Portfolio

of

Investments

Real

Estate

Securities

Fund

June

30,

2023

1

See

Notes

to

Portfolios

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.1%

COMMON

STOCKS

-

99.1%

DATA

CENTER

REITS

-

9

.6

%

950,000

Digital

Realty

Trust,

Inc

$

108,176,500‌

224,000

Equinix,

Inc

175,602,560‌

TOTAL

DATA

CENTER

REITS

283,779,060‌

HEALTH

CARE

REITS

-

6

.8

%

1,750,000

Healthpeak

Properties

Inc

35,175,000‌

1,150,000

Ventas,

Inc

54,360,500‌

1,400,000

Welltower,

Inc

113,246,000‌

TOTAL

HEALTH

CARE

REITS

202,781,500‌

HOTEL

&

RESORT

REITS

-

2

.4

%

2,600,000

Host

Hotels

and

Resorts,

Inc

43,758,000‌

300,000

Ryman

Hospitality

Properties

27,876,000‌

TOTAL

HOTEL

&

RESORT

REITS

71,634,000‌

INDUSTRIAL

REITS

-

19

.1

%

200,000

EastGroup

Properties,

Inc

34,720,000‌

3,000,000

Prologis,

Inc

367,890,000‌

1,900,000

Rexford

Industrial

Realty,

Inc

99,218,000‌

1,100,000

Terreno

Realty

Corp

66,110,000‌

TOTAL

INDUSTRIAL

REITS

567,938,000‌

MULTI-FAMILY

RESIDENTIAL

REITS

-

11

.6

%

700,000

AvalonBay

Communities,

Inc

132,489,000‌

900,000

Equity

Residential

59,373,000‌

200,000

Essex

Property

Trust,

Inc

46,860,000‌

1,750,000

Independence

Realty

Trust,

Inc

31,885,000‌

475,000

Mid-America

Apartment

Communities,

Inc

72,133,500‌

TOTAL

MULTI-FAMILY

RESIDENTIAL

REITS

342,740,500‌

OFFICE

REITS

-

1

.8

%

350,000

Alexandria

Real

Estate

Equities,

Inc

39,721,500‌

225,000

Boston

Properties,

Inc

12,957,750‌

TOTAL

OFFICE

REITS

52,679,250‌

OTHER

SPECIALIZED

REITS

-

5

.1

%

1,000,000

Gaming

and

Leisure

Properties,

Inc

48,460,000‌

3,300,000

VICI

Properties,

Inc

103,719,000‌

TOTAL

OTHER

SPECIALIZED

REITS

152,179,000‌

RETAIL

REITS

-

16

.7

%

425,000

Agree

Realty

Corp

27,790,750‌

2,100,000

Brixmor

Property

Group,

Inc

46,200,000‌

3,000,000

Kimco

Realty

Corp

59,160,000‌

2,100,000

Kite

Realty

Group

Trust

46,914,000‌

1,350,000

Realty

Income

Corp

80,716,500‌

1,150,000

Regency

Centers

Corp

71,035,500‌

1,300,000

Simon

Property

Group,

Inc

150,124,000‌

350,000

Spirit

Realty

Capital,

Inc

13,783,000‌

TOTAL

RETAIL

REITS

495,723,750‌

SELF

STORAGE

REITS

-

4

.5

%

150,000

Extra

Space

Storage,

Inc

22,327,500‌

200,000

Life

Storage,

Inc

26,592,000‌

Real

Estate

Securities

Fund

June

30,

2023

2

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SELF

STORAGE

REITS—continued

290,000

Public

Storage,

Inc

$

84,645,200‌

TOTAL

SELF

STORAGE

REITS

133,564,700‌

SINGLE-FAMILY

RESIDENTIAL

REITS

-

9

.1

%

2,400,000

American

Homes

4

Rent

85,080,000‌

1,300,000

Equity

Lifestyle

Properties,

Inc

86,957,000‌

425,000

Invitation

Homes,

Inc

14,620,000‌

650,000

Sun

Communities,

Inc

84,799,000‌

TOTAL

SINGLE-FAMILY

RESIDENTIAL

REITS

271,456,000‌

TELECOM

TOWER

REITS

-

10

.5

%

975,000

American

Tower

Corp

189,091,500‌

675,000

Crown

Castle

International

Corp

76,909,500‌

200,000

SBA

Communications

Corp

46,352,000‌

TOTAL

TELECOM

TOWER

REITS

312,353,000‌

TIMBER

REITS

-

1

.9

%

1,650,000

Weyerhaeuser

Co

55,291,500‌

TOTAL

TIMBER

REITS

55,291,500‌

TOTAL

COMMON

STOCKS

2,942,120,260‌

(Cost

$2,197,078,919)

TOTAL

LONG-TERM

INVESTMENTS

2,942,120,260‌

(Cost

$2,197,078,919)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0

.2

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/09/23

4,974,990‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,974,990‌

REPURCHASE

AGREEMENT

-

0

.4

%

13,337,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

13,337,000‌

TOTAL

REPURCHASE

AGREEMENT

13,337,000‌

TOTAL

SHORT-TERM

INVESTMENTS

18,311,990‌

(Cost

$18,309,998)

TOTAL

INVESTMENTS

-

99.7%

2,960,432,250‌

(Cost

$2,215,388,917)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.3%

9,467,160‌

NET

ASSETS

-

100.0%

$

2,969,899,410‌

REIT

Real

Estate

Investment

Trust

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$13,337,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.750%

and

maturity

date

7/31/27,

valued

at

$13,603,759.

Portfolio

of

Investments

Bond

Index

Fund

June

30,

2023

3

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

CORPORATE

BONDS

-

25.2%

AUTOMOBILES

&

COMPONENTS

-

0.2%

$

100,000

e

Aptiv

plc

4.350

%

03/15/29

$

96,038‌

600,000

Aptiv

plc

3.250

03/01/32

513,695‌

100,000

Aptiv

plc

4.400

10/01/46

77,426‌

575,000

e

Aptiv

plc

5.400

03/15/49

510,745‌

1,500,000

Aptiv

plc

3.100

12/01/51

943,046‌

1,000,000

Aptiv

plc

4.150

05/01/52

761,157‌

200,000

BorgWarner,

Inc

3.375

03/15/25

191,504‌

1,650,000

BorgWarner,

Inc

2.650

07/01/27

1,500,097‌

200,000

BorgWarner,

Inc

4.375

03/15/45

161,207‌

500,000

General

Motors

Co

6.125

10/01/25

503,415‌

500,000

General

Motors

Co

6.800

10/01/27

519,386‌

700,000

General

Motors

Co

5.000

10/01/28

680,596‌

375,000

General

Motors

Co

5.400

10/15/29

365,645‌

450,000

e

General

Motors

Co

5.600

10/15/32

435,363‌

900,000

General

Motors

Co

6.600

04/01/36

924,082‌

700,000

General

Motors

Co

5.150

04/01/38

622,983‌

150,000

General

Motors

Co

6.250

10/02/43

146,685‌

175,000

General

Motors

Co

5.200

04/01/45

149,279‌

350,000

General

Motors

Co

6.750

04/01/46

353,841‌

500,000

General

Motors

Co

5.400

04/01/48

429,576‌

900,000

General

Motors

Co

5.950

04/01/49

840,938‌

725,000

General

Motors

Financial

Co,

Inc

3.950

04/13/24

713,630‌

1,000,000

General

Motors

Financial

Co,

Inc

2.900

02/26/25

948,832‌

1,500,000

General

Motors

Financial

Co,

Inc

3.800

04/07/25

1,446,455‌

3,000,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

2,826,071‌

800,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

778,496‌

1,000,000

General

Motors

Financial

Co,

Inc

6.000

01/09/28

1,008,014‌

1,000,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

991,263‌

475,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

378,860‌

175,000

Harley-Davidson,

Inc

3.500

07/28/25

167,503‌

200,000

e

Harley-Davidson,

Inc

4.625

07/28/45

151,611‌

2,000,000

J

Paul

Getty

Trust

0.391

01/01/24

1,953,654‌

326,000

Lear

Corp

3.800

09/15/27

302,716‌

400,000

Lear

Corp

4.250

05/15/29

373,562‌

500,000

Lear

Corp

3.500

05/30/30

437,930‌

600,000

Lear

Corp

2.600

01/15/32

466,095‌

550,000

e

Lear

Corp

5.250

05/15/49

477,960‌

1,000,000

Lear

Corp

3.550

01/15/52

667,157‌

300,000

Magna

International,

Inc

3.625

06/15/24

294,011‌

600,000

Magna

International,

Inc

4.150

10/01/25

581,579‌

175,000

Magna

International,

Inc

2.450

06/15/30

148,168‌

2,000,000

Magna

International,

Inc

5.500

03/21/33

2,035,970‌

300,000

PACCAR

Financial

Corp

2.150

08/15/24

288,781‌

1,000,000

PACCAR

Financial

Corp

1.100

05/11/26

899,214‌

1,500,000

PACCAR

Financial

Corp

4.600

01/10/28

1,505,078‌

1,000,000

Toyota

Motor

Corp

1.339

03/25/26

907,305‌

300,000

Toyota

Motor

Corp

3.669

07/20/28

287,245‌

1,000,000

e

Toyota

Motor

Corp

2.362

03/25/31

852,710‌

1,000,000

Toyota

Motor

Credit

Corp

3.650

08/18/25

966,261‌

TOTAL

AUTOMOBILES

&

COMPONENTS

33,582,835‌

BANKS

-

4.3%

525,000

Australia

&

New

Zealand

Banking

Group

Ltd

3.700

11/16/25

505,568‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.088

12/08/25

995,307‌

Bond

Index

Fund

June

30,

2023

4

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

0.875

%

09/18/23

$

989,602‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

1.125

09/18/25

900,248‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6.138

09/14/28

1,002,165‌

1,000,000

Banco

Santander

S.A.

3.892

05/24/24

980,411‌

800,000

Banco

Santander

S.A.

2.706

06/27/24

773,866‌

600,000

Banco

Santander

S.A.

2.746

05/28/25

563,277‌

400,000

Banco

Santander

S.A.

5.179

11/19/25

388,467‌

1,600,000

Banco

Santander

S.A.

1.849

03/25/26

1,431,360‌

600,000

Banco

Santander

S.A.

4.250

04/11/27

567,914‌

1,600,000

Banco

Santander

S.A.

5.294

08/18/27

1,568,614‌

1,200,000

Banco

Santander

S.A.

1.722

09/14/27

1,041,853‌

675,000

Banco

Santander

S.A.

3.800

02/23/28

620,300‌

1,000,000

Banco

Santander

S.A.

4.175

03/24/28

936,104‌

1,800,000

Banco

Santander

S.A.

4.379

04/12/28

1,697,198‌

600,000

Banco

Santander

S.A.

3.306

06/27/29

534,429‌

400,000

Banco

Santander

S.A.

3.490

05/28/30

348,612‌

2,000,000

Banco

Santander

S.A.

2.749

12/03/30

1,567,425‌

1,000,000

e

Banco

Santander

S.A.

2.958

03/25/31

824,591‌

2,000,000

Banco

Santander

S.A.

3.225

11/22/32

1,584,445‌

10,300,000

Bank

of

America

Corp

3.458

03/15/25

10,095,294‌

3,550,000

Bank

of

America

Corp

3.950

04/21/25

3,437,799‌

2,000,000

Bank

of

America

Corp

3.841

04/25/25

1,960,384‌

3,000,000

Bank

of

America

Corp

0.981

09/25/25

2,818,560‌

3,000,000

Bank

of

America

Corp

3.093

10/01/25

2,885,594‌

725,000

Bank

of

America

Corp

2.456

10/22/25

692,231‌

4,000,000

Bank

of

America

Corp

3.366

01/23/26

3,832,449‌

3,000,000

Bank

of

America

Corp

2.015

02/13/26

2,809,410‌

5,000,000

Bank

of

America

Corp

1.319

06/19/26

4,580,094‌

2,000,000

Bank

of

America

Corp

4.827

07/22/26

1,965,914‌

4,500,000

Bank

of

America

Corp

1.197

10/24/26

4,049,074‌

5,000,000

Bank

of

America

Corp

1.658

03/11/27

4,499,404‌

7,800,000

Bank

of

America

Corp

3.559

04/23/27

7,394,959‌

4,500,000

Bank

of

America

Corp

1.734

07/22/27

4,017,442‌

2,000,000

Bank

of

America

Corp

2.551

02/04/28

1,805,174‌

3,000,000

Bank

of

America

Corp

4.376

04/27/28

2,879,953‌

3,000,000

Bank

of

America

Corp

6.204

11/10/28

3,083,547‌

5,690,000

Bank

of

America

Corp

3.419

12/20/28

5,217,864‌

2,250,000

Bank

of

America

Corp

3

.970

03/05/29

2,106,516‌

2,000,000

Bank

of

America

Corp

5.202

04/25/29

1,978,142‌

3,000,000

Bank

of

America

Corp

2.087

06/14/29

2,559,476‌

1,400,000

Bank

of

America

Corp

4.271

07/23/29

1,328,311‌

3,075,000

Bank

of

America

Corp

3.974

02/07/30

2,847,018‌

1,675,000

Bank

of

America

Corp

3.194

07/23/30

1,476,356‌

1,050,000

Bank

of

America

Corp

2.884

10/22/30

904,001‌

4,000,000

Bank

of

America

Corp

2.496

02/13/31

3,348,925‌

1,750,000

Bank

of

America

Corp

2.592

04/29/31

1,469,189‌

3,000,000

Bank

of

America

Corp

1.898

07/23/31

2,389,053‌

3,000,000

Bank

of

America

Corp

1.922

10/24/31

2,374,716‌

3,000,000

Bank

of

America

Corp

2

.651

03/11/32

2,484,711‌

4,000,000

Bank

of

America

Corp

2.687

04/22/32

3,314,986‌

5,000,000

Bank

of

America

Corp

2.299

07/21/32

3,998,834‌

3,000,000

Bank

of

America

Corp

2.572

10/20/32

2,443,501‌

2,000,000

Bank

of

America

Corp

2.972

02/04/33

1,667,252‌

2,000,000

Bank

of

America

Corp

4.571

04/27/33

1,880,487‌

2,000,000

Bank

of

America

Corp

5.015

07/22/33

1,956,487‌

5,000,000

Bank

of

America

Corp

5.288

04/25/34

4,953,531‌

4,000,000

Bank

of

America

Corp

2.482

09/21/36

3,060,128‌

1,500,000

Bank

of

America

Corp

6.110

01/29/37

1,581,924‌

3,000,000

Bank

of

America

Corp

3.846

03/08/37

2,565,373‌

4,500,000

Bank

of

America

Corp

4

.078

04/23/40

3,865,314‌

6,000,000

Bank

of

America

Corp

2.676

06/19/41

4,212,863‌

5

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

4,000,000

Bank

of

America

Corp

3.311

%

04/22/42

$

3,047,796‌

1,500,000

Bank

of

America

Corp

5.000

01/21/44

1,437,501‌

2,800,000

Bank

of

America

Corp

4.443

01/20/48

2,478,572‌

3,000,000

Bank

of

America

Corp

3.946

01/23/49

2,432,165‌

1,000,000

Bank

of

America

Corp

2.831

10/24/51

656,578‌

1,950,000

Bank

of

America

Corp

3.483

03/13/52

1,445,507‌

2,000,000

Bank

of

America

Corp

2.972

07/21/52

1,359,497‌

1,000,000

Bank

of

Montreal

2.500

06/28/24

967,187‌

750,000

Bank

of

Montreal

1.850

05/01/25

700,620‌

1,500,000

Bank

of

Montreal

1.250

09/15/26

1,322,374‌

1,000,000

Bank

of

Montreal

0.949

01/22/27

892,393‌

2,000,000

Bank

of

Montreal

2.650

03/08/27

1,830,998‌

4,000,000

Bank

of

Montreal

4.700

09/14/27

3,909,909‌

2,000,000

Bank

of

Montreal

5.203

02/01/28

1,999,634‌

425,000

Bank

of

Montreal

3.803

12/15/32

374,636‌

2,000,000

Bank

of

Montreal

3.088

01/10/37

1,570,774‌

750,000

Bank

of

Nova

Scotia

2.200

02/03/25

708,319‌

1,500,000

Bank

of

Nova

Scotia

3.450

04/11/25

1,444,209‌

2,000,000

Bank

of

Nova

Scotia

1.300

06/11/25

1,838,530‌

1,550,000

Bank

of

Nova

Scotia

4.500

12/16/25

1,496,143‌

2,000,000

Bank

of

Nova

Scotia

1.050

03/02/26

1,780,888‌

2,000,000

Bank

of

Nova

Scotia

1.350

06/24/26

1,778,121‌

1,000,000

Bank

of

Nova

Scotia

2.700

08/03/26

926,842‌

3,000,000

Bank

of

Nova

Scotia

1.300

09/15/26

2,640,100‌

1,000,000

Bank

of

Nova

Scotia

5.250

06/12/28

993,192‌

2,000,000

Bank

of

Nova

Scotia

4.850

02/01/30

1,929,454‌

1,000,000

Bank

of

Nova

Scotia

2.450

02/02/32

814,557‌

750,000

Bank

of

Nova

Scotia

4.588

05/04/37

646,280‌

200,000

Barclays

plc

4.375

09/11/24

194,165‌

2,000,000

Barclays

plc

1.007

12/10/24

1,949,811‌

1,425,000

Barclays

plc

3.650

03/16/25

1,365,702‌

2,750,000

Barclays

plc

3.932

05/07/25

2,687,481‌

975,000

Barclays

plc

4.375

01/12/26

936,331‌

2,000,000

Barclays

plc

2

.852

05/07/26

1,873,168‌

800,000

Barclays

plc

5.200

05/12/26

771,524‌

1,000,000

Barclays

plc

7.325

11/02/26

1,022,338‌

2,000,000

Barclays

plc

2.279

11/24/27

1,759,325‌

700,000

Barclays

plc

4.337

01/10/28

659,538‌

1,975,000

Barclays

plc

4.836

05/09/28

1,818,951‌

1,500,000

Barclays

plc

7.385

11/02/28

1,562,409‌

1,500,000

Barclays

plc

4.972

05/16/29

1,417,538‌

1,000,000

Barclays

plc

5.088

06/20/30

909,348‌

2,000,000

Barclays

plc

2.645

06/24/31

1,603,920‌

1,500,000

Barclays

plc

2.667

03/10/32

1,179,230‌

2,000,000

Barclays

plc

2.894

11/24/32

1,573,940‌

1,300,000

Barclays

plc

5.746

08/09/33

1,257,287‌

2,500,000

Barclays

plc

7.437

11/02/33

2,704,725‌

3,000,000

Barclays

plc

6.224

05/09/34

2,988,106‌

1,000,000

Barclays

plc

7.119

06/27/34

999,601‌

1,750,000

Barclays

plc

3.564

09/23/35

1,384,794‌

1,000,000

Barclays

plc

3.811

03/10/42

710,609‌

775,000

Barclays

plc

5.250

08/17/45

718,554‌

500,000

BBVA

USA

3.875

04/10/25

477,292‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.750

02/28/28

1,489,589‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.900

02/28/33

1,494,178‌

750,000

Canadian

Imperial

Bank

of

Commerce

3.100

04/02/24

733,168‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

2.250

01/28/25

948,136‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

3.945

08/04/25

966,907‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

0.950

10/23/25

907,819‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

1.250

06/22/26

887,471‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3.450

04/07/27

1,405,027‌

Bond

Index

Fund

June

30,

2023

6

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,500,000

Canadian

Imperial

Bank

of

Commerce

5.001

%

04/28/28

$

1,476,272‌

1,500,000

e

Canadian

Imperial

Bank

of

Commerce

3.600

04/07/32

1,348,198‌

500,000

Citigroup,

Inc

4.000

08/05/24

489,696‌

7,500,000

Citigroup,

Inc

3.352

04/24/25

7,331,761‌

2,000,000

Citigroup,

Inc

0.981

05/01/25

1,913,773‌

1,000,000

Citigroup,

Inc

3.700

01/12/26

959,299‌

750,000

Citigroup,

Inc

4.600

03/09/26

726,111‌

3,000,000

Citigroup,

Inc

3.106

04/08/26

2,864,087‌

3,000,000

Citigroup,

Inc

5.610

09/29/26

2,995,921‌

1,100,000

Citigroup,

Inc

4.300

11/20/26

1,052,773‌

4,000,000

Citigroup,

Inc

1.122

01/28/27

3,565,756‌

5,000,000

Citigroup,

Inc

1.462

06/09/27

4,440,406‌

1,500,000

Citigroup,

Inc

4.450

09/29/27

1,432,242‌

5,000,000

Citigroup,

Inc

3.070

02/24/28

4,601,207‌

3,000,000

Citigroup,

Inc

4.658

05/24/28

2,925,187‌

1,000,000

Citigroup,

Inc

3.668

07/24/28

934,892‌

2,025,000

Citigroup,

Inc

4.125

07/25/28

1,908,698‌

4,000,000

Citigroup,

Inc

4.075

04/23/29

3,765,367‌

1,750,000

Citigroup,

Inc

3.980

03/20/30

1,618,114‌

5,000,000

Citigroup,

Inc

2.666

01/29/31

4,232,466‌

2,200,000

Citigroup,

Inc

4.412

03/31/31

2,068,575‌

6,000,000

Citigroup,

Inc

2.572

06/03/31

5,005,899‌

5,000,000

Citigroup,

Inc

2.561

05/01/32

4,082,633‌

175,000

Citigroup,

Inc

6.625

06/15/32

185,166‌

875,000

Citigroup,

Inc

2.520

11/03/32

704,996‌

4,000,000

Citigroup,

Inc

3.057

01/25/33

3,339,499‌

1,000,000

Citigroup,

Inc

3.785

03/17/33

883,507‌

1,775,000

Citigroup,

Inc

4.910

05/24/33

1,717,588‌

3,000,000

Citigroup,

Inc

6.270

11/17/33

3,184,252‌

425,000

Citigroup,

Inc

6.174

05/25/34

428,703‌

750,000

Citigroup,

Inc

3.878

01/24/39

627,566‌

325,000

Citigroup,

Inc

8.125

07/15/39

415,832‌

350,000

Citigroup,

Inc

5.875

01/30/42

366,929‌

2,000,000

Citigroup,

Inc

2.904

11/03/42

1,416,019‌

400,000

Citigroup,

Inc

6.675

09/13/43

430,845‌

125,000

Citigroup,

Inc

5.300

05/06/44

115,574‌

675,000

Citigroup,

Inc

4.650

07/30/45

598,591‌

3,075,000

Citigroup,

Inc

4.750

05/18/46

2,630,881‌

4,075,000

Citigroup,

Inc

4.650

07/23/48

3,688,739‌

350,000

Citizens

Bank

NA

2.250

04/28/25

316,523‌

250,000

Citizens

Bank

NA

3.750

02/18/26

227,729‌

1,000,000

Citizens

Bank

NA

4.575

08/09/28

908,909‌

500,000

Citizens

Financial

Group,

Inc

2

.850

07/27/26

440,119‌

200,000

Citizens

Financial

Group,

Inc

2.500

02/06/30

156,596‌

450,000

e

Citizens

Financial

Group,

Inc

3.250

04/30/30

367,718‌

850,000

Citizens

Financial

Group,

Inc

2.638

09/30/32

600,790‌

500,000

Citizens

Financial

Group,

Inc

5.641

05/21/37

429,931‌

500,000

e

Comerica

Bank

2.500

07/23/24

469,800‌

200,000

e

Comerica

Bank

4.000

07/27/25

184,233‌

1,000,000

Comerica

Bank

5.332

08/25/33

800,605‌

550,000

e

Comerica,

Inc

4.000

02/01/29

456,796‌

1,500,000

Commonwealth

Bank

of

Australia

5.316

03/13/26

1,504,137‌

300,000

Cooperatieve

Rabobank

UA

3.875

08/22/24

293,855‌

2,050,000

Cooperatieve

Rabobank

UA

3.375

05/21/25

1,975,233‌

600,000

Cooperatieve

Rabobank

UA

4.375

08/04/25

579,083‌

2,700,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

2,520,768‌

550,000

Cooperatieve

Rabobank

UA

5.250

05/24/41

574,784‌

1,400,000

Cooperatieve

Rabobank

UA

5.750

12/01/43

1,406,268‌

600,000

Cooperatieve

Rabobank

UA

5.250

08/04/45

561,052‌

1,350,000

Discover

Bank

4.200

08/08/23

1,347,357‌

1,000,000

Discover

Bank

2.450

09/12/24

947,018‌

7

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

200,000

Discover

Bank

4.250

%

03/13/26

$

189,040‌

1,125,000

Discover

Bank

3.450

07/27/26

1,035,463‌

300,000

Discover

Bank

4.682

08/09/28

274,292‌

350,000

Discover

Bank

4.650

09/13/28

324,905‌

325,000

Discover

Bank

2.700

02/06/30

262,205‌

450,000

e

Fifth

Third

Bancorp

4.300

01/16/24

443,917‌

300,000

Fifth

Third

Bancorp

2.550

05/05/27

264,986‌

1,000,000

Fifth

Third

Bancorp

1.707

11/01/27

854,125‌

500,000

Fifth

Third

Bancorp

3.950

03/14/28

459,840‌

1,000,000

Fifth

Third

Bancorp

4.055

04/25/28

920,024‌

1,000,000

Fifth

Third

Bancorp

6.361

10/27/28

995,585‌

1,000,000

Fifth

Third

Bancorp

4.772

07/28/30

934,438‌

140,000

Fifth

Third

Bancorp

8.250

03/01/38

160,503‌

300,000

Fifth

Third

Bank

3.950

07/28/25

286,039‌

2,400,000

Fifth

Third

Bank

3.850

03/15/26

2,214,763‌

1,000,000

Fifth

Third

Bank

2.250

02/01/27

874,962‌

500,000

First

Citizens

BancShares,

Inc

3.375

03/15/30

457,125‌

500,000

e

First

Horizon

Bank

5.750

05/01/30

434,213‌

500,000

First

Horizon

National

Corp

4.000

05/26/25

467,009‌

33,000

HSBC

Bank

USA

NA

7.000

01/15/39

35,856‌

2,625,000

HSBC

Holdings

plc

4.250

03/14/24

2,591,481‌

450,000

HSBC

Holdings

plc

4.250

08/18/25

432,200‌

2,000,000

HSBC

Holdings

plc

2.633

11/07/25

1,899,817‌

1,875,000

HSBC

Holdings

plc

4.300

03/08/26

1,812,237‌

825,000

HSBC

Holdings

plc

1.645

04/18/26

759,901‌

2,475,000

HSBC

Holdings

plc

3.900

05/25/26

2,358,424‌

1,500,000

HSBC

Holdings

plc

2.099

06/04/26

1,388,032‌

1,100,000

HSBC

Holdings

plc

4.292

09/12/26

1,057,881‌

450,000

HSBC

Holdings

plc

4.375

11/23/26

425,303‌

4,000,000

HSBC

Holdings

plc

1.589

05/24/27

3,530,242‌

3,000,000

HSBC

Holdings

plc

2.251

11/22/27

2,661,932‌

3,925,000

HSBC

Holdings

plc

4

.041

03/13/28

3,675,810‌

1,500,000

HSBC

Holdings

plc

4.755

06/09/28

1,441,211‌

1,500,000

HSBC

Holdings

plc

5.210

08/11/28

1,466,647‌

5,000,000

HSBC

Holdings

plc

2.013

09/22/28

4,284,517‌

1,575,000

HSBC

Holdings

plc

7.390

11/03/28

1,662,228‌

975,000

HSBC

Holdings

plc

6.161

03/09/29

983,297‌

2,500,000

HSBC

Holdings

plc

4.583

06/19/29

2,352,702‌

1,600,000

HSBC

Holdings

plc

2.206

08/17/29

1,338,507‌

4,000,000

HSBC

Holdings

plc

3.973

05/22/30

3,591,935‌

3,000,000

HSBC

Holdings

plc

2.848

06/04/31

2,488,641‌

750,000

HSBC

Holdings

plc

2.357

08/18/31

598,663‌

2,350,000

HSBC

Holdings

plc

2.804

05/24/32

1,900,703‌

3,500,000

HSBC

Holdings

plc

2.871

11/22/32

2,821,993‌

1,500,000

HSBC

Holdings

plc

4.762

03/29/33

1,353,723‌

1,825,000

HSBC

Holdings

plc

5.402

08/11/33

1,784,239‌

2,000,000

HSBC

Holdings

plc

8.113

11/03/33

2,220,223‌

2,000,000

HSBC

Holdings

plc

6.254

03/09/34

2,050,098‌

2,000,000

HSBC

Holdings

plc

6.547

06/20/34

1,992,237‌

300,000

HSBC

Holdings

plc

6.500

05/02/36

297,740‌

2,700,000

HSBC

Holdings

plc

6.500

09/15/37

2,695,365‌

200,000

HSBC

Holdings

plc

6.800

06/01/38

201,956‌

550,000

HSBC

Holdings

plc

6.100

01/14/42

582,404‌

2,000,000

HSBC

Holdings

plc

6.332

03/09/44

2,073,228‌

1,175,000

HSBC

Holdings

plc

5.250

03/14/44

1,060,651‌

1,250,000

HSBC

USA,

Inc

3.500

06/23/24

1,220,787‌

500,000

Huntington

Bancshares,

Inc

4.000

05/15/25

479,273‌

1,000,000

Huntington

Bancshares,

Inc

4.443

08/04/28

928,988‌

1,000,000

Huntington

Bancshares,

Inc

2.550

02/04/30

801,200‌

500,000

Huntington

Bancshares,

Inc

5.023

05/17/33

457,003‌

500,000

Huntington

Bancshares,

Inc

2.487

08/15/36

352,507‌

Bond

Index

Fund

June

30,

2023

8

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

e

Huntington

National

Bank

4.552

%

05/17/28

$

932,887‌

1,500,000

Huntington

National

Bank

5.650

01/10/30

1,432,255‌

4,750,000

Industrial

&

Commercial

Bank

of

China

Ltd

3.538

11/08/27

4,485,796‌

1,200,000

ING

Groep

NV

4.100

10/02/23

1,194,473‌

575,000

ING

Groep

NV

3.550

04/09/24

564,405‌

1,250,000

ING

Groep

NV

3.950

03/29/27

1,183,757‌

1,500,000

ING

Groep

NV

1.726

04/01/27

1,335,844‌

600,000

ING

Groep

NV

4.017

03/28/28

562,922‌

1,500,000

ING

Groep

NV

4

.550

10/02/28

1,435,144‌

1,325,000

ING

Groep

NV

4.050

04/09/29

1,234,809‌

475,000

ING

Groep

NV

2.727

04/01/32

391,845‌

300,000

e

ING

Groep

NV

4.252

03/28/33

274,261‌

1,525,000

JPMorgan

Chase

&

Co

3.625

05/13/24

1,498,042‌

2,675,000

JPMorgan

Chase

&

Co

3.875

09/10/24

2,611,583‌

625,000

JPMorgan

Chase

&

Co

3.125

01/23/25

604,530‌

1,200,000

JPMorgan

Chase

&

Co

3.220

03/01/25

1,176,264‌

2,125,000

JPMorgan

Chase

&

Co

3.900

07/15/25

2,071,495‌

2,000,000

JPMorgan

Chase

&

Co

2.301

10/15/25

1,905,823‌

6,000,000

JPMorgan

Chase

&

Co

5.546

12/15/25

5,974,648‌

2,500,000

JPMorgan

Chase

&

Co

2.595

02/24/26

2,370,608‌

2,000,000

JPMorgan

Chase

&

Co

2.005

03/13/26

1,878,421‌

3,125,000

JPMorgan

Chase

&

Co

3.300

04/01/26

2,977,115‌

2,000,000

JPMorgan

Chase

&

Co

2.083

04/22/26

1,873,003‌

4,000,000

JPMorgan

Chase

&

Co

4.080

04/26/26

3,887,058‌

1,450,000

JPMorgan

Chase

&

Co

3.200

06/15/26

1,381,645‌

1,000,000

JPMorgan

Chase

&

Co

2.950

10/01/26

937,285‌

4,000,000

JPMorgan

Chase

&

Co

1.045

11/19/26

3,582,915‌

1,350,000

JPMorgan

Chase

&

Co

4.125

12/15/26

1,299,673‌

2,450,000

JPMorgan

Chase

&

Co

3.960

01/29/27

2,355,583‌

4,000,000

JPMorgan

Chase

&

Co

1.040

02/04/27

3,562,193‌

5,200,000

JPMorgan

Chase

&

Co

1.578

04/22/27

4,670,708‌

3,000,000

JPMorgan

Chase

&

Co

1.470

09/22/27

2,648,470‌

250,000

JPMorgan

Chase

&

Co

4.250

10/01/27

242,218‌

325,000

JPMorgan

Chase

&

Co

3.625

12/01/27

304,675‌

1,375,000

JPMorgan

Chase

&

Co

3.782

02/01/28

1,307,954‌

1,000,000

JPMorgan

Chase

&

Co

2.947

02/24/28

918,166‌

4,000,000

JPMorgan

Chase

&

Co

4.323

04/26/28

3,860,940‌

425,000

JPMorgan

Chase

&

Co

3.540

05/01/28

397,309‌

6,000,000

JPMorgan

Chase

&

Co

2.182

06/01/28

5,332,356‌

1,000,000

JPMorgan

Chase

&

Co

4.851

07/25/28

986,604‌

3,000,000

JPMorgan

Chase

&

Co

2.069

06/01/29

2,572,888‌

2,050,000

JPMorgan

Chase

&

Co

4.203

07/23/29

1,948,452‌

1,750,000

JPMorgan

Chase

&

Co

4.452

12/05/29

1,677,002‌

4,500,000

JPMorgan

Chase

&

Co

3.702

05/06/30

4,123,929‌

1,500,000

JPMorgan

Chase

&

Co

4.565

06/14/30

1,441,189‌

2,000,000

JPMorgan

Chase

&

Co

2.522

04/22/31

1,691,689‌

1,425,000

JPMorgan

Chase

&

Co

2.956

05/13/31

1,221,867‌

5,000,000

JPMorgan

Chase

&

Co

1.764

11/19/31

3,957,089‌

2,250,000

JPMorgan

Chase

&

Co

1.953

02/04/32

1,792,777‌

3,000,000

JPMorgan

Chase

&

Co

2.580

04/22/32

2,491,852‌

3,000,000

JPMorgan

Chase

&

Co

2.545

11/08/32

2,457,973‌

6,000,000

JPMorgan

Chase

&

Co

2.963

01/25/33

5,054,478‌

2,000,000

JPMorgan

Chase

&

Co

4.586

04/26/33

1,906,585‌

2,000,000

JPMorgan

Chase

&

Co

4.912

07/25/33

1,954,347‌

4,000,000

JPMorgan

Chase

&

Co

5.717

09/14/33

4,057,973‌

3,000,000

JPMorgan

Chase

&

Co

5.350

06/01/34

3,023,908‌

958,000

JPMorgan

Chase

&

Co

5.500

10/15/40

983,552‌

2,000,000

JPMorgan

Chase

&

Co

3.109

04/22/41

1,517,870‌

4,500,000

JPMorgan

Chase

&

Co

2.525

11/19/41

3,095,399‌

2,500,000

JPMorgan

Chase

&

Co

3.157

04/22/42

1,887,249‌

1,000,000

JPMorgan

Chase

&

Co

5.625

08/16/43

1,025,115‌

9

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,800,000

JPMorgan

Chase

&

Co

4.950

%

06/01/45

$

1,680,145‌

2,050,000

JPMorgan

Chase

&

Co

4.260

02/22/48

1,768,830‌

1,000,000

JPMorgan

Chase

&

Co

4.032

07/24/48

829,674‌

4,500,000

JPMorgan

Chase

&

Co

3

.964

11/15/48

3,699,485‌

1,750,000

JPMorgan

Chase

&

Co

3.897

01/23/49

1,414,573‌

2,000,000

JPMorgan

Chase

&

Co

3.109

04/22/51

1,397,369‌

1,500,000

JPMorgan

Chase

&

Co

3.328

04/22/52

1,093,271‌

750,000

e

JPMorgan

Chase

&

Co

6.000

N/A‡

750,540‌

750,000

KeyBank

NA

3.300

06/01/25

686,755‌

300,000

KeyBank

NA

3.400

05/20/26

258,430‌

1,000,000

KeyBank

NA

5.850

11/15/27

941,673‌

1,000,000

KeyBank

NA

3.180

12/14/27

885,539‌

250,000

KeyBank

NA

3.900

04/13/29

195,630‌

1,500,000

KeyBank

NA

4.900

08/08/32

1,191,659‌

625,000

KeyBank

NA

5.000

01/26/33

540,911‌

200,000

KeyCorp

4.150

10/29/25

185,072‌

500,000

KeyCorp

4.100

04/30/28

432,130‌

1,000,000

KeyCorp

2.550

10/01/29

754,635‌

300,000

KeyCorp

4.789

06/01/33

251,501‌

1,800,000

Lloyds

Banking

Group

plc

3.900

03/12/24

1,771,747‌

2,750,000

Lloyds

Banking

Group

plc

4.500

11/04/24

2,669,684‌

1,375,000

Lloyds

Banking

Group

plc

4.450

05/08/25

1,332,208‌

325,000

Lloyds

Banking

Group

plc

4.582

12/10/25

311,239‌

1,000,000

Lloyds

Banking

Group

plc

2.438

02/05/26

941,466‌

1,000,000

Lloyds

Banking

Group

plc

3.511

03/18/26

951,806‌

225,000

Lloyds

Banking

Group

plc

4.650

03/24/26

214,880‌

1,250,000

Lloyds

Banking

Group

plc

4.716

08/11/26

1,214,473‌

500,000

Lloyds

Banking

Group

plc

3.750

01/11/27

468,333‌

2,000,000

Lloyds

Banking

Group

plc

1.627

05/11/27

1,769,037‌

1,000,000

Lloyds

Banking

Group

plc

3.750

03/18/28

923,317‌

500,000

Lloyds

Banking

Group

plc

4.375

03/22/28

474,054‌

700,000

Lloyds

Banking

Group

plc

4.550

08/16/28

662,243‌

1,825,000

Lloyds

Banking

Group

plc

3.574

11/07/28

1,652,859‌

500,000

Lloyds

Banking

Group

plc

5.871

03/06/29

495,776‌

1,250,000

Lloyds

Banking

Group

plc

4.976

08/11/33

1,169,251‌

1,500,000

Lloyds

Banking

Group

plc

7.953

11/15/33

1,627,310‌

1,550,000

Lloyds

Banking

Group

plc

4.344

01/09/48

1,180,203‌

1,500,000

M&T

Bank

Corp

5.053

01/27/34

1,369,978‌

1,100,000

Manufacturers

&

Traders

Trust

Co

2.900

02/06/25

1,037,795‌

1,000,000

Manufacturers

&

Traders

Trust

Co

5.400

11/21/25

968,959‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4.700

01/27/28

935,096‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.801

07/18/24

968,422‌

2,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.193

02/25/25

1,884,708‌

1,625,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.777

03/02/25

1,573,746‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.412

07/17/25

2,288,945‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

0.962

10/11/25

699,773‌

207,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.850

03/01/26

198,329‌

225,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.757

09/13/26

205,936‌

650,000

e

Mitsubishi

UFJ

Financial

Group,

Inc

3.677

02/22/27

624,865‌

2,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.538

07/20/27

1,765,130‌

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.287

07/25/27

648,952‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.640

10/13/27

659,955‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.341

01/19/28

894,397‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.961

03/02/28

950,767‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.080

04/19/28

948,588‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.017

07/20/28

980,060‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.050

09/11/28

282,772‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.354

09/13/28

992,494‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.422

02/22/29

2,486,751‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.741

03/07/29

1,141,421‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.242

04/19/29

983,740‌

Bond

Index

Fund

June

30,

2023

10

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.195

%

07/18/29

$

883,295‌

1,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.559

02/25/30

1,272,986‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.048

07/17/30

1,013,475‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.475

02/22/31

2,486,245‌

1,700,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.309

07/20/32

1,352,797‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.494

10/13/32

401,965‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.852

01/19/33

824,153‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.315

04/19/33

927,839‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.133

07/20/33

980,285‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.472

09/13/33

1,006,217‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.441

02/22/34

2,490,618‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.406

04/19/34

992,275‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.286

07/26/38

266,880‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.153

03/07/39

446,407‌

1,425,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.751

07/18/39

1,207,849‌

500,000

Mizuho

Financial

Group,

Inc

2.555

09/13/25

477,366‌

500,000

Mizuho

Financial

Group,

Inc

2.226

05/25/26

463,627‌

200,000

Mizuho

Financial

Group,

Inc

3.663

02/28/27

188,494‌

1,000,000

Mizuho

Financial

Group,

Inc

1.234

05/22/27

878,640‌

1,000,000

Mizuho

Financial

Group,

Inc

1.554

07/09/27

882,199‌

725,000

Mizuho

Financial

Group,

Inc

4.018

03/05/28

681,527‌

1,000,000

Mizuho

Financial

Group,

Inc

5.667

05/27/29

997,740‌

1,500,000

Mizuho

Financial

Group,

Inc

5.778

07/06/29

1,503,701‌

625,000

Mizuho

Financial

Group,

Inc

4.254

09/11/29

584,217‌

1,000,000

Mizuho

Financial

Group,

Inc

3.261

05/22/30

882,110‌

1,000,000

Mizuho

Financial

Group,

Inc

3.153

07/16/30

862,835‌

500,000

Mizuho

Financial

Group,

Inc

2

.869

09/13/30

423,048‌

500,000

Mizuho

Financial

Group,

Inc

2.591

05/25/31

414,210‌

1,000,000

Mizuho

Financial

Group,

Inc

5.739

05/27/31

998,462‌

1,000,000

Mizuho

Financial

Group,

Inc

2.201

07/10/31

800,595‌

1,000,000

Mizuho

Financial

Group,

Inc

1.979

09/08/31

790,089‌

700,000

Mizuho

Financial

Group,

Inc

2.564

09/13/31

550,692‌

1,000,000

e

Mizuho

Financial

Group,

Inc

2.172

05/22/32

779,881‌

500,000

Mizuho

Financial

Group,

Inc

2.260

07/09/32

389,734‌

1,000,000

Mizuho

Financial

Group,

Inc

5.669

09/13/33

1,007,151‌

1,000,000

Mizuho

Financial

Group,

Inc

5.754

05/27/34

1,005,027‌

1,500,000

Mizuho

Financial

Group,

Inc

5.748

07/06/34

1,504,465‌

1,500,000

National

Australia

Bank

Ltd

5.132

11/22/24

1,493,101‌

300,000

National

Australia

Bank

Ltd

3.375

01/14/26

287,498‌

750,000

National

Australia

Bank

Ltd

2.500

07/12/26

693,400‌

1,000,000

National

Australia

Bank

Ltd

3.905

06/09/27

957,961‌

2,000,000

National

Australia

Bank

Ltd

4.944

01/12/28

1,998,895‌

1,500,000

National

Australia

Bank

Ltd

4.900

06/13/28

1,485,195‌

1,000,000

National

Bank

of

Canada

0.750

08/06/24

943,376‌

800,000

Natwest

Group

plc

1.642

06/14/27

704,032‌

800,000

Natwest

Group

plc

3.032

11/28/35

613,777‌

2,000,000

NatWest

Group

plc

7.472

11/10/26

2,045,514‌

700,000

NatWest

Group

plc

5.516

09/30/28

686,168‌

1,000,000

NatWest

Group

plc

5.808

09/13/29

985,305‌

1,500,000

NatWest

Group

plc

6.016

03/02/34

1,508,002‌

300,000

People's

United

Bank

NA

4.000

07/15/24

292,218‌

600,000

PNC

Bank

NA

2.950

02/23/25

571,178‌

550,000

PNC

Bank

NA

3.250

06/01/25

524,128‌

903,000

PNC

Bank

NA

4.050

07/26/28

831,876‌

475,000

PNC

Bank

NA

2.700

10/22/29

396,926‌

300,000

PNC

Financial

Services

Group,

Inc

3.900

04/29/24

294,519‌

500,000

PNC

Financial

Services

Group,

Inc

2.200

11/01/24

475,084‌

1,500,000

PNC

Financial

Services

Group,

Inc

2.600

07/23/26

1,384,024‌

3,000,000

PNC

Financial

Services

Group,

Inc

1.150

08/13/26

2,631,951‌

300,000

PNC

Financial

Services

Group,

Inc

3.150

05/19/27

276,872‌

1,500,000

PNC

Financial

Services

Group,

Inc

5.354

12/02/28

1,483,321‌

11

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,575,000

PNC

Financial

Services

Group,

Inc

3.450

%

04/23/29

$

1,418,062‌

2,000,000

PNC

Financial

Services

Group,

Inc

5.582

06/12/29

1,990,588‌

2,000,000

PNC

Financial

Services

Group,

Inc

2.550

01/22/30

1,680,164‌

750,000

PNC

Financial

Services

Group,

Inc

4.626

06/06/33

689,912‌

1,000,000

PNC

Financial

Services

Group,

Inc

6.037

10/28/33

1,023,372‌

900,000

PNC

Financial

Services

Group,

Inc

5.068

01/24/34

863,064‌

825,000

PNC

Financial

Services

Group,

Inc

6.200

N/A‡

769,024‌

300,000

Regions

Bank

6.450

06/26/37

295,171‌

225,000

Regions

Financial

Corp

2.250

05/18/25

208,098‌

1,000,000

Regions

Financial

Corp

1.800

08/12/28

807,734‌

1,000,000

Royal

Bank

of

Canada

2.550

07/16/24

969,226‌

750,000

Royal

Bank

of

Canada

2.250

11/01/24

715,637‌

1,000,000

Royal

Bank

of

Canada

3.375

04/14/25

962,675‌

2,000,000

Royal

Bank

of

Canada

1.150

06/10/25

1,846,206‌

1,000,000

Royal

Bank

of

Canada

0.875

01/20/26

894,709‌

1,000,000

Royal

Bank

of

Canada

4.650

01/27/26

973,696‌

2,000,000

Royal

Bank

of

Canada

1.200

04/27/26

1,783,501‌

2,000,000

Royal

Bank

of

Canada

1.150

07/14/26

1,769,392‌

1,500,000

Royal

Bank

of

Canada

1.400

11/02/26

1,320,770‌

1,000,000

Royal

Bank

of

Canada

3.625

05/04/27

946,336‌

1,000,000

Royal

Bank

of

Canada

4.240

08/03/27

964,787‌

1,500,000

Royal

Bank

of

Canada

6.000

11/01/27

1,536,100‌

1,500,000

Royal

Bank

of

Canada

4.900

01/12/28

1,480,388‌

1,600,000

Royal

Bank

of

Canada

2.300

11/03/31

1,299,490‌

500,000

Royal

Bank

of

Canada

3.875

05/04/32

457,783‌

1,000,000

Royal

Bank

of

Canada

5.000

02/01/33

980,047‌

4,000,000

Royal

Bank

of

Canada

5.000

05/02/33

3,903,280‌

750,000

Royal

Bank

of

Scotland

Group

plc

4.269

03/22/25

736,703‌

750,000

Royal

Bank

of

Scotland

Group

plc

4.800

04/05/26

727,980‌

300,000

Royal

Bank

of

Scotland

Group

plc

3.073

05/22/28

269,810‌

1,000,000

Royal

Bank

of

Scotland

Group

plc

4.892

05/18/29

951,246‌

750,000

Royal

Bank

of

Scotland

Group

plc

3.754

11/01/29

704,015‌

3,000,000

Royal

Bank

of

Scotland

Group

plc

5.076

01/27/30

2,861,388‌

1,500,000

Royal

Bank

of

Scotland

Group

plc

4.445

05/08/30

1,378,730‌

375,000

Santander

Holdings

USA,

Inc

3.500

06/07/24

364,135‌

1,000,000

Santander

Holdings

USA,

Inc

3.450

06/02/25

942,980‌

775,000

Santander

Holdings

USA,

Inc

4.500

07/17/25

752,241‌

1,850,000

Santander

Holdings

USA,

Inc

3.244

10/05/26

1,665,650‌

650,000

Santander

Holdings

USA,

Inc

4.400

07/13/27

610,428‌

2,000,000

Santander

Holdings

USA,

Inc

2.490

01/06/28

1,727,361‌

1,000,000

Santander

Holdings

USA,

Inc

6.499

03/09/29

989,133‌

1,000,000

Santander

Holdings

USA,

Inc

6.565

06/12/29

980,588‌

1,000,000

Santander

UK

Group

Holdings

plc

1.532

08/21/26

890,394‌

1,000,000

Santander

UK

Group

Holdings

plc

1.673

06/14/27

861,537‌

2,000,000

Santander

UK

Group

Holdings

plc

2.469

01/11/28

1,745,965‌

500,000

Santander

UK

Group

Holdings

plc

3.823

11/03/28

449,968‌

750,000

Santander

UK

Group

Holdings

plc

2.896

03/15/32

606,516‌

500,000

Sumitomo

Mitsui

Banking

Corp

3.400

07/11/24

487,751‌

250,000

Sumitomo

Mitsui

Banking

Corp

3.650

07/23/25

238,469‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.448

09/27/24

957,847‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

0.948

01/12/26

891,409‌

1,300,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.784

03/09/26

1,242,549‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.402

09/17/26

879,322‌

700,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.010

10/19/26

646,992‌

725,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.446

01/11/27

678,904‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.174

01/14/27

893,471‌

775,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.364

07/12/27

723,185‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.352

10/18/27

459,323‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.520

01/13/28

2,007,653‌

675,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.544

01/17/28

622,801‌

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.944

07/19/28

698,884‌

Bond

Index

Fund

June

30,

2023

12

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.902

%

09/17/28

$

1,260,014‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

4.306

10/16/28

472,416‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.472

01/14/29

1,279,077‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.040

07/16/29

1,310,308‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.202

09/17/29

436,195‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.724

09/27/29

851,364‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.710

01/13/30

2,023,954‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.750

01/15/30

1,293,821‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.130

07/08/30

1,220,614‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.142

09/23/30

800,614‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.710

01/12/31

778,705‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.222

09/17/31

1,197,753‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.766

01/13/33

1,028,930‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.296

01/12/41

1,002,556‌

1,000,000

e

Sumitomo

Mitsui

Financial

Group,

Inc

2.930

09/17/41

705,620‌

1,500,000

e

Sumitomo

Mitsui

Financial

Group,

Inc

3.050

01/14/42

1,118,970‌

1,000,000

Synchrony

Bank

5.625

08/23/27

938,270‌

1,000,000

Synovus

Bank

5.625

02/15/28

903,488‌

1,000,000

Synovus

Financial

Corp

5.200

08/11/25

952,401‌

1,525,000

Toronto-Dominion

Bank

3.250

03/11/24

1,499,275‌

1,250,000

Toronto-Dominion

Bank

2.650

06/12/24

1,212,222‌

1,000,000

Toronto-Dominion

Bank

1.150

06/12/25

921,565‌

1,000,000

Toronto-Dominion

Bank

0.750

09/11/25

905,338‌

2,000,000

Toronto-Dominion

Bank

0.750

01/06/26

1,785,663‌

2,000,000

Toronto-Dominion

Bank

1.200

06/03/26

1,778,547‌

1,500,000

Toronto-Dominion

Bank

1.250

09/10/26

1,325,974‌

1,000,000

Toronto-Dominion

Bank

1.950

01/12/27

898,906‌

1,000,000

Toronto-Dominion

Bank

2.800

03/10/27

916,621‌

3,000,000

Toronto-Dominion

Bank

4.108

06/08/27

2,869,165‌

1,500,000

Toronto-Dominion

Bank

4.693

09/15/27

1,468,057‌

1,000,000

Toronto-Dominion

Bank

5.156

01/10/28

993,351‌

1,500,000

Toronto-Dominion

Bank

2.000

09/10/31

1,190,277‌

1,000,000

Toronto-Dominion

Bank

3.625

09/15/31

922,632‌

1,000,000

Toronto-Dominion

Bank

2.450

01/12/32

820,060‌

500,000

Toronto-Dominion

Bank

3.200

03/10/32

432,384‌

800,000

Toronto-Dominion

Bank

4.456

06/08/32

759,152‌

500,000

Truist

Bank

3.689

08/02/24

498,561‌

750,000

Truist

Bank

2.150

12/06/24

707,161‌

1,000,000

Truist

Bank

1.500

03/10/25

923,631‌

500,000

Truist

Bank

3.625

09/16/25

467,128‌

200,000

Truist

Bank

4.050

11/03/25

190,753‌

375,000

Truist

Bank

3.300

05/15/26

343,824‌

500,000

Truist

Bank

3.800

10/30/26

455,554‌

750,000

Truist

Bank

2.636

09/17/29

692,323‌

475,000

Truist

Bank

2.250

03/11/30

377,392‌

1,000,000

Truist

Financial

Corp

2.500

08/01/24

960,466‌

825,000

Truist

Financial

Corp

2.850

10/26/24

791,917‌

900,000

Truist

Financial

Corp

4.000

05/01/25

868,962‌

975,000

Truist

Financial

Corp

3.700

06/05/25

934,598‌

750,000

Truist

Financial

Corp

1.200

08/05/25

679,627‌

1,000,000

Truist

Financial

Corp

4.260

07/28/26

961,117‌

1,300,000

Truist

Financial

Corp

1.267

03/02/27

1,146,406‌

1,000,000

Truist

Financial

Corp

1.125

08/03/27

841,939‌

750,000

Truist

Financial

Corp

4.123

06/06/28

706,708‌

1,000,000

Truist

Financial

Corp

4.873

01/26/29

961,173‌

500,000

Truist

Financial

Corp

3.875

03/19/29

447,782‌

2,000,000

Truist

Financial

Corp

1.887

06/07/29

1,662,420‌

1,000,000

Truist

Financial

Corp

4.916

07/28/33

913,845‌

1,000,000

Truist

Financial

Corp

6.123

10/28/33

1,014,823‌

100,000

Truist

Financial

Corp

5.122

01/26/34

94,762‌

3,000,000

Truist

Financial

Corp

5.867

06/08/34

3,001,234‌

13

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

2,225,000

US

Bancorp

3.600

%

09/11/24

$

2,162,354‌

125,000

US

Bancorp

3.950

11/17/25

120,164‌

750,000

US

Bancorp

3.100

04/27/26

700,899‌

700,000

US

Bancorp

2.375

07/22/26

639,351‌

1,175,000

US

Bancorp

3.150

04/27/27

1,085,772‌

750,000

US

Bancorp

3.900

04/26/28

704,948‌

600,000

US

Bancorp

3.000

07/30/29

507,588‌

2,500,000

US

Bancorp

1.375

07/22/30

1,911,881‌

1,000,000

US

Bancorp

4.967

07/22/33

905,977‌

1,000,000

US

Bancorp

5.850

10/21/33

1,001,329‌

1,000,000

US

Bancorp

2.491

11/03/36

731,487‌

750,000

US

Bank

NA

2.800

01/27/25

715,901‌

1,000,000

e

Valley

National

Bancorp

3.000

06/15/31

788,440‌

125,000

Wachovia

Corp

5.500

08/01/35

122,574‌

200,000

Webster

Financial

Corp

4.100

03/25/29

170,013‌

2,700,000

Wells

Fargo

&

Co

3.300

09/09/24

2,630,238‌

4,100,000

Wells

Fargo

&

Co

3.000

02/19/25

3,935,038‌

1,125,000

Wells

Fargo

&

Co

3.550

09/29/25

1,078,257‌

2,000,000

Wells

Fargo

&

Co

2.406

10/30/25

1,904,414‌

1,500,000

Wells

Fargo

&

Co

2.164

02/11/26

1,412,506‌

3,350,000

Wells

Fargo

&

Co

3.000

04/22/26

3,150,003‌

2,000,000

Wells

Fargo

&

Co

3.908

04/25/26

1,933,564‌

1,000,000

Wells

Fargo

&

Co

2

.188

04/30/26

936,937‌

1,250,000

Wells

Fargo

&

Co

4.100

06/03/26

1,199,255‌

1,700,000

Wells

Fargo

&

Co

4.540

08/15/26

1,661,054‌

2,575,000

Wells

Fargo

&

Co

3.000

10/23/26

2,390,279‌

1,500,000

Wells

Fargo

&

Co

3.196

06/17/27

1,408,725‌

1,200,000

Wells

Fargo

&

Co

4.300

07/22/27

1,151,145‌

1,300,000

Wells

Fargo

&

Co

3.526

03/24/28

1,213,354‌

2,125,000

Wells

Fargo

&

Co

3.584

05/22/28

1,979,103‌

5,000,000

Wells

Fargo

&

Co

2.393

06/02/28

4,455,654‌

1,000,000

Wells

Fargo

&

Co

4.808

07/25/28

977,423‌

6,175,000

Wells

Fargo

&

Co

4.150

01/24/29

5,852,161‌

4,950,000

Wells

Fargo

&

Co

2.879

10/30/30

4,275,239‌

3,000,000

Wells

Fargo

&

Co

2.572

02/11/31

2,540,069‌

5,000,000

Wells

Fargo

&

Co

4.478

04/04/31

4,753,989‌

6,000,000

Wells

Fargo

&

Co

3.350

03/02/33

5,135,122‌

3,500,000

Wells

Fargo

&

Co

4.897

07/25/33

3,357,243‌

3,000,000

Wells

Fargo

&

Co

5.389

04/24/34

2,980,842‌

7,025,000

Wells

Fargo

&

Co

3.068

04/30/41

5,166,999‌

1,050,000

Wells

Fargo

&

Co

5.375

11/02/43

988,545‌

1,468,000

Wells

Fargo

&

Co

5.606

01/15/44

1,409,306‌

475,000

Wells

Fargo

&

Co

4.650

11/04/44

402,950‌

1,500,000

Wells

Fargo

&

Co

3.900

05/01/45

1,200,740‌

950,000

Wells

Fargo

&

Co

4.900

11/17/45

836,048‌

3,250,000

Wells

Fargo

&

Co

4.400

06/14/46

2,639,328‌

1,975,000

Wells

Fargo

&

Co

4.750

12/07/46

1,681,080‌

1,500,000

Wells

Fargo

&

Co

5.013

04/04/51

1,397,109‌

2,000,000

Wells

Fargo

&

Co

4.611

04/25/53

1,753,796‌

250,000

Wells

Fargo

Bank

NA

6.600

01/15/38

271,039‌

2,000,000

Westpac

Banking

Corp

2.350

02/19/25

1,908,461‌

1,000,000

Westpac

Banking

Corp

2.850

05/13/26

940,897‌

2,000,000

Westpac

Banking

Corp

1.150

06/03/26

1,781,230‌

675,000

Westpac

Banking

Corp

2.700

08/19/26

627,427‌

850,000

Westpac

Banking

Corp

3.350

03/08/27

800,471‌

1,500,000

Westpac

Banking

Corp

4.043

08/26/27

1,453,266‌

2,000,000

Westpac

Banking

Corp

5.457

11/18/27

2,029,642‌

725,000

Westpac

Banking

Corp

3

.400

01/25/28

679,062‌

2,000,000

Westpac

Banking

Corp

1.953

11/20/28

1,714,436‌

1,000,000

Westpac

Banking

Corp

2.894

02/04/30

934,326‌

1,500,000

e

Westpac

Banking

Corp

2.150

06/03/31

1,261,226‌

Bond

Index

Fund

June

30,

2023

14

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

950,000

Westpac

Banking

Corp

4.322

%

11/23/31

$

880,057‌

1,000,000

Westpac

Banking

Corp

5.405

08/10/33

947,412‌

600,000

Westpac

Banking

Corp

4.110

07/24/34

521,755‌

2,350,000

Westpac

Banking

Corp

2.668

11/15/35

1,803,358‌

500,000

Westpac

Banking

Corp

3.020

11/18/36

383,518‌

900,000

e

Westpac

Banking

Corp

4.421

07/24/39

739,982‌

225,000

Westpac

Banking

Corp

2.963

11/16/40

150,835‌

400,000

Zions

Bancorp

NA

3.250

10/29/29

293,586‌

TOTAL

BANKS

901,185,947‌

CAPITAL

GOODS

-

1.2%

1,000,000

e

3M

Co

2.000

02/14/25

943,235‌

1,200,000

e

3M

Co

3.000

08/07/25

1,145,555‌

675,000

e

3M

Co

2.875

10/15/27

617,718‌

925,000

e

3M

Co

3

.625

09/14/28

862,003‌

500,000

e

3M

Co

3.375

03/01/29

458,664‌

1,000,000

e

3M

Co

2.375

08/26/29

858,825‌

200,000

e

3M

Co

3.125

09/19/46

140,827‌

300,000

e

3M

Co

3.625

10/15/47

230,712‌

1,150,000

e

3M

Co

4.000

09/14/48

1,007,763‌

875,000

e

3M

Co

3.250

08/26/49

634,131‌

820,000

e

3M

Co

3.700

04/15/50

648,903‌

1,000,000

Acuity

Brands

Lighting,

Inc

2.150

12/15/30

802,972‌

750,000

Air

Lease

Corp

3.875

07/03/23

750,000‌

2,000,000

Air

Lease

Corp

0.700

02/15/24

1,937,178‌

750,000

Air

Lease

Corp

2.300

02/01/25

705,244‌

750,000

Air

Lease

Corp

3.375

07/01/25

710,829‌

1,000,000

Air

Lease

Corp

2.875

01/15/26

925,037‌

1,000,000

Air

Lease

Corp

3.750

06/01/26

945,011‌

1,500,000

Air

Lease

Corp

1.875

08/15/26

1,332,104‌

1,000,000

Air

Lease

Corp

2.200

01/15/27

886,743‌

500,000

Air

Lease

Corp

3.625

04/01/27

461,426‌

200,000

Air

Lease

Corp

3.625

12/01/27

182,459‌

1,000,000

Air

Lease

Corp

5.850

12/15/27

998,657‌

500,000

Air

Lease

Corp

5.300

02/01/28

490,633‌

300,000

Air

Lease

Corp

4.625

10/01/28

281,966‌

500,000

Air

Lease

Corp

3

.250

10/01/29

432,514‌

750,000

Air

Lease

Corp

3.000

02/01/30

627,168‌

500,000

Air

Lease

Corp

3.125

12/01/30

416,514‌

200,000

Aircastle

Ltd

4.400

09/25/23

198,979‌

1,000,000

Aircastle

Ltd

4.125

05/01/24

973,055‌

500,000

Aircastle

Ltd

4.250

06/15/26

470,881‌

500,000

Allegion

plc

3.500

10/01/29

441,581‌

200,000

Allegion

US

Holding

Co,

Inc

3.200

10/01/24

192,044‌

200,000

Allegion

US

Holding

Co,

Inc

3.550

10/01/27

184,962‌

500,000

Allegion

US

Holding

Co,

Inc

5.411

07/01/32

494,087‌

5,700,000

Boeing

Co

4.875

05/01/25

5,618,998‌

400,000

Boeing

Co

2.600

10/30/25

372,078‌

2,000,000

Boeing

Co

2.750

02/01/26

1,862,394‌

3,000,000

Boeing

Co

2.196

02/04/26

2,753,425‌

300,000

Boeing

Co

3.100

05/01/26

281,828‌

200,000

Boeing

Co

2.250

06/15/26

181,949‌

500,000

Boeing

Co

2.700

02/01/27

457,004‌

250,000

Boeing

Co

2.800

03/01/27

227,932‌

1,900,000

Boeing

Co

5.040

05/01/27

1,876,758‌

500,000

Boeing

Co

3.250

03/01/28

454,826‌

125,000

Boeing

Co

3.450

11/01/28

113,237‌

600,000

Boeing

Co

3.200

03/01/29

536,460‌

750,000

Boeing

Co

2.950

02/01/30

651,873‌

1,600,000

Boeing

Co

5.150

05/01/30

1,584,560‌

1,000,000

Boeing

Co

3.625

02/01/31

900,660‌

15

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

300,000

Boeing

Co

3.600

%

05/01/34

$

255,312‌

425,000

Boeing

Co

3.250

02/01/35

344,602‌

500,000

Boeing

Co

3.550

03/01/38

388,971‌

600,000

Boeing

Co

3.500

03/01/39

456,407‌

350,000

Boeing

Co

5.875

02/15/40

351,320‌

2,000,000

Boeing

Co

5.705

05/01/40

1,995,014‌

300,000

Boeing

Co

3

.375

06/15/46

210,254‌

250,000

Boeing

Co

3.650

03/01/47

178,755‌

100,000

Boeing

Co

3.625

03/01/48

70,957‌

100,000

Boeing

Co

3.850

11/01/48

73,727‌

5,000,000

Boeing

Co

5.805

05/01/50

4,981,754‌

125,000

Boeing

Co

3.825

03/01/59

89,266‌

750,000

Boeing

Co

3.950

08/01/59

553,896‌

4,500,000

Boeing

Co

5.930

05/01/60

4,456,743‌

200,000

Carlisle

Cos,

Inc

3.500

12/01/24

192,986‌

1,000,000

Carlisle

Cos,

Inc

2.750

03/01/30

852,419‌

1,000,000

Carlisle

Cos,

Inc

2.200

03/01/32

789,099‌

1,444,000

Carrier

Global

Corp

2.493

02/15/27

1,315,858‌

1,100,000

Carrier

Global

Corp

2.722

02/15/30

946,785‌

150,000

Carrier

Global

Corp

2.700

02/15/31

126,284‌

2,000,000

Carrier

Global

Corp

3.377

04/05/40

1,535,352‌

900,000

Carrier

Global

Corp

3.577

04/05/50

665,096‌

1,000,000

Caterpillar

Financial

Services

Corp

2.850

05/17/24

977,016‌

1,000,000

Caterpillar

Financial

Services

Corp

4.900

01/17/25

994,975‌

1,000,000

Caterpillar

Financial

Services

Corp

3.400

05/13/25

968,164‌

1,000,000

Caterpillar

Financial

Services

Corp

1.450

05/15/25

932,267‌

1,000,000

Caterpillar

Financial

Services

Corp

0.800

11/13/25

905,115‌

3,000,000

Caterpillar

Financial

Services

Corp

0.900

03/02/26

2,697,595‌

500,000

Caterpillar

Financial

Services

Corp

2.400

08/09/26

464,272‌

2,000,000

Caterpillar

Financial

Services

Corp

1.150

09/14/26

1,778,653‌

1,000,000

Caterpillar

Financial

Services

Corp

3.600

08/12/27

962,618‌

2,775,000

Caterpillar,

Inc

3.400

05/15/24

2,724,446‌

500,000

e

Caterpillar,

Inc

2.600

09/19/29

450,148‌

1,000,000

e

Caterpillar,

Inc

1.900

03/12/31

838,029‌

225,000

Caterpillar,

Inc

5.200

05/27/41

234,387‌

2,363,000

Caterpillar,

Inc

3.803

08/15/42

2,069,031‌

300,000

Caterpillar,

Inc

4.300

05/15/44

281,091‌

750,000

Caterpillar,

Inc

3.250

09/19/49

590,508‌

750,000

Caterpillar,

Inc

3.250

04/09/50

590,213‌

1,000,000

CNH

Industrial

Capital

LLC

1.875

01/15/26

913,154‌

1,000,000

CNH

Industrial

Capital

LLC

1.450

07/15/26

883,812‌

1,000,000

CNH

Industrial

Capital

LLC

4.550

04/10/28

966,936‌

500,000

CNH

Industrial

NV

3.850

11/15/27

469,807‌

500,000

Cummins,

Inc

0.750

09/01/25

455,201‌

1,000,000

Cummins,

Inc

1.500

09/01/30

809,075‌

200,000

Cummins,

Inc

4.875

10/01/43

188,862‌

750,000

Cummins,

Inc

2.600

09/01/50

483,052‌

218,000

Deere

&

Co

5.375

10/16/29

224,884‌

500,000

Deere

&

Co

2.875

09/07/49

375,505‌

825,000

Dover

Corp

3.150

11/15/25

779,841‌

100,000

Dover

Corp

2.950

11/04/29

87,617‌

100,000

Dover

Corp

5.375

03/01/41

97,954‌

200,000

Eaton

Corp

3.103

09/15/27

187,586‌

1,000,000

Eaton

Corp

4.350

05/18/28

980,804‌

150,000

Eaton

Corp

4.000

11/02/32

141,267‌

1,250,000

Eaton

Corp

4.150

03/15/33

1,187,168‌

925,000

Eaton

Corp

4.150

11/02/42

822,879‌

200,000

Eaton

Corp

3.915

09/15/47

169,601‌

1,250,000

Eaton

Corp

4.700

08/23/52

1,197,417‌

200,000

Emerson

Electric

Co

3.150

06/01/25

191,733‌

1,000,000

Emerson

Electric

Co

0.875

10/15/26

881,486‌

Bond

Index

Fund

June

30,

2023

16

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

500,000

Emerson

Electric

Co

1.800

%

10/15/27

$

443,014‌

500,000

Emerson

Electric

Co

2.000

12/21/28

432,273‌

750,000

Emerson

Electric

Co

1.950

10/15/30

622,268‌

500,000

Emerson

Electric

Co

2.200

12/21/31

413,398‌

200,000

Emerson

Electric

Co

5.250

11/15/39

203,449‌

500,000

Emerson

Electric

Co

2.750

10/15/50

332,325‌

500,000

Emerson

Electric

Co

2.800

12/21/51

340,625‌

500,000

Flowserve

Corp

3.500

10/01/30

426,646‌

1,000,000

Flowserve

Corp

2.800

01/15/32

796,831‌

875,000

Fortive

Corp

3.150

06/15/26

825,092‌

250,000

Fortive

Corp

4.300

06/15/46

198,105‌

200,000

Fortune

Brands

Innovations,

Inc

4.000

06/15/25

193,579‌

500,000

Fortune

Brands

Innovations,

Inc

4.000

03/25/32

443,711‌

1,000,000

Fortune

Brands

Innovations,

Inc

5.875

06/01/33

1,001,302‌

500,000

Fortune

Brands

Innovations,

Inc

4.500

03/25/52

389,298‌

500,000

GATX

Corp

3.250

09/15/26

461,376‌

200,000

GATX

Corp

3.500

03/15/28

181,753‌

200,000

GATX

Corp

4.550

11/07/28

190,551‌

425,000

GATX

Corp

4.700

04/01/29

406,833‌

500,000

GATX

Corp

4.000

06/30/30

456,093‌

1,000,000

GATX

Corp

1.900

06/01/31

766,492‌

500,000

GATX

Corp

4.900

03/15/33

474,030‌

750,000

GATX

Corp

5.450

09/15/33

737,922‌

225,000

GATX

Corp

5.200

03/15/44

201,359‌

3,000,000

General

Dynamics

Corp

1.150

06/01/26

2,710,275‌

900,000

General

Dynamics

Corp

2.250

06/01/31

757,411‌

1,000,000

General

Dynamics

Corp

2.850

06/01/41

756,947‌

225,000

General

Dynamics

Corp

3.600

11/15/42

187,330‌

1,950,000

General

Dynamics

Corp

4.250

04/01/50

1,787,466‌

2,300,000

Honeywell

International,

Inc

1.350

06/01/25

2,145,740‌

1,700,000

Honeywell

International,

Inc

2.500

11/01/26

1,587,204‌

2,000,000

Honeywell

International,

Inc

1.100

03/01/27

1,763,456‌

750,000

Honeywell

International,

Inc

4.950

02/15/28

760,054‌

950,000

Honeywell

International,

Inc

1.950

06/01/30

798,324‌

1,000,000

Honeywell

International,

Inc

5.000

02/15/33

1,019,711‌

2,000,000

Honeywell

International,

Inc

4.500

01/15/34

1,956,075‌

782,000

Honeywell

International,

Inc

3.812

11/21/47

665,569‌

575,000

Honeywell

International,

Inc

2.800

06/01/50

427,101‌

200,000

Hubbell,

Inc

3.350

03/01/26

190,188‌

500,000

Hubbell,

Inc

3.150

08/15/27

461,636‌

200,000

Hubbell,

Inc

3.500

02/15/28

186,541‌

1,000,000

Hubbell,

Inc

2.300

03/15/31

824,288‌

1,000,000

Huntington

Ingalls

Industries,

Inc

0.670

08/16/23

993,904‌

500,000

Huntington

Ingalls

Industries,

Inc

3.844

05/01/25

480,764‌

500,000

Huntington

Ingalls

Industries,

Inc

4.200

05/01/30

463,283‌

500,000

IDEX

Corp

3.000

05/01/30

438,294‌

1,000,000

IDEX

Corp

2.625

06/15/31

836,006‌

1,000,000

Illinois

Tool

Works,

Inc

2.650

11/15/26

936,135‌

200,000

Illinois

Tool

Works,

Inc

4.875

09/15/41

198,026‌

1,000,000

Illinois

Tool

Works,

Inc

3.900

09/01/42

875,787‌

400,000

Ingersoll-Rand

Global

Holding

Co

Ltd

3.750

08/21/28

378,747‌

200,000

Ingersoll-Rand

Global

Holding

Co

Ltd

5.750

06/15/43

208,402‌

450,000

Ingersoll-Rand

Global

Holding

Co

Ltd

4.300

02/21/48

386,927‌

600,000

Ingersoll-Rand

Luxembourg

Finance

S.A.

