,000		1,672,980
Total Foreign Government Debt
(Cost $114,002,109)				115,337,393
SENIOR FLOATING RATE INTERESTS††,4 - 3.5%
Industrial - 1.3%
Berry Global, Inc.
1.83% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 07/01/26		3,931,857		3,899,498
Mileage Plus Holdings LLC
6.25% (3 Month USD LIBOR + 5.25%, Rate Floor: 6.25%) due 06/21/27		2,200,000		2,347,752
SkyMiles IP Ltd.
4.75% (3 Month USD LIBOR + 3.75%, Rate Floor: 4.75%) due 10/20/27		2,200,000		2,322,518
Reynolds Group Holdings, Inc.
2.85% (1 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 02/06/23		2,200,000		2,194,500
Filtration Group Corp.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/31/25		841,607		834,066
Visual Comfort Group, Inc.
4.00% (1 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 02/28/24†††		422,464		421,936
Total Industrial				12,020,270
Consumer, Non-cyclical - 0.5%
Icon Luxembourg SARL
due 06/16/28		2,250,000		2,253,173
Option Care Health, Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 08/06/26		2,238,636		2,238,166
Dole Food Company, Inc.
3.75% (1 Month USD LIBOR + 2.75%, Rate Floor: 3.75%) due 04/05/24		393,229		392,737
Nomad Foods Lux SARL
2.32% (1 Week USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/15/24		296,890		295,281
Total Consumer, Non-cyclical				5,179,357
Technology - 0.5%
Dun & Bradstreet
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/06/26		2,344,110		2,332,015
Boxer Parent Co., Inc.
3.85% (1 Month USD LIBOR + 3.75%, Rate Floor: 3.75%) due 10/02/25		1,093,707		1,086,871

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
SENIOR FLOATING RATE INTERESTS††,4 - 3.5% (continued)
Technology - 0.5% (continued)
Sabre GLBL, Inc.
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 02/22/24		596,907	$	587,208
Informatica LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 02/25/27		486,768		483,394
MACOM Technology Solutions Holdings, Inc.
2.35% (1 Month USD LIBOR + 2.25%, Rate Floor: 2.25%) due 05/17/24		244,787		243,460
Total Technology				4,732,948
Communications - 0.4%
ProQuest, LLC
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 10/23/26		2,036,294		2,033,952
Internet Brands, Inc.
3.60% (1 Month USD LIBOR + 3.50%, Rate Floor: 3.50%) due 09/13/24		1,994,819		1,984,286
Total Communications				4,018,238
Consumer, Cyclical - 0.3%
Power Solutions (Panther)
3.35% (1 Month USD LIBOR + 3.25%, Rate Floor: 3.25%) due 04/30/26		2,024,027		2,003,787
Go Daddy Operating Company LLC
1.85% (1 Month USD LIBOR + 1.75%, Rate Floor: 1.75%) due 02/15/24		496,557		492,401
CHG Healthcare Services, Inc.
4.00% (3 Month USD LIBOR + 3.00%, Rate Floor: 4.00%) due 06/07/23		440,952		440,400
Total Consumer, Cyclical				2,936,588
Financial - 0.3%
USI, Inc.
3.15% (3 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 05/16/24		1,038,104		1,027,889
Focus Financial Partners LLC
2.10% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 07/03/24		845,387		836,443
HUB International Ltd.
2.93% (3 Month USD LIBOR + 2.75%, Rate Floor: 2.75%) due 04/25/25		545,931		539,592
Total Financial				2,403,924
Basic Materials - 0.1%
Invictus MD Strategies Corp.
3.10% (1 Month USD LIBOR + 3.00%, Rate Floor: 3.00%) due 03/28/25		844,695		843,006
HB Fuller Co.
2.09% (1 Month USD LIBOR + 2.00%, Rate Floor: 2.00%) due 10/21/24		131,004		130,949
Total Basic Materials				973,955
Energy - 0.1%
ITT Holdings LLC
due 06/21/28		750,000		748,125
Total Senior Floating Rate Interests
(Cost $33,001,176)				33,013,405
MUNICIPAL BONDS†† - 1.0%
New York - 0.5%
City of New York New York General Obligation Unlimited
0.02% (VRDN) due 04/01/4210		4,010,000		4,010,000
New York City Transitional Finance Authority Future Tax Secured Revenue Bonds
0.02% (VRDN) due 08/01/4210		350,000		350,000
New York State Dormitory Authority Revenue Bonds
5.00% due 07/01/21		25,000		25,000
New York City Transitional Finance Authority Building Aid Revenue Bonds
5.00% due 07/15/22		5,000		5,199
Total New York				4,390,199
California - 0.4%
Metropolitan Water District of Southern California Revenue Bonds
0.01% (VRDN) due 07/01/4710		3,420,000		3,420,000
Santa Barbara Unified School District General Obligation Unlimited
due 08/01/219		100,000		52,994
McKinleyville Union School District General Obligation Unlimited
due 08/01/219		210,000		19,581
Brea Redevelopment Agency Tax Allocation
due 08/01/219		15,000		5,341
Total California				3,497,916
Texas - 0.1%
City of Dallas Texas Waterworks & Sewer System Revenue Bonds
5.00% due 10/01/21		150,000		151,815
West Travis County Public Utility Agency Revenue Bonds
5.00% due 08/15/21		50,000		50,292
Houston Higher Education Finance Corp. Revenue Bonds
5.00% due 09/01/22		25,000		26,367

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
MUNICIPAL BONDS†† - 1.0% (continued)
Texas - 0.1% (continued)
North Texas Tollway Authority Revenue Bonds
5.00% due 09/01/21		25,000	$	25,199
City of Austin Texas Water & Wastewater System Revenue Bonds
5.00% due 11/15/21		15,000		15,113
Central Texas Turnpike System Revenue Bonds
due 08/15/219		10,000		9,998
State of Texas General Obligation Unlimited
5.00% due 08/01/21		5,000		4,969
Total Texas				283,753
Colorado - 0.0%
Dawson Ridge Metropolitan District No. 1
due 10/01/229		150,000		149,496
Virginia - 0.0%
Virginia College Building Authority Revenue Bonds
3.00% due 09/01/21		60,000		60,278
University of Virginia Revenue Bonds
2.00% due 08/01/21		15,000		14,872
Virginia Resources Authority Revenue Bonds
5.00% due 11/01/21		5,000		5,031
Total Virginia				80,181
Connecticut - 0.0%
Connecticut State Health & Educational Facilities Authority Revenue Bonds
5.00% due 07/01/21		55,000		54,950
4.00% due 07/01/21		10,000		9,900
4.13% due 07/01/21		10,000		9,900
Total Connecticut				74,750
North Carolina - 0.0%
County of New Hanover North Carolina Revenue Bonds
4.00% due 10/01/21		50,000		50,457
Inlivian Revenue Bonds
6.00% due 12/01/21		5,000		5,061
Total North Carolina				55,518
Kansas - 0.0%
City of Wichita Kansas Water & Sewer Utility Revenue Bonds
5.00% due 10/01/21		50,000		50,586
Pennsylvania - 0.0%
Lancaster County Hospital Authority Revenue Bonds
4.00% due 01/01/22		25,000		25,464
4.13% due 01/01/22		20,000		20,189
City of Erie Pennsylvania General Obligation Unlimited
due 11/15/229		5,000		4,932
Total Pennsylvania				50,585
Washington - 0.0%
Seattle Housing Authority Revenue Bonds
2.88% due 12/01/21		50,000		50,561
New Jersey - 0.0%
New Jersey Health Care Facilities Financing Authority Revenue Bonds
5.25% due 07/01/21		35,000		34,900
New Jersey Economic Development Authority Revenue Bonds
due 07/01/219		10,000		9,900
Total New Jersey				44,800
Maryland - 0.0%
Maryland Health & Higher Educational Facilities Authority Revenue Bonds
4.00% due 07/01/22		30,000		31,138
County of Frederick Maryland General Obligation Unlimited
3.50% due 08/01/21		10,000		9,926
Total Maryland				41,064
Ohio - 0.0%
Greater Cleveland Regional Transit Authority Revenue Bonds
5.00% due 12/01/21		20,000		20,193
Ohio Higher Educational Facility Commission Revenue Bonds
5.00% due 01/01/22		5,000		5,072
4.00% due 01/01/22		5,000		5,043
Total Ohio				30,308
Michigan - 0.0%
Michigan Finance Authority Revenue Bonds
5.00% due 12/01/21		25,000		25,257
Illinois - 0.0%
Boone McHenry & DeKalb Counties Community Unit School District 100 General Obligation Unlimited
due 12/01/219		10,000		9,888
Illinois Finance Authority Revenue Bonds
4.00% due 05/15/22		5,000		5,107
Total Illinois				14,995
Florida - 0.0%
Capital Trust Agency, Inc. Revenue Bonds
4.38% due 12/01/22		10,000		10,959

