Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

1

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

BONDS

–

106

.89

%

ASSET-BACKED

SECURITIES

—

5

.39

%

**

Aames

Mortgage

Trust,

Series

2002-1,

Class

A3

(STEP-reset

date

08/25/21)

7.40%

06/25/32

$

32,401‌

$

32,775‌

Academic

Loan

Funding

Trust,

Series

2012-1A,

Class

A2

(LIBOR

USD

1-Month

plus

1.10%)

1.19%

12/27/44

1,2

19,805,417‌

20,097,769‌

Accredited

Mortgage

Loan

Trust,

Series

2007-1,

Class

A4

(LIBOR

USD

1-Month

plus

0.22%)

0.31%

02/25/37

2

23,444,257‌

23,233,191‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2004-IN1,

Class

A1

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

05/25/34

2

158,428‌

155,328‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2006-HE3,

Class

A2C

(LIBOR

USD

1-Month

plus

0.30%)

0.39%

06/25/36

2

2,788,798‌

2,472,638‌

ACE

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2007-ASP2,

Class

A1

(LIBOR

USD

1-Month

plus

0.38%)

0.47%

06/25/37

2

35,733,910‌

30,306,254‌

Aegis

Asset-Backed

Securities

Trust,

Series

2005-5,

Class

1A4

(LIBOR

USD

1-Month

plus

0.70%)

0.79%

12/25/35

2

90,641‌

90,720‌

AIG

CLO

LLC,

Series

2020-1A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.16%)

0.00%

04/15/34

1,2,3

48,800,000‌

48,833,086‌

Aimco

CLO

11

Ltd.,

Series

2020-11A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.38%)

1.56%

10/15/31

1,2,3

7,100,000‌

7,116,472‌

Aimco

CLO

12

Ltd.,

Series

2020-12A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.21%)

1.44%

01/17/32

1,2,3

48,385,000‌

48,473,545‌

Aimco

CLO,

Series

2015-AA,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.85%)

1.03%

01/15/28

1,2,3

2,698,622‌

2,695,789‌

Ajax

Mortgage

Loan

Trust,

Series

2019-F,

Class

A1

(STEP-reset

date

07/25/21)

2.86%

07/25/59

1

188,022‌

190,005‌

Ameriquest

Mortgage

Securities

Trust,

Series

2006-R1,

Class

M1

(LIBOR

USD

1-Month

plus

0.59%)

0.68%

03/25/36

2

9,320,306‌

9,355,387‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Ameriquest

Mortgage

Securities,

Inc.,

Asset-Backed

Pass-

Through

Certificates,

Series

2004-R10,

Class

A1

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

11/25/34

2

$

10,160,565‌

$

9,854,327‌

AMMC

CLO

19

Ltd.,

Series

2016-19A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.14%)

1.32%

10/16/28

1,2,3

50,237,081‌

50,239,593‌

AMMC

CLO

23

Ltd.,

Series

2020-23A,

Class

A1L

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.40%)

1.59%

10/17/31

1,2,3

11,960,000‌

11,977,940‌

Amresco

Residential

Securities

Corp.

Mortgage

Loan

Trust,

Series

1998-1,

Class

A5

(STEP-reset

date

08/25/21)

7.37%

10/25/27

20,695‌

21,060‌

Apidos

CLO

XXII,

Series

2015-22A,

Class

A1R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.06%)

1.25%

04/20/31

1,2,3

21,475,000‌

21,471,714‌

Argent

Securities,

Inc.,

Asset-Backed

Pass-Through

Certificates,

Series

2005-W2,

Class

M1

(LIBOR

USD

1-Month

plus

0.74%)

0.83%

10/25/35

2

222,051‌

222,361‌

Argent

Securities,

Inc.,

Asset-Backed

Pass-Through

Certificates,

Series

2005-W3,

Class

A1

(LIBOR

USD

1-Month

plus

0.52%)

0.61%

11/25/35

2

7,997,330‌

7,887,431‌

Argent

Securities,

Inc.,

Asset-Backed

Pass-Through

Certificates,

Series

2005-W3,

Class

M1

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

11/25/35

2

19,840,000‌

19,503,365‌

Asset-Backed

Funding

Certificates,

Series

2005-HE1,

Class

M1

(LIBOR

USD

1-Month

plus

0.63%)

0.72%

03/25/35

2

907,482‌

908,021‌

Asset-Backed

Funding

Certificates,

Series

2006-OPT3,

Class

A3B

(LIBOR

USD

1-Month

plus

0.32%)

0.41%

11/25/36

2

46,656,934‌

27,613,767‌

Asset-Backed

Funding

Certificates,

Series

2007-WMC1,

Class

A2A

(LIBOR

USD

1-Month

plus

0.75%)

0.84%

06/25/37

2

25,446,401‌

23,529,140‌

Asset-Backed

Funding

Certificates,

Series

2007-WMC1,

Class

A2B

(LIBOR

USD

1-Month

plus

1.00%)

1.09%

06/25/37

2

18,589,487‌

17,419,419‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

2

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Asset-Backed

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2006-HE5,

Class

A1

(LIBOR

USD

1-Month

plus

0.13%)

0.22%

07/25/36

2

$

4,290,309‌

$

4,160,401‌

Asset-Backed

Securities

Corp.

Home

Equity

Loan

Trust,

Series

2006-HE6,

Class

A5

(LIBOR

USD

1-Month

plus

0.23%)

0.32%

11/25/36

2

18,411,000‌

17,075,657‌

Barings

CLO

Ltd.,

Series

2013-IA,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.80%)

0.99%

01/20/28

1,2,3

23,900,702‌

23,878,475‌

Barings

CLO

Ltd.,

Series

2016-2A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.08%)

1.27%

07/20/28

1,2,3

38,718,467‌

38,723,113‌

Barings

CLO

Ltd.,

Series

2018-3A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.95%)

1.14%

07/20/29

1,2,3

35,811,000‌

35,798,466‌

Barings

CLO

Ltd.,

Series

2020-4A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.22%)

1.44%

01/20/32

1,2,3

19,110,000‌

19,137,709‌

Bayview

Commercial

Asset

Trust,

Series

2004-1,

Class

A

(LIBOR

USD

1-Month

plus

0.54%)

0.63%

04/25/34

1,2

17,109‌

17,116‌

Bayview

Commercial

Asset

Trust,

Series

2004-2,

Class

A

(LIBOR

USD

1-Month

plus

0.65%)

0.74%

08/25/34

1,2

168,888‌

167,700‌

Bayview

Commercial

Asset

Trust,

Series

2004-3,

Class

A1

(-1.00

X

LIBOR

USD

1-Month

plus

0.56%)

0.46%

01/25/35

1,2

1,076,249‌

1,061,781‌

Bayview

Commercial

Asset

Trust,

Series

2005-1A,

Class

A1

(LIBOR

USD

1-Month

plus

0.45%)

0.54%

04/25/35

1,2

2,273,044‌

2,216,208‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2006-HE9,

Class

3A

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

11/25/36

2

5,910,047‌

5,581,477‌

BlueMountain

Fuji

U.S.

CLO

I

Ltd.,

Series

2017-1A,

Class

A1R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.98%)

1.17%

07/20/29

1,2,3

28,145,000‌

28,118,065‌

Brazos

Education

Loan

Authority,

Inc.,

Series

2012-1,

Class

A1

(LIBOR

USD

1-Month

plus

0.70%)

0.79%

12/26/35

2

33,503‌

33,302‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Brazos

Higher

Education

Authority,

Inc.,

Series

2010-1,

Class

A2

(LIBOR

USD

3-Month

plus

1.20%)

1.35%

02/25/35

2

$

12,315,000‌

$

12,510,516‌

Brazos

Higher

Education

Authority,

Inc.,

Series

2011-1,

Class

A3

(LIBOR

USD

3-Month

plus

1.05%)

1.20%

11/25/33

2

16,050,000‌

16,338,524‌

Brazos

Higher

Education

Authority,

Inc.,

Series

2011-2,

Class

A3

(LIBOR

USD

3-Month

plus

1.00%)

1.18%

10/27/36

2

24,361,000‌

24,671,491‌

Carrington

Mortgage

Loan

Trust,

Series

2005-NC5,

Class

M1

(LIBOR

USD

1-Month

plus

0.72%)

0.81%

10/25/35

2

182,528‌

183,142‌

Carrington

Mortgage

Loan

Trust,

Series

2006-NC1,

Class

A4

(LIBOR

USD

1-Month

plus

0.31%)

0.40%

01/25/36

2

27,456,746‌

27,397,242‌

Carrington

Mortgage

Loan

Trust,

Series

2006-OPT1,

Class

M1

(LIBOR

USD

1-Month

plus

0.53%)

0.62%

02/25/36

2

130,021‌

129,353‌

Cedar

Funding

XII

CLO

Ltd.,

Series

2020-12A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.27%)

1.45%

10/25/32

1,2,3

4,970,000‌

4,975,517‌

Chase

Funding

Trust,

Series

2003-5,

Class

2A2

(LIBOR

USD

1-Month

plus

0.60%)

0.69%

07/25/33

2

3,059‌

2,873‌

Chase

Funding

Trust,

Series

2004-2,

Class

2A2

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

02/26/35

2

5,668‌

5,190‌

CIT

Education

Loan

Trust,

Series

2007-1,

Class

B

(LIBOR

USD

3-Month

plus

0.30%)

0.45%

06/25/42

1,2

11,662,729‌

10,718,973‌

CIT

Mortgage

Loan

Trust,

Series

2007-1,

Class

1A

(LIBOR

USD

1-Month

plus

1.35%)

1.44%

10/25/37

1,2

34,865,185‌

35,240,704‌

Citicorp

Residential

Mortgage

Trust,

Series

2006-2,

Class

A5

(STEP-reset

date

08/25/21)

5.20%

09/25/36

177,397‌

180,206‌

Citicorp

Residential

Mortgage

Trust,

Series

2007-1,

Class

A5

(STEP-reset

date

08/25/21)

5.12%

03/25/37

458,459‌

471,069‌

Citigroup

Mortgage

Loan

Trust,

Series

2006-HE2,

Class

M1

(LIBOR

USD

1-Month

plus

0.29%)

0.38%

08/25/36

2

224,580‌

225,406‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

3

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Citigroup

Mortgage

Loan

Trust,

Series

2006-WF2,

Class

A1

(STEP-reset

date

08/25/21)

7.25%

05/25/36

$

37,062,355‌

$

26,277,703‌

Citigroup

Mortgage

Loan

Trust,

Inc.,

Series

2007-WFH3,

Class

A3

(LIBOR

USD

1-Month

plus

0.25%)

0.34%

06/25/37

2

143,517‌

143,040‌

Clear

Creek

CLO,

Series

2015-1A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.20%)

1.39%

10/20/30

1,2,3

27,190,000‌

27,194,078‌

College

Loan

Corp.

Trust,

Series

2005-2,

Class

B

(LIBOR

USD

3-Month

plus

0.49%)

0.67%

01/15/37

2

2,245,882‌

2,075,289‌

Conseco

Finance

Corp.,

Series

1996-7,

Class

M1

7.70%

09/15/26

4

457,122‌

461,868‌

Conseco

Finance

Corp.,

Series

1998-3,

Class

A6

6.76%

03/01/30

4

95,122‌

95,179‌

Conseco

Finance

Corp.,

Series

1998-6,

Class

A8

6.66%

06/01/30

4

9,633‌

9,644‌

Countrywide

Asset-Backed

Certificates

Trust,

Series

2005-13,

Class

AF4

5.81%

04/25/36

4

205,928‌

206,734‌

Countrywide

Asset-Backed

Certificates

Trust,

Series

2005-AB2,

Class

1A1

(LIBOR

USD

1-Month

plus

0.46%)

0.55%

11/25/35

2

1,768,041‌

1,768,251‌

Countrywide

Asset-Backed

Certificates

Trust,

Series

2007-13,

Class

2A2

(LIBOR

USD

1-Month

plus

0.80%)

0.89%

10/25/47

2

9,330,680‌

9,279,418‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2003-CB1,

Class

AF

(STEP-reset

date

08/25/21)

3.95%

01/25/33

11,183‌

11,433‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2003-CB5,

Class

M1

(LIBOR

USD

1-Month

plus

1.02%)

1.11%

11/25/33

2

64,120‌

63,585‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2006-CB7,

Class

A1

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

10/25/36

2

45,646,971‌

39,727,549‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2006-CB8,

Class

A1

(LIBOR

USD

1-Month

plus

0.28%)

0.37%

10/25/36

2

13,121,688‌

12,193,945‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2006-CB9,

Class

A3

(LIBOR

USD

1-Month

plus

0.15%)

0.24%

11/25/36

2

26,967,997‌

16,184,436‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2007-CB1,

Class

AF4

(STEP-reset

date

08/25/21)

3.26%

01/25/37

$

6,812,456‌

$

2,991,333‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2007-CB1,

Class

AF5

(STEP-reset

date

08/25/21)

3.26%

01/25/37

12,802,227‌

5,625,311‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Series

2007-CB5,

Class

A2

(LIBOR

USD

1-Month

plus

0.17%)

0.26%

04/25/37

2

24,258,855‌

18,373,344‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Mortgage

Loan

Trust,

Series

2007-CB2,

Class

A2C

(STEP-reset

date

08/25/21)

3.74%

02/25/37

29,560,038‌

23,875,643‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Mortgage

Loan

Trust,

Series

2007-CB2,

Class

A2D

(STEP-reset

date

08/25/21)

3.74%

02/25/37

21,642,349‌

17,477,313‌

Credit-Based

Asset

Servicing

and

Securitization

LLC,

Mortgage

Loan

Trust,

Series

2007-CB2,

Class

A2E

(STEP-reset

date

08/25/21)

3.74%

02/25/37

3,935,628‌

3,178,618‌

CSAB

Mortgage-Backed

Trust,

Series

2006-4,

Class

A6B

(STEP-reset

date

08/25/21)

6.28%

12/25/36

5,268,016‌

460,828‌

Dryden

30

Senior

Loan

Fund,

Series

2013-30A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.82%)

0.98%

11/15/28

1,2,3

18,300,088‌

18,311,929‌

Dryden

83

CLO

Ltd.,

Series

2020-83A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.22%)

1.46%

01/18/32

1,2,3

29,220,000‌

29,259,155‌

Dryden

XXVI

Senior

Loan

Fund,

Series

2013-26A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.90%)

1.08%

04/15/29

1,2,3

22,948,000‌

22,930,560‌

Eaton

Vance

CLO

Ltd.,

Series

2013-1A,

Class

A13R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.25%)

1.43%

01/15/34

1,2,3

23,950,000‌

24,015,863‌

Eaton

Vance

CLO

Ltd.,

Series

2020-1A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.65%)

1.83%

10/15/30

1,2,3

34,575,000‌

34,648,991‌

ECMC

Group

Student

Loan

Trust,

Series

2016-1A,

Class

A

(LIBOR

USD

1-Month

plus

1.35%)

1.44%

07/26/66

1,2

35,436,103‌

36,485,507‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

4

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Education

Loan

Asset-Backed

Trust

I,

Series

2013-1,

Class

A2

(LIBOR

USD

1-Month

plus

0.80%)

0.89%

04/26/32

1,2

$

11,435,255‌

$

11,479,743‌

Educational

Funding

of

the

South,

Inc.,

Series

2011-1,

Class

A2

(LIBOR

USD

3-Month

plus

0.65%)

0.83%

04/25/35

2

14,084‌

14,142‌

Educational

Funding

of

the

South,

Inc.,

Series

2012-1,

Class

A

(LIBOR

USD

1-Month

plus

1.05%)

1.14%

03/25/36

2

9,337,059‌

9,394,340‌

EFS

Volunteer

No.

2

LLC,

Series

2012-1,

Class

A2

(LIBOR

USD

1-Month

plus

1.35%)

1.44%

03/25/36

1,2

11,677,025‌

11,922,996‌

Equity

One

Mortgage

Pass-Through

Trust,

Series

2002-4,

Class

M1

5.22%

02/25/33

4

8,753‌

8,867‌

Equity

One

Mortgage

Pass-Through

Trust,

Series

2002-5,

Class

M1

(STEP-reset

date

08/25/21)

5.80%

11/25/32

36,213‌

37,430‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF13,

Class

A2C

(LIBOR

USD

1-Month

plus

0.32%)

0.41%

10/25/36

2

11,923,213‌

9,706,424‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF13,

Class

A2D

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

10/25/36

2

751,849‌

620,637‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF18,

Class

A2B

(LIBOR

USD

1-Month

plus

0.11%)

0.20%

12/25/37

2

6,569,346‌

6,107,317‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF18,

Class

A2C

(LIBOR

USD

1-Month

plus

0.16%)

0.25%

12/25/37

2

18,066,292‌

16,857,326‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF18,

Class

A2D

(LIBOR

USD

1-Month

plus

0.21%)

0.30%

12/25/37

2

13,093,860‌

12,262,328‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF5,

Class

1A

(LIBOR

USD

1-Month

plus

0.30%)

0.39%

04/25/36

2

16,772,901‌

16,655,219‌

First

Franklin

Mortgage

Loan

Trust,

Series

2006-FF8,

Class

IIA4

(LIBOR

USD

1-Month

plus

0.46%)

0.55%

07/25/36

2

28,155,605‌

27,676,703‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF1,

Class

A2C

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

01/25/38

2

63,377,842‌

44,031,990‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A1

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

03/25/37

2

$

56,999,906‌

$

38,261,990‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A2B

(LIBOR

USD

1-Month

plus

0.10%)

0.19%

03/25/37

2

24,199,877‌

14,751,766‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A2C

(LIBOR

USD

1-Month

plus

0.15%)

0.24%

03/25/37

2

13,873,402‌

8,533,591‌

First

Franklin

Mortgage

Loan

Trust,

Series

2007-FF2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.22%)

0.31%

03/25/37

2

25,831,907‌

16,089,101‌

Flatiron

CLO

21

Ltd.,

Series

2021-1A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.11%)

1.26%

07/19/34

1,2,3

52,500,000‌

52,531,448‌

Galaxy

XXIX

CLO

Ltd.,

Series

2018-29A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.79%)

0.95%

11/15/26

1,2,3

2,977,539‌

2,978,394‌

GCO

Education

Loan

Funding

Trust,

Series

2006-1,

Class

A11L

(LIBOR

USD

3-Month

plus

0.23%)

0.38%

05/25/36

2

25,000,000‌

24,551,940‌

Global

SC

Finance

II

SRL,

Series

2014-1A,

Class

A2

(Barbados)

3.09%

07/17/29

1,3

27,455,542‌

27,715,068‌

GMACM

Home

Equity

Loan

Trust,

Series

2000-HE2,

Class

A1

(LIBOR

USD

1-Month

plus

0.44%)

0.61%

06/25/30

2

12,823‌

9,792‌

Goal

Capital

Funding

Trust,

Series

2006-1,

Class

B

(LIBOR

USD

3-Month

plus

0.45%)

0.60%

08/25/42

2

2,031,176‌

1,908,807‌

Goal

Structured

Solutions

Trust,

Series

2015-1,

Class

A

(LIBOR

USD

1-Month

plus

0.65%)

0.74%

09/25/41

1,2

17,433,673‌

17,398,731‌

GoldenTree

Loan

Management

U.S.

CLO

8

Ltd.,

Series

2020-8A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.55%)

1.74%

07/20/31

1,2,3

10,025,000‌

10,045,050‌

GoldenTree

Loan

Opportunities

IX

Ltd.,

Series

2014-9A,

Class

AR2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.11%)

1.29%

10/29/29

1,2,3

5,283,000‌

5,283,792‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

5

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

GSAA

Home

Equity

Trust,

Series

2005-11,

Class

1A1

(LIBOR

USD

1-Month

plus

0.56%)

0.65%

10/25/35

2

$

1,164,353‌

$

1,166,588‌

GSAA

Home

Equity

Trust,

Series

2005-11,

Class

2A2

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

10/25/35

2

118,599‌

117,815‌

GSAA

Home

Equity

Trust,

Series

2005-11,

Class

3A2

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

10/25/35

2

76,650‌

76,418‌

GSAA

Home

Equity

Trust,

Series

2005-6,

Class

M1

(LIBOR

USD

1-Month

plus

0.65%)

0.74%

06/25/35

2

113,000‌

113,701‌

GSAMP

Trust,

Series

2005-AHL2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.35%)

0.44%

12/25/35

2

25,415,360‌

24,967,828‌

GSAMP

Trust,

Series

2006-NC1,

Class

A3

(LIBOR

USD

1-Month

plus

0.58%)

0.67%

02/25/36

2

74,014‌

73,209‌

GSAMP

Trust,

Series

2007-HE2,

Class

A1

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

03/25/47

2

75,590,910‌

70,010,093‌

HSI

Asset

Securitization

Corp.

Trust,

Series

2006-HE1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.28%)

0.37%

10/25/36

2

57,017,657‌

24,736,609‌

IndyMac

Manufactured

Housing

Contract

Pass-Through

Certificates,

Series

1997-1,

Class

A3

6.61%

02/25/28

35,904‌

36,207‌

J.G.

Wentworth

XXX

LLC,

Series

2013-3A,

Class

A

4.08%

01/17/73

1

611,270‌

687,478‌

J.G.

Wentworth

XXXII

LLC,

Series

2014-2A,

Class

A

3.61%

01/17/73

1

40,350,462‌

44,781,665‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2005-WMC1,

Class

M2

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

09/25/35

2

463,369‌

466,158‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2006-WF1,

Class

A3A

(STEP-reset

date

08/25/21)

6.33%

07/25/36

31,945,603‌

13,880,075‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2006-WF1,

Class

A6

(STEP-reset

date

08/25/21)

6.50%

07/25/36

4,454,737‌

1,927,708‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-CH4,

Class

A1

(LIBOR

USD

1-Month

plus

0.15%)

0.24%

05/25/37

2

26,723,468‌

25,488,163‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-CH5,

Class

A5

(LIBOR

USD

1-Month

plus

0.26%)

0.35%

06/25/37

2

$

166,570‌

$

165,537‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF1

(LIBOR

USD

1-Month

plus

0.10%)

0.19%

03/25/47

2

123,715‌

75,789‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF2

(STEP-reset

date

08/25/21)

4.22%

03/25/47

8,093,163‌

6,444,531‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF3

(STEP-reset

date

08/25/21)

4.22%

05/25/35

6,811,384‌

5,423,833‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AF4

(STEP-reset

date

08/25/21)

4.22%

03/25/47

3,096,084‌

2,465,353‌

JPMorgan

Mortgage

Acquisition

Trust,

Series

2007-HE1,

Class

AV4

(LIBOR

USD

1-Month

plus

0.28%)

0.37%

03/25/47

2

240,000‌

232,977‌

LCM

XIII

LP,

Series

13A,

Class

ARR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.14%)

1.33%

07/19/27

1,2,3

25,575,000‌

25,578,836‌

LCM

XVIII

LP,

Series

19A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.24%)

1.42%

07/15/27

1,2,3

13,164,787‌

13,166,499‌

LCM

XX

LP,

Series

20A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.04%)

1.23%

10/20/27

1,2,3

4,683,771‌

4,686,726‌

LCM

XXI

LP,

Series

21A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.88%)

1.07%

04/20/28

1,2,3

20,676,623‌

20,662,976‌

Lehman

ABS

Mortgage

Loan

Trust,

Series

2007-1,

Class

2A2

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

06/25/37

1,2

223,246‌

177,569‌

Lehman

Brothers

Small

Balance

Commercial

Mortgage

Trust,

Series

2007-1A,

Class

2A3

5.62%

03/25/37

1,4

1,104,048‌

1,135,620‌

Lehman

XS

Trust,

Series

2006-5,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.42%)

0.51%

04/25/36

2

24,116,454‌

23,250,806‌

Lehman

XS

Trust,

Series

2006-8,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.16%)

0.41%

06/25/36

2

32,328,542‌

29,764,879‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

6

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

LoanCore

Issuer

Ltd.,

Series

2021-CRE5,

Class

A

(Cayman

Islands)

(LIBOR

USD

1-Month

plus

1.30%)

1.37%

07/15/36

1,2,3

$

45,000,000‌

$

45,154,661‌

Long

Beach

Mortgage

Loan

Trust,

Series

2004-4,

Class

M1

(LIBOR

USD

1-Month

plus

0.90%)

0.99%

10/25/34

2

107,232‌

106,566‌

Lucali

CLO

Ltd.,

Series

2020-1A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.21%)

1.45%

01/15/33

1,2,3

11,550,000‌

11,570,293‌

Madison

Park

Funding

XLVIII

Ltd.,

Series

2021-48A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.15%)

1.29%

04/19/33

1,2,3

30,825,000‌

30,875,861‌

Madison

Park

Funding

XXX

Ltd.,

Series

2018-30A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.75%)

0.93%

04/15/29

1,2,3

7,077,500‌

7,048,128‌

Madison

Park

Funding

XXXVIII

Ltd.,

Series

2021-38A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.12%)

1.25%

07/17/34

1,2,3

20,500,000‌

20,518,553‌

Magnetite

XVIII

Ltd.,

Series

2016-18A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.08%)

1.24%

11/15/28

1,2,3

20,600,000‌

20,610,506‌

Magnetite

XXV

Ltd.,

Series

2020-25A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.20%)

1.45%

01/25/32

1,2,3

27,025,000‌

27,049,214‌

Magnetite

XXVII

Ltd.,

Series

2020-27A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.55%)

1.74%

07/20/33

1,2,3

1,660,000‌

1,661,277‌

MASTR

Asset-Backed

Securities

Trust,

Series

2006-HE4,

Class

A3

(LIBOR

USD

1-Month

plus

0.30%)

0.39%

11/25/36

2

13,858,775‌

6,460,823‌

MASTR

Asset-Backed

Securities

Trust,

Series

2006-HE4,

Class

A4

(LIBOR

USD

1-Month

plus

0.42%)

0.51%

11/25/36

2

3,849,660‌

1,761,300‌

MASTR

Asset-Backed

Securities

Trust,

Series

2007-HE1,

Class

A3

(LIBOR

USD

1-Month

plus

0.21%)

0.30%

05/25/37

2

24,653,974‌

24,018,881‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-1,

Class

A1

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

04/25/37

2

$

158,107,518‌

$

97,095,021‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-1,

Class

A2B

(LIBOR

USD

1-Month

plus

0.17%)

0.26%

04/25/37

2

30,739,854‌

17,304,143‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-1,

Class

A2C

(LIBOR

USD

1-Month

plus

0.25%)

0.34%

04/25/37

2

64,395,133‌

36,821,569‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-2,

Class

A2C

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

05/25/37

2

31,773,970‌

18,708,590‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-2,

Class

A2D

(LIBOR

USD

1-Month

plus

0.32%)

0.41%

05/25/37

2

15,691,366‌

9,389,196‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-3,

Class

A2C

(LIBOR

USD

1-Month

plus

0.18%)

0.27%

06/25/37

2

12,548,954‌

9,359,542‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-3,

Class

A2D

(LIBOR

USD

1-Month

plus

0.25%)

0.34%

06/25/37

2

16,760,442‌

15,342,999‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-4,

Class

2A2

(LIBOR

USD

1-Month

plus

0.12%)

0.21%

07/25/37

2

27,446,243‌

24,312,735‌

Merrill

Lynch

First

Franklin

Mortgage

Loan

Trust,

Series

2007-4,

Class

2A3

(LIBOR

USD

1-Month

plus

0.16%)

0.25%

07/25/37

2

20,118,778‌

17,898,687‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2006-WMC2,

Class

A2B

(STEP-reset

date

08/25/21)

3.85%

03/25/37

29,237,198‌

10,685,000‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2006-WMC2,

Class

A2D

(STEP-reset

date

08/25/21)

3.85%

03/25/37

22,882,949‌

8,362,597‌

Mid-State

Capital

Corp.

Trust,

Series

2004-1,

Class

A

6.01%

08/15/37

178,135‌

188,455‌

Mid-State

Capital

Corp.

Trust,

Series

2005-1,

Class

A

5.75%

01/15/40

10,802,947‌

11,571,607‌

Mid-State

Capital

Corp.