3.550

11/01/24

581,230‌

100,000

Ingersoll-Rand

Luxembourg

Finance

S.A.

3.500

03/21/26

95,441‌

1,000,000

Ingersoll-Rand

Luxembourg

Finance

S.A.

3.800

03/21/29

942,081‌

300,000

Ingersoll-Rand

Luxembourg

Finance

S.A.

4.500

03/21/49

264,533‌

3,000,000

John

Deere

Capital

Corp

0.450

06/07/24

2,863,534‌

850,000

John

Deere

Capital

Corp

2.650

06/24/24

826,822‌

500,000

John

Deere

Capital

Corp

2.050

01/09/25

476,074‌

125,000

John

Deere

Capital

Corp

3.400

09/11/25

120,258‌

17

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

1,000,000

John

Deere

Capital

Corp

0.700

%

01/15/26

$

899,586‌

500,000

John

Deere

Capital

Corp

2.250

09/14/26

460,155‌

1,000,000

John

Deere

Capital

Corp

1.300

10/13/26

887,632‌

1,500,000

John

Deere

Capital

Corp

1.700

01/11/27

1,355,593‌

250,000

John

Deere

Capital

Corp

1.750

03/09/27

224,225‌

200,000

John

Deere

Capital

Corp

2.800

09/08/27

185,321‌

1,000,000

John

Deere

Capital

Corp

4.150

09/15/27

975,793‌

200,000

John

Deere

Capital

Corp

3.050

01/06/28

187,533‌

1,000,000

John

Deere

Capital

Corp

4.750

01/20/28

999,167‌

1,000,000

John

Deere

Capital

Corp

4.900

03/03/28

1,005,964‌

2,000,000

John

Deere

Capital

Corp

1.500

03/06/28

1,724,755‌

1,500,000

John

Deere

Capital

Corp

3.350

04/18/29

1,395,129‌

500,000

John

Deere

Capital

Corp

2.800

07/18/29

448,046‌

1,000,000

John

Deere

Capital

Corp

4.850

10/11/29

998,955‌

500,000

John

Deere

Capital

Corp

2.450

01/09/30

439,223‌

1,500,000

John

Deere

Capital

Corp

4.700

06/10/30

1,490,101‌

1,000,000

John

Deere

Capital

Corp

1.450

01/15/31

797,472‌

2,000,000

John

Deere

Capital

Corp

2.000

06/17/31

1,645,025‌

450,000

John

Deere

Capital

Corp

3.900

06/07/32

424,947‌

1,000,000

John

Deere

Capital

Corp

4.350

09/15/32

981,192‌

474,000

Johnson

Controls

International

plc

3.900

02/14/26

455,789‌

1,000,000

Johnson

Controls

International

plc

1.750

09/15/30

806,765‌

1,000,000

Johnson

Controls

International

plc

2.000

09/16/31

799,414‌

500,000

Johnson

Controls

International

plc

4.900

12/01/32

495,267‌

207,000

Johnson

Controls

International

plc

6.000

01/15/36

214,582‌

325,000

Johnson

Controls

International

plc

4.625

07/02/44

289,496‌

35,000

Johnson

Controls

International

plc

5.125

09/14/45

33,346‌

300,000

Johnson

Controls

International

plc

4.500

02/15/47

261,253‌

280,000

Johnson

Controls

International

plc

(Step

Bond)

3.625

07/02/24

274,422‌

72,000

Johnson

Controls

International

plc

(Step

Bond)

4.950

07/02/64

63,936‌

200,000

Kennametal,

Inc

4.625

06/15/28

190,225‌

1,000,000

Kennametal,

Inc

2.800

03/01/31

799,768‌

37,000

KLA-Tencor

Corp

4.650

11/01/24

36,535‌

300,000

KLA-Tencor

Corp

4.100

03/15/29

288,561‌

500,000

KLA-Tencor

Corp

5.000

03/15/49

485,318‌

52,000

L3Harris

Technologies,

Inc

3.950

05/28/24

51,075‌

600,000

L3Harris

Technologies,

Inc

3.850

12/15/26

571,705‌

625,000

L3Harris

Technologies,

Inc

4.400

06/15/28

600,710‌

1,275,000

L3Harris

Technologies,

Inc

4.400

06/15/28

1,225,449‌

175,000

L3Harris

Technologies,

Inc

2.900

12/15/29

151,447‌

1,000,000

L3Harris

Technologies,

Inc

1.800

01/15/31

791,458‌

300,000

L3Harris

Technologies,

Inc

4.854

04/27/35

288,102‌

600,000

L3Harris

Technologies,

Inc

5.054

04/27/45

550,919‌

100,000

Legrand

France

S.A.

8.500

02/15/25

104,680‌

100,000

Lennox

International,

Inc

1.350

08/01/25

91,152‌

100,000

Lennox

International,

Inc

1.700

08/01/27

86,903‌

1,100,000

Lockheed

Martin

Corp

3.550

01/15/26

1,066,826‌

750,000

Lockheed

Martin

Corp

5.100

11/15/27

762,705‌

1,000,000

Lockheed

Martin

Corp

4.450

05/15/28

985,716‌

150,000

Lockheed

Martin

Corp

1.850

06/15/30

124,801‌

625,000

Lockheed

Martin

Corp

3.900

06/15/32

588,612‌

550,000

Lockheed

Martin

Corp

5.250

01/15/33

569,782‌

1,000,000

Lockheed

Martin

Corp

4.750

02/15/34

997,586‌

300,000

Lockheed

Martin

Corp

3.600

03/01/35

268,156‌

500,000

Lockheed

Martin

Corp

4.500

05/15/36

482,577‌

1,833,000

Lockheed

Martin

Corp

4.070

12/15/42

1,631,108‌

275,000

Lockheed

Martin

Corp

3.800

03/01/45

231,711‌

200,000

Lockheed

Martin

Corp

4.700

05/15/46

192,270‌

1,150,000

Lockheed

Martin

Corp

2.800

06/15/50

816,182‌

1,894,000

Lockheed

Martin

Corp

4.090

09/15/52

1,665,547‌

1,000,000

Lockheed

Martin

Corp

4.150

06/15/53

880,354‌

Bond

Index

Fund

June

30,

2023

18

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

750,000

Lockheed

Martin

Corp

5.700

%

11/15/54

$

832,700‌

1,000,000

Lockheed

Martin

Corp

5.200

02/15/55

1,031,970‌

1,000,000

Lockheed

Martin

Corp

4.300

06/15/62

885,380‌

750,000

Lockheed

Martin

Corp

5.900

11/15/63

853,293‌

200,000

Masco

Corp

3.500

11/15/27

186,881‌

200,000

Masco

Corp

1.500

02/15/28

170,277‌

500,000

Masco

Corp

2.000

10/01/30

394,733‌

550,000

Masco

Corp

2.000

02/15/31

433,855‌

700,000

e

Masco

Corp

4.500

05/15/47

565,362‌

1,000,000

Masco

Corp

3.125

02/15/51

628,356‌

300,000

Northrop

Grumman

Corp

3.200

02/01/27

282,802‌

3,275,000

Northrop

Grumman

Corp

3.250

01/15/28

3,054,197‌

425,000

Northrop

Grumman

Corp

4.400

05/01/30

413,790‌

1,500,000

Northrop

Grumman

Corp

4.700

03/15/33

1,472,118‌

100,000

Northrop

Grumman

Corp

5.050

11/15/40

97,305‌

700,000

Northrop

Grumman

Corp

4.750

06/01/43

655,102‌

300,000

Northrop

Grumman

Corp

3.850

04/15/45

244,474‌

1,450,000

Northrop

Grumman

Corp

4.030

10/15/47

1,245,707‌

1,000,000

Northrop

Grumman

Corp

5.250

05/01/50

1,016,280‌

1,500,000

Northrop

Grumman

Corp

4.950

03/15/53

1,461,298‌

100,000

Oshkosh

Corp

3.100

03/01/30

87,126‌

1,000,000

Otis

Worldwide

Corp

2.056

04/05/25

942,383‌

1,000,000

Otis

Worldwide

Corp

2.293

04/05/27

907,114‌

525,000

Otis

Worldwide

Corp

2.565

02/15/30

452,621‌

500,000

Otis

Worldwide

Corp

3.112

02/15/40

386,095‌

450,000

Otis

Worldwide

Corp

3.362

02/15/50

330,313‌

500,000

PACCAR

Financial

Corp

2.850

04/07/25

478,551‌

200,000

Parker-Hannifin

Corp

2.700

06/14/24

194,247‌

300,000

Parker-Hannifin

Corp

3.300

11/21/24

289,722‌

650,000

Parker-Hannifin

Corp

3.250

03/01/27

609,772‌

1,500,000

Parker-Hannifin

Corp

4.250

09/15/27

1,454,367‌

1,825,000

Parker-Hannifin

Corp

3.250

06/14/29

1,659,859‌

1,500,000

Parker-Hannifin

Corp

4.500

09/15/29

1,457,574‌

200,000

Parker-Hannifin

Corp

4.200

11/21/34

183,126‌

200,000

Parker-Hannifin

Corp

4.450

11/21/44

178,738‌

750,000

Parker-Hannifin

Corp

4.100

03/01/47

637,337‌

225,000

Parker-Hannifin

Corp

4.000

06/14/49

187,284‌

500,000

Pentair

Finance

Sarl

5.900

07/15/32

504,242‌

775,000

Precision

Castparts

Corp

3.250

06/15/25

748,613‌

400,000

Precision

Castparts

Corp

4.200

06/15/35

366,483‌

100,000

Precision

Castparts

Corp

3.900

01/15/43

84,953‌

1,000,000

Quanta

Services,

Inc

2.900

10/01/30

849,534‌

600,000

Quanta

Services,

Inc

2.350

01/15/32

472,091‌

1,000,000

Quanta

Services,

Inc

3.050

10/01/41

693,941‌

300,000

Raytheon

Technologies

Corp

3

.150

12/15/24

289,161‌

1,325,000

Raytheon

Technologies

Corp

3.500

03/15/27

1,259,247‌

200,000

Raytheon

Technologies

Corp

7.200

08/15/27

213,166‌

2,550,000

Raytheon

Technologies

Corp

4.125

11/16/28

2,455,994‌

4,500,000

Raytheon

Technologies

Corp

2.250

07/01/30

3,795,679‌

1,000,000

Raytheon

Technologies

Corp

1.900

09/01/31

798,340‌

1,000,000

Raytheon

Technologies

Corp

2.375

03/15/32

819,330‌

1,050,000

Raytheon

Technologies

Corp

5.150

02/27/33

1,064,352‌

100,000

Raytheon

Technologies

Corp

4.700

12/15/41

92,958‌

2,150,000

Raytheon

Technologies

Corp

4.500

06/01/42

1,979,002‌

125,000

Raytheon

Technologies

Corp

4.800

12/15/43

115,830‌

150,000

Raytheon

Technologies

Corp

4.200

12/15/44

122,328‌

700,000

Raytheon

Technologies

Corp

4.350

04/15/47

620,330‌

2,000,000

Raytheon

Technologies

Corp

3.125

07/01/50

1,448,320‌

1,000,000

Raytheon

Technologies

Corp

2.820

09/01/51

671,603‌

1,000,000

Raytheon

Technologies

Corp

3.030

03/15/52

702,971‌

1,000,000

Raytheon

Technologies

Corp

5.375

02/27/53

1,038,394‌

19

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

1,500,000

g

Regal

Rexnord

Corp

6.050

%

04/15/28

$

1,489,062‌

1,000,000

g

Regal

Rexnord

Corp

6.300

02/15/30

997,040‌

325,000

g

Regal

Rexnord

Corp

6.400

04/15/33

324,726‌

400,000

Rockwell

Automation,

Inc

3.500

03/01/29

376,919‌

150,000

Rockwell

Automation,

Inc

1.750

08/15/31

120,881‌

400,000

Rockwell

Automation,

Inc

4.200

03/01/49

355,322‌

1,000,000

Rockwell

Automation,

Inc

2.800

08/15/61

652,672‌

200,000

Snap-on,

Inc

3.250

03/01/27

188,205‌

200,000

Snap-on,

Inc

4.100

03/01/48

174,745‌

500,000

Snap-on,

Inc

3.100

05/01/50

369,843‌

500,000

Stanley

Black

&

Decker,

Inc

3.400

03/01/26

473,164‌

1,000,000

Stanley

Black

&

Decker,

Inc

6.000

03/06/28

1,027,975‌

300,000

Stanley

Black

&

Decker,

Inc

4.250

11/15/28

285,898‌

1,000,000

Stanley

Black

&

Decker,

Inc

2.300

03/15/30

824,370‌

1,000,000

e

Stanley

Black

&

Decker,

Inc

3.000

05/15/32

843,079‌

100,000

Stanley

Black

&

Decker,

Inc

5.200

09/01/40

92,318‌

425,000

Stanley

Black

&

Decker,

Inc

4.850

11/15/48

363,239‌

1,500,000

Stanley

Black

&

Decker,

Inc

2.750

11/15/50

891,546‌

450,000

Stanley

Black

&

Decker,

Inc

4.000

03/15/60

343,523‌

150,000

Textron,

Inc

4.000

03/15/26

144,797‌

500,000

Textron,

Inc

3.650

03/15/27

468,354‌

100,000

Textron,

Inc

3.375

03/01/28

91,151‌

750,000

Textron,

Inc

3.900

09/17/29

687,425‌

500,000

Textron,

Inc

3.000

06/01/30

435,833‌

300,000

Textron,

Inc

2.450

03/15/31

247,408‌

250,000

Timken

Co

3.875

09/01/24

243,506‌

200,000

Timken

Co

4.500

12/15/28

190,064‌

1,000,000

e

Timken

Co

4.125

04/01/32

895,778‌

425,000

Trane

Technologies

Financing

Ltd

5.250

03/03/33

430,284‌

625,000

Trimble,

Inc

4.900

06/15/28

609,991‌

1,000,000

Trimble,

Inc

6.100

03/15/33

1,012,772‌

750,000

United

Parcel

Service,

Inc

4.450

04/01/30

747,080‌

725,000

United

Technologies

Corp

3.125

05/04/27

679,058‌

750,000

United

Technologies

Corp

4.450

11/16/38

689,826‌

1,650,000

United

Technologies

Corp

4.150

05/15/45

1,402,611‌

2,325,000

United

Technologies

Corp

4.625

11/16/48

2,169,090‌

200,000

Valmont

Industries,

Inc

5.000

10/01/44

175,370‌

200,000

Valmont

Industries,

Inc

5.250

10/01/54

176,502‌

600,000

Wabtec

Corp

4.400

03/15/24

591,948‌

300,000

Wabtec

Corp

3.450

11/15/26

280,527‌

875,000

Wabtec

Corp

4.950

09/15/28

842,821‌

500,000

Westinghouse

Air

Brake

Technologies

Corp

3.200

06/15/25

474,571‌

750,000

WW

Grainger,

Inc

1.850

02/15/25

712,076‌

800,000

WW

Grainger,

Inc

4.600

06/15/45

753,966‌

200,000

WW

Grainger,

Inc

3.750

05/15/46

161,448‌

125,000

WW

Grainger,

Inc

4.200

05/15/47

109,189‌

775,000

Xylem,

Inc

3.250

11/01/26

728,490‌

225,000

Xylem,

Inc

1.950

01/30/28

197,365‌

150,000

Xylem,

Inc

2.250

01/30/31

124,464‌

100,000

Xylem,

Inc

4.375

11/01/46

84,259‌

TOTAL

CAPITAL

GOODS

248,458,823‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

700,000

Automatic

Data

Processing,

Inc

3.375

09/15/25

676,796‌

400,000

Automatic

Data

Processing,

Inc

1.700

05/15/28

351,098‌

900,000

Automatic

Data

Processing,

Inc

1.250

09/01/30

729,666‌

750,000

BayCare

Health

System,

Inc

3.831

11/15/50

616,598‌

350,000

Broadridge

Financial

Solutions,

Inc

3.400

06/27/26

329,514‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2.900

12/01/29

852,835‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2.600

05/01/31

819,613‌

2,000,000

CDW

LLC

2.670

12/01/26

1,795,760‌

Bond

Index

Fund

June

30,

2023

20

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

$

925,000

Daimler

Finance

North

America

LLC

8.500

%

01/18/31

$

1,148,770‌

125,000

Equifax,

Inc

2.600

12/15/25

116,287‌

1,000,000

Equifax,

Inc

5.100

12/15/27

988,711‌

1,000,000

Equifax,

Inc

5.100

06/01/28

984,976‌

100,000

Equifax,

Inc

3.100

05/15/30

86,236‌

2,000,000

Equifax,

Inc

2.350

09/15/31

1,594,702‌

865,000

Fred

Hutchinson

Cancer

Center

4.966

01/01/52

828,368‌

1,500,000

Jacobs

Engineering

Group,

Inc

5.900

03/01/33

1,471,622‌

500,000

Leidos,

Inc

3.625

05/15/25

479,556‌

100,000

Leidos,

Inc

4.375

05/15/30

91,814‌

1,000,000

Leidos,

Inc

2.300

02/15/31

787,948‌

1,000,000

Leidos,

Inc

5.750

03/15/33

993,444‌

380,000

MidMichigan

Health

3.409

06/01/50

271,543‌

100,000

Partners

Healthcare

System,

Inc

3.765

07/01/48

81,779‌

750,000

Partners

Healthcare

System,

Inc

3.192

07/01/49

545,055‌

100,000

Partners

Healthcare

System,

Inc

4.117

07/01/55

83,394‌

1,000,000

Partners

Healthcare

System,

Inc

3.342

07/01/60

699,562‌

625,000

RELX

Capital,

Inc

4.000

03/18/29

595,897‌

100,000

RELX

Capital,

Inc

3.000

05/22/30

89,151‌

275,000

RELX

Capital,

Inc

4.750

05/20/32

269,790‌

750,000

Republic

Services,

Inc

3.200

03/15/25

721,563‌

275,000

Republic

Services,

Inc

0.875

11/15/25

247,406‌

900,000

Republic

Services,

Inc

2.900

07/01/26

843,355‌

100,000

Republic

Services,

Inc

3.375

11/15/27

94,052‌

1,000,000

Republic

Services,

Inc

4.875

04/01/29

998,409‌

500,000

Republic

Services,

Inc

2.300

03/01/30

426,629‌

1,000,000

Republic

Services,

Inc

1.450

02/15/31

784,801‌

575,000

Republic

Services,

Inc

1.750

02/15/32

449,764‌

1,000,000

Republic

Services,

Inc

2.375

03/15/33

813,415‌

425,000

Republic

Services,

Inc

5.000

04/01/34

424,045‌

1,000,000

Republic

Services,

Inc

3.050

03/01/50

713,662‌

880,000

Rockefeller

Foundation

2.492

10/01/50

571,714‌

1,200,000

Thomson

Reuters

Corp

3.350

05/15/26

1,141,801‌

145,000

Thomson

Reuters

Corp

5.850

04/15/40

142,980‌

200,000

Thomson

Reuters

Corp

5.650

11/23/43

189,675‌

1,000,000

Triton

Container

International

Ltd

3.250

03/15/32

782,718‌

500,000

Verisk

Analytics,

Inc

4.000

06/15/25

485,228‌

850,000

Verisk

Analytics,

Inc

4.125

03/15/29

811,384‌

750,000

Verisk

Analytics,

Inc

5.750

04/01/33

785,171‌

300,000

Verisk

Analytics,

Inc

5.500

06/15/45

284,855‌

200,000

Verisk

Analytics,

Inc

3.625

05/15/50

147,063‌

750,000

Waste

Connections,

Inc

3.500

05/01/29

689,823‌

500,000

Waste

Connections,

Inc

2.600

02/01/30

432,591‌

700,000

Waste

Connections,

Inc

2.200

01/15/32

564,530‌

100,000

Waste

Connections,

Inc

3.200

06/01/32

87,153‌

425,000

Waste

Connections,

Inc

4.200

01/15/33

399,435‌

500,000

Waste

Connections,

Inc

3.050

04/01/50

345,354‌

575,000

Waste

Connections,

Inc

2.950

01/15/52

393,691‌

500,000

Waste

Management,

Inc

1.150

03/15/28

425,206‌

1,000,000

Waste

Management,

Inc

2.000

06/01/29

855,478‌

1,000,000

Waste

Management,

Inc

4.625

02/15/30

985,222‌

1,000,000

Waste

Management,

Inc

1.500

03/15/31

796,461‌

1,500,000

Waste

Management,

Inc

4.150

04/15/32

1,429,264‌

1,000,000

Waste

Management,

Inc

4.625

02/15/33

979,620‌

1,000,000

Waste

Management,

Inc

2.950

06/01/41

740,829‌

250,000

Waste

Management,

Inc

2.500

11/15/50

159,737‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

39,524,569‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

100,000

Advance

Auto

Parts,

Inc

1.750

10/01/27

83,211‌

1,000,000

Advance

Auto

Parts,

Inc

5.950

03/09/28

986,736‌

21

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

500,000

e

Advance

Auto

Parts,

Inc

3.900

%

04/15/30

$

426,013‌

1,000,000

e

Advance

Auto

Parts,

Inc

3.500

03/15/32

799,631‌

1,250,000

Alibaba

Group

Holding

Ltd

3.600

11/28/24

1,210,590‌

1,325,000

Alibaba

Group

Holding

Ltd

3.400

12/06/27

1,231,551‌

1,250,000

e

Alibaba

Group

Holding

Ltd

2.125

02/09/31

1,017,752‌

500,000

Alibaba

Group

Holding

Ltd

4.500

11/28/34

461,194‌

750,000

Alibaba

Group

Holding

Ltd

4.000

12/06/37

628,450‌

1,250,000

Alibaba

Group

Holding

Ltd

2.700

02/09/41

834,780‌

1,500,000

Alibaba

Group

Holding

Ltd

4.200

12/06/47

1,178,748‌

1,250,000

Alibaba

Group

Holding

Ltd

3.150

02/09/51

808,860‌

750,000

Alibaba

Group

Holding

Ltd

4.400

12/06/57

587,839‌

1,250,000

Alibaba

Group

Holding

Ltd

3.250

02/09/61

772,729‌

1,125,000

Amazon.com,

Inc

2.800

08/22/24

1,093,832‌

425,000

Amazon.com,

Inc

3.800

12/05/24

416,880‌

1,000,000

Amazon.com,

Inc

0.800

06/03/25

923,667‌

325,000

Amazon.com,

Inc

5.200

12/03/25

326,069‌

5,000,000

Amazon.com,

Inc

1.000

05/12/26

4,495,134‌

3,000,000

Amazon.com,

Inc

3.300

04/13/27

2,856,996‌

1,000,000

Amazon.com,

Inc

1.200

06/03/27

877,395‌

2,000,000

Amazon.com,

Inc

3.150

08/22/27

1,881,718‌

3,000,000

Amazon.com,

Inc

4.550

12/01/27

2,981,160‌

2,000,000

Amazon.com,

Inc

1.650

05/12/28

1,746,255‌

2,000,000

Amazon.com,

Inc

3.450

04/13/29

1,882,983‌

2,000,000

Amazon.com,

Inc

4.650

12/01/29

2,005,056‌

1,000,000

Amazon.com,

Inc

1.500

06/03/30

821,872‌

2,000,000

Amazon.com,

Inc

2.100

05/12/31

1,682,016‌

2,000,000

Amazon.com,

Inc

3.600

04/13/32

1,864,722‌

2,000,000

Amazon.com,

Inc

4.700

12/01/32

2,016,441‌

1,800,000

Amazon.com,

Inc

4.800

12/05/34

1,836,444‌

2,625,000

Amazon.com,

Inc

3.875

08/22/37

2,397,021‌

2,500,000

Amazon.com,

Inc

2.875

05/12/41

1,927,582‌

775,000

Amazon.com,

Inc

4.950

12/05/44

784,225‌

2,875,000

Amazon.com,

Inc

4.050

08/22/47

2,578,759‌

1,900,000

Amazon.com,

Inc

2.500

06/03/50

1,263,484‌

1,500,000

Amazon.com,

Inc

3.100

05/12/51

1,118,791‌

2,000,000

Amazon.com,

Inc

3.950

04/13/52

1,743,166‌

1,900,000

Amazon.com,

Inc

4.250

08/22/57

1,709,018‌

2,500,000

Amazon.com,

Inc

3.250

05/12/61

1,808,693‌

2,000,000

Amazon.com,

Inc

4.100

04/13/62

1,721,912‌

200,000

AutoNation,

Inc

3.500

11/15/24

192,738‌

244,000

AutoNation,

Inc

4.500

10/01/25

234,393‌

200,000

AutoNation,

Inc

3.800

11/15/27

183,112‌

1,500,000

AutoNation,

Inc

1.950

08/01/28

1,221,871‌

100,000

AutoNation,

Inc

4.750

06/01/30

93,501‌

425,000

AutoNation,

Inc

2.400

08/01/31

322,438‌

900,000

AutoNation,

Inc

3.850

03/01/32

763,545‌

250,000

AutoZone,

Inc

3.125

04/18/24

244,901‌

200,000

AutoZone,

Inc

3.250

04/15/25

191,408‌

500,000

AutoZone,

Inc

3.625

04/15/25

482,522‌

100,000

AutoZone,

Inc

3.125

04/21/26

94,518‌

650,000

AutoZone,

Inc

3.750

06/01/27

618,560‌

1,000,000

AutoZone,

Inc

4.500

02/01/28

974,308‌

200,000

AutoZone,

Inc

3.750

04/18/29

184,902‌

500,000

AutoZone,

Inc

4.000

04/15/30

464,277‌

600,000

AutoZone,

Inc

1.650

01/15/31

468,213‌

225,000

AutoZone,

Inc

4.750

08/01/32

217,138‌

1,000,000

AutoZone,

Inc

4.750

02/01/33

957,986‌

500,000

Best

Buy

Co,

Inc

4.450

10/01/28

484,080‌

500,000

Best

Buy

Co,

Inc

1.950

10/01/30

402,762‌

1,325,000

Cintas

Corp

No

2

4.000

05/01/32

1,258,544‌

1,000,000

Dick's

Sporting

Goods,

Inc

3.150

01/15/32

819,380‌

Bond

Index

Fund

June

30,

2023

22

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

1,000,000

Dick's

Sporting

Goods,

Inc

4.100

%

01/15/52

$

694,353‌

400,000

eBay,

Inc

3.450

08/01/24

391,152‌

1,000,000

eBay,

Inc

1.400

05/10/26

902,859‌

1,200,000

eBay,

Inc

3.600

06/05/27

1,134,468‌

500,000

eBay,

Inc

5.950

11/22/27

512,152‌

1,200,000

eBay,

Inc

2.700

03/11/30

1,030,491‌

1,000,000

eBay,

Inc

2.600

05/10/31

833,743‌

500,000

eBay,

Inc

6.300

11/22/32

525,374‌

200,000

eBay,

Inc

4.000

07/15/42

158,839‌

1,000,000

eBay,

Inc

3.650

05/10/51

732,445‌

1,500,000

Genuine

Parts

Co

1.875

11/01/30

1,174,243‌

275,000

Genuine

Parts

Co

2.750

02/01/32

225,654‌

350,000

Home

Depot,

Inc

3.350

09/15/25

337,720‌

1,925,000

Home

Depot,

Inc

3.000

04/01/26

1,841,226‌

1,550,000

Home

Depot,

Inc

2.125

09/15/26

1,429,483‌

1,000,000

Home

Depot,

Inc

2.875

04/15/27

939,718‌

2,000,000

Home

Depot,

Inc

0.900

03/15/28

1,685,168‌

1,000,000

Home

Depot,

Inc

1.500

09/15/28

855,875‌

825,000

Home

Depot,

Inc

3.900

12/06/28

798,647‌

2,333,000

Home

Depot,

Inc

2.950

06/15/29

2,123,595‌

375,000

Home

Depot,

Inc

2.700

04/15/30

333,166‌

2,000,000

Home

Depot,

Inc

1.375

03/15/31

1,579,547‌

1,000,000

Home

Depot,

Inc

1.875

09/15/31

813,412‌

1,000,000

Home

Depot,

Inc

3.250

04/15/32

898,343‌

1,000,000

e

Home

Depot,

Inc

4.500

09/15/32

988,432‌

425,000

Home

Depot,

Inc

5.875

12/16/36

462,688‌

150,000

Home

Depot,

Inc

5.950

04/01/41

165,156‌

675,000

Home

Depot,

Inc

4.200

04/01/43

603,174‌

450,000

Home

Depot,

Inc

4.875

02/15/44

438,006‌

650,000

Home

Depot,

Inc

4.400

03/15/45

592,145‌

725,000

Home

Depot,

Inc

4.250

04/01/46

642,679‌

2,100,000

Home

Depot,

Inc

3.900

06/15/47

1,784,666‌

2,000,000

Home

Depot,

Inc

4.500

12/06/48

1,853,160‌

1,000,000

Home

Depot,

Inc

3.125

12/15/49

731,631‌

2,655,000

Home

Depot,

Inc

3

.350

04/15/50

2,026,123‌

3,000,000

Home

Depot,

Inc

2.375

03/15/51

1,858,676‌

1,000,000

Home

Depot,

Inc

2.750

09/15/51

673,191‌

500,000

Home

Depot,

Inc

3.625

04/15/52

398,667‌

1,000,000

e

Home

Depot,

Inc

4.950

09/15/52

993,217‌

675,000

Home

Depot,

Inc

3.500

09/15/56

519,212‌

500,000

JD.com,

Inc

3.375

01/14/30

448,507‌

500,000

JD.com,

Inc

4.125

01/14/50

388,989‌

750,000

g

LKQ

Corp

5.750

06/15/28

747,560‌

750,000

g

LKQ

Corp

6.250

06/15/33

755,654‌

400,000

Lowe's

Cos,

Inc

3.125

09/15/24

387,785‌

1,000,000

Lowe's

Cos,

Inc

4.000

04/15/25

973,502‌

1,000,000

Lowe's

Cos,

Inc

4.400

09/08/25

980,032‌

1,100,000

Lowe's

Cos,

Inc

3.375

09/15/25

1,053,643‌

500,000

Lowe's

Cos,

Inc

2.500

04/15/26

467,622‌

1,000,000

Lowe's

Cos,

Inc

3.350

04/01/27

944,399‌

2,000,000

Lowe's

Cos,

Inc

1.300

04/15/28

1,689,073‌

1,500,000

Lowe's

Cos,

Inc

1.700

09/15/28

1,271,396‌

775,000

Lowe's

Cos,

Inc

3.650

04/05/29

718,119‌

306,000

Lowe's

Cos,

Inc

4.500

04/15/30

297,473‌

1,500,000

Lowe's

Cos,

Inc

1.700

10/15/30

1,201,949‌

800,000

Lowe's

Cos,

Inc

2.625

04/01/31

675,508‌

1,000,000

Lowe's

Cos,

Inc

3.750

04/01/32

905,075‌

1,000,000

e

Lowe's

Cos,

Inc

5.000

04/15/33

989,166‌

650,000

Lowe's

Cos,

Inc

5.150

07/01/33

649,765‌

700,000

Lowe's

Cos,

Inc

2.800

09/15/41

495,073‌

56,000

Lowe's

Cos,

Inc

4.250

09/15/44

44,274‌

23

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

1,075,000

Lowe's

Cos,

Inc

3.700

%

04/15/46

$

818,248‌

2,000,000

Lowe's

Cos,

Inc

4.050

05/03/47

1,608,503‌

1,425,000

Lowe's

Cos,

Inc

4.550

04/05/49

1,215,792‌

1,320,000

Lowe's

Cos,

Inc

5.125

04/15/50

1,238,487‌

450,000

Lowe's

Cos,

Inc

3.000

10/15/50

294,943‌

1,000,000

Lowe's

Cos,

Inc

3.500

04/01/51

710,295‌

500,000

Lowe's

Cos,

Inc

4.250

04/01/52

407,940‌

1,000,000

e

Lowe's

Cos,

Inc

5.625

04/15/53

999,401‌

275,000

Lowe's

Cos,

Inc

5.750

07/01/53

280,213‌

500,000

Lowe's

Cos,

Inc

4.450

04/01/62

401,453‌

1,000,000

Lowe's

Cos,

Inc

5.800

09/15/62

988,986‌

600,000

Lowe's

Cos,

Inc

5.850

04/01/63

598,132‌

1,000,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

946,253‌

300,000

O'Reilly

Automotive,

Inc

4.350

06/01/28

290,441‌

500,000

O'Reilly

Automotive,

Inc

3.900

06/01/29

469,148‌

200,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

157,382‌

2,000,000

O'Reilly

Automotive,

Inc

4.700

06/15/32

1,926,359‌

300,000

Ross

Stores,

Inc

4.600

04/15/25

294,130‌

500,000

Ross

Stores,

Inc

0.875

04/15/26

441,669‌

55,000

Ross

Stores,

Inc

4.700

04/15/27

53,741‌

500,000

Ross

Stores,

Inc

1.875

04/15/31

394,523‌

525,000

TJX

Cos,

Inc

2.250

09/15/26

484,343‌

1,750,000

TJX

Cos,

Inc

1.150

05/15/28

1,490,728‌

500,000

TJX

Cos,

Inc

1.600

05/15/31

405,194‌

650,000

Tractor

Supply

Co

1.750

11/01/30

514,768‌

1,000,000

Tractor

Supply

Co

5.250

05/15/33

992,250‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

139,854,854‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

500,000

Brunswick

Corp

0.850

08/18/24

470,122‌

1,000,000

Brunswick

Corp

2.400

08/18/31

766,599‌

500,000

Brunswick

Corp

4.400

09/15/32

436,394‌

161,000

Coach,

Inc

4.125

07/15/27

151,136‌

750,000

DR

Horton,

Inc

2.500

10/15/24

717,132‌

500,000

DR

Horton,

Inc

2.600

10/15/25

467,748‌

1,000,000

DR

Horton,

Inc

1.300

10/15/26

876,324‌

750,000

Hasbro,

Inc

3.550

11/19/26

696,787‌

775,000

Hasbro,

Inc

3.500

09/15/27

720,726‌

1,000,000

Hasbro,

Inc

3.900

11/19/29

903,640‌

100,000

Hasbro,

Inc

6.350

03/15/40

101,549‌

200,000

Hasbro,

Inc

5.100

05/15/44

175,945‌

475,000

Leggett

&

Platt,

Inc

3.500

11/15/27

437,561‌

350,000

Leggett

&

Platt,

Inc

4.400

03/15/29

333,202‌

1,000,000

Leggett

&

Platt,

Inc

3.500

11/15/51

720,292‌

1,900,000

Lennar

Corp

4.750

11/29/27

1,843,481‌

500,000

MDC

Holdings,

Inc

3.966

08/06/61

298,348‌

750,000

e

Mohawk

Industries,

Inc

3.625

05/15/30

676,955‌

650,000

NIKE,

Inc

2.375

11/01/26

603,796‌

300,000

NIKE,

Inc

3.625

05/01/43

251,744‌

825,000

NIKE,

Inc

3.875

11/01/45

720,979‌

200,000

NIKE,

Inc

3.375

11/01/46

160,406‌

2,440,000

e

NIKE,

Inc

3.375

03/27/50

1,976,581‌

1,000,000

NVR,

Inc

3.000

05/15/30

866,139‌

200,000

Ralph

Lauren

Corp

3.750

09/15/25

192,913‌

1,000,000

Ralph

Lauren

Corp

2.950

06/15/30

881,655‌

450,000

Tapestry,

Inc

3.050

03/15/32

359,349‌

400,000

VF

Corp

2.400

04/23/25

374,895‌

1,000,000

VF

Corp

2.800

04/23/27

901,760‌

200,000

e

VF

Corp

2.950

04/23/30

164,299‌

100,000

Whirlpool

Corp

4.000

03/01/24

98,926‌

925,000

e

Whirlpool

Corp

4.750

02/26/29

900,214‌

Bond

Index

Fund

June

30,

2023

24

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

$

500,000

Whirlpool

Corp

2.400

%

05/15/31

$

405,582‌

475,000

e

Whirlpool

Corp

4.700

05/14/32

455,710‌

750,000

Whirlpool

Corp

5.500

03/01/33

748,411‌

200,000

Whirlpool

Corp

4.500

06/01/46

161,144‌

775,000

e

Whirlpool

Corp

4.600

05/15/50

642,940‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

21,661,384‌

CONSUMER

SERVICES

-

0.4%

200,000

Block

Financial

LLC

5.250

10/01/25

195,602‌

1,000,000

Block

Financial

LLC

2.500

07/15/28

851,519‌

750,000

Block

Financial

LLC

3.875

08/15/30

661,422‌

300,000

Board

of

Trustees

of

The

Leland

Stanford

Junior

University

3.647

05/01/48

257,444‌

300,000

Booking

Holdings,

Inc

3.650

03/15/25

291,267‌

300,000

Booking

Holdings,

Inc

3.600

06/01/26

288,931‌

900,000

Booking

Holdings,

Inc

3.550

03/15/28

845,529‌

1,100,000

Booking

Holdings,

Inc

4.625

04/13/30

1,071,798‌

1,000,000

California

Endowment

2.498

04/01/51

641,439‌

1,000,000

Case

Western

Reserve

University

5.405

06/01/22

967,787‌

500,000

Choice

Hotels

International,

Inc

3.700

12/01/29

431,326‌

675,000

Cintas

Corp

No

2

3.700

04/01/27

650,454‌

1,000,000

Claremont

McKenna

College

3.775

01/01/22

692,667‌

750,000

CommonSpirit

Health

2.760

10/01/24

721,973‌

750,000

CommonSpirit

Health

6.073

11/01/27

764,099‌

1,000,000

CommonSpirit

Health

3.347

10/01/29

879,750‌

1,000,000

CommonSpirit

Health

2

.782

10/01/30

840,671‌

300,000

CommonSpirit

Health

4.350

11/01/42

257,584‌

750,000

CommonSpirit

Health

3.817

10/01/49

570,950‌

715,000

CommonSpirit

Health

4.187

10/01/49

579,927‌

500,000

CommonSpirit

Health

3

.910

10/01/50

386,312‌

750,000

e

CommonSpirit

Health

6.461

11/01/52

855,444‌

200,000

e

Darden

Restaurants,

Inc

3.850

05/01/27

190,656‌

300,000

Darden

Restaurants,

Inc

4.550

02/15/48

251,943‌

500,000

Emory

University

2.143

09/01/30

419,856‌

500,000

Emory

University

2.969

09/01/50

359,342‌

1,200,000

Expedia

Group,

Inc

5.000

02/15/26

1,183,029‌

750,000

Expedia

Group,

Inc

4.625

08/01/27

726,786‌

175,000

Expedia

Group,

Inc

3.800

02/15/28

163,637‌

750,000

Expedia

Group,

Inc

3.250

02/15/30

652,763‌

270,000

Expedia

Group,

Inc

2.950

03/15/31

227,517‌

2,000,000

Howard

University

5.209

10/01/52

1,701,097‌

1,000,000

Hyatt

Hotels

Corp

1.800

10/01/24

951,788‌

100,000

Hyatt

Hotels

Corp

5.375

04/23/25

98,939‌

100,000

Hyatt

Hotels

Corp

4.850

03/15/26

97,932‌

275,000

h

Hyatt

Hotels

Corp

5.750

01/30/27

274,294‌

200,000

Hyatt

Hotels

Corp

4.375

09/15/28

188,926‌

1,100,000

Hyatt

Hotels

Corp

5.750

04/23/30

1,100,545‌

500,000

Johns

Hopkins

University

4.705

07/01/32

498,712‌

750,000

Johns

Hopkins

University

2.813

01/01/60

492,841‌

500,000

e

Leland

Stanford

Junior

University

1.289

06/01/27

440,246‌

1,000,000

Leland

Stanford

Junior

University

2.413

06/01/50

662,675‌

300,000

Marriott

International,

Inc

3.600

04/15/24

294,956‌

14,000

Marriott

International,

Inc

5.750

05/01/25

14,026‌

500,000

Marriott

International,

Inc

5.000

10/15/27

496,071‌

1,250,000

Marriott

International,

Inc

4.000

04/15/28

1,178,834‌

300,000

Marriott

International,

Inc

4.650

12/01/28

290,270‌

500,000

Marriott

International,

Inc

4.900

04/15/29

486,471‌

400,000

Marriott

International,

Inc

4.625

06/15/30

382,992‌

1,000,000

Marriott

International,

Inc

2.850

04/15/31

840,799‌

1,500,000

Marriott

International,

Inc

3.500

10/15/32

1,295,547‌

2,000,000

Marriott

International,

Inc

2.750

10/15/33

1,589,490‌

1,500,000

Massachusetts

Institute

of

Technology

2.989

07/01/50

1,121,641‌

25

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

1,000,000

e

Massachusetts

Institute

of

Technology

2.294

%

07/01/51

$

637,140‌

750,000

Massachusetts

Institute

of

Technology

5.600

07/01/11

847,090‌

200,000

Massachusetts

Institute

of

Technology

4.678

07/01/14

186,507‌

300,000

Massachusetts

Institute

of

Technology

3.885

07/01/16

230,688‌

2,000,000

McDonald's

Corp

3.300

07/01/25

1,928,010‌

150,000

McDonald's

Corp

1.450

09/01/25

138,496‌

2,950,000

McDonald's

Corp

3.700

01/30/26

2,851,508‌

300,000

McDonald's

Corp

3.500

03/01/27

286,200‌

775,000

McDonald's

Corp

3.800

04/01/28

742,619‌

1,250,000

McDonald's

Corp

2.625

09/01/29

1,108,623‌

500,000

McDonald's

Corp

2.125

03/01/30

425,322‌

200,000

McDonald's

Corp

4.600

09/09/32

198,099‌

2,225,000

McDonald's

Corp

4.700

12/09/35

2,159,455‌

250,000

McDonald's

Corp

6.300

10/15/37

274,891‌

100,000

McDonald's

Corp

6.300

03/01/38

110,157‌

250,000

McDonald's

Corp

4.600

05/26/45

227,845‌

1,275,000

McDonald's

Corp

4.875

12/09/45

1,219,311‌

725,000

McDonald's

Corp

4.450

03/01/47

651,937‌

625,000

McDonald's

Corp

4.450

09/01/48

561,278‌

1,825,000

McDonald's

Corp

3.625

09/01/49

1,439,234‌

1,350,000

McDonald's

Corp

4.200

04/01/50

1,167,692‌

500,000

McDonald's

Corp

5.150

09/09/52

497,971‌

735,000

Nature

Conservancy

3.957

03/01/52

624,430‌

750,000

Northeastern

University

2.894

10/01/50

516,511‌

200,000

Northwestern

University

3.868

12/01/48

172,944‌

750,000

Northwestern

University

2.640

12/01/50

520,095‌

200,000

Northwestern

University

3.662

12/01/57

161,946‌

1,000,000

Novant

Health,

Inc

2.637

11/01/36

754,384‌

1,000,000

e

Novant

Health,

Inc

3.318

11/01/61

689,963‌

1,000,000

President

&

Fellows

of

Harvard

College

2.517

10/15/50

668,625‌

750,000

President

and

Fellows

of

Harvard

College

3.619

10/01/37

655,115‌

200,000

President

and

Fellows

of

Harvard

College

3.150

07/15/46

153,935‌

1,000,000

President

and

Fellows

of

Harvard

College

3.745

11/15/52

851,526‌

200,000

President

and

Fellows

of

Harvard

College

3.300

07/15/56

152,791‌

175,000

Starbucks

Corp

2.450

06/15/26

163,053‌

500,000

Starbucks

Corp

2.000

03/12/27

449,019‌

750,000

Starbucks

Corp

3.500

03/01/28

703,694‌

650,000

Starbucks

Corp

4.000

11/15/28

623,467‌

750,000

Starbucks

Corp

3.550

08/15/29

699,150‌

500,000

Starbucks

Corp

2.250

03/12/30

423,663‌

1,500,000

Starbucks

Corp

2.550

11/15/30

1,277,502‌

2,000,000

e

Starbucks

Corp

3.000

02/14/32

1,736,110‌

1,000,000

Starbucks

Corp

4.800

02/15/33

987,578‌

200,000

Starbucks

Corp

4.300

06/15/45

173,766‌

200,000

Starbucks

Corp

3.750

12/01/47

157,705‌

650,000

Starbucks

Corp

4.500

11/15/48

580,359‌

1,000,000

Starbucks

Corp

4.450

08/15/49

883,005‌

500,000

Starbucks

Corp

3.350

03/12/50

366,495‌

1,000,000

Starbucks

Corp

3.500

11/15/50

759,075‌

1,000,000

Thomas

Jefferson

University

3.847

11/01/57

729,655‌

200,000

Trinity

Acquisition

plc

4.400

03/15/26

192,680‌

500,000

Trustees

of

Boston

College

3.129

07/01/52

370,107‌

100,000

Trustees

of

Boston

University

4.061

10/01/48

87,528‌

1,000,000

Trustees

of

Princeton

University

2.516

07/01/50

686,455‌

665,000

Trustees

of

Princeton

University

4.201

03/01/52

618,537‌

1,000,000

University

of

Chicago

3.000

10/01/52

725,261‌

1,000,000

University

of

Miami

4.063

04/01/52

848,852‌

1,000,000

University

of

Southern

California

2.945

10/01/51

711,634‌

1,000,000

University

of

Southern

California

3.226

10/01/20

618,915‌

1,000,000

Washington

University

3.524

04/15/54

810,622‌

500,000

Washington

University

4.349

04/15/22

416,164‌

Bond

Index

Fund

June

30,

2023

26

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

200,000

Wesleyan

University

4.781

%

07/01/16

$

168,932‌

500,000

Yale

University

0.873

04/15/25

463,215‌

750,000

Yale

University

1.482

04/15/30

620,444‌

750,000

Yale

University

2.402

04/15/50

495,463‌

TOTAL

CONSUMER

SERVICES

74,738,959‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

400,000

Costco

Wholesale

Corp

2.750

05/18/24

390,751‌

625,000

Costco

Wholesale

Corp

3.000

05/18/27

593,414‌

475,000

Costco

Wholesale

Corp

1.375

06/20/27

419,373‌

725,000

Costco

Wholesale

Corp

1.600

04/20/30

603,573‌

1,800,000

e

Costco

Wholesale

Corp

1.750

04/20/32

1,452,819‌

69,000

Delhaize

Group

S.A.