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Face Amount~		Value
MUNICIPAL BONDS†† - 1.0% (continued)
Puerto Rico - 0.0%
Puerto Rico Highway & Transportation Authority Revenue Bonds
5.25% due 07/01/22		10,000	$	10,394
Arizona - 0.0%
City of Mesa Arizona Excise Tax Revenue Revenue Bonds
5.00% due 07/01/22		5,000		5,189
Missouri - 0.0%
Health & Educational Facilities Authority of the State of Missouri Revenue Bonds
5.00% due 11/15/21		5,000		5,040
South Carolina - 0.0%
South Carolina Jobs-Economic Development Authority Revenue Bonds
6.00% due 08/01/21		5,000		4,973
Utah - 0.0%
Intermountain Power Agency Revenue Bonds
5.00% due 07/01/21		5,000		4,950
Georgia - 0.0%
Colquitt County Development Authority Revenue Bonds
due 12/01/219		5,000		4,947
Total Municipal Bonds
(Cost $8,899,573)				8,886,421
Total Investments - 109.4%
(Cost $1,013,756,564)			$	1,018,156,648
COLLATERALIZED MORTGAGE OBLIGATIONS SOLD SHORT†† - (8.1)%
Government Agency - (8.1)%
Uniform MBS 30 Year
3.50% due 08/12/22		71,250,000		(75,058,811	)
Total Collateralized Mortgage Obligations Sold Short
(Proceeds $75,130,479)				(75,058,811	)
Other Assets & Liabilities, net - (1.3)%				(11,982,764	)
Total Net Assets - 100.0%			$	931,115,073

Centrally Cleared Interest Rate Swap Agreements††
Counterparty	Exchange		Floating Rate Type	Floating Rate Index	Fixed Rate			Payment Frequency	Maturity Date	Notional Amount		Value			Upfront Premiums Paid		Unrealized Depreciation**
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		1.00	%	Quarterly	05/04/26	$	15,000,000	$	(58,350	)	$	355	$	(58,705	)
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		1.66	%	Quarterly	03/16/31		4,500,000		(116,280	)		326		(116,606	)
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		2.02	%	Quarterly	05/20/41		5,500,000		(272,195	)		366		(272,561	)
BofA Securities, Inc.		CME	Receive	3-Month USD LIBOR		1.58	%	Quarterly	04/28/31		22,170,000		(341,418	)		45,205		(386,623	)
												$	(788,243	)	$	46,252	$	(834,495	)

Forward Foreign Currency Exchange Contracts††
Counterparty	Contracts to Sell		Currency		Settlement Date	Settlement Value		Value at June 30, 2021		Unrealized Appreciation (Depreciation)
Goldman Sachs International		17,110,000		EUR	07/09/21	$	20,890,625	$	20,299,584	$	591,041
Citibank, N.A.		464,232,000		JPY	07/01/21		4,571,102		4,179,145		391,957
JPMorgan Chase Bank, N.A.		9,900,000		BRL	07/01/21		2,372,110		1,991,191		380,919
Barclays Bank plc		429,214,500		JPY	07/01/21		4,219,983		3,863,908		356,075
Citibank, N.A.		8,240,000		BRL	07/01/21		1,997,144		1,657,314		339,830
BNP Paribas		15,205,000		CAD	07/07/21		12,362,136		12,268,523		93,613
BNP Paribas		12,100,000		CAD	07/15/21		9,835,269		9,763,172		72,097
UBS AG		134,000,000		MXN	07/15/21		6,755,717		6,711,322		44,395
BNP Paribas		8,010,000		CAD	07/08/21		6,504,460		6,463,062		41,398
Citibank, N.A.		1,410,000		EUR	07/16/21		1,713,315		1,673,096		40,219
Goldman Sachs International		860,000		BRL	07/01/21		201,476		172,972		28,504
UBS AG		3,210,000		CAD	07/14/21		2,609,572		2,590,065		19,507
BNP Paribas		2,816,000		CAD	07/16/21		2,288,757		2,272,156		16,601
Goldman Sachs International		27,192,978		ILS	08/01/22		8,430,102		8,414,753		15,349
Citibank, N.A.		2,400,000		CAD	07/13/21		1,951,391		1,936,497		14,894
UBS AG		17,379,729		ILS	08/01/22		5,389,748		5,378,084		11,664
Barclays Bank plc		37,726,800		ILS	01/31/22		11,634,384		11,628,889		5,495
Goldman Sachs International		201,872		ILS	07/30/21		62,146		62,007		139
UBS AG		129,021		ILS	07/30/21		39,729		39,630		99
Morgan Stanley Capital Services LLC		30,060		CZK	07/12/21		1,441		1,399		42
Barclays Bank plc		63,277		ILS	08/02/21		18,856		19,437		(581	)
Bank of America, N.A.		643,550		ILS	01/31/22		190,795		198,368		(7,573	)
Goldman Sachs International		3,270,500		ILS	01/31/22		968,617		1,008,098		(39,481	)
Barclays Bank plc		8,523,623		ILS	08/01/22		2,581,742		2,637,599		(55,857	)
Goldman Sachs International		2,216,500		EUR	07/30/21		2,574,742		2,630,867		(56,125	)
JPMorgan Chase Bank, N.A.		2,407,925		EUR	07/30/21		2,779,155		2,858,079		(78,924	)
Barclays Bank plc		200,600,400		CZK	04/19/22		9,076,215		9,305,226		(229,011	)
Morgan Stanley Capital Services LLC		108,600,000		BRL	10/01/21		19,490,309		21,600,655		(2,110,346	)
										$	(114,060	)

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Counterparty	Contracts to Buy	Currency	Settlement Date		Settlement Value		Value at June 30, 2021		Unrealized Appreciation (Depreciation)
Barclays Bank plc	8,523,623	ILS	08/01/22	$	2,345,521	$	2,637,599	$	292,078
JPMorgan Chase Bank, N.A.	134,000,000	MXN	07/15/21		6,442,679		6,711,322		268,643
Goldman Sachs International	4,624,425	EUR	07/30/21		5,306,528		5,488,946		182,418
Goldman Sachs International	3,914,050	ILS	01/31/22		1,086,030		1,206,465		120,435
Citibank, N.A.	12,635,000	BRL	07/01/21		2,423,070		2,541,282		118,212
JPMorgan Chase Bank, N.A.	6,365,000	BRL	07/01/21		1,233,527		1,280,195		46,668
Barclays Bank plc	63,277	ILS	07/30/21		17,339		19,436		2,097
JPMorgan Chase Bank, N.A.	893,446,500	JPY	07/01/21		8,723,785		8,043,053		(680,732	)
								$	349,819

~	The face amount is denominated in U.S. dollars unless otherwise indicated.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs — See Note 3.
††	Value determined based on Level 2 inputs, unless otherwise noted — See Note 3.
†††	Value determined based on Level 3 inputs — See Note 3.
1	Rate indicated is the 7-day yield as of June 30, 2021.
2	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $436,054,872 (cost $434,605,019), or 46.8% of total net assets.
3	Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.
4	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
5	All or a portion of this security is pledged as interest rate swap collateral at June 30, 2021.
6	Security is a step up/down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity. Rate indicated is the rate at June 30, 2021. See table below for additional step information for each security.
7	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be illiquid and restricted under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) illiquid and restricted securities is $6,763,711 (cost $6,749,179), or 0.7% of total net assets — See Note 6.
8	Security is an interest-only strip.
9	Zero coupon rate security.
10	The rate is adjusted periodically by the counterparty, allows the holder to tender the security upon a rate reset, and is not based upon a set reference rate and spread. Rate indicated is the rate effective at June 30, 2021.
11	Rate indicated is the effective yield at the time of purchase.

BofA — Bank of America

BRL — Brazilian Real

CAD — Canadian Dollar

CME — Chicago Mercantile Exchange

CZK — Czech Koruna

EUR — Euro

ILS — Israeli New Shekel

JPY — Japanese Yen

LIBOR — London Interbank Offered Rate

MXN — Mexican Peso

plc — Public Limited Company

SARL — Société à Responsabilité Limitée

VRDN — Variable Rate Demand Note 

WAC — Weighted Average Coupon

See Sector Classification in Other Information section.