Trust,

Series

2006-1,

Class

A

5.79%

10/15/40

1

8,616,518‌

9,187,945‌

Mid-State

Trust

XI,

Series

11,

Class

A1

4.86%

07/15/38

173,113‌

182,788‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

7

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2007-7AX,

Class

2A1

(LIBOR

USD

1-Month

plus

0.12%)

0.21%

04/25/37

2

$

4,855,661‌

$

2,067,095‌

Nationstar

Home

Equity

Loan

Trust,

Series

2006-B,

Class

AV4

(LIBOR

USD

1-Month

plus

0.28%)

0.37%

09/25/36

2

3,721,108‌

3,688,772‌

Nationstar

Home

Equity

Loan

Trust,

Series

2007-A,

Class

AV4

(LIBOR

USD

1-Month

plus

0.23%)

0.32%

03/25/37

2

101,077‌

100,433‌

Nationstar

Home

Equity

Loan

Trust,

Series

2007-C,

Class

2AV4

(LIBOR

USD

1-Month

plus

0.25%)

0.34%

06/25/37

2

7,333,608‌

7,170,893‌

Navient

Student

Loan

Trust,

Series

2014-1,

Class

A3

(LIBOR

USD

1-Month

plus

0.51%)

0.60%

06/25/31

2

734,926‌

735,868‌

Navient

Student

Loan

Trust,

Series

2014-2,

Class

A

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

03/25/83

2

35,832,617‌

35,739,764‌

Navient

Student

Loan

Trust,

Series

2014-3,

Class

A

(LIBOR

USD

1-Month

plus

0.62%)

0.71%

03/25/83

2

61,732,204‌

61,521,239‌

Navient

Student

Loan

Trust,

Series

2014-4,

Class

A

(LIBOR

USD

1-Month

plus

0.62%)

0.71%

03/25/83

2

92,759,729‌

92,410,934‌

Navient

Student

Loan

Trust,

Series

2014-6,

Class

A

(LIBOR

USD

1-Month

plus

0.61%)

0.70%

03/25/83

2

38,380,224‌

38,254,130‌

Navient

Student

Loan

Trust,

Series

2014-7,

Class

A

(LIBOR

USD

1-Month

plus

0.61%)

0.70%

03/25/83

2

78,872,397‌

78,554,999‌

Navient

Student

Loan

Trust,

Series

2015-1,

Class

A2

(LIBOR

USD

1-Month

plus

0.60%)

0.69%

04/25/40

2

59,011,288‌

59,364,472‌

Navient

Student

Loan

Trust,

Series

2015-2,

Class

A3

(LIBOR

USD

1-Month

plus

0.57%)

0.66%

11/26/40

2

116,759,335‌

116,497,209‌

Navient

Student

Loan

Trust,

Series

2016-7A,

Class

A

(LIBOR

USD

1-Month

plus

1.15%)

1.24%

03/25/66

1,2

57,506,057‌

59,216,046‌

Nelnet

Student

Loan

Trust,

Series

2006-1,

Class

A6

(LIBOR

USD

3-Month

plus

0.45%)

0.60%

08/23/36

1,2

11,684,369‌

11,593,688‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Nelnet

Student

Loan

Trust,

Series

2007-2A,

Class

A3L

(LIBOR

USD

3-Month

plus

0.35%)

0.50%

03/25/26

1,2

$

19,397,035‌

$

19,350,032‌

Nelnet

Student

Loan

Trust,

Series

2012-5A,

Class

A

(LIBOR

USD

1-Month

plus

0.60%)

0.69%

10/27/36

1,2

10,147,760‌

10,110,534‌

Nelnet

Student

Loan

Trust,

Series

2014-4A,

Class

A2

(LIBOR

USD

1-Month

plus

0.95%)

1.04%

11/25/48

1,2

11,630,000‌

11,935,349‌

Nelnet

Student

Loan

Trust,

Series

2014-5A,

Class

A

(LIBOR

USD

1-Month

plus

0.55%)

0.64%

07/25/46

1,2

56,584,112‌

56,478,792‌

Nelnet

Student

Loan

Trust,

Series

2015-1A,

Class

A

(LIBOR

USD

1-Month

plus

0.59%)

0.68%

04/25/46

1,2

105,552,008‌

105,149,802‌

Nelnet

Student

Loan

Trust,

Series

2015-3A,

Class

A3

(LIBOR

USD

1-Month

plus

0.90%)

0.99%

06/25/54

1,2

8,890,000‌

8,887,433‌

Neuberger

Berman

Loan

Advisers

CLO

36

Ltd.,

Series

2020-36A,

Class

A1R

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.25%)

1.44%

04/20/33

1,2,3

25,455,000‌

25,494,659‌

New

Century

Home

Equity

Loan

Trust,

Series

2003-6,

Class

M1

(LIBOR

USD

1-Month

plus

1.08%)

1.17%

01/25/34

2

110,719‌

110,191‌

New

Century

Home

Equity

Loan

Trust,

Series

2005-1,

Class

M1

(LIBOR

USD

1-Month

plus

0.68%)

0.77%

03/25/35

2

377,394‌

376,098‌

New

Century

Home

Equity

Loan

Trust,

Series

2005-D,

Class

A1

(LIBOR

USD

1-Month

plus

0.44%)

0.53%

02/25/36

2

180,686‌

180,086‌

New

Century

Home

Equity

Loan

Trust,

Series

2005-D,

Class

A2D

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

02/25/36

2

57,910‌

55,430‌

Nomura

Home

Equity

Loan,

Inc.,

Home

Equity

Loan

Trust,

Series

2006-HE2,

Class

A4

(LIBOR

USD

1-Month

plus

0.27%)

0.36%

03/25/36

2

12,307,563‌

12,272,545‌

North

Carolina

State

Education

Authority,

Series

2011-1,

Class

A3

(LIBOR

USD

3-Month

plus

0.90%)

1.08%

10/25/41

2

15,569,899‌

15,601,421‌

Oakwood

Mortgage

Investors,

Inc.,

Series

2000-A,

Class

A5

8.16%

09/15/29

4

21,028,664‌

8,744,849‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

8

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

OCP

CLO

Ltd.,

Series

2020-19A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.75%)

1.94%

07/20/31

1,2,3

$

16,640,000‌

$

16,654,360‌

OHA

Credit

Funding

3

Ltd.,

Series

2019-3A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.14%)

0.00%

07/02/35

1,2,3

33,250,000‌

33,273,308‌

OHA

Credit

Funding

7

Ltd.,

Series

2020-7A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.25%)

1.44%

10/19/32

1,2,3

14,400,000‌

14,414,688‌

Option

One

Mortgage

Loan

Trust,

Series

2006-1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.44%)

0.53%

01/25/36

2

7,592,828‌

7,320,299‌

Ownit

Mortgage

Loan

Trust,

Series

2006-4,

Class

A1

(LIBOR

USD

1-Month

plus

0.28%)

0.37%

05/25/37

2

14,605,741‌

13,674,461‌

Ownit

Mortgage

Loan

Trust,

Series

2006-4,

Class

A2D

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

05/25/37

2

18,154,005‌

16,592,873‌

Palmer

Square

CLO

Ltd.,

Series

2020-3A,

Class

A1A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.37%)

1.53%

11/15/31

1,2,3

32,300,000‌

32,401,131‌

Palmer

Square

Loan

Funding

Ltd.,

Series

2019-1A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.05%)

1.24%

04/20/27

1,2,3

5,745,635‌

5,745,348‌

Palmer

Square

Loan

Funding

Ltd.,

Series

2019-4A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

0.90%)

1.08%

10/24/27

1,2,3

40,461,488‌

40,483,701‌

Palmer

Square

Loan

Funding

Ltd.,

Series

2020-2A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.00%)

1.19%

04/20/28

1,2,3

26,876,858‌

26,891,291‌

Park

Avenue

Institutional

Advisers

CLO

Ltd.,

Series

2021-1A,

Class

A1A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.39%)

1.59%

01/20/34

1,2,3

50,000,000‌

50,290,000‌

PHEAA

Student

Loan

Trust,

Series

2015-1A,

Class

A

(LIBOR

USD

1-Month

plus

0.60%)

0.69%

10/25/41

1,2

111,075,932‌

110,441,405‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Popular

ABS

Mortgage

Pass-Through

Trust,

Series

2005-6,

Class

A5

(STEP-reset

date

08/25/21)

3.45%

01/25/36

$

22,910,000‌

$

20,940,308‌

Popular

ABS

Mortgage

Pass-Through

Trust,

Series

2006-D,

Class

A3

(LIBOR

USD

1-Month

plus

0.26%)

0.35%

11/25/36

2

42,958‌

42,590‌

Popular

ABS

Mortgage

Pass-Through

Trust,

Series

2007-A,

Class

A3

(LIBOR

USD

1-Month

plus

0.31%)

0.40%

06/25/47

2

23,015,500‌

21,542,448‌

Recette

CLO

Ltd.,

Series

2015-1A,

Class

ARR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.08%)

1.27%

04/20/34

1,2,3

42,760,000‌

42,603,498‌

Residential

Asset

Mortgage

Products

Trust,

Series

2004-SL3,

Class

A4

8.50%

12/25/31

18,572‌

12,159‌

Residential

Asset

Mortgage

Products

Trust,

Series

2005-RZ3,

Class

M3

(LIBOR

USD

1-Month

plus

0.55%)

0.92%

09/25/35

2

307,444‌

307,494‌

Residential

Asset

Mortgage

Products

Trust,

Series

2005-RZ4,

Class

M3

(LIBOR

USD

1-Month

plus

0.78%)

0.87%

11/25/35

2

163,237‌

163,225‌

Residential

Asset

Securities

Corp.,

Series

2006-KS3,

Class

M1

(LIBOR

USD

1-Month

plus

0.33%)

0.59%

04/25/36

2

696,362‌

695,911‌

Rockford

Tower

CLO

Ltd.,

Series

2017-2A,

Class

AR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.02%)

1.20%

10/15/29

1,2,3

26,680,000‌

26,667,460‌

Rockford

Tower

CLO

Ltd.,

Series

2017-3A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.19%)

1.38%

10/20/30

1,2,3

1,880,000‌

1,881,365‌

Rockford

Tower

CLO

Ltd.,

Series

2020-1A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.28%)

1.53%

01/20/32

1,2,3

23,840,000‌

23,887,203‌

Saxon

Asset

Securities

Trust,

Series

2001-2,

Class

AF6

(STEP-reset

date

08/25/21)

6.81%

06/25/16

171‌

173‌

Saxon

Asset

Securities

Trust,

Series

2007-1,

Class

A2C

(LIBOR

USD

1-Month

plus

0.15%)

0.24%

01/25/47

2

2,749,421‌

2,698,126‌

Saxon

Asset

Securities

Trust,

Series

2007-2,

Class

A2C

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

05/25/47

2

190,901‌

166,288‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

9

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

Saxon

Asset

Securities

Trust,

Series

2007-3,

Class

2A3

(LIBOR

USD

1-Month

plus

0.40%)

0.49%

09/25/47

2

$

32,151,768‌

$

30,955,798‌

Scholar

Funding

Trust,

Series

2012-B,

Class

A2

(LIBOR

USD

1-Month

plus

1.10%)

1.20%

03/28/46

1,2

19,571,304‌

19,918,218‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2006-CB1,

Class

AF2

(STEP-reset

date

08/25/21)

3.01%

01/25/36

6,367,767‌

5,206,253‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2006-CB5,

Class

A3

(LIBOR

USD

1-Month

plus

0.28%)

0.37%

06/25/36

2

242,313‌

188,492‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR1,

Class

A2A

(LIBOR

USD

1-Month

plus

0.11%)

0.20%

02/25/37

2

5,992,467‌

3,671,232‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR1,

Class

A2B

(LIBOR

USD

1-Month

plus

0.27%)

0.36%

02/25/37

2

29,664,587‌

18,676,655‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR2,

Class

A2

(LIBOR

USD

1-Month

plus

0.23%)

0.32%

02/25/37

2

40,055,414‌

21,871,466‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR5,

Class

A2A

(LIBOR

USD

1-Month

plus

0.13%)

0.22%

05/25/37

2

16,337,537‌

14,007,466‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-BR5,

Class

A2C

(LIBOR

USD

1-Month

plus

0.35%)

0.44%

05/25/37

2

12,321,629‌

10,829,842‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-NC1,

Class

A2B

(LIBOR

USD

1-Month

plus

0.15%)

0.24%

12/25/36

2

30,770,148‌

21,915,771‌

Securitized

Asset-Backed

Receivables

LLC

Trust,

Series

2007-NC2,

Class

A2B

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

01/25/37

2

16,223,950‌

14,303,253‌

SG

Mortgage

Securities

Trust,

Series

2007-NC1,

Class

A2

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

12/25/36

1,2

13,699,726‌

10,409,733‌

Sixth

Street

CLO

XVII

Ltd.,

Series

2021-17A,

Class

A

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.24%)

1.43%

01/20/34

1,2,3

41,060,000‌

41,180,018‌

Skyline

Aircraft

Finance

LLC,

Series

2021-1,

Class

A

3.23%

05/10/37

5,6

31,606,439‌

31,824,966‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

SLC

Student

Loan

Trust,

Series

2004-1,

Class

B

(LIBOR

USD

3-Month

plus

0.29%)

0.45%

08/15/31

2

$

269,727‌

$

250,812‌

SLC

Student

Loan

Trust,

Series

2008-1,

Class

A4A

(LIBOR

USD

3-Month

plus

1.60%)

1.72%

12/15/32

2

11,815,009‌

12,071,403‌

SLM

Student

Loan

Trust,

Series

2003-12,

Class

B

(LIBOR

USD

3-Month

plus

0.59%)

0.71%

03/15/38

2

51,484‌

49,641‌

SLM

Student

Loan

Trust,

Series

2003-4,

Class

A5E

(LIBOR

USD

3-Month

plus

0.75%)

0.87%

03/15/33

1,2

4,549,524‌

4,465,020‌

SLM

Student

Loan

Trust,

Series

2005-9,

Class

A7A

(LIBOR

USD

3-Month

plus

0.60%)

0.78%

01/25/41

2

57,050,903‌

57,030,304‌

SLM

Student

Loan

Trust,

Series

2006-2,

Class

A6

(LIBOR

USD

3-Month

plus

0.17%)

0.35%

01/25/41

2

32,176,500‌

31,502,327‌

SLM

Student

Loan

Trust,

Series

2006-8,

Class

A6

(LIBOR

USD

3-Month

plus

0.16%)

0.34%

01/25/41

2

32,989,000‌

32,377,153‌

SLM

Student

Loan

Trust,

Series

2007-1,

Class

A6

(LIBOR

USD

3-Month

plus

0.14%)

0.32%

01/27/42

2

32,050,000‌

31,149,166‌

SLM

Student

Loan

Trust,

Series

2007-1,

Class

B

(LIBOR

USD

3-Month

plus

0.22%)

0.40%

01/27/42

2

3,892,575‌

3,563,001‌

SLM

Student

Loan

Trust,

Series

2007-3,

Class

A4

(LIBOR

USD

3-Month

plus

0.06%)

0.24%

01/25/22

2

2,261,991‌

2,199,077‌

SLM

Student

Loan

Trust,

Series

2007-6,

Class

B

(LIBOR

USD

3-Month

plus

0.85%)

1.03%

04/27/43

2

4,256,180‌

4,046,647‌

SLM

Student

Loan

Trust,

Series

2007-7,

Class

A4

(LIBOR

USD

3-Month

plus

0.33%)

0.51%

01/25/22

2

271,333‌

266,318‌

SLM

Student

Loan

Trust,

Series

2008-1,

Class

A4

(LIBOR

USD

3-Month

plus

0.65%)

0.83%

01/25/22

2

36,093,541‌

35,562,604‌

SLM

Student

Loan

Trust,

Series

2008-2,

Class

A3

(LIBOR

USD

3-Month

plus

0.75%)

0.93%

04/25/23

2

82,068,397‌

81,075,651‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

10

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

SLM

Student

Loan

Trust,

Series

2008-2,

Class

B

(LIBOR

USD

3-Month

plus

1.20%)

1.38%

01/25/83

2

$

38,874,000‌

$

36,937,505‌

SLM

Student

Loan

Trust,

Series

2008-3,

Class

A3

(LIBOR

USD

3-Month

plus

1.00%)

1.18%

10/25/21

2

16,930‌

16,881‌

SLM

Student

Loan

Trust,

Series

2008-3,

Class

B

(LIBOR

USD

3-Month

plus

1.20%)

1.38%

04/26/83

2

2,260,000‌

2,114,961‌

SLM

Student

Loan

Trust,

Series

2008-4,

Class

A4

(LIBOR

USD

3-Month

plus

1.65%)

1.83%

07/25/22

2

1,978,831‌

1,998,499‌

SLM

Student

Loan

Trust,

Series

2008-4,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

2.03%

04/25/73

2

8,849,000‌

8,831,660‌

SLM

Student

Loan

Trust,

Series

2008-5,

Class

A4

(LIBOR

USD

3-Month

plus

1.70%)

1.88%

07/25/23

2

28,953,891‌

29,231,900‌

SLM

Student

Loan

Trust,

Series

2008-5,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

2.03%

07/25/73

2

37,199,000‌

36,835,052‌

SLM

Student

Loan

Trust,

Series

2008-6,

Class

A4

(LIBOR

USD

3-Month

plus

1.10%)

1.28%

07/25/23

2

12,375,166‌

12,417,112‌

SLM

Student

Loan

Trust,

Series

2008-6,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

2.03%

07/26/83

2

31,424,000‌

30,970,432‌

SLM

Student

Loan

Trust,

Series

2008-7,

Class

B

(LIBOR

USD

3-Month

plus

1.85%)

2.03%

07/26/83

2

17,206,000‌

17,183,362‌

SLM

Student

Loan

Trust,

Series

2008-8,

Class

A4

(LIBOR

USD

3-Month

plus

1.50%)

1.68%

04/25/23

2

2,587,383‌

2,601,553‌

SLM

Student

Loan

Trust,

Series

2008-8,

Class

B

(LIBOR

USD

3-Month

plus

2.25%)

2.43%

10/25/75

2

625,000‌

628,614‌

SLM

Student

Loan

Trust,

Series

2008-9,

Class

A

(LIBOR

USD

3-Month

plus

1.50%)

1.68%

04/25/23

2

59,117,095‌

59,542,729‌

SLM

Student

Loan

Trust,

Series

2008-9,

Class

B

(LIBOR

USD

3-Month

plus

2.25%)

2.43%

10/25/83

2

45,100,000‌

45,542,127‌

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

SLM

Student

Loan

Trust,

Series

2009-3,

Class

A

(LIBOR

USD

1-Month

plus

0.75%)

0.84%

01/25/45

1,2

$

152,517,113‌

$

155,096,498‌

SLM

Student

Loan

Trust,

Series

2011-1,

Class

A2

(LIBOR

USD

1-Month

plus

1.15%)

1.24%

10/25/34

2

2,607,511‌

2,659,080‌

SLM

Student

Loan

Trust,

Series

2012-1,

Class

A3

(LIBOR

USD

1-Month

plus

0.95%)

1.04%

09/25/28

2

597,521‌

591,783‌

SLM

Student

Loan

Trust,

Series

2012-2,

Class

A

(LIBOR

USD

1-Month

plus

0.70%)

0.79%

01/25/29

2

12,622,833‌

12,429,832‌

SLM

Student

Loan

Trust,

Series

2012-3,

Class

A

(LIBOR

USD

1-Month

plus

0.65%)

0.74%

12/27/38

2

14,749,826‌

14,743,503‌

SLM

Student

Loan

Trust,

Series

2012-7,

Class

A3

(LIBOR

USD

1-Month

plus

0.65%)

0.74%

05/26/26

2

21,843,135‌

21,437,757‌

Soundview

Home

Loan

Trust,

Series

2005-OPT1,

Class

M2

(LIBOR

USD

1-Month

plus

0.68%)

0.77%

06/25/35

2

14,186,351‌

14,161,198‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

2004-23XS,

Class

2A1

(-1.00

X

LIBOR

USD

1-Month

plus

0.45%,

4.55%

Cap)

0.39%

01/25/35

2

44,637‌

44,661‌

Student

Loan

Consolidation

Center

Student

Loan

Trust

I,

Series

2002-2,

Class

B2

(28

Day

Auction

Rate

plus

0.00%)

1.61%

07/01/42

1,2

17,450,000‌

16,108,514‌

TCI-Flatiron

CLO

Ltd.,

Series

2016-1A,

Class

AR2

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.15%)

1.34%

01/17/32

1,2,3

52,015,000‌

52,091,462‌

Treman

Park

CLO

Ltd.,

Series

2015-1A,

Class

ARR

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.07%)

1.26%

10/20/28

1,2,3

16,141,731‌

16,145,444‌

Voya

CLO

Ltd.,

Series

2020-2A,

Class

A1

(Cayman

Islands)

(LIBOR

USD

3-Month

plus

1.60%)

1.79%

07/19/31

1,2,3

44,530,000‌

44,545,586‌

WaMu

Asset-Backed

Certificates,

Series

2007-HE1,

Class

2A2

(LIBOR

USD

1-Month

plus

0.11%)

0.20%

01/25/37

2

3,428,736‌

2,140,210‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

11

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

ASSET-BACKED

SECURITIES

(continued)

WaMu

Asset-Backed

Certificates,

Series

2007-HE1,

Class

2A3

(LIBOR

USD

1-Month

plus

0.15%)

0.24%

01/25/37

2

$

42,180,690‌

$

26,515,512‌

WaMu

Asset-Backed

Certificates,

Series

2007-HE1,

Class

2A4

(LIBOR

USD

1-Month

plus

0.23%)

0.32%

01/25/37

2

10,624,737‌

6,756,589‌

Total

Asset-Backed

Securities

(Cost

$4,828,196,968)

4,840,233,014‌

BANK

LOANS

—

1

.62

%

*

Automotive

—

0

.02

%

Clarios

Global

LP,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.25%)

3.35%

04/30/26

2

19,812,770‌

19,670,416‌

Communications

—

0

.29

%

CenturyLink,

Inc.,

Term

Loan

A,

1st

Lien

(LIBOR

plus

2.00%)

2.10%

01/31/25

2

13,224,793‌

13,158,669‌

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

2.35%

03/15/27

2

49,757,050‌

49,153,746‌

Charter

Communications

Operating

LLC,

Term

Loan

B2,

1st

Lien

(LIBOR

plus

1.75%)

1.86%

02/01/27

2

7,928,947‌

7,877,726‌

CSC

Holdings

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

2.32%

07/17/25

2

15,974,707‌

15,792,995‌

Term

Loan

B5,

1st

Lien

(LIBOR

plus

2.50%)

2.57%

04/15/27

2

9,536,587‌

9,467,590‌

Diamond

Sports

Group

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.25%)

3.36%

08/24/26

2

46,989,317‌

28,663,719‌

Frontier

Communications

holdings

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.75%)

4.50%

05/01/28

2

16,739,880‌

16,779,135‌

Intelsat

Jackson

Holdings,

Delayed-Draw

Term

Loan,

1st

Lien

(Luxembourg)

(LIBOR

plus

5.50%)

6.50%

07/14/21

2,3

5,901,831‌

5,953,501‌

Intelsat

Jackson

Holdings

SA,

Term

Loan

B4,

1st

Lien

(Luxembourg)

(PRIME

plus

5.50%)

8.75%

01/02/24

2,3

2,000,000‌

2,041,670‌

Term

Loan

B5,

1st

Lien

(Luxembourg)

8.63%

01/02/24

2,3

25,379,651‌

25,891,813‌

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Communications

(continued)

Level

3

Parent

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

03/01/27

2

$

22,889,876‌

$

22,564,382‌

Sinclair

Television

Group,

Inc.,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

3.00%)

3.10%

04/01/28

2

12,850,000‌

12,769,687‌

Zayo

Group

Holdings,

Inc.,

Term

Loan,

1st

Lien

(LIBOR

plus

3.00%)

3.10%

03/09/27

2

51,032,237‌

50,557,892‌

260,672,525‌

Consumer

Discretionary

—

0

.02

%

Reynolds

Group

Holdings,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.75%)

2.85%

02/06/23

2

11,617,246‌

11,604,525‌

Sunshine

Luxembourg

VII

SARL,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.75%)

4.50%

10/01/26

2

7,704,402‌

7,742,423‌

19,346,948‌

Electric

—

0

.08

%

CommScope,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.25%)

3.35%

04/06/26

2

44,330,919‌

44,200,365‌

Homer

City

Generation

LP,

Term

Loan

B,

1st

Lien

(LIBOR

plus

11.00%)

15.00%

04/05/23

2,5,6

5,218,065‌

3,783,097‌

Vistra

Operations

Co.,

LLC,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

1.75%)

1.83%

12/31/25

2

5,307,898‌

5,277,033‌

1.85%

12/31/25

2

21,799,407‌

21,672,643‌

74,933,138‌

Entertainment

—

0

.01

%

CineWorld

Finance

U.S.,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.50%)

3.50%

02/28/25

2

7,799,140‌

6,892,919‌

Finance

—

0

.04

%

Auris

Lux

III

SA,

Term

Loan

B,

1st

Lien

(Luxembourg)

(LIBOR

plus

3.75%)

3.85%

02/27/26

2,3

1,469,929‌

1,456,480‌

Avolon

TLB

Borrower

1

U.S.

LLC,

Term

Loan

B5,

1st

Lien

(LIBOR

plus

2.50%)

3.25%

12/01/27

2

2,985,000‌

2,987,910‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

12

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Finance

(continued)

Telenet

Financing

USD

LLC,

Term

Loan

AR,

1st

Lien

(LIBOR

plus

2.00%)

2.07%

04/30/28

2

$

28,600,000‌

$

28,249,650‌

32,694,040‌

Food

—

0

.05

%

Hostess

Brands

LLC,

Term

Loan,

1st

Lien

(LIBOR

plus

2.25%)

3.00%

08/03/25

2

43,358,206‌

43,239,621‌

JBS

USA

LUX

SA,

Term

Loan

B,

1st

Lien

(Canada)

(LIBOR

plus

2.00%)

2.10%

05/01/26

2,3

1,119,103‌

1,117,061‌

44,356,682‌

Gaming

—

0

.05

%

Caesars

Resort

Collection

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.50%)

4.60%

07/21/25

2

4,962,500‌

4,984,211‌

Term

Loan,

1st

Lien

(LIBOR

plus

2.75%)

2.85%

12/23/24

2

19,436,758‌

19,293,606‌

Churchill

Downs,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.00%)

2.11%

12/27/24

2

11,572,708‌

11,518,432‌

2.11%

03/17/28

2

12,967,500‌

12,886,453‌

48,682,702‌

Health

Care

—

0

.66

%

Avantor

Funding,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

3.25%

11/08/27

2

67,063,000‌

67,167,618‌

Avolon

TLB

Borrower

1

U.S.

LLC,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

1.75%)

2.50%

01/15/25

2

6,520,459‌

6,513,678‌

Change

Healthcare

Holdings

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.50%)

3.50%

03/01/24

2

27,791,801‌

27,793,329‌

Elanco

Animal

Health,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

1.84%

08/01/27

2

93,789,450‌

92,490,466‌

Gentiva

Health

Services,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.75%)

2.88%

07/02/25

2

86,801,589‌

86,720,429‌

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.00%)

2.09%

11/15/27

2

54,880,917‌

54,390,556‌

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Health

Care

(continued)

Horizon

Therapeutics

USA,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.00%)

2.50%

03/15/28

2

$

72,537,353‌

$

72,174,666‌

Term

Loan

B1,

1st

Lien

(LIBOR

plus

2.00%)

2.38%

05/22/26

2

628,170‌

625,422‌

ICON

Luxembourg

SARL,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.50%)

2.50%

06/16/28

2

33,594,828‌

33,686,710‌

Indigo

Merger

Sub, Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.50%)

2.50%

06/16/28

2

8,370,172‌

8,393,065‌

Jazz

Financing

Lux

SARL,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.50%)

4.00%

05/05/28

2

43,160,000‌

43,345,372‌

Organon

&

Co.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.00%)

3.50%

06/02/28

2

27,125,000‌

27,187,252‌

PPD,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

2.75%

01/13/28

2

19,950,000‌

19,951,596‌

Valeant

Pharmaceuticals

International,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.75%)

2.84%

11/27/25

2

4,292,763‌

4,264,925‌

(LIBOR

plus

3.00%)

3.10%

06/02/25

2

44,635,139‌

44,492,976‌

589,198,060‌

Industrials

—

0

.17

%

Berry

Global,

Inc.,

Term

Loan

Z,

1st

Lien

(LIBOR

plus

1.75%)

1.83%

07/01/26

2

71,273,684‌

70,813,256‌

Mauser

Packaging

Solutions

Holdings,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.25%)

3.35%

04/03/24

2

4,215,116‌

4,121,266‌

Michaels

Cos,

Inc.

(The),

Term

Loan,

1st

Lien

(LIBOR

plus

4.25%)

5.00%

04/15/28

2

28,240,000‌

28,392,496‌

TransDigm,

Inc.,

Term

Loan

E,

1st

Lien

(LIBOR

plus

2.25%)

2.35%

05/30/25

2

15,343,782‌

15,145,157‌

Term

Loan

F,

1st

Lien

(LIBOR

plus

2.25%)

2.35%

12/09/25

2

5,390,070‌

5,316,657‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

13

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Industrials

(continued)

Zep,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

4.00%)

5.00%

08/12/24

2

$

26,003,768‌

$

25,711,226‌

149,500,058‌

Information

Technology

—

0

.05

%

IQVIA,

Inc.,

Term

Loan

B1,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

03/07/24

2

13,182,323‌

13,126,299‌

Term

Loan

B2,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

01/17/25

2

8,860,917‌

8,818,828‌

Term

Loan

B3,

1st

Lien

(LIBOR

plus

1.75%)

1.90%

06/11/25

2

6,353,008‌

6,322,926‌

SS&C

Technologies,

Inc.,

Term

Loan

B3,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

04/16/25

2

7,502,049‌

7,424,890‌

Term

Loan

B4,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

04/16/25

2

5,699,775‌

5,641,153‌

41,334,096‌

Real

Estate

Investment

Trust

(REIT)

—

0

.07

%

SBA

Senior

Finance

II

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

1.86%

04/11/25

2

43,727,600‌

43,408,826‌

VICI

Properties

1

LLC,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

1.84%

12/20/24

2

19,528,636‌

19,392,229‌

62,801,055‌

Retail

—

0

.08

%

AmWINS

Group,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

2.25%)

3.00%

02/19/28

2

51,051,356‌

50,790,739‌

BC

ULC,

Term

Loan

B,

1st

Lien

(Canada)

(LIBOR

plus

1.75%)

1.85%

11/19/26

2,3

23,670,228‌

23,385,475‌

KFC

Holding

Co.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

03/15/28

2

1,343,074‌

1,345,948‌

75,522,162‌

Services

—

0

.02

%

GFL

Environmental,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

3.00%)

3.50%

05/30/25

2

12,228,522‌

12,249,739‌

Issues

Maturity

Date

Principal

Amount

Value

BANK

LOANS

(continued)

Services

(continued)

PowerTeam

Services

LLC,

Term

Loan,

1st

Lien

(LIBOR

plus

3.25%)

4.25%

03/06/25

2

$

2,522,167‌

$

2,510,539‌

SS&C

Technologies,

Inc.,

Term

Loan

B5,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

04/16/25

2

5,351,610‌

5,300,180‌

20,060,458‌

Transportation

—

0

.01

%

American

Airlines,

Inc.,

Term

Loan

B,

1st

Lien

(LIBOR

plus

1.75%)

1.85%

01/29/27

2

5,659,000‌

5,422,992‌

Total

Bank

Loans

(Cost

$1,449,006,329)

1,451,088,251‌

CORPORATES

—

21

.51

%

*

Automotive

—

0

.01

%

General

Motors

Co.

(LIBOR

USD

3-Month

plus

0.90%)

1.03%

09/10/21

2

8,685,000‌

8,696,908‌

Banking

—

3

.50

%

Bank

of

America

Corp.

1.73%

07/22/27

4

177,430,000‌

178,949,044‌

Bank

of

America

Corp.

(MTN)

2.09%

06/14/29

4

136,560,000‌

137,709,036‌

3.09%

10/01/25

4

10,992,000‌

11,716,166‌

Bank

of

America

Corp.,

Series

N

1.66%

03/11/27

4

178,260,000‌

179,651,605‌

Credit

Suisse

Group

AG

(Switzerland)

1.31%

02/02/27

1,3,4

131,005,000‌

128,452,833‌

2.19%

06/05/26

1,3,4

78,561,000‌

80,460,232‌

2.59%

09/11/25

1,3,4

40,030,000‌

41,649,388‌

3.09%

05/14/32

1,3,4

98,280,000‌

101,384,433‌

3.75%

03/26/25

3

16,326,000‌

17,721,180‌

4.28%

01/09/28

1,3

34,500,000‌

38,402,665‌

4.55%

04/17/26

3

21,100,000‌

23,911,076‌

Discover

Bank

(BKNT)

2.70%

02/06/30

10,000,000‌

10,483,404‌

3.20%

08/09/21

5,860,000‌

5,873,176‌

4.20%

08/08/23

15,255,000‌

16,434,598‌

Fifth

Third

Bancorp

2.55%

05/05/27

75,000‌

79,338‌

Global

Bank

Corp.

(Panama)

5.25%

04/16/29

1,3,4

2,400,000‌

2,528,184‌

Grupo

Aval

Ltd.

(Cayman

Islands)

4.38%

02/04/30

1,3

1,175,000‌

1,165,835‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

14

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Banking

(continued)

HSBC

Holdings

PLC

(United

Kingdom)

0.98%

05/24/25

3,4

$

44,819,000‌

$

44,807,088‌

1.59%

05/24/27

3,4

46,550,000‌

46,674,755‌

1.75%

07/24/27

3,4

34,075,000‌

47,635,882‌

2.01%

09/22/28

3,4

180,117,000‌

180,838,010‌

2.63%

11/07/25

3,4

66,815,000‌

70,156,029‌

4.04%

03/13/28

3,4

20,000,000‌

22,202,443‌

4.29%

09/12/26

3,4

3,375,000‌

3,762,319‌

4.58%

06/19/29

3,4

10,000,000‌

11,565,234‌

JPMorgan

Chase

&

Co.

2.01%

03/13/26

4

56,445,000‌

58,304,629‌

2.18%

06/01/28

4

1,290,000‌

1,321,854‌

4.02%

12/05/24

4

195,730,000‌

211,350,522‌

4.20%

07/23/29

4

8,345,000‌

9,597,457‌

Lloyds

Banking

Group

PLC

(United

Kingdom)

1.63%

05/11/27

3,4

31,375,000‌

31,423,763‌

2.86%

03/17/23

3,4

10,835,000‌

11,021,337‌

2.91%

11/07/23

3,4

136,630,000‌

140,985,812‌

3.87%

07/09/25

3,4

27,225,000‌

29,507,109‌

3.90%

03/12/24

3

27,591,000‌

29,925,781‌

4.05%

08/16/23

3

10,510,000‌

11,270,206‌

Macquarie

Group

Ltd.