5.700

10/01/40

69,743‌

355,000

Dollar

General

Corp

4.150

11/01/25

344,663‌

300,000

Dollar

General

Corp

3.875

04/15/27

286,255‌

1,000,000

Dollar

General

Corp

4.625

11/01/27

977,758‌

500,000

Dollar

General

Corp

4.125

05/01/28

475,169‌

1,000,000

Dollar

General

Corp

5.200

07/05/28

989,567‌

500,000

Dollar

General

Corp

3.500

04/03/30

448,366‌

500,000

Dollar

General

Corp

5.000

11/01/32

485,397‌

1,000,000

Dollar

General

Corp

5.450

07/05/33

992,568‌

500,000

Dollar

General

Corp

4.125

04/03/50

393,041‌

500,000

Dollar

General

Corp

5.500

11/01/52

477,995‌

500,000

Dollar

Tree,

Inc

4.000

05/15/25

484,020‌

500,000

Dollar

Tree,

Inc

4.200

05/15/28

473,723‌

1,000,000

Dollar

Tree,

Inc

2.650

12/01/31

817,822‌

1,000,000

Dollar

Tree,

Inc

3.375

12/01/51

673,825‌

100,000

Kroger

Co

3.500

02/01/26

95,757‌

1,275,000

Kroger

Co

2.650

10/15/26

1,181,523‌

175,000

Kroger

Co

3.700

08/01/27

166,744‌

1,150,000

Kroger

Co

4.500

01/15/29

1,123,298‌

250,000

Kroger

Co

2.200

05/01/30

206,728‌

1,500,000

Kroger

Co

1.700

01/15/31

1,176,437‌

100,000

Kroger

Co

6.900

04/15/38

110,618‌

250,000

Kroger

Co

5.000

04/15/42

228,206‌

300,000

Kroger

Co

5.150

08/01/43

275,517‌

300,000

Kroger

Co

3.875

10/15/46

230,424‌

900,000

Kroger

Co

4.450

02/01/47

781,338‌

700,000

Kroger

Co

4.650

01/15/48

617,919‌

300,000

Kroger

Co

5.400

01/15/49

295,437‌

500,000

Kroger

Co

3.950

01/15/50

401,057‌

125,000

SYSCO

Corp

3.750

10/01/25

120,867‌

350,000

SYSCO

Corp

3.300

07/15/26

330,581‌

1,000,000

SYSCO

Corp

2.400

02/15/30

851,720‌

332,000

SYSCO

Corp

5.950

04/01/30

347,546‌

400,000

SYSCO

Corp

2.450

12/14/31

327,030‌

300,000

SYSCO

Corp

4

.850

10/01/45

265,791‌

500,000

SYSCO

Corp

4.500

04/01/46

423,911‌

250,000

SYSCO

Corp

4.450

03/15/48

213,847‌

550,000

SYSCO

Corp

3.300

02/15/50

390,761‌

905,000

SYSCO

Corp

6.600

04/01/50

1,031,568‌

675,000

SYSCO

Corp

3.150

12/14/51

467,636‌

350,000

Target

Corp

3.500

07/01/24

343,644‌

200,000

Target

Corp

2.250

04/15/25

190,470‌

1,700,000

Target

Corp

2.500

04/15/26

1,609,189‌

1,000,000

Target

Corp

1

.950

01/15/27

915,424‌

600,000

Target

Corp

2.350

02/15/30

519,600‌

5,000,000

Target

Corp

2.650

09/15/30

4,356,188‌

500,000

Target

Corp

4.500

09/15/32

487,909‌

1,000,000

e

Target

Corp

4.400

01/15/33

972,212‌

1,000,000

Target

Corp

2.950

01/15/52

700,747‌

27

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

$

1,500,000

Target

Corp

4.800

%

01/15/53

$

1,435,854‌

622,000

Walgreens

Boots

Alliance,

Inc

3.450

06/01/26

583,398‌

750,000

e

Walgreens

Boots

Alliance,

Inc

3.200

04/15/30

637,780‌

1,400,000

Walgreens

Boots

Alliance,

Inc

4.500

11/18/34

1,241,518‌

525,000

Walgreens

Boots

Alliance,

Inc

4.650

06/01/46

424,192‌

750,000

e

Walgreens

Boots

Alliance,

Inc

4.100

04/15/50

534,147‌

5,000,000

Walmart,

Inc

1.050

09/17/26

4,464,140‌

3,000,000

Walmart,

Inc

3.950

09/09/27

2,942,645‌

3,000,000

Walmart,

Inc

3.900

04/15/28

2,927,880‌

1,000,000

Walmart,

Inc

1.500

09/22/28

868,343‌

21,000

Walmart,

Inc

2.375

09/24/29

18,563‌

2,000,000

Walmart,

Inc

4.000

04/15/30

1,944,614‌

1,750,000

Walmart,

Inc

1.800

09/22/31

1,453,005‌

5,000,000

e

Walmart,

Inc

4.150

09/09/32

4,931,728‌

900,000

Walmart,

Inc

4

.100

04/15/33

873,864‌

825,000

Walmart,

Inc

2.500

09/22/41

613,975‌

1,500,000

Walmart,

Inc

2.650

09/22/51

1,065,443‌

4,000,000

Walmart,

Inc

4.500

09/09/52

3,909,554‌

850,000

Walmart,

Inc

4.500

04/15/53

828,982‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

65,307,111‌

ENERGY

-

1.7%

875,000

Baker

Hughes

a

GE

Co

LLC

3.337

12/15/27

810,640‌

1,000,000

Baker

Hughes

a

GE

Co

LLC

3.138

11/07/29

889,754‌

500,000

Baker

Hughes

a

GE

Co

LLC

4.486

05/01/30

482,371‌

800,000

Baker

Hughes

a

GE

Co

LLC

5.125

09/15/40

775,960‌

875,000

Baker

Hughes

a

GE

Co

LLC

4.080

12/15/47

706,386‌

1,000,000

Baker

Hughes

Holdings

LLC

2.061

12/15/26

900,837‌

475,000

Boardwalk

Pipelines

LP

5.950

06/01/26

478,631‌

450,000

Boardwalk

Pipelines

LP

4.450

07/15/27

429,327‌

500,000

Boardwalk

Pipelines

LP

4.800

05/03/29

479,405‌

1,000,000

Boardwalk

Pipelines

LP

3.400

02/15/31

858,983‌

1,000,000

Boardwalk

Pipelines

LP

3.600

09/01/32

848,966‌

700,000

BP

Capital

Markets

America,

Inc

3.796

09/21/25

682,333‌

1,800,000

BP

Capital

Markets

America,

Inc

3.410

02/11/26

1,729,546‌

150,000

BP

Capital

Markets

America,

Inc

3.119

05/04/26

142,779‌

200,000

BP

Capital

Markets

America,

Inc

3.017

01/16/27

188,174‌

500,000

BP

Capital

Markets

America,

Inc

3.588

04/14/27

478,151‌

750,000

BP

Capital

Markets

America,

Inc

3.937

09/21/28

717,525‌

1,300,000

BP

Capital

Markets

America,

Inc

4.234

11/06/28

1,260,262‌

1,000,000

BP

Capital

Markets

America,

Inc

3.633

04/06/30

929,331‌

1,000,000

BP

Capital

Markets

America,

Inc

1.749

08/10/30

818,853‌

2,000,000

BP

Capital

Markets

America,

Inc

2.721

01/12/32

1,698,110‌

2,350,000

BP

Capital

Markets

America,

Inc

4.812

02/13/33

2,315,846‌

850,000

BP

Capital

Markets

America,

Inc

4.893

09/11/33

841,223‌

1,000,000

BP

Capital

Markets

America,

Inc

3.060

06/17/41

757,232‌

2,000,000

BP

Capital

Markets

America,

Inc

3.000

02/24/50

1,393,802‌

950,000

BP

Capital

Markets

America,

Inc

2.772

11/10/50

628,359‌

2,500,000

BP

Capital

Markets

America,

Inc

2.939

06/04/51

1,706,029‌

1,000,000

BP

Capital

Markets

America,

Inc

3.001

03/17/52

689,620‌

2,500,000

BP

Capital

Markets

America,

Inc

3.379

02/08/61

1,779,294‌

925,000

BP

Capital

Markets

plc

3.279

09/19/27

870,930‌

300,000

BP

Capital

Markets

plc

3.723

11/28/28

283,555‌

700,000

Canadian

Natural

Resources

Ltd

3.900

02/01/25

676,664‌

750,000

Canadian

Natural

Resources

Ltd

2.050

07/15/25

698,631‌

1,125,000

Canadian

Natural

Resources

Ltd

3.850

06/01/27

1,062,530‌

750,000

Canadian

Natural

Resources

Ltd

2.950

07/15/30

643,977‌

1,625,000

Canadian

Natural

Resources

Ltd

6.250

03/15/38

1,654,121‌

800,000

Canadian

Natural

Resources

Ltd

4.950

06/01/47

713,405‌

1,200,000

Cenovus

Energy,

Inc

2.650

01/15/32

968,659‌

1,425,000

Cenovus

Energy,

Inc

3

.750

02/15/52

1,008,471‌

Bond

Index

Fund

June

30,

2023

28

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,000,000

Cheniere

Energy

Partners

LP

4.500

%

10/01/29

$

917,756‌

1,000,000

Cheniere

Energy

Partners

LP

4.000

03/01/31

880,489‌

1,000,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

822,650‌

350,000

g

Cheniere

Energy

Partners

LP

5.950

06/30/33

351,018‌

400,000

Chevron

Corp

3.326

11/17/25

386,278‌

2,475,000

Chevron

Corp

2.954

05/16/26

2,355,776‌

2,225,000

Chevron

Corp

1.995

05/11/27

2,020,393‌

600,000

Chevron

Corp

2.236

05/11/30

522,136‌

1,000,000

Chevron

Corp

3.078

05/11/50

744,345‌

2,000,000

Chevron

USA,

Inc

0.687

08/12/25

1,826,875‌

2,000,000

Chevron

USA,

Inc

1.018

08/12/27

1,738,951‌

1,000,000

Chevron

USA,

Inc

3.250

10/15/29

925,484‌

250,000

Chevron

USA,

Inc

2.343

08/12/50

159,728‌

775,000

Columbia

Pipeline

Group,

Inc

4.500

06/01/25

756,255‌

300,000

Columbia

Pipeline

Group,

Inc

5.800

06/01/45

295,937‌

750,000

ConocoPhillips

5.900

10/15/32

806,685‌

77,000

ConocoPhillips

Co

4.150

11/15/34

70,164‌

1,700,000

ConocoPhillips

Co

3.758

03/15/42

1,431,042‌

300,000

ConocoPhillips

Co

4.300

11/15/44

264,883‌

850,000

ConocoPhillips

Co

3.800

03/15/52

688,072‌

400,000

ConocoPhillips

Co

5.300

05/15/53

406,864‌

3,612,000

ConocoPhillips

Co

4.025

03/15/62

2,938,653‌

750,000

ConocoPhillips

Holding

Co

6.950

04/15/29

825,013‌

1,500,000

Continental

Resources,

Inc

4.375

01/15/28

1,408,635‌

525,000

Coterra

Energy,

Inc

3.900

05/15/27

494,846‌

300,000

Coterra

Energy,

Inc

4.375

03/15/29

279,912‌

1,000,000

DCP

Midstream

Operating

LP

5.375

07/15/25

989,999‌

1,000,000

DCP

Midstream

Operating

LP

5.625

07/15/27

998,421‌

1,000,000

DCP

Midstream

Operating

LP

5.125

05/15/29

978,243‌

2,000,000

Devon

Energy

Corp

4.500

01/15/30

1,882,646‌

885,000

Devon

Energy

Corp

5.600

07/15/41

832,939‌

700,000

Devon

Energy

Corp

4.750

05/15/42

590,038‌

1,100,000

Devon

Energy

Corp

5.000

06/15/45

953,728‌

425,000

Diamondback

Energy,

Inc

3.250

12/01/26

399,308‌

1,000,000

Diamondback

Energy,

Inc

3.500

12/01/29

900,122‌

650,000

Diamondback

Energy,

Inc

3.125

03/24/31

556,776‌

1,000,000

Diamondback

Energy,

Inc

6.250

03/15/33

1,034,468‌

1,000,000

Diamondback

Energy,

Inc

4.400

03/24/51

791,075‌

450,000

Diamondback

Energy,

Inc

4.250

03/15/52

345,148‌

1,000,000

Diamondback

Energy,

Inc

6.250

03/15/53

1,011,562‌

750,000

Eastern

Gas

Transmission

&

Storage,

Inc

3.000

11/15/29

652,530‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.800

11/01/43

173,849‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.600

12/15/44

168,342‌

300,000

El

Paso

Corp

7.750

01/15/32

338,709‌

300,000

Enable

Midstream

Partners

LP

3.900

05/15/24

294,922‌

200,000

Enable

Midstream

Partners

LP

4.400

03/15/27

191,226‌

1,250,000

Enable

Midstream

Partners

LP

4.950

05/15/28

1,209,382‌

500,000

Enable

Midstream

Partners

LP

4.150

09/15/29

460,169‌

100,000

Enable

Midstream

Partners

LP

5.000

05/15/44

84,109‌

1,200,000

Enbridge

Energy

Partners

LP

5.875

10/15/25

1,203,022‌

300,000

Enbridge

Energy

Partners

LP

5.500

09/15/40

283,143‌

200,000

Enbridge

Energy

Partners

LP

7.375

10/15/45

230,226‌

300,000

Enbridge,

Inc

4.000

10/01/23

298,805‌

250,000

Enbridge,

Inc

2.500

01/15/25

237,750‌

950,000

Enbridge,

Inc

2.500

02/14/25

902,286‌

1,500,000

Enbridge,

Inc

1.600

10/04/26

1,335,366‌

100,000

Enbridge,

Inc

4.250

12/01/26

96,443‌

100,000

Enbridge,

Inc

3.700

07/15/27

94,400‌

500,000

Enbridge,

Inc

3.125

11/15/29

441,478‌

500,000

Enbridge,

Inc

5.700

03/08/33

506,866‌

1,500,000

Enbridge,

Inc

2.500

08/01/33

1,171,430‌

29

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

300,000

Enbridge,

Inc

4.500

%

06/10/44

$

249,721‌

925,000

Enbridge,

Inc

5.500

12/01/46

883,652‌

1,000,000

Enbridge,

Inc

4.000

11/15/49

771,020‌

2,000,000

Enbridge,

Inc

3

.400

08/01/51

1,394,495‌

1,000,000

EnCana

Corp

6.500

08/15/34

1,002,153‌

1,000,000

Energy

Transfer

LP

5.550

02/15/28

997,191‌

600,000

Energy

Transfer

LP

5.750

02/15/33

603,928‌

500,000

Energy

Transfer

Operating

LP

4.900

02/01/24

496,569‌

825,000

Energy

Transfer

Operating

LP

4.050

03/15/25

801,823‌

400,000

Energy

Transfer

Operating

LP

2.900

05/15/25

378,992‌

325,000

Energy

Transfer

Operating

LP

4.750

01/15/26

317,705‌

250,000

Energy

Transfer

Operating

LP

4.200

04/15/27

238,700‌

350,000

Energy

Transfer

Operating

LP

4.950

06/15/28

339,490‌

2,600,000

Energy

Transfer

Operating

LP

5.250

04/15/29

2,538,230‌

3,125,000

Energy

Transfer

Operating

LP

3.750

05/15/30

2,819,713‌

400,000

Energy

Transfer

Operating

LP

4.900

03/15/35

366,625‌

500,000

Energy

Transfer

Operating

LP

5.800

06/15/38

479,048‌

140,000

Energy

Transfer

Operating

LP

7.500

07/01/38

153,508‌

650,000

Energy

Transfer

Operating

LP

6.500

02/01/42

658,278‌

200,000

Energy

Transfer

Operating

LP

5.150

02/01/43

169,915‌

200,000

Energy

Transfer

Operating

LP

5.950

10/01/43

186,586‌

550,000

Energy

Transfer

Operating

LP

5.150

03/15/45

474,280‌

625,000

Energy

Transfer

Operating

LP

6.125

12/15/45

593,786‌

500,000

Energy

Transfer

Operating

LP

5.300

04/15/47

434,885‌

1,025,000

Energy

Transfer

Operating

LP

6.000

06/15/48

972,012‌

2,750,000

Energy

Transfer

Operating

LP

6.250

04/15/49

2,685,866‌

2,175,000

Energy

Transfer

Operating

LP

5.000

05/15/50

1,836,925‌

225,000

Enterprise

Products

Operating

LLC

3.750

02/15/25

218,816‌

450,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

433,863‌

3,065,000

Enterprise

Products

Operating

LLC

3.950

02/15/27

2,958,338‌

725,000

Enterprise

Products

Operating

LLC

4.150

10/16/28

693,119‌

450,000

Enterprise

Products

Operating

LLC

3.125

07/31/29

403,220‌

750,000

Enterprise

Products

Operating

LLC

2.800

01/31/30

656,609‌

1,500,000

Enterprise

Products

Operating

LLC

5.350

01/31/33

1,525,373‌

480,000

Enterprise

Products

Operating

LLC

6.125

10/15/39

509,491‌

175,000

Enterprise

Products

Operating

LLC

5.950

02/01/41

182,283‌

525,000

Enterprise

Products

Operating

LLC

4.850

08/15/42

481,338‌

325,000

Enterprise

Products

Operating

LLC

4.450

02/15/43

285,609‌

1,775,000

Enterprise

Products

Operating

LLC

4.850

03/15/44

1,638,261‌

775,000

Enterprise

Products

Operating

LLC

5.100

02/15/45

739,885‌

500,000

Enterprise

Products

Operating

LLC

4.900

05/15/46

460,795‌

675,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

571,776‌

2,475,000

Enterprise

Products

Operating

LLC

4.800

02/01/49

2,265,430‌

950,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

793,984‌

775,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

592,902‌

1,000,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

702,360‌

425,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

303,262‌

200,000

Enterprise

Products

Operating

LLC

4.950

10/15/54

181,524‌

1,625,000

Enterprise

Products

Operating

LLC

3.950

01/31/60

1,252,468‌

700,000

Enterprise

Products

Operating

LLC

5.250

08/16/77

612,121‌

100,000

Enterprise

Products

Operating

LLC

8.304

08/16/77

98,333‌

400,000

Enterprise

Products

Operating

LLC

5.375

02/15/78

330,908‌

475,000

EOG

Resources,

Inc

4.150

01/15/26

464,912‌

500,000

EOG

Resources,

Inc

4.375

04/15/30

488,914‌

200,000

EOG

Resources,

Inc

3.900

04/01/35

179,372‌

200,000

EOG

Resources,

Inc

5.100

01/15/36

191,778‌

500,000

EOG

Resources,

Inc

4.950

04/15/50

493,433‌

1,660,000

EQT

Corp

6.125

02/01/25

1,650,671‌

500,000

Equinor

ASA

3.250

11/10/24

485,517‌

500,000

Equinor

ASA

2.875

04/06/25

479,185‌

400,000

Equinor

ASA

1.750

01/22/26

368,860‌

Bond

Index

Fund

June

30,

2023

30

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

500,000

Equinor

ASA

3.000

%

04/06/27

$

467,925‌

1,500,000

Equinor

ASA

3.625

09/10/28

1,431,021‌

300,000

Equinor

ASA

3.125

04/06/30

274,576‌

1,175,000

Equinor

ASA

2.375

05/22/30

1,019,928‌

300,000

Equinor

ASA

3.625

04/06/40

251,619‌

200,000

Equinor

ASA

5.100

08/17/40

200,807‌

400,000

Equinor

ASA

4.250

11/23/41

358,531‌

300,000

Equinor

ASA

3.950

05/15/43

257,101‌

1,300,000

Equinor

ASA

4.800

11/08/43

1,245,610‌

750,000

Equinor

ASA

3.250

11/18/49

562,968‌

1,300,000

Equinor

ASA

3.700

04/06/50

1,056,686‌

3,000,000

Exxon

Mobil

Corp

2.992

03/19/25

2,890,178‌

4,177,000

Exxon

Mobil

Corp

3.043

03/01/26

3,992,459‌

1,000,000

Exxon

Mobil

Corp

2.275

08/16/26

927,625‌

1,750,000

Exxon

Mobil

Corp

3.294

03/19/27

1,678,677‌

1,000,000

Exxon

Mobil

Corp

2.440

08/16/29

887,304‌

750,000

Exxon

Mobil

Corp

3.482

03/19/30

703,441‌

750,000

Exxon

Mobil

Corp

2.610

10/15/30

658,451‌

1,000,000

Exxon

Mobil

Corp

2.995

08/16/39

792,797‌

1,750,000

Exxon

Mobil

Corp

4.227

03/19/40

1,613,073‌

500,000

Exxon

Mobil

Corp

3.567

03/06/45

406,448‌

1,225,000

Exxon

Mobil

Corp

4.114

03/01/46

1,077,426‌

1,400,000

Exxon

Mobil

Corp

3.095

08/16/49

1,024,051‌

2,100,000

Exxon

Mobil

Corp

4.327

03/19/50

1,902,574‌

2,800,000

Exxon

Mobil

Corp

3.452

04/15/51

2,175,580‌

75,000

Halliburton

Co

3.800

11/15/25

72,436‌

2,000,000

Halliburton

Co

2.920

03/01/30

1,757,335‌

500,000

Halliburton

Co

4.850

11/15/35

470,824‌

125,000

Halliburton

Co

6.700

09/15/38

137,034‌

125,000

Halliburton

Co

7.450

09/15/39

144,868‌

750,000

Halliburton

Co

4.750

08/01/43

656,516‌

2,825,000

Halliburton

Co

5

.000

11/15/45

2,556,079‌

1,000,000

Helmerich

&

Payne,

Inc

2.900

09/29/31

806,062‌

200,000

Hess

Corp

3.500

07/15/24

195,102‌

2,100,000

Hess

Corp

4.300

04/01/27

2,014,100‌

200,000

Hess

Corp

6.000

01/15/40

199,620‌

1,190,000

Hess

Corp

5.600

02/15/41

1,138,562‌

900,000

Hess

Corp

5.800

04/01/47

874,376‌

200,000

HF

Sinclair

Corp

5.875

04/01/26

200,883‌

500,000

HF

Sinclair

Corp

4.500

10/01/30

443,397‌

1,130,000

Husky

Energy,

Inc

6.800

09/15/37

1,174,595‌

500,000

Kinder

Morgan

Energy

Partners

LP

4.250

09/01/24

489,903‌

300,000

Kinder

Morgan

Energy

Partners

LP

6.950

01/15/38

322,169‌

535,000

Kinder

Morgan

Energy

Partners

LP

6

.500

09/01/39

547,119‌

400,000

Kinder

Morgan

Energy

Partners

LP

4.700

11/01/42

332,392‌

500,000

Kinder

Morgan

Energy

Partners

LP

5.000

03/01/43

430,211‌

400,000

Kinder

Morgan

Energy

Partners

LP

5.500

03/01/44

364,544‌

200,000

Kinder

Morgan

Energy

Partners

LP

5.400

09/01/44

177,314‌

1,500,000

Kinder

Morgan,

Inc

1.750

11/15/26

1,327,726‌

2,825,000

Kinder

Morgan,

Inc

4.300

03/01/28

2,699,972‌

450,000

Kinder

Morgan,

Inc

2

.000

02/15/31

357,258‌

1,250,000

Kinder

Morgan,

Inc

4.800

02/01/33

1,178,919‌

1,000,000

Kinder

Morgan,

Inc

5.200

06/01/33

969,077‌

3,300,000

Kinder

Morgan,

Inc

5.300

12/01/34

3,177,313‌

1,600,000

Kinder

Morgan,

Inc

5.550

06/01/45

1,474,033‌

2,325,000

Kinder

Morgan,

Inc

5.200

03/01/48

2,035,767‌

500,000

Kinder

Morgan,

Inc

3.250

08/01/50

322,433‌

2,500,000

Kinder

Morgan,

Inc

3.600

02/15/51

1,733,125‌

750,000

Kinder

Morgan,

Inc

5.450

08/01/52

684,774‌

900,000

Magellan

Midstream

Partners

LP

5.000

03/01/26

891,343‌

475,000

Magellan

Midstream

Partners

LP

3.250

06/01/30

418,146‌

31

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

225,000

Magellan

Midstream

Partners

LP

4

.250

%

09/15/46

$

165,617‌

425,000

Magellan

Midstream

Partners

LP

4.200

10/03/47

314,888‌

525,000

Magellan

Midstream

Partners

LP

4.850

02/01/49

426,993‌

1,500,000

Magellan

Midstream

Partners

LP

3.950

03/01/50

1,071,247‌

1,475,000

Marathon

Oil

Corp

4.400

07/15/27

1,406,777‌

505,000

Marathon

Oil

Corp

6.600

10/01/37

503,500‌

600,000

Marathon

Oil

Corp

5.200

06/01/45

507,909‌

2,175,000

Marathon

Petroleum

Corp

3.625

09/15/24

2,117,838‌

500,000

Marathon

Petroleum

Corp

4.700

05/01/25

490,567‌

200,000

Marathon

Petroleum

Corp

3.800

04/01/28

186,169‌

800,000

Marathon

Petroleum

Corp

6.500

03/01/41

824,197‌

450,000

Marathon

Petroleum

Corp

4.750

09/15/44

376,359‌

250,000

Marathon

Petroleum

Corp

5.850

12/15/45

228,462‌

600,000

Marathon

Petroleum

Corp

4.500

04/01/48

473,074‌

200,000

Marathon

Petroleum

Corp

5.000

09/15/54

164,926‌

1,000,000

MPLX

LP

4.875

12/01/24

985,558‌

2,500,000

MPLX

LP

4.875

06/01/25

2,452,955‌

2,800,000

MPLX

LP

1.750

03/01/26

2,541,623‌

100,000

MPLX

LP

4.125

03/01/27

95,684‌

150,000

MPLX

LP

4.250

12/01/27

142,451‌

475,000

MPLX

LP

4.000

03/15/28

447,620‌

1,125,000

MPLX

LP

2.650

08/15/30

941,233‌

500,000

MPLX

LP

4.950

09/01/32

477,606‌

1,000,000

MPLX

LP

5.000

03/01/33

957,885‌

975,000

MPLX

LP

4.500

04/15/38

839,211‌

375,000

MPLX

LP

5.200

03/01/47

328,889‌

700,000

MPLX

LP

5.200

12/01/47

611,917‌

825,000

MPLX

LP

4.700

04/15/48

677,134‌

850,000

MPLX

LP

5.500

02/15/49

770,266‌

1,000,000

MPLX

LP

4.950

03/14/52

849,294‌

600,000

MPLX

LP

5.650

03/01/53

560,563‌

1,600,000

MPLX

LP

4.900

04/15/58

1,289,306‌

500,000

National

Oilwell

Varco,

Inc

3.600

12/01/29

444,121‌

800,000

National

Oilwell

Varco,

Inc

3.950

12/01/42

586,930‌

1,500,000

Newfield

Exploration

Co

5.375

01/01/26

1,489,818‌

1,500,000

e

Occidental

Petroleum

Corp

5.500

12/01/25

1,480,905‌

1,500,000

Occidental

Petroleum

Corp

5.550

03/15/26

1,480,875‌

2,000,000

Occidental

Petroleum

Corp

6.625

09/01/30

2,078,200‌

1,500,000

Occidental

Petroleum

Corp

6.450

09/15/36

1,539,449‌

1,500,000

Occidental

Petroleum

Corp

6.600

03/15/46

1,544,325‌

175,000

ONEOK,

Inc

2.750

09/01/24

169,112‌

100,000

ONEOK,

Inc

5.850

01/15/26

100,370‌

1,300,000

ONEOK,

Inc

4.000

07/13/27

1,216,697‌

725,000

ONEOK,

Inc

4.550

07/15/28

687,434‌

325,000

ONEOK,

Inc

4.350

03/15/29

302,204‌

500,000

ONEOK,

Inc

3.400

09/01/29

435,960‌

500,000

ONEOK,

Inc

3.100

03/15/30

429,371‌

175,000

ONEOK,

Inc

6.350

01/15/31

180,240‌

825,000

ONEOK,

Inc

6.100

11/15/32

839,317‌

675,000

ONEOK,

Inc

4.950

07/13/47

556,235‌

1,350,000

ONEOK,

Inc

5.200

07/15/48

1,150,831‌

1,000,000

ONEOK,

Inc

4.450

09/01/49

757,894‌

500,000

ONEOK,

Inc

4.500

03/15/50

381,724‌

300,000

ONEOK,

Inc

7.150

01/15/51

313,513‌

500,000

Ovintiv,

Inc

5.650

05/15/28

490,085‌

1,000,000

Ovintiv,

Inc

6.250

07/15/33

986,330‌

500,000

Ovintiv,

Inc

7.100

07/15/53

514,681‌

1,000,000

Phillips

66

3.850

04/09/25

972,191‌

925,000

Phillips

66

1.300

02/15/26

835,956‌

1,000,000

Phillips

66

4.950

12/01/27

991,075‌

1,000,000

Phillips

66

3.900

03/15/28

948,034‌

Bond

Index

Fund

June

30,

2023

32

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

625,000

Phillips

66

5.300

%

06/30/33

$

623,034‌

738,000

Phillips

66

4.650

11/15/34

696,686‌

125,000

Phillips

66

5

.875

05/01/42

129,606‌

2,375,000

Phillips

66

4.875

11/15/44

2,176,571‌

825,000

Phillips

66

3.300

03/15/52

565,554‌

500,000

Phillips

66

Co

2.450

12/15/24

475,430‌

100,000

Phillips

66

Co

3.550

10/01/26

93,802‌

675,000

Phillips

66

Co

3.750

03/01/28

632,607‌

500,000

Phillips

66

Co

3.150

12/15/29

436,240‌

425,000

Phillips

66

Co

4.680

02/15/45

362,431‌

350,000

Phillips

66

Co

4.900

10/01/46

309,284‌

2,000,000

Pioneer

Natural

Resources

Co

1.125

01/15/26

1,801,001‌

350,000

Pioneer

Natural

Resources

Co

5.100

03/29/26

347,900‌

750,000

Pioneer

Natural

Resources

Co

2.150

01/15/31

613,956‌

575,000

Plains

All

American

Pipeline

LP

3.600

11/01/24

556,327‌

1,025,000

Plains

All

American

Pipeline

LP

4.650

10/15/25

998,526‌

2,075,000

Plains

All

American

Pipeline

LP

4.500

12/15/26

2,009,330‌

1,000,000

Plains

All

American

Pipeline

LP

3.800

09/15/30

887,287‌

100,000

Plains

All

American

Pipeline

LP

6.650

01/15/37

100,317‌

250,000

Plains

All

American

Pipeline

LP

5.150

06/01/42

207,417‌

300,000

Plains

All

American

Pipeline

LP

4.700

06/15/44

234,031‌

300,000

Plains

All

American

Pipeline

LP

4.900

02/15/45

241,494‌

1,775,000

Sabine

Pass

Liquefaction

LLC

5.625

03/01/25

1,768,003‌

275,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

277,251‌

2,675,000

Sabine

Pass

Liquefaction

LLC

5.000

03/15/27

2,632,968‌

550,000

Sabine

Pass

Liquefaction

LLC

4.200

03/15/28

521,270‌

1,500,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

1,425,843‌

1,000,000

g

Sabine

Pass

Liquefaction

LLC

5.900

09/15/37

1,014,326‌

1,500,000

Schlumberger

Investment

S.A.

2.650

06/26/30

1,310,719‌

1,000,000

Schlumberger

Investment

S.A.

4.850

05/15/33

983,449‌

5,075,000

Shell

International

Finance

BV

3.250

05/11/25

4,905,187‌

2,075,000

Shell

International

Finance

BV

2.875

05/10/26

1,976,208‌

925,000

Shell

International

Finance

BV

2.500

09/12/26

861,914‌

1,225,000

Shell

International

Finance

BV

3.875

11/13/28

1,184,679‌

3,000,000

Shell

International

Finance

BV

2.375

11/07/29

2,620,450‌

1,000,000

Shell

International

Finance

BV

2.750

04/06/30

892,911‌

500,000

Shell

International

Finance

BV

4.125

05/11/35

464,226‌

350,000

Shell

International

Finance

BV

6.375

12/15/38

392,243‌

100,000

Shell

International

Finance

BV

5.500

03/25/40

104,610‌

1,500,000

Shell

International

Finance

BV

2.875

11/26/41

1,121,162‌

1,200,000

Shell

International

Finance

BV

4.550

08/12/43

1,109,193‌

2,025,000

Shell

International

Finance

BV

4.375

05/11/45

1,825,232‌

650,000

Shell

International

Finance

BV

4.000

05/10/46

552,034‌

3,180,000

Shell

International

Finance

BV

3.750

09/12/46

2,592,217‌

1,500,000

Shell

International

Finance

BV

3.125

11/07/49

1,090,392‌

1,500,000

Shell

International

Finance

BV

3.250

04/06/50

1,115,826‌

1,000,000

Shell

International

Finance

BV

3.000

11/26/51

704,425‌

400,000

Spectra

Energy

Partners

LP

3.500

03/15/25

384,538‌

1,100,000

Spectra

Energy

Partners

LP

3.375

10/15/26

1,032,741‌

200,000

Spectra

Energy

Partners

LP

5.950

09/25/43

196,662‌

600,000

Spectra

Energy

Partners

LP

4.500

03/15/45

494,269‌

250,000

Suncor

Energy,

Inc

6.800

05/15/38

265,257‌

1,625,000

Suncor

Energy,

Inc

6.500

06/15/38

1,687,172‌

1,550,000

Suncor

Energy,

Inc

4.000

11/15/47

1,197,506‌

1,000,000

Suncor

Energy,

Inc

3.750

03/04/51

732,138‌

200,000

Sunoco

Logistics

Partners

Operations

LP

5.950

12/01/25

200,592‌

400,000

Sunoco

Logistics

Partners

Operations

LP

3.900

07/15/26

380,136‌

100,000

Sunoco

Logistics

Partners

Operations

LP

6.100

02/15/42

94,525‌

300,000

Sunoco

Logistics

Partners

Operations

LP

5.300

04/01/44

259,808‌

200,000

Sunoco

Logistics

Partners

Operations

LP

5.350

05/15/45

174,790‌

1,225,000

Sunoco

Logistics

Partners

Operations

LP

5.400

10/01/47

1,079,681‌

33

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

2,000,000

Targa

Resources

Corp

5.200

%

07/01/27

$

1,963,564‌

350,000

Targa

Resources

Corp

4.200

02/01/33

309,798‌

750,000

Targa

Resources

Corp

6.125

03/15/33

766,342‌

575,000

Targa

Resources

Corp

4.950

04/15/52

475,080‌

1,250,000

Targa

Resources

Corp

6.250

07/01/52

1,221,859‌

750,000

Targa

Resources

Corp

6.500

02/15/53

765,922‌

1,000,000

Targa

Resources

Partners

LP

6.875

01/15/29

1,019,980‌

1,000,000

Targa

Resources

Partners

LP

5.500

03/01/30

962,370‌

1,000,000

Tosco

Corp

8.125

02/15/30

1,163,342‌

450,000

Total

Capital

International

S.A.

3.750

04/10/24

443,249‌

500,000

Total

Capital

International

S.A.

2.434

01/10/25

479,242‌

900,000

Total

Capital

International

S.A.

3.455

02/19/29

836,730‌

1,300,000

Total

Capital

International

S.A.

2.829

01/10/30

1,163,178‌

775,000

Total

Capital

International

S.A.

2.986

06/29/41

589,986‌

500,000

Total

Capital

International

S.A.

3.461

07/12/49

387,565‌

1,500,000

Total

Capital

International

S.A.

3.127

05/29/50

1,089,316‌

1,000,000

Total

Capital

International

S.A.

3.386

06/29/60

734,107‌

1,125,000

Total

Capital

S.A.

3.883

10/11/28

1,078,127‌

1,225,000

TransCanada

PipeLines

Ltd

4

.875

01/15/26

1,210,275‌

4,000,000

TransCanada

PipeLines

Ltd

4.100

04/15/30

3,714,334‌

1,000,000

TransCanada

PipeLines

Ltd

2.500

10/12/31

806,538‌

1,925,000

TransCanada

PipeLines

Ltd

4.625

03/01/34

1,763,840‌

100,000

TransCanada

PipeLines

Ltd

6.200

10/15/37

103,556‌

500,000

TransCanada

PipeLines

Ltd

4.750

05/15/38

446,397‌

200,000

TransCanada

PipeLines

Ltd

7.625

01/15/39

231,488‌

125,000

TransCanada

PipeLines

Ltd

6.100

06/01/40

127,234‌

1,200,000

TransCanada

PipeLines

Ltd

5.000

10/16/43

1,071,232‌

750,000

TransCanada

PipeLines

Ltd

4.875

05/15/48

671,619‌

1,425,000

TransCanada

PipeLines

Ltd

5.100

03/15/49

1,327,173‌

700,000

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850

02/01/26

732,919‌

1,200,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.000

03/15/28

1,129,443‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250

05/15/30

444,382‌

850,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.600

03/15/48

722,488‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950

05/15/50

385,564‌

2,000,000

Vale

Overseas

Ltd

3.750

07/08/30

1,760,895‌

4,500,000

Vale

Overseas

Ltd

6

.125

06/12/33

4,508,055‌

1,164,000

Vale

Overseas

Ltd

6.875

11/21/36

1,217,239‌

750,000

Valero

Energy

Corp

2.150

09/15/27

664,269‌

342,000

Valero

Energy

Corp

4.350

06/01/28

326,904‌

1,500,000

Valero

Energy

Corp

2.800

12/01/31

1,226,943‌

455,000

Valero

Energy

Corp

7.500

04/15/32

513,065‌

850,000

Valero

Energy

Corp

6.625

06/15/37

912,036‌

300,000

Valero

Energy

Corp

4.900

03/15/45

265,032‌

1,500,000

Valero

Energy

Corp

3.650

12/01/51

1,050,219‌

1,000,000

Valero

Energy

Corp

4.000

06/01/52

753,823‌

300,000

Valero

Energy

Partners

LP

4.500

03/15/28

288,614‌

3,500,000

Williams

Cos,

Inc

2.600

03/15/31

2,900,675‌

1,000,000

Williams

Cos,

Inc

4.650

08/15/32

947,012‌

625,000

Williams

Cos,

Inc

5.650

03/15/33

633,281‌

1,500,000

Williams

Cos,

Inc

3.500

10/15/51

1,034,510‌

500,000

Williams

Cos,

Inc

5.300

08/15/52

461,000‌

150,000

Williams

Partners

LP

3.900

01/15/25

145,581‌

925,000

Williams

Partners

LP

4.000

09/15/25

892,955‌

1,300,000

Williams

Partners

LP

3.750

06/15/27

1,226,808‌

300,000

Williams

Partners

LP

6.300

04/15/40

315,009‌

300,000

Williams

Partners

LP

5.800

11/15/43

292,004‌

300,000

Williams

Partners

LP

5.400

03/04/44

276,327‌

1,000,000

Williams

Partners

LP

4.900

01/15/45

872,601‌

225,000

Williams

Partners

LP

5.100

09/15/45

202,354‌

Bond

Index

Fund

June

30,

2023

34

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,700,000

Williams

Partners

LP

4.850

%

03/01/48

$

1,470,780‌

TOTAL

ENERGY

348,881,636‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

550,000

Agree

LP

2.000

06/15/28

457,660‌

150,000

Agree

LP

2.900

10/01/30

124,970‌

200,000

Agree

LP

4.800

10/01/32

185,770‌

500,000

Agree

LP

2.600

06/15/33

384,316‌

100,000

Alexandria

Real

Estate

Equities,

Inc

3.450

04/30/25

95,677‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4.300

01/15/26

192,808‌

500,000

Alexandria

Real

Estate

Equities,

Inc

3.800

04/15/26

477,985‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4.500

07/30/29

188,988‌

425,000

Alexandria

Real

Estate

Equities,

Inc

2.750

12/15/29

359,384‌

100,000

Alexandria

Real

Estate

Equities,

Inc

4.700

07/01/30

94,953‌

275,000

Alexandria

Real

Estate

Equities,

Inc

3.375

08/15/31

235,544‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

2.000

05/18/32

1,132,513‌

450,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

328,850‌

800,000

Alexandria

Real

Estate

Equities,

Inc

2.950

03/15/34

630,979‌

600,000

Alexandria

Real

Estate

Equities,

Inc

4.750

04/15/35

556,700‌

500,000

Alexandria

Real

Estate

Equities,

Inc

4.850

04/15/49

419,095‌

700,000

Alexandria

Real

Estate

Equities,

Inc

4.000

02/01/50

522,067‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

3.000

05/18/51

614,940‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

3.550

03/15/52

1,023,304‌

200,000

Alexandria

Real

Estate

Equities,

Inc

5.150

04/15/53

179,231‌

500,000

American

Homes

4

Rent

LP

4.900

02/15/29

480,270‌

250,000

American

Homes

4

Rent

LP

2.375

07/15/31

198,506‌

750,000

American

Homes

4

Rent

LP

3.625

04/15/32

648,145‌

250,000

American

Homes

4

Rent

LP

3.375

07/15/51

163,347‌

500,000

American

Homes

4

Rent

LP

4.300

04/15/52

389,366‌

350,000

American

Tower

Corp

3.375

05/15/24

342,647‌

750,000

American

Tower

Corp

2.400

03/15/25

706,165‌

525,000

American

Tower

Corp

4.000

06/01/25

507,071‌

1,350,000

American

Tower

Corp

1.300

09/15/25

1,222,962‌

200,000

American

Tower

Corp

4.400

02/15/26

193,814‌

1,000,000

American

Tower

Corp

1.600

04/15/26

896,797‌

1,000,000

American

Tower

Corp

1.450

09/15/26

879,729‌

425,000

American

Tower

Corp

3.375

10/15/26

396,585‌

750,000

American

Tower

Corp

2.750

01/15/27

682,328‌

500,000

American

Tower

Corp

3.125

01/15/27

460,541‌

500,000

American

Tower

Corp

3.650

03/15/27

468,073‌

150,000

American

Tower

Corp

3.550

07/15/27

138,967‌

1,000,000

American

Tower

Corp

5.500

03/15/28

993,043‌

350,000

American

Tower

Corp

3.950

03/15/29

322,515‌

750,000

American

Tower

Corp

2.900

01/15/30

646,876‌

750,000

American

Tower

Corp

2.100

06/15/30

605,643‌

725,000

American

Tower

Corp

1.875

10/15/30

572,055‌

1,000,000

American

Tower

Corp

2.700

04/15/31

829,228‌

1,000,000

American

Tower

Corp

2

.300

09/15/31

795,515‌

500,000

e

American

Tower

Corp

4.050

03/15/32

455,300‌

1,000,000

American

Tower

Corp

5.650

03/15/33

1,014,016‌

1,350,000

American

Tower

Corp

3.700

10/15/49

967,560‌

425,000

American

Tower

Corp

3.100

06/15/50

277,329‌

1,000,000

American

Tower

Corp

2.950

01/15/51

630,596‌

200,000

AvalonBay

Communities,

Inc

3.500

11/15/24

193,827‌

200,000

AvalonBay

Communities,

Inc

2.950

05/11/26

188,261‌

100,000

AvalonBay

Communities,

Inc

2.900

10/15/26

92,571‌

1,200,000

AvalonBay

Communities,

Inc

3.350

05/15/27

1,119,304‌

200,000

AvalonBay

Communities,

Inc

3.200

01/15/28

184,099‌

500,000

AvalonBay

Communities,

Inc

1.900

12/01/28

424,097‌

750,000

AvalonBay

Communities,

Inc

3.300

06/01/29

674,472‌

750,000

AvalonBay

Communities,

Inc

2.300

03/01/30

629,850‌

35

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

800,000

AvalonBay

Communities,

Inc

2.050

%

01/15/32

$

639,754‌

450,000

AvalonBay

Communities,

Inc

5.000

02/15/33

448,146‌

400,000

AvalonBay

Communities,

Inc

4.150

07/01/47

329,837‌

200,000

AvalonBay

Communities,

Inc

4.350

04/15/48

168,760‌

425,000

Boston

Properties

LP

3.125

09/01/23

422,423‌

200,000

Boston

Properties

LP

3.800

02/01/24

195,701‌

1,500,000

Boston

Properties

LP

3.200

01/15/25

1,422,807‌

275,000

Boston

Properties

LP

3.650

02/01/26

255,126‌

700,000

Boston

Properties

LP

2.750

10/01/26

618,025‌

500,000

Boston

Properties

LP

6.750

12/01/27

505,654‌

550,000

Boston

Properties

LP

4.500

12/01/28

504,917‌

50,000

Boston

Properties

LP

3.400

06/21/29

41,811‌

750,000

Boston

Properties

LP

2.900

03/15/30

602,349‌

1,000,000

Boston

Properties

LP

3.250

01/30/31

814,747‌

1,000,000

Boston

Properties

LP

2.550

04/01/32

753,585‌

1,000,000

Boston

Properties

LP

2.450

10/01/33

720,572‌

500,000

e

Boston

Properties

LP

6.500

01/15/34

503,141‌

500,000

Brandywine

Operating

Partnership

LP

4.100

10/01/24

479,772‌

100,000

Brandywine

Operating

Partnership

LP

3.950

11/15/27

79,306‌

1,000,000

Brandywine

Operating

Partnership

LP

7.550

03/15/28

899,730‌

500,000

Brandywine

Operating

Partnership

LP

4.550

10/01/29

361,587‌

200,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

191,277‌

225,000

Brixmor

Operating

Partnership

LP

4.125

06/15/26

210,157‌

300,000

Brixmor

Operating

Partnership

LP

3.900

03/15/27

275,820‌

100,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

84,002‌

600,000

Brixmor

Operating

Partnership

LP

4.125

05/15/29

535,197‌

940,000

Brixmor

Operating

Partnership

LP

4.050

07/01/30

847,284‌

100,000

Brixmor

Operating

Partnership

LP

2.500

08/16/31

77,632‌

100,000

Camden

Property

Trust

4

.100

10/15/28

94,503‌

325,000

Camden

Property

Trust

3.150

07/01/29

287,776‌

100,000

Camden

Property

Trust

2.800

05/15/30

86,785‌

500,000

Camden

Property

Trust

3.350

11/01/49

363,929‌

500,000

CBRE

Services,

Inc

4.875

03/01/26

485,645‌

1,000,000

CBRE

Services,

Inc

2.500

04/01/31

804,318‌

1,000,000

Corporate

Office

Properties

LP

2.250

03/15/26

885,653‌

1,000,000

Corporate

Office

Properties

LP

2.000

01/15/29

762,102‌

175,000

Corporate

Office

Properties

LP

2.750

04/15/31

132,974‌

500,000

Crown

Castle

International

Corp

3.200

09/01/24

484,565‌

1,000,000

Crown

Castle

International

Corp

1.350

07/15/25

914,243‌

975,000

Crown

Castle

International

Corp

4.450

02/15/26

948,753‌

250,000

Crown

Castle

International

Corp

3.700

06/15/26

237,473‌

1,500,000

Crown

Castle

International

Corp

1.050

07/15/26

1,313,180‌

100,000

Crown

Castle

International

Corp

4.000

03/01/27

95,051‌

525,000

Crown

Castle

International

Corp

3.650

09/01/27

490,698‌

775,000

Crown

Castle

International

Corp

3.800

02/15/28

722,338‌

300,000

Crown

Castle

International

Corp

4.300

02/15/29

282,059‌

500,000

Crown

Castle

International

Corp

3.100

11/15/29

435,346‌

275,000

Crown

Castle

International

Corp

3.300

07/01/30

242,901‌

1,050,000

Crown

Castle

International

Corp

2.250

01/15/31

855,792‌

1,500,000

Crown

Castle

International

Corp

2.100

04/01/31

1,199,718‌

1,000,000

Crown

Castle

International

Corp

2.500

07/15/31

821,515‌

1,000,000

Crown

Castle

International

Corp

2.900

04/01/41

701,194‌

200,000

Crown

Castle

International

Corp

4.750

05/15/47

171,756‌

300,000

Crown

Castle

International

Corp

5.200

02/15/49

278,260‌

500,000

Crown

Castle

International

Corp

4.000

11/15/49

383,496‌

200,000

Crown

Castle

International

Corp

4.150

07/01/50

158,675‌

875,000

Crown

Castle

International

Corp

3.250

01/15/51

596,378‌

200,000

CubeSmart

LP

3.125

09/01/26

184,003‌

600,000

CubeSmart

LP

2.250

12/15/28

505,596‌

100,000

CubeSmart

LP

4.375

02/15/29

93,730‌

250,000

CubeSmart

LP

3.000

02/15/30

213,706‌

Bond

Index

Fund

June

30,

2023

36

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

450,000

CubeSmart

LP

2.000

%

02/15/31

$

351,881‌

700,000

CubeSmart

LP

2.500

02/15/32

553,854‌

475,000

Digital

Realty

Trust

LP

3.700

08/15/27

436,381‌

1,300,000

Digital

Realty

Trust

LP

5.550

01/15/28

1,280,796‌

300,000

Digital

Realty

Trust

LP

4.450

07/15/28

280,819‌

1,000,000

e

Digital

Realty

Trust

LP

3.600

07/01/29

888,216‌

1,000,000

EPR

Properties

3.600

11/15/31

779,860‌

525,000

Equinix,

Inc

1.000

09/15/25

473,967‌

2,000,000

Equinix,

Inc

1.450

05/15/26

1,785,605‌

650,000

Equinix,

Inc

2.900

11/18/26

595,980‌

800,000

Equinix,

Inc

1.550

03/15/28

668,738‌

2,000,000

Equinix,

Inc

2.000

05/15/28

1,702,715‌

1,000,000

Equinix,

Inc

3.200

11/18/29

877,924‌

175,000

Equinix,

Inc

2.150

07/15/30

141,426‌

1,000,000

Equinix,

Inc

2.500

05/15/31

814,195‌

1,500,000

Equinix,

Inc

3.400

02/15/52

1,048,404‌

700,000

ERP

Operating

LP

3.375

06/01/25

671,661‌

200,000

ERP

Operating

LP

2.850

11/01/26

185,535‌

1,150,000

ERP

Operating

LP

3.250

08/01/27

1,057,953‌

500,000

ERP

Operating

LP

3.500

03/01/28

462,700‌

200,000

ERP

Operating

LP

4.150

12/01/28

190,026‌

750,000

ERP

Operating

LP

3.000

07/01/29

659,670‌

300,000

ERP

Operating

LP

2.500

02/15/30

255,353‌

500,000

ERP

Operating

LP

1.850

08/01/31

392,262‌

425,000

ERP

Operating

LP

4.500

07/01/44

371,129‌

100,000

ERP

Operating

LP

4.000

08/01/47

78,212‌

650,000

Essential

Properties

LP

2.950

07/15/31

487,112‌

400,000

Essex

Portfolio

LP

3.500

04/01/25

383,414‌

100,000

Essex

Portfolio

LP

3.375

04/15/26

94,661‌

200,000

Essex

Portfolio

LP

3.625

05/01/27

186,724‌

900,000

Essex

Portfolio

LP

4.000

03/01/29

830,507‌

325,000

Essex

Portfolio

LP

3.000

01/15/30

277,810‌

750,000

Essex

Portfolio

LP

1.650

01/15/31

569,020‌

1,000,000

Essex

Portfolio

LP

2.550

06/15/31

808,201‌

300,000

Essex

Portfolio

LP

4.500

03/15/48

243,604‌

500,000

Extra

Space

Storage

LP

3.900

04/01/29

455,450‌

1,000,000

Extra

Space

Storage

LP

5.500

07/01/30

991,725‌

700,000

Extra

Space

Storage

LP

2.550

06/01/31

566,219‌

500,000

Extra

Space

Storage

LP

2.350

03/15/32

390,728‌

500,000

Federal

Realty

Investment

Trust

3.950

01/15/24

494,296‌

300,000

Federal

Realty

Investment

Trust

1.250

02/15/26

267,842‌

50,000

Federal

Realty

Investment

Trust

3.250

07/15/27

45,340‌

1,300,000

Federal

Realty

Investment

Trust

3.200

06/15/29

1,127,487‌

300,000

Federal

Realty

Investment

Trust

3.500

06/01/30

260,920‌

200,000

Federal

Realty

Investment

Trust

4.500

12/01/44

157,503‌

1,000,000

Federal

Realty

OP

LP

5.375

05/01/28

979,173‌

250,000

GLP

Capital

LP

3.350

09/01/24

241,317‌

1,300,000

GLP

Capital

LP

5.250

06/01/25

1,272,054‌

150,000

GLP

Capital

LP

5.375

04/15/26

146,837‌

750,000

GLP

Capital

LP

5.750

06/01/28

733,774‌

200,000

GLP

Capital

LP

5.300

01/15/29

190,431‌

500,000

GLP

Capital

LP

4.000

01/15/30

433,329‌

500,000

GLP

Capital

LP

4.000

01/15/31

432,280‌

750,000

GLP

Capital

LP

3.250

01/15/32

605,560‌

100,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

88,480‌

100,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

79,137‌

175,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

131,164‌

800,000

Healthcare

Trust

of

America

Holdings

LP

3.500

08/01/26

736,017‌

500,000

Healthcare

Trust

of

America

Holdings

LP

3.100

02/15/30

428,291‌

975,000

Healthcare

Trust

of

America

Holdings

LP

2.000

03/15/31

748,512‌

100,000

Healthpeak

Properties,

Inc

3.250

07/15/26

93,130‌

37

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

1,500,000

Healthpeak

Properties,

Inc

1.350

%

02/01/27

$

1,298,464‌

325,000

Healthpeak

Properties,

Inc

2.125

12/01/28

273,848‌

600,000

Healthpeak

Properties,

Inc

3.500

07/15/29

538,025‌

1,000,000

Healthpeak

Properties,

Inc

3.000

01/15/30

868,667‌

175,000

Healthpeak

Properties,

Inc

2.875

01/15/31

147,788‌

750,000

Healthpeak

Properties,

Inc

5.250

12/15/32

729,851‌

30,000

Healthpeak

Properties,

Inc

6.750

02/01/41

31,866‌

100,000

Highwoods

Realty

LP

3.875

03/01/27

89,823‌

150,000

Highwoods

Realty

LP

4.125

03/15/28

131,171‌

250,000

Highwoods

Realty

LP

4.200

04/15/29

210,477‌

500,000

Highwoods

Realty

LP

3.050

02/15/30

388,084‌

775,000

Highwoods

Realty

LP

2.600

02/01/31

567,945‌

700,000

Host

Hotels

&

Resorts

LP

3.875

04/01/24

688,715‌

200,000

Host

Hotels

&

Resorts

LP

4.000

06/15/25

192,227‌

100,000

Host

Hotels

&

Resorts

LP

4.500

02/01/26

96,955‌

500,000

Host

Hotels

&

Resorts

LP

3.375

12/15/29

426,989‌

850,000

Host

Hotels

&

Resorts

LP

3.500

09/15/30

720,042‌

200,000

Host

Hotels

&

Resorts

LP

2.900

12/15/31

157,232‌

100,000

Hudson

Pacific

Properties

LP

3.950

11/01/27

72,727‌

500,000

e

Hudson

Pacific

Properties

LP

5.950

02/15/28

397,503‌

100,000

Hudson

Pacific

Properties

LP

4.650

04/01/29

70,569‌

750,000

Hudson

Pacific

Properties

LP

3.250

01/15/30

474,608‌

300,000

Invitation

Homes

Operating

Partnership

LP

2.300

11/15/28

254,965‌

500,000

Invitation

Homes

Operating

Partnership

LP

2.000

08/15/31

383,055‌

575,000

Invitation

Homes

Operating

Partnership

LP

4.150

04/15/32

514,931‌

750,000

Invitation

Homes

Operating

Partnership

LP

2.700

01/15/34

567,068‌

125,000

Kilroy

Realty

LP

3.450

12/15/24

118,419‌

250,000

Kilroy

Realty

LP

4.750

12/15/28

220,032‌

200,000

Kilroy

Realty

LP

4.250

08/15/29

170,190‌

750,000

Kilroy

Realty

LP

3.050

02/15/30

586,487‌

500,000

Kilroy

Realty

LP

2.500

11/15/32

347,294‌

1,000,000

Kilroy

Realty

LP

2.650

11/15/33

678,009‌

625,000

Kimco

Realty

Corp

2.800

10/01/26

571,640‌

200,000

Kimco

Realty

Corp

3.800

04/01/27

186,615‌

500,000

Kimco

Realty

Corp

1.900

03/01/28

421,049‌

750,000

Kimco

Realty

Corp

2.700

10/01/30

617,885‌

1,000,000

Kimco

Realty

Corp

2.250

12/01/31

778,226‌

500,000

Kimco

Realty

Corp

4.600

02/01/33

462,328‌

200,000

Kimco

Realty

Corp

4.250

04/01/45

154,759‌

175,000

Kimco

Realty

Corp

4.125

12/01/46

129,628‌

100,000

Kimco

Realty

Corp

4.450

09/01/47

81,013‌

500,000

Kimco

Realty

Corp

3.700

10/01/49

354,894‌

750,000

Lexington

Realty

Trust

2.700

09/15/30

598,955‌

200,000

Life

Storage

LP

3.875

12/15/27

185,647‌

500,000

Life

Storage

LP

4.000

06/15/29

453,322‌

100,000

Life

Storage

LP

2.200

10/15/30

80,006‌

450,000

Life

Storage

LP

2.400

10/15/31

356,496‌

100,000

Mid-America

Apartments

LP

4.000

11/15/25

96,740‌

1,000,000

Mid-America

Apartments

LP

1.100

09/15/26

872,035‌

750,000

Mid-America

Apartments

LP

3.600

06/01/27

708,163‌

200,000

Mid-America

Apartments

LP

4.200

06/15/28

190,871‌

625,000

Mid-America

Apartments

LP

3.950

03/15/29

588,329‌

175,000

Mid-America

Apartments

LP

2.750

03/15/30

151,607‌

250,000

Mid-America

Apartments

LP

1.700

02/15/31

197,336‌

150,000

Mid-America

Apartments

LP

2.875

09/15/51

96,459‌

500,000

National

Health

Investors,

Inc

3.000

02/01/31

383,642‌

1,550,000

National

Retail

Properties,

Inc

3.500

10/15/27

1,422,195‌

300,000

National

Retail

Properties,

Inc

2.500

04/15/30

249,223‌

500,000

National

Retail

Properties,

Inc

3.100

04/15/50

308,821‌

1,000,000

National

Retail

Properties,

Inc

3.000

04/15/52

607,812‌

248,000

Omega

Healthcare

Investors,

Inc

4.375

08/01/23

247,465‌

Bond

Index

Fund

June

30,

2023

38

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

200,000

Omega

Healthcare

Investors,

Inc

4.500

%

04/01/27

$

185,736‌

825,000

Omega

Healthcare

Investors,

Inc

4.750

01/15/28

753,084‌

500,000

Omega

Healthcare

Investors,

Inc

3.625

10/01/29

409,762‌

500,000

Omega

Healthcare

Investors,

Inc

3.375

02/01/31

396,594‌

1,000,000

Omega

Healthcare

Investors,

Inc

3.250

04/15/33

742,641‌

200,000

Physicians

Realty

LP

4

.300

03/15/27

188,281‌

200,000

Physicians

Realty

LP

3.950

01/15/28

182,513‌

1,000,000

Physicians

Realty

LP

2.625

11/01/31

777,857‌

200,000

Piedmont

Operating

Partnership

LP

4.450

03/15/24

195,457‌

1,000,000

Piedmont

Operating

Partnership

LP

2.750

04/01/32

673,313‌

100,000

Prologis

LP

3.250

10/01/26

94,681‌

100,000

Prologis

LP

4.375

02/01/29

96,043‌

500,000

Prologis

LP

2.250

04/15/30

423,782‌

1,000,000

Prologis

LP

1.625

03/15/31

790,111‌

100,000

Prologis

LP

4.375

09/15/48

85,154‌

500,000

Prologis

LP

3.000

04/15/50

339,742‌

500,000

Prologis

LP

2.125

10/15/50

280,455‌

100,000

ProLogis

LP

3.250

06/30/26

94,683‌

1,000,000

ProLogis

LP

3.375

12/15/27

929,442‌

750,000

ProLogis

LP

4.875

06/15/28

743,205‌

100,000

ProLogis

LP

4.000

09/15/28

95,857‌

225,000

ProLogis

LP

2.875

11/15/29

196,931‌

200,000

ProLogis

LP

1.750

07/01/30

160,680‌

775,000

ProLogis

LP

2.250

01/15/32

625,609‌

1,000,000

ProLogis

LP

4.625

01/15/33

976,247‌

750,000

ProLogis

LP

4.750

06/15/33

732,610‌

750,000

ProLogis

LP

5.125

01/15/34

744,646‌

500,000

ProLogis

LP

3.050

03/01/50

344,953‌

1,250,000

ProLogis

LP

5.250

06/15/53

1,228,286‌

1,500,000

Public

Storage

0.875

02/15/26

1,344,418‌

750,000

e

Public

Storage

1.500

11/09/26

671,307‌

200,000

Public

Storage

3.094

09/15/27

186,509‌

750,000

Public

Storage

1.950

11/09/28

643,030‌

500,000

Public

Storage

3.385

05/01/29

461,696‌

250,000

Public

Storage

2.250

11/09/31

204,170‌

200,000

Realty

Income

Corp

3.875

04/15/25

193,822‌

750,000

Realty

Income

Corp

0.750

03/15/26

658,949‌

425,000

Realty

Income

Corp

4.875

06/01/26

420,307‌

200,000

Realty

Income

Corp

4.125

10/15/26

191,834‌

200,000

Realty

Income

Corp

3.000

01/15/27

184,405‌

650,000

Realty

Income

Corp

3.950

08/15/27

617,329‌

1,000,000

Realty

Income

Corp

3.400

01/15/28

921,973‌

1,000,000

Realty

Income

Corp

3.650

01/15/28

932,646‌

500,000

Realty

Income

Corp

2.200

06/15/28

432,918‌

750,000

Realty

Income

Corp

4.700

12/15/28

726,518‌

500,000

Realty

Income

Corp

3.250

06/15/29

447,085‌

500,000

Realty

Income

Corp

3.100

12/15/29

437,993‌

1,000,000

Realty

Income

Corp

4.850

03/15/30

966,699‌

1,500,000

Realty

Income

Corp

3.250

01/15/31

1,311,060‌

750,000

Realty

Income

Corp

1.800

03/15/33

546,211‌

750,000

Realty

Income

Corp

4.900

07/15/33

716,863‌

300,000

Realty

Income

Corp

4.650

03/15/47

269,016‌

375,000

Regency

Centers

LP

3.600

02/01/27

352,478‌

125,000

Regency

Centers

LP

4.125

03/15/28

116,744‌

425,000

Regency

Centers

LP

2.950

09/15/29

364,262‌

500,000

Regency

Centers

LP

3.700

06/15/30

446,749‌

200,000

Regency

Centers

LP

4.400

02/01/47

161,792‌

300,000

Regency

Centers

LP

4.650

03/15/49

251,510‌

350,000

Retail

Properties

of

America,

Inc

4.750

09/15/30

314,593‌

300,000

Sabra

Health

Care

LP

5.125

08/15/26

281,881‌

1,000,000

Sabra

Health

Care

LP

3.200

12/01/31

745,964‌

39

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

500,000

Simon

Property

Group

LP

2.000

%

09/13/24

$

477,095‌

450,000

Simon

Property

Group

LP

3.375

10/01/24

436,176‌

800,000

Simon

Property

Group

LP

3.500

09/01/25

766,450‌

625,000

Simon

Property

Group

LP

3.300

01/15/26

594,593‌

350,000

Simon

Property

Group

LP

3.250

11/30/26

328,099‌

1,000,000

Simon

Property

Group

LP

1

.375

01/15/27

876,213‌

200,000

Simon

Property

Group

LP

3.375

06/15/27

185,991‌

300,000

Simon

Property

Group

LP

3.375

12/01/27

276,770‌

1,000,000

Simon

Property

Group

LP

1.750

02/01/28

854,792‌

1,750,000

Simon

Property

Group

LP

2.450

09/13/29

1,473,228‌

750,000

Simon

Property

Group

LP

2.650

07/15/30

637,030‌

1,000,000

Simon

Property

Group

LP

2.200

02/01/31

804,211‌

500,000

Simon

Property

Group

LP

2.250

01/15/32

389,930‌

1,500,000

Simon

Property

Group

LP

2.650

02/01/32

1,214,481‌

1,000,000

Simon

Property

Group

LP

5.500

03/08/33

992,877‌

1,500,000

Simon

Property

Group

LP

4.250

10/01/44

1,204,346‌

300,000

Simon

Property

Group

LP

4.250

11/30/46

240,579‌

500,000

Simon

Property

Group

LP

3.250

09/13/49

335,980‌

750,000

Simon

Property

Group

LP

3.800

07/15/50

554,893‌

1,000,000

Simon

Property

Group

LP

5.850

03/08/53

993,101‌

150,000

SITE

Centers

Corp

4.250

02/01/26

140,493‌

200,000

SITE

Centers

Corp

4.700

06/01/27

182,900‌

525,000

Sovran

Acquisition

LP

3.500

07/01/26

493,027‌

300,000

Spirit

Realty

LP

3.200

01/15/27

269,937‌

1,000,000

Spirit

Realty

LP

2.100

03/15/28

838,010‌

500,000

Spirit

Realty

LP

4.000

07/15/29

439,809‌

300,000

Spirit

Realty

LP

3.400

01/15/30

254,723‌

500,000

Spirit

Realty

LP

3.200

02/15/31

408,326‌

500,000

STORE

Capital

Corp

4.625

03/15/29

420,909‌

500,000

STORE

Capital

Corp

2.750

11/18/30

361,257‌

500,000

Sun

Communities

Operating

LP

2.300

11/01/28

420,276‌

1,000,000

Sun

Communities

Operating

LP

4.200

04/15/32

873,262‌

500,000

Sun

Communities

Operating

LP

5.700

01/15/33

487,001‌

100,000

Tanger

Properties

LP

3.125

09/01/26

88,665‌

250,000

e

Tanger

Properties

LP

3.875

07/15/27

223,569‌

500,000

Tanger

Properties

LP

2.750

09/01/31

362,844‌

200,000

UDR,

Inc

3.500

07/01/27

186,643‌

200,000

UDR,

Inc

3.500

01/15/28

182,700‌

600,000

UDR,

Inc

3.200

01/15/30

529,887‌

1,000,000

UDR,

Inc

3.000

08/15/31

845,840‌

750,000

UDR,

Inc

2.100

08/01/32

569,355‌

500,000

UDR,

Inc

1.900

03/15/33

365,744‌

300,000

UDR,

Inc

3.100

11/01/34

238,704‌

300,000

Ventas

Realty

LP

3.500

04/15/24

293,269‌

750,000

Ventas

Realty

LP

2.650

01/15/25

705,224‌

120,000

Ventas

Realty

LP

4.125

01/15/26

114,775‌

200,000

Ventas

Realty

LP

3.250

10/15/26

183,108‌

1,000,000

Ventas

Realty

LP

4.000

03/01/28

925,043‌

525,000

Ventas

Realty

LP

4.400

01/15/29

490,003‌

350,000

Ventas

Realty

LP

3.000

01/15/30

299,366‌

500,000

Ventas

Realty

LP

4.750

11/15/30

473,261‌

1,025,000

Ventas

Realty

LP

2.500

09/01/31

812,465‌

300,000

Ventas

Realty

LP

4.375

02/01/45

240,585‌

300,000

Ventas

Realty

LP

4.875

04/15/49

255,955‌

1,500,000

VICI

Properties

LP

4.375

05/15/25

1,449,681‌

850,000

VICI

Properties

LP

4.750

02/15/28

804,809‌

750,000

VICI

Properties

LP

4.950

02/15/30

703,560‌

1,000,000

VICI

Properties

LP

5.625

05/15/52

890,800‌

200,000

Vornado

Realty

LP

3.500

01/15/25

188,273‌

275,000

Vornado

Realty

LP

2.150

06/01/26

232,961‌

275,000

Vornado

Realty

LP

3.400

06/01/31

199,028‌

Bond

Index

Fund

June

30,

2023

40

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

2,000,000

Welltower,

Inc

3.625

%

03/15/24

$

1,966,505‌

600,000

Welltower,

Inc

4.250

04/01/26

580,170‌

500,000

Welltower,

Inc

2.700

02/15/27

452,425‌

600,000

Welltower,

Inc

4.250

04/15/28

564,503‌

1,000,000

Welltower,

Inc

2.050

01/15/29

831,323‌

500,000

Welltower,

Inc

4.125

03/15/29

462,480‌

425,000

Welltower,

Inc

3.100

01/15/30

368,013‌

400,000

Welltower,

Inc

2

.750

01/15/31

329,989‌

1,000,000

Welltower,

Inc

2.800

06/01/31

826,391‌

500,000

Welltower,

Inc

2.750

01/15/32

404,024‌

150,000

Welltower,

Inc

3.850

06/15/32

132,133‌

300,000

Welltower,

Inc

4.950

09/01/48

267,810‌

1,000,000

Weyerhaeuser

Co

4.750

05/15/26

982,261‌

500,000

Weyerhaeuser

Co

4.000

11/15/29

461,021‌

500,000

Weyerhaeuser

Co

4.000

04/15/30

459,835‌

304,000

Weyerhaeuser

Co

7.375

03/15/32

339,243‌

300,000

Weyerhaeuser

Co

3.375

03/09/33

258,051‌

1,375,000

Weyerhaeuser

Co

4.000

03/09/52

1,097,282‌

347,000

WP

Carey,

Inc

4.000

02/01/25

335,992‌

1,000,000

WP

Carey,

Inc

3.850

07/15/29

907,235‌

750,000

WP

Carey,

Inc

2.400

02/01/31

602,875‌

500,000

WP

Carey,

Inc

2.450

02/01/32

391,344‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

189,885,805‌

FINANCIAL

SERVICES

-

2.8%

299,000

AerCap

Ireland

Capital

DAC

4.500

09/15/23

297,878‌

1,000,000

AerCap

Ireland

Capital

DAC

3.150

02/15/24

980,979‌

750,000

AerCap

Ireland

Capital

DAC

2.875

08/14/24

720,744‌

2,000,000

AerCap

Ireland

Capital

DAC

1.650

10/29/24

1,879,419‌

2,000,000

AerCap

Ireland

Capital

DAC

1.750

10/29/24

1,878,355‌

1,675,000

AerCap

Ireland

Capital

DAC

3.500

01/15/25

1,603,658‌

1,000,000

AerCap

Ireland

Capital

DAC

6.500

07/15/25

1,004,945‌

300,000

AerCap

Ireland

Capital

DAC

4.450

10/01/25

288,572‌

500,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

448,804‌

500,000

AerCap

Ireland

Capital

DAC

4.450

04/03/26

477,386‌

2,500,000

AerCap

Ireland

Capital

DAC

2

.450

10/29/26

2,232,877‌

250,000

AerCap

Ireland

Capital

DAC

3.650

07/21/27

228,961‌

1,000,000

AerCap

Ireland

Capital

DAC

4.625

10/15/27

947,508‌

200,000

AerCap

Ireland

Capital

DAC

3.875

01/23/28

183,875‌

1,000,000

e

AerCap

Ireland

Capital

DAC

5.750

06/06/28

991,728‌

1,450,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

1,253,746‌

700,000

AerCap

Ireland

Capital

DAC

3.300

01/30/32

572,669‌

2,000,000

AerCap

Ireland

Capital

DAC

3.400

10/29/33

1,606,402‌

800,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

607,692‌

1,000,000

Affiliated

Managers

Group,

Inc

3.300

06/15/30

843,478‌

20,000

Ahold

Finance

USA

LLC

6.875

05/01/29

21,317‌

500,000

Ally

Financial,

Inc

5.800

05/01/25

491,493‌

1,000,000

Ally

Financial,

Inc

4.750

06/09/27

928,327‌

400,000

e

Ally

Financial,

Inc

7.100

11/15/27

403,434‌

1,000,000

Ally

Financial,

Inc

2

.200

11/02/28

798,114‌

1,500,000

Ally

Financial,

Inc

6.992

06/13/29

1,481,256‌

2,000,000

Ally

Financial,

Inc

8.000

11/01/31

2,076,242‌

750,000

American

Express

Co

3.000

10/30/24

723,026‌

1,500,000

American

Express

Co

3.950

08/01/25

1,455,843‌

1,000,000

American

Express

Co

4.200

11/06/25

972,434‌

1,500,000

American

Express

Co

4.900

02/13/26

1,484,598‌

2,500,000

American

Express

Co

3.125

05/20/26

2,368,635‌

2,000,000

American

Express

Co

1.650

11/04/26

1,779,215‌

1,500,000

American

Express

Co

2.550

03/04/27

1,365,614‌

1,500,000

American

Express

Co

5.850

11/05/27

1,535,903‌

575,000

American

Express

Co

4.050

05/03/29

547,410‌

41

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

2,700,000

American

Express

Co

4.989

%

05/26/33

$

2,586,812‌

1,000,000

American

Express

Co

4.420

08/03/33

943,599‌

3,000,000

American

Express

Co

5.043

05/01/34

2,934,365‌

525,000

American

Express

Co

4.050

12/03/42

457,049‌

1,000,000

American

Honda

Finance

Corp

2.400

06/27/24

969,341‌

1,000,000

American

Honda

Finance

Corp

0.550

07/12/24

950,109‌

500,000

American

Honda

Finance

Corp

2.150

09/10/24

479,624‌

1,000,000

American

Honda

Finance

Corp

1.200

07/08/25

920,206‌

750,000

American

Honda

Finance

Corp

1.000

09/10/25

684,072‌

3,000,000

American

Honda

Finance

Corp

1.300

09/09/26

2,671,496‌

100,000

American

Honda

Finance

Corp

2.300

09/09/26

91,867‌

1,000,000

American

Honda

Finance

Corp

2.350

01/08/27

916,163‌

1,000,000

American

Honda

Finance

Corp

4.700

01/12/28

991,733‌

1,000,000

American

Honda

Finance

Corp

2.250

01/12/29

869,041‌

1,000,000

American

Honda

Finance

Corp

4.600

04/17/30

976,529‌

1,000,000

American

Honda

Finance

Corp

1.800

01/13/31

809,752‌

300,000

Ameriprise

Financial,

Inc

3.700

10/15/24

292,300‌

125,000

Ameriprise

Financial,

Inc

3

.000

04/02/25

119,007‌

200,000

Ameriprise

Financial,

Inc

2.875

09/15/26

186,593‌

350,000

Ameriprise

Financial,

Inc

4.500

05/13/32

335,167‌

1,000,000

Ameriprise

Financial,

Inc

5.150

05/15/33

992,879‌

1,000,000

Andrew

W

Mellon

Foundation

0.947

08/01/27

865,473‌

850,000

Ares

Capital

Corp

4.200

06/10/24

829,649‌

500,000

Ares

Capital

Corp

4.250

03/01/25

477,021‌

500,000

Ares

Capital

Corp

3.250

07/15/25

462,476‌

1,200,000

Ares

Capital

Corp

3.875

01/15/26

1,112,538‌

1,500,000

Ares

Capital

Corp

2.150

07/15/26

1,300,611‌

750,000

Ares

Capital

Corp

2.875

06/15/28

620,225‌

750,000

Ares

Capital

Corp

3.200

11/15/31

574,923‌

800,000

Bank

of

New

York

Mellon

Corp

3.250

09/11/24

775,635‌

1,750,000

Bank

of

New

York

Mellon

Corp

2.100

10/24/24

1,672,530‌

500,000

Bank

of

New

York

Mellon

Corp

3.000

02/24/25

480,446‌

725,000

Bank

of

New

York

Mellon

Corp

1.600

04/24/25

679,317‌

2,000,000

Bank

of

New

York

Mellon

Corp

3.350

04/25/25

1,923,132‌

1,500,000

Bank

of

New

York

Mellon

Corp

0.750

01/28/26

1,334,997‌

500,000

Bank

of

New

York

Mellon

Corp

2.800

05/04/26

470,279‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.414

07/24/26

978,722‌

500,000

Bank

of

New

York

Mellon

Corp

2.450

08/17/26

460,112‌

1,000,000

Bank

of

New

York

Mellon

Corp

2.050

01/26/27

899,910‌

300,000

Bank

of

New

York

Mellon

Corp

3.250

05/16/27

280,556‌

1,000,000

Bank

of

New

York

Mellon

Corp

3.400

01/29/28

935,176‌

600,000

Bank

of

New

York

Mellon

Corp

3.850

04/28/28

570,935‌

2,000,000

Bank

of

New

York

Mellon

Corp

1.650

07/14/28

1,708,471‌

775,000

Bank

of

New

York

Mellon

Corp

5.802

10/25/28

789,934‌

1,500,000

Bank

of

New

York

Mellon

Corp

4.543

02/01/29

1,459,911‌

400,000

Bank

of

New

York

Mellon

Corp

3.300

08/23/29

358,620‌

500,000

Bank

of

New

York

Mellon

Corp

4.596

07/26/30

482,220‌

1,500,000

Bank

of

New

York

Mellon

Corp

1.650

01/28/31

1,205,605‌

1,000,000

Bank

of

New

York

Mellon

Corp

1.800

07/28/31

792,050‌

500,000

Bank

of

New

York

Mellon

Corp

4.289

06/13/33

473,143‌

1,000,000

Bank

of

New

York

Mellon

Corp

5.834

10/25/33

1,042,553‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.706

02/01/34

960,440‌

2,000,000

Bank

of

New

York

Mellon

Corp

4.967

04/26/34

1,953,157‌

1,000,000

Barings

BDC,

Inc

3.300

11/23/26

871,140‌

2,400,000

Berkshire

Hathaway,

Inc

3.125

03/15/26

2,311,850‌

800,000

Berkshire

Hathaway,

Inc

4.500

02/11/43

771,609‌

250,000

BGC

Partners,

Inc

5.375

07/24/23

249,834‌

500,000

BGC

Partners,

Inc

3.750

10/01/24

472,108‌

500,000

g

BGC

Partners,

Inc

8.000

05/25/28

483,064‌

1,000,000

e

BlackRock

TCP

Capital

Corp

2.850

02/09/26

898,828‌

500,000

BlackRock,

Inc

3.500

03/18/24

492,429‌

Bond

Index

Fund

June

30,

2023

42

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

850,000

BlackRock,

Inc

3.250

%

04/30/29

$

788,105‌

1,450,000

BlackRock,

Inc

1.900

01/28/31

1,189,061‌

2,000,000

BlackRock,

Inc

2.100

02/25/32

1,612,874‌

1,000,000

BlackRock,

Inc

4.750

05/25/33

982,617‌

750,000

Blackstone

Secured

Lending

Fund

3.650

07/14/23

749,166‌

750,000

Blackstone

Secured

Lending

Fund

3.625

01/15/26

689,754‌

1,400,000

Blackstone

Secured

Lending

Fund

2.750

09/16/26

1,223,534‌

1,000,000

Blackstone

Secured

Lending

Fund

2.125

02/15/27

844,320‌

1,025,000

BPCE

S.A.