Ultra Short Duration Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):
Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Money Market Fund	$	114,230,090	$	—	$	—	$	114,230,090
Corporate Bonds		—		306,238,420		—		306,238,420
Asset-Backed Securities		—		230,866,631		17,650,000		248,516,631
Collateralized Mortgage Obligations		—		189,212,354		2,721,934		191,934,288
Foreign Government Debt		—		115,337,393		—		115,337,393
Senior Floating Rate Interests		—		32,591,469		421,936		33,013,405
Municipal Bonds		—		8,886,421		—		8,886,421
Forward Foreign Currency Exchange Contracts**		—		3,494,389		—		3,494,389
Total Assets	$	114,230,090	$	886,627,077	$	20,793,870	$	1,021,651,037

Investments in Securities (Liabilities)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Collateralized Mortgage Obligations Sold Short	$	—	$	75,058,811	$	—	$	75,058,811
Interest Rate Swap Agreements**		—		834,495		—		834,495
Forward Foreign Currency Exchange Contracts**		—		3,258,630		—		3,258,630
Total Liabilities	$	—	$	79,151,936	$	—	$	79,151,936

** This derivative is reported as unrealized appreciation/depreciation at period end.

The following is a summary of significant unobservable inputs used in the fair valuation of assets categorized within Level 3 of the fair value hierarchy:

Category	Ending Balance at June 30, 2021		Valuation Technique	Unobservable Inputs	Input Range		Weighted Average
Assets:
Asset-Backed Securities	$	17,650,000	Option Adjusted Spread off the prior month end broker quote	Broker Quote		—		—
Collateralized Mortgage Obligations		2,721,934	Model Price	Purchase Price		—		—
Senior Floating Rate Interests		421,936	Third Party Pricing	Broker Quote		—		—
Total Assets	$	20,793,870

Significant changes in a quote would generally result in significant changes in the fair value of the security.

The Fund’s fair valuation leveling guidelines classify a single daily broker quote, or a vendor price based on a single daily or monthly broker quote, as Level 3, if such a quote or price cannot be supported with other available market information.

Summary of Fair Value Level 3 Activity

Following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value for the period ended June 30, 2021:

	Assets
	Asset-Backed Securities			Collateralized Mortgage Obligations			Senior Floating Rate Interests			Total Assets
Beginning Balance	$	15,400,000		$	4,875,837		$	-		$	20,275,837
Purchases/(Receipts)		17,650,000			3,071,941			494,000			21,215,941
(Sales, maturities and paydowns)/Fundings		(15,400,000	)		(5,183,675	)		(77,536	)		(20,661,211	)
Amortization of premiums/discounts		-			(532	)		1,786			1,254
Total realized gains (losses) included in earnings		-			(3	)		-			(3	)
Total change in unrealized appreciation (depreciation) included in earnings		-			(41,634	)		3,686			(37,948	)
Ending Balance	$	17,650,000		$	2,721,934		$	421,936		$	20,793,870
Net change in unrealized appreciation (depreciation) for investments in Level 3 securities still held at June 30, 2021	$	-		$	1,848		$	3,686		$	5,534

Step Coupon Bonds

The following table discloses additional information related to step coupon bonds held by the Fund. Certain securities are subject to multiple rate changes prior to maturity. For those securities, a range of rates and corresponding dates have been provided. Rates for all step coupon bonds held by the Fund are scheduled to increase, none are scheduled to decrease.

Name	Coupon Rate at Next Reset Date			Next Rate Reset Date	Future Reset Rate(s)			Future Reset Date(s)
CSMC Trust 2020-NQM1, 1.21% due 05/25/65		2.21	%	09/26/24		—			—
Legacy Mortgage Asset Trust 2021-GS3, 1.75% due 07/25/61		4.75	%	05/26/24		5.75	%		05/26/25
Legacy Mortgage Asset Trust 2021-GS2, 1.75% due 04/25/61		4.75	%	04/26/24		5.75	%		04/26/25
OSAT Trust 2021-RPL1, 2.12% due 05/25/65		4.20	%	07/26/24		5.99	%		07/26/25
PRPM LLC 2021-5, 1.79% due 06/25/26		4.79	%	06/26/24		5.79	%		06/26/25
Verus Securitization Trust 2019-4, 2.64% due 11/25/59		3.64	%	10/26/23		—			—
Verus Securitization Trust 2019-4, 2.85% due 11/25/59		3.85	%	10/26/23		—			—
Verus Securitization Trust 2020-1, 2.42% due 01/25/60		3.42	%	01/26/24		—			—
Verus Securitization Trust 2020-5, 1.22% due 05/25/65		2.22	%	10/26/24		—			—

World Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 96.6%
Consumer, Non-cyclical - 20.2%
Philip Morris International, Inc.		5,800	$	574,838
Bristol-Myers Squibb Co.		8,051		537,968
AbbVie, Inc.		4,713		530,872
PepsiCo, Inc.		3,505		519,336
Pfizer, Inc.		13,000		509,080
Merck & Company, Inc.		6,300		489,951
CVS Health Corp.		5,681		474,023
Anthem, Inc.		1,173		447,851
Gilead Sciences, Inc.		6,400		440,704
Square, Inc. — Class A*		1,800		438,840
Colgate-Palmolive Co.		5,362		436,199
Archer-Daniels-Midland Co.		6,846		414,867
Viatris, Inc.		28,000		400,120
Humana, Inc.		900		398,448
Kimberly-Clark Corp.		2,891		386,758
Kroger Co.		10,000		383,100
Cardinal Health, Inc.		6,228		355,557
Kellogg Co.		5,456		350,984
Tyson Foods, Inc. — Class A		4,700		346,672
WH Group Ltd.1		294,500		264,764
Bunge Ltd.		3,378		263,991
Boston Scientific Corp.*		5,864		250,745
Wilmar International Ltd.		70,000		234,314
Mondelez International, Inc. — Class A		3,000		187,320
Cigna Corp.		758		179,699
J M Smucker Co.		1,300		168,441
Japan Tobacco, Inc.		7,100		134,128
McKesson Corp.		700		133,868
AmerisourceBergen Corp. — Class A		1,015		116,207
Shionogi & Company Ltd.		2,000		104,264
Johnson & Johnson		600		98,844
Campbell Soup Co.		1,781		81,196
Total Consumer, Non-cyclical				10,653,949
Financial - 17.2%
Citigroup, Inc.		7,766		549,445
Wells Fargo & Co.		10,900		493,661
Oversea-Chinese Banking Corporation Ltd.		53,500		475,564
Australia & New Zealand Banking Group Ltd.		20,200		426,451
Allianz AG		1,700		424,093
National Australia Bank Ltd.		18,100		355,919
Synchrony Financial		7,100		344,492
BOC Hong Kong Holdings Ltd.		98,800		335,317
NN Group N.V.		7,000		330,320
Annaly Capital Management, Inc. REIT		36,339		322,690
Admiral Group plc		7,000		304,340
Boston Properties, Inc. REIT		2,619		300,111
Vornado Realty Trust REIT		6,100		284,687
Danske Bank A/S		16,100		283,344
Western Union Co.		12,000		275,640
Equity Residential REIT		3,576		275,352
Mitsubishi UFJ Financial Group, Inc.		47,500		256,608
AXA S.A.		10,000		253,677
MetLife, Inc.		4,200		251,370
BNP Paribas S.A.		4,000		250,866
Sumitomo Mitsui Financial Group, Inc.		7,100		244,799
Medical Properties Trust, Inc. REIT		11,128		223,673
United Overseas Bank Ltd.		11,300		217,031
Westpac Banking Corp.		11,200		216,793
KeyCorp		10,200		210,630
Aegon N.V.		50,100		207,948
Kinnevik AB — Class B*		4,900		196,212
Bank of New York Mellon Corp.		3,798		194,572
Commonwealth Bank of Australia		2,300		172,267
Power Corporation of Canada		4,000		126,453
RenaissanceRe Holdings Ltd.		800		119,056
Aviva plc		16,100		90,376
Hang Seng Bank Ltd.		4,100		81,906
Total Financial				9,095,663
Technology - 15.0%
Apple, Inc.		12,159		1,665,297
Microsoft Corp.		5,142		1,392,968
Accenture plc — Class A		1,864		549,489
Intel Corp.		9,100		510,874
International Business Machines Corp.		3,300		483,747
Micron Technology, Inc.*		5,300		450,394
NetApp, Inc.		5,300		433,646
Advanced Micro Devices, Inc.*		4,500		422,685
VMware, Inc. — Class A*		2,400		383,928
HP, Inc.		12,000		362,280
Cognizant Technology Solutions Corp. — Class A		5,158		357,243
ASML Holding N.V.		500		343,654
NXP Semiconductor N.V.		1,000		205,720
Seagate Technology Holdings plc		2,323		204,261
Citrix Systems, Inc.		1,317		154,444
Total Technology				7,920,630
Communications - 11.7%
Alphabet, Inc. — Class C*		420		1,052,654
Amazon.com, Inc.*		298		1,025,168
Verizon Communications, Inc.		10,800		605,124
ViacomCBS, Inc. — Class B		10,000		452,000
KDDI Corp.		13,000		405,508
Facebook, Inc. — Class A*		1,120		389,435
Discovery, Inc. — Class C*		12,653		366,684
Nippon Telegraph & Telephone Corp.		14,000		364,799
Comcast Corp. — Class A		5,125		292,227
Juniper Networks, Inc.		10,000		273,500
HKT Trust & HKT Ltd.		186,048		253,530
Cisco Systems, Inc.		3,815		202,195
eBay, Inc.		2,848		199,958
Interpublic Group of Companies, Inc.		5,000		162,450
DISH Network Corp. — Class A*		2,750		114,950
Total Communications				6,160,182
Consumer, Cyclical - 9.7%
Walgreens Boots Alliance, Inc.		7,800		410,358
Mitsubishi Corp.		15,000		408,883
Wesfarmers Ltd.		9,000		398,905
Costco Wholesale Corp.		973		384,987

World Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

	Shares		Value
COMMON STOCKS† - 96.6% (continued)
Consumer, Cyclical - 9.7% (continued)
Best Buy Company, Inc.	3,212	$	369,316
Subaru Corp.	18,300		361,032
Volvo AB — Class B	14,100		339,327
BorgWarner, Inc.	6,807		330,412
Bunzl plc	10,000		330,332
Persimmon plc	8,000		327,344
Whirlpool Corp.	1,400		305,228
Lawson, Inc.	5,000		231,358
Electrolux AB	8,100		224,660
General Motors Co.*	3,600		213,012
PACCAR, Inc.	1,800		160,650
Tesla, Inc.*	200		135,940
Daimler AG — Class D	1,200		107,189
Autoliv, Inc.	803		78,501
Total Consumer, Cyclical			5,117,434
Industrial - 8.7%
3M Co.	2,597		515,842
Deutsche Post AG	7,300		496,712
Lockheed Martin Corp.	1,000		378,350
CRH plc ADR	7,100		357,948
AP Moller - Maersk A/S — Class B	100		287,469
Taisei Corp.	8,000		262,146
Obayashi Corp.	31,200		248,009
Knight-Swift Transportation Holdings, Inc.	5,000		227,300
General Dynamics Corp.	1,200		225,912
Northrop Grumman Corp.	600		218,058
Skanska AB — Class B	8,000		212,256
Huntington Ingalls Industries, Inc.	900		189,675
Venture Corporation Ltd.	13,200		188,621
Arrow Electronics, Inc.*	1,516		172,566
BAE Systems plc	21,000		151,579
Mitsubishi Heavy Industries Ltd.	5,000		147,142
FedEx Corp.	400		119,332
ACS Actividades de Construccion y Servicios S.A.	4,000		107,189
Bouygues S.A.	2,000		73,998
Total Industrial			4,580,104
Basic Materials - 5.6%
Steel Dynamics, Inc.	7,000		417,200
BASF SE	4,400		346,781
Rio Tinto plc	4,100		337,342
UPM-Kymmene Oyj	8,900		336,785
Boliden AB	8,000		307,630
Covestro AG1	4,700		303,632
Smurfit Kappa Group plc	5,000		271,353
Johnson Matthey plc	6,000		255,052
voestalpine AG	6,000		244,413
LANXESS AG	2,000		137,177
Total Basic Materials			2,957,365
Utilities - 5.4%
Edison International	6,729		389,071
Exelon Corp.	8,587		380,490
CLP Holdings Ltd.	35,800		354,130
PPL Corp.	12,200		341,234
FirstEnergy Corp.	8,530		317,401
UGI Corp.	6,100		282,491
Southern Co.	4,600		278,346
NRG Energy, Inc.	6,100		245,830
Vistra Corp.	12,900		239,295
Total Utilities			2,828,288
Energy - 2.4%
TC Energy Corp.	8,600		425,646
ENEOS Holdings, Inc.	70,200		293,798
Suncor Energy, Inc.	9,000		215,605
DCC plc	2,400		196,473
Exxon Mobil Corp.	2,306		145,462
Total Energy			1,276,984
Diversified - 0.7%
CK Hutchison Holdings Ltd.	49,501		385,734
Total Common Stocks
(Cost $44,207,445)			50,976,333
PREFERRED STOCKS† - 1.4%
Consumer, Cyclical - 1.4%
Volkswagen AG	1,500		375,801
Porsche Automobil Holding SE	3,500		375,160
Total Consumer, Cyclical			750,961
Total Preferred Stocks
(Cost $501,215)			750,961
EXCHANGE-TRADED FUNDS† - 1.0%
iShares MSCI EAFE ETF	3,443		271,584
SPDR S&P 500 ETF Trust	634		271,390
Total Exchange-Traded Funds
(Cost $548,047)			542,974
MONEY MARKET FUND† - 0.4%
Goldman Sachs Financial Square Treasury Instruments Fund — Institutional Shares, 0.01%2	229,830		229,830
Total Money Market Fund
(Cost $229,830)			229,830
Total Investments - 99.4%
(Cost $45,486,537)		$	52,500,098
Other Assets & Liabilities, net - 0.6%			300,289
Total Net Assets - 100.0%		$	52,800,387

World Equity Income Fund
SCHEDULE OF INVESTMENTS (Unaudited)	June 30, 2021

Futures Contracts

Description	Number of Contracts	Expiration Date	Notional Amount		Value and Unrealized Appreciation**
Currency Futures Contracts Sold Short†
Japanese Yen Futures Contracts	31	Sep 2021	$	3,490,406	$	39,310
Euro FX Futures Contracts	18	Sep 2021		2,672,213		16,512
Australian Dollar Futures Contracts	21	Sep 2021		1,575,210		5,136
			$	7,737,829	$	60,958

*	Non-income producing security.
**	Includes cumulative appreciation (depreciation).
†	Value determined based on Level 1 inputs — See Note 3.
1	Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) securities is $568,396 (cost $579,333), or 1.1% of total net assets.
2	Rate indicated is the 7-day yield as of June 30, 2021.

ADR — American Depositary Receipt

plc — Public Limited Company

REIT — Real Estate Investment Trust

See Sector Classification in Other Information section.

The following table summarizes the inputs used to value the Fund's investments at June 30, 2021 (See Note 3 in the Notes to Schedule of Investments):

Investments in Securities (Assets)	Level 1 Quoted Prices		Level 2 Significant Observable Inputs		Level 3 Significant Unobservable Inputs		Total
Common Stocks	$	50,976,333	$	—	$	—	$	50,976,333
Preferred Stocks		750,961		—		—		750,961
Exchange-Traded Funds		542,974		—		—		542,974
Money Market Fund		229,830		—		—		229,830
Currency Futures Contracts**		60,958		—		—		60,958
Total Assets	$	52,561,056	$	—	$	—	$	52,561,056

^** This derivative is reported as unrealized appreciation/depreciation at period end.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

Note 1 – Organization, Consolidation of Subsidiary and Significant Accounting Policies

Organization

Guggenheim Funds Trust (the "Trust"), a Delaware statutory trust, is registered with the SEC under the Investment Company Act of 1940 ("1940 Act”), as an open-ended investment company of the series type. Each series, in effect, is representing a separate fund (each, a "Fund"). The Trust may issue an unlimited number of authorized shares. The Trust accounts for the assets of each Fund separately.

This report covers the following funds (collectively, the “Funds”):

Fund Name	Investment Company Type
Alpha Opportunity Fund	Diversified
Capital Stewardship Fund	Diversified
Core Bond Fund	Diversified
Diversified Income Fund	Diversified
Floating Rate Strategies Fund	Diversified
High Yield Fund	Diversified
Large Cap Value Fund	Diversified
Limited Duration Fund	Diversified
Macro Opportunities Fund	Diversified
Market Neutral Real Estate Fund	Non-diversified
Municipal Income Fund	Diversified
Risk Managed Real Estate Fund	Diversified
Small Cap Value Fund	Diversified
SMid Cap Value Fund	Diversified
StylePlus—Large Core Fund	Diversified
StylePlus—Mid Growth Fund	Diversified
Total Return Bond Fund	Diversified
Ultra Short Duration Fund	Diversified
World Equity Income Fund	Diversified

For information on the Funds' policy regarding valuation of investments and other significant accounting policies, please refer to the Funds' most recent semi-annual or annual shareholder report.