(Australia)

1.34%

01/12/27

1,3,4

31,770,000‌

31,525,695‌

1.63%

09/23/27

1,3,4

96,720,000‌

96,314,100‌

2.69%

06/23/32

1,3,4

8,005,000‌

8,028,066‌

NatWest

Group

PLC

(United

Kingdom)

1.64%

06/14/27

3,4

49,130,000‌

49,140,070‌

4.27%

03/22/25

3,4

15,240,000‌

16,547,744‌

Santander

UK

Group

Holdings

PLC

(United

Kingdom)

1.09%

03/15/25

3,4

171,185,000‌

171,880,045‌

1.53%

08/21/26

3,4

37,259,000‌

37,340,009‌

1.67%

06/14/27

3,4

36,750,000‌

36,693,230‌

3.37%

01/05/24

3,4

47,705,000‌

49,680,080‌

4.80%

11/15/24

3,4

114,250,000‌

124,973,400‌

Santander

UK

PLC

(United

Kingdom)

5.00%

11/07/23

1,3

27,746,000‌

30,275,880‌

Wells

Fargo

&

Co.

2.19%

04/30/26

4

58,175,000‌

60,421,315‌

3.07%

04/30/41

4

102,312,000‌

105,140,259‌

Wells

Fargo

&

Co.

(MTN)

2.16%

02/11/26

4

87,063,000‌

90,418,934‌

2.39%

06/02/28

4

142,391,000‌

147,771,191‌

2.88%

10/30/30

4

122,613,000‌

129,931,740‌

4.15%

01/24/29

16,758,000‌

19,290,885‌

3,144,295,066‌

Communications

—

3

.73

%

AT&T,

Inc.

2.55%

12/01/33

1

86,325,000‌

85,692,851‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Communications

(continued)

3.80%

12/01/57

1

$

273,699,000‌

$

287,479,074‌

4.30%

12/15/42

30,960,000‌

35,234,684‌

4.50%

05/15/35

48,155,000‌

56,568,880‌

4.75%

05/15/46

146,527,000‌

178,273,153‌

4.85%

03/01/39

4,620,000‌

5,620,931‌

5.25%

03/01/37

150,594,000‌

190,241,259‌

C&W

Senior

Financing

DAC

(Ireland)

6.88%

09/15/27

1,3

3,150,000‌

3,359,790‌

Cable

One,

Inc.

4.00%

11/15/30

1

13,219,000‌

13,268,571‌

Charter

Communications

Operating

LLC/Charter

Communications

Operating

Capital

3.75%

02/15/28

100,000‌

110,371‌

4.80%

03/01/50

15,318,000‌

17,773,782‌

5.38%

04/01/38

2,030,000‌

2,507,150‌

5.38%

05/01/47

95,317,000‌

117,056,889‌

5.75%

04/01/48

26,342,000‌

33,765,702‌

Cox

Communications,

Inc.

2.60%

06/15/31

1

15,715,000‌

15,968,074‌

Diamond

Sports

Group

LLC/Diamond

Sports

Finance

Co.

5.38%

08/15/26

1

79,919,000‌

51,888,724‌

Frontier

Communications

Holdings

LLC

5.00%

05/01/28

1

6,605,000‌

6,835,785‌

Intelsat

Jackson

Holdings

SA

(Luxembourg)

5.50%

08/01/23

3,7,8

54,920,000‌

31,510,350‌

8.50%

10/15/24

1,3,7,8

149,759,000‌

90,042,599‌

9.75%

07/15/25

1,3,7,8

45,708,000‌

26,711,571‌

Level

3

Financing,

Inc.

3.63%

01/15/29

1

13,390,000‌

12,954,875‌

3.88%

11/15/29

1

67,121,000‌

71,972,506‌

4.25%

07/01/28

1

5,290,000‌

5,371,695‌

SES

GLOBAL

Americas

Holdings

GP

5.30%

03/25/44

1

55,170,000‌

64,691,570‌

SES

SA

(Luxembourg)

3.60%

04/04/23

1,3

16,882,000‌

17,658,677‌

Sinclair

Television

Group,

Inc.

4.13%

12/01/30

1

6,088,000‌

5,989,070‌

Sirius

XM

Radio,

Inc.

3.88%

08/01/22

1

1,910,000‌

1,917,640‌

Sprint

Corp.

7.88%

09/15/23

12,820,000‌

14,580,519‌

Sprint

Spectrum

Co.

LLC/Sprint

Spectrum

Co.

II

LLC/Sprint

Spectrum

Co.

III

LLC

3.36%

09/20/21

1

10,767,750‌

10,787,132‌

4.74%

03/20/25

1

102,647,813‌

110,397,722‌

5.15%

03/20/28

1

299,325,000‌

344,927,164‌

TEGNA,

Inc.

5.50%

09/15/24

1

148,000‌

150,775‌

Tencent

Holdings

Ltd.

(Cayman

Islands)

2.88%

04/22/31

1,3

5,535,000‌

5,730,102‌

3.68%

04/22/41

1,3

22,760,000‌

24,445,575‌

3.84%

04/22/51

1,3

68,301,000‌

73,884,808‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

15

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Communications

(continued)

3.98%

04/11/29

1,3

$

9,225,000‌

$

10,325,496‌

Time

Warner

Cable

LLC

4.50%

09/15/42

18,977,000‌

21,152,391‌

5.50%

09/01/41

30,584,000‌

37,962,263‌

T-Mobile

USA,

Inc.

2.25%

02/15/26

1

54,164,000‌

54,696,393‌

2.55%

02/15/31

38,653,000‌

39,194,142‌

2.63%

04/15/26

102,831,000‌

105,272,971‌

3.75%

04/15/27

73,175,000‌

80,923,809‌

3.88%

04/15/30

209,012,000‌

234,354,705‌

4.38%

04/15/40

6,315,000‌

7,422,809‌

4.50%

02/01/26

3,639,000‌

3,725,426‌

4.75%

02/01/28

16,028,000‌

17,230,100‌

Verizon

Communications,

Inc.

2.55%

03/21/31

124,750,000‌

127,725,184‌

3.55%

03/22/51

2,680,000‌

2,869,113‌

4.50%

08/10/33

8,190,000‌

9,798,733‌

ViacomCBS,

Inc.

3.45%

10/04/26

2,913,000‌

3,164,941‌

4.20%

05/19/32

65,745,000‌

75,914,676‌

Virgin

Media

Secured

Finance

PLC

(United

Kingdom)

4.50%

08/15/30

1,3

70,910,000‌

71,574,993‌

5.50%

05/15/29

1,3

71,116,000‌

76,538,595‌

Vmed

O2

UK

Financing

I

PLC

(United

Kingdom)

4.25%

01/31/31

1,3

24,113,000‌

23,721,714‌

Vodafone

Group

PLC

(United

Kingdom)

4.88%

06/19/49

3

154,972,500‌

195,826,626‌

5.25%

05/30/48

3

59,411,500‌

78,427,119‌

Walt

Disney

Co.

(The)

4.63%

03/23/40

46,500,000‌

59,303,816‌

3,352,496,035‌

Consumer

Discretionary

—

1

.03

%

Altria

Group,

Inc.

3.70%

02/04/51

995,000‌

944,531‌

Anheuser-Busch

Cos.

LLC/Anheuser-Busch

InBev

Worldwide,

Inc.

4.70%

02/01/36

13,275,000‌

16,313,150‌

4.90%

02/01/46

47,251,000‌

59,912,730‌

Anheuser-Busch

InBev

Worldwide,

Inc.

4.35%

06/01/40

46,730,000‌

55,719,731‌

4.38%

04/15/38

2,780,000‌

3,328,448‌

4.50%

06/01/50

14,815,000‌

18,083,037‌

4.60%

04/15/48

29,578,000‌

36,198,266‌

4.60%

06/01/60

63,922,000‌

78,801,564‌

5.45%

01/23/39

2,000,000‌

2,643,186‌

Bacardi

Ltd.

(Bermuda)

5.15%

05/15/38

1,3

12,881,000‌

15,977,573‌

5.30%

05/15/48

1,3

39,836,000‌

52,045,411‌

BAT

Capital

Corp.

2.73%

03/25/31

25,230,000‌

24,869,098‌

3.56%

08/15/27

30,503,000‌

32,682,211‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Consumer

Discretionary

(continued)

3.98%

09/25/50

$

13,755,000‌

$

13,419,679‌

4.39%

08/15/37

66,445,000‌

71,750,978‌

4.54%

08/15/47

118,090,000‌

125,812,863‌

4.76%

09/06/49

20,502,000‌

22,264,771‌

5.28%

04/02/50

5,356,000‌

6,231,418‌

BAT

International

Finance

PLC

(EMTN)

(United

Kingdom)

2.25%

09/09/52

3

11,770,000‌

12,268,975‌

Imperial

Brands

Finance

PLC

(United

Kingdom)

3.13%

07/26/24

1,3

15,312,000‌

16,123,912‌

3.50%

02/11/23

1,3

4,800,000‌

4,966,118‌

3.50%

07/26/26

1,3

44,905,000‌

48,248,182‌

4.25%

07/21/25

1,3

13,458,000‌

14,835,348‌

Imperial

Brands

Finance

PLC

(EMTN)

(United

Kingdom)

8.13%

03/15/24

3

1,758,000‌

2,867,534‌

Primo

Water

Holdings,

Inc.

4.38%

04/30/29

1

24,905,000‌

24,936,131‌

Reynolds

American,

Inc.

5.70%

08/15/35

34,320,000‌

41,576,463‌

5.85%

08/15/45

96,522,000‌

118,487,629‌

Spectrum

Brands,

Inc.

3.88%

03/15/31

1

8,675,000‌

8,531,931‌

929,840,868‌

Electric

—

0

.69

%

AEP

Transmission

Co.

LLC,

Series

M

3.65%

04/01/50

1,460,000‌

1,661,090‌

Alliant

Energy

Finance

LLC

3.75%

06/15/23

1

31,081,000‌

32,943,039‌

American

Electric

Power

Co.,

Inc.,

Series

F

2.95%

12/15/22

4,511,000‌

4,642,922‌

American

Electric

Power

Co.,

Inc.,

Series

J

4.30%

12/01/28

8,480,000‌

9,769,416‌

Appalachian

Power

Co.

4.45%

06/01/45

100,000‌

120,341‌

Appalachian

Power

Co.,

Series

Z

3.70%

05/01/50

9,450,000‌

10,424,693‌

Black

Hills

Corp.

4.35%

05/01/33

1,285,000‌

1,500,275‌

Cleco

Power

LLC

6.00%

12/01/40

1,545,000‌

2,090,845‌

Consolidated

Edison

Co.

of

New

York,

Inc.

3.70%

11/15/59

4,740,000‌

5,048,676‌

Consolidated

Edison

Co.

of

New

York,

Inc.,

Series

20B

3.95%

04/01/50

1,515,000‌

1,725,014‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

16

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Electric

(continued)

Consolidated

Edison

Co.

of

New

York,

Inc.,

Series

C

3.00%

12/01/60

$

1,854,000‌

$

1,719,006‌

Consolidated

Edison

Co.

of

New

York,

Inc.,

Series

E

4.65%

12/01/48

14,546,000‌

18,006,925‌

Duke

Energy

Carolinas

LLC

4.00%

09/30/42

11,040,000‌

13,023,518‌

4.25%

12/15/41

14,683,000‌

17,869,869‌

Duke

Energy

Corp.

2.55%

06/15/31

39,335,000‌

39,896,300‌

Empresas

Publicas

de

Medellin

ESP,

Series

REGS

(Colombia)

4.38%

02/15/31

3

1,000,000‌

992,600‌

Evergy

Missouri

West,

Inc.

8.27%

11/15/21

75,000‌

77,087‌

FirstEnergy

Corp.

2.65%

03/01/30

6,225,000‌

6,209,460‌

FirstEnergy

Corp.,

Series

C

3.40%

03/01/50

31,804,000‌

31,257,708‌

FirstEnergy

Transmission

LLC

2.87%

09/15/28

1

36,945,000‌

38,317,056‌

4.35%

01/15/25

1

23,330,000‌

25,765,966‌

4.55%

04/01/49

1

13,175,000‌

15,305,063‌

5.45%

07/15/44

1

24,625,000‌

30,935,089‌

Florida

Power

&

Light

Co.

3.70%

12/01/47

1,340,000‌

1,588,740‌

Jersey

Central

Power

&

Light

Co.

2.75%

03/01/32

1

4,660,000‌

4,732,752‌

4.30%

01/15/26

1

6,945,000‌

7,692,931‌

4.70%

04/01/24

1

49,765,000‌

54,189,308‌

6.40%

05/15/36

11,630,000‌

15,315,505‌

LG&E

&

KU

Energy

LLC

4.38%

10/01/21

14,595,000‌

14,595,000‌

Metropolitan

Edison

Co.

3.50%

03/15/23

1

10,715,000‌

11,097,601‌

4.00%

04/15/25

1

35,719,000‌

37,927,639‌

4.30%

01/15/29

1

16,746,000‌

18,764,650‌

Minejesa

Capital

BV

(Netherlands)

5.63%

08/10/37

1,3

4,400,000‌

4,779,720‌

Mong

Duong

Finance

Holdings

BV,

Series

REGS

(Netherlands)

5.13%

05/07/29

3

13,350,000‌

13,416,750‌

Narragansett

Electric

Co.

(The)

3.40%

04/09/30

1

6,655,000‌

7,299,590‌

Pennsylvania

Electric

Co.

3.25%

03/15/28

1

125,000‌

131,409‌

4.15%

04/15/25

1

28,335,000‌

30,390,339‌

Public

Service

Co.

of

New

Mexico

3.85%

08/01/25

14,390,000‌

15,613,653‌

5.35%

10/01/21

5,065,000‌

5,084,380‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Electric

(continued)

Southwestern

Electric

Power

Co.

3.55%

02/15/22

$

15,882,000‌

$

16,070,927‌

Southwestern

Electric

Power

Co.,

Series

K

2.75%

10/01/26

36,488,000‌

38,746,771‌

Tucson

Electric

Power

Co.

4.85%

12/01/48

8,755,000‌

11,416,982‌

618,156,605‌

Energy

—

2

.05

%

Antero

Resources

Corp.

8.38%

07/15/26

1

1,960,000‌

2,224,600‌

Energy

Transfer

LP

4.00%

10/01/27

29,583,000‌

32,566,779‌

4.20%

04/15/27

2,685,000‌

2,969,462‌

4.90%

03/15/35

5,160,000‌

5,978,857‌

4.95%

06/15/28

26,678,000‌

30,883,326‌

5.00%

05/15/50

38,243,000‌

44,232,287‌

5.15%

03/15/45

55,436,000‌

64,063,557‌

5.30%

04/01/44

6,630,000‌

7,668,755‌

5.35%

05/15/45

4,421,000‌

5,147,602‌

5.40%

10/01/47

135,238,000‌

160,363,410‌

5.50%

06/01/27

52,203,000‌

61,277,938‌

6.13%

12/15/45

16,239,000‌

20,721,374‌

Exxon

Mobil

Corp.

3.45%

04/15/51

7,866,000‌

8,579,015‌

3.57%

03/06/45

1,433,000‌

1,578,348‌

4.11%

03/01/46

2,129,000‌

2,519,757‌

4.23%

03/19/40

86,653,000‌

103,574,671‌

4.33%

03/19/50

64,250,000‌

79,879,821‌

Galaxy

Pipeline

Assets

Bidco

Ltd.

(United

Kingdom)

2.16%

03/31/34

1,3

19,293,000‌

18,990,269‌

Hess

Corp.

4.30%

04/01/27

15,205,000‌

16,926,358‌

5.60%

02/15/41

64,456,000‌

80,657,583‌

HollyFrontier

Corp.

5.88%

04/01/26

15,800,000‌

18,300,765‌

KazMunayGas

National

Co.

JSC

(Kazakhstan)

3.50%

04/14/33

1,3

1,800,000‌

1,871,640‌

KazMunayGas

National

Co.

JSC,

Series

REGS

(Kazakhstan)

3.50%

04/14/33

3

23,199,000‌

24,122,320‌

5.75%

04/19/47

3

8,086,000‌

10,127,149‌

KazTransGas

JSC,

Series

REGS

(Kazakhstan)

4.38%

09/26/27

3

6,350,000‌

7,058,597‌

Kinder

Morgan

Energy

Partners

LP

4.70%

11/01/42

2,171,000‌

2,546,534‌

5.00%

08/15/42

5,775,000‌

6,940,882‌

5.40%

09/01/44

5,000,000‌

6,269,924‌

5.80%

03/15/35

9,835,000‌

12,676,322‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

17

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Energy

(continued)

Kinder

Morgan,

Inc.

5.30%

12/01/34

$

4,570,000‌

$

5,654,610‌

5.55%

06/01/45

9,831,000‌

12,748,039‌

6.95%

06/01/28

5,465,000‌

6,998,908‌

Kinder

Morgan,

Inc.

(GMTN)

7.80%

08/01/31

150,000‌

214,991‌

Occidental

Petroleum

Corp.

4.40%

08/15/49

7,000,000‌

6,736,111‌

4.50%

07/15/44

16,521,000‌

16,039,237‌

Pertamina

Persero

PT

(Indonesia)

3.10%

08/27/30

1,3

44,071,000‌

45,406,278‌

Petroleos

Mexicanos

(Mexico)

5.95%

01/28/31

3

11,085,000‌

10,782,934‌

6.50%

01/23/29

3

80,000‌

82,440‌

6.63%

06/15/35

3

47,662,000‌

46,089,154‌

6.75%

09/21/47

3

148,565,000‌

131,667,217‌

6.95%

01/28/60

3

34,555,000‌

30,667,562‌

7.69%

01/23/50

3

112,817,000‌

108,727,384‌

Petronas

Capital

Ltd.

(Malaysia)

3.50%

04/21/30

1,3

30,277,000‌

33,255,954‌

Petronas

Capital

Ltd.

(Morocco)

2.48%

01/28/32

1,3

13,050,000‌

13,104,810‌

Petronas

Capital

Ltd.,

Series

REGS

(EMTN)

(Morocco)

2.48%

01/28/32

3

5,000,000‌

5,021,000‌

Phillips

66

Partners

LP

4.90%

10/01/46

5,485,000‌

6,540,642‌

Plains

All

American

Pipeline

LP/PAA

Finance

Corp.

3.55%

12/15/29

31,332,000‌

33,078,345‌

3.80%

09/15/30

8,920,000‌

9,557,318‌

4.50%

12/15/26

5,500,000‌

6,184,085‌

4.65%

10/15/25

12,760,000‌

14,345,430‌

Rockies

Express

Pipeline

LLC

4.80%

05/15/30

1

5,125,000‌

5,150,625‌

4.95%

07/15/29

1

84,805,000‌

87,666,146‌

6.88%

04/15/40

1

44,867,000‌

47,783,355‌

Ruby

Pipeline

LLC

8.00%

04/01/22

1,5,6

56,064,970‌

51,019,123‌

Sabine

Pass

Liquefaction

LLC

5.00%

03/15/27

9,915,000‌

11,456,899‌

5.63%

03/01/25

2,940,000‌

3,362,416‌

Saudi

Arabian

Oil

Co.,

Series

REGS

(Saudi

Arabia)

1.63%

11/24/25

3

6,500,000‌

6,567,600‌

Southern

Co.

Gas

Capital

Corp.

4.40%

05/30/47

50,000‌

59,009‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Energy

(continued)

Southern

Gas

Corridor

CJSC,

Series

REGS

(Azerbaijan)

6.88%

03/24/26

3

$

21,442,000‌

$

25,567,441‌

Sunoco

LP/Sunoco

Finance

Corp.

4.50%

05/15/29

1

5,000,000‌

5,087,500‌

TC

PipeLines

LP

4.38%

03/13/25

8,000,000‌

8,809,684‌

TransMontaigne

Partners

LP/TLP

Finance

Corp.

6.13%

02/15/26

28,675,000‌

29,248,500‌

Transocean

Phoenix

2

Ltd.

(Cayman

Islands)

7.75%

10/15/24

1,3

18,023,500‌

18,720,198‌

Transocean

Pontus

Ltd.

(Cayman

Islands)

6.13%

08/01/25

1,3

17,737,850‌

17,968,708‌

Transocean

Poseidon

Ltd.

(Cayman

Islands)

6.88%

02/01/27

1,3

31,359,000‌

31,561,266‌

Transocean

Proteus

Ltd.

(Cayman

Islands)

6.25%

12/01/24

1,3

36,056,900‌

36,518,428‌

USA

Compression

Partners

LP/USA

Compression

Finance

Corp.

6.88%

04/01/26

8,570,000‌

8,997,900‌

6.88%

09/01/27

18,450,000‌

19,746,666‌

Williams

Cos.,

Inc.

(The)

5.40%

03/04/44

5,000,000‌

6,350,473‌

6.30%

04/15/40

26,560,000‌

36,523,763‌

1,841,786,051‌

Finance

—

3

.62

%

AerCap

Ireland

Capital

DAC/AerCap

Global

Aviation

Trust

(Ireland)

3.30%

01/23/23

3

16,075,000‌

16,661,209‌

3.50%

05/26/22

3

24,610,000‌

25,202,260‌

3.65%

07/21/27

3

16,845,000‌

18,006,067‌

3.88%

01/23/28

3

5,015,000‌

5,386,654‌

3.95%

02/01/22

3

103,630,000‌

105,388,906‌

4.13%

07/03/23

3

2,815,000‌

2,986,491‌

4.45%

12/16/21

3

20,560,000‌

20,874,440‌

4.63%

07/01/22

3

3,030,000‌

3,152,320‌

4.88%

01/16/24

3

36,460,000‌

39,695,036‌

Air

Lease

Corp.

2.25%

01/15/23

18,850,000‌

19,359,124‌

3.00%

09/15/23

28,655,000‌

29,953,759‌

3.25%

03/01/25

19,930,000‌

21,226,560‌

3.25%

10/01/29

5,000,000‌

5,205,642‌

3.50%

01/15/22

48,195,000‌

48,996,965‌

3.75%

02/01/22

26,209,000‌

26,565,985‌

4.25%

09/15/24

5,554,000‌

6,068,158‌

4.63%

10/01/28

2,000,000‌

2,261,417‌

Air

Lease

Corp.

(MTN)

2.30%

02/01/25

41,695,000‌

43,140,491‌

3.00%

02/01/30

2,000,000‌

2,028,651‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

18

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Finance

(continued)

4.25%

02/01/24

$

5,000,000‌

$

5,418,111‌

Alta

Wind

Holdings

LLC

7.00%

06/30/35

1,5,6

3,544,997‌

4,026,927‌

Avolon

Holdings

Funding

Ltd.

(Cayman

Islands)

2.88%

02/15/25

1,3

43,160,000‌

44,482,399‌

3.63%

05/01/22

1,3

15,545,000‌

15,906,361‌

3.95%

07/01/24

1,3

35,499,000‌

37,870,580‌

5.13%

10/01/23

1,3

68,891,000‌

74,505,132‌

5.25%

05/15/24

1,3

22,545,000‌

24,803,142‌

5.50%

01/15/23

1,3

14,689,000‌

15,605,342‌

Citigroup,

Inc.

1.12%

01/28/27

4

2,423,000‌

2,389,767‌

1.46%

06/09/27

4

157,700,000‌

157,066,937‌

2.67%

01/29/31

4

7,145,000‌

7,394,326‌

3.67%

07/24/28

4

5,220,000‌

5,761,766‌

Daimler

Finance

North

America

LLC

3.75%

11/05/21

1

5,103,000‌

5,162,378‌

(LIBOR

USD

3-Month

plus

0.90%)

1.06%

02/15/22

1,2

54,915,000‌

55,213,427‌

Discover

Financial

Services

3.85%

11/21/22

8,794,000‌

9,218,501‌

Ford

Motor

Credit

Co.

LLC

3.22%

01/09/22

107,389,000‌

108,672,299‌

3.34%

03/28/22

48,646,000‌

49,410,928‌

4.25%

09/20/22

19,823,000‌

20,522,554‌

5.60%

01/07/22

24,123,000‌

24,648,158‌

5.88%

08/02/21

21,050,000‌

21,183,667‌

(LIBOR

USD

3-Month

plus

0.88%)

1.07%

10/12/21

2

58,605,000‌

58,533,179‌

(LIBOR

USD

3-Month

plus

1.08%)

1.26%

08/03/22

2

11,865,000‌

11,820,506‌

(LIBOR

USD

3-Month

plus

1.27%)

1.42%

03/28/22

2

77,615,000‌

77,438,957‌

(LIBOR

USD

3-Month

plus

3.14%)

3.34%

01/07/22

2

12,075,000‌

12,193,122‌

GE

Capital

Funding

LLC

4.40%

05/15/30

48,145,000‌

56,144,893‌

GE

Capital

International

Funding

Co.

(Ireland)

4.42%

11/15/35

3

392,652,000‌

469,101,344‌

General

Motors

Financial

Co.,

Inc.

3.15%

06/30/22

11,161,000‌

11,441,473‌

3.45%

04/10/22

24,235,000‌

24,682,938‌

4.20%

11/06/21

132,055,000‌

133,823,829‌

4.38%

09/25/21

91,205,000‌

92,058,293‌

Goldman

Sachs

Group,

Inc.

(The)

1.43%

03/09/27

4

122,830,000‌

122,507,366‌

1.54%

09/10/27

4

104,140,000‌

103,856,926‌

2.88%

10/31/22

4

12,005,000‌

12,109,101‌

2.91%

06/05/23

4

4,605,000‌

4,705,960‌

3.27%

09/29/25

4

120,490,000‌

128,775,290‌

3.85%

01/26/27

140,000‌

154,380‌

Goldman

Sachs

Group,

Inc.

(The),

Series

FXD

0.48%

01/27/23

160,000‌

160,014‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Finance

(continued)

Goldman

Sachs

Group,

Inc.

(The),

Series

VAR

1.09%

12/09/26

4

$

13,327,000‌

$

13,128,572‌

Intercontinental

Exchange,

Inc.

1.85%

09/15/32

1,080,000‌

1,027,139‌

JPMorgan

Chase

&

Co.

0.97%

06/23/25

4

99,825,000‌

99,966,273‌

1.58%

04/22/27

4

129,440,000‌

130,177,472‌

2.08%

04/22/26

4

32,845,000‌

33,990,698‌

Morgan

Stanley

1.59%

05/04/27

4

126,115,000‌

127,019,112‌

Nationwide

Building

Society

(United

Kingdom)

3.62%

04/26/23

1,3,4

11,735,000‌

12,034,731‌

3.77%

03/08/24

1,3,4

51,430,000‌

54,030,627‌

4.36%

08/01/24

1,3,4

104,478,000‌

112,140,360‌

Park

Aerospace

Holdings

Ltd.

(Cayman

Islands)

4.50%

03/15/23

1,3

10,746,000‌

11,298,151‌

5.50%

02/15/24

1,3

96,095,000‌

105,694,458‌

Pipeline

Funding

Co.

LLC

7.50%

01/15/30

1

22,556,032‌

28,919,413‌

Raymond

James

Financial,

Inc.

4.95%

07/15/46

51,716,000‌

67,059,311‌

3,247,416,725‌

Food

—

0

.40

%

JBS

USA

LLC/JBS

USA

Finance,

Inc.

(Canada)

6.75%

02/15/28

1,3

32,000,000‌

35,120,000‌

JBS

USA

LUX

SA/JBS

USA

Food

Co./JBS

USA

Finance,

Inc.

(Canada)

3.75%

12/01/31

1,3

9,097,000‌

9,299,302‌

5.50%

01/15/30

1,3

33,255,000‌

37,235,624‌

6.50%

04/15/29

1,3

27,000,000‌

30,470,729‌

Kraft

Heinz

Foods

Co.

3.00%

06/01/26

4,173,000‌

4,448,809‌

3.75%

04/01/30

5,250,000‌

5,767,190‌

4.25%

03/01/31

17,850,000‌

20,296,956‌

4.38%

06/01/46

3,582,000‌

4,062,381‌

4.63%

01/30/29

2,000,000‌

2,330,252‌

5.00%

07/15/35

34,302,000‌

42,105,705‌

5.00%

06/04/42

10,220,000‌

12,503,094‌

5.20%

07/15/45

23,261,000‌

28,931,252‌

6.50%

02/09/40

6,240,000‌

8,691,045‌

6.75%

03/15/32

3,475,000‌

4,711,871‌

Pilgrim's

Pride

Corp.

4.25%

04/15/31

1

1,429,000‌

1,482,560‌

5.88%

09/30/27

1

4,269,000‌

4,557,363‌

Post

Holdings,

Inc.

4.50%

09/15/31

1

28,780,000‌

28,757,638‌

4.63%

04/15/30

1

46,710,000‌

47,554,517‌

5.50%

12/15/29

1

12,748,000‌

13,700,084‌

5.63%

01/15/28

1

10,230,000‌

10,831,012‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

19

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Food

(continued)

5.75%

03/01/27

1

$

2,991,000‌

$

3,133,073‌

355,990,457‌

Gaming

—

0

.00

%

MGM

Resorts

International

6.00%

03/15/23

30,000‌

32,116‌

Health

Care

—

2

.70

%

AbbVie,

Inc.

4.05%

11/21/39

61,222,000‌

71,152,284‌

4.25%

11/21/49

5,933,000‌

7,122,574‌

4.40%

11/06/42

62,889,000‌

76,487,446‌

4.45%

05/14/46

15,404,000‌

18,682,219‌

4.50%

05/14/35

18,713,000‌

22,568,893‌

Aetna,

Inc.

4.13%

11/15/42

6,375,000‌

7,315,891‌

Amgen,

Inc.

4.40%

05/01/45

1,260,000‌

1,530,390‌

Bausch

Health

Americas,

Inc.

9.25%

04/01/26

1

2,722,000‌

2,970,927‌

Bayer

U.S.

Finance

II

LLC

2.85%

04/15/25

1

2,805,000‌

2,907,086‌

3.95%

04/15/45

1

10,790,000‌

11,616,353‌

4.25%

12/15/25

1

19,992,000‌

22,296,831‌

4.38%

12/15/28

1

118,100,000‌

135,434,900‌

4.40%

07/15/44

1

59,691,000‌

69,066,907‌

4.63%

06/25/38

1

36,299,000‌

43,267,616‌

4.88%

06/25/48

1

93,846,000‌

118,046,051‌

5.50%

08/15/25

1

13,932,000‌

15,968,762‌

5.50%

07/30/35

1

3,820,000‌

4,755,600‌

Bayer

U.S.

Finance

LLC

3.38%

10/08/24

1

2,055,000‌

2,208,068‌

Becton

Dickinson

and

Co.

2.82%

05/20/30

14,175,000‌

14,860,480‌

3.30%

03/01/23

10,000,000‌

10,388,546‌

3.36%

06/06/24

2,235,000‌

2,395,165‌

Centene

Corp.

2.45%

07/15/28

25,477,000‌

25,827,297‌

3.00%

10/15/30

132,991,000‌

136,785,233‌

4.25%

12/15/27

75,412,000‌

79,559,660‌

5.38%

06/01/26

1

1,000,000‌

1,048,750‌

Cigna

Corp.