4.000

04/15/24

1,008,515‌

300,000

BPCE

S.A.

3.375

12/02/26

277,368‌

300,000

Brookfield

Asset

Management,

Inc

4.000

01/15/25

290,952‌

1,000,000

Brookfield

Capital

Finance

LLC

6.087

06/14/33

1,015,194‌

1,000,000

Brookfield

Finance

I

UK

PLC

2.340

01/30/32

778,627‌

1,000,000

Brookfield

Finance

LLC

3.450

04/15/50

661,125‌

550,000

Brookfield

Finance,

Inc

4.000

04/01/24

542,318‌

200,000

Brookfield

Finance,

Inc

4.250

06/02/26

192,093‌

600,000

Brookfield

Finance,

Inc

3.900

01/25/28

555,513‌

600,000

Brookfield

Finance,

Inc

4.850

03/29/29

575,595‌

725,000

Brookfield

Finance,

Inc

4.700

09/20/47

606,110‌

1,000,000

Brookfield

Finance,

Inc

3.500

03/30/51

661,447‌

1,000,000

Brookfield

Finance,

Inc

3

.625

02/15/52

678,981‌

300,000

Capital

One

Financial

Corp

3.900

01/29/24

296,315‌

750,000

Capital

One

Financial

Corp

3.300

10/30/24

720,619‌

125,000

Capital

One

Financial

Corp

3.200

02/05/25

118,883‌

625,000

e

Capital

One

Financial

Corp

4.250

04/30/25

603,334‌

850,000

Capital

One

Financial

Corp

4.200

10/29/25

812,517‌

750,000

Capital

One

Financial

Corp

4.985

07/24/26

726,938‌

700,000

Capital

One

Financial

Corp

3.750

07/28/26

651,893‌

1,075,000

Capital

One

Financial

Corp

3.750

03/09/27

1,001,290‌

1,000,000

Capital

One

Financial

Corp

3.650

05/11/27

928,815‌

1,000,000

Capital

One

Financial

Corp

1.878

11/02/27

856,630‌

2,700,000

Capital

One

Financial

Corp

3.800

01/31/28

2,481,104‌

1,400,000

Capital

One

Financial

Corp

4.927

05/10/28

1,328,347‌

2,000,000

Capital

One

Financial

Corp

5.468

02/01/29

1,915,925‌

1,000,000

Capital

One

Financial

Corp

6

.312

06/08/29

993,263‌

2,000,000

Capital

One

Financial

Corp

3.273

03/01/30

1,698,158‌

750,000

Capital

One

Financial

Corp

5.247

07/26/30

707,032‌

2,525,000

Capital

One

Financial

Corp

2.359

07/29/32

1,783,185‌

1,000,000

Capital

One

Financial

Corp

2.618

11/02/32

770,333‌

1,000,000

Capital

One

Financial

Corp

5.817

02/01/34

954,075‌

1,000,000

Capital

One

Financial

Corp

6.377

06/08/34

992,835‌

1,000,000

Cboe

Global

Markets,

Inc

1.625

12/15/30

785,492‌

500,000

Cboe

Global

Markets,

Inc

3.000

03/16/32

426,945‌

450,000

CBOE

Holdings,

Inc

3.650

01/12/27

428,997‌

300,000

Charles

Schwab

Corp

3.750

04/01/24

295,002‌

200,000

Charles

Schwab

Corp

3.000

03/10/25

190,352‌

350,000

Charles

Schwab

Corp

3.625

04/01/25

336,443‌

1,250,000

Charles

Schwab

Corp

3.850

05/21/25

1,203,079‌

1,500,000

Charles

Schwab

Corp

0.900

03/11/26

1,325,063‌

1,500,000

Charles

Schwab

Corp

1.150

05/13/26

1,327,421‌

500,000

Charles

Schwab

Corp

3.200

03/02/27

459,795‌

350,000

Charles

Schwab

Corp

2.450

03/03/27

313,520‌

525,000

Charles

Schwab

Corp

3.300

04/01/27

485,789‌

200,000

Charles

Schwab

Corp

3.200

01/25/28

181,572‌

2,000,000

Charles

Schwab

Corp

2.000

03/20/28

1,721,920‌

300,000

Charles

Schwab

Corp

4.000

02/01/29

280,799‌

1,000,000

Charles

Schwab

Corp

5.643

05/19/29

998,800‌

500,000

Charles

Schwab

Corp

2.750

10/01/29

425,318‌

1,500,000

Charles

Schwab

Corp

1.650

03/11/31

1,142,107‌

1,500,000

Charles

Schwab

Corp

2.300

05/13/31

1,195,131‌

1,000,000

Charles

Schwab

Corp

1.950

12/01/31

761,785‌

43

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,000,000

Charles

Schwab

Corp

2.900

%

03/03/32

$

823,225‌

1,500,000

CI

Financial

Corp

3.200

12/17/30

1,124,172‌

1,000,000

CI

Financial

Corp

4.100

06/15/51

607,519‌

475,000

CME

Group,

Inc

3.000

03/15/25

457,589‌

500,000

CME

Group,

Inc

3.750

06/15/28

478,253‌

1,500,000

CME

Group,

Inc

2.650

03/15/32

1,274,093‌

400,000

CME

Group,

Inc

5.300

09/15/43

415,619‌

500,000

CME

Group,

Inc

4.150

06/15/48

451,874‌

2,000,000

Credit

Suisse

AG.

0.495

02/02/24

1,923,939‌

2,900,000

Credit

Suisse

AG.

3.625

09/09/24

2,792,737‌

500,000

Credit

Suisse

AG.

2.950

04/09/25

469,861‌

1,000,000

Credit

Suisse

AG.

1.250

08/07/26

860,879‌

1,350,000

Credit

Suisse

AG.

5.000

07/09/27

1,303,278‌

2,000,000

Credit

Suisse

AG.

7.500

02/15/28

2,124,421‌

525,000

Deutsche

Bank

AG.

3.700

05/30/24

509,711‌

1,000,000

Deutsche

Bank

AG.

2.222

09/18/24

987,339‌

2,000,000

Deutsche

Bank

AG.

1.447

04/01/25

1,900,475‌

1,000,000

Deutsche

Bank

AG.

4.162

05/13/25

963,257‌

1,000,000

Deutsche

Bank

AG.

3.961

11/26/25

953,484‌

1,800,000

Deutsche

Bank

AG.

4.100

01/13/26

1,684,337‌

2,000,000

Deutsche

Bank

AG.

1.686

03/19/26

1,801,159‌

2,000,000

Deutsche

Bank

AG.

6.119

07/14/26

1,977,734‌

2,000,000

Deutsche

Bank

AG.

2.129

11/24/26

1,779,442‌

1,050,000

Deutsche

Bank

AG.

2.311

11/16/27

902,304‌

800,000

Deutsche

Bank

AG.

6.720

01/18/29

801,140‌

825,000

Deutsche

Bank

AG.

3.547

09/18/31

685,171‌

1,000,000

Deutsche

Bank

AG.

3.729

01/14/32

756,196‌

1,000,000

Deutsche

Bank

AG.

3.742

01/07/33

733,370‌

2,500,000

Deutsche

Bank

AG.

7.079

02/10/34

2,312,587‌

100,000

Diageo

Investment

Corp

4.250

05/11/42

90,420‌

700,000

Discover

Financial

Services

3.950

11/06/24

674,555‌

200,000

Discover

Financial

Services

4.500

01/30/26

191,519‌

350,000

Discover

Financial

Services

4.100

02/09/27

324,709‌

500,000

Discover

Financial

Services

6.700

11/29/32

515,116‌

200,000

E*TRADE

Financial

Corp

3.800

08/24/27

189,608‌

300,000

E*TRADE

Financial

Corp

4.500

06/20/28

288,964‌

200,000

Eaton

Vance

Corp

3.500

04/06/27

185,837‌

750,000

Equitable

Holdings,

Inc

5.594

01/11/33

735,347‌

1,000,000

FactSet

Research

Systems,

Inc

2.900

03/01/27

917,399‌

1,500,000

Fidelity

National

Information

Services,

Inc

1.150

03/01/26

1,337,757‌

500,000

Fidelity

National

Information

Services,

Inc

4.700

07/15/27

486,471‌

825,000

Fidelity

National

Information

Services,

Inc

2.250

03/01/31

658,409‌

500,000

e

Fidelity

National

Information

Services,

Inc

5.100

07/15/32

485,133‌

425,000

Fidelity

National

Information

Services,

Inc

3.100

03/01/41

292,470‌

500,000

Fidelity

National

Information

Services,

Inc

5.625

07/15/52

471,305‌

2,000,000

Fiserv,

Inc

2.750

07/01/24

1,940,434‌

1,675,000

Fiserv,

Inc

3.850

06/01/25

1,618,060‌

900,000

Fiserv,

Inc

3.200

07/01/26

844,528‌

1,000,000

Fiserv,

Inc

5.450

03/02/28

1,004,883‌

1,125,000

Fiserv,

Inc

3.500

07/01/29

1,026,828‌

2,175,000

Fiserv,

Inc

2.650

06/01/30

1,853,546‌

2,300,000

Fiserv,

Inc

4.400

07/01/49

1,943,437‌

750,000

e

Ford

Foundation

2.415

06/01/50

497,896‌

525,000

Ford

Foundation

2.815

06/01/70

324,626‌

200,000

Franklin

Resources,

Inc

2.850

03/30/25

190,379‌

1,500,000

Franklin

Resources,

Inc

1.600

10/30/30

1,176,141‌

500,000

Franklin

Resources,

Inc

2.950

08/12/51

316,553‌

750,000

e

FS

KKR

Capital

Corp

4.125

02/01/25

709,316‌

750,000

FS

KKR

Capital

Corp

3.400

01/15/26

682,127‌

1,000,000

FS

KKR

Capital

Corp

2.625

01/15/27

852,436‌

1,500,000

FS

KKR

Capital

Corp

3.125

10/12/28

1,221,106‌

Bond

Index

Fund

June

30,

2023

44

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

GE

Capital

Funding

LLC

3.450

%

05/15/25

$

477,672‌

1,608,000

GE

Capital

Funding

LLC

4.550

05/15/32

1,561,222‌

125,000

General

Motors

Financial

Co,

Inc

4.000

01/15/25

121,142‌

3,175,000

General

Motors

Financial

Co,

Inc

4.350

04/09/25

3,091,957‌

450,000

General

Motors

Financial

Co,

Inc

4.300

07/13/25

436,461‌

500,000

General

Motors

Financial

Co,

Inc

1.250

01/08/26

446,107‌

275,000

General

Motors

Financial

Co,

Inc

5.250

03/01/26

270,833‌

1,000,000

General

Motors

Financial

Co,

Inc

1.500

06/10/26

883,693‌

525,000

General

Motors

Financial

Co,

Inc

4.000

10/06/26

497,864‌

1,400,000

General

Motors

Financial

Co,

Inc

4.350

01/17/27

1,342,153‌

1,000,000

General

Motors

Financial

Co,

Inc

2.350

02/26/27

891,389‌

1,000,000

General

Motors

Financial

Co,

Inc

2.700

08/20/27

885,591‌

1,100,000

General

Motors

Financial

Co,

Inc

3.850

01/05/28

1,014,111‌

2,000,000

General

Motors

Financial

Co,

Inc

2.400

04/10/28

1,724,347‌

1,000,000

General

Motors

Financial

Co,

Inc

5.800

06/23/28

996,185‌

1,850,000

General

Motors

Financial

Co,

Inc

2.400

10/15/28

1,566,388‌

2,400,000

General

Motors

Financial

Co,

Inc

5.650

01/17/29

2,360,463‌

1,000,000

General

Motors

Financial

Co,

Inc

4.300

04/06/29

917,705‌

1,500,000

General

Motors

Financial

Co,

Inc

3.600

06/21/30

1,295,966‌

2,000,000

General

Motors

Financial

Co,

Inc

2.350

01/08/31

1,566,688‌

1,000,000

General

Motors

Financial

Co,

Inc

3.100

01/12/32

808,802‌

2,500,000

e

General

Motors

Financial

Co,

Inc

6.400

01/09/33

2,541,101‌

575,000

Global

Payments,

Inc

2.650

02/15/25

545,346‌

2,500,000

Global

Payments,

Inc

1.200

03/01/26

2,221,688‌

300,000

Global

Payments,

Inc

4.800

04/01/26

292,857‌

1,000,000

Global

Payments,

Inc

2.150

01/15/27

888,852‌

500,000

Global

Payments,

Inc

4.950

08/15/27

487,169‌

500,000

Global

Payments,

Inc

4.450

06/01/28

469,128‌

475,000

Global

Payments,

Inc

3.200

08/15/29

412,863‌

500,000

Global

Payments,

Inc

5.300

08/15/29

487,127‌

325,000

Global

Payments,

Inc

2.900

05/15/30

275,463‌

500,000

Global

Payments,

Inc

5.400

08/15/32

487,218‌

1,250,000

Global

Payments,

Inc

4.150

08/15/49

935,674‌

500,000

Global

Payments,

Inc

5.950

08/15/52

478,424‌

500,000

e

Goldman

Sachs

BDC,

Inc

3.750

02/10/25

477,805‌

500,000

e

Goldman

Sachs

BDC,

Inc

2.875

01/15/26

459,338‌

2,025,000

Goldman

Sachs

Group,

Inc

4.000

03/03/24

1,999,016‌

425,000

Goldman

Sachs

Group,

Inc

3.850

07/08/24

416,770‌

600,000

Goldman

Sachs

Group,

Inc

3.500

01/23/25

578,927‌

250,000

Goldman

Sachs

Group,

Inc

3.500

04/01/25

240,148‌

1,100,000

Goldman

Sachs

Group,

Inc

3.750

05/22/25

1,061,677‌

2,375,000

Goldman

Sachs

Group,

Inc

3.272

09/29/25

2,294,662‌

575,000

Goldman

Sachs

Group,

Inc

4.250

10/21/25

554,110‌

700,000

Goldman

Sachs

Group,

Inc

0.855

02/12/26

645,015‌

1,125,000

Goldman

Sachs

Group,

Inc

3.750

02/25/26

1,079,800‌

425,000

Goldman

Sachs

Group,

Inc

3.500

11/16/26

398,439‌

2,700,000

Goldman

Sachs

Group,

Inc

1.093

12/09/26

2,406,067‌

125,000

Goldman

Sachs

Group,

Inc

5.950

01/15/27

126,724‌

3,950,000

Goldman

Sachs

Group,

Inc

3.850

01/26/27

3,755,386‌

2,600,000

Goldman

Sachs

Group,

Inc

1.431

03/09/27

2,323,114‌

2,000,000

Goldman

Sachs

Group,

Inc

4.387

06/15/27

1,944,930‌

5,000,000

Goldman

Sachs

Group,

Inc

1.542

09/10/27

4,394,516‌

6,500,000

Goldman

Sachs

Group,

Inc

1.948

10/21/27

5,781,932‌

2,000,000

Goldman

Sachs

Group,

Inc

2.640

02/24/28

1,814,689‌

3,000,000

Goldman

Sachs

Group,

Inc

3.615

03/15/28

2,814,816‌

4,475,000

Goldman

Sachs

Group,

Inc

3.691

06/05/28

4,204,455‌

2,000,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

1,933,632‌

8,525,000

Goldman

Sachs

Group,

Inc

3.814

04/23/29

7,913,616‌

2,550,000

Goldman

Sachs

Group,

Inc

4.223

05/01/29

2,408,451‌

2,500,000

Goldman

Sachs

Group,

Inc

2.600

02/07/30

2,129,194‌

2,500,000

Goldman

Sachs

Group,

Inc

3.800

03/15/30

2,311,895‌

45

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

5,000,000

Goldman

Sachs

Group,

Inc

1.992

%

01/27/32

$

3,936,124‌

2,050,000

Goldman

Sachs

Group,

Inc

2.615

04/22/32

1,681,244‌

2,550,000

Goldman

Sachs

Group,

Inc

2.383

07/21/32

2,042,547‌

1,500,000

Goldman

Sachs

Group,

Inc

2.650

10/21/32

1,222,689‌

2,000,000

Goldman

Sachs

Group,

Inc

3.102

02/24/33

1,689,507‌

900,000

Goldman

Sachs

Group,

Inc

6.750

10/01/37

967,989‌

2,425,000

Goldman

Sachs

Group,

Inc

4.017

10/31/38

2,053,625‌

4,525,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

3,948,582‌

2,475,000

Goldman

Sachs

Group,

Inc

6.250

02/01/41

2,660,343‌

1,900,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

1,403,756‌

2,000,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

1,521,328‌

1,225,000

Goldman

Sachs

Group,

Inc

4.800

07/08/44

1,121,567‌

1,650,000

Goldman

Sachs

Group,

Inc

5.150

05/22/45

1,540,532‌

200,000

Goldman

Sachs

Group,

Inc

4.750

10/21/45

181,790‌

1,250,000

Golub

Capital

BDC,

Inc

2.500

08/24/26

1,080,998‌

1,000,000

Golub

Capital

BDC,

Inc

2.050

02/15/27

840,978‌

1,000,000

Hercules

Capital,

Inc

3.375

01/20/27

866,259‌

825,000

Intercontinental

Exchange,

Inc

3.750

12/01/25

800,773‌

1,000,000

Intercontinental

Exchange,

Inc

3.100

09/15/27

934,321‌

500,000

Intercontinental

Exchange,

Inc

4.000

09/15/27

486,823‌

500,000

e

Intercontinental

Exchange,

Inc

3.750

09/21/28

474,797‌

1,500,000

Intercontinental

Exchange,

Inc

4.350

06/15/29

1,467,056‌

1,500,000

Intercontinental

Exchange,

Inc

2.100

06/15/30

1,255,328‌

1,000,000

Intercontinental

Exchange,

Inc

1.850

09/15/32

770,851‌

2,000,000

Intercontinental

Exchange,

Inc

4.600

03/15/33

1,938,420‌

775,000

Intercontinental

Exchange,

Inc

2.650

09/15/40

547,312‌

575,000

Intercontinental

Exchange,

Inc

4.250

09/21/48

497,980‌

1,000,000

Intercontinental

Exchange,

Inc

3.000

06/15/50

692,680‌

1,000,000

Intercontinental

Exchange,

Inc

4.950

06/15/52

948,668‌

1,000,000

Intercontinental

Exchange,

Inc

3.000

09/15/60

652,386‌

2,000,000

Intercontinental

Exchange,

Inc

5.200

06/15/62

1,976,128‌

200,000

Invesco

Finance

plc

4.000

01/30/24

197,402‌

800,000

Invesco

Finance

plc

3.750

01/15/26

770,801‌

200,000

Invesco

Finance

plc

5.375

11/30/43

194,553‌

300,000

Janus

Capital

Group,

Inc

4.875

08/01/25

295,117‌

1,000,000

Jefferies

Group

LLC

4.850

01/15/27

979,577‌

600,000

Jefferies

Group

LLC

6.450

06/08/27

619,441‌

1,000,000

Jefferies

Group

LLC

4.150

01/23/30

899,055‌

1,000,000

Jefferies

Group

LLC

2.625

10/15/31

775,282‌

1,000,000

Jefferies

Group

LLC

2.750

10/15/32

768,009‌

2,000,000

Landwirtschaftliche

Rentenbank

3.875

06/14/28

1,968,786‌

150,000

Lazard

Group

LLC

3.750

02/13/25

144,269‌

200,000

Lazard

Group

LLC

3.625

03/01/27

185,851‌

325,000

Lazard

Group

LLC

4.500

09/19/28

307,706‌

425,000

Lazard

Group

LLC

4.375

03/11/29

394,489‌

400,000

Legg

Mason,

Inc

5.625

01/15/44

393,684‌

1,250,000

Main

Street

Capital

Corp

3.000

07/14/26

1,099,329‌

1,000,000

Mastercard,

Inc

3.375

04/01/24

983,800‌

1,000,000

Mastercard,

Inc

2.000

03/03/25

950,480‌

425,000

Mastercard,

Inc

2.950

11/21/26

401,509‌

750,000

Mastercard,

Inc

3.500

02/26/28

715,728‌

1,000,000

Mastercard,

Inc

4.875

03/09/28

1,011,310‌

1,000,000

Mastercard,

Inc

2.950

06/01/29

909,716‌

625,000

Mastercard,

Inc

1.900

03/15/31

519,469‌

1,500,000

e

Mastercard,

Inc

2.000

11/18/31

1,238,452‌

1,000,000

Mastercard,

Inc

4.850

03/09/33

1,016,764‌

200,000

Mastercard,

Inc

3.800

11/21/46

169,663‌

300,000

Mastercard,

Inc

3.950

02/26/48

265,846‌

1,000,000

Mastercard,

Inc

3.650

06/01/49

832,064‌

1,350,000

Mastercard,

Inc

3.850

03/26/50

1,162,043‌

850,000

Mastercard,

Inc

2.950

03/15/51

620,243‌

Bond

Index

Fund

June

30,

2023

46

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,200,000

Moody's

Corp

3.250

%

01/15/28

$

1,117,448‌

300,000

Moody's

Corp

4.250

02/01/29

288,724‌

500,000

Moody's

Corp

4.250

08/08/32

474,944‌

1,000,000

Moody's

Corp

2

.750

08/19/41

701,744‌

200,000

Moody's

Corp

5.250

07/15/44

196,403‌

300,000

Moody's

Corp

4.875

12/17/48

281,023‌

750,000

Moody's

Corp

3.250

05/20/50

536,987‌

1,000,000

Moody's

Corp

3.750

02/25/52

793,054‌

1,000,000

Moody's

Corp

3.100

11/29/61

655,923‌

4,092,000

Morgan

Stanley

3.700

10/23/24

3,994,552‌

2,000,000

Morgan

Stanley

3.620

04/17/25

1,960,257‌

6,000,000

Morgan

Stanley

0.790

05/30/25

5,699,613‌

1,025,000

Morgan

Stanley

2.720

07/22/25

988,395‌

500,000

Morgan

Stanley

4.000

07/23/25

485,441‌

950,000

Morgan

Stanley

5.000

11/24/25

933,915‌

575,000

Morgan

Stanley

3.875

01/27/26

555,053‌

4,000,000

Morgan

Stanley

2.630

02/18/26

3,792,016‌

2,000,000

Morgan

Stanley

4.679

07/17/26

1,962,576‌

500,000

Morgan

Stanley

3.125

07/27/26

468,222‌

400,000

Morgan

Stanley

4.350

09/08/26

386,297‌

5,000,000

Morgan

Stanley

0.985

12/10/26

4,458,032‌

2,750,000

Morgan

Stanley

3.625

01/20/27

2,611,151‌

2,000,000

Morgan

Stanley

5.050

01/28/27

1,983,336‌

1,975,000

Morgan

Stanley

3.950

04/23/27

1,869,994‌

4,975,000

Morgan

Stanley

1.593

05/04/27

4,453,710‌

3,325,000

Morgan

Stanley

1.512

07/20/27

2,945,843‌

2,000,000

Morgan

Stanley

4.210

04/20/28

1,921,291‌

1,575,000

Morgan

Stanley

3.591

07/22/28

1,453,236‌

1,500,000

Morgan

Stanley

6.296

10/18/28

1,541,325‌

2,850,000

Morgan

Stanley

3.772

01/24/29

2,660,690‌

4,000,000

Morgan

Stanley

5.123

02/01/29

3,944,948‌

2,500,000

Morgan

Stanley

5.164

04/20/29

2,469,464‌

3,475,000

Morgan

Stanley

4.431

01/23/30

3,306,238‌

5,000,000

Morgan

Stanley

2.699

01/22/31

4,252,467‌

1,500,000

Morgan

Stanley

3.622

04/01/31

1,351,636‌

5,000,000

Morgan

Stanley

1.794

02/13/32

3,878,485‌

150,000

Morgan

Stanley

7.250

04/01/32

170,096‌

2,500,000

Morgan

Stanley

1.928

04/28/32

1,951,573‌

4,000,000

Morgan

Stanley

2.239

07/21/32

3,179,146‌

3,500,000

Morgan

Stanley

2.511

10/20/32

2,827,009‌

3,000,000

Morgan

Stanley

2.943

01/21/33

2,493,683‌

2,000,000

Morgan

Stanley

4.889

07/20/33

1,924,898‌

1,500,000

Morgan

Stanley

6.342

10/18/33

1,595,705‌

2,500,000

Morgan

Stanley

5.250

04/21/34

2,468,620‌

1,300,000

Morgan

Stanley

2.484

09/16/36

986,362‌

2,000,000

Morgan

Stanley

5.297

04/20/37

1,892,390‌

950,000

Morgan

Stanley

5.948

01/19/38

937,690‌

1,725,000

Morgan

Stanley

3.971

07/22/38

1,468,497‌

2,675,000

Morgan

Stanley

4.457

04/22/39

2,382,902‌

1,525,000

Morgan

Stanley

3.217

04/22/42

1,156,407‌

275,000

Morgan

Stanley

6.375

07/24/42

306,638‌

1,175,000

Morgan

Stanley

4.300

01/27/45

1,027,891‌

2,200,000

Morgan

Stanley

4.375

01/22/47

1,955,937‌

900,000

Morgan

Stanley

5.597

03/24/51

939,524‌

1,425,000

Morgan

Stanley

2.802

01/25/52

935,026‌

400,000

NASDAQ,

Inc

3.850

06/30/26

384,339‌

1,500,000

NASDAQ,

Inc

5

.350

06/28/28

1,502,164‌

500,000

e

NASDAQ,

Inc

1.650

01/15/31

388,072‌

1,500,000

NASDAQ,

Inc

5.550

02/15/34

1,505,899‌

500,000

NASDAQ,

Inc

2.500

12/21/40

335,357‌

500,000

NASDAQ,

Inc

3.250

04/28/50

338,028‌

47

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

500,000

NASDAQ,

Inc

3.950

%

03/07/52

$

384,113‌

900,000

NASDAQ,

Inc

5.950

08/15/53

921,501‌

400,000

NASDAQ,

Inc

6.100

06/28/63

409,021‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.400

11/15/23

198,251‌

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

2.850

01/27/25

384,641‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.450

06/15/25

961,980‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.250

11/01/25

190,214‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.000

06/15/26

885,515‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.800

03/15/28

1,482,927‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.050

09/15/28

996,601‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.900

11/01/28

188,503‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.700

03/15/29

276,931‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

2.400

03/15/30

844,058‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.350

03/15/31

763,122‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.650

06/15/31

776,548‌

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150

12/15/32

370,752‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.800

01/15/33

1,568,414‌

375,000

i

National

Rural

Utilities

Cooperative

Finance

Corp

LIBOR

3

M

+

2.910%

8.209

04/30/43

363,600‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.250

04/20/46

187,000‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.400

11/01/48

170,724‌

550,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.300

03/15/49

464,501‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

7.125

09/15/53

500,933‌

1,000,000

Nomura

Holdings,

Inc

1.851

07/16/25

914,600‌

1,000,000

Nomura

Holdings,

Inc

1.653

07/14/26

879,696‌

1,000,000

Nomura

Holdings,

Inc

2.329

01/22/27

883,982‌

500,000

Nomura

Holdings,

Inc

5.386

07/06/27

490,378‌

1,000,000

Nomura

Holdings,

Inc

5.842

01/18/28

1,001,903‌

1,000,000

Nomura

Holdings,

Inc

2.172

07/14/28

843,626‌

1,000,000

Nomura

Holdings,

Inc

2.710

01/22/29

842,842‌

500,000

Nomura

Holdings,

Inc

5.605

07/06/29

493,151‌

1,500,000

Nomura

Holdings,

Inc

3.103

01/16/30

1,278,397‌

500,000

Nomura

Holdings,

Inc

2.679

07/16/30

409,102‌

1,500,000

Nomura

Holdings,

Inc

2.608

07/14/31

1,190,153‌

1,000,000

Nomura

Holdings,

Inc

2.999

01/22/32

810,263‌

1,000,000

e

Nomura

Holdings,

Inc

6.181

01/18/33

1,031,792‌

625,000

Northern

Trust

Corp

3.950

10/30/25

602,226‌

725,000

Northern

Trust

Corp

4.000

05/10/27

698,446‌

500,000

Northern

Trust

Corp

3.650

08/03/28

473,944‌

500,000

Northern

Trust

Corp

3.150

05/03/29

453,206‌

700,000

Northern

Trust

Corp

1.950

05/01/30

575,490‌

100,000

Northern

Trust

Corp

3.375

05/08/32

88,699‌

500,000

Northern

Trust

Corp

6.125

11/02/32

518,372‌

1,500,000

Oaktree

Specialty

Lending

Corp

2.700

01/15/27

1,294,093‌

1,250,000

Oesterreichische

Kontrollbank

AG.

0.500

09/16/24

1,178,696‌

1,500,000

Oesterreichische

Kontrollbank

AG.

1.500

02/12/25

1,414,119‌

2,000,000

Oesterreichische

Kontrollbank

AG.

0.375

09/17/25

1,814,780‌

600,000

Oesterreichische

Kontrollbank

AG.

4.125

01/20/26

590,660‌

2,500,000

Oesterreichische

Kontrollbank

AG.

0.500

02/02/26

2,243,828‌

2,000,000

Oesterreichische

Kontrollbank

AG.

4.250

03/01/28

1,993,481‌

500,000

ORIX

Corp

3

.250

12/04/24

479,915‌

200,000

ORIX

Corp

3.700

07/18/27

188,171‌

500,000

ORIX

Corp

5.000

09/13/27

496,167‌

1,000,000

e

ORIX

Corp

2.250

03/09/31

820,450‌

1,000,000

ORIX

Corp

4.000

04/13/32

923,633‌

500,000

e

ORIX

Corp

5.200

09/13/32

505,980‌

500,000

Owl

Rock

Capital

Corp

4.000

03/30/25

468,762‌

500,000

Owl

Rock

Capital

Corp

3.750

07/22/25

463,319‌

1,000,000

Owl

Rock

Capital

Corp

4.250

01/15/26

925,105‌

750,000

Owl

Rock

Capital

Corp

3.400

07/15/26

664,325‌

1,000,000

Owl

Rock

Capital

Corp

2.875

06/11/28

814,812‌

1,000,000

OWL

Rock

Core

Income

Corp

5.500

03/21/25

962,278‌

Bond

Index

Fund

June

30,

2023

48

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,000,000

OWL

Rock

Core

Income

Corp

4.700

%

02/08/27

$

907,422‌

750,000

g

OWL

Rock

Core

Income

Corp

7.750

09/16/27

746,204‌

500,000

g

OWL

Rock

Core

Income

Corp

7.950

06/13/28

500,981‌

1,000,000

PayPal

Holdings,

Inc

2.400

10/01/24

960,943‌

1,000,000

PayPal

Holdings,

Inc

1.650

06/01/25

935,802‌

1,000,000

PayPal

Holdings,

Inc

2.650

10/01/26

929,150‌

1,000,000

PayPal

Holdings,

Inc

3.900

06/01/27

966,971‌

1,000,000

PayPal

Holdings,

Inc

2.850

10/01/29

886,748‌

500,000

e

PayPal

Holdings,

Inc

2.300

06/01/30

423,879‌

1,000,000

PayPal

Holdings,

Inc

3.250

06/01/50

725,022‌

750,000

e

PayPal

Holdings,

Inc

5.050

06/01/52

734,333‌

750,000

PayPal

Holdings,

Inc

5.250

06/01/62

728,821‌

3,000,000

Private

Export

Funding

Corp

(PEFCO)

1.400

07/15/28

2,586,330‌

1,000,000

Prospect

Capital

Corp

3.364

11/15/26

834,954‌

1,000,000

Prospect

Capital

Corp

3.437

10/15/28

759,992‌

425,000

Raymond

James

Financial,

Inc

4.950

07/15/46

383,290‌

1,000,000

Raymond

James

Financial,

Inc

3.750

04/01/51

757,744‌

625,000

S&P

Global,

Inc

2.450

03/01/27

576,471‌

1,000,000

S&P

Global,

Inc

2.700

03/01/29

900,036‌

500,000

S&P

Global,

Inc

2.500

12/01/29

435,735‌

500,000

S&P

Global,

Inc

1.250

08/15/30

393,754‌

1,000,000

S&P

Global,

Inc

2.900

03/01/32

866,750‌

500,000

S&P

Global,

Inc

3.250

12/01/49

375,861‌

1,000,000

S&P

Global,

Inc

3.700

03/01/52

815,309‌

500,000

S&P

Global,

Inc

2.300

08/15/60

289,582‌

1,000,000

S&P

Global,

Inc

3.900

03/01/62

826,293‌

1,400,000

Shire

Acquisitions

Investments

Ireland

DAC

3.200

09/23/26

1,314,534‌

1,500,000

Sixth

Street

Specialty

Lending,

Inc

2.500

08/01/26

1,313,374‌

750,000

State

Street

Corp

3.300

12/16/24

723,783‌

375,000

State

Street

Corp

3.550

08/18/25

361,294‌

1,000,000

State

Street

Corp

2.354

11/01/25

954,434‌

500,000

State

Street

Corp

2.901

03/30/26

476,820‌

650,000

State

Street

Corp

2.650

05/19/26

609,120‌

1,000,000

State

Street

Corp

1.684

11/18/27

891,689‌

1,000,000

State

Street

Corp

2

.203

02/07/28

901,990‌

525,000

State

Street

Corp

5.820

11/04/28

537,737‌

300,000

State

Street

Corp

4.141

12/03/29

284,971‌

750,000

State

Street

Corp

2.400

01/24/30

647,075‌

1,375,000

State

Street

Corp

2.200

03/03/31

1,117,164‌

1,000,000

State

Street

Corp

2.623

02/07/33

829,630‌

200,000

State

Street

Corp

4.421

05/13/33

189,779‌

750,000

State

Street

Corp

4.164

08/04/33

694,360‌

1,000,000

State

Street

Corp

4.821

01/26/34

970,969‌

1,000,000

State

Street

Corp

5.159

05/18/34

994,016‌

500,000

State

Street

Corp

3.031

11/01/34

426,103‌

100,000

Stifel

Financial

Corp

4.250

07/18/24

97,889‌

500,000

Synchrony

Financial

4.375

03/19/24

490,231‌

250,000

Synchrony

Financial

4.250

08/15/24

241,033‌

600,000

Synchrony

Financial

4.500

07/23/25

565,637‌

300,000

Synchrony

Financial

3.700

08/04/26

269,181‌

900,000

Synchrony

Financial

3.950

12/01/27

784,079‌

500,000

Synchrony

Financial

5.150

03/19/29

453,642‌

2,000,000

Synchrony

Financial

2.875

10/28/31

1,454,298‌

1,000,000

Toyota

Motor

Credit

Corp

2.000

10/07/24

959,128‌

3,000,000

Toyota

Motor

Credit

Corp

1.800

02/13/25

2,838,633‌

1,500,000

Toyota

Motor

Credit

Corp

3.400

04/14/25

1,451,918‌

1,000,000

Toyota

Motor

Credit

Corp

0.800

10/16/25

905,809‌

1,000,000

Toyota

Motor

Credit

Corp

0.800

01/09/26

899,070‌

4,000,000

Toyota

Motor

Credit

Corp

1.125

06/18/26

3,576,485‌

1,000,000

Toyota

Motor

Credit

Corp

1.900

01/13/27

902,946‌

1,000,000

Toyota

Motor

Credit

Corp

3.050

03/22/27

936,525‌

49

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,000,000

Toyota

Motor

Credit

Corp

5.450

%

11/10/27

$

1,019,967‌

300,000

Toyota

Motor

Credit

Corp

3.050

01/11/28

277,920‌

1,000,000

e

Toyota

Motor

Credit

Corp

4.625

01/12/28

991,224‌

400,000

Toyota

Motor

Credit

Corp

3.650

01/08/29

375,839‌

2,000,000

Toyota

Motor

Credit

Corp

4.450

06/29/29

1,961,181‌

650,000

Toyota

Motor

Credit

Corp

2.150

02/13/30

556,070‌

225,000

Toyota

Motor

Credit

Corp

3.375

04/01/30

206,943‌

1,000,000

Toyota

Motor

Credit

Corp

4.550

05/17/30

975,532‌

1,000,000

Toyota

Motor

Credit

Corp

1.650

01/10/31

802,296‌

1,000,000

Toyota

Motor

Credit

Corp

1.900

09/12/31

804,418‌

1,000,000

Toyota

Motor

Credit

Corp

2.400

01/13/32

837,271‌

1,000,000

Toyota

Motor

Credit

Corp

4.700

01/12/33

989,993‌

1,300,000

UBS

Group

AG.

3.750

03/26/25

1,243,969‌

2,750,000

UBS

Group

AG.

4.550

04/17/26

2,643,206‌

1,750,000

UBS

Group

AG.

4.875

05/15/45

1,515,138‌

3,725,000

Visa,

Inc

3.150

12/14/25

3,570,525‌

2,000,000

Visa,

Inc

1.900

04/15/27

1,823,368‌

1,175,000

Visa,

Inc

0.750

08/15/27

1,017,919‌

700,000

Visa,

Inc

2.750

09/15/27

649,334‌

475,000

Visa,

Inc

2.050

04/15/30

406,808‌

250,000

Visa,

Inc

4.150

12/14/35

238,002‌

1,500,000

Visa,

Inc

2.700

04/15/40

1,152,278‌

2,325,000

Visa,

Inc

4.300

12/14/45

2,157,078‌

1,125,000

Visa,

Inc

3.650

09/15/47

952,030‌

750,000

Visa,

Inc

2.000

08/15/50

460,251‌

550,000

Voya

Financial,

Inc

3.650

06/15/26

518,761‌

200,000

Voya

Financial,

Inc

5.700

07/15/43

191,795‌

TOTAL

FINANCIAL

SERVICES

586,830,849‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.1%

1,300,000

Altria

Group,

Inc

2.350

05/06/25

1,223,373‌

727,000

Altria

Group,

Inc

4.400

02/14/26

711,364‌

700,000

e

Altria

Group,

Inc

2.625

09/16/26

647,963‌

800,000

Altria

Group,

Inc

3.400

05/06/30

705,942‌

2,175,000

Altria

Group,

Inc

2.450

02/04/32

1,696,182‌

800,000

Altria

Group,

Inc

5.800

02/14/39

783,060‌

1,500,000

Altria

Group,

Inc

3.400

02/04/41

1,046,948‌

925,000

Altria

Group,

Inc

4.250

08/09/42

721,517‌

300,000

Altria

Group,

Inc

4.500

05/02/43

238,575‌

775,000

Altria

Group,

Inc

5.375

01/31/44

728,673‌

900,000

Altria

Group,

Inc

3.875

09/16/46

630,796‌

3,375,000

Altria

Group,

Inc

5.950

02/14/49

3,204,054‌

1,000,000

Altria

Group,

Inc

4.450

05/06/50

735,249‌

1,000,000

Altria

Group,

Inc

3.700

02/04/51

669,646‌

1,000,000

Altria

Group,

Inc

4.000

02/04/61

689,317‌

14,500,000

Anheuser-Busch

Cos

LLC

3.650

02/01/26

14,044,219‌

3,150,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

3,063,736‌

7,375,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

7,048,957‌

1,125,000

Anheuser-Busch

InBev

Finance,

Inc

4.625

02/01/44

1,032,108‌

625,000

e

Anheuser-Busch

InBev

Worldwide,

Inc

4.900

01/23/31

635,489‌

1,700,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.375

04/15/38

1,573,990‌

100,000

Anheuser-Busch

InBev

Worldwide,

Inc

8.200

01/15/39

130,696‌

2,675,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.450

01/23/39

2,767,953‌

500,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.350

06/01/40

459,770‌

150,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.950

01/15/42

146,394‌

309,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.600

04/15/48

286,829‌

1,764,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.439

10/06/48

1,587,367‌

2,025,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.550

01/23/49

2,134,337‌

3,441,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.500

06/01/50

3,173,102‌

1,725,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

04/15/58

1,599,201‌

2,150,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.800

01/23/59

2,342,828‌

Bond

Index

Fund

June

30,

2023

50

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

1,075,000

Archer-Daniels-Midland

Co

2.500

%

08/11/26

$

1,007,008‌

1,500,000

Archer-Daniels-Midland

Co

3.250

03/27/30

1,374,251‌

500,000

Archer-Daniels-Midland

Co

2.900

03/01/32

434,824‌

325,000

Archer-Daniels-Midland

Co

4.500

08/15/33

317,080‌

800,000

Archer-Daniels-Midland

Co

4.500

03/15/49

742,134‌

1,000,000

Archer-Daniels-Midland

Co

2.700

09/15/51

674,302‌

3,950,000

BAT

Capital

Corp

3.222

08/15/24

3,833,320‌

500,000

BAT

Capital

Corp

2.789

09/06/24

480,964‌

3,525,000

BAT

Capital

Corp

3.557

08/15/27

3,241,453‌

400,000

BAT

Capital

Corp

2.259

03/25/28

342,806‌

275,000

BAT

Capital

Corp

4.906

04/02/30

259,950‌

650,000

BAT

Capital

Corp

2.726

03/25/31

517,713‌

500,000

BAT

Capital

Corp

4.742

03/16/32

455,875‌

1,000,000

BAT

Capital

Corp

7.750

10/19/32

1,100,515‌

1,400,000

BAT

Capital

Corp

4.390

08/15/37

1,119,870‌

475,000

BAT

Capital

Corp

3.734

09/25/40

337,953‌

1,625,000

BAT

Capital

Corp

4.540

08/15/47

1,195,787‌

900,000

BAT

Capital

Corp

4.758

09/06/49

679,419‌

500,000

BAT

Capital

Corp

5.282

04/02/50

414,082‌

1,000,000

BAT

Capital

Corp

3.984

09/25/50

673,854‌

1,000,000

BAT

Capital

Corp

5.650

03/16/52

868,740‌

5,000,000

BAT

International

Finance

plc

1.668

03/25/26

4,495,346‌

500,000

BAT

International

Finance

plc

4.448

03/16/28

471,955‌

200,000

Brown-Forman

Corp

3.500

04/15/25

193,800‌

225,000

Brown-Forman

Corp

4.750

04/15/33

225,843‌

200,000

Brown-Forman

Corp

4.000

04/15/38

176,403‌

200,000

Brown-Forman

Corp

4.500

07/15/45

185,702‌

500,000

Bunge

Ltd

1.630

08/17/25

460,028‌

125,000

Bunge

Ltd

3.250

08/15/26

117,586‌

500,000

Bunge

Ltd

3.750

09/25/27

472,004‌

1,500,000

Bunge

Ltd

2.750

05/14/31

1,259,148‌

500,000

Campbell

Soup

Co

3.950

03/15/25

485,887‌

725,000

Campbell

Soup

Co

4.150

03/15/28

694,006‌

500,000

Campbell

Soup

Co

2.375

04/24/30

421,431‌

800,000

Campbell

Soup

Co

4.800

03/15/48

722,225‌

500,000

Campbell

Soup

Co

3.125

04/24/50

343,499‌

300,000

Coca-Cola

Bottling

Co

Consolidated

3.800

11/25/25

291,139‌

1,000,000

Coca-Cola

Co

3.375

03/25/27

964,063‌

1,000,000

Coca-Cola

Co

1.450

06/01/27

893,672‌

1,000,000

Coca-Cola

Co

1.500

03/05/28

878,190‌

2,000,000

Coca-Cola

Co

1.000

03/15/28

1,718,381‌

600,000

Coca-Cola

Co

2.125

09/06/29

526,031‌

300,000

Coca-Cola

Co

3.450

03/25/30

283,051‌

800,000

Coca-Cola

Co

1.650

06/01/30

666,473‌

1,500,000

Coca-Cola

Co

2.000

03/05/31

1,260,285‌

2,000,000

Coca-Cola

Co

1.375

03/15/31

1,602,039‌

2,000,000

e

Coca-Cola

Co

2.250

01/05/32

1,701,760‌

725,000

Coca-Cola

Co

2.500

06/01/40

546,037‌

1,000,000

Coca-Cola

Co

2.875

05/05/41

790,157‌

1,500,000

Coca-Cola

Co

2.600

06/01/50

1,047,573‌

1,500,000

Coca-Cola

Co

3.000

03/05/51

1,142,815‌

1,000,000

e

Coca-Cola

Co

2.750

06/01/60

688,484‌

678,000

Coca-Cola

Femsa

SAB

de

C.V.

2.750

01/22/30

596,025‌

1,000,000

ConAgra

Brands,

Inc

4.300

05/01/24

986,486‌

450,000

ConAgra

Brands,

Inc

4.600

11/01/25

439,860‌

500,000

ConAgra

Brands,

Inc

1.375

11/01/27

423,414‌

100,000

ConAgra

Brands,

Inc

7.000

10/01/28

106,685‌

1,575,000

ConAgra

Brands,

Inc

4.850

11/01/28

1,535,889‌

750,000

ConAgra

Brands,

Inc

5.300

11/01/38

720,650‌

750,000

ConAgra

Brands,

Inc

5.400

11/01/48

714,600‌

100,000

Constellation

Brands,

Inc

4.400

11/15/25

97,928‌

51

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

750,000

Constellation

Brands,

Inc

3.700

%

12/06/26

$

713,455‌

300,000

Constellation

Brands,

Inc

3.500

05/09/27

283,853‌

1,000,000

Constellation

Brands,

Inc

4.350

05/09/27

975,115‌

700,000

Constellation

Brands,

Inc

3.600

02/15/28

655,601‌

300,000

Constellation

Brands,

Inc

4.650

11/15/28

294,186‌

1,000,000

Constellation

Brands,

Inc

3.150

08/01/29

901,365‌

100,000

Constellation

Brands,

Inc

2.875

05/01/30

86,747‌

425,000

Constellation

Brands,

Inc

2.250

08/01/31

347,301‌

1,000,000

Constellation

Brands,

Inc

4.750

05/09/32

970,594‌

400,000

Constellation

Brands,

Inc

4.900

05/01/33

393,015‌

300,000

Constellation

Brands,

Inc

4.100

02/15/48

244,168‌

300,000

Constellation

Brands,

Inc

5.250

11/15/48

287,239‌

1,250,000

Constellation

Brands,

Inc

3.750

05/01/50

983,148‌

750,000

Diageo

Capital

plc

2.125

10/24/24

717,316‌

500,000

Diageo

Capital

plc

1.375

09/29/25

459,913‌

750,000

Diageo

Capital

plc

5.300

10/24/27

761,980‌

425,000

Diageo

Capital

plc

3.875

05/18/28

406,257‌

1,033,000

Diageo

Capital

plc

2.000

04/29/30

870,520‌

1,900,000

Diageo

Capital

plc

2.125

04/29/32

1,543,710‌

425,000

Diageo

Capital

plc

5.500

01/24/33

449,357‌

200,000

Diageo

Capital

plc

5.875

09/30/36

214,650‌

400,000

Diageo

Capital

plc

3.875

04/29/43

338,054‌

100,000

Flowers

Foods,

Inc

3.500

10/01/26

93,819‌

400,000

Flowers

Foods,

Inc

2.400

03/15/31

326,343‌

150,000

General

Mills,

Inc

4.000

04/17/25

146,179‌

800,000

General

Mills,

Inc

3.200

02/10/27

755,146‌

2,300,000

General

Mills,

Inc

4.200

04/17/28

2,232,225‌

100,000

General

Mills,

Inc

2.875

04/15/30

88,805‌

1,000,000

General

Mills,

Inc

2.250

10/14/31

820,173‌

175,000

General

Mills,

Inc

4.950

03/29/33

173,437‌

951,000

General

Mills,

Inc

3.000

02/01/51

671,588‌

300,000

Hershey

Co

2.050

11/15/24

287,880‌

500,000

Hershey

Co

0.900

06/01/25

460,393‌

750,000

Hershey

Co

4.250

05/04/28

742,061‌

300,000

Hershey

Co

2.450

11/15/29

263,162‌

500,000

Hershey

Co

1.700

06/01/30

414,782‌

150,000

Hershey

Co

4.500

05/04/33

148,959‌

300,000

Hershey

Co

3.375

08/15/46

228,939‌

300,000

Hershey

Co

3.125

11/15/49

220,895‌

100,000

Hershey

Co

2.650

06/01/50

67,347‌

1,500,000

Hormel

Foods

Corp

1.700

06/03/28

1,302,183‌

1,500,000

Hormel

Foods

Corp

1.800

06/11/30

1,251,935‌

300,000

Ingredion,

Inc

3.200

10/01/26

280,091‌

750,000

Ingredion,

Inc

3.900

06/01/50

555,493‌

425,000

J

M

Smucker

Co

2.125

03/15/32

340,741‌

550,000

J

M

Smucker

Co

2.750

09/15/41

384,493‌

3,000,000

g

JBS

USA

LUX

S.A.

5.125

02/01/28

2,880,804‌

3,000,000

g

JBS

USA

LUX

S.A.

5.750

04/01/33

2,819,859‌

2,000,000

g

JBS

USA

LUX

S.A.