Consolidation of Subsidiary

The Consolidated Schedule of Investments of the Macro Opportunities Fund includes the accounts of a wholly-owned and controlled Cayman Islands subsidiary (the “Subsidiary”). Significant inter-company accounts and transactions have been eliminated in consolidation for the Fund.

The Fund may invest up to 25% of its total assets in its Subsidiary which acts as an investment vehicle in order to effect certain investments consistent with the Fund’s investment objectives and policies.

Significant Accounting Policies

The Funds operate as investment companies and, accordingly, follow the investment company accounting and reporting guidance of the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946 Financial Services – Investment Companies.

The following significant accounting policies are in conformity with U.S. generally accepted accounting principles (“U.S. GAAP”) and are consistently followed by the Trust. This requires management to make estimates and assumptions that affect the reported amount of assets and liabilities, contingent assets and liabilities at the date of the financial statements, and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from these estimates. All time references are based on Eastern Time.

(a) Valuation of Investments

The Board of Trustees of the Funds (the “Board”) has adopted policies and procedures for the valuation of the Funds’ investments (the “Valuation Procedures”). Pursuant to the Valuation Procedures, the Board has delegated to a valuation committee, consisting of representatives from Guggenheim’s investment management, fund administration, legal and compliance departments (the “Valuation Committee”), the day-to-day responsibility for implementing the Valuation Procedures, including, under most circumstances, the responsibility for determining the fair value of the Funds' securities and/or other assets.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

Valuations of the Funds’ securities and other assets are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Valuation Committee convenes monthly, or more frequently as needed, to review the valuation of all assets which have been fair valued for reasonableness. The Funds’ officers, through the Valuation Committee and consistent with the monitoring and review responsibilities set forth in the Valuation Procedures, regularly review procedures used and valuations provided by the pricing services.

If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.

Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers Automated Quotations (“NASDAQ”) National Market System shall generally be valued on the basis of the last sale price on the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price. If there is no sale on the valuation date, exchange-traded U.S. equity securities will be valued on the basis of the last bid price.

Generally, trading in foreign securities markets is substantially completed each day at various times prior to the close of the New York Stock Exchange ("NYSE"). The values of foreign securities are determined as of the close of such foreign markets or the close of the NYSE, if earlier. All investments quoted in foreign currencies are valued in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the close of U.S. business at 4:00 p.m. Investments in foreign securities may involve risks not present in domestic investments. The Valuation Committee will determine the current value of such foreign securities by taking into consideration certain factors which may include those discussed above, as well as the following factors, among others: the value of the securities traded on other foreign markets, ADR trading, closed-end fund trading, foreign currency exchange activity, and the trading prices of financial products that are tied to foreign securities. In addition, under the Valuation Procedures, the Valuation Committee and Guggenheim Investments ("GI") are authorized to use prices and other information supplied by a third party pricing vendor in valuing foreign securities.

Open-end investment companies are valued at their net asset value as of the close of business, on the valuation date. Exchange-traded funds and closed-end investment companies are valued at the last quoted sale price.

U.S. Government securities are valued by independent pricing services, the last traded fill price, or at the reported bid price at the close of business.

Repurchase agreements are generally valued at amortized cost, provided such amounts approximate market value.

Debt securities with a maturity of greater than 60 days at acquisition are valued at prices that reflect broker-dealer supplied valuations or are obtained from independent pricing services, which may consider the trade activity, treasury spreads, yields or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted by dealers who make markets in such securities. Short-term debt securities with a maturity of 60 days or less at acquisition are valued at amortized cost, provided such amount approximates market value.

Typically, loans are valued using information provided by an independent third party pricing service that uses broker quotes, among other inputs. If the pricing service cannot or does not provide a valuation for a particular loan, or such valuation is deemed unreliable, such investment is valued based on a quote from a broker-dealer or is fair valued by the Valuation Committee.

Exchange-traded options are valued at the mean of the bid and ask prices on the principal exchange on which they are traded. Over-the-counter (“OTC”) options are valued using a price provided by a pricing service.

The value of futures contracts is accounted for using the unrealized appreciation or depreciation on the contracts that is determined by marking the contracts to their current realized settlement prices. Financial futures contracts are valued at the 4:00 p.m. price on the valuation date. In the event that the exchange for a specific futures contract closes earlier than 4:00 p.m., the futures contract is valued at the official settlement price of the exchange. However, the underlying securities from which the futures contract value is derived are monitored until 4:00 p.m. to determine if fair valuation would provide a more accurate valuation.

The value of interest rate swap agreements entered into by a fund is accounted for using the unrealized appreciation or depreciation on the agreements that is determined using the previous day’s Chicago Mercantile Exchange close price, adjusted for the current day's spreads.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

The values of other swap agreements entered into by a fund are accounted for using the unrealized appreciation or depreciation on the agreements that are determined by marking the agreements to the last quoted value of the index or other underlying position that the swaps pertain to at the close of the NYSE.

Forward foreign currency exchange contracts are valued daily based on the applicable exchange rate of the underlying currency.

Investments for which market quotations are not readily available are fair-valued as determined in good faith by GI, subject to review and approval by the Valuation Committee, pursuant to methods established or ratified by the Board. Valuations in accordance with these methods are intended to reflect each security’s (or asset’s or liability’s) “fair value". Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing context to another. Examples of such factors may include, but are not limited to market prices; sale prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics, or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information analysis. In connection with futures contracts and other derivative investments, such factors may include obtaining information as to how (a) these contracts and other derivative investments trade in the futures or other derivative markets, respectively, and (b) the securities underlying these contracts and other derivative investments trade in the cash market.

The Funds may acquire an interest in a special purpose acquisition company (“SPAC”) in an initial public offering or a secondary market transaction. SPAC investments carry many of the same risks as investments in initial public offering securities, such as erratic price movements, greater risk of loss, lack of information about the issuer, limited operating and little public or no trading history, and higher transaction costs. An investment in a SPAC is typically subject to a higher risk of dilution by additional later offerings of interests in the SPAC or by other investors exercising existing rights to purchase shares of the SPAC and interests in SPACs may be illiquid and/or be subject to restrictions on resale. A SPAC is a publicly traded company that raises investment capital for the purpose of acquiring the equity securities of one or more existing companies (or interests therein) via merger, combination, acquisition or other similar transactions. Unless and until an acquisition is completed, a SPAC generally invests its assets (less a portion retained to cover expenses) in U.S. government securities, money market securities and cash and does not typically pay dividends in respect of its common stock. SPAC investments are also subject to the risk that a significant portion of the funds raised by the SPAC may be expended during the search for a target acquisition or merger and that the SPAC may have limited time in which to conduct due diligence on potential business combination targets. Because SPACs are in essence blank check companies without operating history or ongoing business other than seeking acquisitions, the value of their securities is particularly dependent on the ability of the entity’s management to identify and complete a profitable acquisition. Among other conflicts of interest, the economic interests of the management, directors, officers and related parties of a SPAC can differ from the economic interests of public shareholders, which may lead to conflicts as they evaluate, negotiate and recommend business combination transactions to shareholders. This risk may become more acute as the deadline for the completion of a business combination nears. There is no guarantee that the SPACs in which the Funds invest will complete an acquisition or that any acquisitions that are completed will be profitable.

Note 2 – Financial Instruments and Derivatives

As part of their investment strategy, the Funds may utilize short sales and a variety of derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be found under Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.

Short Sales

A short sale is a transaction in which a Fund sells a security it does not own. If the security sold short decreases in price between the time the Fund sells the security and closes its short position, the Fund will realize a gain on the transaction. Conversely, if the security increases in price during the period, the Fund will realize a loss on the transaction. The risk of such price increases is the principal risk of engaging in short sales.

Derivatives

Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce transaction costs and to pursue higher investment returns. Derivative instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how these derivative instruments are accounted for and their effects on the Fund’s financial position and results of operations.

The Funds may utilize derivatives for the following purposes:

Duration: the use of an instrument to manage the interest rate risk of a portfolio.

Hedge: an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.

Income: the use of any instrument that distributes cash flows typically based upon some rate of interest.

Index Exposure: the use of an instrument to obtain exposure to a listed or other type of index.

Leverage: gaining total exposure to equities or other assets on the long and short sides at greater than 100% of invested capital.