2.38%

03/15/31

25,550,000‌

25,917,573‌

3.20%

03/15/40

4,157,000‌

4,321,292‌

3.88%

10/15/47

27,722,000‌

31,113,971‌

4.50%

02/25/26

6,097,000‌

6,946,257‌

4.80%

08/15/38

26,478,000‌

33,014,415‌

4.80%

07/15/46

38,613,000‌

49,164,521‌

CommonSpirit

Health

2.76%

10/01/24

11,198,000‌

11,794,766‌

2.78%

10/01/30

17,835,000‌

18,622,992‌

3.35%

10/01/29

37,085,000‌

40,223,849‌

4.35%

11/01/42

2,860,000‌

3,357,824‌

CVS

Health

Corp.

4.78%

03/25/38

23,581,000‌

29,053,700‌

4.88%

07/20/35

22,450,000‌

27,442,650‌

5.05%

03/25/48

123,050,000‌

160,147,395‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Health

Care

(continued)

5.13%

07/20/45

$

110,220,000‌

$

143,593,488‌

Elanco

Animal

Health,

Inc.

4.91%

08/27/21

20,850,000‌

20,999,286‌

5.27%

08/28/23

37,890,000‌

40,852,809‌

Fresenius

Medical

Care

U.S.

Finance

II,

Inc.

5.88%

01/31/22

1

8,964,000‌

9,239,488‌

Fresenius

Medical

Care

U.S.

Finance

III,

Inc.

1.88%

12/01/26

1

67,592,000‌

67,702,382‌

HCA,

Inc.

4.13%

06/15/29

10,936,000‌

12,336,469‌

4.50%

02/15/27

9,356,000‌

10,583,815‌

4.75%

05/01/23

8,906,000‌

9,546,897‌

5.00%

03/15/24

52,796,000‌

58,376,935‌

5.25%

04/15/25

7,749,000‌

8,872,510‌

5.25%

06/15/26

45,878,000‌

53,104,872‌

5.25%

06/15/49

180,807,000‌

230,914,632‌

5.50%

06/15/47

43,055,000‌

56,518,729‌

7.05%

12/01/27

3,730,000‌

4,524,218‌

Hologic,

Inc.

3.25%

02/15/29

1

10,792,000‌

10,730,162‌

Humana,

Inc.

3.13%

08/15/29

19,729,000‌

21,264,269‌

Molina

Healthcare,

Inc.

3.88%

11/15/30

1

55,275,000‌

57,613,862‌

4.38%

06/15/28

1

28,929,000‌

30,276,043‌

5.38%

11/15/22

16,345,000‌

17,151,952‌

NYU

Langone

Hospitals,

Series

2020

3.38%

07/01/55

4,300,000‌

4,532,661‌

Organon

&

Co/Organon

Foreign

Debt

Co.-Issuer

BV

4.13%

04/30/28

1

16,539,000‌

16,887,146‌

5.13%

04/30/31

1

14,201,000‌

14,647,621‌

Royalty

Pharma

PLC

(United

Kingdom)

0.75%

09/02/23

1,3

11,885,000‌

11,924,102‌

1.75%

09/02/27

1,3

16,295,000‌

16,083,457‌

Teleflex,

Inc.

4.25%

06/01/28

1

75,000‌

78,305‌

Tenet

Healthcare

Corp.

4.63%

09/01/24

1

27,212,000‌

27,959,348‌

UnitedHealth

Group,

Inc.

3.05%

05/15/41

45,240,000‌

47,449,195‌

3.25%

05/15/51

38,230,000‌

40,905,323‌

3.88%

08/15/59

10,320,000‌

12,253,327‌

4.25%

04/15/47

13,825,000‌

17,065,445‌

4.25%

06/15/48

8,475,000‌

10,515,332‌

2,429,889,214‌

Industrials

—

0

.51

%

Amcor

Finance

USA,

Inc.

3.63%

04/28/26

11,781,000‌

12,934,680‌

Berry

Global,

Inc.

1.57%

01/15/26

1

64,810,000‌

64,919,793‌

4.88%

07/15/26

1

64,388,000‌

68,213,291‌

Boeing

Co.

(The)

1.17%

02/04/23

12,010,000‌

12,056,570‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

20

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Industrials

(continued)

1.43%

02/04/24

$

174,540,000‌

$

175,011,188‌

4.88%

05/01/25

19,940,000‌

22,357,592‌

General

Electric

Co.

(GMTN)

6.88%

01/10/39

4,273,000‌

6,408,234‌

General

Electric

Co.

(MTN)

(LIBOR

USD

3-Month

plus

0.38%)

0.56%

05/05/26

2

9,790,000‌

9,673,575‌

(LIBOR

USD

3-Month

plus

0.48%)

0.64%

08/15/36

2

11,550,000‌

9,443,752‌

General

Electric

Co.,

Series

A

(MTN)

6.75%

03/15/32

18,663,000‌

25,888,862‌

General

Electric

Co.,

Series

NOTZ

(MTN)

(LIBOR

USD

3-Month

plus

1.00%)

1.18%

04/15/23

2

10,789,000‌

10,909,167‌

Heathrow

Funding

Ltd.

(United

Kingdom)

5.23%

02/15/23

1,3

9,880,000‌

14,614,510‌

L3Harris

Technologies,

Inc.

3.95%

05/28/24

12,890,000‌

13,961,226‌

PowerTeam

Services

LLC

9.03%

12/04/25

1

9,305,000‌

10,247,052‌

456,639,492‌

Information

Technology

—

0

.40

%

Amazon.com,

Inc.

2.88%

05/12/41

19,740,000‌

20,391,708‌

3.10%

05/12/51

7,840,000‌

8,249,159‌

Fiserv,

Inc.

3.20%

07/01/26

15,905,000‌

17,203,538‌

Intel

Corp.

3.73%

12/08/47

590,000‌

675,819‌

4.60%

03/25/40

7,760,000‌

9,846,158‌

Oracle

Corp.

1.65%

03/25/26

14,440,000‌

14,647,214‌

2.30%

03/25/28

56,500,000‌

58,038,009‌

2.88%

03/25/31

59,975,000‌

62,469,237‌

3.60%

04/01/40

12,483,000‌

13,187,213‌

3.60%

04/01/50

24,020,000‌

24,704,989‌

3.65%

03/25/41

86,945,000‌

92,378,235‌

3.85%

07/15/36

23,336,000‌

25,707,407‌

3.95%

03/25/51

8,155,000‌

8,915,894‌

356,414,580‌

Insurance

—

0

.84

%

Athene

Global

Funding

1.61%

06/29/26

1

66,330,000‌

66,410,099‌

(SOFR

Rate

plus

0.70%)

0.74%

05/24/24

1,2

164,780,000‌

166,265,365‌

Farmers

Exchange

Capital

7.05%

07/15/28

1

13,283,000‌

16,451,274‌

7.20%

07/15/48

1

18,415,000‌

26,371,653‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Insurance

(continued)

Farmers

Exchange

Capital

II

6.15%

11/01/53

1,4

$

48,520,000‌

$

62,989,950‌

Farmers

Exchange

Capital

III

5.45%

10/15/54

1,4

64,140,000‌

80,685,981‌

Farmers

Insurance

Exchange

4.75%

11/01/57

1,4

18,570,000‌

21,194,031‌

Nationwide

Mutual

Insurance

Co.

2.41%

12/15/24

1,4

35,439,000‌

35,468,729‌

New

York

Life

Insurance

Co.

3.75%

05/15/50

1

37,890,000‌

42,500,811‌

Protective

Life

Global

Funding

1.90%

07/06/28

1

56,210,000‌

56,424,976‌

Teachers

Insurance

&

Annuity

Association

of

America

3.30%

05/15/50

1

137,590,000‌

142,261,278‌

4.27%

05/15/47

1

13,496,000‌

16,193,294‌

4.38%

09/15/54

1,4

19,950,000‌

21,117,504‌

754,334,945‌

Materials

—

0

.24

%

Corp.

Nacional

del

Cobre

de

Chile,

Series

REGS

(Chile)

3.15%

01/14/30

3

28,849,000‌

30,415,428‌

4.50%

09/16/25

3

1,744,000‌

1,969,249‌

Indonesia

Asahan

Aluminium

Persero

PT

(Indonesia)

6.53%

11/15/28

1,3

9,000,000‌

11,071,305‌

Indonesia

Asahan

Aluminium

Persero

PT,

Series

REGS

(Indonesia)

6.53%

11/15/28

3

5,767,000‌

7,094,246‌

International

Flavors

&

Fragrances,

Inc.

2.30%

11/01/30

1

5,950,000‌

5,923,833‌

3.27%

11/15/40

1

15,000,000‌

15,416,320‌

5.00%

09/26/48

111,499,000‌

144,504,544‌

216,394,925‌

Real

Estate

Investment

Trust

(REIT)

—

1

.00

%

American

Campus

Communities

Operating

Partnership

LP

3.30%

07/15/26

21,300,000‌

22,880,529‌

3.63%

11/15/27

7,095,000‌

7,739,211‌

3.75%

04/15/23

45,679,000‌

47,902,791‌

3.88%

01/30/31

9,260,000‌

10,306,116‌

4.13%

07/01/24

4,095,000‌

4,459,286‌

Boston

Properties

LP

3.25%

01/30/31

40,845,000‌

43,765,872‌

CyrusOne

LP/CyrusOne

Finance

Corp.

2.15%

11/01/30

7,265,000‌

6,915,119‌

2.90%

11/15/24

86,883,000‌

91,859,658‌

3.45%

11/15/29

7,045,000‌

7,513,436‌

Federal

Realty

Investment

Trust

7.48%

08/15/26

18,825,000‌

23,483,123‌

GLP

Capital

LP/GLP

Financing

II,

Inc.

3.35%

09/01/24

33,037,000‌

35,224,049‌

4.00%

01/15/30

30,000‌

32,451‌

5.25%

06/01/25

75,515,000‌

85,105,405‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

21

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Real

Estate

Investment

Trust

(REIT)

(continued)

5.30%

01/15/29

$

34,755,000‌

$

40,703,318‌

5.38%

11/01/23

36,796,000‌

40,218,304‌

5.38%

04/15/26

99,048,000‌

114,255,830‌

5.75%

06/01/28

34,128,000‌

40,654,932‌

Healthcare

Realty

Trust,

Inc.

2.05%

03/15/31

5,590,000‌

5,415,910‌

3.88%

05/01/25

20,446,000‌

22,261,862‌

Healthcare

Trust

of

America

Holdings

LP

2.00%

03/15/31

17,940,000‌

17,355,211‌

3.10%

02/15/30

5,095,000‌

5,418,631‌

3.75%

07/01/27

18,945,000‌

21,094,543‌

Hudson

Pacific

Properties

LP

3.95%

11/01/27

12,607,000‌

13,831,456‌

4.65%

04/01/29

9,585,000‌

11,028,932‌

Kilroy

Realty

LP

3.45%

12/15/24

28,590,000‌

30,552,691‌

Life

Storage

LP

3.88%

12/15/27

6,960,000‌

7,774,964‌

MGM

Growth

Properties

Operating

Partnership

LP/MGP

Finance

Co.-Issuer,

Inc.

4.50%

01/15/28

265,000‌

280,768‌

Mid-America

Apartments

LP

4.30%

10/15/23

9,636,000‌

10,354,185‌

SL

Green

Operating

Partnership

LP

3.25%

10/15/22

49,011,000‌

50,453,181‌

(LIBOR

USD

3-Month

plus

0.98%)

1.14%

08/16/21

2

21,735,000‌

21,740,236‌

SL

Green

Realty

Corp.

4.50%

12/01/22

15,845,000‌

16,504,967‌

Ventas

Realty

LP

3.50%

02/01/25

12,540,000‌

13,543,081‌

3.75%

05/01/24

9,705,000‌

10,420,777‌

4.00%

03/01/28

2,000,000‌

2,250,472‌

4.88%

04/15/49

7,980,000‌

9,920,871‌

WEA

Finance

LLC

3.15%

04/05/22

1

6,330,000‌

6,425,176‌

899,647,344‌

Retail

—

0

.18

%

7-Eleven,

Inc.

0.63%

02/10/23

1

58,715,000‌

58,756,432‌

(LIBOR

USD

3-Month

plus

0.45%)

0.61%

08/10/22

1,2

26,990,000‌

27,002,558‌

Alimentation

Couche-Tard,

Inc.

(Canada)

3.55%

07/26/27

1,3

10,510,000‌

11,548,739‌

3.80%

01/25/50

1,3

49,432,000‌

53,295,449‌

Magic

Mergeco,

Inc.

5.25%

05/01/28

1

7,868,000‌

8,081,852‌

158,685,030‌

Services

—

0

.29

%

DP

World

Crescent

Ltd.

(Cayman

Islands)

4.85%

09/26/28

1,3

7,600,000‌

8,759,000‌

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Services

(continued)

GFL

Environmental,

Inc.

(Canada)

3.75%

08/01/25

1,3

$

1,631,000‌

$

1,677,891‌

5.13%

12/15/26

1,3

3,974,000‌

4,210,602‌

IHS

Markit

Ltd.

(Bermuda)

4.00%

03/01/26

1,3

41,762,000‌

46,433,080‌

4.13%

08/01/23

3

28,228,000‌

30,187,023‌

4.75%

02/15/25

1,3

40,180,000‌

45,081,960‌

4.75%

08/01/28

3

2,767,000‌

3,272,531‌

5.00%

11/01/22

1,3

83,285,000‌

87,372,950‌

Waste

Pro

USA,

Inc.

5.50%

02/15/26

1

34,027,000‌

35,246,527‌

262,241,564‌

Transportation

—

0

.32

%

American

Airlines

Pass-Through

Trust,

Series

2013-1,

Class

A

4.00%

07/15/25

12,527,621‌

12,211,657‌

American

Airlines

Pass-Through

Trust,

Series

2017-2,

Class

AA

3.35%

10/15/29

16,706,596‌

17,291,326‌

Continental

Airlines

Pass-Through

Trust,

Series

2007-1,

Class

A

5.98%

04/19/22

32,692,609‌

33,440,685‌

Continental

Airlines

Pass-Through

Trust,

Series

2007-1,

Class

B

6.90%

04/19/22

107,107‌

108,686‌

Delta

Air

Lines

Pass-Through

Trust,

Series

2020-1,

Class

AA

2.00%

06/10/28

84,755,816‌

85,617,909‌

Empresa

de

Transporte

de

Pasajeros

Metro

SA

(Chile)

3.65%

05/07/30

1,3

9,660,000‌

10,399,956‌

JetBlue

Airways

Pass-Through

Trust,

Series

1A

4.00%

11/15/32

10,301,548‌

11,357,350‌

Northwest

Airlines

Pass-Through

Trust,

Series

2001-1,

Class

A1

7.04%

04/01/22

1,089,009‌

1,121,922‌

SMBC

Aviation

Capital

Finance

DAC

(Ireland)

3.00%

07/15/22

1,3

20,315,000‌

20,785,133‌

U.S.

Airways

Pass-Through

Trust,

Series

2010-1,

Class

A

6.25%

04/22/23

12,072,911‌

12,411,670‌

U.S.

Airways

Pass-Through

Trust,

Series

2011-1,

Class

A

7.13%

10/22/23

2,355,674‌

2,504,178‌

U.S.

Airways

Pass-Through

Trust,

Series

2012-1,

Class

A

5.90%

10/01/24

30,359,353‌

31,725,524‌

U.S.

Airways

Pass-Through

Trust,

Series

2012-2,

Class

A

4.63%

06/03/25

7,451‌

7,495‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

22

Issues

Maturity

Date

Principal

Amount

Value

CORPORATES

(continued)

Transportation

(continued)

United

Airlines

Pass-Through

Trust,

Series

2013-1,

Class

A

4.30%

08/15/25

$

12,771,304‌

$

13,532,220‌

United

Airlines

Pass-Through

Trust,

Series

2018-1,

Class

AA

3.50%

03/01/30

30,854,890‌

32,551,909‌

285,067,620‌

Total

Corporates

(Cost

$18,344,363,931)

19,318,025,545‌

FOREIGN

GOVERNMENT

OBLIGATIONS

—

0

.94

%

Foreign

Government

Obligations

—

0

.94

%

Abu

Dhabi

Government

International

Bond,

Series

REGS

(United

Arab

Emirates)

2.50%

09/30/29

3

38,500,000‌

40,288,133‌

Brazilian

Government

International

Bond

(Brazil)

2.88%

06/06/25

3

24,818,000‌

25,525,313‌

3.88%

06/12/30

3

22,393,000‌

22,666,195‌

Chile

Government

International

Bond

(Chile)

2.45%

01/31/31

3

18,300,000‌

18,695,280‌

2.55%

01/27/32

3

9,095,000‌

9,305,799‌

Colombia

Government

International

Bond

(Colombia)

3.00%

01/30/30

3

44,659,000‌

43,833,478‌

3.13%

04/15/31

3

3,613,000‌

3,540,018‌

4.50%

01/28/26

3

20,250,000‌

22,152,032‌

Croatia

Government

International

Bond,

Series

REGS

(Croatia)

6.00%

01/26/24

3

18,065,000‌

20,546,318‌

Dominican

Republic

International

Bond

(Dominican

Republic)

4.50%

01/30/30

1,3

25,047,000‌

25,615,567‌

Dominican

Republic

International

Bond,

Series

REGS

(Dominican

Republic)

4.88%

09/23/32

3

19,530,000‌

20,252,610‌

Egypt

Government

International

Bond

(Egypt)

7.60%

03/01/29

1,3

3,550,000‌

3,909,793‌

Egypt

Government

International

Bond,

Series

REGS

(Egypt)

5.25%

10/06/25

3

4,765,000‌

5,034,937‌

Indonesia

Government

International

Bond

(Indonesia)

2.85%

02/14/30

3

29,861,000‌

31,034,586‌

Mexico

Government

International

Bond

(Mexico)

2.66%

05/24/31

3

79,154,000‌

77,510,763‌

3.75%

01/11/28

3

30,000,000‌

32,847,000‌

3.77%

05/24/61

3

2,981,000‌

2,792,302‌

Issues

Maturity

Date

Principal

Amount

Value

FOREIGN

GOVERNMENT

OBLIGATIONS

(continued)

Foreign

Government

Obligations

(continued)

4.50%

04/22/29

3

$

11,767,000‌

$

13,338,277‌

4.75%

04/27/32

3

5,485,000‌

6,295,546‌

Panama

Government

International

Bond

(Panama)

2.25%

09/29/32

3

11,400,000‌

10,965,660‌

3.16%

01/23/30

3

63,774,000‌

67,043,055‌

3.88%

03/17/28

3

13,200,000‌

14,547,720‌

Paraguay

Government

International

Bond

(Paraguay)

2.74%

01/29/33

1,3

9,800,000‌

9,579,500‌

4.95%

04/28/31

1,3

3,477,000‌

4,006,599‌

Perusahaan

Penerbit

SBSN

Indonesia

III

(Indonesia)

2.80%

06/23/30

1,3

17,340,000‌

17,798,166‌

Perusahaan

Penerbit

SBSN

Indonesia

III,

Series

REGS

(Indonesia)

4.15%

03/29/27

3

5,100,000‌

5,727,300‌

Peruvian

Government

International

Bond

(Peru)

2.84%

06/20/30

3

16,141,000‌

16,668,811‌

4.13%

08/25/27

3

1,827,000‌

2,049,528‌

Philippine

Government

International

Bond

(Philippines)

1.65%

06/10/31

3

8,405,000‌

8,129,835‌

1.95%

01/06/32

3

7,040,000‌

6,944,256‌

2.46%

05/05/30

3

4,565,000‌

4,756,692‌

Qatar

Government

International

Bond,

Series

REGS

(Qatar)

3.75%

04/16/30

3

23,550,000‌

26,696,869‌

4.50%

04/23/28

3

30,438,000‌

36,023,373‌

4.63%

06/02/46

3

2,215,000‌

2,763,777‌

Republic

of

South

Africa

Government

International

Bond

(South

Africa)

4.30%

10/12/28

3

25,307,000‌

26,206,537‌

4.85%

09/30/29

3

29,185,000‌

31,053,934‌

5.75%

09/30/49

3

2,700,000‌

2,768,405‌

Romanian

Government

International

Bond,

Series

REGS

(Romania)

3.00%

02/14/31

3

26,000,000‌

27,011,985‌

Saudi

Government

International

Bond

(Saudi

Arabia)

3.75%

01/21/55

1,3

2,155,000‌

2,284,300‌

Saudi

Government

International

Bond,

Series

REGS

(EMTN)

(Saudi

Arabia)

3.25%

10/26/26

3

11,200,000‌

12,224,733‌

3.25%

10/22/30

3

30,590,000‌

33,015,787‌

3.63%

03/04/28

3

24,942,000‌

27,610,295‌

4.50%

10/26/46

3

2,441,000‌

2,869,456‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

23

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

FOREIGN

GOVERNMENT

OBLIGATIONS

(continued)

Foreign

Government

Obligations

(continued)

Uruguay

Government

International

Bond

(Uruguay)

4.38%

01/23/31

3

$

15,570,000‌

$

18,181,323‌

Total

Foreign

Government

Obligations

(Cost

$829,207,938)

842,111,843‌

MORTGAGE-BACKED

—

38

.33

%

**

Non-Agency

Commercial

Mortgage-Backed

—

1

.67

%

Banc

of

America

Merrill

Lynch

Commercial

Mortgage

Trust,

Series

2018-PARK,

Class

A

4.23%

08/10/38

1,4

122,930,000‌

141,076,260‌

Barclays

Commercial

Mortgage

Securities

Mortgage

Trust,

Series

2018-TALL,

Class

C

(LIBOR

USD

1-Month

plus

1.12%)

1.19%

03/15/37

1,2

18,000,000‌

17,623,406‌

Benchmark

Mortgage

Trust,

Series

2018-B2,

Class

A5

3.88%

02/15/51

4

7,085,000‌

8,023,834‌

BFLD

Trust,

Series

2020-OBRK,

Class

A

(LIBOR

USD

1-Month

plus

2.05%)

2.12%

11/15/28

1,2

65,000,000‌

65,882,661‌

BGME

Trust,

Series

2021-VR,

Class

A

3.09%

01/10/43

1,4

20,000,000‌

20,868,020‌

BGME

Trust,

Series

2021-VR,

Class

B

3.09%

01/10/43

1,4

32,137,000‌

32,708,528‌

BX

Commercial

Mortgage

Trust,

Series

2018-BIOA,

Class

E

(LIBOR

USD

1-Month

plus

1.95%)

2.02%

03/15/37

1,2

18,054,000‌

18,094,919‌

BX

Commercial

Mortgage

Trust,

Series

2019-XL,

Class

A

(LIBOR

USD

1-Month

plus

0.92%)

0.99%

10/15/36

1,2

192,923,874‌

193,416,354‌

BX

Commercial

Mortgage

Trust,

Series

2020-VIV4,

Class

A

2.84%

03/09/44

1

180,165,000‌

189,408,466‌

BX

Trust,

Series

2019-OC11,

Class

A

3.20%

12/09/41

1

42,270,000‌

45,653,853‌

CALI

Mortgage

Trust,

Series

2019-101C,

Class

A

3.96%

03/10/39

1

80,255,000‌

91,778,041‌

CALI

Mortgage

Trust,

Series

2019-101C,

Class

XA

(IO)

0.44%

03/10/39

1,4

272,551,000‌

6,277,899‌

Century

Plaza

Towers,

Series

2019-CPT,

Class

A

2.87%

11/13/39

1

32,645,000‌

34,857,319‌

Citigroup

Commercial

Mortgage

Trust,

Series

2015-GC31,

Class

A4

3.76%

06/10/48

10,000,000‌

10,971,908‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Commercial

Mortgage-Backed

(continued)

Commercial

Mortgage

Trust,

Series

2013-CR12,

Class

A4

4.05%

10/10/46

$

440,000‌

$

470,493‌

Credit

Suisse

Mortgage

Capital

Certificates,

Series

2019-ICE4,

Class

A

(LIBOR

USD

1-Month

plus

0.98%)

1.05%

05/15/36

1,2

14,000,000‌

14,031,229‌

DC

Office

Trust,

Series

2019-MTC,

Class

A

2.97%

09/15/45

1

31,135,000‌

33,331,117‌

Eleven

Madison

Mortgage

Trust,

Series

2015-11MD,

Class

A

3.67%

09/10/35

1,4

1,362,500‌

1,474,253‌

Fontainebleau

Miami

Beach

Trust,

Series

2019-FBLU,

Class

A

3.14%

12/10/36

1

35,000,000‌

36,858,493‌

GS

Mortgage

Securities

Corp.

Trust,

Series

2019-BOCA,

Class

A

(LIBOR

USD

1-Month

plus

1.20%)

1.27%

06/15/38

1,2

10,000,000‌

10,030,930‌

Hudson

Yards

Mortgage

Trust,

Series

2019-30HY,

Class

A

3.23%

07/10/39

1

84,915,000‌

92,659,146‌

Hudson

Yards

Mortgage

Trust,

Series

2019-55HY,

Class

A

3.04%

12/10/41

1,4

81,025,000‌

87,433,599‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2015-JP1,

Class

A5

3.91%

01/15/49

8,610,000‌

9,547,712‌

KKR

Industrial

Portfolio

Trust,

Series

2020-AIP,

Class

F

(LIBOR

USD

1-Month

plus

3.43%)

3.50%

03/15/37

1,2

25,927,492‌

26,021,712‌

KNDL

Mortgage

Trust,

Series

2019-KNSQ,

Class

E

(LIBOR

USD

1-Month

plus

1.80%)

1.87%

05/15/36

1,2

26,449,000‌

26,492,313‌

One

Bryant

Park

Trust,

Series

2019-OBP,

Class

A

2.52%

09/15/54

1

147,667,000‌

153,516,245‌

Queens

Center

Mortgage

Trust,

Series

2013-QCA,

Class

A

3.28%

01/11/37

1

15,810,000‌

16,722,873‌

RBS

Commercial

Funding,

Inc.,

Trust,

Series

2013-GSP,

Class

A

3.96%

01/15/32

1,4

48,830,000‌

51,930,691‌

SFAVE

Commercial

Mortgage

Securities

Trust,

Series

2015-5AVE,

Class

A1

3.87%

01/05/43

1,4

56,465,000‌

58,577,350‌

SFAVE

Commercial

Mortgage

Securities

Trust,

Series

2015-5AVE,

Class

A2B

4.14%

01/05/43

1,4

8,710,000‌

9,572,091‌

1,505,311,715‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

24

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

—

4

.52

%

Adjustable

Rate

Mortgage

Trust,

Series

2005-10,

Class

6A1

(LIBOR

USD

1-Month

plus

0.54%)

0.63%

01/25/36

2

$

257,929‌

$

254,063‌

Adjustable

Rate

Mortgage

Trust,

Series

2006-3,

Class

4A32

(LIBOR

USD

1-Month

plus

0.40%)

0.49%

08/25/36

2

1,442,338‌

1,452,234‌

Alternative

Loan

Trust,

Series

2004-J6,

Class

2A1

6.50%

11/25/31

5,875‌

6,068‌

Alternative

Loan

Trust,

Series

2005-38,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.50%)

1.62%

09/25/35

2

376,994‌

365,600‌

Alternative

Loan

Trust,

Series

2005-76,

Class

2A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.00%)

1.12%

02/25/36

2

43,047,695‌

42,817,298‌

Alternative

Loan

Trust,

Series

2005-84,

Class

1A1

2.33%

02/25/36

4

35,788‌

30,762‌

Alternative

Loan

Trust,

Series

2006-HY13,

Class

4A1

3.05%

02/25/37

4

1,113,688‌

1,113,658‌

Alternative

Loan

Trust,

Series

2006-OC5,

Class

2A2A

(LIBOR

USD

1-Month

plus

0.34%)

0.43%

06/25/46

2

813‌

3,242‌

Alternative

Loan

Trust,

Series

2007-J1,

Class

2A1

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

03/25/37

2

572,169‌

132,355‌

American

Home

Mortgage

Assets

Trust,

Series

2006-3,

Class

2A12

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.15%)

1.27%

10/25/46

2

37,842,535‌

31,313,521‌

American

Home

Mortgage

Assets

Trust,

Series

2007-2,

Class

A1

(LIBOR

USD

1-Month

plus

0.13%)

0.22%

03/25/47

2

38,152,777‌

36,514,905‌

American

Home

Mortgage

Investment

Trust,

Series

2004-3,

Class

2A

(LIBOR

USD

6-Month

plus

1.50%)

1.71%

10/25/34

2

4,668,441‌

4,758,427‌

Banc

of

America

Funding

Trust,

Series

2003-2,

Class

1A1

6.50%

06/25/32

11,720‌

11,977‌

Banc

of

America

Funding

Trust,

Series

2006-D,

Class

3A1

2.89%

05/20/36

4

3,301,438‌

3,212,320‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Banc

of

America

Funding

Trust,

Series

2006-E,

Class

2A1

2.65%

06/20/36

4

$

50,797‌

$

49,408‌

Banc

of

America

Funding

Trust,

Series

2006-G,

Class

2A1

(LIBOR

USD

1-Month

plus

0.44%)

0.53%

07/20/36

2

938,501‌

939,508‌

Banc

of

America

Funding

Trust,

Series

2006-H,

Class

3A1

3.08%

09/20/46

4

783,210‌

729,983‌

Banc

of

America

Funding

Trust,

Series

2015-R2,

Class

1A1

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

08/27/36

1,2

11,673,050‌

11,315,934‌

Banc

of

America

Funding

Trust,

Series

2015-R5,

Class

1A2

(LIBOR

USD

1-Month

plus

0.13%)

0.22%

10/26/36

1,2

29,265,029‌

28,979,429‌

Banc

of

America

Funding

Trust,

Series

2016-R1,

Class

A1

2.50%

03/25/40

1,4

5,739,742‌

5,792,475‌

Banc

of

America

Funding

Trust,

Series

2016-R1,

Class

B2

3.50%

03/25/40

1,4

23,780,000‌

21,811,337‌

Banc

of

America

Mortgage

Trust,

Series

2004-F,

Class

1A1

2.48%

07/25/34

4

27,992‌

28,601‌

Banc

of

America

Mortgage

Trust,

Series

2005-C,

Class

2A2

2.68%

04/25/35

4

230,775‌

237,846‌

Banc

of

America

Mortgage

Trust,

Series

2006-2,

Class

A2

(-1.00

X

LIBOR

USD

1-Month

plus

6.00%,

6.00%

Cap)

6.00%

07/25/46

2

87,809‌

85,419‌

Banc

of

America

Mortgage

Trust,

Series

2007-1,

Class

1A24

6.00%

03/25/37

537,600‌

545,555‌

Banc

of

America

Mortgage

Trust,

Series

2007-3,

Class

1A1

6.00%

09/25/37

232,565‌

234,610‌

BCAP

LLC

Trust,

Series

2007-AA2,

Class

2A5

6.00%

04/25/37

249,968‌

182,927‌

BCAP

LLC

Trust,

Series

2007-AA5,

Class

A1

(LIBOR

USD

1-Month

plus

1.30%)

1.39%

09/25/47

2

17,425,271‌

17,166,995‌

Bear

Stearns

ALT-A

Trust,

Series

2005-4,

Class

22A2

2.92%

05/25/35

4

10,382‌

10,503‌

Bear

Stearns

ALT-A

Trust,

Series

2005-7,

Class

11A1

(LIBOR

USD

1-Month

plus

0.54%)