6.500

12/01/52

1,895,402‌

1,475,000

JM

Smucker

Co

3.500

03/15/25

1,425,184‌

200,000

JM

Smucker

Co

3.375

12/15/27

187,061‌

150,000

JM

Smucker

Co

2.375

03/15/30

127,623‌

300,000

JM

Smucker

Co

4.250

03/15/35

272,296‌

300,000

JM

Smucker

Co

4.375

03/15/45

259,825‌

400,000

JM

Smucker

Co

3.550

03/15/50

292,872‌

1,800,000

Kellogg

Co

3.250

04/01/26

1,712,775‌

200,000

Kellogg

Co

3.400

11/15/27

187,273‌

800,000

Kellogg

Co

4.300

05/15/28

772,165‌

275,000

Kellogg

Co

2.100

06/01/30

227,869‌

1,000,000

Kellogg

Co

5.250

03/01/33

1,004,398‌

150,000

Kellogg

Co

4.500

04/01/46

133,175‌

Bond

Index

Fund

June

30,

2023

52

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

66,000

Keurig

Dr

Pepper,

Inc

4.417

%

05/25/25

$

64,695‌

200,000

Keurig

Dr

Pepper,

Inc

3.400

11/15/25

191,275‌

200,000

Keurig

Dr

Pepper,

Inc

2.550

09/15/26

183,722‌

2,000,000

Keurig

Dr

Pepper,

Inc

3.950

04/15/29

1,883,613‌

750,000

Keurig

Dr

Pepper,

Inc

3.200

05/01/30

672,504‌

1,500,000

Keurig

Dr

Pepper,

Inc

2.250

03/15/31

1,233,831‌

2,000,000

Keurig

Dr

Pepper,

Inc

4.050

04/15/32

1,858,453‌

500,000

Keurig

Dr

Pepper,

Inc

4.420

12/15/46

429,287‌

1,500,000

Keurig

Dr

Pepper,

Inc

3.350

03/15/51

1,070,620‌

500,000

Keurig

Dr

Pepper,

Inc

4.500

04/15/52

440,587‌

1,500,000

Kraft

Heinz

Foods

Co

3.000

06/01/26

1,415,373‌

6,000,000

Kraft

Heinz

Foods

Co

3.875

05/15/27

5,760,696‌

1,000,000

Kraft

Heinz

Foods

Co

5.200

07/15/45

951,831‌

4,000,000

Kraft

Heinz

Foods

Co

4.875

10/01/49

3,649,864‌

250,000

McCormick

&

Co,

Inc

3.150

08/15/24

242,750‌

625,000

McCormick

&

Co,

Inc

0.900

02/15/26

557,163‌

250,000

McCormick

&

Co,

Inc

3.400

08/15/27

234,079‌

500,000

McCormick

&

Co,

Inc

2.500

04/15/30

422,951‌

325,000

McCormick

&

Co,

Inc

1.850

02/15/31

257,125‌

1,000,000

McCormick

&

Co,

Inc

4.950

04/15/33

981,577‌

400,000

McCormick

&

Co,

Inc

4.200

08/15/47

330,166‌

925,000

Mead

Johnson

Nutrition

Co

4.125

11/15/25

902,223‌

350,000

Mead

Johnson

Nutrition

Co

4.600

06/01/44

316,144‌

1,025,000

Molson

Coors

Brewing

Co

3.000

07/15/26

957,449‌

525,000

Molson

Coors

Brewing

Co

5.000

05/01/42

486,161‌

1,550,000

Molson

Coors

Brewing

Co

4.200

07/15/46

1,283,476‌

1,000,000

Mondelez

International,

Inc

1.500

05/04/25

932,002‌

1,500,000

Mondelez

International,

Inc

2.625

03/17/27

1,384,711‌

356,000

Mondelez

International,

Inc

2.750

04/13/30

312,513‌

400,000

Mondelez

International,

Inc

1.500

02/04/31

314,161‌

725,000

e

Mondelez

International,

Inc

1.875

10/15/32

566,235‌

1,200,000

Mondelez

International,

Inc

2.625

09/04/50

778,361‌

525,000

PepsiCo,

Inc

2.750

04/30/25

502,874‌

425,000

PepsiCo,

Inc

3.500

07/17/25

413,277‌

275,000

PepsiCo,

Inc

2.850

02/24/26

261,977‌

1,300,000

PepsiCo,

Inc

2.375

10/06/26

1,219,290‌

150,000

PepsiCo,

Inc

2.625

03/19/27

139,751‌

2,000,000

PepsiCo,

Inc

3.600

02/18/28

1,924,565‌

2,500,000

e

PepsiCo,

Inc

4.450

05/15/28

2,498,414‌

500,000

PepsiCo,

Inc

2.750

03/19/30

449,687‌

2,275,000

PepsiCo,

Inc

1.625

05/01/30

1,890,495‌

2,000,000

PepsiCo,

Inc

1.400

02/25/31

1,609,488‌

2,000,000

PepsiCo,

Inc

1.950

10/21/31

1,654,734‌

1,100,000

PepsiCo,

Inc

3.900

07/18/32

1,057,535‌

3,000,000

e

PepsiCo,

Inc

4.450

02/15/33

3,024,114‌

575,000

PepsiCo,

Inc

2.625

10/21/41

433,363‌

750,000

PepsiCo,

Inc

2.875

10/15/49

563,248‌

1,000,000

PepsiCo,

Inc

2

.750

10/21/51

717,425‌

1,000,000

PepsiCo,

Inc

4.200

07/18/52

931,266‌

2,500,000

PepsiCo,

Inc

4.650

02/15/53

2,518,046‌

600,000

Philip

Morris

International,

Inc

3.250

11/10/24

582,719‌

500,000

Philip

Morris

International,

Inc

1.500

05/01/25

467,624‌

500,000

Philip

Morris

International,

Inc

3.375

08/11/25

481,619‌

700,000

Philip

Morris

International,

Inc

2.750

02/25/26

657,978‌

1,000,000

Philip

Morris

International,

Inc

0.875

05/01/26

891,943‌

1,500,000

Philip

Morris

International,

Inc

5.125

11/17/27

1,504,590‌

2,500,000

Philip

Morris

International,

Inc

4.875

02/15/28

2,461,802‌

1,500,000

Philip

Morris

International,

Inc

3.125

03/02/28

1,379,684‌

1,450,000

Philip

Morris

International,

Inc

3.375

08/15/29

1,310,177‌

1,500,000

Philip

Morris

International,

Inc

5.625

11/17/29

1,528,400‌

2,000,000

Philip

Morris

International,

Inc

5.125

02/15/30

1,977,486‌

53

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

450,000

Philip

Morris

International,

Inc

2.100

%

05/01/30

$

372,348‌

1,000,000

Philip

Morris

International,

Inc

1.750

11/01/30

790,009‌

1,500,000

Philip

Morris

International,

Inc

5.750

11/17/32

1,536,113‌

2,500,000

Philip

Morris

International,

Inc

5.375

02/15/33

2,494,492‌

400,000

Philip

Morris

International,

Inc

6.375

05/16/38

436,778‌

225,000

Philip

Morris

International,

Inc

4.375

11/15/41

192,274‌

200,000

Philip

Morris

International,

Inc

4.500

03/20/42

172,391‌

275,000

Philip

Morris

International,

Inc

3.875

08/21/42

217,442‌

300,000

Philip

Morris

International,

Inc

4.125

03/04/43

244,914‌

200,000

Philip

Morris

International,

Inc

4.875

11/15/43

178,782‌

2,000,000

Philip

Morris

International,

Inc

4.250

11/10/44

1,663,860‌

2,000,000

Pilgrim's

Pride

Corp

6.250

07/01/33

1,937,184‌

550,000

Reynolds

American,

Inc

4.450

06/12/25

534,457‌

750,000

Reynolds

American,

Inc

5.700

08/15/35

704,877‌

65,000

Reynolds

American,

Inc

7.250

06/15/37

68,027‌

200,000

Reynolds

American,

Inc

6.150

09/15/43

192,397‌

1,775,000

Reynolds

American,

Inc

5.850

08/15/45

1,578,516‌

750,000

Tyson

Foods,

Inc

3.950

08/15/24

736,121‌

500,000

Tyson

Foods,

Inc

4.000

03/01/26

483,153‌

1,150,000

Tyson

Foods,

Inc

3.550

06/02/27

1,080,145‌

500,000

Tyson

Foods,

Inc

4.350

03/01/29

475,706‌

500,000

Tyson

Foods,

Inc

5.150

08/15/44

452,382‌

300,000

Tyson

Foods,

Inc

4.550

06/02/47

249,885‌

1,700,000

Tyson

Foods,

Inc

5.100

09/28/48

1,543,930‌

1,100,000

Unilever

Capital

Corp

2.600

05/05/24

1,073,826‌

500,000

Unilever

Capital

Corp

3.375

03/22/25

483,243‌

225,000

Unilever

Capital

Corp

2.000

07/28/26

207,629‌

800,000

Unilever

Capital

Corp

2.900

05/05/27

747,355‌

1,150,000

Unilever

Capital

Corp

3.500

03/22/28

1,098,951‌

430,000

Unilever

Capital

Corp

5.900

11/15/32

469,558‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

235,767,193‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

275,000

Abbott

Laboratories

2.950

03/15/25

266,108‌

1,708,000

Abbott

Laboratories

3.750

11/30/26

1,665,214‌

625,000

Abbott

Laboratories

1.150

01/30/28

540,892‌

200,000

Abbott

Laboratories

1.400

06/30/30

164,517‌

2,750,000

Abbott

Laboratories

4.750

11/30/36

2,760,851‌

3,450,000

Abbott

Laboratories

4.900

11/30/46

3,483,220‌

500,000

Adventist

Health

System

2.952

03/01/29

437,599‌

1,000,000

Adventist

Health

System

5.430

03/01/32

991,349‌

500,000

Adventist

Health

System

3.630

03/01/49

372,053‌

200,000

Advocate

Health

&

Hospitals

Corp

3.829

08/15/28

191,121‌

750,000

Advocate

Health

&

Hospitals

Corp

2.211

06/15/30

628,612‌

100,000

Advocate

Health

&

Hospitals

Corp

4.272

08/15/48

88,109‌

600,000

Advocate

Health

&

Hospitals

Corp

3.387

10/15/49

448,049‌

500,000

Advocate

Health

&

Hospitals

Corp

3.008

06/15/50

342,146‌

1,500,000

AHS

Hospital

Corp

2.780

07/01/51

985,399‌

200,000

Allina

Health

System

3.887

04/15/49

161,566‌

520,000

Allina

Health

System

2.902

11/15/51

338,671‌

400,000

AmerisourceBergen

Corp

3.400

05/15/24

389,624‌

700,000

AmerisourceBergen

Corp

3.250

03/01/25

671,666‌

200,000

AmerisourceBergen

Corp

3.450

12/15/27

187,246‌

1,000,000

AmerisourceBergen

Corp

2.800

05/15/30

867,819‌

1,000,000

AmerisourceBergen

Corp

2.700

03/15/31

850,329‌

700,000

AmerisourceBergen

Corp

4.300

12/15/47

597,422‌

1,625,000

Anthem,

Inc

3.350

12/01/24

1,571,176‌

1,500,000

Anthem,

Inc

2.375

01/15/25

1,425,856‌

1,000,000

Anthem,

Inc

1.500

03/15/26

904,226‌

850,000

Anthem,

Inc

3.650

12/01/27

802,498‌

1,225,000

Anthem,

Inc

4.101

03/01/28

1,175,829‌

Bond

Index

Fund

June

30,

2023

54

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

500,000

Anthem,

Inc

2.875

%

09/15/29

$

440,603‌

1,500,000

Anthem,

Inc

2.250

05/15/30

1,256,504‌

1,000,000

Anthem,

Inc

2.550

03/15/31

840,217‌

1,150,000

Anthem,

Inc

4.625

05/15/42

1,033,517‌

125,000

Anthem,

Inc

4.650

01/15/43

114,199‌

500,000

Anthem,

Inc

5.100

01/15/44

474,008‌

425,000

Anthem,

Inc

4.650

08/15/44

381,620‌

625,000

Anthem,

Inc

4.375

12/01/47

544,750‌

1,800,000

Anthem,

Inc

4.550

03/01/48

1,579,790‌

500,000

Anthem,

Inc

3.700

09/15/49

387,541‌

650,000

Anthem,

Inc

3.125

05/15/50

453,213‌

425,000

Anthem,

Inc

3.600

03/15/51

324,977‌

1,000,000

Ascension

Health

2.532

11/15/29

859,981‌

1,000,000

Ascension

Health

3.106

11/15/39

781,848‌

875,000

Ascension

Health

3.945

11/15/46

734,013‌

200,000

Ascension

Health

4.847

11/15/53

194,920‌

500,000

Banner

Health

2.338

01/01/30

425,431‌

750,000

Banner

Health

1.897

01/01/31

605,736‌

750,000

Banner

Health

2.913

01/01/51

503,164‌

1,000,000

Baptist

Health

South

Florida

Obligated

Group

3.115

11/15/71

597,192‌

1,000,000

Baptist

Healthcare

System

Obligated

Group

3.540

08/15/50

740,102‌

475,000

Baxter

International,

Inc

2.600

08/15/26

436,204‌

2,000,000

Baxter

International,

Inc

1.915

02/01/27

1,776,428‌

1,350,000

Baxter

International,

Inc

2.272

12/01/28

1,157,133‌

2,000,000

Baxter

International,

Inc

1.730

04/01/31

1,542,943‌

1,150,000

Baxter

International,

Inc

2.539

02/01/32

931,526‌

300,000

Baxter

International,

Inc

3.500

08/15/46

207,815‌

1,000,000

Baxter

International,

Inc

3.132

12/01/51

659,595‌

1,500,000

Baylor

Scott

&

White

Holdings

1.777

11/15/30

1,192,857‌

290,000

Baylor

Scott

&

White

Holdings

4.185

11/15/45

250,803‌

200,000

Baylor

Scott

&

White

Holdings

3.967

11/15/46

166,232‌

1,000,000

Baylor

Scott

&

White

Holdings

2.839

11/15/50

670,718‌

635,000

Becton

Dickinson

&

Co

3.363

06/06/24

621,171‌

165,000

Becton

Dickinson

&

Co

3.734

12/15/24

160,183‌

1,277,000

Becton

Dickinson

&

Co

3.700

06/06/27

1,214,140‌

675,000

Becton

Dickinson

&

Co

2.823

05/20/30

590,351‌

343,000

Becton

Dickinson

&

Co

4.685

12/15/44

310,958‌

1,000,000

Becton

Dickinson

&

Co

4.669

06/06/47

918,892‌

447,000

Becton

Dickinson

&

Co

3.794

05/20/50

353,149‌

1,000,000

Becton

Dickinson

and

Co

4

.693

02/13/28

986,422‌

1,500,000

Becton

Dickinson

and

Co

1.957

02/11/31

1,215,279‌

1,000,000

Becton

Dickinson

and

Co

4.298

08/22/32

948,561‌

235,000

Beth

Israel

Lahey

Health,

Inc

3.080

07/01/51

151,408‌

200,000

Bio-Rad

Laboratories,

Inc

3.300

03/15/27

186,067‌

525,000

Bio-Rad

Laboratories,

Inc

3.700

03/15/32

461,089‌

500,000

Bon

Secours

Mercy

Health,

Inc

3.464

06/01/30

448,925‌

500,000

Bon

Secours

Mercy

Health,

Inc

2.095

06/01/31

398,948‌

500,000

Bon

Secours

Mercy

Health,

Inc

3.205

06/01/50

348,689‌

2,500,000

Boston

Scientific

Corp

2.650

06/01/30

2,178,175‌

343,000

Boston

Scientific

Corp

4.550

03/01/39

318,990‌

256,000

Boston

Scientific

Corp

4.700

03/01/49

239,783‌

650,000

Cardinal

Health,

Inc

3.079

06/15/24

632,982‌

100,000

Cardinal

Health,

Inc

3.500

11/15/24

96,720‌

200,000

Cardinal

Health,

Inc

3.750

09/15/25

192,638‌

1,475,000

Cardinal

Health,

Inc

3.410

06/15/27

1,390,266‌

100,000

Cardinal

Health,

Inc

4.600

03/15/43

83,879‌

200,000

Cardinal

Health,

Inc

4.500

11/15/44

163,137‌

200,000

Cardinal

Health,

Inc

4.900

09/15/45

175,362‌

500,000

Cardinal

Health,

Inc

4.368

06/15/47

412,676‌

2,000,000

Centene

Corp

2.450

07/15/28

1,709,512‌

2,000,000

Centene

Corp

3.000

10/15/30

1,666,594‌

55

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

2,000,000

Centene

Corp

2.500

%

03/01/31

$

1,594,940‌

2,000,000

e

Centene

Corp

2.625

08/01/31

1,593,760‌

100,000

Children's

Hospital

Corp

4.115

01/01/47

86,571‌

1,000,000

Children's

Hospital

Corp

2.585

02/01/50

640,744‌

1,000,000

Children's

Hospital

of

Philadelphia

2

.704

07/01/50

653,655‌

200,000

CHRISTUS

Health

4.341

07/01/28

189,537‌

300,000

Cigna

Corp

3.500

06/15/24

293,885‌

900,000

Cigna

Corp

3.250

04/15/25

861,848‌

2,000,000

Cigna

Corp

4.125

11/15/25

1,947,002‌

150,000

Cigna

Corp

4.500

02/25/26

146,736‌

1,000,000

Cigna

Corp

1.250

03/15/26

898,067‌

4,475,000

Cigna

Corp

3.400

03/01/27

4,215,591‌

300,000

Cigna

Corp

3.050

10/15/27

276,621‌

2,000,000

Cigna

Corp

4.375

10/15/28

1,933,904‌

250,000

Cigna

Corp

2.400

03/15/30

212,406‌

550,000

Cigna

Corp

2.375

03/15/31

461,110‌

1,700,000

Cigna

Corp

4.800

08/15/38

1,604,822‌

225,000

Cigna

Corp

3.200

03/15/40

172,964‌

93,000

Cigna

Corp

6.125

11/15/41

99,004‌

975,000

Cigna

Corp

4.800

07/15/46

894,465‌

1,150,000

Cigna

Corp

3.875

10/15/47

907,296‌

2,450,000

Cigna

Corp

4.900

12/15/48

2,280,137‌

750,000

Cigna

Corp

3.400

03/15/50

548,072‌

1,100,000

Cigna

Corp

3.400

03/15/51

801,831‌

600,000

City

of

Hope

4.378

08/15/48

508,665‌

750,000

Community

Health

Network,

Inc

3.099

05/01/50

485,613‌

900,000

CVS

Health

Corp

3.375

08/12/24

877,154‌

250,000

CVS

Health

Corp

2.625

08/15/24

241,780‌

1,969,000

CVS

Health

Corp

3.875

07/20/25

1,913,656‌

2,550,000

CVS

Health

Corp

2.875

06/01/26

2,396,702‌

1,250,000

CVS

Health

Corp

3.000

08/15/26

1,171,782‌

9,500,000

CVS

Health

Corp

1.300

08/21/27

8,175,568‌

1,000,000

CVS

Health

Corp

5.000

01/30/29

990,362‌

275,000

CVS

Health

Corp

3.250

08/15/29

246,957‌

2,000,000

CVS

Health

Corp

5.125

02/21/30

1,986,191‌

1,825,000

CVS

Health

Corp

1.750

08/21/30

1,456,229‌

1,000,000

CVS

Health

Corp

5.250

01/30/31

996,862‌

1,525,000

CVS

Health

Corp

1.875

02/28/31

1,211,234‌

1,000,000

CVS

Health

Corp

2.125

09/15/31

803,020‌

2,000,000

CVS

Health

Corp

5.250

02/21/33

1,992,232‌

850,000

CVS

Health

Corp

5.300

06/01/33

848,680‌

4,100,000

CVS

Health

Corp

4.780

03/25/38

3,783,773‌

850,000

CVS

Health

Corp

2.700

08/21/40

593,328‌

400,000

CVS

Health

Corp

5.300

12/05/43

382,588‌

1,800,000

CVS

Health

Corp

5.125

07/20/45

1,665,237‌

8,525,000

CVS

Health

Corp

5.050

03/25/48

7,857,857‌

2,000,000

CVS

Health

Corp

5.625

02/21/53

1,988,261‌

1,500,000

CVS

Health

Corp

5.875

06/01/53

1,538,178‌

1,500,000

CVS

Health

Corp

6.000

06/01/63

1,543,537‌

100,000

Dartmouth-Hitchcock

Health

4.178

08/01/48

79,884‌

1,000,000

DENTSPLY

SIRONA,

Inc

3.250

06/01/30

865,190‌

200,000

Dignity

Health

5.267

11/01/64

187,726‌

400,000

Duke

University

Health

System,

Inc

3.920

06/01/47

334,178‌

400,000

Edwards

Lifesciences

Corp

4.300

06/15/28

386,614‌

225,000

Elevance

Health,

Inc

3.500

08/15/24

219,206‌

50,000

Elevance

Health,

Inc

4.100

05/15/32

46,592‌

500,000

Elevance

Health,

Inc

5.500

10/15/32

514,006‌

1,000,000

Elevance

Health,

Inc

4

.750

02/15/33

971,255‌

600,000

Elevance

Health,

Inc

4.550

05/15/52

535,921‌

1,750,000

Elevance

Health,

Inc

6.100

10/15/52

1,917,082‌

450,000

Elevance

Health,

Inc

5.125

02/15/53

436,378‌

Bond

Index

Fund

June

30,

2023

56

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

3,000,000

GE

HealthCare

Technologies,

Inc

5.650

%

11/15/27

$

3,036,756‌

1,000,000

GE

HealthCare

Technologies,

Inc

5.857

03/15/30

1,026,332‌

1,500,000

GE

HealthCare

Technologies,

Inc

5.905

11/22/32

1,569,266‌

1,500,000

GE

HealthCare

Technologies,

Inc

6.377

11/22/52

1,668,819‌

750,000

Hackensack

Meridian

Health,

Inc

2.675

09/01/41

534,244‌

200,000

Hackensack

Meridian

Health,

Inc

4.211

07/01/48

173,338‌

750,000

Hackensack

Meridian

Health,

Inc

2.875

09/01/50

503,343‌

200,000

Hackensack

Meridian

Health,

Inc

4.500

07/01/57

178,537‌

685,000

Hartford

HealthCare

Corp

3.447

07/01/54

480,635‌

2,000,000

HCA,

Inc

4.500

02/15/27

1,929,337‌

2,000,000

g

HCA,

Inc

3.125

03/15/27

1,836,676‌

3,000,000

HCA,

Inc

5.200

06/01/28

2,975,602‌

2,500,000

HCA,

Inc

5.625

09/01/28

2,501,911‌

1,000,000

g

HCA,

Inc

3.375

03/15/29

889,153‌

1,500,000

HCA,

Inc

4.125

06/15/29

1,388,083‌

2,000,000

HCA,

Inc

3.500

09/01/30

1,753,099‌

2,000,000

HCA,

Inc

2.375

07/15/31

1,599,474‌

2,000,000

g

HCA,

Inc

3.625

03/15/32

1,736,017‌

2,000,000

HCA,

Inc

5.500

06/01/33

1,996,603‌

225,000

HCA,

Inc

5.125

06/15/39

208,728‌

125,000

g

HCA,

Inc

4.375

03/15/42

103,263‌

875,000

HCA,

Inc

5.500

06/15/47

824,154‌

2,500,000

HCA,

Inc

5.250

06/15/49

2,255,826‌

1,000,000

HCA,

Inc

3.500

07/15/51

691,843‌

1,700,000

g

HCA,

Inc

4.625

03/15/52

1,396,970‌

500,000

HCA,

Inc

5.900

06/01/53

495,324‌

1,000,000

Hoag

Memorial

Hospital

Presbyterian

3.803

07/15/52

807,978‌

300,000

Humana,

Inc

3.850

10/01/24

292,977‌

2,500,000

Humana,

Inc

1.350

02/03/27

2,175,188‌

600,000

Humana,

Inc

3.950

03/15/27

573,359‌

500,000

Humana,

Inc

5.750

03/01/28

508,746‌

500,000

Humana,

Inc

3.700

03/23/29

457,938‌

175,000

Humana,

Inc

3.125

08/15/29

154,477‌

325,000

Humana,

Inc

2.150

02/03/32

256,022‌

500,000

Humana,

Inc

5.875

03/01/33

519,601‌

200,000

Humana,

Inc

4.625

12/01/42

176,290‌

300,000

Humana,

Inc

4.950

10/01/44

274,475‌

600,000

Humana,

Inc

4.800

03/15/47

542,729‌

500,000

Humana,

Inc

3.950

08/15/49

401,012‌

1,500,000

Humana,

Inc

5.500

03/15/53

1,493,899‌

200,000

Indiana

University

Health,

Inc

Obligated

Group

3

.970

11/01/48

168,479‌

1,500,000

Indiana

University

Health,

Inc

Obligated

Group

2.852

11/01/51

1,006,137‌

1,000,000

Inova

Health

System

Foundation

4.068

05/15/52

854,230‌

760,000

Integris

Baptist

Medical

Center,

Inc

3

.875

08/15/50

573,049‌

350,000

Johns

Hopkins

Health

System

Corp

3.837

05/15/46

287,944‌

500,000

Kaiser

Foundation

Hospitals

3.150

05/01/27

470,168‌

1,400,000

Kaiser

Foundation

Hospitals

2.810

06/01/41

1,028,412‌

100,000

Kaiser

Foundation

Hospitals

4.875

04/01/42

96,604‌

1,265,000

Kaiser

Foundation

Hospitals

4.150

05/01/47

1,104,728‌

1,000,000

Kaiser

Foundation

Hospitals

3.266

11/01/49

738,325‌

1,000,000

Kaiser

Foundation

Hospitals

3.002

06/01/51

700,047‌

755,000

Koninklijke

Philips

NV

5.000

03/15/42

692,620‌

200,000

Laboratory

Corp

of

America

Holdings

3.250

09/01/24

193,653‌

500,000

Laboratory

Corp

of

America

Holdings

2.300

12/01/24

474,780‌

100,000

Laboratory

Corp

of

America

Holdings

3.600

02/01/25

96,616‌

1,000,000

Laboratory

Corp

of

America

Holdings

1.550

06/01/26

893,217‌

300,000

Laboratory

Corp

of

America

Holdings

3.600

09/01/27

283,569‌

500,000

Laboratory

Corp

of

America

Holdings

2.950

12/01/29

438,141‌

1,000,000

Laboratory

Corp

of

America

Holdings

2.700

06/01/31

843,541‌

800,000

Laboratory

Corp

of

America

Holdings

4.700

02/01/45

692,874‌

200,000

Mayo

Clinic

4.000

11/15/47

169,365‌

57

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

200,000

Mayo

Clinic

4.128

%

11/15/52

$

171,981‌

2,500,000

Mayo

Clinic

3.196

11/15/61

1,692,733‌

1,000,000

McKesson

Corp

0.900

12/03/25

896,139‌

500,000

McKesson

Corp

1.300

08/15/26

444,068‌

1,000,000

McKesson

Corp

4.900

07/15/28

993,418‌

350,000

McKesson

Corp

5.100

07/15/33

351,240‌

200,000

McLaren

Health

Care

Corp

4.386

05/15/48

176,752‌

2,777,000

Medtronic,

Inc

4.375

03/15/35

2,668,129‌

1,074,000

Medtronic,

Inc

4.625

03/15/45

1,044,958‌

500,000

Memorial

Health

Services

3.447

11/01/49

366,741‌

1,000,000

Memorial

Sloan-Kettering

Cancer

Center

2.955

01/01/50

693,721‌

200,000

Memorial

Sloan-Kettering

Cancer

Center

4.125

07/01/52

169,919‌

500,000

Memorial

Sloan-Kettering

Cancer

Center

4.200

07/01/55

424,767‌

200,000

Mercy

Health

4.302

07/01/28

190,685‌

1,000,000

Methodist

Hospital

2.705

12/01/50

648,430‌

500,000

Montefiore

Obligated

Group

5.246

11/01/48

377,252‌

750,000

Montefiore

Obligated

Group

4.287

09/01/50

467,822‌

1,000,000

Mount

Nittany

Medical

Center

Obligated

Group

3

.799

11/15/52

767,279‌

100,000

Mount

Sinai

Hospitals

Group,

Inc

3.981

07/01/48

79,712‌

600,000

Mount

Sinai

Hospitals

Group,

Inc

3.737

07/01/49

462,022‌

895,000

Mount

Sinai

Hospitals

Group,

Inc

3.391

07/01/50

608,330‌

1,000,000

MultiCare

Health

System

2.803

08/15/50

607,048‌

1,000,000

Nationwide

Children's

Hospital,

Inc

4.556

11/01/52

924,743‌

1,000,000

New

York

and

Presbyterian

Hospital

2.256

08/01/40

672,507‌

300,000

New

York

and

Presbyterian

Hospital

4.024

08/01/45

254,124‌

150,000

New

York

and

Presbyterian

Hospital

4.063

08/01/56

126,482‌

1,000,000

New

York

and

Presbyterian

Hospital

2.606

08/01/60

581,630‌

500,000

New

York

and

Presbyterian

Hospital

3.954

08/01/19

361,804‌

140,000

Northwell

Healthcare,

Inc

3.979

11/01/46

109,410‌

675,000

Northwell

Healthcare,

Inc

4.260

11/01/47

553,957‌

500,000

Northwell

Healthcare,

Inc

3.809

11/01/49

374,990‌

1,000,000

NY

Society

for

Relief

of

Ruptured

&

Crippled

Maintaining

Hosp

Special

Surgery

2.667

10/01/50

621,396‌

350,000

NYU

Hospitals

Center

5.750

07/01/43

363,937‌

250,000

NYU

Hospitals

Center

4.368

07/01/47

220,233‌

915,000

NYU

Langone

Hospitals

3.380

07/01/55

652,640‌

1,000,000

OhioHealth

Corp

2.297

11/15/31

816,208‌

750,000

OhioHealth

Corp

3.042

11/15/50

538,390‌

100,000

Orlando

Health

Obligated

Group

4

.089

10/01/48

82,156‌

1,000,000

Orlando

Health

Obligated

Group

3.327

10/01/50

747,029‌

750,000

PeaceHealth

Obligated

Group

1.375

11/15/25

675,794‌

200,000

PeaceHealth

Obligated

Group

4.787

11/15/48

179,593‌

750,000

PeaceHealth

Obligated

Group

3.218

11/15/50

505,856‌

500,000

Piedmont

Healthcare,

Inc

2.044

01/01/32

394,123‌

500,000

Piedmont

Healthcare,

Inc

2.719

01/01/42

345,923‌

1,000,000

Piedmont

Healthcare,

Inc

2.864

01/01/52

644,682‌

200,000

Providence

St.

Joseph

Health

Obligated

Group

2.746

10/01/26

182,681‌

570,000

Providence

St.

Joseph

Health

Obligated

Group

2.532

10/01/29

479,878‌

945,000

Providence

St.

Joseph

Health

Obligated

Group

5.403

10/01/33

932,614‌

100,000

Providence

St.

Joseph

Health

Obligated

Group

3.744

10/01/47

75,127‌

350,000

Providence

St.

Joseph

Health

Obligated

Group

3.930

10/01/48

275,972‌

1,000,000

Providence

St.

Joseph

Health

Obligated

Group

2.700

10/01/51

598,928‌

785,000

Queen's

Health

Systems

4.810

07/01/52

746,718‌

125,000

Quest

Diagnostics,

Inc

3.500

03/30/25

120,505‌

225,000

Quest

Diagnostics,

Inc

3.450

06/01/26

214,343‌

500,000

Quest

Diagnostics,

Inc

4.200

06/30/29

482,731‌

750,000

Quest

Diagnostics,

Inc

2.950

06/30/30

659,489‌

500,000

Quest

Diagnostics,

Inc

2.800

06/30/31

430,381‌

300,000

Quest

Diagnostics,

Inc

4.700

03/30/45

263,496‌

1,500,000

Rady

Children's

Hospital-San

Diego

3.154

08/15/51

1,062,823‌

390,000

Rush

Obligated

Group

3.922

11/15/29

359,373‌

200,000

RWJ

Barnabas

Health,

Inc

3.949

07/01/46

164,688‌

Bond

Index

Fund

June

30,

2023

58

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,000,000

Sharp

HealthCare

2.680

%

08/01/50

$

645,183‌

1,000,000

Smith

&

Nephew

plc

2.032

10/14/30

809,053‌

400,000

SSM

Health

Care

Corp

3.823

06/01/27

373,238‌

500,000

SSM

Health

Care

Corp

4.894

06/01/28

490,577‌

1,620,000

Stanford

Health

Care

3.027

08/15/51

1,125,582‌

475,000

Stryker

Corp

1.150

06/15/25

437,073‌

200,000

Stryker

Corp

3.375

11/01/25

191,380‌

1,600,000

Stryker

Corp

3.500

03/15/26

1,534,867‌

500,000

Stryker

Corp

3.650

03/07/28

475,432‌

600,000

Stryker

Corp

1.950

06/15/30

501,018‌

200,000

Stryker

Corp

4.100

04/01/43

170,908‌

200,000

Stryker

Corp

4.375

05/15/44

174,952‌

550,000

Stryker

Corp

4.625

03/15/46

511,253‌

575,000

Stryker

Corp

2.900

06/15/50

397,598‌

1,500,000

Summa

Health

3.511

11/15/51

1,064,587‌

200,000

Sutter

Health

3.695

08/15/28

185,787‌

1,000,000

Sutter

Health

2.294

08/15/30

826,666‌

750,000

Sutter

Health

5.164

08/15/33

748,231‌

500,000

Sutter

Health

3.161

08/15/40

377,406‌

200,000

Sutter

Health

4.091

08/15/48

165,321‌

500,000

Sutter

Health

3.361

08/15/50

358,843‌

135,000

Sutter

Health

5.547

08/15/53

139,414‌

1,000,000

Texas

Health

Resources

2.328

11/15/50

585,229‌

100,000

Texas

Health

Resources

4.330

11/15/55

87,661‌

2,000,000

Trinity

Health

Corp

2.632

12/01/40

1,420,864‌

300,000

Trinity

Health

Corp

4.125

12/01/45

257,753‌

185,000

Trinity

Health

Corp

3.434

12/01/48

140,891‌

1,000,000

UMass

Memorial

Health

Care

Obligated

Group

5.363

07/01/52

985,188‌

500,000

UnitedHealth

Group,

Inc

3.700

12/15/25

482,591‌

1,000,000

UnitedHealth

Group,

Inc

1.250

01/15/26

913,575‌

3,000,000

UnitedHealth

Group,

Inc

1.150

05/15/26

2,712,914‌

200,000

UnitedHealth

Group,

Inc

3.450

01/15/27

191,607‌

1,500,000

UnitedHealth

Group,

Inc

3.700

05/15/27

1,445,978‌

1,700,000

UnitedHealth

Group,

Inc

2.950

10/15/27

1,577,469‌

2,000,000

UnitedHealth

Group,

Inc

5.250

02/15/28

2,039,051‌

2,375,000

UnitedHealth

Group,

Inc

3.850

06/15/28

2,276,580‌

500,000

UnitedHealth

Group,

Inc

3.875

12/15/28

478,995‌

1,500,000

UnitedHealth

Group,

Inc

4.250

01/15/29

1,457,319‌

1,500,000

UnitedHealth

Group,

Inc

4.000

05/15/29

1,433,483‌

1,000,000

UnitedHealth

Group,

Inc

2.875

08/15/29

898,641‌

1,000,000

UnitedHealth

Group,

Inc

5.300

02/15/30

1,024,506‌

2,200,000

UnitedHealth

Group,

Inc

2.000

05/15/30

1,851,387‌

1,750,000

UnitedHealth

Group,

Inc

2.300

05/15/31

1,479,716‌

800,000

UnitedHealth

Group,

Inc

4.200

05/15/32

763,729‌

1,500,000

UnitedHealth

Group,

Inc

5.350

02/15/33

1,558,658‌

1,500,000

UnitedHealth

Group,

Inc

4.500

04/15/33

1,461,004‌

150,000

UnitedHealth

Group,

Inc

5.800

03/15/36

160,347‌

365,000

UnitedHealth

Group,

Inc

6.625

11/15/37

415,841‌

200,000

UnitedHealth

Group,

Inc

6.875

02/15/38

238,046‌

275,000

UnitedHealth

Group,

Inc

3.500

08/15/39

230,650‌

1,000,000

UnitedHealth

Group,

Inc

2.750

05/15/40

742,872‌

3,000,000

UnitedHealth

Group,

Inc

3.050

05/15/41

2,318,956‌

300,000

UnitedHealth

Group,

Inc

4.375

03/15/42

271,661‌

350,000

UnitedHealth

Group,

Inc

3.950

10/15/42

300,301‌

375,000

UnitedHealth

Group,

Inc

4.250

03/15/43

341,136‌

800,000

UnitedHealth

Group,

Inc

4.200

01/15/47

704,248‌

300,000

UnitedHealth

Group,

Inc

4.250

04/15/47

264,430‌

500,000

UnitedHealth

Group,

Inc

3.750

10/15/47

411,513‌

1,700,000

UnitedHealth

Group,

Inc

4.250

06/15/48

1,498,419‌

1,000,000

UnitedHealth

Group,

Inc

3.700

08/15/49

803,216‌

4,000,000

UnitedHealth

Group,

Inc

2.900

05/15/50

2,787,942‌

59

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

3,000,000

UnitedHealth

Group,

Inc

3.250

%

05/15/51

$

2,237,718‌

450,000

UnitedHealth

Group,

Inc

4.750

05/15/52

426,893‌

1,500,000

UnitedHealth

Group,

Inc

5.875

02/15/53

1,666,093‌

1,500,000

UnitedHealth

Group,

Inc

5.050

04/15/53

1,490,921‌

1,250,000

UnitedHealth

Group,

Inc

3.875

08/15/59

1,016,048‌

1,000,000

UnitedHealth

Group,

Inc

3.125

05/15/60

696,870‌

500,000

UnitedHealth

Group,

Inc

4.950

05/15/62

480,684‌

1,000,000

UnitedHealth

Group,

Inc

6.050

02/15/63

1,130,775‌

1,500,000

UnitedHealth

Group,

Inc

5.200

04/15/63

1,500,555‌

1,000,000

Universal

Health

Services,

Inc

1.650

09/01/26

874,175‌

1,000,000

Universal

Health

Services,

Inc

2.650

01/15/32

788,258‌

500,000

UPMC

5.035

05/15/33

488,102‌

500,000

UPMC

5.377

05/15/43

490,225‌

370,000

WakeMed

3.286

10/01/52

259,468‌

200,000

West

Virginia

United

Health

System

Obligated

Group

3.129

06/01/50

133,615‌

500,000

Willis-Knighton

Medical

Center

3.065

03/01/51

315,686‌

600,000

Zimmer

Biomet

Holdings,

Inc

1.450

11/22/24

564,987‌

225,000

Zimmer

Biomet

Holdings,

Inc

3.050

01/15/26

212,533‌

1,500,000

Zimmer

Biomet

Holdings,

Inc

2.600

11/24/31

1,244,437‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

292,645,941‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

500,000

Church

&

Dwight

Co,

Inc

3.150

08/01/27

471,088‌

250,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

206,184‌

500,000

Church

&

Dwight

Co,

Inc

5.600

11/15/32

528,415‌

100,000

Church

&

Dwight

Co,

Inc

3.950

08/01/47

82,344‌

725,000

Church

&

Dwight

Co,

Inc

5.000

06/15/52

716,785‌

300,000

Clorox

Co

3.100

10/01/27

277,778‌

500,000

Clorox

Co

3.900

05/15/28

476,972‌

750,000

Clorox

Co

4.400

05/01/29

729,045‌

1,000,000

Clorox

Co

1.800

05/15/30

817,898‌

375,000

Clorox

Co

4.600

05/01/32

366,295‌

300,000

Colgate-Palmolive

Co

3.250

03/15/24

296,956‌

1,000,000

Colgate-Palmolive

Co

3.100

08/15/27

951,748‌

1,000,000

Colgate-Palmolive

Co

4.600

03/01/28

1,005,039‌

60,000

Colgate-Palmolive

Co

6.450

06/16/28

63,531‌

225,000

Colgate-Palmolive

Co

3.250

08/15/32

206,634‌

1,000,000

e

Colgate-Palmolive

Co

4.600

03/01/33

1,015,862‌

300,000

Colgate-Palmolive

Co

4.000

08/15/45

270,597‌

550,000

Colgate-Palmolive

Co

3.700

08/01/47

478,617‌

125,000

Estee

Lauder

Cos,

Inc

2.000

12/01/24

119,219‌

450,000

Estee

Lauder

Cos,

Inc

3.150

03/15/27

427,993‌

200,000

Estee

Lauder

Cos,

Inc

2.375

12/01/29

172,921‌

100,000

Estee

Lauder

Cos,

Inc

2.600

04/15/30

87,482‌

1,500,000

Estee

Lauder

Cos,

Inc

1.950

03/15/31

1,231,639‌

750,000

Estee

Lauder

Cos,

Inc

4.650

05/15/33

737,388‌

100,000

Estee

Lauder

Cos,

Inc

6.000

05/15/37

109,437‌

300,000

Estee

Lauder

Cos,

Inc

4.375

06/15/45

265,540‌

375,000

Estee

Lauder

Cos,

Inc

4.150

03/15/47

327,691‌

700,000

Estee

Lauder

Cos,

Inc

3.125

12/01/49

510,778‌

750,000

Estee

Lauder

Cos,

Inc

5.150

05/15/53

763,827‌

1,000,000

GSK

Consumer

Healthcare

Capital

UK

plc

3.125

03/24/25

955,452‌

2,500,000

g

Kenvue,

Inc

5.050

03/22/28

2,519,825‌

1,000,000

g

Kenvue,

Inc

5.000

03/22/30

1,009,687‌

1,750,000

g

Kenvue,

Inc

4.900

03/22/33

1,770,676‌

1,250,000

g

Kenvue,

Inc

5.100

03/22/43

1,270,125‌

1,750,000

g

Kenvue,

Inc

5.050

03/22/53

1,786,117‌

1,000,000

g

Kenvue,

Inc

5.200

03/22/63

1,023,790‌

950,000

Kimberly-Clark

Corp

3.050

08/15/25

912,882‌

200,000

Kimberly-Clark

Corp

1.050

09/15/27

172,621‌

412,000

Kimberly-Clark

Corp

3.950

11/01/28

399,963‌

Bond

Index

Fund

June

30,

2023

60

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

$

1,500,000

Kimberly-Clark

Corp

3.200

%

04/25/29

$

1,390,572‌

1,500,000

Kimberly-Clark

Corp

2.000

11/02/31

1,234,901‌

500,000

Kimberly-Clark

Corp

4.500

02/16/33

498,815‌

200,000

Kimberly-Clark

Corp

6.625

08/01/37

234,893‌

725,000

Kimberly-Clark

Corp

3.200

07/30/46

543,210‌

200,000

Kimberly-Clark

Corp

3.900

05/04/47

170,988‌

300,000

e

Kimberly-Clark

Corp

2.875

02/07/50

216,166‌

2,000,000

Procter

&

Gamble

Co

0.550

10/29/25

1,812,268‌

750,000

Procter

&

Gamble

Co

2.700

02/02/26

717,945‌

2,000,000

Procter

&

Gamble

Co

1.000

04/23/26

1,810,082‌

1,750,000

Procter

&

Gamble

Co

2.450

11/03/26

1,636,659‌

1,500,000

Procter

&

Gamble

Co

3.950

01/26/28

1,473,192‌

2,000,000

Procter

&

Gamble

Co

3.000

03/25/30

1,850,537‌

1,150,000

Procter

&

Gamble

Co

1.200

10/29/30

927,217‌

1,500,000

Procter

&

Gamble

Co

1.950

04/23/31

1,273,934‌

1,500,000

e

Procter

&

Gamble

Co

4.050

01/26/33

1,481,082‌

1,000,000

Unilever

Capital

Corp

0.626

08/12/24

947,035‌

450,000

Unilever

Capital

Corp

3.100

07/30/25

431,369‌

1,000,000

Unilever

Capital

Corp

2.125

09/06/29

862,765‌

175,000

Unilever

Capital

Corp

1.375

09/14/30

140,225‌

200,000

Unilever

Capital

Corp

1.750

08/12/31

161,439‌

500,000

Unilever

Capital

Corp

2.625

08/12/51

341,769‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

45,693,904‌

INSURANCE

-

0.8%

700,000

ACE

INA

Holdings,

Inc

3.150

03/15/25

675,680‌

2,325,000

ACE

INA

Holdings,

Inc

3.350

05/03/26

2,233,736‌

150,000

ACE

INA

Holdings,

Inc

4.150

03/13/43

128,651‌

1,600,000

ACE

INA

Holdings,

Inc

4.350

11/03/45

1,448,031‌

500,000

Aegon

NV

5.500

04/11/48

474,975‌

325,000

Aetna,

Inc

3.500

11/15/24

314,834‌

440,000

Aetna,

Inc

6.625

06/15/36

483,438‌

350,000

Aetna,

Inc

4.500

05/15/42

300,269‌

500,000

Aetna,

Inc

4.125

11/15/42

410,456‌

1,050,000

Aetna,

Inc

3.875

08/15/47

818,378‌

2,000,000

Aflac,

Inc

1.125

03/15/26

1,789,979‌

200,000

Aflac,

Inc

2.875

10/15/26

184,675‌

375,000

Aflac,

Inc

3.600

04/01/30

344,027‌

200,000

Aflac,

Inc

4.000

10/15/46

159,262‌

500,000

Aflac,

Inc

4.750

01/15/49

465,537‌

1,000,000

Alleghany

Corp

3.625

05/15/30

928,278‌

200,000

Alleghany

Corp

4

.900

09/15/44

186,063‌

1,000,000

Alleghany

Corp

3.250

08/15/51

713,039‌

300,000

Allied

World

Assurance

Co

Holdings

Ltd

4.350

10/29/25

284,850‌

1,000,000

Allstate

Corp

0.750

12/15/25

895,616‌

275,000

Allstate

Corp

3.280

12/15/26

258,796‌

1,000,000

Allstate

Corp

1.450

12/15/30

775,365‌

600,000

Allstate

Corp

5.250

03/30/33

598,228‌

600,000

Allstate

Corp

4.500

06/15/43

518,810‌

975,000

Allstate

Corp

4.200

12/15/46

796,731‌

250,000

Allstate

Corp

3.850

08/10/49

193,929‌

200,000

Allstate

Corp

5.750

08/15/53

196,814‌

325,000

American

Financial

Group,

Inc

5.250

04/02/30

316,120‌

400,000

American

Financial

Group,

Inc

4.500

06/15/47

326,780‌

2,000,000

American

International

Group,

Inc

2.500

06/30/25

1,883,616‌

1,500,000

e

American

International

Group,

Inc

5.125

03/27/33

1,464,814‌

300,000

American

International

Group,

Inc

4.800

07/10/45

266,555‌

1,500,000

American

International

Group,

Inc

4.750

04/01/48

1,345,472‌

300,000

American

International

Group,

Inc

5.750

04/01/48

291,537‌

1,500,000

American

International

Group,

Inc

4.375

06/30/50

1,266,499‌

200,000

Aon

Corp

4.500

12/15/28

192,431‌

61

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

450,000

Aon

Corp

3.750

%

05/02/29

$

416,545‌

450,000

Aon

Corp

2.800

05/15/30

389,483‌

1,000,000

Aon

Corp

2.050

08/23/31

797,956‌

1,000,000

Aon

Corp

2.600

12/02/31

823,523‌

500,000

Aon

Corp

5.000

09/12/32

493,276‌

750,000

Aon

Corp

5.350

02/28/33

755,464‌

200,000

Aon

Corp

6.250

09/30/40

210,578‌

1,000,000

Aon

Corp

2.900

08/23/51

652,345‌

500,000

Aon

Corp

3.900

02/28/52

392,357‌

300,000

Aon

plc

3.500

06/14/24

293,457‌

1,450,000

Aon

plc

3.875

12/15/25

1,397,521‌

550,000

Aon

plc

4.750

05/15/45

491,672‌

1,050,000

Arch

Capital

Group

Ltd

4.011

12/15/26

1,001,961‌

200,000

Arch

Capital

Group

Ltd

5.031

12/15/46

177,991‌

600,000

Arch

Capital

Group

Ltd

3.635

06/30/50

439,639‌

300,000

Arch

Capital

Group

US,

Inc

5.144

11/01/43

273,356‌

2,000,000

Arthur

J

Gallagher

&

Co

2.400

11/09/31

1,593,484‌

500,000

Arthur

J

Gallagher

&

Co

5.500

03/02/33

500,656‌

125,000

Arthur

J

Gallagher

&

Co

3.500

05/20/51

89,400‌

1,000,000

Arthur

J

Gallagher

&

Co

3.050

03/09/52

637,331‌

50,000

Assurant,

Inc

4.200

09/27/23

49,655‌

300,000

Assurant,

Inc

4.900

03/27/28

285,828‌

500,000

Assurant,

Inc

3.700

02/22/30

429,346‌

7,000

Assurant,

Inc

6.750

02/15/34

7,176‌

137,000

e

Assured

Guaranty

US

Holdings,

Inc

5.000

07/01/24

134,543‌

1,000,000

Assured

Guaranty

US

Holdings,

Inc

3.150

06/15/31

844,937‌

300,000

Assured

Guaranty

US

Holdings,

Inc

3.600

09/15/51

204,908‌

675,000

Athene

Holding

Ltd

4.125

01/12/28

615,658‌

500,000

Athene

Holding

Ltd

6.150

04/03/30

502,212‌

1,000,000

Athene

Holding

Ltd

6.650

02/01/33

1,007,887‌

1,000,000

Athene

Holding

Ltd

3.950

05/25/51

669,308‌

1,000,000

Athene

Holding

Ltd

3.450

05/15/52

608,290‌

1,375,000

AXA

Equitable

Holdings,

Inc

4.350

04/20/28

1,286,788‌

975,000

AXA

Equitable

Holdings,

Inc

5.000

04/20/48

835,352‌

300,000

AXIS

Specialty

Finance

LLC

3.900

07/15/29

272,341‌

250,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

199,295‌

200,000

AXIS

Specialty

Finance

plc

4.000

12/06/27

187,761‌

1,500,000

Berkshire

Hathaway

Finance

Corp

2.300

03/15/27

1,402,650‌

100,000

Berkshire

Hathaway

Finance

Corp

1.850

03/12/30

84,900‌

1,500,000

Berkshire

Hathaway

Finance

Corp

1.450

10/15/30

1,220,822‌

1,000,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

880,015‌

300,000

Berkshire

Hathaway

Finance

Corp

4.400

05/15/42

285,690‌

2,175,000

Berkshire

Hathaway

Finance

Corp

4.200

08/15/48

1,958,493‌

1,725,000

Berkshire

Hathaway

Finance

Corp

4.250

01/15/49

1,570,884‌

3,000,000

Berkshire

Hathaway

Finance

Corp

2.500

01/15/51

1,960,103‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

1,239,994‌

1,000,000

Brighthouse

Financial,

Inc

5.625

05/15/30

963,912‌

236,000

Brighthouse

Financial,

Inc

4.700

06/22/47

180,610‌

500,000

Brown

&

Brown,

Inc

4.500

03/15/29

471,811‌

1,000,000

Brown

&

Brown,

Inc

2.375

03/15/31

806,065‌

1,000,000

Brown

&

Brown,

Inc

4.200

03/17/32

898,027‌

500,000

Brown

&

Brown,

Inc

4.950

03/17/52

427,944‌

450,000

Chubb

Corp

6.000

05/11/37

480,288‌

1,325,000

Chubb

INA

Holdings,

Inc

1.375

09/15/30

1,053,435‌

425,000

Chubb

INA

Holdings,

Inc

2.850

12/15/51

295,934‌

1,500,000

Chubb

INA

Holdings,

Inc

3.050

12/15/61

1,008,822‌

200,000

Cincinnati

Financial

Corp

6.920

05/15/28

213,310‌

690,000

CNA

Financial

Corp

3.950

05/15/24

678,280‌

200,000

CNA

Financial

Corp

4.500

03/01/26

194,027‌

225,000

CNA

Financial

Corp

3.450

08/15/27

208,495‌

100,000

CNA

Financial

Corp

3.900

05/01/29

91,767‌

Bond

Index

Fund

June

30,

2023

62

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

1,150,000

CNA

Financial

Corp

2.050

%

08/15/30

$

919,573‌

1,000,000

CNA

Financial

Corp

5.500

06/15/33

975,161‌

500,000

CNO

Financial

Group,

Inc

5.250

05/30/29

472,994‌

1,000,000

Corebridge

Financial,

Inc

3.500

04/04/25

952,680‌

1,000,000

Corebridge

Financial,

Inc

3.650

04/05/27

933,575‌

1,000,000

Corebridge

Financial,

Inc

3.850

04/05/29

899,317‌

2,000,000

Corebridge

Financial,

Inc

3.900

04/05/32

1,737,794‌

1,000,000

Corebridge

Financial,

Inc

4.350

04/05/42

806,909‌

500,000

Corebridge

Financial,

Inc

4.400

04/05/52

393,088‌

1,000,000

Corebridge

Financial,

Inc

6.875

12/15/52

958,490‌

500,000

Enstar

Group

Ltd

4.950

06/01/29

465,610‌

1,000,000

Enstar

Group

Ltd

3.100

09/01/31

784,161‌

300,000

Everest

Reinsurance

Holdings,

Inc

4.868

06/01/44

267,326‌

250,000

Everest

Reinsurance

Holdings,

Inc

3.500

10/15/50

177,289‌

1,200,000

Everest

Reinsurance

Holdings,

Inc

3.125

10/15/52

792,968‌

750,000

g

F&G

Annuities

&

Life,

Inc

7.400

01/13/28

749,031‌

400,000

Fairfax

Financial

Holdings

Ltd

4.850

04/17/28

384,964‌

500,000

Fairfax

Financial

Holdings

Ltd

4.625

04/29/30

468,485‌

1,000,000

Fairfax

Financial

Holdings

Ltd

3

.375

03/03/31

844,043‌

1,000,000

Fairfax

Financial

Holdings

Ltd

5.625

08/16/32

965,981‌

300,000

Fidelity

National

Financial,

Inc

4.500

08/15/28

285,047‌

1,000,000

Fidelity

National

Financial,

Inc

3.400

06/15/30

873,181‌

500,000

Fidelity

National

Financial,

Inc

2.450

03/15/31

391,631‌

400,000

Fidelity

National

Financial,

Inc

3.200

09/17/51

233,276‌

750,000

First

American

Financial

Corp

4.000

05/15/30

656,559‌

400,000

First

American

Financial

Corp

2.400

08/15/31

304,167‌

350,000

Globe

Life,

Inc

2.150

08/15/30

275,785‌

175,000

Globe

Life,

Inc

4.800

06/15/32

167,853‌

200,000

Hanover

Insurance

Group,

Inc

4.500

04/15/26

193,584‌

1,000,000

Hanover

Insurance

Group,

Inc

2.500

09/01/30

786,077‌

750,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

645,641‌

400,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

325,914‌

450,000

Hartford

Financial

Services

Group,

Inc

4.400

03/15/48

373,816‌

450,000

Hartford

Financial

Services

Group,

Inc

3.600

08/19/49

339,772‌

475,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

308,275‌

500,000

e

Jackson

Financial,

Inc

5.170

06/08/27

476,157‌

1,500,000

Jackson

Financial,

Inc

3.125

11/23/31

1,163,869‌

500,000

e

Jackson

Financial,

Inc

5.670

06/08/32

474,356‌

1,000,000

Jackson

Financial,

Inc

4.000

11/23/51

681,621‌

200,000

Kemper

Corp

4.350

02/15/25

192,468‌

500,000

Kemper

Corp

2.400

09/30/30

390,578‌

1,000,000

Kemper

Corp

3.800

02/23/32

825,943‌

400,000

Leucadia

National

Corp

5.500

10/18/23

398,613‌

175,000

Lincoln

National

Corp

3.350

03/09/25

167,161‌

600,000

Lincoln

National

Corp

3.625

12/12/26

557,929‌

650,000

Lincoln

National

Corp

3.050

01/15/30

537,408‌

1,000,000

Lincoln

National

Corp

3.400

03/01/32

804,744‌

150,000

Lincoln

National

Corp

7.000

06/15/40

156,785‌

250,000

Lincoln

National

Corp

4.350

03/01/48

178,400‌

500,000

e

Lincoln

National

Corp

4.375

06/15/50

351,752‌

800,000

Loews

Corp

3.750

04/01/26

775,378‌

400,000

Loews

Corp

3.200

05/15/30

356,009‌

200,000

Loews

Corp

4.125

05/15/43

166,112‌

700,000

Manulife

Financial

Corp

4.150

03/04/26

677,717‌

1,300,000

Manulife

Financial

Corp

4.061

02/24/32

1,210,174‌

1,000,000

Manulife

Financial

Corp

3.703

03/16/32

908,540‌

200,000

Manulife

Financial

Corp

5.375

03/04/46

197,978‌

200,000

Markel

Corp

3.350

09/17/29

178,314‌

150,000

Markel

Corp

5.000

04/05/46

130,912‌

100,000

Markel

Corp

4.300

11/01/47

80,551‌

750,000

Markel

Corp

5.000

05/20/49

670,960‌

63

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

200,000

Markel

Corp

4.150

%

09/17/50

$

156,022‌

1,500,000

Markel

Corp

3.450

05/07/52

1,054,510‌

725,000

Marsh

&

McLennan

Cos,

Inc

3.875

03/15/24

715,199‌

1,700,000

Marsh

&

McLennan

Cos,

Inc

4.375

03/15/29

1,651,317‌

450,000

Marsh

&

McLennan

Cos,

Inc

2.250

11/15/30

374,059‌

600,000

Marsh

&

McLennan

Cos,

Inc

2.375

12/15/31

488,872‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.750

11/01/32

1,051,052‌

250,000

Marsh

&

McLennan

Cos,

Inc

4.750

03/15/39

235,593‌

100,000

Marsh

&

McLennan

Cos,

Inc

4.350

01/30/47

85,635‌

300,000

Marsh

&

McLennan

Cos,

Inc

4.200

03/01/48

253,303‌

1,200,000

Marsh

&

McLennan

Cos,

Inc

4.900

03/15/49

1,128,498‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

2.900

12/15/51

666,186‌

250,000

Marsh

&

McLennan

Cos,

Inc

6.250

11/01/52

280,946‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.450

03/15/53

1,017,753‌

200,000

Mercury

General

Corp

4.400

03/15/27

189,152‌

700,000

MetLife,

Inc

3.600

04/10/24

689,484‌

700,000

MetLife,

Inc

3.600

11/13/25

672,440‌

1,000,000

MetLife,

Inc

4.550

03/23/30

977,171‌

675,000

MetLife,

Inc

6.375

06/15/34

738,005‌

1,530,000

MetLife,

Inc

5.700

06/15/35

1,573,332‌

130,000

MetLife,

Inc

5.875

02/06/41

132,945‌

450,000

MetLife,

Inc

4.125

08/13/42

378,041‌

750,000

MetLife,

Inc

4.875

11/13/43

689,419‌

500,000

MetLife,

Inc

4.721

12/15/44

446,208‌

800,000

MetLife,

Inc

4.050

03/01/45

671,324‌

1,650,000

MetLife,

Inc

4.600

05/13/46

1,491,049‌

1,200,000

MetLife,

Inc

5.000

07/15/52

1,126,825‌

1,000,000

MetLife,

Inc

5.250

01/15/54

967,256‌

20,000

Nationwide

Financial

Services

6.750

05/15/37

18,900‌

200,000

Old

Republic

International

Corp

4.875

10/01/24

196,102‌

100,000

Old

Republic

International

Corp

3.875

08/26/26

94,079‌

1,500,000

Old

Republic

International

Corp

3.850

06/11/51

1,070,140‌

500,000

PartnerRe

Finance

B

LLC

3.700

07/02/29

458,423‌

500,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

417,500‌

725,000

Presbyterian

Healthcare

Services

4.875

08/01/52

704,988‌

1,000,000

Primerica,

Inc

2.800

11/19/31

826,916‌

200,000

Principal

Financial

Group,

Inc

3.400

05/15/25

191,276‌

850,000

Principal

Financial

Group,

Inc

3.100

11/15/26

784,621‌

100,000

Principal

Financial

Group,

Inc

3.700

05/15/29

91,757‌

1,000,000

Principal

Financial

Group,

Inc

2.125

06/15/30

811,067‌

750,000

Principal

Financial

Group,

Inc

5.375

03/15/33

742,987‌

100,000

Principal

Financial

Group,

Inc

4.625

09/15/42

85,655‌

200,000

Principal

Financial

Group,

Inc

4.350

05/15/43

162,052‌

300,000

Principal

Financial

Group,

Inc

4.300

11/15/46

239,247‌

750,000

Principal

Financial

Group,

Inc

5.500

03/15/53

711,549‌

650,000

Progressive

Corp

2.450

01/15/27

597,263‌

750,000

Progressive

Corp

2.500

03/15/27

687,624‌

250,000

Progressive

Corp

4.000

03/01/29

239,292‌

100,000

Progressive

Corp

3.200

03/26/30

89,610‌

125,000

e

Progressive

Corp

3.000

03/15/32

108,770‌

120,000

Progressive

Corp

6.250

12/01/32

129,611‌

1,000,000

Progressive

Corp

4.950

06/15/33

991,610‌

300,000

Progressive

Corp

4.350

04/25/44

259,755‌

300,000

Progressive

Corp

3.700

01/26/45

234,819‌

950,000

Progressive

Corp

4.125

04/15/47

819,470‌

750,000

Progressive

Corp

4.200

03/15/48

640,794‌

100,000

Progressive

Corp

3.950

03/26/50

82,099‌

500,000

Progressive

Corp

3.700

03/15/52

391,063‌

200,000

Prudential

Financial,

Inc

1.500

03/10/26

182,661‌

195,000

Prudential

Financial,

Inc

3.878

03/27/28

185,551‌

500,000

Prudential

Financial,

Inc

2.100

03/10/30

422,380‌

Bond

Index

Fund

June

30,

2023

64

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

450,000

Prudential

Financial,

Inc

5.700

%

12/14/36

$

467,570‌

500,000

Prudential

Financial,

Inc

3.000

03/10/40

373,804‌

600,000

Prudential

Financial,

Inc

5.200

03/15/44

592,902‌

1,700,000

Prudential

Financial,

Inc

4.600

05/15/44

1,496,257‌

200,000

Prudential

Financial,

Inc

5.375

05/15/45

194,444‌

2,300,000

Prudential

Financial,

Inc

4.500

09/15/47

2,121,543‌

300,000

Prudential

Financial,

Inc

4.418

03/27/48

253,151‌

2,400,000

Prudential

Financial,

Inc

5.700

09/15/48

2,316,696‌

799,000

Prudential

Financial,

Inc

3.935

12/07/49

635,745‌

450,000

Prudential

Financial,

Inc

4.350

02/25/50

381,714‌

1,000,000

Prudential

Financial,

Inc

3.700

03/13/51

766,041‌

675,000

Prudential

Financial,

Inc

5.125

03/01/52

609,437‌

1,000,000

Prudential

Financial,

Inc

6.000

09/01/52

949,923‌

1,500,000

Prudential

Financial,

Inc

6.750

03/01/53

1,508,985‌

200,000

Prudential

Funding

Asia

plc

3.125

04/14/30

175,540‌

1,000,000

Prudential

Funding

Asia

plc

3.625

03/24/32

888,137‌

750,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

680,477‌

350,000

Reinsurance

Group

of

America,

Inc

3.150

06/15/30

299,953‌

1,000,000

Reinsurance

Group

of

America,

Inc

6.000

09/15/33

1,006,200‌

200,000

RenaissanceRe

Finance,

Inc

3.700

04/01/25

193,168‌

200,000

RenaissanceRe

Finance,

Inc

3.450

07/01/27

187,185‌

300,000

RenaissanceRe

Holdings

Ltd

3.600

04/15/29

266,876‌

1,000,000

RenaissanceRe

Holdings

Ltd

5.750

06/05/33

979,389‌

1,000,000

Stewart

Information

Services

Corp

3.600

11/15/31

767,782‌

350,000

Torchmark

Corp

4.550

09/15/28

338,494‌

20,000

Transatlantic

Holdings,

Inc

8.000

11/30/39

24,742‌

600,000

Travelers

Cos,

Inc

5.350

11/01/40

615,388‌

200,000

Travelers

Cos,

Inc

4.600

08/01/43

181,114‌

250,000

Travelers

Cos,

Inc

4.300

08/25/45

215,506‌

1,100,000

Travelers

Cos,

Inc

4.000

05/30/47

926,217‌

500,000

Travelers

Cos,

Inc

4.050

03/07/48

418,745‌

900,000

Travelers

Cos,

Inc

4.100

03/04/49

767,047‌

2,000,000

Travelers

Cos,

Inc

3.050

06/08/51

1,424,832‌

1,000,000

Travelers

Cos,

Inc

5.450

05/25/53

1,046,586‌

100,000

Travelers

Property

Casualty

Corp

6.375

03/15/33

110,218‌

500,000

Unum

Group

4.000

06/15/29

459,931‌

300,000

Unum

Group

5.750

08/15/42

276,034‌

500,000

Unum

Group

4.500

12/15/49

383,754‌

1,000,000

Unum

Group

4.125

06/15/51

730,563‌

200,000

Voya

Financial,

Inc

4.800

06/15/46

164,266‌

1,000,000

W

R

Berkley

Corp

3.550

03/30/52

707,584‌

400,000

W

R

Berkley

Corp

3.150

09/30/61

248,584‌

425,000

Willis

North

America,

Inc

3.600

05/15/24

414,672‌

1,000,000

Willis

North

America,

Inc

4.650

06/15/27

971,213‌

500,000

Willis

North

America,

Inc

4.500

09/15/28

476,838‌

900,000

Willis

North

America,

Inc

2.950

09/15/29

774,188‌

1,000,000

Willis

North

America,

Inc

5.350

05/15/33

975,080‌

300,000

Willis

North

America,

Inc

5.050

09/15/48

257,757‌

500,000

Willis

North

America,

Inc

3.875

09/15/49

363,280‌

200,000

WR

Berkley

Corp

4.750

08/01/44

175,009‌

650,000

WR

Berkley

Corp

4.000

05/12/50

511,716‌

200,000

XLIT

Ltd

5.250

12/15/43

196,862‌

TOTAL

INSURANCE

162,138,641‌

MATERIALS

-

0.7%

300,000

Air

Products

&

Chemicals,

Inc

3.350

07/31/24

292,246‌

175,000

Air

Products

&

Chemicals,

Inc

1.500

10/15/25

161,469‌

500,000

Air

Products

&

Chemicals,

Inc

1.850

05/15/27

449,731‌

2,125,000

Air

Products

&

Chemicals,

Inc

2.050

05/15/30

1,803,909‌

1,000,000

Air

Products

&

Chemicals,

Inc

4.800

03/03/33

1,008,991‌

125,000

Air

Products

&

Chemicals,

Inc

2.700

05/15/40

93,222‌

65

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

1,250,000

Air

Products

&

Chemicals,

Inc

2.800

%

05/15/50

$

892,726‌

750,000

Albemarle

Corp

4.650

06/01/27

730,372‌

1,000,000

Albemarle

Corp

5.650

06/01/52

951,570‌

500,000

Amcor

Finance

USA,

Inc

3.625

04/28/26

472,683‌

400,000

Amcor

Finance

USA,

Inc

4.500

05/15/28

380,398‌

1,000,000

Amcor

Finance

USA,

Inc

5.625

05/26/33

987,845‌

2,000,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

1,638,203‌

1,000,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

875,558‌

375,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

321,888‌

1,000,000

AptarGroup,

Inc

3.600

03/15/32

857,846‌

1,500,000

ArcelorMittal

S.A.

6.550

11/29/27

1,538,497‌

2,000,000

ArcelorMittal

S.A.

6.800

11/29/32

2,053,315‌

300,000

Avery

Dennison

Corp

4.875

12/06/28

293,822‌

500,000

Avery

Dennison

Corp

2.650

04/30/30

420,541‌

1,000,000

Avery

Dennison

Corp

2.250

02/15/32

778,203‌

1,000,000

Avery

Dennison

Corp

5.750

03/15/33

1,020,565‌

100,000

Barrick

Australian

Finance

Pty

Ltd

5.950

10/15/39

104,411‌

1,500,000

Barrick

North

America

Finance

LLC

5.750

05/01/43

1,540,871‌

100,000

Bemis

Co,

Inc

3.100

09/15/26

91,807‌

200,000

Bemis

Co,

Inc

2.630

06/19/30

166,330‌

1,375,000

Berry

Global,

Inc

1.570

01/15/26

1,239,886‌

625,000

Berry

Global,

Inc

1.650

01/15/27

539,127‌

1,000,000

g

Berry

Global,

Inc

5.500

04/15/28

984,100‌

825,000

BHP

Billiton

Finance

USA

Ltd

4.125

02/24/42

747,602‌

1,925,000

BHP

Billiton

Finance

USA

Ltd

5.000

09/30/43

1,925,631‌

500,000

Cabot

Corp

4.000

07/01/29

460,384‌

1,000,000

Cabot

Corp

5.000

06/30/32

957,210‌

200,000

Celanese

US

Holdings

LLC

3.500

05/08/24

195,731‌

1,000,000

Celanese

US

Holdings

LLC

6.050

03/15/25

995,914‌

1,000,000

Celanese

US

Holdings

LLC

1.400

08/05/26

866,555‌

1,000,000

Celanese

US

Holdings

LLC

6.165

07/15/27

994,828‌

1,000,000

Celanese

US

Holdings

LLC

6.330

07/15/29

993,119‌

1,000,000

e

Celanese

US

Holdings

LLC

6.379

07/15/32

1,008,673‌

400,000

Celulosa

Arauco

y

Constitucion

S.A.

4.500

08/01/24

393,144‌

375,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875

11/02/27

344,631‌

200,000

Celulosa

Arauco

y

Constitucion

S.A.