Liquidity: the ability to buy or sell exposure with little price/market impact.

Speculation: the use of an instrument to express macro-economic and other investment views.

For any Fund whose investment strategy consistently involves applying leverage, the value of the Fund’s shares will tend to increase or decrease more than the value of any increase or decrease in the underlying index or other asset. In addition, because an investment in derivative instruments generally requires a small investment relative to the amount of investment exposure assumed, an opportunity for increased net income is created; but, at the same time, leverage risk will increase. The Fund’s use of leverage, through borrowings or instruments such as derivatives, may cause the Fund to be more volatile and riskier than if they had not been leveraged.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

Options Purchased and Written

A call option on a security gives the purchaser of the option the right to buy, and the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and the writer of the put option the obligation to buy, the underlying security at any time during the option period. The risk associated with purchasing options is limited to the premium originally paid.

The risk in writing a call option is that a Fund may incur a loss if the market price of the underlying security increases and the option is exercised. The risk in writing a put option is that a Fund may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities where a Fund may not be able to enter into a closing transaction because of an illiquid secondary market; or, for OTC options, a Fund may be at risk because of the counterparty’s inability to perform.

Futures Contracts

A futures contract is an agreement to purchase (long) or sell (short) an agreed amount of securities or other instruments at a set price for delivery at a future date. There are significant risks associated with a Fund's use of futures contracts, including (i) there may be an imperfect or no correlation between the changes in market value of the underlying asset and the prices of futures contracts; (ii) there may not be a liquid secondary market for a futures contract; (iii) trading restrictions or limitations may be imposed by an exchange; and (iv) government regulations may restrict trading in futures contracts. When investing in futures, there is minimal counterparty credit risk to a Fund because futures are exchange-traded and the exchange’s clearinghouse, as counterparty to all exchange-traded futures, guarantees against default. Securities held as collateral are noted on the Schedules of Investments.

Swap Agreements

A swap is an agreement that obligates two parties to exchange a series of cash flows at specified intervals based upon or calculated by reference to changes in specified prices or rates for a specified amount of an underlying asset. When utilizing OTC swaps, a fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying asset declines in value. Certain standardized swaps are subject to mandatory central clearing and are executed on a multi-lateral or other trade facility platform, such as a registered exchange. There is limited counterparty credit risk with respect to centrally-cleared swaps as the transaction is facilitated through a central clearinghouse, much like exchange-traded futures contracts. For a fund utilizing centrally-cleared swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. There is no guarantee that a fund or an underlying fund could eliminate its exposure under an outstanding swap agreement by entering into an offsetting swap agreement with the same or another party.

Total return and custom basket swaps involve commitments where single or multiple cash flows are exchanged based on the price of an underlying reference asset (such as an index or custom basket of securities) or a fixed or variable interest rate. Total return and custom basket swaps will usually be computed based on the current value of the reference asset as of the close of regular trading on the NYSE or other exchange, with the swap value being adjusted to include dividends accrued, financing charges and/or interest associated with the swap agreement. When utilizing total return or custom basket swaps, a Fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty or if the underlying reference asset declines in value.

Interest rate swaps involve the exchange by the Funds with another party for their respective commitment to pay or receive a fixed or variable interest rate on a notional amount of principal. Interest rate swaps are generally centrally-cleared, but central clearing does not make interest rate swap transactions risk free.

Credit default swaps are instruments which allow for the full or partial transfer of third party credit risk, with respect to a particular entity or entities, from one counterparty to the other. A fund enters into credit default swaps as a “seller” or “buyer” of protection primarily to gain or reduce exposure to the investment grade and/or high yield bond market. A seller of credit default swaps is selling credit protection or assuming credit risk with respect to the underlying entity or entities. The buyer in a credit default swap is obligated to pay the seller a periodic stream of payments over the term of the contract provided that no event of default on an underlying reference obligation has occurred. If a credit event occurs, as defined under the terms of the swap agreement, the seller will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. The notional amount reflects the maximum potential amount the seller of credit protection could be required to pay to the buyer if a credit event occurs. The seller of protection receives periodic premium payments from the buyer and may also receive or pay an upfront premium adjustment to the stated periodic payments. In the event a credit event occurs on a credit default swap referencing an index, a factor adjustment will take place and the buyer of protection will receive a payment reflecting the par less the default recovery rate of the default recovery of the defaulted index component based on its weighting in the index. If no default occurs, the counterparty will pay the stream of payments and have no further obligations to the fund selling the credit protection. For a fund utilizing centrally cleared credit default swaps, the exchange bears the risk of loss resulting from a counterparty not being able to pay. For OTC credit default swaps, a fund bears the risk of loss of the amount expected to be received under a swap agreement in the event of the default or bankruptcy of a swap agreement counterparty, or in the case of a credit default swap in which a fund is selling credit protection, the default of a third party issuer.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

The quoted market prices and resulting market values for credit default swap agreements on securities and credit indices serve as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative had the notional amount of the swap agreement been closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.

Forward Foreign Currency Exchange Contracts

A forward foreign currency exchange contract is an agreement between two parties to exchange two designated currencies at a specific time in the future. Certain types of contracts may be cash settled, in an amount equal to the change in exchange rates during the term of the contract. The contracts can be used to hedge or manage exposure to foreign currency risks with portfolio investments or to gain exposure to foreign currencies.

The market value of a forward foreign currency exchange contract changes with fluctuations in foreign currency exchange rates. Furthermore, the Funds may be exposed to risk if the counterparties cannot meet the contract terms or if the currency value changes unfavorably as compared to the U.S. dollar.

In conjunction with short sales and the use of derivative instruments, the Funds are required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the Funds use margin deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or repurchase agreements allocated to the Funds as collateral.

Foreign Investments

There are several risks associated with exposure to foreign currencies, foreign issuers and emerging markets. A fund’s indirect and direct exposure to foreign currencies subjects the Fund to the risk that those currencies will decline in value relative to the U.S. dollar, or in the case of short positions, that the U.S. dollar will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates and the imposition of currency controls or other political developments in the U.S. or abroad. In addition, the Funds may incur transaction costs in connection with conversions between various currencies. The Funds may, but is not obligated to, engage in currency hedging transactions, which generally involve buying currency forward, options or futures contracts. However, not all currency risks may be effectively hedged, and in some cases the costs of hedging techniques may outweigh expected benefits. In such instances, the value of securities denominated in foreign currencies can change significantly when foreign currencies strengthen or weaken relative to the U.S. dollar.

The Funds may invest in securities of foreign companies directly, or in financial instruments, such as ADRs and exchange-traded funds, which are indirectly linked to the performance of foreign issuers. Foreign markets can be more volatile than the U.S. market due to increased risks of adverse issuer, political, regulatory, market, or economic developments and can perform differently from the U.S. market. Investing in securities of foreign companies directly, or in financial instruments that are indirectly linked to the performance of foreign issuers, may involve risks not typically associated with investing in U.S. issuers. The value of securities denominated in foreign currencies, and of dividends from such securities, can change significantly when foreign currencies strengthen or weaken relative to the U.S. dollar. Foreign securities markets generally have less trading volume and less liquidity than U.S. markets, and prices in some foreign markets may fluctuate more than those of securities traded on U.S. markets. Many foreign countries lack accounting and disclosure standards comparable to those that apply to U.S. companies, and it may be more difficult to obtain reliable information regarding a foreign issuer’s financial condition and operations. Transaction costs and costs associated with custody services are generally higher for foreign securities than they are for U.S. securities. Some foreign governments levy withholding taxes against dividend and interest income. Although in some countries portions of these taxes are recoverable, the non-recovered portion will reduce the income received by the Funds.

The Trust has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Trust monitors the counterparty credit risk.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

Reverse Repurchase Agreements

Each of the Funds may enter into reverse repurchase agreements. Under a reverse repurchase agreement, a Fund sells securities and agrees to repurchase them at a particular price at a future date. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, such buyer or its trustee or receiver may receive an extension of time to determine whether to enforce the Fund’s obligation to repurchase the securities, and the Fund’s use of the proceeds of the reverse repurchase agreement may effectively be restricted pending such decision.

Note 3 – Fair Value Measurement

In accordance with U.S. GAAP, fair value is defined as the price that the Funds would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal market, or in the absence of a principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The hierarchy and the corresponding inputs are summarized below:

Level 1 — quoted prices in active markets for identical assets or liabilities.

Level 2 — significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).

Level 3 — significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.

The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.