0.63%

08/25/35

2

96,763‌

97,587‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

25

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Bear

Stearns

ALT-A

Trust,

Series

2006-4,

Class

32A1

2.95%

07/25/36

4

$

1,577,053‌

$

1,011,826‌

Bear

Stearns

ARM

Trust,

Series

2004-1,

Class

13A2

2.85%

04/25/34

4

5,658‌

5,668‌

Bear

Stearns

ARM

Trust,

Series

2004-10,

Class

14A1

2.61%

01/25/35

4

1,947,715‌

1,979,824‌

Bear

Stearns

ARM

Trust,

Series

2006-4,

Class

2A1

2.90%

10/25/36

4

313,869‌

288,605‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2005-AC5,

Class

2A3

(LIBOR

USD

1-Month

plus

0.25%)

0.34%

08/25/20

2

1,227,182‌

676,905‌

Bear

Stearns

Asset-Backed

Securities

I

Trust,

Series

2006-AC2,

Class

21A3

6.00%

03/25/36

315,982‌

331,285‌

Bear

Stearns

Asset-Backed

Securities

Trust,

Series

2003-AC7,

Class

A1

(STEP-reset

date

08/25/21)

5.50%

01/25/34

537,770‌

545,845‌

Bear

Stearns

Asset-Backed

Securities

Trust,

Series

2003-AC7,

Class

A2

(STEP-reset

date

08/25/21)

5.75%

01/25/34

484,836‌

492,428‌

Bear

Stearns

Mortgage

Funding

Trust,

Series

2006-AR3,

Class

1A1

(LIBOR

USD

1-Month

plus

0.18%)

0.27%

10/25/36

2

1,333,634‌

1,242,059‌

Bear

Stearns

Mortgage

Funding

Trust,

Series

2006-AR5,

Class

1A1

(LIBOR

USD

1-Month

plus

0.16%)

0.25%

12/25/46

2

17,907,183‌

16,657,534‌

Bear

Stearns

Mortgage

Funding

Trust,

Series

2007-AR5,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.17%)

0.26%

06/25/47

2

370,280‌

351,960‌

Chase

Mortgage

Finance

Trust,

Series

2006-A1,

Class

1A2

3.34%

09/25/36

4

540,920‌

490,242‌

Chase

Mortgage

Finance

Trust,

Series

2006-S3,

Class

2A1

5.50%

11/25/21

1,485,142‌

939,336‌

Chase

Mortgage

Finance

Trust,

Series

2007-A2,

Class

2A3

2.77%

06/25/35

4

1,234,482‌

1,259,285‌

ChaseFlex

Trust,

Series

2005-2,

Class

4A2

5.50%

05/25/20

341,619‌

216,355‌

ChaseFlex

Trust,

Series

2006-2,

Class

A2B

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

09/25/36

2

6,264,515‌

5,336,541‌

CIM

Trust,

Series

2018-R5,

Class

A1

3.75%

07/25/58

1,4

82,408,002‌

83,576,424‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

CIM

Trust,

Series

2018-R6,

Class

A1

(LIBOR

USD

1-Month

plus

1.08%)

1.17%

09/25/58

1,2

$

72,844,870‌

$

72,512,741‌

CIM

Trust,

Series

2019-R1,

Class

A

3.25%

10/25/58

1,4

216,963,853‌

202,189,808‌

CIM

Trust,

Series

2019-R3,

Class

A

2.63%

06/25/58

1,4

151,588,920‌

150,597,513‌

CIM

Trust,

Series

2019-R4,

Class

A1

3.00%

10/25/59

1,4

141,716,842‌

138,693,370‌

CIM

Trust,

Series

2020-R1,

Class

A1

2.85%

10/27/59

1,4

186,047,852‌

158,852,661‌

CIM

Trust,

Series

2020-R3,

Class

A1A

4.00%

01/26/60

1,4

179,555,290‌

172,439,280‌

CIM

Trust,

Series

2020-R4,

Class

A1A

3.30%

06/25/60

1,4

100,311,889‌

100,079,236‌

CIM

Trust,

Series

2020-R6,

Class

A1A

2.25%

12/25/60

1,4

208,718,295‌

207,722,124‌

CIM

Trust,

Series

2020-R7,

Class

A1A

2.25%

12/27/61

1,4

343,469,691‌

344,001,039‌

CIM

Trust,

Series

2021-R1,

Class

A2

2.40%

08/25/56

1,4

129,906,038‌

130,176,438‌

CIM

Trust,

Series

2021-R2,

Class

A2

2.50%

01/25/57

1,4

125,028,737‌

125,576,712‌

CIM

Trust,

Series

2021-R3,

Class

A1A

1.95%

06/25/57

1,4

427,996,598‌

433,332,517‌

CIM

Trust,

Series

2021-R4,

Class

A1A

2.00%

05/01/61

†,1,4

307,202,507‌

308,739,134‌

Citicorp

Mortgage

Securities,

Inc.,

Series

2005-1,

Class

1A12

5.00%

02/25/35

133,701‌

135,703‌

Citigroup

Mortgage

Loan

Trust,

Series

2006-AR2,

Class

1A1

2.78%

03/25/36

4

8,667,256‌

7,671,755‌

Citigroup

Mortgage

Loan

Trust,

Series

2006-AR3,

Class

1A2A

3.19%

06/25/36

4

1,982,543‌

1,929,145‌

Citigroup

Mortgage

Loan

Trust,

Series

2007-6,

Class

1A4A

2.11%

03/25/37

4

280,777‌

248,568‌

Citigroup

Mortgage

Loan

Trust,

Series

2007-AR5,

Class

1A1A

2.89%

04/25/37

4

70,620‌

70,655‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

26

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Citigroup

Mortgage

Loan

Trust,

Series

2014-5,

Class

2A2

(LIBOR

USD

1-Month

plus

1.75%)

2.21%

02/20/36

1,2

$

9,383,137‌

$

8,754,311‌

Citigroup

Mortgage

Loan

Trust,

Series

2015-2,

Class

4A1

(LIBOR

USD

1-Month

plus

0.70%)

0.83%

03/25/47

1,2

5,347,514‌

5,308,636‌

Citigroup

Mortgage

Loan

Trust,

Series

2015-3,

Class

1A1

(LIBOR

USD

1-Month

plus

0.27%)

0.63%

03/25/36

1,2

212,885‌

214,714‌

Citigroup

Mortgage

Loan

Trust,

Inc.,

Series

2004-HYB1,

Class

A41

2.00%

02/25/34

4

15,194‌

15,232‌

Citigroup

Mortgage

Loan

Trust,

Inc.,

Series

2005-5,

Class

3A2A

2.77%

10/25/35

4

431,129‌

314,621‌

Citigroup

Mortgage

Loan

Trust,

Inc.,

Series

2005-9,

Class

1A1

(LIBOR

USD

1-Month

plus

0.26%)

0.35%

11/25/35

2

123,188‌

106,680‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2001-HYB1,

Class

1A1

1.88%

06/19/31

4

8,081‌

8,180‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2003-J8,

Class

1A4

5.25%

09/25/23

35,574‌

35,912‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-14,

Class

4A1

2.82%

08/25/34

4

707,334‌

707,334‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-25,

Class

1A1

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

02/25/35

2

88,902‌

86,255‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-7,

Class

2A1

2.45%

06/25/34

4

63,088‌

63,948‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-HYB3,

Class

1A

2.44%

06/20/34

4

15,150‌

15,674‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2004-HYB4,

Class

2A1

2.85%

09/20/34

4

663,366‌

668,158‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2005-11,

Class

1A2

3.20%

04/25/35

4

648,707‌

651,157‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2005-31,

Class

2A3

2.54%

01/25/36

4

114,155‌

109,201‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2005-9,

Class

1A1

(LIBOR

USD

1-Month

plus

0.60%)

0.69%

05/25/35

2

2,905,705‌

2,469,523‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2007-HY5,

Class

1A1

3.60%

09/25/47

4

$

615,905‌

$

579,514‌

Countrywide

Home

Loan

Mortgage

Pass-Through

Trust,

Series

2007-HYB1,

Class

1A1

3.16%

03/25/37

4

1,084,335‌

951,532‌

Credit

Suisse

First

Boston

Mortgage

Securities

Corp.,

Series

2003-AR20,

Class

2A4

2.72%

08/25/33

4

10,268‌

10,915‌

Credit

Suisse

First

Boston

Mortgage

Securities

Corp.,

Series

2005-6,

Class

8A1

4.50%

07/25/20

2,878‌

3,031‌

Credit

Suisse

First

Boston

Mortgage-Backed

Pass-Through

Certificates,

Series

2004-1,

Class

2A1

6.50%

02/25/34

19,288‌

19,841‌

Credit

Suisse

First

Boston

Mortgage-Backed

Pass-Through

Certificates,

Series

2004-AR5,

Class

6A1

2.37%

06/25/34

4

80,289‌

84,541‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2006-2,

Class

5A1

(LIBOR

USD

1-Month

plus

0.70%)

0.79%

03/25/36

2

3,415,034‌

1,081,552‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2007-2,

Class

3A4

5.50%

03/25/37

1,303,162‌

983,176‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2014-12R,

Class

1A1

(LIBOR

USD

1-Month

plus

1.75%)

1.84%

08/27/36

1,2

1,740,673‌

1,753,326‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2015-2R,

Class

4A1

0.29%

06/27/47

1,4

144,876‌

146,204‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2015-6R,

Class

2A1

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

11/27/46

1,2

4,554,548‌

4,521,836‌

Credit

Suisse

Mortgage

Capital

Trust,

Series

2020-RPL2,

Class

A12

3.44%

02/25/60

1,4

22,072,287‌

22,673,944‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR3,

Class

A1

(LIBOR

USD

1-Month

plus

0.38%)

0.47%

08/25/36

2

2,712,800‌

2,633,100‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR4,

Class

A1

(LIBOR

USD

1-Month

plus

0.26%)

0.35%

12/25/36

2

1,640,591‌

780,808‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2006-AR6,

Class

A6

(LIBOR

USD

1-Month

plus

0.38%)

0.47%

02/25/37

2

519,421‌

504,054‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

27

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2007-3,

Class

1A1

(LIBOR

USD

1-Month

plus

1.70%)

1.79%

10/25/47

2

$

27,066,717‌

$

25,277,315‌

Deutsche

ALT-A

Securities

Mortgage

Loan

Trust,

Series

2007-OA3,

Class

A1

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

07/25/47

2

38,220,234‌

36,370,432‌

Deutsche

ALT-A

Securities,

Inc.,

Mortgage

Loan

Trust,

Series

2005-6,

Class

1A7

5.50%

12/25/35

320,399‌

314,646‌

Deutsche

ALT-A

Securities,

Inc.,

Mortgage

Loan

Trust,

Series

2006-AR1,

Class

2A1

2.87%

02/25/36

4

671,943‌

602,709‌

DSLA

Mortgage

Loan

Trust,

Series

2004-AR4,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.72%)

0.81%

01/19/45

2

1,719,784‌

1,516,019‌

DSLA

Mortgage

Loan

Trust,

Series

2005-AR1,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

02/19/45

2

112,507‌

111,940‌

DSLA

Mortgage

Loan

Trust,

Series

2005-AR3,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

07/19/45

2

108,054‌

105,810‌

DSLA

Mortgage

Loan

Trust,

Series

2006-AR2,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

10/19/36

2

15,698,277‌

13,498,972‌

DSLA

Mortgage

Loan

Trust,

Series

2007-AR1,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.14%)

0.23%

03/19/37

2

7,305,294‌

6,589,572‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2004-AA2,

Class

1A1

2.14%

08/25/34

4

5,068,859‌

5,095,359‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2004-AA3,

Class

A1

2.33%

09/25/34

4

16,086‌

15,983‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2004-AA4,

Class

A1

2.37%

10/25/34

4

892,065‌

923,393‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA10,

Class

1A1

2.50%

12/25/35

4

10,190,815‌

9,717,988‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA12,

Class

2A1

2.39%

02/25/36

4

11,883,188‌

9,807,177‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA4,

Class

2A1

2.39%

06/25/35

4

10,480,170‌

10,232,696‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA7,

Class

2A1

2.39%

09/25/35

4

9,032,930‌

8,831,971‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA8,

Class

2A1

2.35%

10/25/35

4

$

11,472,370‌

$

9,060,076‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2005-AA9,

Class

2A1

2.34%

11/25/35

4

12,141,803‌

11,100,589‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2006-AA1,

Class

1A1

2.38%

03/25/36

4

13,159,961‌

10,907,040‌

First

Horizon

Alternative

Mortgage

Securities

Trust,

Series

2006-FA8,

Class

1A7

6.00%

02/25/37

9,111‌

5,647‌

First

Horizon

Mortgage

Pass-Through

Trust,

Series

2004-AR6,

Class

2A1

3.15%

12/25/34

4

136,948‌

140,637‌

First

Horizon

Mortgage

Pass-Through

Trust,

Series

2006-AR4,

Class

1A2

2.92%

01/25/37

4

65,692‌

52,662‌

First

Horizon

Mortgage

Pass-Through

Trust,

Series

2007-AR3,

Class

1A1

2.92%

11/25/37

4

126,907‌

91,363‌

FNBA

Mortgage

Loan

Trust,

Series

2004-AR1,

Class

A2

(LIBOR

USD

1-Month

plus

0.80%)

0.89%

08/19/34

2

339‌

339‌

GMACM

Mortgage

Corp.

Loan

Trust,

Series

2005-AR6,

Class

3A1

3.00%

11/19/35

4

353,571‌

352,722‌

GMACM

Mortgage

Corp.

Loan

Trust,

Series

2006-AR2,

Class

1A1

3.28%

05/19/36

4

1,560,446‌

959,642‌

GreenPoint

Mortgage

Funding

Trust,

Series

2005-AR3,

Class

1A1

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

08/25/45

2

1,166,025‌

1,123,734‌

GreenPoint

Mortgage

Funding

Trust,

Series

2005-AR4,

Class

G41B

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

10/25/45

2

13,002,634‌

12,213,857‌

GreenPoint

Mortgage

Funding

Trust,

Series

2007-AR1,

Class

3A2

(LIBOR

USD

1-Month

plus

0.16%)

0.25%

02/25/37

2

124,396‌

319,037‌

GS

Mortgage-Backed

Securities

Trust,

Series

2018-RPL1,

Class

A1A

3.75%

10/25/57

1

33,612,108‌

34,319,410‌

GSR

Mortgage

Loan

Trust,

Series

2004-9,

Class

3A1

2.64%

08/25/34

4

2,049‌

2,053‌

GSR

Mortgage

Loan

Trust,

Series

2004-9,

Class

5A7

2.38%

08/25/34

4

130,432‌

131,024‌

GSR

Mortgage

Loan

Trust,

Series

2005-AR5,

Class

2A3

2.88%

10/25/35

4

2,209,045‌

1,680,810‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

28

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

GSR

Mortgage

Loan

Trust,

Series

2005-AR6,

Class

4A5

2.96%

09/25/35

4

$

69,573‌

$

71,066‌

GSR

Mortgage

Loan

Trust,

Series

2007-AR2,

Class

2A1

2.90%

05/25/37

4

1,565,857‌

1,227,847‌

HarborView

Mortgage

Loan

Trust,

Series

2004-1,

Class

2A

2.19%

04/19/34

4

4,202‌

4,181‌

HarborView

Mortgage

Loan

Trust,

Series

2004-11,

Class

3A2A

(LIBOR

USD

1-Month

plus

0.68%)

0.77%

01/19/35

2

252,104‌

240,154‌

HarborView

Mortgage

Loan

Trust,

Series

2004-3,

Class

1A

2.73%

05/19/34

4

47,285‌

47,801‌

HarborView

Mortgage

Loan

Trust,

Series

2004-5,

Class

2A6

2.39%

06/19/34

4

1,834‌

1,914‌

HarborView

Mortgage

Loan

Trust,

Series

2005-3,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

06/19/35

2

268,772‌

268,621‌

HarborView

Mortgage

Loan

Trust,

Series

2005-4,

Class

2A

2.61%

07/19/35

4

37,748‌

34,303‌

HarborView

Mortgage

Loan

Trust,

Series

2006-10,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

11/19/36

2

61,228,958‌

52,627,734‌

HarborView

Mortgage

Loan

Trust,

Series

2006-7,

Class

1A

(LIBOR

USD

1-Month

plus

0.42%)

0.51%

09/19/46

2

64,439,415‌

61,873,090‌

HarborView

Mortgage

Loan

Trust,

Series

2007-7,

Class

1A1

(LIBOR

USD

1-Month

plus

1.00%)

1.09%

10/25/37

2

22,078,107‌

20,666,766‌

HarborView

Mortgage

Loan

Trust,

Series

2007-7,

Class

2A1A

(LIBOR

USD

1-Month

plus

1.00%)

1.09%

10/25/37

2

17,843,444‌

18,022,313‌

Impac

CMB

Trust,

Series

2004-8,

Class

2A1

(LIBOR

USD

1-Month

plus

0.70%)

0.79%

10/25/34

2

166,882‌

169,249‌

Impac

CMB

Trust,

Series

2005-1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.52%)

0.61%

04/25/35

2

2,868,808‌

2,799,571‌

Impac

CMB

Trust,

Series

2005-4,

Class

1A1B

(LIBOR

USD

1-Month

plus

0.17%)

0.34%

05/25/35

2

3,544,125‌

3,398,108‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Impac

Secured

Assets

Corp.,

Series

2004-3,

Class

M1

(LIBOR

USD

1-Month

plus

0.90%)

0.99%

11/25/34

2

$

127,189‌

$

128,441‌

Impac

Secured

Assets

Corp.,

Series

2004-4,

Class

M3

(LIBOR

USD

1-Month

plus

0.90%)

0.99%

02/25/35

2

390,937‌

393,089‌

Impac

Secured

Assets

Trust,

Series

2006-3,

Class

A1

(LIBOR

USD

1-Month

plus

0.17%)

0.26%

11/25/36

2

6,158,985‌

5,759,330‌

Impac

Secured

Assets

Trust,

Series

2006-5,

Class

1A1C

(LIBOR

USD

1-Month

plus

0.27%)

0.36%

02/25/37

2

9,316,073‌

8,788,581‌

Impac

Secured

Assets

Trust,

Series

2007-2,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.11%)

0.20%

05/25/37

2

5,553,518‌

4,744,970‌

Impac

Secured

Assets

Trust,

Series

2007-2,

Class

1A1B

(LIBOR

USD

1-Month

plus

0.25%)

0.34%

05/25/37

2

45,146,522‌

37,864,379‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2004-AR4,

Class

1A

2.84%

08/25/34

4

952,005‌

948,218‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2004-AR5,

Class

2A1B

(LIBOR

USD

1-Month

plus

0.80%)

0.89%

08/25/34

2

16,440‌

15,626‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2004-AR7,

Class

A2

(LIBOR

USD

1-Month

plus

0.86%)

0.95%

09/25/34

2

47,712‌

46,196‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR1,

Class

4A1

2.97%

03/25/35

4

273,555‌

277,596‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR17,

Class

3A1

2.81%

09/25/35

4

3,580,743‌

2,956,791‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR19,

Class

A1

2.79%

10/25/35

4

21,672,123‌

18,826,357‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR31,

Class

3A1

2.87%

01/25/36

4

790,137‌

784,543‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2005-AR6,

Class

2A1

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

04/25/35

2

471,608‌

436,271‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR19,

Class

1A2

3.16%

08/25/36

4

12,514,822‌

9,465,806‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

29

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR21,

Class

A1

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

08/25/36

2

$

128,929‌

$

126,184‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR27,

Class

2A2

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

10/25/36

2

16,880,199‌

16,064,337‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR35,

Class

2A3A

(LIBOR

USD

1-Month

plus

0.20%)

0.29%

01/25/37

2

38,196,789‌

38,039,816‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR7,

Class

1A1

2.78%

05/25/36

4

3,428,790‌

3,328,059‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2006-AR7,

Class

2A1

2.99%

05/25/36

4

22,484,617‌

17,695,724‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2007-AR1,

Class

1A2

3.04%

03/25/37

4

464,375‌

442,642‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2007-AR11,

Class

1A1

2.77%

06/25/37

4

3,110,989‌

3,036,450‌

IndyMac

Index

Mortgage

Loan

Trust,

Series

2007-AR7,

Class

1A1

2.79%

11/25/37

4

1,952,341‌

1,902,008‌

JPMorgan

Alternative

Loan

Trust,

Series

2006-A2,

Class

2A1

2.97%

05/25/36

4

516,961‌

405,216‌

JPMorgan

Alternative

Loan

Trust,

Series

2006-A2,

Class

5A1

2.99%

05/25/36

4

5,307,529‌

3,831,464‌

JPMorgan

Mortgage

Trust,

Series

2003-A2,

Class

2A3

1.79%

11/25/33

4

80,050‌

79,531‌

JPMorgan

Mortgage

Trust,

Series

2004-A4,

Class

1A3

2.53%

09/25/34

4

195,749‌

193,123‌

JPMorgan

Mortgage

Trust,

Series

2005-A5,

Class

TA1

2.77%

08/25/35

4

93,500‌

95,194‌

JPMorgan

Mortgage

Trust,

Series

2005-S2,

Class

4A3

5.50%

09/25/20

1,736,506‌

1,527,670‌

JPMorgan

Mortgage

Trust,

Series

2006-A2,

Class

5A3

2.51%

11/25/33

4

2,917‌

2,939‌

JPMorgan

Mortgage

Trust,

Series

2006-A3,

Class

2A1

3.00%

05/25/36

4

647,448‌

596,701‌

JPMorgan

Mortgage

Trust,

Series

2006-A3,

Class

3A3

3.04%

05/25/36

4

437,179‌

397,232‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

JPMorgan

Mortgage

Trust,

Series

2006-A4,

Class

1A1

2.86%

06/25/36

4

$

359,830‌

$

316,121‌

JPMorgan

Mortgage

Trust,

Series

2006-A4,

Class

1A4

2.86%

06/25/36

4

1,159,978‌

1,010,264‌

JPMorgan

Mortgage

Trust,

Series

2006-A5,

Class

2A4

2.86%

08/25/36

4

339,307‌

315,816‌

JPMorgan

Mortgage

Trust,

Series

2007-A1,

Class

5A2

2.58%

07/25/35

4

1,037,357‌

1,061,493‌

JPMorgan

Mortgage

Trust,

Series

2007-A3,

Class

2A3

2.66%

05/25/37

4

1,867,823‌

1,647,593‌

JPMorgan

Mortgage

Trust,

Series

2007-A3,

Class

3A2

3.20%

05/25/37

4

308,757‌

311,018‌

JPMorgan

Mortgage

Trust,

Series

2007-A4,

Class

1A1

3.19%

06/25/37

4

2,618,797‌

2,372,429‌

JPMorgan

Mortgage

Trust,

Series

2007-A4,

Class

2A3

2.98%

06/25/37

4

380,369‌

338,146‌

JPMorgan

Resecuritization

Trust,

Series

2015-1,

Class

3A1

(LIBOR

USD

1-Month

plus

0.19%)

0.28%

12/27/46

1,2

835,674‌

841,543‌

Lehman

XS

Trust,

Series

2005-5N,

Class

3A1A

(LIBOR

USD

1-Month

plus

0.30%)

0.39%

11/25/35

2

5,027,844‌

4,991,282‌

Lehman

XS

Trust,

Series

2005-7N,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.54%)

0.63%

12/25/35

2

349,484‌

344,090‌

Lehman

XS

Trust,

Series

2006-12N,

Class

A31A

(LIBOR

USD

1-Month

plus

0.40%)

0.49%

08/25/46

2

11,633,312‌

11,536,580‌

Lehman

XS

Trust,

Series

2006-14N,

Class

3A2

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

08/25/36

2

31,910‌

35,846‌

Lehman

XS

Trust,

Series

2007-4N,

Class

1A3

(LIBOR

USD

1-Month

plus

0.24%)

0.33%

03/25/47

2

22,954,721‌

22,558,967‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2003-6,

Class

4A2

3.07%

01/25/34

4

23,147‌

24,560‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2003-7,

Class

3A1

2.00%

11/25/33

4

548,382‌

548,993‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

30

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2004-13,

Class

3A1

2.88%

11/21/34

4

$

2,622,029‌

$

2,650,867‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2004-15,

Class

9A1

3.12%

10/25/34

4

218,291‌

222,239‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2004-8,

Class

2A1

2.61%

09/25/34

4

2,041,780‌

2,036,562‌

MASTR

Adjustable

Rate

Mortgages

Trust,

Series

2006-2,

Class

5A1

2.85%

05/25/36

4

5,675,062‌

3,663,206‌

MASTR

Seasoned

Securitization

Trust,

Series

2004-1,

Class

4A1

2.76%

10/25/32

4

8,827‌

9,197‌

Mellon

Residential

Funding

Corp.

Mortgage

Pass-Through

Certificates,

Series

2001-TBC1,

Class

A1

(LIBOR

USD

1-Month

plus

0.70%)

0.77%

11/15/31

2

794,343‌

808,996‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2003-A6,

Class

2A

2.58%

10/25/33

4

255,352‌

257,819‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2004-A4,

Class

A1

2.73%

08/25/34

4

962,979‌

984,463‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2005-A10,

Class

A

(LIBOR

USD

1-Month

plus

0.42%)

0.51%

02/25/36

2

7,230‌

7,146‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2005-A6,

Class

2A4

(LIBOR

USD

1-Month

plus

0.68%)

0.77%

08/25/35

2

2,264‌

2,284‌

Merrill

Lynch

Mortgage

Investors

Trust,

Series

2007-2,

Class

1A1

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

2.40%)

2.44%

08/25/36

2

2,884,230‌

2,744,465‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2004-11AR,

Class

1A1

(LIBOR

USD

1-Month

plus

0.32%)

0.41%

01/25/35

2

94,973‌

92,046‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2004-7AR,

Class

2A4

2.13%

09/25/34

4

538,825‌

536,713‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2005-2AR,

Class

A

(LIBOR

USD

1-Month

plus

0.26%)

0.35%

04/25/35

2

1,467,013‌

1,432,547‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2006-7,

Class

5A2

5.96%

06/25/36

4

725,385‌

304,478‌

Morgan

Stanley

Mortgage

Loan

Trust,

Series

2007-6XS,

Class

1A2S

(STEP-reset

date

08/25/21)

5.50%

02/25/47

62,369‌

62,365‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Morgan

Stanley

Resecuritization

Trust,

Series

2013-R7,

Class

2B

(LIBOR

USD

1-Month

plus

0.24%)

0.57%

12/26/46

1,2

$

2,195,986‌

$

2,200,242‌

Morgan

Stanley

Resecuritization

Trust,

Series

2014-R4,

Class

2A

2.75%

08/26/34

1,4

94,312‌

95,005‌

Morgan

Stanley

Resecuritization

Trust,

Series

2014-R8,

Class

3A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.75%)

0.88%

06/26/47

1,2

5,114,962‌

5,108,854‌

Morgan

Stanley

Resecuritization

Trust,

Series

2015-R4,

Class

2A

(LIBOR

USD

1-Month

plus

0.40%)

0.89%

08/26/47

1,2

2,641,256‌

2,629,020‌

MortgageIT

Trust,

Series

2005-1,

Class

1A1

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

02/25/35

2

3,333,185‌

3,337,823‌

MortgageIT

Trust,

Series

2005-4,

Class

A1

(LIBOR

USD

1-Month

plus

0.56%)

0.65%

10/25/35

2

3,646,092‌

3,631,361‌

MortgageIT

Trust,

Series

2005-5,

Class

A1

(LIBOR

USD

1-Month

plus

0.52%)

0.61%

12/25/35

2

657,076‌

660,867‌

NRPL,

Series

2019-3A,

Class

A1

(STEP-reset

date

08/25/21)

3.00%

07/25/59

1

60,227,321‌

60,615,408‌

Popular

ABS,

Inc.,

Series

1998-1,

Class

A2

(STEP-reset

date

08/25/21)

7.48%

11/25/29

47,008‌

47,049‌

Residential

Accredit

Loans

Trust,

Series

2005-QA12,

Class

CB1

3.52%

12/25/35

4

3,986,444‌

2,374,970‌

Residential

Accredit

Loans

Trust,

Series

2005-QA4,

Class

A41

3.24%

04/25/35

4

190,398‌

142,634‌

Residential

Accredit

Loans

Trust,

Series

2005-QA7,

Class

A1

3.30%

07/25/35

4

2,809,614‌

2,433,199‌

Residential

Accredit

Loans

Trust,

Series

2005-QO5,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.00%)

1.12%

01/25/46

2

4,499,334‌

4,289,209‌

Residential

Accredit

Loans

Trust,

Series

2006-QA1,

Class

A11

3.98%

01/25/36

4

111,844‌

95,112‌

Residential

Accredit

Loans

Trust,

Series

2006-QA1,

Class

A21

4.30%

01/25/36

4

10,834,994‌

9,489,112‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

31

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Residential

Accredit

Loans

Trust,

Series

2006-QA7,

Class

2A1

(LIBOR

USD

1-Month

plus

0.37%)

0.46%

08/25/36

2

$

18,861,918‌

$

18,034,401‌

Residential

Accredit

Loans

Trust,

Series

2006-QS10,

Class

AV

(IO)

0.57%

08/25/36

4,5,6

19,252,169‌

392,228‌

Residential

Accredit

Loans

Trust,

Series

2006-QS12,

Class

2A9

(LIBOR

USD

1-Month

plus

0.38%)

0.47%

09/25/36

2

179,710‌

142,897‌

Residential

Accredit

Loans

Trust,

Series

2006-QS2,

Class

1AV

(IO)

0.47%

02/25/36

4,5,6

65,765,054‌

906,795‌

Residential

Accredit

Loans

Trust,

Series

2006-QS7,

Class

AV

(IO)

0.68%

06/25/36

4,5,6

31,420,824‌

444,206‌

Residential

Accredit

Loans

Trust,

Series

2006-QS8,

Class

AV

(IO)

0.79%

08/25/36

4,5,6

71,948,020‌

1,686,167‌

Residential

Accredit

Loans

Trust,

Series

2007-QS10,

Class

AV

(IO)

0.47%

09/25/37

4,5,6

57,628,453‌

1,087,195‌

Residential

Accredit

Loans

Trust,

Series

2007-QS4,

Class

3AV

(IO)

0.37%

03/25/37

4,5,6

36,413,139‌

447,412‌

Residential

Accredit

Loans

Trust,

Series

2007-QS5,

Class

AV

(IO)

0.28%

03/25/37

4,5,6

39,955,556‌

336,406‌

Residential

Accredit

Loans

Trust,

Series

2007-QS6,

Class

AV

(IO)

0.33%

04/25/37

4,5,6

81,941,887‌

762,879‌

Residential

Accredit

Loans

Trust,

Series

2007-QS7,

Class

2AV

(IO)

0.38%

06/25/37

4,5,6

29,236,734‌

357,296‌

Residential

Accredit

Loans

Trust,

Series

2007-QS8,

Class

AV

(IO)

0.41%

06/25/37

4,5,6

74,631,501‌

1,312,089‌

Residential

Asset

Securitization

Trust,

Series

2004-IP2,

Class

1A1

2.77%

12/25/34

4

203,502‌

205,342‌

Residential

Asset

Securitization

Trust,

Series

2004-IP2,

Class

2A1

2.89%

12/25/34

4

12,491‌

12,362‌

Residential

Asset

Securitization

Trust,

Series

2004-IP2,

Class

3A1

2.72%

12/25/34

4

309,079‌

324,795‌

Residential

Asset

Securitization

Trust,

Series

2006-A7CB,

Class

1A3

6.25%

07/25/36

1,926,714‌

1,918,917‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2005-SA5,

Class

1A

3.16%

11/25/35

4

3,080,066‌

2,198,234‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2006-SA3,

Class

3A1

4.26%

09/25/36

4

496,864‌

472,605‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Residential

Funding

Mortgage

Securities

Trust,

Series

2006-SA3,

Class

4A1

3.90%

09/25/36

4

$

245,211‌

$

171,483‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2006-SA4,

Class

2A1

4.71%

11/25/36

4

63,221‌

61,524‌

Residential

Funding

Mortgage

Securities

Trust,

Series

2007-SA2,

Class

2A2

3.37%

04/25/37

4

1,229,888‌

1,132,070‌

Sequoia

Mortgage

Trust,

Series

2003-2,

Class

A1

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

06/20/33

2

38,198‌

38,076‌

Sequoia

Mortgage

Trust,

Series

2003-8,

Class

A1

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

01/20/34

2

1,163‌

1,149‌

Sequoia

Mortgage

Trust,

Series

2004-3,

Class

A

(LIBOR

USD

6-Month

plus

0.50%)

0.72%

05/20/34

2

222,500‌

222,812‌

Sequoia

Mortgage

Trust,

Series

2004-4,

Class

A

(LIBOR

USD

6-Month

plus

0.52%)

0.74%

05/20/34

2

89,924‌

87,730‌

Sequoia

Mortgage

Trust,

Series

2013-1,

Class

1A1

1.45%

02/25/43

4

69,520‌

69,556‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-1,

Class

3A3

2.45%

02/25/34

4

18,949‌

18,730‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-12,

Class

2A

2.71%

09/25/34

4

3,782,800‌

3,825,658‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-14,

Class

1A

2.68%

10/25/34

4

91,444‌

91,444‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-14,

Class

2A

2.47%

10/25/34

4

4,729,310‌

4,792,869‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-15,

Class

A

2.57%

10/25/34

4

1,723,217‌

1,651,330‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-17,

Class

A1

1.26%

11/25/34

4

29,304‌

28,063‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2004-20,

Class

1A2

2.70%

01/25/35

4

428,329‌

436,988‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2005-12,

Class

3A1

2.58%

06/25/35

4

1,327,732‌

1,281,131‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2005-18,

Class

7A3

2.96%

09/25/35

4

12,013,762‌

9,210,518‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

32

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2006-12,

Class

1A1

(LIBOR

USD

1-Month

plus

0.32%)

0.41%

01/25/37

2

$

20,059,726‌

$

20,105,061‌

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2007-9,

Class

2A1

3.21%

10/25/47

4

592,912‌

504,885‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2005-AR8,

Class

A1A

(LIBOR

USD

1-Month

plus

0.56%)

0.65%

02/25/36

2

486,871‌

468,575‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2005-AR8,

Class

A3

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

2.00%)

2.50%

02/25/36

2

15,705,531‌

15,616,294‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2006-AR7,

Class

A1A

(LIBOR

USD

1-Month

plus

0.42%)

0.51%

08/25/36

2

18,320,572‌

17,616,659‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2006-AR8,

Class

A1BG

(LIBOR

USD

1-Month

plus

0.12%)

0.21%

10/25/36

2

16,939,940‌

16,180,951‌

Structured

Asset

Mortgage

Investments

II

Trust,

Series

2007-AR6,

Class

A1

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.50%)

1.62%

08/25/47

2

111,583,416‌

109,340,801‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

1997-2,

Class

2A4

7.25%

03/28/30

610‌

632‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

2003-26A,

Class

3A5

2.36%

09/25/33

4

107,880‌

111,467‌

Structured

Asset

Securities

Corp.