5.500

11/02/47

167,372‌

14,000

Dow

Chemical

Co

4.550

11/30/25

13,642‌

300,000

Dow

Chemical

Co

4.800

11/30/28

296,759‌

81,000

Dow

Chemical

Co

7.375

11/01/29

90,125‌

1,000,000

Dow

Chemical

Co

2.100

11/15/30

825,768‌

1,000,000

e

Dow

Chemical

Co

6.300

03/15/33

1,075,654‌

982,000

Dow

Chemical

Co

4.250

10/01/34

891,760‌

131,000

Dow

Chemical

Co

9.400

05/15/39

175,971‌

275,000

Dow

Chemical

Co

5.250

11/15/41

265,214‌

1,200,000

Dow

Chemical

Co

4.375

11/15/42

1,010,805‌

400,000

Dow

Chemical

Co

4.625

10/01/44

345,914‌

825,000

Dow

Chemical

Co

5.550

11/30/48

800,695‌

750,000

Dow

Chemical

Co

4.800

05/15/49

652,890‌

1,000,000

Dow

Chemical

Co

3.600

11/15/50

744,042‌

500,000

Dow

Chemical

Co

6.900

05/15/53

564,629‌

1,600,000

DowDuPont,

Inc

4.493

11/15/25

1,566,957‌

2,300,000

DowDuPont,

Inc

4.725

11/15/28

2,261,841‌

150,000

DowDuPont,

Inc

5.319

11/15/38

148,622‌

2,325,000

DowDuPont,

Inc

5.419

11/15/48

2,292,212‌

1,500,000

Eagle

Materials,

Inc

2.500

07/01/31

1,223,366‌

727,000

Eastman

Chemical

Co

3.800

03/15/25

705,702‌

700,000

Eastman

Chemical

Co

4.500

12/01/28

667,065‌

1,650,000

Eastman

Chemical

Co

5.750

03/08/33

1,648,003‌

150,000

Eastman

Chemical

Co

4.800

09/01/42

130,504‌

525,000

Eastman

Chemical

Co

4.650

10/15/44

442,528‌

750,000

Ecolab,

Inc

2.700

11/01/26

705,048‌

Bond

Index

Fund

June

30,

2023

66

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

1,000,000

Ecolab,

Inc

1.650

%

02/01/27

$

898,578‌

300,000

Ecolab,

Inc

3.250

12/01/27

282,179‌

1,000,000

Ecolab,

Inc

5.250

01/15/28

1,015,753‌

1,000,000

Ecolab,

Inc

1.300

01/30/31

783,928‌

1,000,000

e

Ecolab,

Inc

2.125

02/01/32

818,414‌

150,000

Ecolab,

Inc

2.125

08/15/50

89,310‌

1,000,000

Ecolab,

Inc

2.700

12/15/51

662,872‌

1,370,000

Ecolab,

Inc

2.750

08/18/55

877,643‌

350,000

EI

du

Pont

de

Nemours

and

Co

1.700

07/15/25

325,291‌

175,000

EI

du

Pont

de

Nemours

and

Co

2

.300

07/15/30

146,057‌

1,250,000

EIDP,

Inc

4.800

05/15/33

1,223,824‌

700,000

Fibria

Overseas

Finance

Ltd

5.500

01/17/27

700,875‌

500,000

FMC

Corp

3.200

10/01/26

464,088‌

500,000

FMC

Corp

3.450

10/01/29

437,384‌

1,000,000

FMC

Corp

5.650

05/18/33

977,993‌

500,000

FMC

Corp

4.500

10/01/49

385,450‌

500,000

FMC

Corp

6.375

05/18/53

507,318‌

1,000,000

Freeport-McMoRan,

Inc

4.125

03/01/28

936,950‌

1,500,000

Freeport-McMoRan,

Inc

4.375

08/01/28

1,415,205‌

1,000,000

Freeport-McMoRan,

Inc

5.250

09/01/29

982,458‌

1,000,000

Freeport-McMoRan,

Inc

4.250

03/01/30

921,536‌

1,000,000

Freeport-McMoRan,

Inc

4.625

08/01/30

942,250‌

750,000

Georgia-Pacific

LLC

7.750

11/15/29

846,383‌

600,000

Huntsman

International

LLC

4.500

05/01/29

548,732‌

1,000,000

Huntsman

International

LLC

2.950

06/15/31

798,340‌

100,000

International

Flavors

&

Fragrances,

Inc

4.450

09/26/28

93,741‌

200,000

International

Flavors

&

Fragrances,

Inc

4.375

06/01/47

152,681‌

675,000

International

Flavors

&

Fragrances,

Inc

5.000

09/26/48

571,320‌

450,000

International

Paper

Co

6.000

11/15/41

461,287‌

390,000

International

Paper

Co

4.800

06/15/44

343,920‌

2,425,000

International

Paper

Co

4.350

08/15/48

2,048,101‌

1,000,000

Kinross

Gold

Corp

4.500

07/15/27

957,524‌

1,000,000

g,h

Kinross

Gold

Corp

6.250

07/15/33

989,031‌

150,000

Lubrizol

Corp

6.500

10/01/34

174,803‌

170,000

LYB

International

Finance

BV

4.000

07/15/23

169,768‌

575,000

LYB

International

Finance

BV

5.250

07/15/43

523,986‌

550,000

LYB

International

Finance

BV

4.875

03/15/44

483,478‌

491,000

LYB

International

Finance

III

LLC

1.250

10/01/25

443,979‌

150,000

e

LYB

International

Finance

III

LLC

2.250

10/01/30

122,826‌

1,000,000

LYB

International

Finance

III

LLC

5.625

05/15/33

1,000,652‌

1,150,000

LYB

International

Finance

III

LLC

3.375

10/01/40

844,960‌

1,000,000

LYB

International

Finance

III

LLC

4.200

10/15/49

765,069‌

750,000

LYB

International

Finance

III

LLC

4.200

05/01/50

572,023‌

1,000,000

LYB

International

Finance

III

LLC

3.625

04/01/51

692,056‌

500,000

LYB

International

Finance

III

LLC

3.800

10/01/60

336,497‌

475,000

LyondellBasell

Industries

NV

4.625

02/26/55

383,186‌

200,000

Martin

Marietta

Materials,

Inc

4.250

07/02/24

197,584‌

200,000

Martin

Marietta

Materials,

Inc

3.450

06/01/27

188,062‌

325,000

Martin

Marietta

Materials,

Inc

3.500

12/15/27

302,901‌

250,000

Martin

Marietta

Materials,

Inc

2.500

03/15/30

211,228‌

1,000,000

Martin

Marietta

Materials,

Inc

2.400

07/15/31

816,053‌

450,000

Martin

Marietta

Materials,

Inc

4.250

12/15/47

373,354‌

1,000,000

Martin

Marietta

Materials,

Inc

3.200

07/15/51

696,126‌

800,000

e

Mosaic

Co

4.050

11/15/27

761,740‌

300,000

Mosaic

Co

5.450

11/15/33

292,173‌

100,000

Mosaic

Co

4.875

11/15/41

85,635‌

600,000

Mosaic

Co

5.625

11/15/43

564,376‌

250,000

Newmont

Corp

2.250

10/01/30

204,823‌

1,350,000

Newmont

Corp

2.600

07/15/32

1,103,031‌

1,300,000

Newmont

Goldcorp

Corp

2.800

10/01/29

1,117,548‌

298,000

Newmont

Goldcorp

Corp

5.875

04/01/35

304,828‌

67

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

235,000

Newmont

Goldcorp

Corp

6.250

%

10/01/39

$

247,609‌

975,000

Newmont

Goldcorp

Corp

4.875

03/15/42

904,405‌

300,000

Newmont

Goldcorp

Corp

5.450

06/09/44

295,208‌

275,000

Nucor

Corp

2.000

06/01/25

257,153‌

500,000

Nucor

Corp

4.300

05/23/27

484,928‌

425,000

Nucor

Corp

3.950

05/01/28

402,788‌

3,150,000

Nucor

Corp

2.700

06/01/30

2,732,299‌

500,000

Nucor

Corp

3.125

04/01/32

432,529‌

1,000,000

Nucor

Corp

2.979

12/15/55

639,463‌

200,000

Nutrien

Ltd

3.000

04/01/25

190,220‌

1,000,000

Nutrien

Ltd

5.950

11/07/25

1,005,991‌

700,000

Nutrien

Ltd

4.000

12/15/26

671,594‌

1,000,000

Nutrien

Ltd

4.900

03/27/28

980,790‌

550,000

Nutrien

Ltd

4.200

04/01/29

519,268‌

500,000

Nutrien

Ltd

2.950

05/13/30

434,030‌

200,000

Nutrien

Ltd

4.125

03/15/35

175,555‌

200,000

Nutrien

Ltd

5.625

12/01/40

193,961‌

200,000

Nutrien

Ltd

4.900

06/01/43

178,764‌

691,000

Nutrien

Ltd

5.250

01/15/45

639,495‌

1,050,000

Nutrien

Ltd

5.000

04/01/49

943,960‌

300,000

Nutrien

Ltd

3.950

05/13/50

229,974‌

750,000

Nutrien

Ltd

5.800

03/27/53

752,527‌

500,000

Owens

Corning

4.200

12/01/24

489,259‌

300,000

Owens

Corning

3.400

08/15/26

283,184‌

500,000

Owens

Corning

3.950

08/15/29

464,708‌

300,000

Owens

Corning

3

.875

06/01/30

274,080‌

525,000

Owens

Corning

4.300

07/15/47

429,629‌

350,000

Owens

Corning

4.400

01/30/48

288,997‌

100,000

Packaging

Corp

of

America

3.650

09/15/24

97,931‌

550,000

Packaging

Corp

of

America

3

.400

12/15/27

512,677‌

100,000

Packaging

Corp

of

America

3.000

12/15/29

87,182‌

500,000

Packaging

Corp

of

America

4.050

12/15/49

398,236‌

1,500,000

Packaging

Corp

of

America

3.050

10/01/51

991,786‌

500,000

PPG

Industries,

Inc

2.400

08/15/24

479,983‌

250,000

PPG

Industries,

Inc

1.200

03/15/26

223,938‌

425,000

PPG

Industries,

Inc

3.750

03/15/28

403,096‌

500,000

PPG

Industries,

Inc

2.550

06/15/30

426,158‌

300,000

Praxair,

Inc

2.650

02/05/25

287,025‌

1,000,000

Praxair,

Inc

3.200

01/30/26

965,816‌

725,000

Praxair,

Inc

1.100

08/10/30

576,298‌

625,000

Praxair,

Inc

3.550

11/07/42

506,719‌

225,000

Praxair,

Inc

2.000

08/10/50

127,811‌

500,000

Reliance

Steel

&

Aluminum

Co

1.300

08/15/25

456,450‌

500,000

Reliance

Steel

&

Aluminum

Co

2.150

08/15/30

407,404‌

414,000

Rio

Tinto

Alcan,

Inc

6.125

12/15/33

447,232‌

350,000

Rio

Tinto

Finance

USA

Ltd

5.200

11/02/40

352,980‌

2,000,000

Rio

Tinto

Finance

USA

Ltd

2.750

11/02/51

1,362,015‌

1,500,000

Rio

Tinto

Finance

USA

plc

5.000

03/09/33

1,513,190‌

1,400,000

Rio

Tinto

Finance

USA

plc

4.125

08/21/42

1,225,081‌

1,000,000

Rio

Tinto

Finance

USA

plc

5.125

03/09/53

1,008,342‌

100,000

RPM

International,

Inc

3.750

03/15/27

93,821‌

300,000

RPM

International,

Inc

4.550

03/01/29

281,043‌

1,000,000

RPM

International,

Inc

2.950

01/15/32

791,069‌

100,000

RPM

International,

Inc

5.250

06/01/45

88,852‌

200,000

RPM

International,

Inc

4.250

01/15/48

152,801‌

200,000

Sherwin-Williams

Co

3.450

08/01/25

192,045‌

1,000,000

Sherwin-Williams

Co

4.250

08/08/25

979,164‌

200,000

Sherwin-Williams

Co

3.950

01/15/26

193,653‌

925,000

Sherwin-Williams

Co

3.450

06/01/27

871,864‌

500,000

Sherwin-Williams

Co

2.950

08/15/29

441,135‌

500,000

Sherwin-Williams

Co

2.300

05/15/30

419,843‌

Bond

Index

Fund

June

30,

2023

68

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

950,000

Sherwin-Williams

Co

2.200

%

03/15/32

$

765,767‌

200,000

Sherwin-Williams

Co

4.000

12/15/42

164,063‌

900,000

Sherwin-Williams

Co

4.500

06/01/47

787,988‌

900,000

Sherwin-Williams

Co

3.800

08/15/49

695,911‌

500,000

Sherwin-Williams

Co

3.300

05/15/50

354,957‌

1,000,000

Sherwin-Williams

Co

2.900

03/15/52

643,469‌

650,000

Sonoco

Products

Co

2.250

02/01/27

580,760‌

750,000

Sonoco

Products

Co

3.125

05/01/30

654,386‌

1,000,000

Sonoco

Products

Co

2.850

02/01/32

832,901‌

800,000

Southern

Copper

Corp

3.875

04/23/25

778,242‌

100,000

Southern

Copper

Corp

7.500

07/27/35

116,132‌

1,180,000

Southern

Copper

Corp

6.750

04/16/40

1,300,719‌

2,000,000

Southern

Copper

Corp

5.875

04/23/45

2,044,600‌

250,000

Steel

Dynamics,

Inc

2.800

12/15/24

238,580‌

100,000

Steel

Dynamics,

Inc

2.400

06/15/25

93,400‌

1,000,000

Steel

Dynamics,

Inc

1.650

10/15/27

849,437‌

750,000

Steel

Dynamics,

Inc

3.450

04/15/30

666,320‌

100,000

Steel

Dynamics,

Inc

3.250

01/15/31

86,671‌

500,000

Steel

Dynamics,

Inc

3.250

10/15/50

328,577‌

700,000

Suzano

Austria

GmbH

2.500

09/15/28

596,163‌

1,900,000

Suzano

Austria

GmbH

6.000

01/15/29

1,888,220‌

1,000,000

Suzano

Austria

GmbH

3.750

01/15/31

853,425‌

1,500,000

Suzano

Austria

GmbH

3.125

01/15/32

1,200,575‌

2,000,000

Teck

Resources

Ltd

3.900

07/15/30

1,819,338‌

750,000

Vulcan

Materials

Co

4.500

04/01/25

734,888‌

100,000

Vulcan

Materials

Co

3.900

04/01/27

96,229‌

275,000

Vulcan

Materials

Co

3.500

06/01/30

248,444‌

475,000

Vulcan

Materials

Co

4.500

06/15/47

412,563‌

200,000

Vulcan

Materials

Co

4.700

03/01/48

178,245‌

200,000

Westlake

Chemical

Corp

0.875

08/15/24

188,882‌

500,000

Westlake

Chemical

Corp

3.600

08/15/26

469,215‌

1,000,000

Westlake

Chemical

Corp

3.375

06/15/30

869,231‌

500,000

Westlake

Chemical

Corp

2.875

08/15/41

332,701‌

500,000

Westlake

Chemical

Corp

5.000

08/15/46

434,185‌

200,000

Westlake

Chemical

Corp

4.375

11/15/47

156,830‌

500,000

Westlake

Chemical

Corp

3.125

08/15/51

312,844‌

500,000

Westlake

Chemical

Corp

3.375

08/15/61

303,896‌

250,000

WRKCo,

Inc

3.000

09/15/24

240,411‌

425,000

WRKCo,

Inc

3.750

03/15/25

408,833‌

525,000

WRKCo,

Inc

4.650

03/15/26

509,372‌

300,000

WRKCo,

Inc

3.375

09/15/27

274,935‌

325,000

WRKCo,

Inc

4.000

03/15/28

302,472‌

240,000

WRKCo,

Inc

3.900

06/01/28

223,598‌

950,000

WRKCo,

Inc

4.900

03/15/29

918,833‌

685,000

WRKCo,

Inc

4.200

06/01/32

623,307‌

1,400,000

WRKCo,

Inc

3.000

06/15/33

1,138,502‌

750,000

Yamana

Gold,

Inc

2.630

08/15/31

584,208‌

TOTAL

MATERIALS

150,834,036‌

MEDIA

&

ENTERTAINMENT

-

1.1%

475,000

Activision

Blizzard,

Inc

3.400

09/15/26

451,881‌

300,000

Activision

Blizzard,

Inc

3.400

06/15/27

283,466‌

250,000

Activision

Blizzard,

Inc

1.350

09/15/30

199,985‌

300,000

Activision

Blizzard,

Inc

4.500

06/15/47

276,401‌

1,100,000

Activision

Blizzard,

Inc

2.500

09/15/50

707,648‌

1,000,000

AdventHealth

Obligated

Group

2.795

11/15/51

655,110‌

675,000

Alphabet,

Inc

0.450

08/15/25

617,939‌

1,250,000

Alphabet,

Inc

1.998

08/15/26

1,156,971‌

1,000,000

Alphabet,

Inc

0.800

08/15/27

865,728‌

850,000

Alphabet,

Inc

1.100

08/15/30

687,624‌

1,000,000

Alphabet,

Inc

1.900

08/15/40

688,710‌

69

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

2,800,000

Alphabet,

Inc

2.050

%

08/15/50

$

1,751,590‌

1,100,000

Alphabet,

Inc

2.250

08/15/60

669,123‌

1,000,000

American

Assets

Trust

LP

3.375

02/01/31

781,448‌

700,000

e

Baidu,

Inc

3.875

09/29/23

696,451‌

525,000

Baidu,

Inc

4.375

05/14/24

517,845‌

200,000

e

Baidu,

Inc

3.075

04/07/25

190,782‌

1,000,000

Baidu,

Inc

1.720

04/09/26

897,195‌

500,000

e

Baidu,

Inc

4.375

03/29/28

475,261‌

500,000

Baidu,

Inc

4.875

11/14/28

485,039‌

300,000

Baidu,

Inc

3.425

04/07/30

268,283‌

750,000

Baidu,

Inc

2.375

10/09/30

618,815‌

1,000,000

Baidu,

Inc

2.375

08/23/31

810,101‌

1,000,000

Bain

Capital

Specialty

Finance,

Inc

2.550

10/13/26

857,482‌

1,000,000

Blackstone

Private

Credit

Fund

4.700

03/24/25

963,130‌

1,500,000

Blackstone

Private

Credit

Fund

7.050

09/29/25

1,496,110‌

1,800,000

Blackstone

Private

Credit

Fund

2.625

12/15/26

1,531,435‌

1,000,000

Blackstone

Private

Credit

Fund

3.250

03/15/27

864,121‌

1,000,000

Blackstone

Private

Credit

Fund

4.000

01/15/29

847,645‌

500,000

Broadstone

Net

Lease

LLC

2.600

09/15/31

358,265‌

1,000,000

Brown

University

in

Providence

in

the

State

of

Rhode

Island

and

Providence

Plant

2.924

09/01/50

726,144‌

1,000,000

Cedars-Sinai

Health

System

2.288

08/15/31

817,582‌

3,650,000

Charter

Communications

Operating

LLC

4.908

07/23/25

3,579,361‌

950,000

Charter

Communications

Operating

LLC

3.750

02/15/28

870,892‌

2,750,000

Charter

Communications

Operating

LLC

4.200

03/15/28

2,578,041‌

650,000

Charter

Communications

Operating

LLC

2.250

01/15/29

541,242‌

2,000,000

Charter

Communications

Operating

LLC

2.800

04/01/31

1,609,321‌

1,500,000

Charter

Communications

Operating

LLC

2.300

02/01/32

1,135,501‌

500,000

Charter

Communications

Operating

LLC

4.400

04/01/33

438,878‌

750,000

Charter

Communications

Operating

LLC

6.384

10/23/35

731,014‌

1,500,000

Charter

Communications

Operating

LLC

5.375

04/01/38

1,277,847‌

1,500,000

Charter

Communications

Operating

LLC

3.500

06/01/41

1,014,607‌

1,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

668,897‌

1,550,000

Charter

Communications

Operating

LLC

6.484

10/23/45

1,457,183‌

1,400,000

Charter

Communications

Operating

LLC

5.375

05/01/47

1,157,177‌

1,375,000

Charter

Communications

Operating

LLC

5.750

04/01/48

1,176,947‌

1,600,000

Charter

Communications

Operating

LLC

5.125

07/01/49

1,258,757‌

2,500,000

Charter

Communications

Operating

LLC

4.800

03/01/50

1,886,247‌

2,500,000

Charter

Communications

Operating

LLC

3.700

04/01/51

1,579,697‌

3,000,000

Charter

Communications

Operating

LLC

3.900

06/01/52

1,963,094‌

1,000,000

Charter

Communications

Operating

LLC

5.250

04/01/53

807,683‌

2,000,000

Charter

Communications

Operating

LLC

3.850

04/01/61

1,209,657‌

1,500,000

Charter

Communications

Operating

LLC

4.400

12/01/61

1,012,576‌

1,000,000

Charter

Communications

Operating

LLC

3.950

06/30/62

615,234‌

500,000

Charter

Communications

Operating

LLC

5.500

04/01/63

402,567‌

1,000,000

Children's

Health

System

of

Texas

2.511

08/15/50

619,517‌

1,000,000

Cleco

Securitization

I

LLC

4.646

09/01/42

948,930‌

350,000

Comcast

Corp

3.375

08/15/25

337,709‌

1,550,000

Comcast

Corp

3.950

10/15/25

1,511,006‌

1,950,000

Comcast

Corp

3.150

03/01/26

1,867,793‌

1,025,000

Comcast

Corp

2.350

01/15/27

941,120‌

1,450,000

Comcast

Corp

3.300

02/01/27

1,375,973‌

750,000

Comcast

Corp

5.350

11/15/27

763,388‌

900,000

Comcast

Corp

3.150

02/15/28

839,126‌

2,675,000

Comcast

Corp

4.150

10/15/28

2,591,748‌

1,000,000

Comcast

Corp

4.550

01/15/29

981,996‌

5,000,000

Comcast

Corp

3.400

04/01/30

4,594,018‌

3,300,000

Comcast

Corp

4.250

10/15/30

3,177,860‌

1,950,000

Comcast

Corp

1.950

01/15/31

1,595,669‌

3,850,000

Comcast

Corp

1.500

02/15/31

3,062,453‌

2,250,000

Comcast

Corp

5.500

11/15/32

2,337,976‌

1,925,000

Comcast

Corp

4.250

01/15/33

1,828,684‌

Bond

Index

Fund

June

30,

2023

70

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

2,000,000

e

Comcast

Corp

4.650

%

02/15/33

$

1,985,430‌

150,000

Comcast

Corp

7.050

03/15/33

172,957‌

1,000,000

Comcast

Corp

4.800

05/15/33

989,435‌

200,000

Comcast

Corp

4.200

08/15/34

186,302‌

500,000

Comcast

Corp

4.400

08/15/35

469,970‌

36,000

Comcast

Corp

6.500

11/15/35

40,302‌

3,475,000

Comcast

Corp

3.200

07/15/36

2,850,768‌

3,150,000

Comcast

Corp

3.900

03/01/38

2,736,862‌

1,000,000

Comcast

Corp

3.250

11/01/39

793,224‌

3,800,000

Comcast

Corp

3.750

04/01/40

3,201,641‌

1,275,000

Comcast

Corp

3.400

07/15/46

967,608‌

631,000

Comcast

Corp

3.969

11/01/47

522,613‌

1,500,000

Comcast

Corp

4.000

03/01/48

1,250,026‌

1,407,000

Comcast

Corp

3.999

11/01/49

1,161,303‌

2,525,000

Comcast

Corp

3.450

02/01/50

1,921,687‌

425,000

Comcast

Corp

2.800

01/15/51

281,326‌

2,237,000

Comcast

Corp

2.887

11/01/51

1,499,811‌

1,050,000

Comcast

Corp

2.450

08/15/52

642,100‌

1,250,000

Comcast

Corp

5.350

05/15/53

1,269,149‌

2,708,000

Comcast

Corp

2.937

11/01/56

1,763,512‌

850,000

Comcast

Corp

2.650

08/15/62

505,248‌

6,758,000

Comcast

Corp

2.987

11/01/63

4,281,778‌

1,000,000

Comcast

Corp

5

.500

05/15/64

1,014,075‌

485,000

Cottage

Health

Obligated

Group

3.304

11/01/49

358,951‌

750,000

DH

Europe

Finance

II

Sarl

2.200

11/15/24

718,256‌

300,000

DH

Europe

Finance

II

Sarl

2.600

11/15/29

264,016‌

550,000

DH

Europe

Finance

II

Sarl

3.250

11/15/39

447,062‌

1,000,000

DH

Europe

Finance

II

Sarl

3.400

11/15/49

781,400‌

200,000

Discovery

Communications

LLC

3.900

11/15/24

193,954‌

350,000

Discovery

Communications

LLC

3.450

03/15/25

335,058‌

200,000

Discovery

Communications

LLC

3.950

06/15/25

191,941‌

500,000

Discovery

Communications

LLC

4.900

03/11/26

489,962‌

2,275,000

Discovery

Communications

LLC

3.950

03/20/28

2,115,136‌

1,000,000

Discovery

Communications

LLC

4.125

05/15/29

912,597‌

250,000

Discovery

Communications

LLC

3.625

05/15/30

219,294‌

1,400,000

Discovery

Communications

LLC

5.200

09/20/47

1,145,798‌

1,400,000

Discovery

Communications

LLC

5.300

05/15/49

1,160,134‌

500,000

Discovery

Communications

LLC

4.650

05/15/50

380,877‌

1,175,000

Discovery

Communications

LLC

4.000

09/15/55

780,968‌

1,000,000

Electronic

Arts,

Inc

1.850

02/15/31

809,980‌

1,000,000

Electronic

Arts,

Inc

2.950

02/15/51

676,475‌

500,000

Fox

Corp

3.050

04/07/25

478,375‌

2,250,000

Fox

Corp

4.709

01/25/29

2,186,456‌

500,000

Fox

Corp

3.500

04/08/30

448,666‌

1,500,000

Fox

Corp

5.476

01/25/39

1,401,173‌

650,000

Fox

Corp

5.576

01/25/49

608,577‌

200,000

Grupo

Televisa

SAB

4.625

01/30/26

194,788‌

1,100,000

Grupo

Televisa

SAB

5.000

05/13/45

945,535‌

700,000

Grupo

Televisa

SAB

6.125

01/31/46

693,420‌

500,000

e

Grupo

Televisa

SAB

5.250

05/24/49

449,030‌

1,900,000

GSK

Consumer

Healthcare

Capital

US

LLC

3.375

03/24/27

1,777,986‌

725,000

GSK

Consumer

Healthcare

Capital

US

LLC

3

.375

03/24/29

658,751‌

1,500,000

GSK

Consumer

Healthcare

Capital

US

LLC

3.625

03/24/32

1,344,660‌

1,000,000

GSK

Consumer

Healthcare

Capital

US

LLC

4.000

03/24/52

830,681‌

100,000

Interpublic

Group

of

Cos,

Inc

4.200

04/15/24

98,387‌

350,000

Interpublic

Group

of

Cos,

Inc

4.650

10/01/28

336,697‌

500,000

Interpublic

Group

of

Cos,

Inc

4.750

03/30/30

484,806‌

1,000,000

Interpublic

Group

of

Cos,

Inc

2.400

03/01/31

814,043‌

500,000

Interpublic

Group

of

Cos,

Inc

5.375

06/15/33

494,751‌

1,000,000

Interpublic

Group

of

Cos,

Inc

3.375

03/01/41

729,174‌

400,000

Interpublic

Group

of

Cos,

Inc

5.400

10/01/48

372,281‌

71

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

445,000

Iowa

Health

System

3.665

%

02/15/50

$

337,789‌

135,000

MedStar

Health,

Inc

3.626

08/15/49

102,030‌

2,000,000

Meta

Platforms,

Inc

3.500

08/15/27

1,898,867‌

1,500,000

Meta

Platforms,

Inc

4.600

05/15/28

1,483,371‌

1,000,000

Meta

Platforms,

Inc

4.800

05/15/30

1,000,732‌

2,000,000

Meta

Platforms,

Inc

3.850

08/15/32

1,857,689‌

1,500,000

Meta

Platforms,

Inc

4.950

05/15/33

1,498,840‌

2,000,000

Meta

Platforms,

Inc

4.450

08/15/52

1,739,074‌

1,000,000

Meta

Platforms,

Inc

5.600

05/15/53

1,027,012‌

2,500,000

Meta

Platforms,

Inc

4.650

08/15/62

2,194,986‌

1,000,000

Meta

Platforms,

Inc

5.750

05/15/63

1,034,921‌

1,000,000

Morgan

Stanley

Direct

Lending

Fund

4.500

02/11/27

940,244‌

870,000

NBC

Universal

Media

LLC

4.450

01/15/43

777,459‌

1,000,000

Northwestern

Memorial

Healthcare

Obligated

Group

2.633

07/15/51

648,558‌

1,000,000

Ochsner

LSU

Health

System

of

North

Louisiana

2.510

05/15/31

739,847‌

425,000

Omnicom

Group,

Inc

3.650

11/01/24

412,733‌

1,050,000

Omnicom

Group,

Inc

3.600

04/15/26

1,008,515‌

750,000

Omnicom

Group,

Inc

2.450

04/30/30

629,110‌

325,000

Omnicom

Group,

Inc

4.200

06/01/30

304,483‌

700,000

e

Omnicom

Group,

Inc

2.600

08/01/31

580,302‌

1,000,000

Owl

Rock

Capital

Corp

III

3.125

04/13/27

847,595‌

1,000,000

Owl

Rock

Technology

Finance

Corp

2.500

01/15/27

827,783‌

200,000

Paramount

Global

3.375

02/15/28

177,776‌

500,000

PG&E

Recovery

Funding

LLC

5.256

01/15/38

511,533‌

500,000

PG&E

Recovery

Funding

LLC

5.536

07/15/47

521,344‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

2.625

11/15/31

740,191‌

1,000,000

Rayonier

LP

2.750

05/17/31

804,275‌

500,000

Rexford

Industrial

Realty

LP

5.000

06/15/28

485,502‌

1,000,000

Rexford

Industrial

Realty

LP

2.125

12/01/30

788,869‌

1,000,000

Safehold

Operating

Partnership

LP

2.800

06/15/31

775,640‌

750,000

Schlumberger

Finance

Canada

Ltd

1.400

09/17/25

690,181‌

425,000

Sentara

Healthcare

2.927

11/01/51

286,656‌

500,000

Spectrum

Health

System

Obligated

Group

3.487

07/15/49

381,360‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

2.700

03/15/31

833,497‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

3.750

03/15/51

750,341‌

1,000,000

Take-Two

Interactive

Software,

Inc

3.550

04/14/25

964,276‌

375,000

Take-Two

Interactive

Software,

Inc

3.700

04/14/27

355,051‌

1,000,000

Take-Two

Interactive

Software,

Inc

4.950

03/28/28

988,160‌

1,000,000

Take-Two

Interactive

Software,

Inc

4.000

04/14/32

915,997‌

500,000

Tencent

Music

Entertainment

Group

1.375

09/03/25

453,703‌

750,000

Tencent

Music

Entertainment

Group

2.000

09/03/30

592,013‌

1,075,000

Time

Warner

Cable

LLC

6.550

05/01/37

1,030,575‌

400,000

Time

Warner

Cable

LLC

7.300

07/01/38

407,628‌

500,000

Time

Warner

Cable

LLC

6.750

06/15/39

480,539‌

890,000

Time

Warner

Cable

LLC

5.875

11/15/40

785,113‌

475,000

Time

Warner

Cable

LLC

5.500

09/01/41

395,169‌

2,875,000

Time

Warner

Cable

LLC

4.500

09/15/42

2,150,478‌

300,000

Time

Warner

Entertainment

Co

LP

8.375

07/15/33

329,541‌

450,000

Toledo

Hospital

5.750

11/15/38

442,924‌

800,000

ViacomCBS,

Inc

4.000

01/15/26

761,504‌

650,000

ViacomCBS,

Inc

2.900

01/15/27

585,500‌

1,300,000

ViacomCBS,

Inc

3.700

06/01/28

1,156,482‌

500,000

ViacomCBS,

Inc

4.200

06/01/29

445,699‌

500,000

ViacomCBS,

Inc

7.875

07/30/30

527,628‌

1,000,000

e

ViacomCBS,

Inc

4.950

01/15/31

901,297‌

1,500,000

e

ViacomCBS,

Inc

4.200

05/19/32

1,257,088‌

150,000

ViacomCBS,

Inc

6.875

04/30/36

145,942‌

200,000

ViacomCBS,

Inc

4.850

07/01/42

148,053‌

2,179,000

ViacomCBS,

Inc

4.375

03/15/43

1,537,252‌

625,000

ViacomCBS,

Inc

5.850

09/01/43

532,618‌

200,000

ViacomCBS,

Inc

4.900

08/15/44

146,610‌

Bond

Index

Fund

June

30,

2023

72

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

800,000

ViacomCBS,

Inc

4.600

%

01/15/45

$

567,143‌

1,000,000

ViacomCBS,

Inc

4.950

05/19/50

750,570‌

875,000

Walt

Disney

Co

3.150

09/17/25

840,112‌

700,000

Walt

Disney

Co

3.700

10/15/25

679,062‌

8,000,000

Walt

Disney

Co

1.750

01/13/26

7,403,587‌

500,000

Walt

Disney

Co

3.000

02/13/26

477,649‌

475,000

Walt

Disney

Co

1.850

07/30/26

433,624‌

1,500,000

e

Walt

Disney

Co

2.950

06/15/27

1,405,364‌

2,000,000

e

Walt

Disney

Co

2.200

01/13/28

1,807,401‌

425,000

Walt

Disney

Co

2.000

09/01/29

361,819‌

500,000

e

Walt

Disney

Co

3.800

03/22/30

472,513‌

2,000,000

Walt

Disney

Co

2.650

01/13/31

1,741,277‌

229,000

Walt

Disney

Co

6.400

12/15/35

257,599‌

325,000

Walt

Disney

Co

6.650

11/15/37

375,780‌

1,000,000

Walt

Disney

Co

3.500

05/13/40

826,813‌

1,425,000

Walt

Disney

Co

6.150

02/15/41

1,563,104‌

100,000

Walt

Disney

Co

4.375

08/16/41

90,895‌

200,000

Walt

Disney

Co

3.700

12/01/42

165,313‌

225,000

Walt

Disney

Co

5.400

10/01/43

229,388‌

1,275,000

Walt

Disney

Co

4.125

06/01/44

1,120,379‌

500,000

Walt

Disney

Co

4.750

09/15/44

473,840‌

300,000

Walt

Disney

Co

4.950

10/15/45

289,402‌

100,000

Walt

Disney

Co

3.000

07/30/46

72,069‌

700,000

Walt

Disney

Co

4.750

11/15/46

660,197‌

1,600,000

Walt

Disney

Co

2.750

09/01/49

1,083,288‌

3,000,000

Walt

Disney

Co

4.700

03/23/50

2,867,753‌

2,000,000

Walt

Disney

Co

3.600

01/13/51

1,591,454‌

1,000,000

Walt

Disney

Co

3.800

05/13/60

798,349‌

2,000,000

Warnermedia

Holdings,

Inc

3.638

03/15/25

1,929,048‌

7,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

6,529,364‌

3,325,000

Warnermedia

Holdings,

Inc

4.054

03/15/29

3,039,449‌

2,625,000

Warnermedia

Holdings,

Inc

4.279

03/15/32

2,328,048‌

2,750,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

2,317,885‌

2,850,000

Warnermedia

Holdings,

Inc

5.141

03/15/52

2,320,607‌

2,975,000

Warnermedia

Holdings,

Inc

5.391

03/15/62

2,424,539‌

375,000

Weibo

Corp

3.500

07/05/24

364,178‌

900,000

Weibo

Corp

3

.375

07/08/30

716,525‌

1,500,000

WPP

Finance

2010

3.750

09/19/24

1,454,177‌

TOTAL

MEDIA

&

ENTERTAINMENT

240,305,428‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.3%

3,350,000

AbbVie,

Inc

3.800

03/15/25

3,256,936‌

1,575,000

AbbVie,

Inc

3.600

05/14/25

1,522,547‌

4,150,000

AbbVie,

Inc

3.200

05/14/26

3,933,212‌

4,000,000

AbbVie,

Inc

2.950

11/21/26

3,736,978‌

6,750,000

AbbVie,

Inc

3.200

11/21/29

6,103,865‌

2,250,000

AbbVie,

Inc

4.550

03/15/35

2,142,614‌

1,925,000

AbbVie,

Inc

4.500

05/14/35

1,828,934‌

675,000

AbbVie,

Inc

4.300

05/14/36

619,888‌

3,300,000

AbbVie,

Inc

4.050

11/21/39

2,873,185‌

2,175,000

AbbVie,

Inc

4.400

11/06/42

1,947,627‌

1,625,000

AbbVie,

Inc

4.850

06/15/44

1,514,112‌

1,310,000

AbbVie,

Inc

4.750

03/15/45

1,197,806‌

925,000

AbbVie,

Inc

4.700

05/14/45

845,111‌

1,350,000

AbbVie,

Inc

4.450

05/14/46

1,188,668‌

1,150,000

AbbVie,

Inc

4.875

11/14/48

1,086,777‌

4,975,000

AbbVie,

Inc

4.250

11/21/49

4,294,068‌

200,000

Agilent

Technologies,

Inc

3.050

09/22/26

185,152‌

500,000

Agilent

Technologies,

Inc

2.750

09/15/29

434,906‌

1,000,000

Agilent

Technologies,

Inc

2.100

06/04/30

821,668‌

1,000,000

Agilent

Technologies,

Inc

2.300

03/12/31

818,351‌

73

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

950,000

Amgen,

Inc

3.625

%

05/22/24

$

933,413‌

775,000

Amgen,

Inc

3.125

05/01/25

742,293‌

1,225,000

Amgen,

Inc

2.600

08/19/26

1,134,155‌

3,250,000

Amgen,

Inc

2.200

02/21/27

2,952,731‌

775,000

Amgen,

Inc

3.200

11/02/27

723,705‌

5,000,000

Amgen,

Inc

5.150

03/02/28

4,995,498‌

1,500,000

Amgen,

Inc

1.650

08/15/28

1,283,087‌

1,000,000

Amgen,

Inc

4.050

08/18/29

948,136‌

1,000,000

Amgen,

Inc

2.450

02/21/30

857,303‌

1,175,000

Amgen,

Inc

5.250

03/02/30

1,177,344‌

500,000

Amgen,

Inc

2.300

02/25/31

415,512‌

850,000

Amgen,

Inc

3.350

02/22/32

749,010‌

1,000,000

Amgen,

Inc

4.200

03/01/33

933,228‌

2,300,000

Amgen,

Inc

5.250

03/02/33

2,302,934‌

1,325,000

Amgen,

Inc

3.150

02/21/40

1,013,266‌

1,500,000

Amgen,

Inc

2.800

08/15/41

1,059,818‌

126,000

Amgen,

Inc

5.150

11/15/41

121,764‌

1,900,000

Amgen,

Inc

5.600

03/02/43

1,905,750‌

2,675,000

Amgen,

Inc

4.400

05/01/45

2,316,847‌

2,128,000

Amgen,

Inc

4.563

06/15/48

1,885,330‌

2,575,000

Amgen,

Inc

3.375

02/21/50

1,886,576‌

2,447,000

Amgen,

Inc

4.663

06/15/51

2,191,352‌

1,000,000

Amgen,

Inc

3.000

01/15/52

666,693‌

1,000,000

Amgen,

Inc

4.200

02/22/52

827,379‌

1,000,000

Amgen,

Inc

4.875

03/01/53

920,098‌

1,450,000

Amgen,

Inc

5.650

03/02/53

1,468,422‌

172,000

Amgen,

Inc

2.770

09/01/53

106,867‌

1,000,000

Amgen,

Inc

4.400

02/22/62

820,729‌

1,250,000

Amgen,

Inc

5.750

03/02/63

1,268,047‌

2,000,000

AstraZeneca

Finance

LLC

1.200

05/28/26

1,804,686‌

1,000,000

AstraZeneca

Finance

LLC

4.875

03/03/28

999,425‌

2,000,000

AstraZeneca

Finance

LLC

1.750

05/28/28

1,732,871‌

1,000,000

AstraZeneca

Finance

LLC

4.900

03/03/30

1,001,875‌

350,000

AstraZeneca

plc

3.375

11/16/25

336,529‌

1,000,000

AstraZeneca

plc

0.700

04/08/26

893,392‌

950,000

AstraZeneca

plc

3.125

06/12/27

891,555‌

1,700,000

AstraZeneca

plc

4.000

01/17/29

1,639,523‌

1,000,000

AstraZeneca

plc

1.375

08/06/30

804,599‌

1,900,000

AstraZeneca

plc

6.450

09/15/37

2,178,360‌

625,000

AstraZeneca

plc

4.000

09/18/42

556,784‌

500,000

AstraZeneca

plc

4.375

11/16/45

464,566‌

750,000

AstraZeneca

plc

4.375

08/17/48

699,413‌

600,000

AstraZeneca

plc

2.125

08/06/50

373,060‌

1,500,000

AstraZeneca

plc

3.000

05/28/51

1,112,522‌

449,000

Baxalta,

Inc

4.000

06/23/25

435,589‌

149,000

Baxalta,

Inc

5.250

06/23/45

146,860‌

875,000

Biogen,

Inc

4.050

09/15/25

846,613‌

1,800,000

Biogen,

Inc

2.250

05/01/30

1,503,759‌

1,375,000

e

Biogen,

Inc

3.150

05/01/50

940,684‌

1,346,000

Biogen,

Inc

3.250

02/15/51

939,616‌

5,350,000

Bristol-Myers

Squibb

Co

2.900

07/26/24

5,209,782‌

2,000,000

Bristol-Myers

Squibb

Co

0

.750

11/13/25

1,817,212‌

1,000,000

Bristol-Myers

Squibb

Co

1.125

11/13/27

870,701‌

1,275,000

Bristol-Myers

Squibb

Co

3.900

02/20/28

1,237,805‌

874,000

Bristol-Myers

Squibb

Co

3.400

07/26/29

811,821‌

1,150,000

Bristol-Myers

Squibb

Co

1.450

11/13/30

923,265‌

1,400,000

Bristol-Myers

Squibb

Co

2.950

03/15/32

1,237,150‌

1,700,000

Bristol-Myers

Squibb

Co

4.125

06/15/39

1,549,960‌

125,000

Bristol-Myers

Squibb

Co

2.350

11/13/40

87,834‌

375,000

Bristol-Myers

Squibb

Co

3.550

03/15/42

310,922‌

650,000

Bristol-Myers

Squibb

Co

3.250

08/01/42

506,537‌

Bond

Index

Fund

June

30,

2023

74

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

500,000

Bristol-Myers

Squibb

Co

4.350

%

11/15/47

$

452,092‌

1,786,000

Bristol-Myers

Squibb

Co

4

.550

02/20/48

1,665,586‌

2,400,000

Bristol-Myers

Squibb

Co

4.250

10/26/49

2,127,533‌

1,500,000

Bristol-Myers

Squibb

Co

2.550

11/13/50

975,279‌

2,075,000

Bristol-Myers

Squibb

Co

3.700

03/15/52

1,682,589‌

1,000,000

Bristol-Myers

Squibb

Co

3.900

03/15/62

803,238‌

200,000

Danaher

Corp

3.350

09/15/25

192,572‌

200,000

Danaher

Corp

4.375

09/15/45

180,584‌

400,000

Danaher

Corp

2.600

10/01/50

269,894‌

750,000

Danaher

Corp

2.800

12/10/51

517,389‌

975,000

Eli

Lilly

&

Co

2.750

06/01/25

934,647‌

950,000

Eli

Lilly

&

Co

3.100

05/15/27

902,629‌

850,000

Eli

Lilly

&

Co

4.700

02/27/33

861,142‌

1,300,000

Eli

Lilly

&

Co

2

.250

05/15/50

847,454‌

550,000

Eli

Lilly

&

Co

4.875

02/27/53

564,908‌

750,000

Eli

Lilly

&

Co

2.500

09/15/60

472,253‌

425,000

Eli

Lilly

&

Co

4.950

02/27/63

433,720‌

575,000

Gilead

Sciences,

Inc

3.500

02/01/25

557,542‌

1,125,000

Gilead

Sciences,

Inc

3.650

03/01/26

1,082,264‌

525,000

Gilead

Sciences,

Inc

2.950

03/01/27

493,016‌

5,815,000

Gilead

Sciences,

Inc

1.650

10/01/30

4,745,857‌

450,000

Gilead

Sciences,

Inc

4.600

09/01/35

433,278‌

1,300,000

Gilead

Sciences,

Inc

4.000

09/01/36

1,172,203‌

325,000

Gilead

Sciences,

Inc

2.600

10/01/40

235,382‌

250,000

Gilead

Sciences,

Inc

5.650

12/01/41

262,893‌

1,025,000

Gilead

Sciences,

Inc

4.800

04/01/44

978,432‌

950,000

Gilead

Sciences,

Inc

4.500

02/01/45

866,506‌

925,000

Gilead

Sciences,

Inc

4.750

03/01/46

870,594‌

1,525,000

Gilead

Sciences,

Inc

4.150

03/01/47

1,323,135‌

2,600,000

Gilead

Sciences,

Inc

2.800

10/01/50

1,758,652‌

2,900,000

GlaxoSmithKline

Capital

plc

3.375

06/01/29

2,692,519‌

950,000

GlaxoSmithKline

Capital,

Inc

3.625

05/15/25

923,436‌

925,000

GlaxoSmithKline

Capital,

Inc

3.875

05/15/28

889,484‌

350,000

e

GlaxoSmithKline

Capital,

Inc

5.375

04/15/34

369,005‌

1,243,000

GlaxoSmithKline

Capital,

Inc

6.375

05/15/38

1,416,424‌

850,000

GlaxoSmithKline

Capital,

Inc

4

.200

03/18/43

767,010‌

1,000,000

Illumina,

Inc

5.750

12/13/27

1,004,406‌

1,500,000

Illumina,

Inc

2.550

03/23/31

1,236,684‌

2,000,000

Johnson

&

Johnson

0.550

09/01/25

1,827,930‌

1,000,000

Johnson

&

Johnson

2

.450

03/01/26

944,411‌

2,000,000

Johnson

&

Johnson

0.950

09/01/27

1,748,409‌

2,000,000

Johnson

&

Johnson

1.300

09/01/30

1,642,682‌

1,000,000

Johnson

&

Johnson

4.375

12/05/33

1,009,004‌

250,000

Johnson

&

Johnson

3.550

03/01/36

224,517‌

450,000

Johnson

&

Johnson

3.625

03/03/37

404,940‌

250,000

Johnson

&

Johnson

5.950

08/15/37

281,713‌

675,000

Johnson

&

Johnson

3.400

01/15/38

588,256‌

375,000

Johnson

&

Johnson

5.850

07/15/38

418,365‌

1,000,000

Johnson

&

Johnson

2.100

09/01/40

704,495‌

300,000

Johnson

&

Johnson

4.500

12/05/43

297,467‌

1,200,000

Johnson

&

Johnson

3.700

03/01/46

1,056,498‌

1,625,000

Johnson

&

Johnson

3.750

03/03/47

1,428,433‌

2,100,000

Johnson

&

Johnson

3.500

01/15/48

1,784,472‌

1,500,000

Johnson

&

Johnson

2.250

09/01/50

993,873‌

1,000,000

Johnson

&

Johnson

2.450

09/01/60

646,833‌

1,450,000

Merck

&

Co,

Inc

2

.750

02/10/25

1,395,546‌

2,875,000

Merck

&

Co,

Inc

0.750

02/24/26

2,597,888‌

2,000,000

Merck

&

Co,

Inc

1.700

06/10/27

1,791,661‌

1,000,000

e

Merck

&

Co,

Inc

4.050

05/17/28

982,619‌

1,500,000

Merck

&

Co,

Inc

1

.900

12/10/28

1,309,869‌

1,000,000

Merck

&

Co,

Inc

4.300

05/17/30

978,684‌

75

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

3,175,000

Merck

&

Co,

Inc

1.450

%

06/24/30

$

2,588,903‌

1,150,000

Merck

&

Co,

Inc

2.150

12/10/31

952,821‌

1,000,000

Merck

&

Co,

Inc

4.500

05/17/33

991,922‌

1,475,000

Merck

&

Co,

Inc

3.900

03/07/39

1,321,733‌

425,000

Merck

&

Co,

Inc

2.350

06/24/40

304,332‌

100,000

Merck

&

Co,

Inc

3.600

09/15/42

83,387‌

925,000

Merck

&

Co,

Inc

4.150

05/18/43

840,686‌

1,250,000

Merck

&

Co,

Inc

4.900

05/17/44

1,253,228‌

1,825,000

Merck

&

Co,

Inc

3.700

02/10/45

1,549,521‌

1,600,000

Merck

&

Co,

Inc

4.000

03/07/49

1,414,929‌

375,000

Merck

&

Co,

Inc

2.450

06/24/50

245,955‌

625,000

Merck

&

Co,

Inc

2.750

12/10/51

431,084‌

1,375,000

Merck

&

Co,

Inc

5.000

05/17/53

1,392,929‌

1,100,000

Merck

&

Co,

Inc

2.900

12/10/61

728,357‌

1,500,000

Merck

&

Co,

Inc

5.150

05/17/63

1,532,046‌

2,800,000

Mylan

NV

3.950

06/15/26

2,659,402‌

750,000

Mylan

NV

5.250

06/15/46

591,287‌

500,000

Mylan,

Inc

4.550

04/15/28

471,061‌

700,000

Mylan,

Inc

5.200

04/15/48

545,390‌

725,000

Novartis

Capital

Corp

3.000

11/20/25

693,492‌

3,500,000

Novartis

Capital

Corp

2.000

02/14/27

3,207,380‌

2,300,000

Novartis

Capital

Corp

3.100

05/17/27

2,191,115‌

1,000,000

Novartis

Capital

Corp

2.200

08/14/30

864,411‌

400,000

Novartis

Capital

Corp

3.700

09/21/42

341,718‌

1,025,000

Novartis

Capital

Corp

4.400

05/06/44

981,390‌

1,000,000

Novartis

Capital

Corp

4.000

11/20/45

902,157‌

750,000

Novartis

Capital

Corp

2.750

08/14/50

545,962‌

500,000

PerkinElmer,

Inc

3.300

09/15/29

446,790‌

1,000,000

PerkinElmer,

Inc

2.550

03/15/31

824,068‌

300,000

PerkinElmer,

Inc

2.250

09/15/31

240,709‌

1,000,000

PerkinElmer,

Inc

3.625

03/15/51

727,366‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/28

4,914,456‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.650

05/19/30

4,940,318‌

1,300,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

05/19/33

1,295,102‌

1,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.110

05/19/43

1,854,196‌

1,775,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

1,845,434‌

2,500,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.340

05/19/63

2,529,871‌

1,175,000

Pfizer,

Inc

3.400

05/15/24

1,149,700‌

3,000,000

Pfizer,

Inc

0.800

05/28/25

2,769,760‌

350,000

Pfizer,

Inc

2.750

06/03/26

330,743‌

2,850,000

Pfizer,

Inc

3.000

12/15/26

2,690,820‌

950,000

Pfizer,

Inc

3.600

09/15/28

911,605‌

1,550,000

Pfizer,

Inc

3.450

03/15/29

1,459,272‌

1,500,000

Pfizer,

Inc

1.750

08/18/31

1,220,907‌

425,000

Pfizer,

Inc

4.000

12/15/36

395,982‌

500,000

Pfizer,

Inc

4.100

09/15/38

454,977‌

875,000

Pfizer,

Inc

3.900

03/15/39

782,479‌

350,000

Pfizer,

Inc

7.200

03/15/39

435,746‌

1,250,000

Pfizer,

Inc

2.550

05/28/40

920,201‌

625,000

Pfizer,

Inc

4.300

06/15/43

579,819‌

1,100,000

Pfizer,

Inc

4.400

05/15/44

1,043,525‌

1,875,000

Pfizer,

Inc

4.125

12/15/46

1,680,539‌

1,200,000

Pfizer,

Inc

4.200

09/15/48

1,105,760‌

2,100,000

Pfizer,

Inc

4.000

03/15/49

1,875,396‌

1,000,000

Pfizer,

Inc

2.700

05/28/50

706,264‌

1,000,000

Regeneron

Pharmaceuticals,

Inc

1.750

09/15/30

797,069‌

500,000

Regeneron

Pharmaceuticals,

Inc

2.800

09/15/50

321,973‌

1,000,000

Royalty

Pharma

plc

0.750

09/02/23

990,805‌

1,000,000

Royalty

Pharma

plc

1.200

09/02/25

901,854‌

375,000

Royalty

Pharma

plc

2.200

09/02/30

301,456‌

1,000,000

Royalty

Pharma

plc

3.300

09/02/40

711,955‌

Bond

Index

Fund

June

30,

2023

76

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,000,000

Royalty

Pharma

plc

3.550

%

09/02/50

$

675,230‌

1,000,000

Royalty

Pharma

plc

3.350

09/02/51

644,238‌

500,000

Sanofi

3.625

06/19/28

481,525‌

2,100,000

Takeda

Pharmaceutical

Co

Ltd

5.000

11/26/28

2,087,578‌

700,000

Takeda

Pharmaceutical

Co

Ltd

2.050

03/31/30

581,735‌

2,050,000

Takeda

Pharmaceutical

Co

Ltd

3.025

07/09/40

1,551,729‌

1,150,000

Takeda

Pharmaceutical

Co

Ltd

3.175

07/09/50

809,995‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

3.375

07/09/60

682,452‌

3,000,000

Thermo

Fisher

Scientific,

Inc

1.215

10/18/24

2,836,713‌

500,000

Thermo

Fisher

Scientific,

Inc

4.800

11/21/27

502,235‌

1,000,000

Thermo

Fisher

Scientific,

Inc

1.750

10/15/28

861,680‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2.600

10/01/29

1,322,634‌

275,000

Thermo

Fisher

Scientific,

Inc

2.000

10/15/31

224,355‌

500,000

Thermo

Fisher

Scientific,

Inc

4.950

11/21/32

509,014‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2.800

10/15/41

1,118,043‌

200,000

Thermo

Fisher

Scientific,

Inc

5.300

02/01/44

202,054‌

200,000

Thermo

Fisher

Scientific,

Inc

4.100

08/15/47

178,839‌

1,000,000

Viatris,

Inc

1.650

06/22/25

920,029‌

400,000

Viatris,

Inc

2.300

06/22/27

349,462‌

375,000

Viatris,

Inc

2.700

06/22/30

303,462‌

600,000

Viatris,

Inc

3.850

06/22/40

414,628‌

1,950,000

Viatris,

Inc

4.000

06/22/50

1,289,611‌

150,000

Wyeth

LLC

6.500

02/01/34

167,680‌

275,000

Wyeth

LLC

5.950

04/01/37

300,636‌

300,000

Zoetis,

Inc

4.500

11/13/25

295,088‌

425,000

Zoetis,

Inc

3.000

09/12/27

395,906‌

500,000

Zoetis,

Inc

3.900

08/20/28

479,729‌

2,000,000

Zoetis,

Inc

5.600

11/16/32

2,090,602‌

900,000

Zoetis,

Inc

4.700

02/01/43

837,473‌

650,000

Zoetis,

Inc

3.950

09/12/47

539,492‌

200,000

Zoetis,

Inc

4.450

08/20/48

177,912‌

375,000

Zoetis,

Inc

3.000

05/15/50

261,532‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

274,722,564‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

1,000,000

CBRE

Services,

Inc

5.950

08/15/34

987,425‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

987,425‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

500,000

Advanced

Micro

Devices,

Inc

3.924

06/01/32

473,930‌

500,000

Advanced

Micro

Devices,

Inc

4.393

06/01/52

455,229‌

250,000

Analog

Devices,

Inc

2.950

04/01/25

240,251‌

1,175,000

Analog

Devices,

Inc

3.500

12/05/26

1,131,898‌

400,000

g

Analog

Devices,

Inc

3.450

06/15/27

379,079‌

1,000,000

Analog

Devices,

Inc

1

.700

10/01/28

859,285‌

600,000

Analog

Devices,

Inc

2.100

10/01/31

496,548‌

300,000

Analog

Devices,

Inc

2.800

10/01/41

222,789‌

1,000,000

Analog

Devices,

Inc

2.950

10/01/51

706,337‌

1,000,000

Applied

Materials,

Inc

3.300

04/01/27

953,635‌

950,000

Applied

Materials,

Inc

1.750

06/01/30

790,942‌

250,000

Applied

Materials,

Inc

5.100

10/01/35

253,360‌

100,000

Applied

Materials,

Inc

5.850

06/15/41

109,539‌

1,200,000

Applied

Materials,

Inc

4.350

04/01/47

1,119,587‌

775,000

Applied

Materials,

Inc

2.750

06/01/50

547,712‌

2,000,000

g

Broadcom,

Inc

1.950

02/15/28

1,729,605‌

300,000

g

Broadcom,

Inc

4.000

04/15/29

277,081‌

343,000

Broadcom,

Inc

4.150

11/15/30

315,577‌

1,500,000

g

Broadcom,

Inc

2.450

02/15/31

1,219,952‌

625,000

g

Broadcom,

Inc

4.150

04/15/32

566,106‌

1,500,000

Broadcom,

Inc

4.300

11/15/32

1,375,920‌

1,500,000

g

Broadcom,

Inc

2.600

02/15/33

1,172,240‌

77

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

5,883,000

g

Broadcom,

Inc

3.419

%

04/15/33

$

4,919,708‌

2,522,000

g

Broadcom,

Inc

3.469

04/15/34

2,068,819‌

6,327,000

g

Broadcom,

Inc

3.137

11/15/35

4,853,094‌

4,043,000

g

Broadcom,

Inc

3.187

11/15/36

3,055,510‌

3,336,000

g

Broadcom,

Inc

4.926

05/15/37

3,019,094‌

850,000

g

Broadcom,

Inc

3.500

02/15/41

635,823‌

3,000,000

g

Broadcom,

Inc

3.750

02/15/51

2,206,153‌

1,000,000

Dell

International

LLC

5.250

02/01/28

997,926‌

750,000

e

Dell

International

LLC

5.750

02/01/33

757,190‌

2,050,000

Intel

Corp

3.700

07/29/25

1,993,637‌

2,480,000

Intel

Corp

2.600

05/19/26

2,333,630‌

1,000,000

Intel

Corp

3.750

08/05/27

956,109‌

2,000,000

Intel

Corp

4.875

02/10/28

1,992,442‌

1,500,000

Intel

Corp

1.600

08/12/28

1,291,154‌

1,000,000

Intel

Corp

4.000

08/05/29

951,361‌

2,500,000

Intel

Corp

2.450

11/15/29

2,162,115‌

1,000,000

Intel

Corp

5.125

02/10/30

1,006,134‌

1,500,000

Intel

Corp

3.900

03/25/30

1,414,399‌

2,000,000

Intel

Corp

2.000

08/12/31

1,633,806‌

1,000,000

Intel

Corp

4.150

08/05/32

950,213‌

250,000

Intel

Corp

4.000

12/15/32

234,832‌

1,500,000

Intel

Corp

5.200

02/10/33

1,514,217‌

1,000,000

Intel

Corp

2.800

08/12/41

712,420‌

1,000,000

Intel

Corp

5.625

02/10/43

1,015,502‌

200,000

Intel

Corp

4.100

05/19/46

167,659‌

675,000

Intel

Corp

4.100

05/11/47

568,102‌

3,328,000

Intel

Corp

3.734

12/08/47

2,587,107‌

2,500,000

Intel

Corp

3.250

11/15/49

1,762,999‌

3,175,000

Intel

Corp

4.750

03/25/50

2,869,753‌

1,000,000

Intel

Corp

3.050

08/12/51

670,159‌

1,000,000

Intel

Corp

4.900

08/05/52

922,969‌

1,500,000

Intel

Corp

5.700

02/10/53

1,525,943‌

1,000,000

Intel

Corp

3.100

02/15/60

639,563‌

1,000,000

Intel

Corp

5.050

08/05/62

920,549‌

1,000,000

Intel

Corp

5.900

02/10/63

1,032,719‌

850,000

e

KLA

Corp

4.650

07/15/32

847,009‌

1,000,000

KLA

Corp

3.300

03/01/50

749,941‌

1,000,000

KLA

Corp

4.950

07/15/52

984,608‌

500,000

KLA

Corp

5.250

07/15/62

506,053‌

200,000

Lam

Research

Corp

3.800

03/15/25

195,313‌

150,000

Lam

Research

Corp

3.750

03/15/26

145,585‌

275,000

Lam

Research

Corp

4.000

03/15/29

265,375‌

125,000

Lam

Research

Corp

1.900

06/15/30

104,150‌

825,000

Lam

Research

Corp

4.875

03/15/49

798,640‌

200,000

Lam

Research

Corp

2.875

06/15/50

139,726‌

1,200,000

Lam

Research

Corp

3.125

06/15/60

806,934‌

1,000,000

Marvell

Technology,

Inc

1.650

04/15/26

900,686‌

1,000,000

Marvell

Technology,

Inc

2.450

04/15/28

873,082‌

350,000

e

Marvell

Technology,

Inc

4.875

06/22/28

339,618‌

425,000

Micron

Technology,

Inc

4

.975

02/06/26

418,746‌

750,000

Micron

Technology,

Inc

4.185

02/15/27

718,578‌

1,000,000

Micron

Technology,

Inc

5.375

04/15/28

990,351‌

400,000

Micron

Technology,

Inc

5.327

02/06/29

393,819‌

1,000,000

Micron

Technology,

Inc

6.750

11/01/29

1,039,491‌

500,000

Micron

Technology,

Inc

4.663

02/15/30

471,476‌

1,000,000

Micron

Technology,

Inc

2.703

04/15/32

788,868‌

1,000,000

Micron

Technology,

Inc

5.875

02/09/33

995,003‌

1,000,000

Micron

Technology,

Inc

5.875

09/15/33

990,933‌

750,000

Micron

Technology,

Inc

3.366

11/01/41

523,137‌

750,000

Micron

Technology,

Inc

3.477

11/01/51

500,297‌

800,000

NVIDIA

Corp

3.200

09/16/26

770,167‌

Bond

Index

Fund

June

30,

2023

78

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

1,000,000

NVIDIA

Corp

1.550

%

06/15/28

$

872,725‌

750,000

NVIDIA

Corp

2.850

04/01/30

680,119‌

1,500,000

NVIDIA

Corp

2.000

06/15/31

1,256,274‌

1,000,000

NVIDIA

Corp

3.500

04/01/40

856,091‌

2,067,000

NVIDIA

Corp

3.500

04/01/50

1,679,711‌

300,000

g

NXP

BV

2.700

05/01/25

284,326‌

425,000

NXP

BV

5.350

03/01/26

422,137‌

750,000

NXP

BV

3.875

06/18/26

720,413‌

300,000

NXP

BV

3.150

05/01/27

275,450‌

175,000

NXP

BV

4.400

06/01/27

169,171‌

400,000

NXP

BV

5.550

12/01/28

402,480‌

750,000

NXP

BV

4.300

06/18/29

706,818‌

675,000

NXP

BV

3.400

05/01/30

597,218‌

2,000,000

NXP

BV

2.500

05/11/31

1,630,009‌

1,000,000

NXP

BV

2.650

02/15/32

809,518‌

500,000

NXP

BV

5.000

01/15/33

480,105‌

875,000

g

NXP

BV

3.250

05/11/41

636,850‌

325,000

NXP

BV

3.125

02/15/42

227,358‌

500,000

NXP

BV

3.250

11/30/51

333,286‌

2,000,000

g

Qorvo,

Inc

1.750

12/15/24

1,859,695‌

2,800,000

QUALCOMM,

Inc

3.250

05/20/27

2,651,353‌

1,339,000

QUALCOMM,

Inc

1.300

05/20/28

1,141,584‌

1,000,000

QUALCOMM,

Inc

2.150

05/20/30

859,739‌

2,384,000

QUALCOMM,

Inc

1.650

05/20/32

1,881,339‌

1,000,000

e

QUALCOMM,

Inc

5.400

05/20/33

1,052,932‌

750,000

QUALCOMM,

Inc

4.650

05/20/35

748,663‌

650,000

QUALCOMM,

Inc

4.800

05/20/45

630,977‌

1,525,000

QUALCOMM,

Inc

4.300

05/20/47

1,382,571‌

1,000,000

QUALCOMM,

Inc

4.500

05/20/52

909,684‌

1,000,000

QUALCOMM,

Inc

6.000

05/20/53

1,119,298‌

300,000

Skyworks

Solutions,

Inc

1.800

06/01/26

267,958‌

1,000,000

Skyworks

Solutions,

Inc

3.000

06/01/31

807,807‌

1,500,000

Texas

Instruments,

Inc

4.600

02/15/28

1,502,717‌

1,000,000

Texas

Instruments,

Inc

2.250

09/04/29

872,362‌

325,000

Texas

Instruments,

Inc

1.750

05/04/30

272,926‌

750,000

Texas

Instruments,

Inc

3.650

08/16/32

696,281‌

1,000,000

Texas

Instruments,

Inc

4.900

03/14/33

1,024,585‌

350,000

Texas

Instruments,

Inc

3.875

03/15/39

313,542‌

2,700,000

Texas

Instruments,

Inc

4

.150

05/15/48

2,452,401‌

1,000,000

e

Texas

Instruments,

Inc

2.700

09/15/51

693,185‌

1,000,000

Texas

Instruments,

Inc

5.000

03/14/53

1,013,089‌

300,000

Texas

Instruments,

Inc

5.050

05/18/63

300,595‌

550,000

TSMC

Arizona

Corp

1.750

10/25/26

493,293‌

350,000

TSMC

Arizona

Corp

3.875

04/22/27

336,945‌

1,000,000

TSMC

Arizona

Corp

4.125

04/22/29

953,913‌

1,000,000

TSMC

Arizona

Corp

2.500

10/25/31

838,331‌

1,000,000

TSMC

Arizona

Corp

4.250

04/22/32

969,230‌

1,000,000

TSMC

Arizona

Corp

3.125

10/25/41

798,761‌

1,000,000

e

TSMC

Arizona

Corp

3.250

10/25/51

768,382‌

500,000

TSMC

Arizona

Corp

4.500

04/22/52

483,250‌

475,000

Xilinx,

Inc

2.950

06/01/24

463,551‌

1,000,000

Xilinx,

Inc

2.375

06/01/30

863,260‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

132,461,256‌

SOFTWARE

&

SERVICES

-

0.7%

775,000

Adobe

Systems,

Inc

3.250

02/01/25

751,804‌

500,000

Adobe,

Inc

1.900

02/01/25

475,134‌

1,000,000

Adobe,

Inc

2.150

02/01/27

918,560‌

925,000

Adobe,

Inc

2.300

02/01/30

811,419‌

1,000,000

Amdocs

Ltd

2.538

06/15/30

834,978‌

250,000

Autodesk,

Inc

4.375

06/15/25

244,282‌

79

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

450,000

Autodesk,

Inc

3.500

%

06/15/27

$

426,125‌

750,000

Autodesk,

Inc

2.850

01/15/30

657,536‌

1,000,000

Autodesk,

Inc

2.400

12/15/31

818,287‌

1,000,000

CDW

LLC

3

.276

12/01/28

867,429‌

1,000,000

CGI,

Inc

1.450

09/14/26

883,301‌

1,000,000

CGI,

Inc

2.300

09/14/31

782,093‌

1,000,000

DXC

Technology

Co

1.800

09/15/26

869,132‌

1,000,000

Fortinet,

Inc

1.000

03/15/26

891,953‌

500,000

Genpact

Luxembourg

Sarl

3.375

12/01/24

481,911‌

1,000,000

Genpact

Luxembourg

Sarl

1.750

04/10/26

895,674‌

3,000,000

International

Business

Machines

Corp

3.000

05/15/24

2,931,990‌

1,000,000

International

Business

Machines

Corp

4.000

07/27/25

977,422‌

350,000

International

Business

Machines

Corp

3.450

02/19/26

334,602‌

2,500,000

International

Business

Machines

Corp

3.300

05/15/26

2,382,863‌

1,500,000

International

Business

Machines

Corp

2.200

02/09/27

1,363,815‌

1,000,000

International

Business

Machines

Corp

1.700

05/15/27

886,627‌

1,500,000

International

Business

Machines

Corp

4.500

02/06/28

1,470,489‌

2,675,000

International

Business

Machines

Corp

3.500

05/15/29

2,468,618‌

2,900,000

International

Business

Machines

Corp

1.950

05/15/30

2,402,237‌

1,500,000

International

Business

Machines

Corp

2.720

02/09/32

1,282,426‌

1,500,000

International

Business

Machines

Corp

4.750

02/06/33

1,471,684‌

1,850,000

International

Business

Machines

Corp

4.150

05/15/39

1,625,823‌

19,000

International

Business

Machines

Corp

5.600

11/30/39

19,510‌

450,000

International

Business

Machines

Corp

2.850

05/15/40

329,987‌

1,060,000

International

Business

Machines

Corp

4.000

06/20/42

895,240‌

1,500,000

International

Business

Machines

Corp

4.700

02/19/46

1,357,924‌

975,000

International

Business

Machines

Corp

2.950

05/15/50

653,065‌

1,500,000

International

Business

Machines

Corp

3.430

02/09/52