Independent pricing services are used to value a majority of the Funds’ investments. When values are not available from a pricing service, they will be determined using a variety of sources and techniques, including: market prices; broker quotes; and models which derive prices based on inputs such as prices of securities with comparable maturities and characteristics or based on inputs such as anticipated cash flows or collateral, spread over U.S. Treasury securities, and other information and analysis. A significant portion of the Funds’ assets and liabilities are categorized as Level 2, as indicated in this report.

Quotes from broker-dealers, adjusted for fluctuations in criteria such as credit spreads and interest rates, may also be used to value the Funds' assets and liabilities, i.e. prices provided by a broker-dealer or other market participant who has not committed to trade at that price. Although quotes are typically received from established market participants, the Funds may not have the transparency to view the underlying inputs which support the market quotations. Significant changes in a quote would generally result in significant changes in the fair value of the security.

Certain fixed income securities are valued by obtaining a monthly quote from a broker-dealer, adjusted for fluctuations in criteria such as credit spreads and interest rates.

Certain loans and other securities are valued using a single daily broker quote or a price from a third party vendor based on a single daily or monthly broker quote.

The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability of the techniques and sources employed to determine fair valuation are regularly monitored and subject to change.

Note 4 – Federal Income Tax Information

The Funds intend to comply with the provisions of Subchapter M of the Internal Revenue Code applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to relieve the Funds from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax or federal excise tax is required.

Tax positions taken or expected to be taken in the course of preparing the Funds' tax returns are evaluated to determine whether the tax positions are “more-likely-than-not” of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Funds' tax positions taken, or to be taken, on U.S. federal income tax returns for all open tax years, and has concluded that no provision for income tax is required in the Funds' financial statements. The Funds' U.S. federal income tax returns are subject to examination by the Internal Revenue Service ("IRS") for a period of three years after they are filed.

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

The Macro Opportunities Fund intends to invest up to 25% of its assets in its Subsidiary which is expected to provide the Fund with exposure to the commodities markets within the limitations of the U.S. federal income tax requirements under Subchapter M of the Internal Revenue Code. The Fund has received a private letter ruling from the IRS that concludes that the income the Fund receives from the Subsidiary will constitute qualifying income for purposes of Subchapter M of the Internal Revenue Code. The Subsidiary will be classified as a corporation for U.S. federal income tax purposes. A foreign corporation, such as the Subsidiary, will generally not be subject to U.S. federal income taxation unless it is deemed to be engaged in a U.S. trade or business. If, during a taxable year, the Subsidiary’s taxable losses (and other deductible items) exceed its income and gains, the net loss will not pass through to the Fund as a deductible amount for U.S. federal income tax purposes and cannot be carried forward to reduce future income from the Subsidiary in subsequent years.

At June 30, 2021, the cost of investments for U.S. federal income tax purposes, the aggregate gross unrealized appreciation for all investments for which there was an excess of value over tax cost, and the aggregate gross unrealized depreciation for all investments for which there was an excess of tax cost over value, were as follows:

Fund	Tax Cost		Tax Unrealized Appreciation		Tax Unrealized Depreciation			Net Tax Unrealized Appreciation (Depreciation)
Alpha Opportunity Fund	$	38,124,095	$	3,229,870	$	(2,093,880	)	$	1,135,990
Capital Stewardship Fund		209,125,174		39,515,872		(1,620,290	)		37,895,582
Core Bond Fund		1,597,973,399		63,600,423		(10,077,374	)		53,523,049
Diversified Income Fund		6,873,915		820,009		(1,301	)		818,708
Floating Rate Strategies Fund		900,080,578		7,368,655		(17,377,000	)		(10,008,345	)
High Yield Fund		402,132,805		14,053,209		(4,177,125	)		9,876,084
Large Cap Value Fund		30,181,624		10,956,520		(549,159	)		10,407,361
Limited Duration Fund		5,657,433,717		102,696,758		(24,405,487	)		78,291,271
Macro Opportunities Fund		7,405,381,026		331,178,294		(144,223,525	)		186,954,769
Market Neutral Real Estate Fund		60,731,496		6,748,796		(5,154,793	)		1,594,003
Municipal Income Fund		76,029,397		5,335,168		(314,303	)		5,020,865
Risk Managed Real Estate Fund		374,943,830		85,136,279		(10,333,503	)		74,802,776
Small Cap Value Fund		5,759,650		1,795,279		(283,893	)		1,511,386
SMid Cap Value Fund		352,626,656		108,576,164		(6,970,808	)		101,605,356
StylePlus—Large Core Fund		250,999,001		61,365,069		(382,597	)		60,982,472
StylePlus—Mid Growth Fund		112,302,865		24,926,480		(310,584	)		24,615,896
Total Return Bond Fund		25,681,653,929		1,154,302,585		(335,921,770	)		818,380,815
Ultra Short Duration Fund		938,626,085		8,895,151		(5,022,135	)		3,873,016
World Equity Income Fund		45,504,005		7,937,792		(880,741	)		7,057,051

Note 5 – Unfunded Loan Commitments

Pursuant to the terms of certain loan agreements, certain Funds held unfunded loan commitments as of June 30, 2021. The Funds are obligated to fund these loan commitments at the borrower’s discretion.

The unfunded loan commitments as of June 30, 2021, were as follows:

Fund	Borrower	Maturity Date		Face Amount*		Value
Core Bond Fund
	CTL Logistics	08/10/42			357,219	$	13,092
	Datix Bidco Ltd.	09/22/21	GBP		2,900,000		–
	HAH Group Holding Co. LLC	10/29/27			130,000		1,759
	Service Logic Acquisition, Inc.	10/22/27			167,463		1,511
	Southern Veterinary Partners LLC	10/05/27			181,818		1,628
	Venture Global Calcasieu Pass LLC	08/19/26			616,510		40,073
						$	58,063
Floating Rate Strategies Fund
	DG Investment Intermediate Holdings 2, Inc.	03/17/28			162,078	$	–
	HighTower Holding LLC	04/21/28			540,000		–
	Hillman Group, Inc.	02/24/28			869,198		2,066
	National Mentor Holdings, Inc.	03/02/28			272,362		1,292
	Osmosis Holdings Australia II Pty Ltd.	06/17/28			250,000		–
	Southern Veterinary Partners LLC	10/05/27			121,212		1,085
	TricorBraun Holdings, Inc.	03/03/28			594,644		4,680
						$	9,123
High Yield Fund
	CCC Information Services, Inc.	04/27/22			750,000	$	412
	Datix Bidco Ltd.	09/22/21	GBP		1,950,000		–
	HAH Group Holding Co. LLC	10/29/27			145,000		1,961
	National Mentor Holdings, Inc.	03/02/28			35,733		170
	PT Intermediate Holdings III LLC	10/15/25			94,979		1,662
	SCP Eye Care Services LLC	03/16/28			188,352		236
						$	4,441
Limited Duration Fund
	BGIS (BIFM CA Buyer, Inc.)	06/01/26			969,388	$	5,448
	Venture Global Calcasieu Pass LLC	08/19/26			616,510		40,073
						$	45,521
Macro Opportunities Fund
	CapStone Acquisition Holdings, Inc.	11/12/27			3,807,600	$	34,495
	Care BidCo	04/15/26	EUR		9,200,000		1,049,943
	Datix Bidco Ltd.	09/22/21	GBP		5,825,000		1
	DG Investment Intermediate Holdings 2, Inc.	03/17/28			438,442		–
	Fortis Solutions Group LLC	12/15/23			503,680		5,037
	Galls LLC	01/31/24			16,255		913
	HAH Group Holding Co. LLC	10/29/27			1,380,000		18,667
	Higginbotham	11/25/22			2,844,509		14,870
	HighTower Holding LLC	04/21/28			3,420,000		–
	ImageFIRST Holdings LLC	04/26/28			1,657,407		4,144