Mortgage

Pass-Through

Certificates,

Series

2003-34A,

Class

5A4

2.43%

11/25/33

4

917,223‌

928,294‌

Structured

Asset

Securities

Corp.

Trust,

Series

2005-5,

Class

2A4

5.50%

04/25/35

1,274,988‌

1,270,337‌

SunTrust

Adjustable

Rate

Mortgage

Loan

Trust,

Series

2007-3,

Class

1A1

2.70%

06/25/37

4

1,759,870‌

1,438,384‌

Thornburg

Mortgage

Securities

Trust,

Series

2004-4,

Class

2A

2.09%

12/25/44

4

83,940‌

83,883‌

Wachovia

Mortgage

Loan

Trust,

Series

2006-ALT1,

Class

A3

(LIBOR

USD

1-Month

plus

0.46%)

0.55%

01/25/37

2

12,716,710‌

6,736,163‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

Wachovia

Mortgage

Loan

Trust,

Series

2006-AMN1,

Class

A3

(LIBOR

USD

1-Month

plus

0.48%)

0.57%

08/25/36

2

$

15,343,013‌

$

7,541,965‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2003-AR6,

Class

A1

2.55%

06/25/33

4

2,108,494‌

2,191,926‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2004-AR3,

Class

A2

2.58%

06/25/34

4

20,602‌

21,210‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2004-AR6,

Class

A

(LIBOR

USD

1-Month

plus

0.84%)

0.93%

05/25/44

2

427,480‌

432,034‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-3,

Class

2A3

(LIBOR

USD

1-Month

plus

0.55%)

0.64%

05/25/35

2

2,008,595‌

1,696,960‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-4,

Class

CB13

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

06/25/35

2

3,735,203‌

3,158,852‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR1,

Class

A1A

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

01/25/45

2

473,204‌

470,955‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR11,

Class

A1A

(LIBOR

USD

1-Month

plus

0.64%)

0.73%

08/25/45

2

23,394,646‌

23,482,877‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR12,

Class

1A6

2.91%

10/25/35

4

780,839‌

782,755‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR13,

Class

A1A1

(LIBOR

USD

1-Month

plus

0.58%)

0.67%

10/25/45

2

3,557,705‌

3,559,476‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR14,

Class

2A1

3.13%

12/25/35

4

2,908,085‌

2,972,729‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR15,

Class

A1A1

(LIBOR

USD

1-Month

plus

0.52%)

0.61%

11/25/45

2

19,460,392‌

18,916,920‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR17,

Class

A1A1

(LIBOR

USD

1-Month

plus

0.54%)

0.63%

12/25/45

2

9,592,975‌

9,285,124‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR19,

Class

A1A2

(LIBOR

USD

1-Month

plus

0.58%)

0.67%

12/25/45

2

10,172,338‌

10,047,682‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

01/25/45

2

10,921,136‌

10,876,500‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

33

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.62%)

0.71%

01/25/45

2

$

742,194‌

$

740,973‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

2A21

(LIBOR

USD

1-Month

plus

0.66%)

0.75%

01/25/45

2

63,119‌

62,996‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR2,

Class

2A23

(LIBOR

USD

1-Month

plus

0.76%)

0.85%

01/25/45

2

2,635,526‌

2,637,281‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR6,

Class

2A1A

(LIBOR

USD

1-Month

plus

0.46%)

0.55%

04/25/45

2

98,253‌

97,022‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2005-AR8,

Class

1A1A

(LIBOR

USD

1-Month

plus

0.54%)

0.63%

07/25/45

2

109,798‌

107,701‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR1,

Class

2A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.07%)

1.19%

01/25/46

2

18,904,697‌

18,971,676‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR10,

Class

1A4

3.03%

09/25/36

4

9,450,901‌

9,496,689‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR16,

Class

3A1

3.10%

12/25/36

4

500,230‌

483,818‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR3,

Class

A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

1.00%)

1.12%

02/25/46

2

11,479,513‌

11,230,249‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR4,

Class

1A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.94%)

1.07%

05/25/46

2

3,875,311‌

3,835,599‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2006-AR7,

Class

2A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.98%)

1.10%

07/25/46

2

7,957,120‌

7,510,900‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2007-1,

Class

2A1

6.00%

01/25/22

71,551‌

72,830‌

WaMu

Mortgage

Pass-Through

Certificates,

Series

2007-HY7,

Class

4A2

3.23%

07/25/37

4

205,947‌

207,911‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

Non-Agency

Mortgage-Backed

(continued)

WaMu

Mortgage

Pass-Through

Certificates,

Series

2007-OA1,

Class

A1A

(Federal

Reserve

US

12-Month

Cumulative

Average

plus

0.70%)

0.82%

02/25/47

2

$

9,872,867‌

$

9,354,135‌

WaMu

MSC

Mortgage

Pass-Through

Certificates,

Series

2002-AR1,

Class

1A1

3.04%

11/25/30

4

197,497‌

202,197‌

Wells

Fargo

Alternative

Loan

Trust,

Series

2007-PA5,

Class

1A1

6.25%

11/25/37

115,584‌

115,369‌

Wells

Fargo

Mortgage-Backed

Securities

Trust,

Series

2006-AR1,

Class

1A1

2.66%

03/25/36

4

1,644,154‌

1,621,723‌

4,056,920,580‌

U.S.

Agency

Commercial

Mortgage-Backed

—

0

.00

%

Freddie

Mac

Multifamily

Structured

Pass-Through

Certificates,

Series

K154,

Class

A2

3.42%

04/25/32

750,000‌

860,327‌

Freddie

Mac

Multifamily

Structured

Pass-Through

Certificates,

Series

K155,

Class

A3

3.75%

04/25/33

125,000‌

150,855‌

Freddie

Mac

Multifamily

Structured

Pass-Through

Certificates,

Series

K157,

Class

A3

3.99%

08/25/33

4

300,000‌

370,507‌

1,381,689‌

U.S.

Agency

Mortgage-Backed

—

32

.14

%

Fannie

Mae

Pool

190375

5.50%

11/01/36

510,219‌

590,985‌

Fannie

Mae

Pool

190396

4.50%

06/01/39

7,159‌

7,986‌

Fannie

Mae

Pool

254232

6.50%

03/01/22

883‌

894‌

Fannie

Mae

Pool

313182

7.50%

10/01/26

791‌

863‌

Fannie

Mae

Pool

394854

6.50%

05/01/27

474‌

531‌

Fannie

Mae

Pool

468128

4.33%

07/01/21

1,826,521‌

1,825,948‌

Fannie

Mae

Pool

468587

3.84%

08/01/21

545,732‌

545,629‌

Fannie

Mae

Pool

545191

7.00%

09/01/31

1,926‌

2,190‌

Fannie

Mae

Pool

545756

7.00%

06/01/32

454‌

535‌

Fannie

Mae

Pool

606108

7.00%

03/01/31

2,181‌

2,205‌

Fannie

Mae

Pool

613142

7.00%

11/01/31

7,604‌

8,869‌

Fannie

Mae

Pool

625666

7.00%

01/01/32

6,725‌

7,623‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

34

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

633698

7.50%

02/01/31

$

25,664‌

$

30,440‌

Fannie

Mae

Pool

655928

7.00%

08/01/32

105,835‌

127,208‌

Fannie

Mae

Pool

725257

5.50%

02/01/34

682,909‌

789,285‌

Fannie

Mae

Pool

734830

4.50%

08/01/33

8,511‌

9,352‌

Fannie

Mae

Pool

734922

4.50%

09/01/33

1,196,903‌

1,326,946‌

Fannie

Mae

Pool

735207

7.00%

04/01/34

13,953‌

16,268‌

Fannie

Mae

Pool

735224

5.50%

02/01/35

2,451,620‌

2,836,478‌

Fannie

Mae

Pool

735651

4.50%

06/01/35

2,743,044‌

3,067,051‌

Fannie

Mae

Pool

735686

6.50%

12/01/22

102‌

104‌

Fannie

Mae

Pool

740297

5.50%

10/01/33

1,414‌

1,635‌

Fannie

Mae

Pool

745147

4.50%

12/01/35

17,238‌

18,992‌

Fannie

Mae

Pool

753168

4.50%

12/01/33

6,000‌

6,602‌

Fannie

Mae

Pool

815422

4.50%

02/01/35

30,345‌

33,460‌

Fannie

Mae

Pool

817611

(LIBOR

USD

6-Month

plus

1.58%)

1.83%

11/01/35

2

166,817‌

169,160‌

Fannie

Mae

Pool

839109

(LIBOR

USD

12-Month

plus

1.91%)

2.29%

11/01/35

2

3,639‌

3,641‌

Fannie

Mae

Pool

844773

(LIBOR

USD

12-Month

plus

1.59%)

1.99%

12/01/35

2

4,629‌

4,661‌

Fannie

Mae

Pool

888412

7.00%

04/01/37

192,147‌

219,842‌

Fannie

Mae

Pool

889184

5.50%

09/01/36

2,412,318‌

2,790,811‌

Fannie

Mae

Pool

AB1613

4.00%

10/01/40

21,746,678‌

24,218,134‌

Fannie

Mae

Pool

AB1803

4.00%

11/01/40

27,123,346‌

30,022,893‌

Fannie

Mae

Pool

AB2127

3.50%

01/01/26

8,878,868‌

9,493,156‌

Fannie

Mae

Pool

AB3679

3.50%

10/01/41

9,242,293‌

10,064,539‌

Fannie

Mae

Pool

AB3864

3.50%

11/01/41

7,242,969‌

7,909,379‌

Fannie

Mae

Pool

AB4045

3.50%

12/01/41

8,785,206‌

9,612,211‌

Fannie

Mae

Pool

AB4262

3.50%

01/01/32

4,657,951‌

4,975,093‌

Fannie

Mae

Pool

AB6385

3.00%

10/01/42

290,747‌

308,471‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

AB9703

3.50%

06/01/43

$

17,936,557‌

$

19,378,603‌

Fannie

Mae

Pool

AC8279

4.50%

08/01/39

11,423‌

12,580‌

Fannie

Mae

Pool

AE0138

4.50%

03/01/40

43,299‌

48,111‌

Fannie

Mae

Pool

AE0482

5.50%

01/01/38

5,836,244‌

6,735,270‌

Fannie

Mae

Pool

AH3780

4.00%

02/01/41

10,896,500‌

12,155,798‌

Fannie

Mae

Pool

AJ1404

4.00%

09/01/41

15,372,042‌

16,914,860‌

Fannie

Mae

Pool

AL0209

4.50%

05/01/41

16,388,109‌

18,339,040‌

Fannie

Mae

Pool

AL0834

4.22%

10/01/21

4

2,691,245‌

2,693,026‌

Fannie

Mae

Pool

AL0851

6.00%

10/01/40

9,934,966‌

11,752,030‌

Fannie

Mae

Pool

AL2521

3.50%

09/01/42

113,347‌

122,012‌

Fannie

Mae

Pool

AL4597

4.00%

01/01/44

41,958,438‌

46,795,936‌

Fannie

Mae

Pool

AL6348

3.50%

02/01/45

39,597‌

42,692‌

Fannie

Mae

Pool

AL7092

3.00%

07/01/45

55,286‌

59,007‌

Fannie

Mae

Pool

AL8037

4.50%

07/01/34

160,214‌

174,687‌

Fannie

Mae

Pool

AL8256

3.00%

08/01/43

497,537‌

535,739‌

Fannie

Mae

Pool

AL8356

4.50%

07/01/34

391,811‌

425,236‌

Fannie

Mae

Pool

AL8960

4.50%

05/01/46

28,521,301‌

31,492,615‌

Fannie

Mae

Pool

AL9106

4.50%

02/01/46

40,299,626‌

44,497,991‌

Fannie

Mae

Pool

AL9217

3.50%

10/01/46

24,949,593‌

27,018,569‌

Fannie

Mae

Pool

AL9472

4.00%

10/01/43

6,139,779‌

6,713,319‌

Fannie

Mae

Pool

AL9722

4.50%

08/01/46

121,672,821‌

134,348,545‌

Fannie

Mae

Pool

AL9846

4.50%

02/01/47

126,497,887‌

139,676,280‌

Fannie

Mae

Pool

AM4869

4.07%

12/01/25

1,740,809‌

1,950,089‌

Fannie

Mae

Pool

AM6770

3.77%

09/01/29

160,567‌

184,741‌

Fannie

Mae

Pool

AN4429

3.22%

01/01/27

23,130,000‌

25,604,219‌

Fannie

Mae

Pool

AN7981

2.95%

01/01/28

100,000‌

109,771‌

Fannie

Mae

Pool

AN9814

3.63%

08/01/28

130,066,504‌

148,120,124‌

Fannie

Mae

Pool

AS8605

3.00%

01/01/32

178,521‌

189,922‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

35

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

AS8663

4.50%

01/01/47

$

24,730,024‌

$

26,908,937‌

Fannie

Mae

Pool

AS9830

4.00%

06/01/47

46,370,590‌

49,619,718‌

Fannie

Mae

Pool

AS9972

4.00%

07/01/47

45,356,082‌

48,534,125‌

Fannie

Mae

Pool

AT9649

4.00%

07/01/43

175,645‌

195,930‌

Fannie

Mae

Pool

AU3739

3.50%

08/01/43

29,800,473‌

32,756,975‌

Fannie

Mae

Pool

BD2450

3.50%

01/01/47

67,921‌

72,081‌

Fannie

Mae

Pool

BL6060

2.46%

04/01/40

126,370,000‌

134,627,999‌

Fannie

Mae

Pool

BM4299

3.00%

03/01/30

36,591,938‌

38,462,425‌

Fannie

Mae

Pool

BM4304

3.00%

02/01/30

49,458,233‌

51,965,060‌

Fannie

Mae

Pool

BM5164

4.00%

11/01/48

48,955,102‌

52,784,123‌

Fannie

Mae

Pool

BM5507

3.00%

09/01/48

8,510,478‌

8,955,120‌

Fannie

Mae

Pool

BN4316

4.00%

01/01/49

31,254‌

33,610‌

Fannie

Mae

Pool

CA0862

3.50%

09/01/47

3,868,883‌

4,082,748‌

Fannie

Mae

Pool

CA0996

3.50%

01/01/48

47,406‌

50,980‌

Fannie

Mae

Pool

CA1187

3.50%

02/01/48

65,503,310‌

69,267,037‌

Fannie

Mae

Pool

CA1191

3.50%

11/01/47

4,592,158‌

4,840,263‌

Fannie

Mae

Pool

CA1710

4.50%

05/01/48

149,573‌

161,326‌

Fannie

Mae

Pool

CA1711

4.50%

05/01/48

15,447,012‌

16,692,165‌

Fannie

Mae

Pool

CA2208

4.50%

08/01/48

37,896,462‌

40,894,191‌

Fannie

Mae

Pool

CA2327

4.00%

09/01/48

37,060,260‌

40,598,256‌

Fannie

Mae

Pool

CA2493

4.50%

10/01/48

9,932,113‌

10,676,853‌

Fannie

Mae

Pool

CA3633

3.50%

06/01/49

27,837,773‌

29,979,768‌

Fannie

Mae

Pool

CA4011

3.50%

08/01/49

40,457,582‌

41,989,150‌

Fannie

Mae

Pool

CA5689

3.00%

05/01/50

80,308,864‌

85,180,360‌

Fannie

Mae

Pool

FM2310

3.00%

01/01/48

13,222,503‌

13,863,441‌

Fannie

Mae

Pool

FM2318

3.50%

09/01/49

246,158,176‌

263,284,607‌

Fannie

Mae

Pool

FM2388

3.50%

04/01/48

22,292,319‌

24,047,070‌

Fannie

Mae

Pool

MA1146

4.00%

08/01/42

30,008,101‌

32,976,752‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

MA1177

3.50%

09/01/42

$

38,450,730‌

$

41,420,459‌

Fannie

Mae

Pool

MA1404

3.50%

04/01/43

78,276‌

84,568‌

Fannie

Mae

Pool

MA1432

3.00%

05/01/33

59,370‌

63,350‌

Fannie

Mae

Pool

MA1459

3.00%

06/01/33

28,033‌

29,912‌

Fannie

Mae

Pool

MA1527

3.00%

08/01/33

40,825,475‌

43,562,167‌

Fannie

Mae

Pool

MA1561

3.00%

09/01/33

25,637,678‌

27,356,272‌

Fannie

Mae

Pool

MA1582

3.50%

09/01/43

13,367,888‌

14,442,600‌

Fannie

Mae

Pool

MA1584

3.50%

09/01/33

39,314,113‌

42,156,868‌

Fannie

Mae

Pool

MA1608

3.50%

10/01/33

27,775,933‌

29,784,376‌

Fannie

Mae

Pool

MA1982

3.50%

08/01/34

58,782‌

62,453‌

Fannie

Mae

Pool

MA2895

3.00%

02/01/47

59,333‌

62,433‌

Fannie

Mae

Pool

MA2960

4.00%

04/01/47

37,221,249‌

39,829,295‌

Fannie

Mae

Pool

MA3027

4.00%

06/01/47

26,470,042‌

28,351,508‌

Fannie

Mae

Pool

MA3029

3.00%

06/01/32

30,005,991‌

31,662,283‌

Fannie

Mae

Pool

MA3060

3.00%

07/01/32

13,153‌

13,868‌

Fannie

Mae

Pool

MA3120

3.50%

09/01/47

1,950,971‌

2,064,609‌

Fannie

Mae

Pool

MA3182

3.50%

11/01/47

42,714,919‌

45,198,966‌

Fannie

Mae

Pool

MA3210

3.50%

12/01/47

73,410,113‌

77,667,813‌

Fannie

Mae

Pool

MA3238

3.50%

01/01/48

62,610,201‌

65,992,905‌

Fannie

Mae

Pool

MA3276

3.50%

02/01/48

25,164,756‌

26,610,687‌

Fannie

Mae

Pool

MA3305

3.50%

03/01/48

33,305,742‌

35,224,719‌

Fannie

Mae

Pool

MA3332

3.50%

04/01/48

93,249,602‌

98,606,353‌

Fannie

Mae

Pool

MA3364

3.50%

05/01/33

12,003,710‌

12,871,187‌

Fannie

Mae

Pool

MA3537

4.50%

12/01/48

22,860,194‌

24,592,498‌

Fannie

Mae

Pool

MA3811

3.00%

10/01/49

11,162,886‌

11,435,016‌

Fannie

Mae

Pool

MA3846

3.00%

11/01/49

68,302‌

70,024‌

Fannie

Mae

Pool

MA3942

3.00%

02/01/50

23,356,164‌

24,019,336‌

Fannie

Mae

Pool

MA3997

3.00%

04/01/50

27,280,628‌

28,032,904‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

36

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

Pool

MA4093

2.00%

08/01/40

$

209,058,016‌

$

213,163,989‌

Fannie

Mae

Pool

MA4128

2.00%

09/01/40

172,486,218‌

175,981,703‌

Fannie

Mae

Pool

MA4152

2.00%

10/01/40

206,824,737‌

211,203,128‌

Fannie

Mae

Pool

MA4176

2.00%

11/01/40

51,724,456‌

52,645,407‌

Fannie

Mae

Pool

MA4333

2.00%

05/01/41

87,132,185‌

89,011,315‌

Fannie

Mae

REMICS,

Series

1992-123,

Class

Z

7.50%

07/25/22

139‌

143‌

Fannie

Mae

REMICS,

Series

1993-132,

Class

D

(PO)

0.00%

10/25/22

9

4,678‌

4,675‌

Fannie

Mae

REMICS,

Series

1993-29,

Class

PK

7.00%

03/25/23

428‌

442‌

Fannie

Mae

REMICS,

Series

1994-55,

Class

H

7.00%

03/25/24

3,550‌

3,792‌

Fannie

Mae

REMICS,

Series

1997-34,

Class

SA

(Cost

of

Funds

for

the

11th

District

of

San

Francisco

*

1.901,

37.68%

Cap)

1.90%

10/25/23

2

938‌

1,035‌

Fannie

Mae

REMICS,

Series

1998-37,

Class

VZ

6.00%

06/17/28

2,233‌

2,346‌

Fannie

Mae

REMICS,

Series

1999-11,

Class

Z

5.50%

03/25/29

20,018‌

21,194‌

Fannie

Mae

REMICS,

Series

2001-52,

Class

YZ

6.50%

10/25/31

89,529‌

103,453‌

Fannie

Mae

REMICS,

Series

2005-117,

Class

LC

5.50%

11/25/35

2,233,808‌

2,303,248‌

Fannie

Mae

REMICS,

Series

2005-122,

Class

SG

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.60%,

6.60%

Cap)

6.51%

11/25/35

2

38,212‌

4,458‌

Fannie

Mae

REMICS,

Series

2005-92,

Class

US

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.10%,

6.10%

Cap)

6.01%

10/25/25

2

2,248,648‌

150,082‌

Fannie

Mae

REMICS,

Series

2006-4,

Class

WE

4.50%

02/25/36

39,652‌

43,753‌

Fannie

Mae

REMICS,

Series

2006-49,

Class

SE

(-4.00

X

LIBOR

USD

1-Month

plus

29.00%,

29.00%

Cap)

28.63%

04/25/36

2

1,264,415‌

2,012,640‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

REMICS,

Series

2007-17,

Class

SI

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.40%,

6.40%

Cap)

6.31%

03/25/37

2

$

1,118,051‌

$

174,366‌

Fannie

Mae

REMICS,

Series

2007-34,

Class

SB

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.11%,

6.11%

Cap)

6.02%

04/25/37

2

2,392,632‌

444,281‌

Fannie

Mae

REMICS,

Series

2007-64,

Class

FA

(LIBOR

USD

1-Month

plus

0.47%)

0.56%

07/25/37

2

3,416‌

3,459‌

Fannie

Mae

REMICS,

Series

2008-24,

Class

NA

6.75%

06/25/37

246,007‌

279,806‌

Fannie

Mae

REMICS,

Series

2010-116,

Class

SE

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.60%,

6.60%

Cap)

6.51%

10/25/40

2

2,974,641‌

580,133‌

Fannie

Mae

REMICS,

Series

2010-135,

Class

EA

3.00%

01/25/40

1,919‌

1,929‌

Fannie

Mae

REMICS,

Series

2010-17,

Class

SB

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.35%,

6.35%

Cap)

6.26%

03/25/40

2

6,042,061‌

1,112,957‌

Fannie

Mae

REMICS,

Series

2010-43,

Class

KS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.42%,

6.42%

Cap)

6.33%

05/25/40

2

10,621,546‌

2,185,549‌

Fannie

Mae

REMICS,

Series

2011-101,

Class

HE

4.00%

10/25/41

10,100,000‌

11,207,018‌

Fannie

Mae

REMICS,

Series

2011-111,

Class

DB

4.00%

11/25/41

12,444,187‌

13,629,463‌

Fannie

Mae

REMICS,

Series

2012-84,

Class

VZ

3.50%

08/25/42

10,173,891‌

10,939,034‌

Fannie

Mae

REMICS,

Series

2013-101,

Class

BO

(PO)

0.00%

10/25/43

9

14,045,144‌

12,648,495‌

Fannie

Mae

REMICS,

Series

2013-101,

Class

CO

(PO)

0.00%

10/25/43

9

8,582,320‌

7,553,748‌

Fannie

Mae

REMICS,

Series

2016-45,

Class

AF

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

07/25/46

2

10,117,448‌

10,241,838‌

Fannie

Mae

REMICS,

Series

2016-72,

Class

FA

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

10/25/46

2

21,909,584‌

22,186,447‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

37

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

REMICS,

Series

2016-74,

Class

GF

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

10/25/46

2

$

16,424,777‌

$

16,572,917‌

Fannie

Mae

REMICS,

Series

2016-75,

Class

FL

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

10/25/46

2

16,029,747‌

16,173,905‌

Fannie

Mae

REMICS,

Series

2018-29,

Class

AP

3.50%

11/25/46

80,733,798‌

83,735,271‌

Fannie

Mae

REMICS,

Series

2018-38,

Class

LA

3.00%

06/25/48

26,263,473‌

27,390,055‌

Fannie

Mae

REMICS,

Series

2018-38,

Class

PA

3.50%

06/25/47

46,303‌

48,196‌

Fannie

Mae

REMICS,

Series

2018-45,

Class

GA

3.00%

06/25/48

29,905,193‌

31,586,444‌

Fannie

Mae

REMICS,

Series

2018-55,

Class

PA

3.50%

01/25/47

25,287,111‌

26,284,193‌

Fannie

Mae

REMICS,

Series

2018-57,

Class

QA

3.50%

05/25/46

88,288‌

91,032‌

Fannie

Mae

REMICS,

Series

2018-86,

Class

JA

4.00%

05/25/47

2,059,258‌

2,134,916‌

Fannie

Mae

REMICS,

Series

2018-94,

Class

KD

3.50%

12/25/48

8,910,362‌

9,315,468‌

Fannie

Mae

REMICS,

Series

2019-1,

Class

AB

3.50%

02/25/49

2,291,523‌

2,439,374‌

Fannie

Mae

REMICS,

Series

2019-1,

Class

KP

3.25%

02/25/49

3,625,990‌

3,788,059‌

Fannie

Mae

REMICS,

Series

2019-26,

Class

JE

3.00%

06/25/49

9,065,916‌

9,462,715‌

Fannie

Mae

REMICS,

Series

2019-45,

Class

PA

3.00%

08/25/49

32,886,256‌

34,621,307‌

Fannie

Mae

REMICS,

Series

2019-52,

Class

PA

3.00%

09/25/49

10,025,953‌

10,406,226‌

Fannie

Mae

REMICS,

Series

2019-67,

Class

FE

(LIBOR

USD

1-Month

plus

0.45%)

0.54%

11/25/49

2

42,923,746‌

43,386,170‌

Fannie

Mae

REMICS,

Series

2019-79,

Class

FA

(LIBOR

USD

1-Month

plus

0.50%)