1,089,276‌

1,000,000

International

Business

Machines

Corp

4.900

07/27/52

934,853‌

1,000,000

International

Business

Machines

Corp

5.100

02/06/53

963,050‌

300,000

Intuit,

Inc

0.950

07/15/25

274,126‌

350,000

Intuit,

Inc

1.350

07/15/27

306,713‌

350,000

Intuit,

Inc

1.650

07/15/30

283,916‌

900,000

g

IQVIA,

Inc

5.700

05/15/28

891,000‌

750,000

Kyndryl

Holdings,

Inc

2.050

10/15/26

647,183‌

750,000

Kyndryl

Holdings,

Inc

2.700

10/15/28

610,264‌

750,000

Kyndryl

Holdings,

Inc

3.150

10/15/31

562,747‌

750,000

Kyndryl

Holdings,

Inc

4.100

10/15/41

501,081‌

975,000

Microsoft

Corp

2.700

02/12/25

940,291‌

1,075,000

Microsoft

Corp

3.125

11/03/25

1,034,788‌

2,925,000

Microsoft

Corp

2.400

08/08/26

2,745,094‌

8,739,000

Microsoft

Corp

3.300

02/06/27

8,403,850‌

150,000

e

Microsoft

Corp

3.500

02/12/35

140,323‌

1,072,000

Microsoft

Corp

3.450

08/08/36

977,761‌

8,038,000

Microsoft

Corp

2.525

06/01/50

5,560,250‌

6,265,000

Microsoft

Corp

2.921

03/17/52

4,660,956‌

7,374,000

Microsoft

Corp

2.675

06/01/60

4,945,293‌

1,073,000

Microsoft

Corp

3.041

03/17/62

782,427‌

1,225,000

Oracle

Corp

3.400

07/08/24

1,194,290‌

900,000

Oracle

Corp

2.950

11/15/24

869,096‌

6,500,000

Oracle

Corp

2.500

04/01/25

6,169,394‌

1,650,000

Oracle

Corp

2.950

05/15/25

1,573,763‌

3,000,000

Oracle

Corp

1.650

03/25/26

2,722,654‌

2,884,000

Oracle

Corp

2.650

07/15/26

2,666,189‌

2,000,000

Oracle

Corp

4.500

05/06/28

1,945,905‌

1,500,000

Oracle

Corp

6.150

11/09/29

1,562,351‌

1,000,000

Oracle

Corp

2.950

04/01/30

872,866‌

1,500,000

Oracle

Corp

4.650

05/06/30

1,449,297‌

400,000

Oracle

Corp

3.250

05/15/30

356,757‌

3,000,000

Oracle

Corp

2.875

03/25/31

2,561,137‌

1,500,000

Oracle

Corp

6.250

11/09/32

1,592,238‌

Bond

Index

Fund

June

30,

2023

80

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,750,000

Oracle

Corp

4.900

%

02/06/33

$

1,698,733‌

2,497,000

Oracle

Corp

4.300

07/08/34

2,267,685‌

650,000

Oracle

Corp

3.900

05/15/35

560,855‌

1,225,000

Oracle

Corp

3.850

07/15/36

1,022,371‌

4,000,000

Oracle

Corp

3.800

11/15/37

3,270,422‌

100,000

Oracle

Corp

6.500

04/15/38

106,462‌

470,000

Oracle

Corp

6.125

07/08/39

484,902‌

675,000

Oracle

Corp

3.600

04/01/40

522,185‌

325,000

Oracle

Corp

5.375

07/15/40

310,166‌

2,000,000

Oracle

Corp

3.650

03/25/41

1,540,858‌

500,000

Oracle

Corp

4.500

07/08/44

417,859‌

325,000

Oracle

Corp

4.125

05/15/45

254,681‌

2,025,000

Oracle

Corp

4.000

07/15/46

1,556,438‌

3,100,000

Oracle

Corp

4.000

11/15/47

2,386,641‌

7,350,000

Oracle

Corp

3.600

04/01/50

5,252,009‌

2,000,000

Oracle

Corp

3.950

03/25/51

1,512,244‌

1,500,000

Oracle

Corp

6.900

11/09/52

1,683,552‌

2,375,000

Oracle

Corp

5.550

02/06/53

2,299,815‌

500,000

Oracle

Corp

4

.375

05/15/55

399,796‌

1,500,000

Oracle

Corp

3.850

04/01/60

1,057,189‌

2,000,000

Oracle

Corp

4.100

03/25/61

1,475,812‌

500,000

Roper

Technologies,

Inc

2.350

09/15/24

479,470‌

750,000

Roper

Technologies,

Inc

1

.000

09/15/25

681,924‌

1,100,000

Roper

Technologies,

Inc

3.800

12/15/26

1,051,712‌

300,000

Roper

Technologies,

Inc

4.200

09/15/28

287,844‌

500,000

Roper

Technologies,

Inc

2.950

09/15/29

442,019‌

475,000

Roper

Technologies,

Inc

2.000

06/30/30

388,215‌

750,000

Roper

Technologies,

Inc

1.750

02/15/31

594,939‌

925,000

salesforce.com,

Inc

3.700

04/11/28

892,020‌

2,000,000

salesforce.com,

Inc

1.500

07/15/28

1,722,993‌

1,250,000

salesforce.com,

Inc

1.950

07/15/31

1,031,477‌

1,075,000

salesforce.com,

Inc

2.700

07/15/41

789,808‌

1,000,000

salesforce.com,

Inc

2.900

07/15/51

703,000‌

2,000,000

e

salesforce.com,

Inc

3.050

07/15/61

1,356,491‌

1,000,000

ServiceNow,

Inc

1.400

09/01/30

791,760‌

1,000,000

TD

SYNNEX

Corp

1.750

08/09/26

871,562‌

1,000,000

TD

SYNNEX

Corp

2.375

08/09/28

819,439‌

1,000,000

TD

SYNNEX

Corp

2.650

08/09/31

766,743‌

750,000

VeriSign,

Inc

2.700

06/15/31

624,253‌

500,000

VMware,

Inc

4.500

05/15/25

489,692‌

1,500,000

VMware,

Inc

1.400

08/15/26

1,324,563‌

725,000

VMware,

Inc

3.900

08/21/27

687,318‌

1,500,000

VMware,

Inc

1.800

08/15/28

1,257,222‌

1,000,000

VMware,

Inc

4.700

05/15/30

954,345‌

1,150,000

VMware,

Inc

2.200

08/15/31

903,670‌

500,000

Western

Union

Co

2.850

01/10/25

475,578‌

1,000,000

Western

Union

Co

1.350

03/15/26

886,286‌

1,000,000

Western

Union

Co

2.750

03/15/31

788,501‌

1,500,000

Workday,

Inc

3.500

04/01/27

1,421,773‌

1,500,000

e

Workday,

Inc

3.700

04/01/29

1,391,035‌

TOTAL

SOFTWARE

&

SERVICES

152,211,446‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

200,000

Amphenol

Corp

3.200

04/01/24

196,127‌

250,000

Amphenol

Corp

2.050

03/01/25

235,958‌

450,000

Amphenol

Corp

4.350

06/01/29

435,614‌

1,000,000

Amphenol

Corp

2.800

02/15/30

875,671‌

1,000,000

Amphenol

Corp

2.200

09/15/31

814,229‌

2,725,000

Apple,

Inc

3.450

05/06/24

2,684,497‌

2,000,000

Apple,

Inc

1.125

05/11/25

1,863,376‌

1,125,000

Apple,

Inc

3

.200

05/13/25

1,088,360‌

81

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

3,000,000

Apple,

Inc

0.700

%

02/08/26

$

2,704,422‌

2,825,000

Apple,

Inc

3.250

02/23/26

2,720,561‌

1,425,000

Apple,

Inc

2.450

08/04/26

1,333,947‌

3,250,000

Apple,

Inc

2.050

09/11/26

2,994,833‌

1,075,000

Apple,

Inc

3.350

02/09/27

1,032,274‌

275,000

Apple,

Inc

3.200

05/11/27

262,433‌

3,675,000

Apple,

Inc

3.000

11/13/27

3,462,452‌

3,000,000

e

Apple,

Inc

1.200

02/08/28

2,600,115‌

1,500,000

Apple,

Inc

4.000

05/10/28

1,475,631‌

2,500,000

Apple,

Inc

1.400

08/05/28

2,157,858‌

1,000,000

Apple,

Inc

3.250

08/08/29

938,147‌

1,000,000

Apple,

Inc

2.200

09/11/29

877,369‌

1,000,000

Apple,

Inc

4.150

05/10/30

984,184‌

2,950,000

Apple,

Inc

1.650

05/11/30

2,483,581‌

3,000,000

Apple,

Inc

1.250

08/20/30

2,435,679‌

3,000,000

Apple,

Inc

1.650

02/08/31

2,486,731‌

2,500,000

e

Apple,

Inc

1.700

08/05/31

2,064,104‌

1,000,000

e

Apple,

Inc

3.350

08/08/32

932,558‌

1,500,000

e

Apple,

Inc

4.300

05/10/33

1,491,898‌

1,600,000

e

Apple,

Inc

4.500

02/23/36

1,626,844‌

2,000,000

Apple,

Inc

2.375

02/08/41

1,475,015‌

350,000

Apple,

Inc

3.850

05/04/43

312,317‌

750,000

Apple,

Inc

4.450

05/06/44

730,711‌

1,350,000

Apple,

Inc

3.450

02/09/45

1,138,187‌

1,000,000

Apple,

Inc

4.375

05/13/45

949,651‌

1,775,000

Apple,

Inc

4.650

02/23/46

1,751,112‌

900,000

Apple,

Inc

3.850

08/04/46

792,330‌

1,175,000

Apple,

Inc

4.250

02/09/47

1,120,180‌

900,000

Apple,

Inc

3.750

09/12/47

777,813‌

2,850,000

Apple,

Inc

3.750

11/13/47

2,466,891‌

3,000,000

Apple,

Inc

2.950

09/11/49

2,231,118‌

3,350,000

Apple,

Inc

2.650

05/11/50

2,331,985‌

1,375,000

Apple,

Inc

2.400

08/20/50

920,833‌

1,000,000

Apple,

Inc

2.650

02/08/51

690,745‌

1,000,000

Apple,

Inc

2.700

08/05/51

696,547‌

750,000

Apple,

Inc

3.950

08/08/52

661,012‌

1,000,000

e

Apple,

Inc

4.850

05/10/53

1,024,765‌

25,000

e

Apple,

Inc

2.550

08/20/60

16,496‌

2,000,000

Apple,

Inc

2.800

02/08/61

1,351,101‌

1,000,000

Apple,

Inc

2.850

08/05/61

680,553‌

750,000

Apple,

Inc

4.100

08/08/62

656,511‌

425,000

Arrow

Electronics,

Inc

3.250

09/08/24

410,085‌

200,000

Arrow

Electronics,

Inc

4.000

04/01/25

192,029‌

425,000

Arrow

Electronics,

Inc

3.875

01/12/28

392,063‌

1,000,000

Arrow

Electronics,

Inc

2.950

02/15/32

825,252‌

200,000

Avnet,

Inc

4.625

04/15/26

194,240‌

1,000,000

Avnet,

Inc

6.250

03/15/28

1,009,552‌

1,000,000

Avnet,

Inc

3.000

05/15/31

796,958‌

575,000

CDW

LLC

3.569

12/01/31

485,197‌

1,100,000

Cisco

Systems,

Inc

3.625

03/04/24

1,086,557‌

400,000

Cisco

Systems,

Inc

3.500

06/15/25

388,201‌

500,000

Cisco

Systems,

Inc

2.950

02/28/26

479,939‌

3,000,000

Cisco

Systems,

Inc

2.500

09/20/26

2,810,284‌

1,000,000

Cisco

Systems,

Inc

5.900

02/15/39

1,106,216‌

1,175,000

Cisco

Systems,

Inc

5.500

01/15/40

1,249,416‌

200,000

Corning,

Inc

4.700

03/15/37

185,308‌

100,000

Corning,

Inc

5.750

08/15/40

100,797‌

200,000

Corning,

Inc

4.750

03/15/42

182,581‌

300,000

Corning,

Inc

5.350

11/15/48

289,610‌

500,000

Corning,

Inc

3

.900

11/15/49

374,173‌

825,000

Corning,

Inc

4.375

11/15/57

668,216‌

Bond

Index

Fund

June

30,

2023

82

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

200,000

Corning,

Inc

5.850

%

11/15/68

$

191,713‌

1,000,000

Corning,

Inc

5.450

11/15/79

903,266‌

875,000

Dell

International

LLC

4.000

07/15/24

860,373‌

2,925,000

Dell

International

LLC

6.020

06/15/26

2,972,997‌

1,050,000

Dell

International

LLC

4.900

10/01/26

1,042,538‌

2,900,000

Dell

International

LLC

5.300

10/01/29

2,878,856‌

608,000

Dell

International

LLC

8.100

07/15/36

711,335‌

2,000,000

g

Dell

International

LLC

3.375

12/15/41

1,410,360‌

377,000

Dell

International

LLC

8.350

07/15/46

462,319‌

2,000,000

g

Dell

International

LLC

3.450

12/15/51

1,341,327‌

800,000

Flex

Ltd

4.750

06/15/25

781,056‌

500,000

Flex

Ltd

3.750

02/01/26

475,186‌

500,000

Flex

Ltd

6.000

01/15/28

507,788‌

1,000,000

Flex

Ltd

4.875

05/12/30

965,793‌

3,000,000

Hewlett

Packard

Enterprise

Co

4.900

10/15/25

2,962,689‌

2,000,000

Hewlett

Packard

Enterprise

Co

5.250

07/01/28

1,980,762‌

225,000

Hewlett

Packard

Enterprise

Co

6.200

10/15/35

235,666‌

1,175,000

Hewlett

Packard

Enterprise

Co

6.350

10/15/45

1,224,414‌

1,000,000

HP,

Inc

2.200

06/17/25

940,580‌

1,000,000

HP,

Inc

1.450

06/17/26

897,321‌

1,000,000

HP,

Inc

3.000

06/17/27

922,450‌

500,000

HP,

Inc

4.750

01/15/28

487,057‌

1,000,000

HP,

Inc

4.000

04/15/29

931,578‌

1,000,000

HP,

Inc

3.400

06/17/30

879,547‌

1,000,000

HP,

Inc

2.650

06/17/31

806,100‌

500,000

HP,

Inc

4.200

04/15/32

448,436‌

500,000

HP,

Inc

5.500

01/15/33

491,068‌

975,000

e

HP,

Inc

6.000

09/15/41

985,880‌

1,000,000

Jabil,

Inc

1.700

04/15/26

894,736‌

1,000,000

Jabil,

Inc

4.250

05/15/27

951,849‌

100,000

e

Jabil,

Inc

3.950

01/12/28

93,342‌

1,000,000

Jabil,

Inc

5.450

02/01/29

992,279‌

750,000

Jabil,

Inc

3.600

01/15/30

670,895‌

50,000

Jabil,

Inc

3.000

01/15/31

42,486‌

1,500,000

Juniper

Networks,

Inc

1.200

12/10/25

1,342,969‌

200,000

Keysight

Technologies,

Inc

4.550

10/30/24

196,612‌

600,000

Keysight

Technologies,

Inc

4.600

04/06/27

590,394‌

500,000

Keysight

Technologies,

Inc

3.000

10/30/29

437,946‌

20,000

e

Motorola

Solutions,

Inc

4.000

09/01/24

19,527‌

450,000

Motorola

Solutions,

Inc

4.600

02/23/28

436,420‌

500,000

Motorola

Solutions,

Inc

4.600

05/23/29

484,086‌

600,000

Motorola

Solutions,

Inc

2.300

11/15/30

484,658‌

2,250,000

Motorola

Solutions,

Inc

2.750

05/24/31

1,843,334‌

500,000

Motorola

Solutions,

Inc

5.600

06/01/32

495,442‌

200,000

Motorola

Solutions,

Inc

5.500

09/01/44

189,845‌

200,000

NetApp,

Inc

3.300

09/29/24

193,642‌

500,000

NetApp,

Inc

1.875

06/22/25

464,576‌

500,000

NetApp,

Inc

2.375

06/22/27

453,439‌

750,000

NetApp,

Inc

2.700

06/22/30

630,306‌

2,000,000

Teledyne

Technologies,

Inc

1.600

04/01/26

1,806,658‌

200,000

Tyco

Electronics

Group

S.A.

3

.450

08/01/24

195,218‌

100,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

96,456‌

1,150,000

Tyco

Electronics

Group

S.A.

3.125

08/15/27

1,076,562‌

900,000

Tyco

Electronics

Group

S.A.

2.500

02/04/32

754,768‌

1,000,000

Vontier

Corp

1.800

04/01/26

887,858‌

1,000,000

Vontier

Corp

2.400

04/01/28

832,770‌

1,000,000

Vontier

Corp

2.950

04/01/31

799,468‌

1,000,000

Western

Digital

Corp

2.850

02/01/29

798,969‌

1,000,000

Western

Digital

Corp

3.100

02/01/32

740,067‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

130,858,032‌

83

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES

-

1.1%

$

2,000,000

America

Movil

SAB

de

C.V.

3.625

%

04/22/29

$

1,839,614‌

2,000,000

America

Movil

SAB

de

C.V.

2.875

05/07/30

1,738,148‌

440,000

America

Movil

SAB

de

C.V.

6.125

03/30/40

468,148‌

1,625,000

America

Movil

SAB

de

C.V.

4.375

07/16/42

1,425,657‌

1,500,000

e

America

Movil

SAB

de

C.V.

4.375

04/22/49

1,301,525‌

10,000,000

AT&T,

Inc

1.700

03/25/26

9,114,917‌

1,000,000

AT&T,

Inc

2.950

07/15/26

940,457‌

1,000,000

AT&T,

Inc

2.300

06/01/27

899,362‌

1,150,000

AT&T,

Inc

1.650

02/01/28

988,336‌

4,375,000

AT&T,

Inc

4.350

03/01/29

4,202,850‌

1,000,000

AT&T,

Inc

4.300

02/15/30

949,224‌

3,000,000

AT&T,

Inc

2.250

02/01/32

2,382,898‌

10,855,000

AT&T,

Inc

2.550

12/01/33

8,526,342‌

3,000,000

AT&T,

Inc

5

.400

02/15/34

3,005,153‌

1,825,000

AT&T,

Inc

4.500

05/15/35

1,677,727‌

3,000,000

AT&T,

Inc

3.500

06/01/41

2,303,053‌

300,000

AT&T,

Inc

4.650

06/01/44

261,360‌

2,000,000

AT&T,

Inc

3.650

06/01/51

1,468,240‌

9,860,000

AT&T,

Inc

3.500

09/15/53

6,980,049‌

8,857,000

AT&T,

Inc

3.550

09/15/55

6,200,482‌

6,844,000

AT&T,

Inc

3.800

12/01/57

4,955,039‌

7,523,000

AT&T,

Inc

3.650

09/15/59

5,237,656‌

1,000,000

AT&T,

Inc

3.850

06/01/60

724,028‌

1,000,000

Bell

Canada

3.650

03/17/51

760,124‌

750,000

Bell

Canada,

Inc

4.464

04/01/48

650,661‌

750,000

Bell

Canada,

Inc

4.300

07/29/49

634,464‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2.150

02/15/32

803,630‌

500,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.100

05/11/33

493,864‌

450,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.200

02/15/52

309,943‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

08/15/52

758,631‌

1,750,000

British

Telecommunications

plc

5.125

12/04/28

1,720,859‌

1,425,000

British

Telecommunications

plc

9.625

12/15/30

1,753,277‌

750,000

Crown

Castle,

Inc

5.000

01/11/28

736,025‌

1,000,000

Crown

Castle,

Inc

4.800

09/01/28

970,038‌

1,000,000

Crown

Castle,

Inc

5.100

05/01/33

982,684‌

2,690,000

Deutsche

Telekom

International

Finance

BV

8.750

06/15/30

3,221,501‌

745,000

Orange

S.A.

9.000

03/01/31

915,033‌

900,000

Orange

S.A.

5.375

01/13/42

893,435‌

1,725,000

Orange

S.A.

5.500

02/06/44

1,749,248‌

1,713,000

Rogers

Communications,

Inc

3.625

12/15/25

1,620,662‌

200,000

Rogers

Communications,

Inc

2.900

11/15/26

183,313‌

2,000,000

g

Rogers

Communications,

Inc

3.200

03/15/27

1,859,390‌

1,500,000

g

Rogers

Communications,

Inc

3.800

03/15/32

1,311,183‌

1,000,000

g

Rogers

Communications,

Inc

4.500

03/15/42

830,102‌

125,000

Rogers

Communications,

Inc

4.500

03/15/43

103,805‌

300,000

Rogers

Communications,

Inc

5.450

10/01/43

274,762‌

600,000

Rogers

Communications,

Inc

5.000

03/15/44

527,574‌

150,000

Rogers

Communications,

Inc

4.300

02/15/48

116,692‌

1,500,000

Rogers

Communications,

Inc

4.350

05/01/49

1,184,705‌

1,300,000

Rogers

Communications,

Inc

3.700

11/15/49

920,515‌

1,500,000

g

Rogers

Communications,

Inc

4.550

03/15/52

1,206,335‌

2,000,000

Sprint

Capital

Corp

6.875

11/15/28

2,119,987‌

2,000,000

Sprint

Capital

Corp

8.750

03/15/32

2,417,214‌

1,000,000

Sprint

Corp

7.625

02/15/25

1,021,466‌

2,000,000

Sprint

Corp

7.625

03/01/26

2,077,548‌

1,500,000

Telefonica

Emisiones

SAU

4.103

03/08/27

1,439,155‌

625,000

Telefonica

Emisiones

SAU

7.045

06/20/36

681,591‌

1,200,000

Telefonica

Emisiones

SAU

4.665

03/06/38

1,015,824‌

2,125,000

Telefonica

Emisiones

SAU

5.213

03/08/47

1,848,195‌

1,175,000

Telefonica

Emisiones

SAU

4.895

03/06/48

980,663‌

900,000

Telefonica

Emisiones

SAU

5.520

03/01/49

808,876‌

Bond

Index

Fund

June

30,

2023

84

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

567,000

Telefonica

Europe

BV

8.250

%

09/15/30

$

655,182‌

325,000

TELUS

Corp

2.800

02/16/27

300,346‌

300,000

TELUS

Corp

3.700

09/15/27

282,156‌

1,000,000

TELUS

Corp

3.400

05/13/32

855,827‌

500,000

TELUS

Corp

4.600

11/16/48

429,712‌

750,000

TELUS

Corp

4.300

06/15/49

611,130‌

4,000,000

T-Mobile

USA,

Inc

1.500

02/15/26

3,614,389‌

1,000,000

T-Mobile

USA,

Inc

2.625

04/15/26

926,747‌

4,000,000

T-Mobile

USA,

Inc

3.750

04/15/27

3,786,423‌

3,500,000

T-Mobile

USA,

Inc

2.050

02/15/28

3,034,800‌

1,500,000

T-Mobile

USA,

Inc

4.950

03/15/28

1,476,095‌

1,000,000

T-Mobile

USA,

Inc

4.800

07/15/28

979,340‌

1,000,000

T-Mobile

USA,

Inc

2

.625

02/15/29

868,528‌

1,000,000

T-Mobile

USA,

Inc

2.400

03/15/29

859,506‌

1,000,000

T-Mobile

USA,

Inc

3.375

04/15/29

903,048‌

825,000

T-Mobile

USA,

Inc

3.875

04/15/30

760,047‌

1,500,000

T-Mobile

USA,

Inc

2

.550

02/15/31

1,246,816‌

1,500,000

T-Mobile

USA,

Inc

2.250

11/15/31

1,200,058‌

1,000,000

T-Mobile

USA,

Inc

2.700

03/15/32

826,030‌

4,000,000

T-Mobile

USA,

Inc

5.200

01/15/33

3,974,283‌

1,425,000

T-Mobile

USA,

Inc

5.050

07/15/33

1,399,205‌

650,000

T-Mobile

USA,

Inc

4.375

04/15/40

574,010‌

1,350,000

T-Mobile

USA,

Inc

3.000

02/15/41

986,997‌

3,875,000

T-Mobile

USA,

Inc

4.500

04/15/50

3,324,928‌

2,500,000

T-Mobile

USA,

Inc

3.300

02/15/51

1,753,726‌

2,500,000

T-Mobile

USA,

Inc

3.400

10/15/52

1,784,140‌

4,000,000

T-Mobile

USA,

Inc

5.650

01/15/53

4,061,601‌

1,500,000

T-Mobile

USA,

Inc

3.600

11/15/60

1,052,758‌

2,000,000

T-Mobile

USA,

Inc

5.800

09/15/62

2,032,098‌

1,000,000

Verizon

Communications,

Inc

0.850

11/20/25

902,005‌

1,000,000

Verizon

Communications,

Inc

1.450

03/20/26

906,744‌

1,000,000

Verizon

Communications,

Inc

4

.125

03/16/27

970,943‌

2,625,000

Verizon

Communications,

Inc

3.000

03/22/27

2,449,416‌

5,000,000

Verizon

Communications,

Inc

2.100

03/22/28

4,392,363‌

4,641,000

Verizon

Communications,

Inc

4.329

09/21/28

4,473,942‌

350,000

Verizon

Communications,

Inc

3.875

02/08/29

328,260‌

9,005,000

Verizon

Communications,

Inc

4.016

12/03/29

8,431,235‌

200,000

Verizon

Communications,

Inc

3.150

03/22/30

177,718‌

1,550,000

Verizon

Communications,

Inc

1.500

09/18/30

1,224,966‌

1,533,000

Verizon

Communications,

Inc

1.680

10/30/30

1,210,276‌

3,000,000

Verizon

Communications,

Inc

1.750

01/20/31

2,366,802‌

3,925,000

Verizon

Communications,

Inc

2.550

03/21/31

3,277,112‌

11,355,000

Verizon

Communications,

Inc

2.355

03/15/32

9,132,649‌

1,000,000

Verizon

Communications,

Inc

5.050

05/09/33

988,872‌

2,000,000

Verizon

Communications,

Inc

2.650

11/20/40

1,391,191‌

1,350,000

Verizon

Communications,

Inc

3.400

03/22/41

1,041,939‌

1,000,000

Verizon

Communications,

Inc

2.850

09/03/41

711,225‌

150,000

Verizon

Communications,

Inc

4.000

03/22/50

121,706‌

2,000,000

Verizon

Communications,

Inc

2.875

11/20/50

1,302,975‌

3,725,000

Verizon

Communications,

Inc

3.550

03/22/51

2,778,658‌

1,000,000

Verizon

Communications,

Inc

3.875

03/01/52

788,266‌

8,764,000

Verizon

Communications,

Inc

2.987

10/30/56

5,566,551‌

2,000,000

Verizon

Communications,

Inc

3.000

11/20/60

1,249,276‌

6,000,000

Verizon

Communications,

Inc

3.700

03/22/61

4,363,320‌

2,000,000

Vodafone

Group

plc

4.125

05/30/25

1,951,423‌

425,000

Vodafone

Group

plc

6.150

02/27/37

444,844‌

1,900,000

Vodafone

Group

plc

4.375

02/19/43

1,595,587‌

1,000,000

Vodafone

Group

plc

4.875

06/19/49

885,715‌

1,500,000

Vodafone

Group

plc

4.250

09/17/50

1,202,660‌

825,000

Vodafone

Group

plc

5.625

02/10/53

808,770‌

500,000

Vodafone

Group

plc

5.125

06/19/59

442,895‌

85

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

1,500,000

Vodafone

Group

plc

5.750

%

02/10/63

$

1,450,445‌

TOTAL

TELECOMMUNICATION

SERVICES

223,383,914‌

TRANSPORTATION

-

0.5%

389,275

American

Airlines

2.875

07/11/34

325,072‌

150,000

Burlington

Northern

Santa

Fe

LLC

3.400

09/01/24

146,210‌

300,000

Burlington

Northern

Santa

Fe

LLC

3.000

04/01/25

288,736‌

700,000

Burlington

Northern

Santa

Fe

LLC

3.650

09/01/25

678,420‌

660,000

Burlington

Northern

Santa

Fe

LLC

5.750

05/01/40

698,042‌

250,000

Burlington

Northern

Santa

Fe

LLC

5.050

03/01/41

246,167‌

200,000

Burlington

Northern

Santa

Fe

LLC

4.400

03/15/42

181,125‌

300,000

Burlington

Northern

Santa

Fe

LLC

4.450

03/15/43

272,542‌

500,000

Burlington

Northern

Santa

Fe

LLC

5.150

09/01/43

494,799‌

500,000

Burlington

Northern

Santa

Fe

LLC

4.900

04/01/44

483,593‌

600,000

Burlington

Northern

Santa

Fe

LLC

4.550

09/01/44

552,363‌

1,275,000

Burlington

Northern

Santa

Fe

LLC

4.150

04/01/45

1,109,037‌

200,000

Burlington

Northern

Santa

Fe

LLC

4.700

09/01/45

185,729‌

1,150,000

Burlington

Northern

Santa

Fe

LLC

3.900

08/01/46

950,106‌

400,000

Burlington

Northern

Santa

Fe

LLC

4.125

06/15/47

345,487‌

1,675,000

Burlington

Northern

Santa

Fe

LLC

4.050

06/15/48

1,435,250‌

1,025,000

Burlington

Northern

Santa

Fe

LLC

4.150

12/15/48

893,143‌

750,000

Burlington

Northern

Santa

Fe

LLC

3.550

02/15/50

594,970‌

750,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

531,300‌

4,000,000

Burlington

Northern

Santa

Fe

LLC

3.300

09/15/51

2,985,054‌

1,000,000

Burlington

Northern

Santa

Fe

LLC

4.450

01/15/53

914,997‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5.200

04/15/54

1,529,867‌

200,000

Canadian

National

Railway

Co

2.950

11/21/24

192,981‌

200,000

Canadian

National

Railway

Co

6.900

07/15/28

217,891‌

500,000

Canadian

National

Railway

Co

3.850

08/05/32

465,416‌

200,000

Canadian

National

Railway

Co

6.250

08/01/34

220,102‌

250,000

Canadian

National

Railway

Co

3.500

11/15/42

192,185‌

100,000

Canadian

National

Railway

Co

4.500

11/07/43

87,119‌

650,000

Canadian

National

Railway

Co

3.200

08/02/46

480,852‌

725,000

Canadian

National

Railway

Co

3.650

02/03/48

583,856‌

325,000

Canadian

National

Railway

Co

4.450

01/20/49

296,585‌

400,000

Canadian

National

Railway

Co

2.450

05/01/50

254,620‌

1,500,000

Canadian

National

Railway

Co

4.400

08/05/52

1,374,605‌

1,800,000

Canadian

Pacific

Railway

Co

2.900

02/01/25

1,728,158‌

100,000

Canadian

Pacific

Railway

Co

3.125

06/01/26

93,554‌

2,000,000

Canadian

Pacific

Railway

Co

1.750

12/02/26

1,797,734‌

300,000

Canadian

Pacific

Railway

Co

4.000

06/01/28

286,770‌

500,000

Canadian

Pacific

Railway

Co

2.875

11/15/29

441,415‌

100,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

83,884‌

200,000

Canadian

Pacific

Railway

Co

7.125

10/15/31

226,272‌

600,000

Canadian

Pacific

Railway

Co

2.450

12/02/31

525,514‌

250,000

Canadian

Pacific

Railway

Co

5.950

05/15/37

263,047‌

475,000

Canadian

Pacific

Railway

Co

3.000

12/02/41

388,539‌

100,000

Canadian

Pacific

Railway

Co

4.300

05/15/43

86,000‌

175,000

Canadian

Pacific

Railway

Co

4.950

08/15/45

163,892‌

800,000

Canadian

Pacific

Railway

Co

4.700

05/01/48

726,412‌

500,000

Canadian

Pacific

Railway

Co

3.500

05/01/50

382,296‌

1,000,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

708,759‌

500,000

Canadian

Pacific

Railway

Co

4.200

11/15/69

391,813‌

1,275,000

Canadian

Pacific

Railway

Co

6.125

09/15/15

1,316,624‌

400,000

CH

Robinson

Worldwide,

Inc

4.200

04/15/28

383,075‌

300,000

CSX

Corp

3.400

08/01/24

292,882‌

200,000

CSX

Corp

3.350

11/01/25

190,983‌

1,200,000

CSX

Corp

2.600

11/01/26

1,109,761‌

825,000

CSX

Corp

4.250

03/15/29

798,612‌

600,000

CSX

Corp

2.400

02/15/30

517,941‌

850,000

CSX

Corp

4.100

11/15/32

804,052‌

Bond

Index

Fund

June

30,

2023

86

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

100,000

CSX

Corp

6.000

%

10/01/36

$

105,278‌

200,000

CSX

Corp

6.150

05/01/37

215,260‌

400,000

CSX

Corp

5.500

04/15/41

404,842‌

350,000

CSX

Corp

4.400

03/01/43

305,139‌

600,000

CSX

Corp

4.100

03/15/44

515,649‌

800,000

CSX

Corp

3.800

11/01/46

642,859‌

1,050,000

CSX

Corp

4.300

03/01/48

913,612‌

850,000

CSX

Corp

4.750

11/15/48

786,342‌

500,000

CSX

Corp

4.500

03/15/49

446,750‌

600,000

CSX

Corp

3.350

09/15/49

442,628‌

1,000,000

CSX

Corp

3.800

04/15/50

797,508‌

200,000

CSX

Corp

3.950

05/01/50

162,838‌

800,000

CSX

Corp

2.500

05/15/51

507,928‌

750,000

CSX

Corp

4.500

11/15/52

677,407‌

300,000

CSX

Corp

4.500

08/01/54

265,533‌

150,000

CSX

Corp

4.250

11/01/66

123,480‌

800,000

CSX

Corp

4.650

03/01/68

715,993‌

500,000

FedEx

Corp

3.250

04/01/26

478,105‌

500,000

FedEx

Corp

4.200

10/17/28

481,174‌

1,000,000

FedEx

Corp

3.100

08/05/29

899,983‌

500,000

FedEx

Corp

4.250

05/15/30

477,726‌

1,500,000

FedEx

Corp

2.400

05/15/31

1,244,705‌

1,000,000

FedEx

Corp

4.900

01/15/34

977,653‌

200,000

FedEx

Corp

3.900

02/01/35

176,112‌

2,000,000

FedEx

Corp

3.250

05/15/41

1,493,327‌

275,000

FedEx

Corp

5.100

01/15/44

256,017‌

1,100,000

FedEx

Corp

4.750

11/15/45

977,596‌

600,000

FedEx

Corp

4.550

04/01/46

517,649‌

450,000

FedEx

Corp

4.400

01/15/47

380,472‌

900,000

FedEx

Corp

4.050

02/15/48

719,071‌

500,000

FedEx

Corp

4.950

10/17/48

458,959‌

1,500,000

FedEx

Corp

5.250

05/15/50

1,441,501‌

200,000

FedEx

Corp

4.500

02/01/65

152,851‌

1,000,000

GXO

Logistics,

Inc

1.650

07/15/26

869,537‌

500,000

JB

Hunt

Transport

Services,

Inc

3.875

03/01/26

482,115‌

350,000

Kirby

Corp

4.200

03/01/28

326,324‌

350,000

Norfolk

Southern

Corp

2.900

06/15/26

329,203‌

300,000

Norfolk

Southern

Corp

3.150

06/01/27

281,005‌

700,000

Norfolk

Southern

Corp

3.800

08/01/28

661,939‌

1,000,000

Norfolk

Southern

Corp

3.000

03/15/32

860,611‌

1,000,000

Norfolk

Southern

Corp

4.450

03/01/33

956,849‌

16,000

Norfolk

Southern

Corp

4.837

10/01/41

14,799‌

300,000

Norfolk

Southern

Corp

4.450

06/15/45

259,778‌

200,000

Norfolk

Southern

Corp

4.650

01/15/46

179,137‌

303,000

Norfolk

Southern

Corp

3.942

11/01/47

244,792‌

1,450,000

Norfolk

Southern

Corp

4.150

02/28/48

1,218,052‌

500,000

Norfolk

Southern

Corp

4.100

05/15/49

418,973‌

500,000

Norfolk

Southern

Corp

3.400

11/01/49

368,370‌

1,000,000

Norfolk

Southern

Corp

3.050

05/15/50

691,376‌

1,000,000

Norfolk

Southern

Corp

2.900

08/25/51

661,822‌

175,000

Norfolk

Southern

Corp

4.050

08/15/52

143,960‌

1,000,000

Norfolk

Southern

Corp

3.700

03/15/53

769,788‌

300,000

Norfolk

Southern

Corp

4.550

06/01/53

270,914‌

1,170,000

Norfolk

Southern

Corp

3.155

05/15/55

799,817‌

1,000,000

Norfolk

Southern

Corp

4.100

05/15/21

704,970‌

550,000

Ryder

System,

Inc

3.650

03/18/24

540,839‌

500,000

Ryder

System,

Inc

2.500

09/01/24

480,093‌

300,000

Ryder

System,

Inc

4.625

06/01/25

292,991‌

500,000

Ryder

System,

Inc

3.350

09/01/25

474,597‌

1,000,000

Ryder

System,

Inc

1.750

09/01/26

893,740‌

500,000

Ryder

System,

Inc

2.900

12/01/26

458,058‌

87

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

1,000,000

Ryder

System,

Inc

2.850

%

03/01/27

$

913,568‌

1,000,000

Ryder

System,

Inc

5.650

03/01/28

1,000,418‌

1,250,000

Southwest

Airlines

Co

5

.250

05/04/25

1,236,659‌

200,000

Southwest

Airlines

Co

3.000

11/15/26

183,741‌

1,000,000

Southwest

Airlines

Co

5.125

06/15/27

992,246‌

200,000

Southwest

Airlines

Co

3.450

11/16/27

183,567‌

300,000

Southwest

Airlines

Co

2.625

02/10/30

254,986‌

200,000

Union

Pacific

Corp

3.250

01/15/25

193,431‌

500,000

Union

Pacific

Corp

3.750

07/15/25

485,312‌

200,000

Union

Pacific

Corp

3.250

08/15/25

192,287‌

300,000

Union

Pacific

Corp

2.750

03/01/26

283,718‌

2,500,000

Union

Pacific

Corp

2.375

05/20/31

2,113,955‌

1,000,000

Union

Pacific

Corp

2.800

02/14/32

862,842‌

500,000

e

Union

Pacific

Corp

4.500

01/20/33

491,644‌

100,000

Union

Pacific

Corp

3.375

02/01/35

85,562‌

2,525,000

Union

Pacific

Corp

2.891

04/06/36

2,013,146‌

100,000

Union

Pacific

Corp

3.600

09/15/37

85,274‌

500,000

Union

Pacific

Corp

3.550

08/15/39

419,218‌

1,500,000

Union

Pacific

Corp

3.200

05/20/41

1,178,819‌

500,000

Union

Pacific

Corp

3.375

02/14/42

399,510‌

200,000

Union

Pacific

Corp

3.350

08/15/46

148,484‌

300,000

Union

Pacific

Corp

4.000

04/15/47

253,284‌

4,000,000

Union

Pacific

Corp

3.250

02/05/50

2,987,963‌

1,070,000

Union

Pacific

Corp

3.799

10/01/51

876,336‌

500,000

Union

Pacific

Corp

2.950

03/10/52

347,001‌

1,000,000

Union

Pacific

Corp

3.500

02/14/53

772,645‌

1,000,000

Union

Pacific

Corp

4.950

05/15/53

995,291‌

200,000

Union

Pacific

Corp

3.875

02/01/55

161,358‌

300,000

Union

Pacific

Corp

3.950

08/15/59

242,625‌

1,000,000

Union

Pacific

Corp

3.839

03/20/60

795,456‌

1,500,000

Union

Pacific

Corp

3.550

05/20/61

1,099,850‌

2,000,000

Union

Pacific

Corp

2.973

09/16/62

1,302,234‌

200,000

Union

Pacific

Corp

4.100

09/15/67

165,425‌

500,000

Union

Pacific

Corp

3.750

02/05/70

378,176‌

500,000

Union

Pacific

Corp

3.799

04/06/71

381,403‌

500,000

Union

Pacific

Corp

3.850

02/14/72

384,352‌

2,000,000

United

Air

(Mileage

Plus

Holdings

LLC)

5.800

01/15/36

2,032,194‌

500,000

United

Parcel

Service,

Inc

2.200

09/01/24

481,791‌

300,000

United

Parcel

Service,

Inc

2.800

11/15/24

290,009‌

125,000

United

Parcel

Service,

Inc

2.400

11/15/26

116,364‌

875,000

United

Parcel

Service,

Inc

3.050

11/15/27

823,984‌

500,000

United

Parcel

Service,

Inc

3.400

03/15/29

471,739‌

500,000

United

Parcel

Service,

Inc

2.500

09/01/29

442,552‌

2,000,000

United

Parcel

Service,

Inc

4.875

03/03/33

2,021,096‌

510,000

United

Parcel

Service,

Inc

6.200

01/15/38

570,086‌

450,000

United

Parcel

Service,

Inc

3.625

10/01/42

374,097‌

400,000

United

Parcel

Service,

Inc

3.400

11/15/46

309,493‌

1,550,000

United

Parcel

Service,

Inc

3.750

11/15/47

1,296,114‌

300,000

United

Parcel

Service,

Inc

4.250

03/15/49

269,510‌

500,000

United

Parcel

Service,

Inc

3.400

09/01/49

398,092‌

1,630,000

United

Parcel

Service,

Inc

5.300

04/01/50

1,712,276‌

1,000,000

United

Parcel

Service,

Inc

5.050

03/03/53

1,017,082‌

TOTAL

TRANSPORTATION

105,220,871‌

UTILITIES

-

2.3%

200,000

AEP

Texas,

Inc

3.950

06/01/28

187,735‌

550,000

AEP

Texas,

Inc

2.100

07/01/30

449,127‌

500,000

AEP

Texas,

Inc

4.700

05/15/32

478,451‌

200,000

AEP

Texas,

Inc

3.800

10/01/47

151,094‌

100,000

AEP

Texas,

Inc

4.150

05/01/49

79,999‌

850,000

AEP

Texas,

Inc

3.450

05/15/51

604,516‌

Bond

Index

Fund

June

30,

2023

88

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

AEP

Transmission

Co

LLC

3.100

%

12/01/26

$

187,386‌

600,000

AEP

Transmission

Co

LLC

4.000

12/01/46

502,912‌

500,000

AEP

Transmission

Co

LLC

3.750

12/01/47

398,923‌

200,000

AEP

Transmission

Co

LLC

4.250

09/15/48

171,857‌

300,000

AEP

Transmission

Co

LLC

3.800

06/15/49

239,646‌

550,000

AEP

Transmission

Co

LLC

2.750

08/15/51

354,503‌

300,000

AEP

Transmission

Co

LLC

5.400

03/15/53

308,308‌

600,000

AES

Corp

1.375

01/15/26

535,914‌

1,000,000

AES

Corp

5.450

06/01/28

981,937‌

675,000

AES

Corp

2.450

01/15/31

545,593‌

575,000

Alabama

Power

Co

1.450

09/15/30

455,078‌

200,000

Alabama

Power

Co

3.850

12/01/42

164,907‌

400,000

Alabama

Power

Co

3.750

03/01/45

314,377‌

300,000

Alabama

Power

Co

4.300

01/02/46

252,193‌

350,000

Alabama

Power

Co

3.700

12/01/47

271,745‌

1,000,000

Alabama

Power

Co

4.300

07/15/48

851,380‌

1,000,000

Alabama

Power

Co

3.125

07/15/51

691,484‌

1,000,000

Alabama

Power

Co

3.000

03/15/52

674,874‌

350,000

Ameren

Corp

2.500

09/15/24

335,388‌

2,000,000

Ameren

Corp

1.750

03/15/28

1,712,658‌

300,000

Ameren

Illinois

Co

3.800

05/15/28

285,740‌

750,000

Ameren

Illinois

Co

1.550

11/15/30

594,833‌

500,000

Ameren

Illinois

Co

3.850

09/01/32

458,908‌

725,000

Ameren

Illinois

Co

4.950

06/01/33

719,241‌

125,000

Ameren

Illinois

Co

4.150

03/15/46

105,072‌

1,150,000

Ameren

Illinois

Co

3.700

12/01/47

923,810‌

575,000

Ameren

Illinois

Co

4.500

03/15/49

522,591‌

325,000

Ameren

Illinois

Co

2.900

06/15/51

218,620‌

325,000

Ameren

Illinois

Co

5.900

12/01/52

353,913‌

350,000

American

Electric

Power

Co,

Inc

3.200

11/13/27

323,334‌

700,000

American

Electric

Power

Co,

Inc

4.300

12/01/28

667,494‌

500,000

American

Electric

Power

Co,

Inc

2.300

03/01/30

414,677‌

1,000,000

American

Electric

Power

Co,

Inc

5.625

03/01/33

1,016,659‌

1,000,000

American

Electric

Power

Co,

Inc

3.875

02/15/62

794,230‌

300,000

American

Water

Capital

Corp

3.400

03/01/25

290,100‌

200,000

American

Water

Capital

Corp

2.950

09/01/27

184,497‌

500,000

American

Water

Capital

Corp

3.750

09/01/28

471,948‌

750,000

American

Water

Capital

Corp

3.450

06/01/29

696,087‌

100,000

American

Water

Capital

Corp

2

.800

05/01/30

87,409‌

1,250,000

American

Water

Capital

Corp

2.300

06/01/31

1,037,590‌

225,000

American

Water

Capital

Corp

4.300

12/01/42

197,746‌

150,000

American

Water

Capital

Corp

4.300

09/01/45

128,999‌

100,000

American

Water

Capital

Corp

4.000

12/01/46

80,672‌

1,175,000

American

Water

Capital

Corp

3.750

09/01/47

929,727‌

500,000

American

Water

Capital

Corp

4.200

09/01/48

420,946‌

500,000

American

Water

Capital

Corp

4.150

06/01/49

418,577‌

675,000

American

Water

Capital

Corp

3.450

05/01/50

502,904‌

1,250,000

e

American

Water

Capital

Corp

3.250

06/01/51

907,879‌

200,000

Appalachian

Power

Co

3.300

06/01/27

186,680‌

1,000,000

Appalachian

Power

Co

2.700

04/01/31

832,854‌

500,000

Appalachian

Power

Co

4.500

08/01/32

468,564‌

300,000

Appalachian

Power

Co

4.500

03/01/49

252,377‌

775,000

Appalachian

Power

Co

3.700

05/01/50

584,160‌

125,000

Aqua

America,

Inc

3.566

05/01/29

113,685‌

200,000

Aqua

America,

Inc

4.276

05/01/49

161,977‌

200,000

Arizona

Public

Service

Co

2.950

09/15/27

181,498‌

1,000,000

Arizona

Public

Service

Co

2.600

08/15/29

853,425‌

750,000

Arizona

Public

Service

Co

6.350

12/15/32

795,638‌

750,000

Arizona

Public

Service

Co

5.550

08/01/33

750,543‌

350,000

Arizona

Public

Service

Co

4.500

04/01/42

298,759‌

200,000

Arizona

Public

Service

Co

4.350

11/15/45

160,562‌

89

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

410,000

Arizona

Public

Service

Co

3.750

%

05/15/46

$

303,073‌

200,000

Arizona

Public

Service

Co

4.200

08/15/48

156,636‌

200,000

Arizona

Public

Service

Co

4.250

03/01/49

159,663‌

300,000

Arizona

Public

Service

Co

3.500

12/01/49

209,667‌

500,000

Arizona

Public

Service

Co

3.350

05/15/50

344,845‌

750,000

Arizona

Public

Service

Co

2.650

09/15/50

456,988‌

900,000

Atlantic

City

Electric

Co

4.000

10/15/28

856,838‌

425,000

Atlantic

City

Electric

Co

2.300

03/15/31

350,882‌

1,000,000

Atmos

Energy

Corp

2.625

09/15/29

879,041‌

750,000

Atmos

Energy

Corp

1.500

01/15/31

589,275‌

175,000

Atmos

Energy

Corp

5.450

10/15/32

180,513‌

100,000

Atmos

Energy

Corp

5.500

06/15/41

99,882‌

125,000

Atmos

Energy

Corp

4.150

01/15/43

107,790‌

600,000

Atmos

Energy

Corp

4.125

10/15/44

504,716‌

500,000

Atmos

Energy

Corp

4.300

10/01/48

434,543‌

300,000

Atmos

Energy

Corp

4.125

03/15/49

252,192‌

1,500,000

Atmos

Energy

Corp

2.850

02/15/52

1,012,840‌

500,000

Atmos

Energy

Corp

5.750

10/15/52

529,190‌

500,000

Avangrid,

Inc

3.150

12/01/24

479,563‌

300,000

Avangrid,

Inc

3.200

04/15/25

285,211‌

625,000

Avangrid,

Inc

3.800

06/01/29

569,568‌

150,000

Avista

Corp

4.350

06/01/48

129,483‌

550,000

Avista

Corp

4.000

04/01/52

436,791‌

200,000

Baltimore

Gas

&

Electric

Co

2.400

08/15/26

183,726‌

150,000

Baltimore

Gas

&

Electric

Co

3.500

08/15/46

113,166‌

200,000

Baltimore

Gas

&

Electric

Co

3.750

08/15/47

156,158‌

200,000

Baltimore

Gas

&

Electric

Co

4.250

09/15/48

169,885‌

500,000

Baltimore

Gas

&

Electric

Co

3.200

09/15/49

361,990‌

775,000

Baltimore

Gas

&

Electric

Co

2.900

06/15/50

516,649‌

1,500,000

Baltimore

Gas

and

Electric

Co

2.250

06/15/31

1,248,174‌

500,000

Baltimore

Gas

and

Electric

Co

4.550

06/01/52

444,623‌

500,000

Baltimore

Gas

and

Electric

Co

5.400

06/01/53

507,951‌

350,000

Berkshire

Hathaway

Energy

Co

3.500

02/01/25

338,173‌

175,000

Berkshire

Hathaway

Energy

Co

3

.250

04/15/28

161,067‌

2,500,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

1,938,609‌

950,000

Berkshire

Hathaway

Energy

Co

6.125

04/01/36

991,200‌

1,032,000

Berkshire

Hathaway

Energy

Co

5.950

05/15/37

1,062,737‌

725,000

Berkshire

Hathaway

Energy

Co

5.150

11/15/43

673,588‌

975,000

Berkshire

Hathaway

Energy

Co

4.500

02/01/45

833,674‌

1,250,000

Berkshire

Hathaway

Energy

Co

3.800

07/15/48

966,119‌

1,025,000

Berkshire

Hathaway

Energy

Co

4.450

01/15/49

864,417‌

2,500,000

Berkshire

Hathaway

Energy

Co

2.850

05/15/51

1,615,935‌

200,000

Black

Hills

Corp

4.250

11/30/23

198,604‌

100,000

Black

Hills

Corp

3.950

01/15/26

95,546‌

100,000

Black

Hills

Corp

3.150

01/15/27

92,662‌

1,500,000

Black

Hills

Corp

5.950

03/15/28

1,517,484‌

550,000

Black

Hills

Corp

2.500

06/15/30

453,406‌

300,000

Black

Hills

Corp

4.350

05/01/33

267,198‌

200,000

Black

Hills

Corp

4.200

09/15/46

157,033‌

200,000

CenterPoint

Energy

Houston

Electric

LLC

2.400

09/01/26

183,766‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

02/01/27

280,332‌

275,000

CenterPoint

Energy

Houston

Electric

LLC

2.350

04/01/31

230,620‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

6.950

03/15/33

113,537‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

4.950

04/01/33

499,103‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.950

03/01/48

247,477‌

150,000

CenterPoint

Energy

Houston

Electric

LLC

2.900

07/01/50

101,878‌

875,000

CenterPoint

Energy

Houston

Electric

LLC

3.350

04/01/51

652,782‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

3.600

03/01/52

387,798‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

5.300

04/01/53

102,167‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.250

03/01/28

999,595‌

200,000

CenterPoint

Energy

Resources

Corp

4.000

04/01/28

190,753‌

Bond

Index

Fund

June

30,

2023

90

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

575,000

CenterPoint

Energy

Resources

Corp

1.750

%

10/01/30

$

461,016‌

500,000

CenterPoint

Energy

Resources

Corp

4.400

07/01/32

477,360‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.400

03/01/33

1,017,963‌

700,000

CenterPoint

Energy

Resources

Corp

4.100

09/01/47

572,363‌

500,000

CenterPoint

Energy,

Inc

2.500

09/01/24

480,004‌

135,000

CenterPoint

Energy,

Inc

4

.250

11/01/28

126,274‌

750,000

CenterPoint

Energy,

Inc

2.950

03/01/30

652,914‌

1,000,000

CenterPoint

Energy,

Inc

2.650

06/01/31

833,853‌

500,000

CenterPoint

Energy,

Inc

3.700

09/01/49

375,078‌

3,200,000

Cheniere

Corpus

Christi

Holdings

LLC

3.700

11/15/29

2,897,325‌

2,000,000

Cheniere

Corpus

Christi

Holdings

LLC

2.742

12/31/39

1,576,356‌

2,500,000

Cigna

Group

5.400

03/15/33

2,544,085‌

425,000

Cleco

Corporate

Holdings

LLC

3.743

05/01/26

397,781‌

300,000

Cleco

Corporate

Holdings

LLC

3.375

09/15/29

254,450‌

200,000

Cleco

Corporate

Holdings

LLC

4.973

05/01/46

168,246‌

790,000

CMS

Energy

Corp

3.450

08/15/27

738,438‌

1,000,000

CMS

Energy

Corp

3.750

12/01/50

771,800‌

250,000

Commonwealth

Edison

Co

2.550

06/15/26

233,540‌

300,000

Commonwealth

Edison

Co

3.700

08/15/28

283,051‌

500,000

Commonwealth

Edison

Co

2.200

03/01/30

422,647‌

1,000,000

Commonwealth

Edison

Co

3.150

03/15/32

877,754‌

1,000,000

Commonwealth

Edison

Co

4.900

02/01/33

995,559‌

200,000

Commonwealth

Edison

Co

3.800

10/01/42

165,326‌

300,000

Commonwealth

Edison

Co

4.700

01/15/44

274,521‌

100,000

Commonwealth

Edison

Co

3.700

03/01/45

79,325‌

250,000

Commonwealth

Edison

Co

3.650

06/15/46

195,425‌

400,000

Commonwealth

Edison

Co

3.750

08/15/47

316,363‌

1,175,000

Commonwealth

Edison

Co

4

.000

03/01/48

981,812‌

1,300,000

Commonwealth

Edison

Co

4.000

03/01/49

1,075,851‌

500,000

Commonwealth

Edison

Co

3.200

11/15/49

357,668‌

500,000

Commonwealth

Edison

Co

3.000

03/01/50

344,720‌

1,000,000

Commonwealth

Edison

Co

3.125

03/15/51

700,811‌

500,000

Commonwealth

Edison

Co

2.750

09/01/51

323,095‌

500,000

Commonwealth

Edison

Co

5.300

02/01/53

508,136‌

625,000

Connecticut

Light

&

Power

Co

3.200

03/15/27

588,291‌

400,000

Connecticut

Light

&

Power

Co

4.300

04/15/44

345,647‌

250,000

Connecticut

Light

&

Power

Co

4.150

06/01/45

212,217‌

775,000

Connecticut

Light

&

Power

Co

4.000

04/01/48

652,449‌

500,000

Connecticut

Light

and

Power

Co

2.050

07/01/31

406,844‌

1,000,000

h

Connecticut

Light

and

Power

Co

4.900

07/01/33

994,564‌

500,000

Connecticut

Light

and

Power

Co

5.250

01/15/53

507,276‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

3.800

05/15/28

189,864‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.000

12/01/28

286,145‌

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3.350

04/01/30

90,845‌

2,000,000

Consolidated

Edison

Co

of

New

York,

Inc

2.400

06/15/31

1,664,723‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5.200

03/01/33

1,010,740‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.200

03/15/42

169,504‌

550,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950

03/01/43

448,354‌

1,475,000

Consolidated

Edison

Co

of

New

York,

Inc

4.450

03/15/44

1,294,652‌

150,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500

12/01/45

130,474‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.850

06/15/46

309,555‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.875

06/15/47

313,581‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.650

12/01/48

266,987‌

500,000

Consolidated

Edison

Co

of

New

York,

Inc

4.125

05/15/49

409,759‌

700,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950

04/01/50

572,018‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.200

12/01/51

693,145‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

6.150

11/15/52

1,099,322‌

850,000

Consolidated

Edison

Co

of

New

York,

Inc

4.625

12/01/54

729,485‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.300

12/01/56

162,325‌

1,300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.000

11/15/57

1,014,292‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500

05/15/58

333,710‌

91

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.700

%

11/15/59

$

730,525‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.000

12/01/60

635,341‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.600

06/15/61

725,199‌

750,000

Constellation

Energy

Generation

LLC

5.600

03/01/28

755,744‌

750,000

Constellation

Energy

Generation

LLC

5.800

03/01/33

767,724‌

200,000

Consumers

Energy

Co

3.375

08/15/23

199,505‌

500,000

Consumers

Energy

Co

4.650

03/01/28

496,076‌

250,000

Consumers

Energy

Co

3.800

11/15/28

235,764‌

275,000

Consumers

Energy

Co

3.600

08/15/32

247,703‌

500,000

Consumers

Energy

Co

4.625

05/15/33

486,358‌

600,000

Consumers

Energy

Co

3.950

07/15/47

499,007‌

600,000

Consumers

Energy

Co

4.050

05/15/48

506,802‌

350,000

Consumers

Energy

Co

4.350

04/15/49

307,408‌

500,000

Consumers

Energy

Co

3.750

02/15/50

398,148‌

500,000

Consumers

Energy

Co

3.100

08/15/50

353,228‌

150,000

Consumers

Energy

Co

3.500

08/01/51

114,636‌

287,000

Consumers

Energy

Co

2.650

08/15/52

183,900‌

500,000

Consumers

Energy

Co

4.200

09/01/52

427,807‌

291,000

Consumers

Energy

Co

2.500

05/01/60

167,039‌

300,000

Dayton

Power

&

Light

Co

3.950

06/15/49

233,508‌

200,000

Delmarva

Power

&

Light

Co

4.150

05/15/45

166,214‌

925,000

Dominion

Energy

South

Carolina,

Inc

2.300

12/01/31

750,599‌

300,000

Dominion

Energy,

Inc

3.300

03/15/25

287,217‌

1,750,000

Dominion

Energy,

Inc

3.900

10/01/25

1,685,764‌

1,000,000

Dominion

Energy,

Inc

1.450

04/15/26

897,784‌

775,000

Dominion

Energy,

Inc

3.600

03/15/27

730,431‌

500,000

Dominion

Energy,

Inc

4.250

06/01/28

476,949‌

303,000

Dominion

Energy,

Inc

3.375

04/01/30

271,019‌

500,000

Dominion

Energy,

Inc

2.250

08/15/31

402,821‌

500,000

Dominion

Energy,

Inc

4.350

08/15/32

467,641‌

1,000,000

Dominion

Energy,

Inc

5.375

11/15/32

1,003,423‌

475,000

Dominion

Energy,

Inc

3.300

04/15/41

352,675‌

200,000

Dominion

Energy,

Inc

4.700

12/01/44

172,961‌

500,000

Dominion

Energy,

Inc

4.600

03/15/49

428,978‌

500,000

Dominion

Energy,

Inc

4.850

08/15/52

443,673‌

225,000

Dominion

Energy,

Inc

(Step

Bond)

3.071

08/15/24

217,305‌

500,000

DTE

Electric

Co

1.900

04/01/28

437,441‌

1,500,000

DTE

Electric

Co

3.000

03/01/32

1,291,808‌

1,000,000

DTE

Electric

Co

5.200

04/01/33

1,016,086‌

200,000

DTE

Electric

Co

4.000

04/01/43

167,070‌

100,000

DTE

Electric

Co

3.700

06/01/46

78,158‌

500,000

DTE

Electric

Co

3.750

08/15/47

392,853‌

1,000,000

DTE

Electric

Co

4.050

05/15/48

830,587‌

525,000

DTE

Electric

Co

3.950

03/01/49

431,371‌

1,000,000

DTE

Electric

Co

2.950

03/01/50

680,222‌

400,000

DTE

Electric

Co

3.250

04/01/51

289,320‌

450,000

DTE

Electric

Co

3.650

03/01/52

350,473‌

1,000,000

DTE

Energy

Co

1.050

06/01/25

915,930‌

327,000

DTE

Energy

Co

3.400

06/15/29

292,239‌

500,000

DTE

Energy

Co

2.950

03/01/30

432,437‌

1,500,000

DTE

Energy

Co

(Step

Bond)

4.220

11/01/24

1,466,416‌

200,000

Duke

Energy

Carolinas

LLC

2.950

12/01/26

187,921‌

500,000

Duke

Energy

Carolinas

LLC

3.950

11/15/28

477,469‌

500,000

Duke

Energy

Carolinas

LLC

2.450

08/15/29

431,282‌

1,500,000

Duke

Energy

Carolinas

LLC

2.550

04/15/31

1,272,825‌

375,000

Duke

Energy

Carolinas

LLC

2.850

03/15/32

318,724‌

1,300,000

Duke

Energy

Carolinas

LLC

4.950

01/15/33

1,290,371‌

125,000

Duke

Energy

Carolinas

LLC

5.300

02/15/40

125,408‌

300,000

Duke

Energy

Carolinas

LLC

3.750

06/01/45

235,990‌

200,000

Duke

Energy

Carolinas

LLC

3.875

03/15/46

159,290‌

1,750,000

Duke

Energy

Carolinas

LLC

3.700

12/01/47

1,371,485‌

Bond

Index

Fund

June

30,

2023

92

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,500,000

Duke

Energy

Carolinas

LLC

3.950

%

03/15/48

$

1,222,230‌

1,000,000

Duke

Energy

Carolinas

LLC

3.200

08/15/49

719,255‌

1,500,000

Duke

Energy

Carolinas

LLC

3.450

04/15/51

1,096,076‌

1,000,000

Duke

Energy

Carolinas

LLC

5.350

01/15/53

1,012,953‌

500,000

Duke

Energy

Carolinas

LLC

5.400

01/15/54

509,421‌

300,000

Duke

Energy

Corp

3.950

10/15/23

298,141‌

2,700,000

Duke

Energy

Corp

2.650

09/01/26

2,495,411‌

350,000

Duke

Energy

Corp

3.150

08/15/27

323,143‌

1,000,000

Duke

Energy

Corp

5.000

12/08/27

993,189‌

1,000,000

Duke

Energy

Corp

4.300

03/15/28

960,600‌

1,000,000

Duke

Energy

Corp

2.450

06/01/30

839,741‌

1,000,000

Duke

Energy

Corp

2.550

06/15/31

823,980‌

1,000,000

Duke

Energy

Corp

3.300

06/15/41

736,607‌

300,000

Duke

Energy

Corp

4.800

12/15/45

268,768‌

1,975,000

Duke

Energy

Corp

3.750

09/01/46

1,493,936‌

500,000

Duke

Energy

Corp

4.200

06/15/49

405,564‌

1,000,000

Duke

Energy

Corp

3.500

06/15/51

724,130‌

500,000

Duke

Energy

Corp

5.000

08/15/52

457,069‌

750,000

Duke

Energy

Corp

3.250

01/15/82

556,895‌

1,200,000

Duke

Energy

Florida

LLC

3.200

01/15/27

1,136,827‌

1,000,000

Duke

Energy

Florida

LLC

2.400

12/15/31

821,245‌

375,000

Duke

Energy

Florida

LLC

6.400

06/15/38

411,304‌

500,000

Duke

Energy

Florida

LLC

3.400

10/01/46

373,468‌

300,000

Duke

Energy

Florida

LLC

4.200

07/15/48

255,532‌

1,000,000

Duke

Energy

Florida

LLC

3.000

12/15/51

685,058‌

1,000,000

Duke

Energy

Florida

LLC

5.950

11/15/52

1,089,252‌

300,000

Duke

Energy

Indiana

LLC

3.750

05/15/46

232,703‌

500,000

Duke

Energy

Indiana

LLC

3.250

10/01/49

357,530‌

275,000

Duke

Energy

Indiana

LLC

2.750

04/01/50

175,620‌

500,000

Duke

Energy

Indiana

LLC

5.400

04/01/53

503,939‌

200,000

Duke

Energy

Ohio,

Inc

3.650

02/01/29

185,759‌

25,000

Duke

Energy

Ohio,

Inc

2.125

06/01/30

20,711‌

750,000

Duke

Energy

Ohio,

Inc

5.250

04/01/33

755,328‌

200,000

Duke

Energy

Ohio,

Inc

3.700

06/15/46

151,941‌

200,000

Duke

Energy

Ohio,

Inc

4.300

02/01/49

167,207‌

500,000

Duke

Energy

Ohio,

Inc

5.650

04/01/53

512,451‌

300,000

Duke

Energy

Progress

LLC

3.250

08/15/25

287,772‌

300,000

Duke

Energy

Progress

LLC

3.700

09/01/28

283,351‌

5,357,000

Duke

Energy

Progress

LLC

3.450

03/15/29

4,911,536‌

1,500,000

Duke

Energy

Progress

LLC

2.000

08/15/31

1,206,352‌

750,000

Duke

Energy

Progress

LLC

5.250

03/15/33

761,769‌

400,000

Duke

Energy

Progress

LLC

4.375

03/30/44

346,618‌

500,000

Duke

Energy

Progress

LLC

4.150

12/01/44

414,657‌

300,000

Duke

Energy

Progress

LLC

4.200

08/15/45

249,726‌

500,000

Duke

Energy

Progress

LLC

3.700

10/15/46

388,245‌

200,000

Duke

Energy

Progress

LLC

3.600

09/15/47

153,196‌

600,000

Duke

Energy

Progress

LLC

2.500

08/15/50

372,347‌

500,000

Duke

Energy

Progress

LLC

2.900

08/15/51

333,832‌

750,000

Duke

Energy

Progress

LLC

5.350

03/15/53

754,769‌

250,000

Eastern

Energy

Gas

Holdings

LLC

2.500

11/15/24

238,754‌

134,000

Eastern

Energy

Gas

Holdings

LLC

3.600

12/15/24

129,242‌

800,000

Edison

International

3.550

11/15/24

773,134‌

750,000

Edison

International

5.750

06/15/27

750,035‌

300,000

Edison

International

4.125

03/15/28

279,964‌

1,000,000

Edison

International

5.250

11/15/28

973,090‌

500,000

Edison

International

6.950

11/15/29

525,938‌

200,000

El

Paso

Electric

Co

5.000

12/01/44

177,163‌

1,075,000

Emera

US

Finance

LP

3.550

06/15/26

1,016,477‌

2,000,000

Emera

US

Finance

LP

2.639

06/15/31

1,596,425‌

625,000

Emera

US

Finance

LP

4.750

06/15/46

507,001‌

50,000

Empresa

Nacional

de

Electricidad

S.A.

4.250

04/15/24

48,956‌

93

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

675,000

Enel

Chile

S.A.

4.875

%

06/12/28

$

648,966‌

400,000

Enersis

Americas

S.A.