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

	Jones Deslauriers Insurance Management, Inc.	03/26/29	CAD	1,062,000		–
	MB2 Dental Solutions LLC	01/29/27		5,723,466		106,468
	National Mentor Holdings, Inc.	03/02/28		670,000		3,178
	Osmosis Holdings Australia II Pty Ltd.	06/17/28		727,778		–
	Polaris Newco LLC	06/04/26		17,140,128		2,112,009
	SCP Eye Care Services LLC	03/16/28		2,407,955		3,010
	Service Logic Acquisition, Inc.	10/22/27		2,442,985		22,046
	Southern Veterinary Partners LLC	10/05/27		1,478,788		13,237
	Team.Blue Finco SARL	03/27/28	EUR	756,757		3,366
	Trader Interactive	06/15/23		461,538		8,286
	TricorBraun Holdings, Inc.	03/03/28		1,668,554		13,132
	Venture Global Calcasieu Pass LLC	08/19/26		4,007,318		260,476
	Vertical (TK Elevator)	01/30/27	EUR	13,250,000		1,490,658
					$	5,163,936
Total Return Bond Fund
	CapStone Acquisition Holdings, Inc.	11/12/27		1,216,000	$	11,017
	CTL Logistics	08/10/42		692,113		25,366
	Datix Bidco Ltd.	09/22/21	GBP	45,800,000		6
	HAH Group Holding Co. LLC	10/29/27		2,223,216		30,073
	Higginbotham	11/25/22		5,293,642		27,673
	HighTower Holding LLC	04/21/28		3,840,000		–
	Hillman Group, Inc.	02/24/28		2,531,646		6,017
	Jones Deslauriers Insurance Management, Inc.	03/26/29	CAD	318,000		–
	MB2 Dental Solutions LLC	01/29/27		12,346,912		229,679
	National Mentor Holdings, Inc.	03/02/28		731,999		3,472
	SCP Eye Care Services LLC	03/16/28		1,270,455		1,588
	Service Logic Acquisition, Inc.	10/22/27		2,472,537		22,313
	Southern Veterinary Partners LLC	10/05/27		2,696,970		24,142
	Team.Blue Finco SARL	03/27/28	EUR	1,229,730		5,470
	TricorBraun Holdings, Inc.	03/03/28		1,340,168		10,547
	Venture Global Calcasieu Pass LLC	08/19/26		8,800,687		572,045
					$	969,408

* The face amount is denominated in U.S. dollars unless otherwise indicated.

CAD – Canadian Dollar

EUR - Euro

GBP – British Pound

Note 6– Restricted Securities

The securities below are considered illiquid and restricted under guidelines established by the Board:

Fund	Restricted Securities	Acquisition Date	Cost		Value
Core Bond Fund
	Central Storage Safety Project Trust
	4.82% due 02/01/38	03/20/18	$	1,008,770	$	1,079,810
	Copper River CLO Ltd.
	2007-1A, due 01/20/212	05/09/14		19,810		20,559
	Putnam Structured Product Funding Ltd.
	2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/381	06/01/16		3,356		3,577
			$	1,031,936	$	1,103,946
Floating Rate Strategies Fund
	Airplanes Pass Through Trust
	2001-1A, due 03/15/193	12/27/11	$	723,184	$	90
	Mirabela Nickel Ltd.
	due 06/24/193	12/31/13		1,160,811		51,193
			$	1,883,995	$	51,283

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

High Yield Fund
	Basic Energy Services, Inc.
	10.75% due 10/15/23	09/25/18	$	1,218,877	$	232,750
	Mirabela Nickel Ltd.
	due 06/24/193	12/31/13		252,369		11,125
			$	1,471,246	$	243,875
Limited Duration Fund
	Cascade Funding Mortgage Trust
	2018-RM2, 4.00% (WAC) due 10/25/681	11/02/18	$	9,335,034	$	9,747,823
	Cascade Funding Mortgage Trust
	2019-RM3, 2.80% (WAC) due 06/25/691	06/25/19		2,932,688		2,994,497
	Copper River CLO Ltd.
	2007-1A, due 01/20/212	05/09/14		14,150		14,685
	FKRT
	2020-C2A, 3.25% due 12/30/23	12/03/20		15,620,555		15,631,169
	LSTAR Securities Investment Ltd.
	2021-2, 1.79% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 03/02/261	03/17/21		7,697,301		7,694,038
	LSTAR Securities Investment Ltd.
	2021-1, 1.89% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/01/261	02/04/21		12,138,767		12,167,257
	Putnam Structured Product Funding Ltd.
	2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/381	06/01/16		10,067		10,730
			$	47,748,562	$	48,260,199
Macro Opportunities Fund
	Airplanes Pass Through Trust
	2001-1A, due 03/15/193	01/18/12	$	1,691,716	$	210
	Atlas Mara Ltd.
	8.00% due 12/31/21	10/01/15		14,183,123		7,725,600
	Basic Energy Services, Inc.
	10.75% due 10/15/23	09/25/18		1,492,503		285,000
	Copper River CLO Ltd.
	2007-1A, due 01/20/212	05/09/14		230,652		239,366
	FKRT
	2020-C2A, 3.25% due 12/30/23	12/03/20		23,222,617		23,238,396
	Mirabela Nickel Ltd.
	due 06/24/193	12/31/13		1,710,483		75,417
	Princess Juliana International Airport Operating Company N.V.
	5.50% due 12/20/27	12/17/12		1,145,839		1,033,757
	Putnam Structured Product Funding Ltd.
	2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/381	06/01/16		92,677		97,648
	Secured Tenant Site Contract Revenue Notes Series
	2018-1A, 4.70% due 06/15/48	05/25/18		6,758,824		6,942,789
			$	50,528,434	$	39,638,183
Total Return Bond Fund
	Airplanes Pass Through Trust
	2001-1A, due 03/15/193	11/30/11	$	335,966	$	41
	Atlas Mara Ltd.
	8.00% due 12/31/21	10/01/15		6,500,139		3,540,900
	Cascade Funding Mortgage Trust
	2018-RM2, 4.00% (WAC) due 10/25/681	11/02/18		13,535,799		14,134,343
	Cascade Funding Mortgage Trust
	2019-RM3, 2.80% (WAC) due 06/25/691	06/25/19		10,632,636		10,855,052
	Central Storage Safety Project Trust
	4.82% due 02/01/38	02/02/18		20,864,281		22,136,096
	Copper River CLO Ltd.
	2007-1A, due 01/20/212	05/09/14		42,451		44,055
	FKRT
	2020-C2A, 3.25% due 12/30/23	12/03/20		101,051,610		101,120,272
	LSTAR Securities Investment Ltd.
	2021-1, 1.89% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/01/261	02/04/21		67,291,003		67,448,936
	LSTAR Securities Investment Ltd.
	2021-2, 1.79% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 03/02/261	03/17/21		36,031,955		36,016,677
	Princess Juliana International Airport Operating Company N.V.
	5.50% due 12/20/27	12/17/12		1,732,083		1,562,657
	Putnam Structured Product Funding Ltd.
	2003-1A, 1.18% (1 Month USD LIBOR + 1.00%, Rate Floor: 0.00%) due 10/15/381	06/01/16		122,009		129,840
			$	258,139,932	$	256,988,869

NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)                            

Ultra Short Duration Fund
	Cascade Funding Mortgage Trust
	2019-RM3, 2.80% (WAC) due 06/25/691	06/25/19	$	366,586	$	374,312
	FKRT
	2020-C2A, 3.25% due 12/30/23	12/03/20		2,720,085		2,721,934
	LSTAR Securities Investment Ltd.
	2021-2, 1.79% (1 Month USD LIBOR + 1.70%, Rate Floor: 1.70%) due 03/02/261	03/17/21		1,313,069		1,312,512
	LSTAR Securities Investment Ltd.
	2021-1, 1.89% (1 Month USD LIBOR + 1.80%, Rate Floor: 1.80%) due 02/01/261	02/04/21		2,349,439		2,354,953
			$	6,749,179	$	6,763,711

1	Variable rate security. Rate indicated is the rate effective at June 30, 2021. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.
2	Security has no stated coupon. However, it is expected to receive residual cash flow payments on defined deal dates.
3	Security is in default of interest and/or principal obligations.

Note 7 – COVID-19

The global ongoing crisis caused by the outbreak of COVID-19 and the current recovery underway is causing disruption to consumer demand and economic output and supply chains. There are still travel restrictions and quarantines, and adverse impacts on local and global economies. Investors should be aware that in light of the current uncertainty, volatility and distress in economies, financial markets, and labor and public health conditions around the world, the Fund’s investments and a shareholder’s investment in a Fund are subject to sudden and substantial losses, increased volatility and other adverse events. Firms through which investors invest with the Fund, the Fund, their service providers, the markets in which they invest and market intermediaries are also impacted by quarantines and similar measures intended to respond to and contain the ongoing pandemic, which can obstruct their functioning and subject them to heightened operational and other risks.

OTHER INFORMATION (Unaudited)   

Sector Classification

Information in the Schedule of Investments is categorized by sectors using sector-level Classifications defined by the Bloomberg Industry Classification System, a widely recognized industry classification system provider. Each Fund’s registration statement has investment policies relating to concentration in specific sectors/industries. For purposes of these investment policies, the Funds usually classify sectors/industries based on industry-level Classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.