0.59%

01/25/50

2

120,529‌

122,009‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Fannie

Mae

REMICS,

Series

G92-36,

Class

Z

7.00%

07/25/22

$

2‌

$

2‌

Fannie

Mae

REMICS,

Series

G93-21,

Class

Z

7.20%

05/25/23

682‌

710‌

Fannie

Mae

Trust,

Series

2003-W2,

Class

2A9

5.90%

07/25/42

21,485‌

24,792‌

Freddie

Mac

Gold

Pool

A24156

6.50%

10/01/31

96,646‌

108,370‌

Freddie

Mac

Gold

Pool

A25162

5.50%

05/01/34

1,422,903‌

1,635,850‌

Freddie

Mac

Gold

Pool

A39012

5.50%

06/01/35

29,831‌

34,463‌

Freddie

Mac

Gold

Pool

A54856

5.00%

01/01/34

2,499,463‌

2,825,625‌

Freddie

Mac

Gold

Pool

A61164

5.00%

04/01/36

8,406‌

9,492‌

Freddie

Mac

Gold

Pool

A97038

4.00%

02/01/41

8,500,327‌

9,343,588‌

Freddie

Mac

Gold

Pool

C01492

5.00%

02/01/33

373,796‌

420,892‌

Freddie

Mac

Gold

Pool

C04546

3.00%

02/01/43

14,585,375‌

15,595,530‌

Freddie

Mac

Gold

Pool

C04573

3.00%

03/01/43

18,171,839‌

19,470,741‌

Freddie

Mac

Gold

Pool

C46104

6.50%

09/01/29

8,600‌

9,643‌

Freddie

Mac

Gold

Pool

C55789

7.50%

10/01/27

4,338‌

4,734‌

Freddie

Mac

Gold

Pool

C90573

6.50%

08/01/22

8,005‌

8,227‌

Freddie

Mac

Gold

Pool

E02402

6.00%

10/01/22

1,968‌

2,008‌

Freddie

Mac

Gold

Pool

G00992

7.00%

11/01/28

465‌

528‌

Freddie

Mac

Gold

Pool

G01515

5.00%

02/01/33

411,162‌

462,311‌

Freddie

Mac

Gold

Pool

G02579

5.00%

12/01/34

652,630‌

747,376‌

Freddie

Mac

Gold

Pool

G02884

6.00%

04/01/37

1,698,154‌

2,001,142‌

Freddie

Mac

Gold

Pool

G02955

5.50%

03/01/37

2,598,192‌

3,027,285‌

Freddie

Mac

Gold

Pool

G03357

5.50%

08/01/37

991,950‌

1,151,139‌

Freddie

Mac

Gold

Pool

G03676

5.50%

12/01/37

1,653,093‌

1,932,559‌

Freddie

Mac

Gold

Pool

G03783

5.50%

01/01/38

1,205,048‌

1,408,254‌

Freddie

Mac

Gold

Pool

G03985

6.00%

03/01/38

15,512‌

18,433‌

Freddie

Mac

Gold

Pool

G04438

5.50%

05/01/38

3,764,620‌

4,402,445‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

38

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

G04703

5.50%

08/01/38

$

2,870,403‌

$

3,352,411‌

Freddie

Mac

Gold

Pool

G04706

5.50%

09/01/38

121,966‌

142,821‌

Freddie

Mac

Gold

Pool

G05866

4.50%

02/01/40

12,395,996‌

13,954,780‌

Freddie

Mac

Gold

Pool

G06361

4.00%

03/01/41

16,630‌

18,559‌

Freddie

Mac

Gold

Pool

G06498

4.00%

04/01/41

15,986,014‌

17,811,156‌

Freddie

Mac

Gold

Pool

G06499

4.00%

03/01/41

7,187,040‌

7,892,352‌

Freddie

Mac

Gold

Pool

G07408

3.50%

06/01/43

16,730,018‌

18,356,366‌

Freddie

Mac

Gold

Pool

G07786

4.00%

08/01/44

136,897,315‌

152,496,987‌

Freddie

Mac

Gold

Pool

G07848

3.50%

04/01/44

80,697,321‌

88,215,657‌

Freddie

Mac

Gold

Pool

G07849

3.50%

05/01/44

10,791,469‌

11,682,220‌

Freddie

Mac

Gold

Pool

G07924

3.50%

01/01/45

12,830,589‌

13,861,586‌

Freddie

Mac

Gold

Pool

G07925

4.00%

02/01/45

9,002,865‌

9,923,648‌

Freddie

Mac

Gold

Pool

G08676

3.50%

11/01/45

34,531,003‌

36,867,960‌

Freddie

Mac

Gold

Pool

G08681

3.50%

12/01/45

22,866,513‌

24,414,052‌

Freddie

Mac

Gold

Pool

G08698

3.50%

03/01/46

1,186‌

1,265‌

Freddie

Mac

Gold

Pool

G08710

3.00%

06/01/46

131,564,266‌

138,495,071‌

Freddie

Mac

Gold

Pool

G08711

3.50%

06/01/46

10,047,083‌

10,685,772‌

Freddie

Mac

Gold

Pool

G08715

3.00%

08/01/46

176,827,164‌

186,142,418‌

Freddie

Mac

Gold

Pool

G08721

3.00%

09/01/46

18,071,695‌

19,023,712‌

Freddie

Mac

Gold

Pool

G08722

3.50%

09/01/46

44,877,040‌

47,728,104‌

Freddie

Mac

Gold

Pool

G08726

3.00%

10/01/46

193,280,291‌

203,462,297‌

Freddie

Mac

Gold

Pool

G08727

3.50%

10/01/46

39,115,171‌

41,600,179‌

Freddie

Mac

Gold

Pool

G08732

3.00%

11/01/46

118,380,709‌

124,617,004‌

Freddie

Mac

Gold

Pool

G08741

3.00%

01/01/47

73,141,662‌

76,994,765‌

Freddie

Mac

Gold

Pool

G08742

3.50%

01/01/47

60,565,584‌

64,413,350‌

Freddie

Mac

Gold

Pool

G08747

3.00%

02/01/47

25,369,472‌

26,705,936‌

Freddie

Mac

Gold

Pool

G08757

3.50%

04/01/47

22,740,871‌

24,203,995‌

Freddie

Mac

Gold

Pool

G08758

4.00%

04/01/47

18,199‌

19,566‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

G08762

4.00%

05/01/47

$

18,738,921‌

$

20,136,819‌

Freddie

Mac

Gold

Pool

G08779

3.50%

09/01/47

91,394‌

96,753‌

Freddie

Mac

Gold

Pool

G08784

3.50%

10/01/47

78,993‌

83,561‌

Freddie

Mac

Gold

Pool

G08792

3.50%

12/01/47

67,910‌

71,837‌

Freddie

Mac

Gold

Pool

G08826

5.00%

06/01/48

17,290,154‌

18,888,782‌

Freddie

Mac

Gold

Pool

G08833

5.00%

07/01/48

10,198,030‌

11,141,327‌

Freddie

Mac

Gold

Pool

G08838

5.00%

09/01/48

5,200,091‌

5,722,755‌

Freddie

Mac

Gold

Pool

G08840

5.00%

08/01/48

1,536,522‌

1,683,285‌

Freddie

Mac

Gold

Pool

G08843

4.50%

10/01/48

11,565,571‌

12,448,883‌

Freddie

Mac

Gold

Pool

G08844

5.00%

10/01/48

13,481,220‌

14,727,678‌

Freddie

Mac

Gold

Pool

G08848

4.50%

11/01/48

2,135,613‌

2,304,222‌

Freddie

Mac

Gold

Pool

G08849

5.00%

11/01/48

5,359,386‌

5,890,511‌

Freddie

Mac

Gold

Pool

G12393

5.50%

10/01/21

213‌

214‌

Freddie

Mac

Gold

Pool

G12399

6.00%

09/01/21

4‌

4‌

Freddie

Mac

Gold

Pool

G12824

6.00%

08/01/22

126,008‌

128,698‌

Freddie

Mac

Gold

Pool

G12909

6.00%

11/01/22

396,588‌

407,409‌

Freddie

Mac

Gold

Pool

G13032

6.00%

09/01/22

6,170‌

6,238‌

Freddie

Mac

Gold

Pool

G16085

2.50%

02/01/32

3,713,595‌

3,907,910‌

Freddie

Mac

Gold

Pool

G16502

3.50%

05/01/33

80,544‌

86,389‌

Freddie

Mac

Gold

Pool

G16524

3.50%

05/01/33

29,288,045‌

31,505,238‌

Freddie

Mac

Gold

Pool

G16584

3.50%

08/01/33

4,712,038‌

5,045,003‌

Freddie

Mac

Gold

Pool

G16607

3.50%

09/01/33

46,744,442‌

50,301,598‌

Freddie

Mac

Gold

Pool

G16623

2.50%

09/01/32

30,879,816‌

32,379,513‌

Freddie

Mac

Gold

Pool

G16755

3.50%

02/01/34

43,056,896‌

46,328,745‌

Freddie

Mac

Gold

Pool

G16756

3.50%

01/01/34

4,128,858‌

4,443,056‌

Freddie

Mac

Gold

Pool

G18592

3.00%

03/01/31

29,372‌

31,083‌

Freddie

Mac

Gold

Pool

G18596

3.00%

04/01/31

33,643,791‌

35,603,960‌

Freddie

Mac

Gold

Pool

G18691

3.00%

06/01/33

12,544,602‌

13,212,310‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

39

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Gold

Pool

G18692

3.50%

06/01/33

$

18,046,546‌

$

19,344,409‌

Freddie

Mac

Gold

Pool

G18713

3.50%

11/01/33

21,620,519‌

23,108,322‌

Freddie

Mac

Gold

Pool

G18716

3.50%

12/01/33

63,954‌

68,355‌

Freddie

Mac

Gold

Pool

G60023

3.50%

04/01/45

13,517,438‌

14,755,697‌

Freddie

Mac

Gold

Pool

G60080

3.50%

06/01/45

139,996,495‌

152,060,573‌

Freddie

Mac

Gold

Pool

G60138

3.50%

08/01/45

108,914,331‌

118,891,385‌

Freddie

Mac

Gold

Pool

G60238

3.50%

10/01/45

43,476,281‌

47,223,033‌

Freddie

Mac

Gold

Pool

G60344

4.00%

12/01/45

108,038‌

118,208‌

Freddie

Mac

Gold

Pool

G67700

3.50%

08/01/46

32,888,119‌

35,722,508‌

Freddie

Mac

Gold

Pool

G67703

3.50%

04/01/47

331,538,614‌

360,042,454‌

Freddie

Mac

Gold

Pool

G67706

3.50%

12/01/47

170,638,378‌

185,309,780‌

Freddie

Mac

Gold

Pool

G67707

3.50%

01/01/48

417,414,613‌

456,401,764‌

Freddie

Mac

Gold

Pool

G67708

3.50%

03/01/48

396,994,655‌

428,043,397‌

Freddie

Mac

Gold

Pool

G67709

3.50%

03/01/48

288,267,630‌

312,417,859‌

Freddie

Mac

Gold

Pool

G67710

3.50%

03/01/48

251,887,631‌

269,720,460‌

Freddie

Mac

Gold

Pool

G67711

4.00%

03/01/48

75,735,530‌

82,765,997‌

Freddie

Mac

Gold

Pool

G67713

4.00%

06/01/48

698,034‌

760,954‌

Freddie

Mac

Gold

Pool

G67714

4.00%

07/01/48

113,537‌

123,767‌

Freddie

Mac

Gold

Pool

G67717

4.00%

11/01/48

93,962,831‌

102,427,843‌

Freddie

Mac

Gold

Pool

H00790

5.50%

05/01/37

4,355‌

4,991‌

Freddie

Mac

Gold

Pool

H05069

5.50%

05/01/37

125,977‌

144,352‌

Freddie

Mac

Gold

Pool

Q05804

4.00%

01/01/42

29,183,140‌

32,402,537‌

Freddie

Mac

Gold

Pool

U99097

3.50%

07/01/43

41,586,591‌

44,850,963‌

Freddie

Mac

Gold

Pool

V62078

3.50%

08/01/33

4,534,479‌

4,887,132‌

Freddie

Mac

Gold

Pool

V62129

3.50%

08/01/33

10,583,266‌

11,382,933‌

Freddie

Mac

Gold

Pool

V80356

3.50%

08/01/43

28,706,815‌

31,425,337‌

Freddie

Mac

Pool

RB5077

2.00%

10/01/40

124,128,936‌

126,644,446‌

Freddie

Mac

Pool

RE6029

3.00%

02/01/50

7,683,910‌

7,902,086‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

Pool

SD7502

3.50%

07/01/49

$

11,912,253‌

$

12,710,882‌

Freddie

Mac

Pool

SD7503

3.50%

08/01/49

25,623,154‌

27,397,876‌

Freddie

Mac

Pool

SD7511

3.50%

01/01/50

25,745,823‌

27,545,131‌

Freddie

Mac

Pool

ZA5103

3.50%

12/01/47

250,534‌

264,927‌

Freddie

Mac

Pool

ZA5128

3.50%

12/01/47

650,274‌

685,407‌

Freddie

Mac

Pool

ZM1779

3.00%

09/01/46

19,709,934‌

20,739,023‌

Freddie

Mac

Pool

ZM2285

3.00%

12/01/46

22,149,226‌

23,305,674‌

Freddie

Mac

Pool

ZS4693

3.00%

12/01/46

22,361,001‌

23,528,507‌

Freddie

Mac

Pool

ZS4768

3.50%

05/01/48

1,788,770‌

1,883,178‌

Freddie

Mac

Pool

ZT0277

3.50%

10/01/46

2,441,669‌

2,610,785‌

Freddie

Mac

Pool

ZT1403

3.50%

11/01/33

25,991,244‌

27,837,075‌

Freddie

Mac

REMICS,

Series

1107,

Class

ZC

6.50%

07/15/21

6‌

6‌

Freddie

Mac

REMICS,

Series

1980,

Class

Z

7.00%

07/15/27

51,104‌

57,958‌

Freddie

Mac

REMICS,

Series

1983,

Class

Z

6.50%

12/15/23

12,438‌

13,195‌

Freddie

Mac

REMICS,

Series

2098,

Class

TZ

6.00%

01/15/28

208,154‌

230,235‌

Freddie

Mac

REMICS,

Series

2174,

Class

PN

6.00%

07/15/29

11,464‌

12,878‌

Freddie

Mac

REMICS,

Series

2313,

Class

LA

6.50%

05/15/31

5,536‌

6,333‌

Freddie

Mac

REMICS,

Series

2433,

Class

SA

(-2.60

X

LIBOR

USD

1-Month

plus

20.93%,

20.93%

Cap)

20.74%

02/15/32

2

6,524‌

10,067‌

Freddie

Mac

REMICS,

Series

2481,

Class

AW

6.50%

08/15/32

21,547‌

23,628‌

Freddie

Mac

REMICS,

Series

3019,

Class

SW

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

7.20%,

7.20%

Cap)

7.13%

08/15/35

2

959,693‌

224,360‌

Freddie

Mac

REMICS,

Series

3063,

Class

YG

5.50%

11/15/35

2,515,934‌

2,905,635‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

40

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

REMICS,

Series

3300,

Class

SA

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

7.20%,

7.20%

Cap)

7.13%

08/15/35

2

$

424,302‌

$

82,360‌

Freddie

Mac

REMICS,

Series

3707,

Class

EI

(IO)

5.00%

12/15/38

1,779,727‌

26,972‌

Freddie

Mac

REMICS,

Series

3730,

Class

JG

3.00%

09/15/39

126‌

126‌

Freddie

Mac

REMICS,

Series

3752,

Class

XL

4.50%

11/15/40

43,050,534‌

47,953,938‌

Freddie

Mac

REMICS,

Series

3891,

Class

HS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

5.95%,

5.95%

Cap)

5.88%

07/15/41

2

5,040,189‌

522,620‌

Freddie

Mac

REMICS,

Series

3904,

Class

JB

4.50%

08/15/41

9,419,505‌

10,607,859‌

Freddie

Mac

REMICS,

Series

3925,

Class

LB

4.50%

09/15/41

9,215,000‌

10,883,544‌

Freddie

Mac

REMICS,

Series

3928,

Class

JD

4.00%

09/15/41

29,844,827‌

32,677,966‌

Freddie

Mac

REMICS,

Series

4102,

Class

TC

2.50%

09/15/41

10,472,925‌

10,911,350‌

Freddie

Mac

REMICS,

Series

4161,

Class

BA

2.50%

12/15/41

16,449,419‌

17,141,665‌

Freddie

Mac

REMICS,

Series

4656,

Class

EZ

4.00%

02/15/47

184,283‌

213,076‌

Freddie

Mac

REMICS,

Series

4818,

Class

CA

3.00%

04/15/48

2,212,468‌

2,307,200‌

Freddie

Mac

REMICS,

Series

4846,

Class

PA

4.00%

06/15/47

696,888‌

729,284‌

Freddie

Mac

REMICS,

Series

4852,

Class

CA

4.00%

11/15/47

25,343,969‌

27,153,772‌

Freddie

Mac

REMICS,

Series

4860,

Class

BH

3.50%

10/15/48

7,167,051‌

7,555,701‌

Freddie

Mac

REMICS,

Series

4860,

Class

PA

3.50%

02/15/49

4,689,459‌

4,908,548‌

Freddie

Mac

REMICS,

Series

4879,

Class

BC

3.00%

04/15/49

1,656,495‌

1,712,932‌

Freddie

Mac

REMICS,

Series

4896,

Class

DA

3.00%

01/15/49

1,857,685‌

1,909,606‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Freddie

Mac

REMICS,

Series

4937,

Class

MF

(LIBOR

USD

1-Month

plus

0.45%)

0.54%

12/25/49

2

$

9,291,848‌

$

9,383,429‌

Freddie

Mac

Strips,

Series

309,

Class

PO

(PO)

0.00%

08/15/43

9

19,046,437‌

16,814,006‌

Freddie

Mac

Strips,

Series

319,

Class

F2

(LIBOR

USD

1-Month

plus

0.50%)

0.57%

11/15/43

2

3,109,748‌

3,145,322‌

Ginnie

Mae

(TBA)

2.00%

08/20/51

863,100,000‌

877,496,249‌

2.50%

08/20/51

1,192,850,000‌

1,232,316,576‌

Ginnie

Mae

I

Pool

782817

4.50%

11/15/39

13,059,254‌

14,782,232‌

Ginnie

Mae

I

Pool

AA5452

3.50%

07/15/42

122,613‌

130,598‌

Ginnie

Mae

II

Pool

2631

7.00%

08/20/28

1,246‌

1,401‌

Ginnie

Mae

II

Pool

3388

4.50%

05/20/33

3,575‌

3,955‌

Ginnie

Mae

II

Pool

3427

4.50%

08/20/33

1,202‌

1,330‌

Ginnie

Mae

II

Pool

3554

4.50%

05/20/34

1,130‌

1,250‌

Ginnie

Mae

II

Pool

4058

5.00%

12/20/37

614‌

696‌

Ginnie

Mae

II

Pool

4342

5.00%

01/20/39

925‌

1,051‌

Ginnie

Mae

II

Pool

4520

5.00%

08/20/39

18,048‌

20,510‌

Ginnie

Mae

II

Pool

5140

4.50%

08/20/41

37,929‌

41,971‌

Ginnie

Mae

II

Pool

5175

4.50%

09/20/41

41,160‌

45,546‌

Ginnie

Mae

II

Pool

5281

4.50%

01/20/42

12,125‌

13,418‌

Ginnie

Mae

II

Pool

783591

4.50%

07/20/41

15,004‌

16,603‌

Ginnie

Mae

II

Pool

80968

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

1.50%)

2.25%

07/20/34

2

9,848‌

10,243‌

Ginnie

Mae

II

Pool

81267

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

1.50%)

2.00%

03/20/35

2

15,539‌

15,747‌

Ginnie

Mae

II

Pool

81432

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

1.50%)

2.25%

08/20/35

2

18,860‌

19,732‌

Ginnie

Mae

II

Pool

81497

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

1.50%)

2.13%

10/20/35

2

14,046‌

14,696‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

41

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

8631

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

1.50%)

2.88%

05/20/25

2

$

2,382‌

$

2,437‌

Ginnie

Mae

II

Pool

8644

(US

Treasury

Yield

Curve

Rate

T

Note

Constant

Maturity

1

Year

plus

1.50%)

2.88%

06/20/25

2

3,149‌

3,188‌

Ginnie

Mae

II

Pool

MA0627

4.50%

12/20/42

48,340‌

53,485‌

Ginnie

Mae

II

Pool

MA0701

4.50%

01/20/43

49,919‌

55,238‌

Ginnie

Mae

II

Pool

MA1157

3.50%

07/20/43

45,938‌

49,621‌

Ginnie

Mae

II

Pool

MA1997

4.50%

06/20/44

12,420‌

13,743‌

Ginnie

Mae

II

Pool

MA2374

5.00%

11/20/44

296,704‌

333,362‌

Ginnie

Mae

II

Pool

MA2756

4.50%

04/20/45

26,866‌

29,618‌

Ginnie

Mae

II

Pool

MA2828

4.50%

05/20/45

1,175,476‌

1,300,373‌

Ginnie

Mae

II

Pool

MA2894

4.50%

06/20/45

450,277‌

498,094‌

Ginnie

Mae

II

Pool

MA3036

4.50%

08/20/45

45,598‌

50,441‌

Ginnie

Mae

II

Pool

MA3309

3.00%

12/20/45

9,017‌

9,552‌

Ginnie

Mae

II

Pool

MA3456

4.50%

02/20/46

307,554‌

342,447‌

Ginnie

Mae

II

Pool

MA3521

3.50%

03/20/46

35,955,900‌

38,190,415‌

Ginnie

Mae

II

Pool

MA3524

5.00%

03/20/46

13,304‌

15,078‌

Ginnie

Mae

II

Pool

MA3597

3.50%

04/20/46

91,053,739‌

96,712,364‌

Ginnie

Mae

II

Pool

MA3600

5.00%

04/20/46

8,248,828‌

9,326,599‌

Ginnie

Mae

II

Pool

MA3662

3.00%

05/20/46

3,456,692‌

3,642,503‌

Ginnie

Mae

II

Pool

MA3663

3.50%

05/20/46

26,285,620‌

27,919,167‌

Ginnie

Mae

II

Pool

MA3665

4.50%

05/20/46

125,303‌

137,487‌

Ginnie

Mae

II

Pool

MA3666

5.00%

05/20/46

4,396,521‌

4,982,818‌

Ginnie

Mae

II

Pool

MA3738

4.50%

06/20/46

526,596‌

577,801‌

Ginnie

Mae

II

Pool

MA3739

5.00%

06/20/46

2,643,025‌

2,995,455‌

Ginnie

Mae

II

Pool

MA3805

4.50%

07/20/46

4,569,886‌

5,014,253‌

Ginnie

Mae

II

Pool

MA3806

5.00%

07/20/46

206,920‌

233,957‌

Ginnie

Mae

II

Pool

MA3873

3.00%

08/20/46

26,943,884‌

28,392,221‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

MA3876

4.50%

08/20/46

$

4,501,071‌

$

4,941,560‌

Ginnie

Mae

II

Pool

MA3877

5.00%

08/20/46

959,248‌

1,078,665‌

Ginnie

Mae

II

Pool

MA3937

3.50%

09/20/46

21,495,214‌

22,824,339‌

Ginnie

Mae

II

Pool

MA3939

4.50%

09/20/46

2,385,960‌

2,655,152‌

Ginnie

Mae

II

Pool

MA4003

3.00%

10/20/46

10,886,370‌

11,471,555‌

Ginnie

Mae

II

Pool

MA4006

4.50%

10/20/46

2,739,781‌

3,013,042‌

Ginnie

Mae

II

Pool

MA4007

5.00%

10/20/46

5,470,580‌

6,185,234‌

Ginnie

Mae

II

Pool

MA4069

3.50%

11/20/46

67,048,971‌

71,194,843‌

Ginnie

Mae

II

Pool

MA4071

4.50%

11/20/46

7,663,715‌

8,462,724‌

Ginnie

Mae

II

Pool

MA4072

5.00%

11/20/46

1,459,703‌

1,654,305‌

Ginnie

Mae

II

Pool

MA4126

3.00%

12/20/46

182,497,815‌

192,307,775‌

Ginnie

Mae

II

Pool

MA4127

3.50%

12/20/46

72,859,195‌

77,575,970‌

Ginnie

Mae

II

Pool

MA4129

4.50%

12/20/46

25,094,317‌

27,900,853‌

Ginnie

Mae

II

Pool

MA4196

3.50%

01/20/47

17,287‌

18,351‌

Ginnie

Mae

II

Pool

MA4198

4.50%

01/20/47

207,120‌

226,418‌

Ginnie

Mae

II

Pool

MA4199

5.00%

01/20/47

4,545,234‌

5,138,961‌

Ginnie

Mae

II

Pool

MA4264

4.50%

02/20/47

61,734,958‌

67,352,105‌

Ginnie

Mae

II

Pool

MA4265

5.00%

02/20/47

1,078,470‌

1,219,374‌

Ginnie

Mae

II

Pool

MA4324

5.00%

03/20/47

6,019,268‌

6,837,043‌

Ginnie

Mae

II

Pool

MA4382

3.50%

04/20/47

43,150,005‌

45,804,637‌

Ginnie

Mae

II

Pool

MA4384

4.50%

04/20/47

2,809,037‌

3,060,237‌

Ginnie

Mae

II

Pool

MA4385

5.00%

04/20/47

10,927,513‌

12,123,964‌

Ginnie

Mae

II

Pool

MA4453

4.50%

05/20/47

146,878,217‌

160,012,889‌

Ginnie

Mae

II

Pool

MA4454

5.00%

05/20/47

23,986,676‌

26,331,412‌

Ginnie

Mae

II

Pool

MA4510

3.50%

06/20/47

60,546‌

64,157‌

Ginnie

Mae

II

Pool

MA4511

4.00%

06/20/47

8,891,021‌

9,529,716‌

Ginnie

Mae

II

Pool

MA4512

4.50%

06/20/47

512,735‌

558,587‌

Ginnie

Mae

II

Pool

MA4513

5.00%

06/20/47

474,147‌

520,481‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

42

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

MA4586

3.50%

07/20/47

$

72,701,145‌

$

77,031,799‌

Ginnie

Mae

II

Pool

MA4588

4.50%

07/20/47

84,447‌

91,774‌

Ginnie

Mae

II

Pool

MA4589

5.00%

07/20/47

22,408,143‌

24,623,519‌

Ginnie

Mae

II

Pool

MA4652

3.50%

08/20/47

5,523,282‌

5,852,292‌

Ginnie

Mae

II

Pool

MA4655

5.00%

08/20/47

26,472,776‌

29,079,988‌

Ginnie

Mae

II

Pool

MA4719

3.50%

09/20/47

70,429,319‌

74,602,637‌

Ginnie

Mae

II

Pool

MA4720

4.00%

09/20/47

179,535‌

191,569‌

Ginnie

Mae

II

Pool

MA4722

5.00%

09/20/47

527,786‌

578,893‌

Ginnie

Mae

II

Pool

MA4781

5.00%

10/20/47

6,276,830‌

6,878,753‌

Ginnie

Mae

II

Pool

MA4836

3.00%

11/20/47

151,212,452‌

159,326,860‌

Ginnie

Mae

II

Pool

MA4837

3.50%

11/20/47

174,325,538‌

184,619,679‌

Ginnie

Mae

II

Pool

MA4838

4.00%

11/20/47

60,125,732‌

64,258,296‌

Ginnie

Mae

II

Pool

MA4840

5.00%

11/20/47

1,885,158‌

2,065,141‌

Ginnie

Mae

II

Pool

MA4900

3.50%

12/20/47

11,293,644‌

11,960,548‌

Ginnie

Mae

II

Pool

MA4901

4.00%

12/20/47

40,332,904‌

43,077,655‌

Ginnie

Mae

II

Pool

MA4961

3.00%

01/20/48

507,289‌

533,451‌

Ginnie

Mae

II

Pool

MA4963

4.00%

01/20/48

67,690,303‌

72,075,293‌

Ginnie

Mae

II

Pool

MA5078

4.00%

03/20/48

107,491‌

114,552‌

Ginnie

Mae

II

Pool

MA5137

4.00%

04/20/48

23,329,207‌

24,836,628‌

Ginnie

Mae

II

Pool

MA5399

4.50%

08/20/48

5,342,843‌

5,752,083‌

Ginnie

Mae

II

Pool

MA5466

4.00%

09/20/48

9,128,290‌

9,691,729‌

Ginnie

Mae

II

Pool

MA5467

4.50%

09/20/48

50,336‌

54,184‌

Ginnie

Mae

II

Pool

MA5528

4.00%

10/20/48

42,399,888‌

45,017,000‌

Ginnie

Mae

II

Pool

MA5530

5.00%

10/20/48

8,862,215‌

9,558,362‌

Ginnie

Mae

II

Pool

MA5651

4.00%

12/20/48

14,803‌

15,708‌

Ginnie

Mae

II

Pool

MA6030

3.50%

07/20/49

25,667,077‌

26,472,118‌

Ginnie

Mae

II

Pool

MA6080

3.00%

08/20/49

4,437‌

4,569‌

Ginnie

Mae

II

Pool

MA6081

3.50%

08/20/49

10,231,203‌

10,552,102‌

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae

II

Pool

MA6209

3.00%

10/20/49

$

7,552,366‌

$

7,747,739‌

Ginnie

Mae

II

Pool

MA6210

3.50%

10/20/49

4,664,236‌

4,810,529‌

Ginnie

Mae,

Series

2003-86,

Class

ZK

5.00%

10/20/33

5,010,886‌

5,620,920‌

Ginnie

Mae,

Series

2007-35,

Class

PY

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.75%,

6.75%

Cap)

6.68%

06/16/37

2

9,091,615‌

1,886,059‌

Ginnie

Mae,

Series

2009-106,

Class

SD

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.25%,

6.25%

Cap)

6.16%

03/20/36

2

8,085,584‌

936,982‌

Ginnie

Mae,

Series

2009-106,

Class

XI

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.80%,

6.80%

Cap)

6.71%

05/20/37

2

20,021,833‌

2,868,736‌

Ginnie

Mae,

Series

2009-124,

Class

SC

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.48%,

6.48%

Cap)

6.39%

12/20/39

2

3,216,082‌

701,765‌

Ginnie

Mae,

Series

2009-17,

Class

P

4.00%

08/16/38

803‌

804‌

Ginnie

Mae,

Series

2009-66,

Class

XS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.80%,

6.80%

Cap)

6.73%

07/16/39

2

26,412‌

3,445‌

Ginnie

Mae,

Series

2009-8,

Class

PS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.30%,

6.30%

Cap)

6.23%

08/16/38

2

39,573‌

3,267‌

Ginnie

Mae,

Series

2010-4,

Class

SL

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.40%,

6.40%

Cap)

6.33%

01/16/40

2

41,705‌

8,766‌

Ginnie

Mae,

Series

2010-4,

Class

SM

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

5.80%,

5.80%

Cap)

5.73%

01/16/40

2

7,582,743‌

1,398,966‌

Ginnie

Mae,

Series

2010-6,

Class

BS

(IO)

(-1.00

X

LIBOR

USD

1-Month

plus

6.50%,

6.50%

Cap)

6.43%

09/16/39

2

1,352,952‌

93,313‌

Ginnie

Mae,

Series

2011-146,

Class

EI

(IO)

5.00%

11/16/41

98,625‌

17,793‌

Ginnie

Mae,

Series

2014-108,

Class

PA

2.63%

12/20/39

8,950,415‌

9,247,260‌

Ginnie

Mae,

Series

2018-124,

Class

NW

3.50%

09/20/48

1,197,427‌

1,284,012‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

43

/

June

2021

Issues

Maturity

Date

Principal

Amount

Value

MORTGAGE-BACKED

(continued)

U.S.

Agency

Mortgage-Backed

(continued)

Ginnie

Mae,

Series

2019-1,

Class

NP

3.50%

01/20/49

$

16,896,296‌

$

17,905,586‌

Ginnie

Mae,

Series

2019-119,

Class

JE

3.00%

09/20/49

12,634,866‌

13,060,317‌

Ginnie

Mae,

Series

2019-15,

Class

GT

3.50%

02/20/49

14,519,415‌

15,507,720‌

Ginnie

Mae,

Series

2019-44,

Class

CA

3.50%

12/20/48

5,062,936‌

5,244,600‌

Ginnie

Mae,

Series

2019-71,

Class

PT

3.00%

06/20/49

3,260,516‌

3,377,956‌

Ginnie

Mae,

Series

2019-86,

Class

C

2.50%

03/20/49

19,723,231‌

20,554,506‌

Ginnie

Mae,

Series

2019-90,

Class

HE

3.00%

07/20/49

16,463,527‌

17,144,086‌

UMBS

(TBA)

1.50%

08/01/36

1,096,500,000‌

1,108,366,104‌

2.00%

08/01/36

1,505,125,000‌

1,550,261,140‌

2.00%

08/01/51

6,525,925,000‌

6,576,908,854‌

2.50%

08/01/51

6,446,475,000‌

6,655,481,839‌

28,856,454,567‌

Total

Mortgage-Backed

(Cost

$33,934,526,335)

34,420,068,551‌

MUNICIPAL

BONDS

—

0

.58

%

*

California

—

0

.23

%

City

of

San

Francisco

Public

Utilities

Commission

Water

Revenue

Bonds,

Series

E

2.83%

11/01/41

16,975,000‌

17,281,483‌

Los

Angeles

Department

of

Airports

Revenue

Bonds,

Port,

Airport

and

Marina

Improvements,

Series

A

5.00%

05/15/44

185,000‌

230,451‌

Los

Angeles

Department

of

Water

&

Power

Power

System

Revenue

Bonds,

Electric

Light

&

Power

Improvements,

Series

C

5.52%

07/01/27

12,625,000‌

15,626,758‌

Los

Angeles

Department

of

Water

&

Power

Water

System

Revenue

Bonds,

Water

Utility

Improvements,

Series

SY

6.01%

07/01/39

350,000‌

479,632‌

Los

Angeles

Unified

School

District

General

Obligation

Bonds,

School

Improvements,

Series

KR

5.75%

07/01/34

10,755,000‌

14,535,955‌

Los

Angeles

Unified

School

District

General

Obligation

Bonds,

School

Improvements,

Series

RY

6.76%

07/01/34

12,165,000‌

17,476,880‌

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

Bonds,

Health,

Hospital

and

Nursing

Home

Improvements,

Series

N

3.01%

05/15/50

62,945,000‌

64,997,004‌

Issues

Maturity

Date

Principal

Amount

Value

MUNICIPAL

BONDS

(continued)

California

(continued)

3.26%

05/15/60

$

40,075,000‌

$

43,099,459‌

University

of

California,

Taxable,

College

&

University,

Revenue

Bonds,

University

&

College

Improvements,

Series

AP

3.93%

05/15/45

30,115,000‌

34,215,034‌

207,942,656‌

Colorado

—

0

.04

%

City

&

County

of

Denver

Airport

System

Revenue

Bonds,

Series

C

2.39%

11/15/31

6,010,000‌

6,192,990‌

2.52%

11/15/32

13,450,000‌

13,906,054‌

2.62%

11/15/33

9,000,000‌

9,321,992‌

2.72%

11/15/34

5,000,000‌

5,193,631‌

34,614,667‌

Florida

—

0

.01

%

County

of

Miami-Dade

Aviation

Revenue

Bonds,

Airport

and

Marina

Improvements,

Series

E

2.53%

10/01/30

2,160,000‌

2,251,121‌

New

Jersey

—

0

.00

%

Jersey

City

Municipal

Utilities

Authority

Revenue

Bonds,

Water

Utility

Improvements,

Series

B

5.47%

05/15/27

350,000‌

405,503‌

New

Jersey

Turnpike

Authority

Revenue

Bonds,

Highway

Revenue,

Series

F

3.73%

01/01/36

300,000‌

348,646‌

754,149‌

New

York

—

0

.28

%

City

of

New

York

General

Obligation

Bonds,

Public

Improvements

4.77%

10/01/23

4,420,000‌

4,833,724‌

5.21%

10/01/31

6,420,000‌

7,873,405‌

5.52%

10/01/37

6,075,000‌

8,254,932‌

City

of

New

York

General

Obligation

Bonds,

Public

Improvements,

Series

A

3.00%

08/01/34

15,185,000‌

16,404,576‌

City

of

New

York

General

Obligation

Bonds,

Public

Improvements,

Series

F

3.62%

04/01/31

3,145,000‌

3,519,615‌

Metropolitan

Transportation

Authority

Revenue

Bonds,

Transit

Improvements,

Series

C2

5.18%

11/15/49

19,375,000‌

25,837,338‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements

5.51%

08/01/37

25,000,000‌

33,480,723‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

B3

2.00%

08/01/35

4,055,000‌

3,879,525‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

D

2.40%

11/01/32

17,295,000‌

17,743,055‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Series

E

1.97%

02/01/33

3,090,000‌

3,017,618‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

44

Issues

Maturity

Date

Principal

Amount

Value

MUNICIPAL

BONDS

(continued)

New

York

(continued)

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Subseries

C5

3.90%

05/01/31

$

15,000,000‌

$

16,927,686‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Subseries

FI

4.00%

08/01/33

6,450,000‌

7,297,406‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

Public

Improvements,

Subseries

SU

3.88%

08/01/31

3,135,000‌

3,544,336‌

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

Bonds,

School

Improvements,

Series

G-3

5.27%

05/01/27

13,135,000‌

15,917,535‌

New

York

State

Dormitory

Authority

Revenue

Bonds,

University

&

College

Improvements

5.29%

03/15/33

44,990,000‌

54,839,170‌

5.43%

03/15/39

21,400,000‌

27,743,095‌

New

York

State

Dormitory

Authority

Revenue

Bonds,

University

&

College

Improvements,

Series

A

4.00%

03/15/47

155,000‌

182,895‌

New

York

State

Urban

Development

Corp.

Revenue

Bonds,

Public

Improvements

5.77%

03/15/39

150,000‌

187,252‌

251,483,886‌

Texas

—

0

.02

%

North

Texas

Tollway

Authority

Revenue

Bonds

2.33%

01/01/33

765,000‌

776,329‌

2.43%

01/01/34

10,000,000‌

10,132,092‌

2.53%

01/01/35

8,000,000‌

8,122,551‌

Texas

A&M

University

Revenue

Bonds,

University

&

College

Improvements,

Series

B

2.69%

05/15/25

350,000‌

374,939‌

19,405,911‌

Total

Municipal

Bonds

(Cost

$477,931,064)

516,452,390‌

U.S.

TREASURY

SECURITIES

—

38

.52

%

U.S.

Treasury

Bonds

—

6

.33

%

U.S.

Treasury

Bonds

1.88%

02/15/41

1,143,021,000‌

1,119,535,496‌

1.88%

02/15/51

536,487,000‌

512,177,433‌

2.38%

05/15/51

3,800,130,000‌

4,055,295,049‌

5,687,007,978‌

U.S.

Treasury

Notes

—

32

.19

%

U.S.

Treasury

Floating

Rate

Notes

(US

Treasury

Bill

Yield

3-Month

plus

0.11%)

0.16%

04/30/22

2

170,000,000‌

170,153,279‌

U.S.

Treasury

Notes

0.13%

04/30/23

3,305,155,000‌

3,299,474,265‌

0.13%

05/31/23

6,316,662,000‌

6,303,584,551‌

0.13%

06/30/23

6,317,700,000‌

6,302,522,737‌

Issues

Maturity

Date

Principal

Amount

Value

U.S.

TREASURY

SECURITIES

(continued)

U.S.

Treasury

Notes

(continued)

0.38%

03/31/22

$

79,520,000‌

$

79,696,931‌

0.75%

03/31/26

197,942,000‌

197,080,626‌

0.75%

04/30/26

4,046,564,000‌

4,026,237,907‌

0.75%

05/31/26

3,293,771,000‌

3,275,629,535‌

0.88%

06/30/26

3,322,642,000‌

3,321,467,446‌

1.50%

08/31/21

300,000,000‌

300,738,390‌

1.50%

11/30/21

500,000,000‌

502,998,045‌

1.63%

05/15/31

759,841,000‌

771,772,882‌

1.75%

11/30/21

350,000,000‌

352,474,608‌

28,903,831,202‌

Total

U.S.

Treasury

Securities

(Cost

$34,408,585,957)

34,590,839,180‌

Total

Bonds

—

106

.89

%

(Cost

$94,271,818,522)

95,978,818,774‌

Issues

Shares

Value

COMMON

STOCK

—

0

.00

%

Electric

—

0

.00

%

Homer

City

Holdings

LLC

†,5,6,7,10

1,180,703‌

—‌

Total

Common

Stock

(Cost

$65,187,440)

Purchased

Swaptions

-

0.01%

(Cost

$10,896,240)

11,782,680‌

Purchased

Options

-

0.02%

(Cost

$17,592,900)

17,500,000‌

Issues

Maturity

Date

Principal

Amount

/

Shares

Value

SHORT-TERM

INVESTMENTS

—

13

.06

%

Money

Market

Funds

—

4

.56

%

Dreyfus

Government

Cash

Management

Fund

0.03%

11

2,023,088,000‌

2,023,088,000‌

Fidelity

Investments

Money

Market

Funds

-

Government

Portfolio

0.01%

11,12

624,058,175‌

624,058,175‌

JPMorgan

U.S.

Government

Money

Market

Fund

0.01%

11

473,648,000‌

473,648,000‌

Morgan

Stanley

Institutional

Liquidity

Funds

-

Government

Portfolio

0.03%

11

973,970,000‌

973,970,000‌

4,094,764,175‌

U.S.

Agency

Discount

Notes

—

4

.03

%

Federal

Home

Loan

Bank

0.02%

13

07/15/21

513,300,000‌

513,296,007‌

0.02%

13

07/20/21

589,000,000‌

588,993,780‌

0.02%

13

07/22/21

425,000,000‌

424,995,040‌

0.02%

13

07/28/21

337,000,000‌

336,994,945‌

0.02%

13

08/12/21

442,600,000‌

442,584,509‌

0.05%

13

08/13/21

300,000,000‌

299,989,251‌

0.01%

13

08/18/21

214,000,000‌

213,991,440‌

0.04%

13

10/06/21

300,000,000‌

299,967,666‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

45

/

June

2021

Issues

Maturity

Date

Principal

Amount/Shares

Value

SHORT-TERM

INVESTMENTS

(continued)

U.S.

Agency

Discount

Notes

(continued)

0.00%

13

10/15/21

$

500,000,000‌

$

499,941,110‌

3,620,753,748‌

U.S.

Treasury

Bills

—

4

.47

%

U.S.

Cash

Management

Bills

0.03%

13

10/05/21

229,275,000‌

229,250,543‌

U.S.

Treasury

Bills

0.02%

13

07/08/21

500,000,000‌

499,996,720‌

0.01%

13

07/15/21

750,000,000‌

749,988,330‌

0.05%

13

08/05/21

750,000,000‌

749,969,497‌

0.05%

13

08/12/21

750,000,000‌

749,956,238‌

0.04%

13

08/19/21

505,000,000‌

504,969,069‌

0.03%

13

09/02/21

31,235,000‌

31,232,404‌

0.02%

13

07/22/21

500,000,000‌

499,987,555‌

4,015,350,356‌

Total

Short-Term

Investments

(Cost

$11,730,894,429)

11,730,868,279‌

Total

Investments

Before

Written

Options

-

119.98%

(Cost

$106,096,389,531)

107,738,969,733‌

Written

Options

-

(0.01)%

(Cost

$(18,517,875))

(12,000,000)

Liabilities

in

Excess

of

Other

Assets

-

(19.97)%

(

17,933,732,979‌

)

Net

Assets

-

100.00%

$

89,793,236,754‌

1

Securities

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

The

securities

may

be

resold

in

transactions

exempt

from

registration,

normally

to

qualified

institutional

buyers.

2

Floating

rate

security.

The

rate

disclosed

was

in

effect

at

June

30,

2021.

3

Foreign

denominated

security

issued

by

foreign

domiciled

entity.

4

Variable

rate

security.

Interest

rate

disclosed

is

as

of

the

most

recent

information

available.

Certain

variable

rate

securities

are

not

based

on

a

published

reference

rate

and

spread

but

are

determined

by

the

issuer

or

agent

and

are

based

on

current

market

conditions.

5

Security

is

valued

using

significant

unobservable

inputs

and

is

classified

as

Level

3

in

the

fair

value

hierarchy.

6

Illiquid

security

as

determined

under

procedures

approved

by

the

Board

of

Trustees.

The

aggregate

value

of

illiquid

securities

is

$98,386,786,

which

is

0.11%

of

total

net

assets.

7

Non-income producing

security.

8

Security

is

currently

in

default

with

regard

to

scheduled

interest

or

principal

payments.

9

Zero

coupon

bond.

The

rate

shown

is

the

effective

yield

as

of

June

30,

2021.

10

Affiliated

investment.

11

Represents

the

current

yield

as

of

June

30,

2021.

12

Securities,

or

a

portion

thereof,

pledged

as

collateral

for

swaps.

The

total

market

value

of

collateral

pledged

is

$2,454.

13

Represents

annualized

yield

at

date

of

purchase.

†

Fair

valued

security.

The

aggregate

value

of

fair

valued

securities

is

$308,739,134,

which

is

0.34%

of

total

net

assets.

Fair

valued

securities

were

not

valued

utilizing

an

independent

quote

but

were

valued

pursuant

to

guidelines

established

by

the

Board

of

Trustees.

See

Notes

to

Financial

Statements.

*

Securities

with

a

call

or

reset

feature

will

have

an

effective

maturity

date

sooner

than

the

stated

maturity.

**

Securities

backed

by

mortgage

or

consumer

loans

where

payment

is

periodically

made

will

have

an

effective

maturity

date

sooner

than

the

stated

maturity

date.

Note:

For

Fund

compliance

purposes,

the

Fund's

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

for

more

meaningful

presentation

for

investors.

(BKNT):

Bank

Note

(CLO):

Collateralized

Loan

Obligation

(EMTN):

Euro

Medium-Term

Note

(GBP):

British

Pound

(GMTN):

Global

Medium-Term

Note

(IO):

Interest

Only

(LIBOR):

London

InterBank

Offer

Rate

(MTN):

Medium-Term

Note

(PO):

Principal

Only

(SOFR):

Secured

Overnight

Financing

Rate

(STEP):

Step

Coupon

Bond

(TBA):

To-Be-Announced

(USD):

U.S.

Dollar

Currency

to

be

Purchased

Currency

to

be

Sold

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

FOREIGN

CURRENCY

EXCHANGE

CONTRACT

USD

77,911,723

GBP

56,005,000

Goldman

Sachs

International

10/22/21

$

519,207‌

USD

66,047,138

GBP

48,165,000

Goldman

Sachs

International

07/16/21

(

493,384‌

)

GBP

48,165,000

USD

67,054,350

Goldman

Sachs

International

07/16/21

(

513,828‌

)

(

1,007,212‌

)

NET

UNREALIZED

DEPRECIATION

$

(

488,005‌

)

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

46

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

FUTURES

CONTRACTS:

LONG

POSITIONS

U.S.

Treasury

Ultra

Bond

6,351

09/21/21

$

1,223,758,313‌

$

35,470,358‌

$

35,470,358‌

U.S.

Treasury

Ten

Year

Ultra

Bond

6,155

09/21/21

906,035,234‌

14,182,459‌

14,182,459‌

2,129,793,547‌

49,652,817‌

49,652,817‌

FUTURES

CONTRACTS:

SHORT

POSITIONS

U.S.

Treasury

Two

Year

Note

303

09/30/21

(

66,757,055‌

)

120,008‌

120,008‌

TOTAL

FUTURES

CONTRACTS

$

2,063,036,492‌

$

49,772,825‌

$

49,772,825‌

Reference

Obligation/Index

Financing

Rate

Paid

by

the

Fund

Payment

Frequency

Counterparty

Expiration

Date

Notional

Amount

1

Value

Premiums

Paid

Unrealized

Appreciation

SWAPS:

CREDIT

DEFAULT

(SALES)

-

SINGLE

ISSUES

OTC

Berry

Global,

Inc.,

5.63%,

due

07/15/27

5.00%

3

Months

Credit

Suisse

First

Boston

International

12/20/21

$

60,665,000‌

$

1,061,285‌

$

856,726‌

$

204,559‌

1

The

maximum

potential

payment

the

Fund

could

be

required

to

make

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

as

defined

under

the

terms

of

the

swap

agreement.

Description

Number

of

contracts

Exercise

Price

Expiration

Date

Notional

Amount

Value

PURCHASED

CALL

OPTIONS

EXCHANGE

TRADED

IMM

Eurodollar

3

Year

MIDCV

Future

Options

20,000‌

$

98.25

12/10/21

$

297,228,400,000‌

$

17,500,000‌

Description

Number

of

contracts

Exercise

Price

Expiration

Date

Notional

Amount

Value

WRITTEN

CALL

OPTIONS

EXCHANGE

TRADED

IMM

Eurodollar

3

Year

MIDCV

Future

Options

20,000‌

$

98.50

12/10/21

$

(

219,673,440,000‌

)

$

(

10,000,000‌

)

WRITTEN

PUT

OPTIONS

EXCHANGE

TRADED

IMM

Eurodollar

3

Year

MIDCV

Future

Options

20,000‌

$

97.75

12/10/21

$

65,055,620,000‌

$

(

2,000,000‌

)

Received

by

the

Fund

Paid

by

the

Fund

Description

Counterparty

Maturity

Date

Rate

Frequency

Rate

Frequency

Notional

Amount

Value

Premiums

Paid

Unrealized

Appreciation

PURCHASED

SWAPTIONS

Option

to

enter

into

a

30-year

Interest

Rate

Swap

Barclay’s

Capital

01/19/24

2.75%

Quarterly

3-month

USD

LIBOR

Semi-

annually

$

79,350,000‌

$

2,532,932‌

$

2,340,825‌

$

192,107‌

Option

to

enter

into

a

30-year

Interest

Rate

Swap

Citigroup

Global

Markets,

Inc.

01/19/24

2.75%

Quarterly

3-month

USD

LIBOR

Semi-

annually

$

45,520,000‌

$

1,453,044‌

$

1,350,040‌

$

103,004‌

Option

to

enter

into

a

30-year

Interest

Rate

Swap

Goldman

Sachs

International

01/19/24

2.75%

Quarterly

3-month

USD

LIBOR

Semi-

annually

$

244,250,000‌

$

7,796,704‌

$

7,205,375‌

$

591,329‌

TOTAL

PURCHASED

SWAPTIONS

$

369,120,000‌

$

11,782,680‌

$

10,896,240‌

$

886,440‌

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

47

/

June

2021

SIGNIFICANT

ACCOUNTING

POLICIES

The

following

is

a

summary

of

significant

accounting

policies

consistently

followed

by

the

Fund:

Net

Asset

Value:

The

Net

Asset

Value

(“NAV”)

of

each

class

of

the

Fund

is

determined

by

dividing

the

net

assets

attributable

to

each

class

of

shares

of

the

Fund

by

the

number

of

issued

and

outstanding

shares

of

the

class

of

the

Fund

on

each

business

day

as

of

4

p.m.

ET.

Security

Valuation:

Fixed

income

securities

for

which

market

quotations

are

readily

available

are

valued

at

prices

as

provided

by

independent

pricing

vendors

or

broker

quotes.

The

Fund

receives

pricing

information

from

independent

pricing

vendors

approved

by

the

Board

of

Trustees

(the

“Board”

or

the

“Board

of

Trustees”).

Securities

with

a

demand

feature

exercisable

within

one

to

seven

days

are

valued

at

par.

The

Fund

also

uses

a

benchmark

pricing

system

to

the

extent

vendors’

prices

for

their

securities

are

either

inaccurate

(such

as

when

the

reported

prices

are

different

from

recent

known

market

transactions)

or

are

not

available

from

another

pricing

source.

For

a

security

priced

using

this

system,

the

Adviser

initially

selects

a

proxy

composed

of

a

relevant

security

(e.g.,

U.S.

Treasury

Note)

or

benchmark

(e.g.,

LIBOR)

and

a

multiplier,

divisor

or

margin

that

the

Adviser

believes

would

together

best

reflect

changes

in

the

market

value

of

the

security.

The

value

of

the

security

changes

daily

based

on

changes

to

the

market

price

of

the

assigned

benchmark.

The

benchmark

pricing

system

is

continuously

reviewed

by

the

Adviser

and

implemented

according

to

the

pricing

policy

reviewed

by

the

Board.

S&P

500

Index

futures

contracts

are

valued

at

the

first

sale

price

after

4

p.m.

ET

on

the

Chicago

Mercantile

Exchange.

All

other

futures

contracts

are

valued

at

the

official

settlement

price

of

the

exchange

on

which

those

securities

are

traded.

Equity

securities,

including

depository

receipts,

are

valued

at

the

last

reported

sale

price

or

the

market’s

closing

price

on

the

exchange

or

market

on

which

such

securities

are

traded,

as

of

the

close

of

business

on

the

day

the

securities

are

being

valued

or,

lacking

any

sales,

at

the

average

of

the

bid

and

asked

prices.

In

cases

where

equity

securities

are

traded

on

more

than

one

exchange,

the

securities

are

valued

on

the

exchange

or

market

determined

by

the

Adviser

to

be

the

broadest

and

most

representative

market,

which

may

be

either

a

securities

exchange

or

the

over-the-counter

market.

Equity

options

are

valued

at

the

average

of

the

bid

and

asked

prices.

Securities

and

other

assets

that

cannot

be

valued

as

described

above

will

be

valued

at

their

fair

value

as

determined

by

the

Adviser

under

guidelines

established

by

and

under

the

general

supervision

and

responsibility

of

the

Board.

Investments

in

registered

open-ended

investment

companies,

including

those

classified

as

money

market

funds,

are

valued

based

upon

the

reported

NAV

of

such

investments.

Fair

value

methods

approved

by

the

Board

of

Trustees

include,

but

are

not

limited

to,

obtaining

market

quotations

from

secondary

pricing

services,

broker-dealers,

or

widely

used

quotation

systems.

General

factors

considered

in

determining

the

fair

value

of

securities

include

fundamental

analytical

data,

the

nature

and

duration

of

any

restrictions

on

disposition

of

the

securities,

and

an

evaluation

of

the

forces

that

influenced

the

market

in

which

the

investments

are

purchased

and

sold.

These

securities

are

either

categorized

as

Level

2

or

3

depending

on

the

relevant

inputs

used.

In

the

event

that

the

security

or

asset

cannot

be

valued

pursuant

to

one

of

the

valuation

methods

established

by

the

Board,

the

value

of

the

security

or

asset

will

be

determined

in

good

faith

by

the

Pricing

Committee

of

the

Board,

generally

based

upon

recommendation

provided

by

the

Adviser.

When

the

Fund

uses

these

fair

valuation

methods

applied

by

the

Adviser

that

use

significant

unobservable

inputs

to

determine

its

NAV,

securities

will

be

priced

by

a

method

that

the

Board

or

persons

acting

at

their

direction

believe

accurately

reflect

fair

value

and

are

categorized

as

Level

3

of

the

fair

value

hierarchy.

These

methods

may

require

subjective

determinations

about

the

value

of

a

security.

While

the

Fund’s

policy

is

intended

to

result

in

a

calculation

of

its

NAV

that

fairly

reflects

security

values

as

of

the

time

of

pricing,

the

Fund

cannot

guarantee

that

values

determined

by

the

Board

or

persons

acting

at

their

direction

would

accurately

reflect

the

price

that

the

Fund

could

obtain

for

a

security

if

it

were

to

dispose

of

that

security

as

of

the

time

of

pricing

(for

instance,

in

a

forced

or

distressed

sale).

The

prices

used

by

the

Fund

may

differ

from

the

value

that

would

be

realized

if

the

securities

were

sold.

Fair

Value

Measurements:

Various

inputs

are

used

in

determining

the

fair

value

of

investments,

which

are

as

follows:

*

Level

1

-

unadjusted

quoted

prices

in

active

markets

for

identical

securities

*

Level

2

-

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

prepayment

speeds,

credit

risk,

etc.)

*

Level

3

-

significant

unobservable

inputs

that

are

not

corroborated

by

observable

market

data

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

June

2021

/

48

The

inputs

or

methodology

used

for

valuing

investments

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

those

investments

and

the

determination

of

the

significance

of

a

particular

input

to

the

fair

value

measurement

in

its

entirety

requires

judgment

and

consideration

of

factors

specific

to

each

security.

The

availability

of

observable

inputs

can

vary

from

security

to

security

and

is

affected

by

a

wide

variety

of

factors,

including,

for

example,

the

type

of

security,

whether

the

security

is

new

and

not

yet

established

in

the

marketplace,

the

liquidity

of

markets,

and

other

characteristics

particular

to

the

security.

To

the

extent

that

valuation

is

based

on

models

or

inputs

that

are

less

observable

or

unobservable

in

the

market,

the

determination

of

fair

value

requires

more

judgment.

Accordingly,

the

degree

of

judgment

exercised

in

determining

fair

value

is

greatest

for

instruments

categorized

in

Level

3.

In

periods

of

market

dislocation,

the

observability

of

prices

and

inputs

may

be

reduced

for

many

instruments.

This

condition,

as

well

as

changes

related

to

liquidity

of

investments,

could

cause

a

security

to

be

reclassified

between

Level

1,

Level

2,

or

Level

3.

In

certain

cases,

the

inputs

used

to

measure

fair

value

may

fall

into

different

levels

of

the

fair

value

hierarchy.

In

such

cases,

for

disclosure

purposes

the

level

in

the

fair

value

hierarchy

within

which

the

fair

value

measurement

falls

in

its

entirety

is

determined

based

on

the

lowest

level

input

that

is

significant

to

the

fair

value

measurement

in

its

entirety.

The

summary

of

inputs

used

to

value

the

Fund’s

investments

and

other

financial

instruments

carried

at

fair

value

as

of

June

30,

2021

is

as

follows:

Certain

securities

held

by

the

Funds

are

categorized

as

Level

3

investments.

Their

prices

may

be

derived

by

utilizing

unobservable

prior

transaction

values

or

information

from

third

party

valuation

services.

The

value

of

Level

3

investments

could

be

significantly

affected

by

changes

in

these

unobservable

inputs.

TOTAL

RETURN

BOND

FUND

LEVEL

1

LEVEL

2

LEVEL

3

TOTAL

Investments

in

Securities

Assets:

Short-Term

Investments:

Money

Market

Funds

$

4,094,764,175‌

$

—‌

$

—‌

$

4,094,764,175‌

U.S.

Agency

Discount

Notes

—‌

3,620,753,748‌

—‌

3,620,753,748‌

U.S.

Treasury

Bills

4,015,350,356‌

—‌

—‌

4,015,350,356‌

Long-Term

Investments:

Asset-Backed

Securities

—‌

4,808,408,048‌

31,824,966‌

4,840,233,014‌

Bank

Loans

—‌

1,447,305,154‌

3,783,097‌

1,451,088,251‌

Common

Stock

—‌

—‌

—‌

—‌

Corporates

—‌

19,262,979,495‌

55,046,050‌

19,318,025,545‌

Foreign

Government

Obligations

—‌

842,111,843‌

—‌

842,111,843‌

Mortgage-Backed

Securities

—‌

34,412,335,878‌

7,732,673‌

34,420,068,551‌

Municipal

Bonds

—‌

516,452,390‌

—‌

516,452,390‌

Purchased

Options

17,500,000‌

—‌

—‌

17,500,000‌

Purchased

Swaptions

—‌

11,782,680‌

—‌

11,782,680‌

U.S.

Treasury

Securities

34,590,839,180‌

—‌

—‌

34,590,839,180‌

Other

Financial

Instruments

*

Assets:

Credit

contracts

—‌

1,061,285‌

—‌

1,061,285‌

Foreign

currency

exchange

contracts

—‌

519,207‌

—‌

519,207‌

Interest

rate

contracts

49,772,825‌

—‌

—‌

49,772,825‌

Liabilities:

Foreign

currency

exchange

contracts

—‌

(

1,007,212‌

)

—‌

(

1,007,212‌

)

Interest

rate

contracts

(

12,000,000‌

)

—‌

—‌

(

12,000,000‌

)

Total

$

42,756,226,536‌

$

64,922,702,516‌

$

98,386,786‌

$

107,777,315,838‌

*Other

financial

instruments

include

foreign

currency

exchange

contracts,

futures,

swaps

and

written

options.

Credit

contracts

include

swaps.

Interest

rate

contracts

include

futures

and

written

options.

Total

Return

Bond

Fund

Schedule

of

Portfolio

Investments

June

30,

2021

(Unaudited)

49

/

June

2021

For

the

period

ended

June

30,

2021

,

a

reconciliation

of

Level

3

investments

is

presented

when

the

Fund

had

a

significant

amount

of

Level

3

investments

at

the

beginning

and/or

end

of

the

period

in

relation

to

net

assets.

The

following

table

is

a

reconciliation

of

Level

3

investments

for

which

significant

unobservable

inputs

were

used

in

determining

fair

value:

TOTAL

RETURN

BOND

FUND

ASSET-BACKED

SECURITIES

BANK

LOANS

COMMON

STOCK

CORPORATES

MORTGAGE-

BACKED

SECURITIES

Balance

as

of

April

1,

2021

$

31,559,020‌

$

4,248,631‌

$

—‌

$

54,418,554‌

$

8,525,700‌

Accrued

discounts/premiums

—‌

12,929‌

—‌

(

143,366‌

)

(

333,191‌

)

Realized

(loss)

—‌

(

181,196‌

)

—‌

(

99,614‌

)

—‌

Change

in

unrealized

appreciation

(depreciation)*

704,204‌

132,618‌

—‌

5,039,529‌

(

459,836‌

)

Purchases

—‌

419,040‌

—‌

1,249,970‌

—‌

Sales

(

438,258‌

)

(

848,925‌

)

—‌

(

5,419,023‌

)

—‌

Transfers

into

Level

3**

—‌

—‌

—‌

—‌

—‌

Transfers

out

of

Level

3**

—‌

—‌

—‌

—‌

—‌

Balance

as

of

June

30,

2021

$

31,824,966‌

$

3,783,097‌

$

—‌

$

55,046,050‌

$

7,732,673‌

*The

change

in

unrealized

appreciation

(depreciation)

on

securities

still

held

at

June

30,

2021

was

$5,416,515

and

is

included

in

the

related

net

realized

gains

(losses)

and

net

change

in

appreciation

(depreciation)

in

the

Statements

of

Operations.

**There

were

no

transfers

between

level

2

and

3

for

the

period

ended

June

30,

2021.

Significant

unobservable

valuations

inputs

for

Level

3

investments

as

of

June

30,

2021,

are

as

follows:

TOTAL

RETURN

BOND

FUND

FAIR

VALUE

AT

6/30/21

VALUATION

TECHNIQUE

*

UNOBSERVABLE

INPUT

RANGE

WEIGHTED

AVERAGE

Asset-Backed

Securities

$31,824,966

Broker

Quote

Offered

Quote

$100.69

$100.69

Bank

Loans

$3,783,097

Third-party

Vendor

Vendor

Prices

$72.50

$72.50

Common

Stock

$—

Broker

Quote

Offered

Quote

$—

$—

Corporate

Securities

$55,046,050

Third-party

Vendor

Vendor

Prices

$91.00

-

$113.59

$92.65

Mortgage-Backed

Securities-Non-Agency

$7,732,673

Third-party

Vendor

Vendor

Prices

$0.84

-

$2.34

$1.68

*

The

valuation

technique

employed

on

the

Level

3

securities

involves

the

use

of

vendor

prices,

broker

quotes

and

benchmark

pricing.

The

Adviser

monitors

the

third-party

brokers

and

vendors

using

the

valuation

process.

Investment

transactions

in

the

shares

of

affiliated

issuers

for

the

period

ended

June

30,

2021

were

as

follows:

VALUE

AT

BEGINNING

OF

YEAR

PURCHASES

SALES

DIVIDEND/

INTEREST

VALUE

AT

END

OF

PERIOD

REALIZED

GAIN

LOSS

CHANGE

IN

UNREALIZED

APPRECIATION

(DEPRECIATION)

Homer

City

Holdings

LLC

$

—

$

—

$

—

$

—

$

—

$

—

$

—