4.000

10/25/26

385,404‌

175,000

Entergy

Arkansas

LLC

3.700

06/01/24

171,989‌

600,000

Entergy

Arkansas

LLC

3.500

04/01/26

574,349‌

1,000,000

Entergy

Arkansas

LLC

5.150

01/15/33

1,002,140‌

200,000

Entergy

Arkansas

LLC

4.200

04/01/49

167,224‌

425,000

Entergy

Arkansas

LLC

2.650

06/15/51

264,516‌

750,000

Entergy

Arkansas

LLC

3.350

06/15/52

536,074‌

1,000,000

Entergy

Corp

0.900

09/15/25

898,102‌

1,300,000

Entergy

Corp

2.950

09/01/26

1,200,489‌

1,000,000

Entergy

Corp

1.900

06/15/28

852,225‌

175,000

Entergy

Corp

2.800

06/15/30

148,333‌

625,000

Entergy

Corp

2.400

06/15/31

506,162‌

500,000

Entergy

Corp

3.750

06/15/50

368,455‌

605,000

Entergy

Louisiana

LLC

0.620

11/17/23

593,433‌

200,000

Entergy

Louisiana

LLC

2.400

10/01/26

183,071‌

200,000

Entergy

Louisiana

LLC

3.120

09/01/27

184,472‌

1,000,000

Entergy

Louisiana

LLC

1.600

12/15/30

780,274‌

1,000,000

Entergy

Louisiana

LLC

2.350

06/15/32

801,624‌

500,000

Entergy

Louisiana

LLC

4.000

03/15/33

453,775‌

500,000

Entergy

Louisiana

LLC

3.100

06/15/41

376,193‌

300,000

Entergy

Louisiana

LLC

4.200

09/01/48

250,912‌

300,000

Entergy

Louisiana

LLC

4.200

04/01/50

250,876‌

500,000

Entergy

Louisiana

LLC

4.750

09/15/52

458,568‌

800,000

Entergy

Mississippi

LLC

3.850

06/01/49

620,176‌

475,000

Entergy

Mississippi

LLC

3.500

06/01/51

348,465‌

1,000,000

Entergy

Texas,

Inc

4.000

03/30/29

942,363‌

575,000

Entergy

Texas,

Inc

1.750

03/15/31

454,068‌

200,000

Entergy

Texas,

Inc

4.500

03/30/39

179,685‌

700,000

Entergy

Texas,

Inc

3.550

09/30/49

518,279‌

225,000

Essential

Utilities,

Inc

2.704

04/15/30

190,482‌

1,000,000

Essential

Utilities,

Inc

2.400

05/01/31

811,682‌

300,000

Essential

Utilities,

Inc

3.351

04/15/50

208,501‌

500,000

Essential

Utilities,

Inc

5.300

05/01/52

471,249‌

425,000

Evergy

Kansas

Central,

Inc

3.450

04/15/50

309,164‌

1,000,000

Evergy

Kansas

Central,

Inc

5.700

03/15/53

1,029,685‌

150,000

Evergy

Metro,

Inc

2.250

06/01/30

124,763‌

1,100,000

Evergy,

Inc

2.450

09/15/24

1,053,720‌

100,000

Evergy,

Inc

2.550

07/01/26

92,603‌

750,000

Evergy,

Inc

2.900

09/15/29

654,442‌

300,000

Eversource

Energy

3.800

12/01/23

297,844‌

300,000

Eversource

Energy

2.900

10/01/24

288,727‌

100,000

Eversource

Energy

0.800

08/15/25

90,044‌

1,000,000

Eversource

Energy

1.400

08/15/26

887,759‌

200,000

Eversource

Energy

3.300

01/15/28

184,127‌

1,000,000

Eversource

Energy

5.450

03/01/28

1,006,706‌

300,000

Eversource

Energy

4.250

04/01/29

285,788‌

100,000

Eversource

Energy

1.650

08/15/30

79,290‌

1,000,000

Eversource

Energy

2.550

03/15/31

831,020‌

1,000,000

Eversource

Energy

3.375

03/01/32

871,599‌

1,100,000

Eversource

Energy

3.450

01/15/50

805,814‌

425,000

Exelon

Corp

3.400

04/15/26

403,796‌

1,500,000

Exelon

Corp

2.750

03/15/27

1,372,573‌

1,000,000

Exelon

Corp

5.150

03/15/28

995,451‌

1,000,000

Exelon

Corp

3.350

03/15/32

868,896‌

750,000

Exelon

Corp

5.300

03/15/33

747,604‌

500,000

Exelon

Corp

4.950

06/15/35

478,838‌

975,000

Exelon

Corp

4.450

04/15/46

827,976‌

100,000

Exelon

Corp

4.700

04/15/50

88,375‌

500,000

Exelon

Corp

4.100

03/15/52

403,063‌

500,000

Exelon

Corp

5.600

03/15/53

503,763‌

Bond

Index

Fund

June

30,

2023

94

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,500,000

Exelon

Generation

Co

LLC

3.250

%

06/01/25

$

1,427,678‌

900,000

Exelon

Generation

Co

LLC

6.250

10/01/39

933,410‌

625,000

Exelon

Generation

Co

LLC

5.600

06/15/42

603,893‌

500,000

Florida

Power

&

Light

Co

3.250

06/01/24

489,809‌

907,000

Florida

Power

&

Light

Co

3.125

12/01/25

866,973‌

750,000

Florida

Power

&

Light

Co

5.050

04/01/28

755,762‌

750,000

Florida

Power

&

Light

Co

4.400

05/15/28

735,909‌

425,000

Florida

Power

&

Light

Co

4.625

05/15/30

418,260‌

1,000,000

Florida

Power

&

Light

Co

2.450

02/03/32

841,259‌

750,000

Florida

Power

&

Light

Co

5.100

04/01/33

761,040‌

150,000

Florida

Power

&

Light

Co

4.800

05/15/33

148,919‌

100,000

Florida

Power

&

Light

Co

4.125

02/01/42

87,745‌

200,000

Florida

Power

&

Light

Co

4

.050

06/01/42

172,760‌

450,000

Florida

Power

&

Light

Co

3.800

12/15/42

377,353‌

400,000

Florida

Power

&

Light

Co

4.050

10/01/44

342,205‌

500,000

Florida

Power

&

Light

Co

3.700

12/01/47

405,484‌

1,675,000

Florida

Power

&

Light

Co

3.950

03/01/48

1,410,369‌

500,000

Florida

Power

&

Light

Co

4.125

06/01/48

431,833‌

1,100,000

Florida

Power

&

Light

Co

3.990

03/01/49

927,198‌

400,000

Florida

Power

&

Light

Co

3.150

10/01/49

291,600‌

500,000

Florida

Power

&

Light

Co

2.875

12/04/51

345,612‌

750,000

Florida

Power

&

Light

Co

5.300

04/01/53

775,737‌

768,000

Fortis,

Inc

3.055

10/04/26

707,547‌

200,000

Georgetown

University

5.115

04/01/53

200,778‌

600,000

Georgia

Power

Co

2.200

09/15/24

573,449‌

100,000

Georgia

Power

Co

3.250

04/01/26

94,809‌

700,000

Georgia

Power

Co

3.250

03/30/27

649,387‌

1,000,000

Georgia

Power

Co

4.650

05/16/28

979,784‌

700,000

Georgia

Power

Co

2.650

09/15/29

603,019‌

1,500,000

Georgia

Power

Co

4.950

05/17/33

1,480,646‌

625,000

Georgia

Power

Co

4.300

03/15/42

538,682‌

700,000

Georgia

Power

Co

4.300

03/15/43

592,317‌

2,500,000

Georgia

Power

Co

3.250

03/15/51

1,761,607‌

200,000

Gulf

Power

Co

3.300

05/30/27

188,298‌

250,000

Iberdrola

International

BV

5.810

03/15/25

250,849‌

400,000

Iberdrola

International

BV

6.750

07/15/36

451,996‌

425,000

Idaho

Power

Co

5.500

03/15/53

434,220‌

500,000

Indiana

Michigan

Power

Co

3.850

05/15/28

473,319‌

225,000

Indiana

Michigan

Power

Co

4.550

03/15/46

197,984‌

100,000

Indiana

Michigan

Power

Co

3.750

07/01/47

78,098‌

300,000

Indiana

Michigan

Power

Co

4.250

08/15/48

251,924‌

675,000

Indiana

Michigan

Power

Co

3.250

05/01/51

469,906‌

500,000

Indiana

Michigan

Power

Co

5.625

04/01/53

513,077‌

500,000

Interstate

Power

&

Light

Co

3.250

12/01/24

482,618‌

725,000

Interstate

Power

&

Light

Co

4.100

09/26/28

685,949‌

325,000

Interstate

Power

&

Light

Co

3.600

04/01/29

296,410‌

125,000

Interstate

Power

&

Light

Co

2.300

06/01/30

103,835‌

100,000

Interstate

Power

&

Light

Co

6.250

07/15/39

105,741‌

100,000

Interstate

Power

&

Light

Co

3.700

09/15/46

75,014‌

300,000

Interstate

Power

&

Light

Co

3.500

09/30/49

218,175‌

1,000,000

Interstate

Power

and

Light

Co

3.100

11/30/51

662,618‌

1,000,000

IPALCO

Enterprises,

Inc

3.700

09/01/24

966,816‌

100,000

IPALCO

Enterprises,

Inc

4.250

05/01/30

90,473‌

300,000

ITC

Holdings

Corp

3.650

06/15/24

293,726‌

100,000

ITC

Holdings

Corp

3.250

06/30/26

94,475‌

900,000

ITC

Holdings

Corp

3.350

11/15/27

840,021‌

200,000

Kansas

City

Power

&

Light

Co

3.650

08/15/25

191,870‌

100,000

Kansas

City

Power

&

Light

Co

5.300

10/01/41

97,221‌

650,000

Kansas

City

Power

&

Light

Co

4.200

06/15/47

540,898‌

100,000

Kansas

City

Power

&

Light

Co

4.200

03/15/48

82,191‌

300,000

Kansas

City

Power

&

Light

Co

4.125

04/01/49

244,910‌

95

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Kentucky

Utilities

Co

5.450

%

04/15/33

$

1,018,405‌

300,000

Kentucky

Utilities

Co

4.375

10/01/45

251,838‌

400,000

Kentucky

Utilities

Co

3.300

06/01/50

284,471‌

250,000

KeySpan

Corp

5

.803

04/01/35

253,209‌

300,000

Louisville

Gas

&

Electric

Co

4.250

04/01/49

249,621‌

1,000,000

Louisville

Gas

and

Electric

Co

5.450

04/15/33

1,018,322‌

575,000

Medtronic

Global

Holdings

S.C.A

4.250

03/30/28

561,216‌

1,000,000

Medtronic

Global

Holdings

S.C.A

4.500

03/30/33

980,104‌

1,500,000

MidAmerican

Energy

Co

3.100

05/01/27

1,401,073‌

575,000

MidAmerican

Energy

Co

3.650

04/15/29

533,980‌

200,000

MidAmerican

Energy

Co

4.800

09/15/43

185,549‌

200,000

MidAmerican

Energy

Co

4.400

10/15/44

174,526‌

200,000

MidAmerican

Energy

Co

4.250

05/01/46

168,369‌

500,000

MidAmerican

Energy

Co

3.950

08/01/47

406,481‌

1,000,000

MidAmerican

Energy

Co

3.650

08/01/48

769,888‌

300,000

MidAmerican

Energy

Co

4.250

07/15/49

255,099‌

300,000

MidAmerican

Energy

Co

3.150

04/15/50

209,949‌

1,000,000

MidAmerican

Energy

Co

2.700

08/01/52

631,835‌

500,000

Mississippi

Power

Co

3.950

03/30/28

469,901‌

750,000

Mississippi

Power

Co

4.250

03/15/42

624,489‌

1,000,000

Mississippi

Power

Co

3.100

07/30/51

672,758‌

300,000

National

Fuel

Gas

Co

5.200

07/15/25

293,869‌

300,000

National

Fuel

Gas

Co

5.500

01/15/26

295,730‌

200,000

National

Fuel

Gas

Co

3.950

09/15/27

183,775‌

200,000

National

Fuel

Gas

Co

4.750

09/01/28

189,535‌

1,100,000

National

Fuel

Gas

Co

2.950

03/01/31

879,973‌

1,000,000

National

Grid

plc

5.602

06/12/28

1,004,189‌

1,000,000

National

Grid

plc

5.809

06/12/33

1,017,588‌

1,000,000

Nevada

Power

Co

3.700

05/01/29

925,662‌

500,000

Nevada

Power

Co

2.400

05/01/30

421,379‌

500,000

Nevada

Power

Co

3.125

08/01/50

329,669‌

500,000

Nevada

Power

Co

5.900

05/01/53

520,831‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

4.255

09/01/24

1,475,263‌

1,250,000

NextEra

Energy

Capital

Holdings,

Inc

4.450

06/20/25

1,226,222‌

1,125,000

NextEra

Energy

Capital

Holdings,

Inc

3.550

05/01/27

1,059,734‌

1,250,000

NextEra

Energy

Capital

Holdings,

Inc

4.625

07/15/27

1,222,259‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

02/28/28

990,096‌

2,500,000

NextEra

Energy

Capital

Holdings,

Inc

1.900

06/15/28

2,142,481‌

300,000

NextEra

Energy

Capital

Holdings,

Inc

3.500

04/01/29

273,390‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

2.750

11/01/29

390,045‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.000

02/28/30

1,483,287‌

2,980,000

NextEra

Energy

Capital

Holdings,

Inc

2.250

06/01/30

2,478,525‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

2.440

01/15/32

810,753‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

5.000

07/15/32

443,802‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.050

02/28/33

1,476,743‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.000

01/15/52

657,468‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.250

02/28/53

962,673‌

1,700,000

NextEra

Energy

Capital

Holdings,

Inc

5.650

05/01/79

1,572,454‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.800

03/15/82

839,529‌

500,000

NiSource,

Inc

0.950

08/15/25

455,968‌

1,000,000

NiSource,

Inc

3.490

05/15/27

940,854‌

1,500,000

NiSource,

Inc

5.250

03/30/28

1,498,814‌

750,000

NiSource,

Inc

2.950

09/01/29

656,723‌

200,000

NiSource,

Inc

3.600

05/01/30

180,116‌

800,000

NiSource,

Inc

1.700

02/15/31

625,496‌

1,000,000

NiSource,

Inc

5.400

06/30/33

1,000,669‌

77,000

NiSource,

Inc

5.950

06/15/41

78,926‌

700,000

NiSource,

Inc

5.250

02/15/43

669,438‌

450,000

NiSource,

Inc

4.800

02/15/44

408,219‌

815,000

NiSource,

Inc

5.650

02/01/45

814,263‌

350,000

NiSource,

Inc

4.375

05/15/47

297,859‌

Bond

Index

Fund

June

30,

2023

96

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

NiSource,

Inc

3.950

%

03/30/48

$

401,225‌

200,000

NiSource,

Inc

5.000

06/15/52

184,206‌

600,000

Northern

States

Power

Co

2.250

04/01/31

501,290‌

425,000

Northern

States

Power

Co

5.350

11/01/39

431,829‌

175,000

Northern

States

Power

Co

3.600

05/15/46

135,377‌

1,950,000

Northern

States

Power

Co

3.600

09/15/47

1,533,310‌

325,000

Northern

States

Power

Co

2.900

03/01/50

223,866‌

750,000

Northern

States

Power

Co

2.600

06/01/51

480,899‌

1,000,000

Northern

States

Power

Co

3.200

04/01/52

716,143‌

400,000

Northern

States

Power

Co

4.500

06/01/52

360,103‌

500,000

Northern

States

Power

Co

5.100

05/15/53

492,200‌

1,000,000

Northwest

Pipeline

LLC

4.000

04/01/27

950,216‌

200,000

NorthWestern

Corp

4.176

11/15/44

165,995‌

300,000

NSTAR

Electric

Co

3.200

05/15/27

281,754‌

1,000,000

NSTAR

Electric

Co

1.950

08/15/31

801,239‌

1,100,000

NSTAR

Electric

Co

3.100

06/01/51

769,112‌

350,000

NSTAR

Electric

Co

4.550

06/01/52

314,469‌

1,000,000

nVent

Finance

Sarl

2.750

11/15/31

795,957‌

500,000

nVent

Finance

Sarl

5.650

05/15/33

491,553‌

200,000

Nvent

Finance

Sarl

4.550

04/15/28

187,083‌

500,000

Oglethorpe

Power

Corp

4.500

04/01/47

413,022‌

500,000

Oglethorpe

Power

Corp

5.050

10/01/48

441,032‌

750,000

Oglethorpe

Power

Corp

3.750

08/01/50

556,468‌

500,000

Oglethorpe

Power

Corp

5.250

09/01/50

461,970‌

2,000,000

Ohio

Power

Co

1.625

01/15/31

1,577,050‌

500,000

Ohio

Power

Co

4.150

04/01/48

408,758‌

1,500,000

Ohio

Power

Co

4.000

06/01/49

1,214,308‌

1,000,000

Ohio

Power

Co

2.900

10/01/51

663,675‌

200,000

Oklahoma

Gas

&

Electric

Co

3.800

08/15/28

189,117‌

500,000

Oklahoma

Gas

&

Electric

Co

3.300

03/15/30

448,773‌

100,000

Oklahoma

Gas

&

Electric

Co

3

.250

04/01/30

89,198‌

200,000

Oklahoma

Gas

&

Electric

Co

4.150

04/01/47

163,600‌

200,000

Oklahoma

Gas

&

Electric

Co

3.850

08/15/47

155,365‌

500,000

Oklahoma

Gas

and

Electric

Co

5.400

01/15/33

507,985‌

1,000,000

Oklahoma

Gas

and

Electric

Co

5.600

04/01/53

1,013,885‌

400,000

Oncor

Electric

Delivery

Co

LLC

2.950

04/01/25

382,615‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

0.550

10/01/25

903,657‌

750,000

Oncor

Electric

Delivery

Co

LLC

3.700

11/15/28

708,195‌

1,500,000

Oncor

Electric

Delivery

Co

LLC

5.750

03/15/29

1,556,901‌

425,000

Oncor

Electric

Delivery

Co

LLC

4.150

06/01/32

403,472‌

500,000

Oncor

Electric

Delivery

Co

LLC

4.550

09/15/32

485,210‌

100,000

Oncor

Electric

Delivery

Co

LLC

5.250

09/30/40

100,101‌

550,000

Oncor

Electric

Delivery

Co

LLC

4.550

12/01/41

504,898‌

56,000

Oncor

Electric

Delivery

Co

LLC

5.300

06/01/42

57,348‌

300,000

Oncor

Electric

Delivery

Co

LLC

3.750

04/01/45

245,095‌

400,000

Oncor

Electric

Delivery

Co

LLC

3.800

09/30/47

325,422‌

200,000

Oncor

Electric

Delivery

Co

LLC

4.100

11/15/48

171,027‌

500,000

Oncor

Electric

Delivery

Co

LLC

3.800

06/01/49

403,363‌

500,000

Oncor

Electric

Delivery

Co

LLC

3.100

09/15/49

353,081‌

200,000

Oncor

Electric

Delivery

Co

LLC

3.700

05/15/50

158,365‌

550,000

Oncor

Electric

Delivery

Co

LLC

2.700

11/15/51

356,211‌

500,000

Oncor

Electric

Delivery

Co

LLC

4.950

09/15/52

482,182‌

1,500,000

g

Oncor

Electric

Delivery

Co

LLC

4.950

09/15/52

1,446,546‌

164,000

Oncor

Electric

Delivery

Co

LLC

5.350

10/01/52

166,191‌

100,000

ONE

Gas,

Inc

2.000

05/15/30

82,788‌

500,000

ONE

Gas,

Inc

4.250

09/01/32

472,523‌

100,000

ONE

Gas,

Inc

4.658

02/01/44

89,294‌

500,000

ONE

Gas,

Inc

4.500

11/01/48

428,761‌

700,000

ONEOK

Partners

LP

4.900

03/15/25

688,201‌

130,000

ONEOK

Partners

LP

6.650

10/01/36

133,424‌

250,000

ONEOK

Partners

LP

6.850

10/15/37

256,527‌

97

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

100,000

ONEOK

Partners

LP

6.125

%

02/01/41

$

96,471‌

5,000,000

Pacific

Gas

and

Electric

Co

3.150

01/01/26

4,639,472‌

500,000

Pacific

Gas

and

Electric

Co

5.450

06/15/27

486,253‌

3,000,000

Pacific

Gas

and

Electric

Co

2.100

08/01/27

2,562,551‌

1,500,000

Pacific

Gas

and

Electric

Co

3.000

06/15/28

1,292,878‌

500,000

Pacific

Gas

and

Electric

Co

6.100

01/15/29

491,956‌

1,000,000

Pacific

Gas

and

Electric

Co

4.200

03/01/29

898,090‌

3,000,000

Pacific

Gas

and

Electric

Co

4.550

07/01/30

2,715,078‌

3,000,000

Pacific

Gas

and

Electric

Co

2.500

02/01/31

2,348,651‌

2,000,000

Pacific

Gas

and

Electric

Co

3.250

06/01/31

1,626,328‌

1,000,000

Pacific

Gas

and

Electric

Co

4.400

03/01/32

865,970‌

500,000

Pacific

Gas

and

Electric

Co

5.900

06/15/32

481,202‌

500,000

Pacific

Gas

and

Electric

Co

6.150

01/15/33

489,025‌

1,500,000

Pacific

Gas

and

Electric

Co

6.400

06/15/33

1,491,789‌

750,000

Pacific

Gas

and

Electric

Co

4.500

07/01/40

583,063‌

1,000,000

Pacific

Gas

and

Electric

Co

3.300

08/01/40

673,713‌

1,500,000

Pacific

Gas

and

Electric

Co

4.200

06/01/41

1,117,057‌

1,200,000

Pacific

Gas

and

Electric

Co

4.950

07/01/50

942,492‌

2,300,000

Pacific

Gas

and

Electric

Co

3.500

08/01/50

1,463,042‌

1,000,000

Pacific

Gas

and

Electric

Co

5.250

03/01/52

812,134‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.750

01/15/53

986,895‌

400,000

Pacific

Gas

and

Electric

Co

6.700

04/01/53

392,694‌

500,000

PacifiCorp

3.500

06/15/29

447,770‌

500,000

PacifiCorp

2.700

09/15/30

416,360‌

850,000

PacifiCorp

6.000

01/15/39

832,389‌

300,000

PacifiCorp

4.125

01/15/49

232,513‌

1,300,000

PacifiCorp

4.150

02/15/50

1,006,239‌

250,000

PacifiCorp

3.300

03/15/51

171,097‌

2,000,000

PacifiCorp

2.900

06/15/52

1,246,300‌

750,000

PacifiCorp

5.350

12/01/53

685,130‌

775,000

PacifiCorp

5.500

05/15/54

727,106‌

200,000

PECO

Energy

Co

3.150

10/15/25

191,179‌

1,000,000

PECO

Energy

Co

4.900

06/15/33

998,153‌

200,000

PECO

Energy

Co

4.150

10/01/44

169,084‌

200,000

PECO

Energy

Co

3.700

09/15/47

157,964‌

1,200,000

PECO

Energy

Co

3.900

03/01/48

985,947‌

125,000

PECO

Energy

Co

3.000

09/15/49

86,873‌

100,000

PECO

Energy

Co

2.800

06/15/50

65,921‌

475,000

PECO

Energy

Co

3.050

03/15/51

328,114‌

1,000,000

PECO

Energy

Co

2.850

09/15/51

658,865‌

500,000

PECO

Energy

Co

4.600

05/15/52

457,047‌

500,000

PECO

Energy

Co

4.375

08/15/52

441,555‌

440,645

PG&E

WILDFIRE

RECOVERY

3.594

06/01/30

417,483‌

250,000

PG&E

WILDFIRE

RECOVERY

4.263

06/01/36

237,816‌

250,000

PG&E

WILDFIRE

RECOVERY

4.377

06/01/39

230,673‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4.451

12/01/47

910,766‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4.674

12/01/51

936,813‌

470,241

PG&E

Wildfire

Recovery

Funding

LLC

4.022

06/01/31

450,324‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

4.722

06/01/37

485,051‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

5.081

06/01/41

489,120‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.212

12/01/47

748,083‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.099

06/01/52

758,600‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

2.500

03/15/31

816,467‌

500,000

Piedmont

Natural

Gas

Co,

Inc

5.400

06/15/33

498,832‌

200,000

Piedmont

Natural

Gas

Co,

Inc

4.650

08/01/43

175,754‌

1,600,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

06/01/50

1,095,905‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5.050

05/15/52

899,868‌

1,000,000

Pinnacle

West

Capital

Corp

1.300

06/15/25

910,772‌

900,000

Potomac

Electric

Power

Co

4.150

03/15/43

776,882‌

950,000

PPL

Capital

Funding,

Inc

3.100

05/15/26

896,698‌

1,500,000

PPL

Electric

Utilities

Corp

5.000

05/15/33

1,499,364‌

Bond

Index

Fund

June

30,

2023

98

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

PPL

Electric

Utilities

Corp

4.125

%

06/15/44

$

170,241‌

275,000

PPL

Electric

Utilities

Corp

4.150

10/01/45

234,780‌

500,000

PPL

Electric

Utilities

Corp

3.950

06/01/47

418,668‌

200,000

PPL

Electric

Utilities

Corp

4.150

06/15/48

172,072‌

525,000

PPL

Electric

Utilities

Corp

3.000

10/01/49

371,296‌

1,000,000

PPL

Electric

Utilities

Corp

5.250

05/15/53

1,019,092‌

250,000

Public

Service

Co

of

Colorado

3.700

06/15/28

237,225‌

1,000,000

Public

Service

Co

of

Colorado

1.900

01/15/31

808,001‌

1,050,000

Public

Service

Co

of

Colorado

1.875

06/15/31

837,272‌

275,000

Public

Service

Co

of

Colorado

4.100

06/01/32

255,509‌

200,000

Public

Service

Co

of

Colorado

3.800

06/15/47

157,086‌

100,000

Public

Service

Co

of

Colorado

4

.100

06/15/48

82,139‌

300,000

Public

Service

Co

of

Colorado

4.050

09/15/49

243,333‌

400,000

Public

Service

Co

of

Colorado

3.200

03/01/50

282,304‌

350,000

Public

Service

Co

of

Colorado

2.700

01/15/51

221,506‌

1,000,000

Public

Service

Co

of

Colorado

5.250

04/01/53

960,389‌

1,200,000

Public

Service

Co

of

New

Hampshire

2.200

06/15/31

992,725‌

100,000

Public

Service

Co

of

New

Hampshire

3.600

07/01/49

78,117‌

500,000

Public

Service

Co

of

New

Hampshire

5.150

01/15/53

501,085‌

500,000

Public

Service

Co

of

Oklahoma

2.200

08/15/31

403,998‌

1,000,000

Public

Service

Co

of

Oklahoma

5.250

01/15/33

994,460‌

500,000

Public

Service

Co

of

Oklahoma

3.150

08/15/51

330,588‌

300,000

Public

Service

Electric

&

Gas

Co

2.250

09/15/26

275,781‌

450,000

Public

Service

Electric

&

Gas

Co

3.000

05/15/27

420,606‌

250,000

Public

Service

Electric

&

Gas

Co

3.700

05/01/28

237,822‌

500,000

Public

Service

Electric

&

Gas

Co

2.450

01/15/30

430,880‌

200,000

Public

Service

Electric

&

Gas

Co

3.800

01/01/43

166,699‌

600,000

Public

Service

Electric

&

Gas

Co

3.800

03/01/46

485,235‌

200,000

Public

Service

Electric

&

Gas

Co

3.600

12/01/47

157,026‌

250,000

Public

Service

Electric

&

Gas

Co

4.050

05/01/48

212,786‌

500,000

Public

Service

Electric

&

Gas

Co

3.850

05/01/49

409,899‌

575,000

Public

Service

Electric

&

Gas

Co

3.200

08/01/49

424,852‌

500,000

Public

Service

Electric

&

Gas

Co

3.150

01/01/50

363,547‌

175,000

Public

Service

Electric

&

Gas

Co

2.700

05/01/50

116,940‌

425,000

Public

Service

Electric

&

Gas

Co

2.050

08/01/50

250,112‌

1,000,000

Public

Service

Electric

and

Gas

Co

0.950

03/15/26

901,860‌

1,000,000

Public

Service

Electric

and

Gas

Co

1.900

08/15/31

802,802‌

225,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

224,688‌

500,000

Public

Service

Electric

and

Gas

Co

4.650

03/15/33

490,538‌

2,000,000

Public

Service

Electric

and

Gas

Co

3.000

03/01/51

1,405,854‌

200,000

Public

Service

Electric

and

Gas

Co

5.125

03/15/53

201,535‌

400,000

Public

Service

Enterprise

Group,

Inc

0.800

08/15/25

361,702‌

1,000,000

Public

Service

Enterprise

Group,

Inc

5.850

11/15/27

1,020,128‌

400,000

Public

Service

Enterprise

Group,

Inc

1.600

08/15/30

313,308‌

1,000,000

Public

Service

Enterprise

Group,

Inc

2.450

11/15/31

808,492‌

1,585,000

Puget

Energy,

Inc

3.650

05/15/25

1,515,265‌

1,000,000

Puget

Energy,

Inc

2.379

06/15/28

862,429‌

1,000,000

Puget

Energy,

Inc

4.100

06/15/30

910,494‌

250,000

Puget

Sound

Energy,

Inc

5.757

10/01/39

254,589‌

200,000

Puget

Sound

Energy,

Inc

4.300

05/20/45

167,305‌

275,000

Puget

Sound

Energy,

Inc

3.250

09/15/49

194,401‌

750,000

Puget

Sound

Energy,

Inc

2.893

09/15/51

495,016‌

800,000

San

Diego

Gas

&

Electric

Co

2.500

05/15/26

746,982‌

500,000

San

Diego

Gas

&

Electric

Co

1.700

10/01/30

399,903‌

300,000

San

Diego

Gas

&

Electric

Co

3.750

06/01/47

233,809‌

300,000

San

Diego

Gas

&

Electric

Co

4.150

05/15/48

250,191‌

750,000

San

Diego

Gas

&

Electric

Co

4.100

06/15/49

613,855‌

675,000

San

Diego

Gas

&

Electric

Co

2.950

08/15/51

456,715‌

1,000,000

San

Diego

Gas

&

Electric

Co

3.700

03/15/52

774,155‌

1,000,000

San

Diego

Gas

&

Electric

Co

5.350

04/01/53

991,845‌

1,000,000

Santander

UK

Group

Holdings

plc

6.833

11/21/26

1,002,273‌

99

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Santander

UK

Group

Holdings

plc

6.534

%

01/10/29

$

1,006,836‌

1,525,000

Sempra

Energy

3.250

06/15/27

1,410,972‌

675,000

Sempra

Energy

3.400

02/01/28

621,269‌

1,000,000

Sempra

Energy

5.500

08/01/33

993,329‌

825,000

Sempra

Energy

3.800

02/01/38

683,412‌

125,000

Sempra

Energy

6.000

10/15/39

127,899‌

850,000

Sempra

Energy

4

.000

02/01/48

661,643‌

1,380,000

Sempra

Energy

4.125

04/01/52

1,115,327‌

869,000

Sierra

Pacific

Power

Co

2.600

05/01/26

809,667‌

50,000

South

Carolina

Electric

&

Gas

Co

5.300

05/15/33

50,428‌

125,000

South

Carolina

Electric

&

Gas

Co

5.450

02/01/41

124,357‌

800,000

South

Carolina

Electric

&

Gas

Co

4.600

06/15/43

726,107‌

500,000

Southern

California

Edison

Co

0.975

08/01/24

474,624‌

500,000

Southern

California

Edison

Co

3.700

08/01/25

481,305‌

1,000,000

Southern

California

Edison

Co

1.200

02/01/26

893,202‌

500,000

Southern

California

Edison

Co

4.700

06/01/27

491,490‌

750,000

Southern

California

Edison

Co

5.850

11/01/27

766,933‌

750,000

Southern

California

Edison

Co

3.650

03/01/28

699,651‌

1,000,000

Southern

California

Edison

Co

5.300

03/01/28

999,889‌

500,000

Southern

California

Edison

Co

4.200

03/01/29

475,191‌

600,000

Southern

California

Edison

Co

2.850

08/01/29

524,188‌

1,750,000

Southern

California

Edison

Co

2.250

06/01/30

1,462,757‌

1,500,000

Southern

California

Edison

Co

2.500

06/01/31

1,246,355‌

500,000

Southern

California

Edison

Co

2.750

02/01/32

418,160‌

750,000

Southern

California

Edison

Co

5.950

11/01/32

785,024‌

185,000

Southern

California

Edison

Co

6.050

03/15/39

192,651‌

300,000

Southern

California

Edison

Co

4

.500

09/01/40

261,314‌

825,000

Southern

California

Edison

Co

4.650

10/01/43

723,106‌

450,000

Southern

California

Edison

Co

3.600

02/01/45

330,248‌

1,937,000

Southern

California

Edison

Co

4.000

04/01/47

1,537,920‌

1,675,000

Southern

California

Edison

Co

4.125

03/01/48

1,358,650‌

1,500,000

Southern

California

Edison

Co

2.950

02/01/51

982,269‌

1,000,000

Southern

California

Edison

Co

3.650

06/01/51

741,625‌

500,000

Southern

California

Edison

Co

3.450

02/01/52

357,602‌

1,000,000

Southern

California

Edison

Co

5.700

03/01/53

999,776‌

500,000

Southern

California

Edison

Co

5.875

12/01/53

509,932‌

200,000

Southern

California

Gas

Co

3

.200

06/15/25

191,458‌

200,000

Southern

California

Gas

Co

2.600

06/15/26

186,394‌

1,000,000

Southern

California

Gas

Co

2.950

04/15/27

932,763‌

500,000

Southern

California

Gas

Co

2.550

02/01/30

429,816‌

1,000,000

Southern

California

Gas

Co

5.200

06/01/33

986,725‌

150,000

Southern

California

Gas

Co

3.750

09/15/42

117,888‌

500,000

Southern

California

Gas

Co

4.125

06/01/48

405,009‌

300,000

Southern

California

Gas

Co

4.300

01/15/49

249,768‌

500,000

Southern

California

Gas

Co

3.950

02/15/50

390,086‌

500,000

Southern

California

Gas

Co

6.350

11/15/52

553,834‌

1,000,000

Southern

California

Gas

Co

5.750

06/01/53

1,010,623‌

2,000,000

Southern

Co

5.113

08/01/27

1,981,332‌

1,500,000

Southern

Co

1.750

03/15/28

1,280,526‌

2,500,000

Southern

Co

3.700

04/30/30

2,292,056‌

1,000,000

Southern

Co

5.200

06/15/33

991,859‌

400,000

Southern

Co

4.250

07/01/36

356,146‌

800,000

Southern

Co

4.400

07/01/46

684,152‌

1,000,000

Southern

Co

4.000

01/15/51

924,820‌

1,500,000

Southern

Co

3.750

09/15/51

1,276,500‌

400,000

Southern

Co

Gas

Capital

Corp

3.250

06/15/26

376,988‌

500,000

Southern

Co

Gas

Capital

Corp

1.750

01/15/31

392,831‌

275,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

227,274‌

100,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

77,148‌

900,000

Southern

Co

Gas

Capital

Corp

4.400

05/30/47

747,204‌

175,000

Southern

Co

Gas

Capital

Corp

3.150

09/30/51

118,086‌

Bond

Index

Fund

June

30,

2023

100

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

Southern

Power

Co

4.150

%

12/01/25

$

195,113‌

950,000

Southern

Power

Co

0.900

01/15/26

851,254‌

300,000

Southern

Power

Co

4.950

12/15/46

263,128‌

500,000

Southwest

Gas

Corp

5.800

12/01/27

504,957‌

500,000

Southwest

Gas

Corp

5.450

03/23/28

498,477‌

150,000

Southwest

Gas

Corp

3.700

04/01/28

139,107‌

100,000

Southwest

Gas

Corp

2.200

06/15/30

81,227‌

500,000

Southwest

Gas

Corp

4.050

03/15/32

450,201‌

100,000

Southwest

Gas

Corp

3.800

09/29/46

72,473‌

500,000

Southwest

Gas

Corp

4.150

06/01/49

387,740‌

1,000,000

Southwest

Gas

Corp

3.180

08/15/51

640,093‌

500,000

Southwestern

Electric

Power

Co

2.750

10/01/26

458,462‌

675,000

Southwestern

Electric

Power

Co

4.100

09/15/28

639,843‌

500,000

Southwestern

Electric

Power

Co

5.300

04/01/33

493,499‌

750,000

Southwestern

Electric

Power

Co

3.850

02/01/48

561,301‌

750,000

Southwestern

Electric

Power

Co

3.250

11/01/51

503,006‌

600,000

Southwestern

Public

Service

Co

4.500

08/15/41

522,232‌

300,000

Southwestern

Public

Service

Co

3.400

08/15/46

216,530‌

225,000

Southwestern

Public

Service

Co

3.700

08/15/47

172,434‌

200,000

Southwestern

Public

Service

Co

4.400

11/15/48

170,655‌

750,000

Southwestern

Public

Service

Co

3.750

06/15/49

574,756‌

650,000

Southwestern

Public

Service

Co

3.150

05/01/50

452,357‌

500,000

Spire

Missouri,

Inc

4.800

02/15/33

491,773‌

1,500,000

Spire

Missouri,

Inc

3.300

06/01/51

1,049,437‌

1,000,000

System

Energy

Resources,

Inc

6.000

04/15/28

988,471‌

1,000,000

Tampa

Electric

Co

2.400

03/15/31

823,021‌

100,000

Tampa

Electric

Co

4.100

06/15/42

83,865‌

175,000

Tampa

Electric

Co

4.350

05/15/44

147,933‌

200,000

Tampa

Electric

Co

4.300

06/15/48

167,099‌

200,000

Tampa

Electric

Co

4.450

06/15/49

169,496‌

575,000

Tampa

Electric

Co

3.625

06/15/50

426,497‌

925,000

Tampa

Electric

Co

3.450

03/15/51

661,393‌

300,000

TC

PipeLines

LP

4.375

03/13/25

291,363‌

350,000

TC

PipeLines

LP

3.900

05/25/27

333,212‌

200,000

Tucson

Electric

Power

Co

3.050

03/15/25

191,303‌

125,000

Tucson

Electric

Power

Co

1

.500

08/01/30

98,508‌

200,000

Tucson

Electric

Power

Co

4.850

12/01/48

176,788‌

2,000,000

Tucson

Electric

Power

Co

3.250

05/01/51

1,368,808‌

500,000

Tucson

Electric

Power

Co

5.500

04/15/53

497,778‌

200,000

Union

Electric

Co

2.950

06/15/27

186,118‌

300,000

Union

Electric

Co

3.500

03/15/29

276,077‌

500,000

Union

Electric

Co

2.950

03/15/30

443,271‌

1,000,000

Union

Electric

Co

2.150

03/15/32

800,324‌

100,000

Union

Electric

Co

8.450

03/15/39

130,441‌

100,000

Union

Electric

Co

3.900

09/15/42

81,578‌

100,000

Union

Electric

Co

3.650

04/15/45

77,403‌

200,000

Union

Electric

Co

4.000

04/01/48

163,945‌

1,000,000

Union

Electric

Co

3.250

10/01/49

704,684‌

675,000

Union

Electric

Co

2.625

03/15/51

432,047‌

125,000

Union

Electric

Co

3.900

04/01/52

101,940‌

325,000

Union

Electric

Co

5.450

03/15/53

331,172‌

100,000

United

Utilities

plc

6.875

08/15/28

107,656‌

900,000

Virginia

Electric

&

Power

Co

2.950

11/15/26

833,744‌

1,750,000

Virginia

Electric

&

Power

Co

3.500

03/15/27

1,656,174‌

2,000,000

Virginia

Electric

&

Power

Co

3.800

04/01/28

1,894,782‌

1,000,000

Virginia

Electric

&

Power

Co

2.875

07/15/29

887,361‌

250,000

Virginia

Electric

&

Power

Co

4.650

08/15/43

221,636‌

400,000

Virginia

Electric

&

Power

Co

4.450

02/15/44

342,691‌

200,000

Virginia

Electric

&

Power

Co

4.200

05/15/45

164,303‌

1,100,000

Virginia

Electric

&

Power

Co

4.000

11/15/46

876,932‌

700,000

Virginia

Electric

&

Power

Co

3.800

09/15/47

546,991‌

101

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,300,000

Virginia

Electric

&

Power

Co

4

.600

%

12/01/48

$

1,157,741‌

500,000

Virginia

Electric

&

Power

Co

3.300

12/01/49

358,216‌

500,000

Virginia

Electric

and

Power

Co

3.750

05/15/27

478,764‌

1,000,000

Virginia

Electric

and

Power

Co

2.300

11/15/31

811,306‌

1,000,000

Virginia

Electric

and

Power

Co

2.400

03/30/32

815,425‌

750,000

Virginia

Electric

and

Power

Co

5.000

04/01/33

741,243‌

500,000

Virginia

Electric

and

Power

Co

2.450

12/15/50

299,297‌

500,000

Virginia

Electric

and

Power

Co

4.625

05/15/52

442,282‌

1,500,000

Virginia

Electric

and

Power

Co

5.450

04/01/53

1,500,472‌

200,000

Washington

Gas

Light

Co

3.796

09/15/46

152,622‌

700,000

Washington

Gas

Light

Co

3.650

09/15/49

520,247‌

365,000

WEC

Energy

Group,

Inc

3.550

06/15/25

350,041‌

1,000,000

WEC

Energy

Group,

Inc

5.150

10/01/27

998,619‌

500,000

WEC

Energy

Group,

Inc

1.375

10/15/27

427,008‌

1,000,000

WEC

Energy

Group,

Inc

4.750

01/15/28

977,214‌

500,000

WEC

Energy

Group,

Inc

1.800

10/15/30

397,378‌

500,000

Westar

Energy,

Inc

4.125

03/01/42

420,851‌

175,000

Westar

Energy,

Inc

4.100

04/01/43

145,263‌

375,000

Westar

Energy,

Inc

3.250

09/01/49

263,814‌

3,500,000

Western

Midstream

Operating

LP

6.150

04/01/33

3,527,615‌

175,000

Wisconsin

Electric

Power

Co

2.050

12/15/24

166,213‌

1,000,000

Wisconsin

Electric

Power

Co

1.700

06/15/28

857,299‌

575,000

Wisconsin

Electric

Power

Co

4.750

09/30/32

562,869‌

200,000

Wisconsin

Electric

Power

Co

5.625

05/15/33

207,405‌

200,000

Wisconsin

Electric

Power

Co

4.300

10/15/48

172,360‌

325,000

Wisconsin

Power

&

Light

Co

3.050

10/15/27

301,878‌

500,000

Wisconsin

Power

&

Light

Co

3.000

07/01/29

448,217‌

225,000

Wisconsin

Power

&

Light

Co

3.650

04/01/50

169,851‌

500,000

Wisconsin

Power

and

Light

Co

3.950

09/01/32

461,414‌

150,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

148,352‌

200,000

Wisconsin

Public

Service

Corp

4.752

11/01/44

181,176‌

300,000

Wisconsin

Public

Service

Corp

3.300

09/01/49

215,531‌

550,000

Wisconsin

Public

Service

Corp

2.850

12/01/51

362,557‌

750,000

Xcel

Energy,

Inc

3.350

12/01/26

703,572‌

1,000,000

Xcel

Energy,

Inc

1.750

03/15/27

885,328‌

900,000

Xcel

Energy,

Inc

4.000

06/15/28

856,395‌

1,000,000

Xcel

Energy,

Inc

2.350

11/15/31

794,977‌

200,000

Xcel

Energy,

Inc

4.800

09/15/41

176,426‌

500,000

Xcel

Energy,

Inc

3.500

12/01/49

362,479‌

1,000,000

Yale

Haven

Health

Services

Corp

2.496

07/01/50

605,185‌

TOTAL

UTILITIES

484,897,040‌

TOTAL

CORPORATE

BONDS

5,282,040,463‌

(Cost

$5,982,695,397)

GOVERNMENT

BONDS

-

72.0%

AGENCY

SECURITIES

-

0.8%

10,000,000

Federal

Farm

Credit

Bank

(FFCB)

0.300

09/01/23

9,910,470‌

1,145,000

FFCB

3.500

12/20/23

1,133,989‌

1,670,000

FFCB

0.250

02/26/24

1,614,991‌

7,500,000

FFCB

2.625

05/16/24

7,318,100‌

1,500,000

FFCB

3.375

08/26/24

1,466,203‌

10,000,000

FFCB

4.250

09/26/24

9,868,487‌

1,750,000

FFCB

1.125

01/06/25

1,647,277‌

4,000,000

FFCB

1.750

02/14/25

3,792,759‌

2,000,000

FFCB

4.375

06/23/26

1,993,362‌

5,000,000

FFCB

1

.650

07/23/35

3,612,435‌

4,000,000

Federal

Home

Loan

Bank

(FHLB)

2.750

06/28/24

3,895,990‌

615,000

FHLB

3.000

07/08/24

599,982‌

1,800,000

FHLB

5.000

02/28/25

1,795,153‌

3,000,000

FHLB

4.625

06/06/25

2,978,487‌

Bond

Index

Fund

June

30,

2023

102

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

2,000,000

FHLB

0.375

%

09/04/25

$

1,821,924‌

13,875,000

FHLB

3.250

11/16/28

13,259,960‌

3,782,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

0.250

12/04/23

3,700,321‌

10,000,000

FHLMC

1.500

02/12/25

9,439,741‌

6,000,000

FHLMC

0.375

07/21/25

5,474,335‌

5,000,000

FHLMC

0.375

09/23/25

4,536,833‌

5,250,000

Federal

National

Mortgage

Association

(FNMA)

0.250

07/10/23

5,245,251‌

1,000,000

FNMA

2.875

09/12/23

994,866‌

2,500,000

e

FNMA

2.500

02/05/24

2,455,734‌

5,000,000

FNMA

1.750

07/02/24

4,821,599‌

13,700,000

FNMA

2.625

09/06/24

13,293,876‌

3,000,000

FNMA

1.625

01/07/25

2,844,495‌

4,000,000

FNMA

0.625

04/22/25

3,699,263‌

10,000,000

FNMA

0.375

08/25/25

9,099,485‌

4,500,000

FNMA

0.500

11/07/25

4,078,426‌

4,000,000

FNMA

1.875

09/24/26

3,691,986‌

3,000,000

e

FNMA

0.750

10/08/27

2,602,913‌

10,000,000

FNMA

0.875

08/05/30

8,038,386‌

5,000,000

FNMA

6.625

11/15/30

5,801,299‌

1,000,000

FNMA

5.625

07/15/37

1,146,349‌

1,300,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3.000

06/30/25

1,237,237‌

800,000

Israel

Government

AID

International

Bond

5.500

09/18/23

799,665‌

300,000

Israel

Government

AID

International

Bond

5.500

04/26/24

299,769‌

250,000

Private

Export

Funding

Corp

(PEFCO)

1.750

11/15/24

238,216‌

200,000

PEFCO

3.250

06/15/25

192,585‌

1,000,000

PEFCO

3.900

10/15/27

979,654‌

750,000

Tennessee

Valley

Authority

(TVA)

2.875

09/15/24

727,344‌

2,000,000

TVA

0.750

05/15/25

1,845,352‌

1,425,000

TVA

2.875

02/01/27

1,340,264‌

1,000,000

TVA

3.875

03/15/28

983,894‌

5,000,000

TVA

1.500

09/15/31

4,040,688‌

500,000

TVA

5.880

04/01/36

567,419‌

500,000

TVA

5.500

06/15/38

546,927‌

4,300,000

TVA

3.500

12/15/42

3,602,547‌

750,000

TVA

4.250

09/15/52

687,275‌

1,750,000

TVA

4.625

09/15/60

1,693,148‌

300,000

TVA

4.250

09/15/65

269,011‌

TOTAL

AGENCY

SECURITIES

177,725,722‌

FOREIGN

GOVERNMENT

BONDS

-

3.2%

5,000,000

African

Development

Bank

0.875

03/23/26

4,515,917‌

3,000,000

African

Development

Bank

0.875

07/22/26

2,678,406‌

2,250,000

Asian

Development

Bank

0.250

07/14/23

2,247,438‌

2,000,000

Asian

Development

Bank

0.250

10/06/23

1,974,303‌

2,200,000

Asian

Development

Bank

2.625

01/30/24

2,163,874‌

1,220,000

Asian

Development

Bank

0.625

10/08/24

1,150,006‌

2,000,000

e

Asian

Development

Bank

1.500

10/18/24

1,904,818‌

500,000

Asian

Development

Bank

2.000

01/22/25

476,387‌

3,000,000

Asian

Development

Bank

2.875

05/06/25

2,886,003‌

6,000,000

Asian

Development

Bank

0.375

09/03/25

5,454,605‌

3,000,000

Asian

Development

Bank

0.500

02/04/26

2,697,334‌

5,000,000

e

Asian

Development

Bank

1.000

04/14/26

4,529,032‌

1,500,000

Asian

Development

Bank

2.000

04/24/26

1,396,427‌

1,000,000

Asian

Development

Bank

2.625

01/12/27

938,721‌

6,000,000

Asian

Development

Bank

1.500

01/20/27

5,411,121‌

500,000

Asian

Development

Bank

2.375

08/10/27

463,383‌

500,000

Asian

Development

Bank

2.500

11/02/27

463,951‌

1,000,000

Asian

Development

Bank

2.750

01/19/28

936,487‌

1,000,000

Asian

Development

Bank

3.750

04/25/28

976,870‌

2,500,000

Asian

Development

Bank

1.250

06/09/28

2,165,999‌

75,000

Asian

Development

Bank

5.820

06/16/28

79,723‌

103

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,575,000

Asian

Development

Bank

3

.125

%

09/26/28

$

2,434,642‌

2,000,000

Asian

Development

Bank

1.750

09/19/29

1,736,975‌

3,500,000

Asian

Development

Bank

1.875

01/24/30

3,044,357‌

1,000,000

Asian

Development

Bank

0.750

10/08/30

790,539‌

3,000,000

e

Asian

Development

Bank

1.500

03/04/31

2,492,546‌

500,000

Asian

Development

Bank

3.125

04/27/32

467,468‌

2,400,000

Asian

Development

Bank

3.875

09/28/32

2,375,521‌

2,000,000

Asian

Development

Bank

4.000

01/12/33

1,997,809‌

1,000,000

Asian

Development

Bank

3.875

06/14/33

988,294‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

10/30/24

2,809,909‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

05/28/25

2,745,463‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

01/27/26

2,685,102‌

2,000,000

Asian

Infrastructure

Investment

Bank

3.750

09/14/27

1,942,683‌

2,000,000

Asian

Infrastructure

Investment

Bank

4.000

01/18/28

1,961,808‌

3,000,000

Canada

Government

International

Bond

1.625

01/22/25

2,843,158‌

1,870,000

Canada

Government

International

Bond

2.875

04/28/25

1,800,553‌

1,000,000

Canada

Government

International

Bond

0.750

05/19/26

897,328‌

3,620,000

Canada

Government

International

Bond

3.750

04/26/28

3,542,619‌

600,000

Chile

Government

International

Bond

2.750

01/31/27

555,511‌

1,715,000

Chile

Government

International

Bond

3.240

02/06/28

1,609,491‌

2,500,000

e

Chile

Government

International

Bond

2.450

01/31/31

2,153,757‌

3,500,000

e

Chile

Government

International

Bond

2.550

01/27/32

2,988,159‌

1,000,000

Chile

Government

International

Bond

2.550

07/27/33

816,681‌

600,000

Chile

Government

International

Bond

3.500

01/31/34

528,055‌

1,500,000

h

Chile

Government

International

Bond

4.950

01/05/36

1,479,905‌

1,700,000

Chile

Government

International

Bond

3.100

05/07/41

1,274,119‌

1,000,000

Chile

Government

International

Bond

4.340

03/07/42

886,515‌

2,613,000

Chile

Government

International

Bond

3.500

01/25/50

1,958,262‌

1,500,000

Chile

Government

International

Bond

3.500

04/15/53

1,115,295‌

1,500,000

h

Chile

Government

International

Bond

5.330

01/05/54

1,488,331‌

2,500,000

Chile

Government

International

Bond

3.100

01/22/61

1,629,189‌

750,000

Chile

Government

International

Bond

3.250

09/21/71

485,631‌

750,000

Corp

Andina

de

Fomento

3.750

11/23/23

743,408‌

1,125,000

Corp

Andina

de

Fomento

1.250

10/26/24

1,056,079‌

1,000,000

e

Corp

Andina

de

Fomento

1.625

09/23/25

918,363‌

1,000,000

Corp

Andina

de

Fomento

5.250

11/21/25

990,262‌

1,000,000

Corp

Andina

de

Fomento

4.750

04/01/26

979,529‌

1,480,000

Council

of

Europe

Development

Bank

1.375

02/27/25

1,392,573‌

1,500,000

Council

Of

Europe

Development

Bank

3.000

06/16/25

1,443,199‌

2,000,000

Council

Of

Europe

Development

Bank

0.875

09/22/26

1,776,554‌

1,500,000

Council

Of

Europe

Development

Bank

3.625

01/26/28

1,456,873‌

2,000,000

European

Bank

for

Reconstruction

&

Development

1.625

09/27/24

1,909,961‌

3,000,000

European

Bank

for

Reconstruction

&

Development

0.500

11/25/25

2,714,295‌

2,000,000

e

European

Bank

for

Reconstruction

&

Development

0.500

01/28/26

1,797,865‌

4,000,000

European

Investment

Bank

2.250

06/24/24

3,876,292‌

5,000,000

European

Investment

Bank

0.375

07/24/24

4,744,704‌

1,500,000

European

Investment

Bank

2.500

10/15/24

1,447,477‌

3,250,000

European

Investment

Bank

1.625

03/14/25

3,069,306‌

3,500,000

European

Investment

Bank

0.625

07/25/25

3,211,097‌

5,000,000

European

Investment

Bank

2.750

08/15/25

4,789,018‌

3,000,000

European

Investment

Bank

0.375

12/15/25

2,702,338‌

3,500,000

European

Investment

Bank

0.375

03/26/26

3,123,238‌

2,760,000

European

Investment

Bank

0.750

10/26/26

2,443,158‌

7,000,000

European

Investment

Bank

1.375

03/15/27

6,267,907‌

400,000

European

Investment

Bank

2.375

05/24/27

370,696‌

250,000

European

Investment

Bank

0.625

10/21/27

214,269‌

1,310,000

European

Investment

Bank

3.250

11/15/27

1,257,588‌

4,000,000

European

Investment

Bank

3.875

03/15/28

3,935,294‌

550,000

European

Investment

Bank

1.625

10/09/29

475,880‌

1,000,000

European

Investment

Bank

0.875

05/17/30

810,198‌

2,000,000

European

Investment

Bank

3.625

07/15/30

1,942,427‌

Bond

Index

Fund

June

30,

2023

104

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,000,000

European

Investment

Bank

0.750

%

09/23/30

$

1,593,803‌

2,500,000

European

Investment

Bank

1.250

02/14/31

2,053,639‌

3,660,000

European

Investment

Bank

3.750

02/14/33

3,603,858‌

1,705,000

European

Investment

Bank

4.875

02/15/36

1,828,679‌

1,300,000

Export

Development

Canada

2.625

02/21/24

1,276,169‌

4,000,000

Export

Development

Canada

3.375

08/26/25

3,880,225‌

1,000,000

Export

Development

Canada

4.375

06/29/26

994,160‌

2,700,000

Export

Development

Canada

3.875

02/14/28

2,651,105‌

1,375,000

Export-Import

Bank

of

Korea

3.625

11/27/23

1,364,783‌

500,000

Export-Import

Bank

of

Korea

4.000

01/14/24

494,960‌

750,000

Export-Import

Bank

of

Korea

2.875

01/21/25

720,073‌

750,000

Export-Import

Bank

of

Korea

1.875

02/12/25

708,833‌

1,000,000

Export-Import

Bank

of

Korea

0.750

09/21/25

902,731‌

250,000

Export-Import

Bank

of

Korea

3.250

11/10/25

236,937‌

1,000,000

Export-Import

Bank

of

Korea

0.625

02/09/26

884,573‌

500,000

Export-Import

Bank

of

Korea

2.625

05/26/26

460,817‌

500,000

Export-Import

Bank

of

Korea

3.250

08/12/26

467,085‌

750,000

Export-Import

Bank

of

Korea

1.125

12/29/26

647,617‌

1,000,000

Export-Import

Bank

of

Korea

1.625

01/18/27

892,380‌

500,000

Export-Import

Bank

of

Korea

2.375

04/21/27

455,311‌

1,000,000

Export-Import

Bank

of

Korea

4.250

09/15/27

976,276‌

1,500,000

Export-Import

Bank

of

Korea

5.000

01/11/28

1,507,313‌

1,000,000

Export-Import

Bank

of

Korea

1.250

09/21/30

796,471‌

1,000,000

Export-Import

Bank

of

Korea

1.375

02/09/31

791,623‌

1,000,000

Export-Import

Bank

of

Korea

2.125

01/18/32

820,335‌

485,000

Export-Import

Bank

of

Korea

4

.500

09/15/32

478,453‌

1,500,000

Export-Import

Bank

of

Korea

5.125

01/11/33

1,540,331‌

1,000,000

Export-Import

Bank

of

Korea

2.500

06/29/41

737,721‌

100,000

Finland

Government

International

Bond

6.950

02/15/26

104,417‌

1,250,000

Hungary

Government

International

Bond

7.625

03/29/41

1,407,059‌

200,000

Hydro

Quebec

8.500

12/01/29

239,868‌

1,000,000

Indonesia

Government

International

Bond

4.150

09/20/27

968,898‌

750,000

Indonesia

Government

International

Bond

3.500

01/11/28

704,300‌

1,500,000

Indonesia

Government

International

Bond

4.550

01/11/28

1,480,343‌

900,000

Indonesia

Government

International

Bond

4.750

02/11/29

888,424‌

1,250,000

Indonesia

Government

International

Bond

3.400

09/18/29

1,141,537‌

1,000,000

Indonesia

Government

International

Bond

2.850

02/14/30

884,759‌

675,000

Indonesia

Government

International

Bond

3.850

10/15/30

629,115‌

1,500,000

Indonesia

Government

International

Bond

1.850

03/12/31

1,209,215‌

1,500,000

Indonesia

Government

International

Bond

2.150

07/28/31

1,228,304‌

300,000

Indonesia

Government

International

Bond

3.550

03/31/32

270,762‌

1,000,000

Indonesia

Government

International

Bond

4.650

09/20/32

977,741‌

1,275,000

Indonesia

Government

International

Bond

4.850

01/11/33

1,266,340‌

875,000

Indonesia

Government

International

Bond

4.350

01/11/48

769,143‌

1,125,000

Indonesia

Government

International

Bond

5.350

02/11/49

1,130,270‌

1,000,000

e

Indonesia

Government

International

Bond

3.700

10/30/49

789,078‌

1,000,000

e

Indonesia

Government

International

Bond

3.500

02/14/50

762,847‌

2,000,000

e

Indonesia

Government

International

Bond

4.200

10/15/50

1,700,111‌

485,000

Indonesia

Government

International

Bond

4.300

03/31/52

415,676‌

500,000

Indonesia

Government

International

Bond

5.450

09/20/52

507,405‌

1,500,000

Indonesia

Government

International

Bond

5.650

01/11/53

1,564,311‌

1,000,000

Indonesia

Government

International

Bond

3.200

09/23/61

677,617‌

500,000

Indonesia

Government

International

Bond

4.450

04/15/70

422,296‌

1,750,000

Indonesia

Government

International

Bond

3.350

03/12/71

1,200,247‌

1,500,000

Inter-American

Development

Bank

2.625

01/16/24

1,477,784‌

500,000

Inter-American

Development

Bank

2.125

01/15/25

477,284‌

5,000,000

Inter-American

Development

Bank

1.750

03/14/25

4,728,053‌

10,000,000

Inter-American

Development

Bank

0.625

07/15/25

9,178,490‌

4,000,000

Inter-American

Development

Bank

0.875

04/20/26

3,608,446‌

1,500,000

Inter-American

Development

Bank

2.000

06/02/26

1,391,573‌

1,500,000

e

Inter-American

Development

Bank

2.000

07/23/26

1,388,726‌

105

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

5,000,000

Inter-American

Development

Bank

1.500

%

01/13/27

$

4,510,536‌

1,000,000

Inter-American

Development

Bank

2.375

07/07/27

928,506‌

2,000,000

Inter-American

Development

Bank

0.625

09/16/27

1,718,698‌

3,000,000

Inter-American

Development

Bank

4.000

01/12/28

2,963,592‌

4,000,000

Inter-American

Development

Bank

1.125

07/20/28

3,427,517‌

2,000,000

Inter-American

Development

Bank

3.125

09/18/28

1,889,096‌

3,000,000

Inter-American

Development

Bank

2.250

06/18/29

2,682,855‌

2,000,000

e

Inter-American

Development

Bank

3.500

09/14/29

1,927,476‌

3,000,000

Inter-American

Development

Bank

1.125

01/13/31

2,426,193‌

1,450,000

Inter-American

Development

Bank

3.200

08/07/42

1,232,174‌

300,000

Inter-American

Development

Bank

4.375

01/24/44

300,007‌

2,000,000

Inter-American

Investment

Corp

2.625

04/22/25

1,909,583‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1.500

08/28/24

1,913,498‌

1,600,000

International

Bank

for

Reconstruction

&

Development

2.500

11/25/24

1,540,917‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1.625

01/15/25

4,740,455‌

6,000,000

International

Bank

for

Reconstruction

&

Development

0

.375

07/28/25

5,476,916‌

4,500,000

International

Bank

for

Reconstruction

&

Development

2.500

07/29/25

4,293,808‌

5,500,000

International

Bank

for

Reconstruction

&

Development

0.500

10/28/25

4,992,014‌

500,000

International

Bank

for

Reconstruction

&

Development

3.125

11/20/25

481,857‌

7,000,000

International

Bank

for

Reconstruction

&

Development

0.875

07/15/26

6,269,172‌

2,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

11/24/27

1,717,172‌

2,000,000

International

Bank

for

Reconstruction

&

Development

3.500

07/12/28

1,930,786‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3.625

09/21/29

5,821,784‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1.750

10/23/29

1,734,047‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3.875

02/14/30

5,905,463‌

5,000,000

e

International

Bank

for

Reconstruction

&

Development

0

.875

05/14/30

4,029,285‌

3,000,000

International

Bank

for

Reconstruction

&

Development

0.750

08/26/30

2,376,692‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1.250

02/10/31

4,079,539‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1.625

11/03/31

4,171,171‌

5,000,000

e

International

Bank

for

Reconstruction

&

Development

2.500

03/29/32

4,461,978‌

834,000

International

Bank

for

Reconstruction

&

Development

4

.750

02/15/35

874,747‌

1,300,000

International

Finance

Corp

2.875

07/31/23

1,297,817‌

2,500,000

International

Finance

Corp

0.375

07/16/25

2,286,051‌

5,000,000

International

Finance

Corp

0.750

08/27/30

3,967,913‌

1,000,000

Israel

Government

International

Bond

2.875

03/16/26

946,250‌

975,000

Israel

Government

International

Bond

3.250

01/17/28

910,377‌

600,000

Israel

Government

International

Bond

2.750

07/03/30

529,644‌

1,915,000

Israel

Government

International

Bond

4.500

01/17/33

1,878,921‌

1,500,000

Israel

Government

International

Bond

4.500

01/30/43

1,375,335‌

200,000

Israel

Government

International

Bond

4.125

01/17/48

170,876‌

1,800,000

Israel

Government

International

Bond

3.875

07/03/50

1,475,597‌

300,000

Israel

Government

International

Bond

4.500

04/03/20

241,771‌

4,250,000

Japan

Bank

for

International

Cooperation

3.375

10/31/23

4,217,663‌

2,300,000

Japan

Bank

for

International

Cooperation

2.500

05/23/24

2,234,906‌

720,000

Japan

Bank

for

International

Cooperation

1.750

10/17/24

685,885‌

500,000

e

Japan

Bank

for

International

Cooperation

2.125

02/10/25

474,774‌

1,200,000

Japan

Bank

for

International

Cooperation

2.875

04/14/25

1,149,165‌

3,000,000

Japan

Bank

for

International

Cooperation

0.625

07/15/25

2,741,876‌

5,750,000

Japan

Bank

for

International

Cooperation

2.750

01/21/26

5,444,787‌

400,000

Japan

Bank

for

International

Cooperation

2.375

04/20/26

373,357‌

1,000,000

Japan

Bank

for

International

Cooperation

4.250

04/27/26

981,736‌

1,500,000

Japan

Bank

for

International

Cooperation

1.875

07/21/26

1,368,541‌

1,000,000

Japan

Bank

for

International

Cooperation

2.875

06/01/27

929,463‌

750,000

Japan

Bank

for

International

Cooperation

2.875

07/21/27

698,668‌

300,000

Japan

Bank

for

International

Cooperation

2.750

11/16/27

276,963‌

750,000

Japan

Bank

for

International

Cooperation

3.500

10/31/28

708,421‌

2,000,000

Japan

Bank

for

International

Cooperation

2.125

02/16/29

1,744,351‌

1,000,000

Japan

Bank

for

International

Cooperation

2

.000

10/17/29

859,194‌

1,500,000

Japan

Bank

for

International

Cooperation

1.250

01/21/31

1,184,033‌

3,000,000

Japan

Bank

for

International

Cooperation

1.875

04/15/31

2,478,026‌

350,000

Japan

International

Cooperation

Agency

2.125

10/20/26

319,979‌

Bond

Index

Fund

June

30,

2023

106

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,900,000

Japan

International

Cooperation

Agency

3.250

%

05/25/27

$

1,785,031‌

1,000,000

Japan

International

Cooperation

Agency

4.000

05/23/28

969,355‌

700,000

Japan

International

Cooperation

Agency

3.375

06/12/28

658,358‌

2,000,000

Japan

International

Cooperation

Agency

1.000

07/22/30

1,566,321‌

1,500,000

Japan

International

Cooperation

Agency

1.750

04/28/31

1,219,763‌

950,000

Korea

Development

Bank

0.500

10/27/23

933,984‌

500,000

Korea

Development

Bank

3.750

01/22/24

494,940‌

700,000

Korea

Development

Bank

3.250

02/19/24

690,106‌

500,000

Korea

Development

Bank

0.400

06/19/24

475,679‌

1,000,000

Korea

Development

Bank

2.125

10/01/24

958,799‌

750,000

Korea

Development

Bank

1.750

02/18/25

707,607‌

200,000

Korea

Development

Bank

3.375

09/16/25

191,468‌

400,000

Korea

Development

Bank

3.000

01/13/26

377,159‌

1,000,000

Korea

Development

Bank

0.800

04/27/26

880,462‌

1,000,000

Korea

Development

Bank

0.800

07/19/26

868,663‌

1,000,000

Korea

Development

Bank

1.000

09/09/26

871,905‌

250,000

e

Korea

Development

Bank

2.000

09/12/26

225,116‌

1,000,000

Korea

Development

Bank

2.250

02/24/27

913,165‌

1,000,000

Korea

Development

Bank

1.625

01/19/31

805,990‌

500,000

Korea

Government

International

Bond

3.875

09/11/23

498,282‌

1,500,000

Korea

Government

International

Bond

2.750

01/19/27

1,416,384‌

1,400,000

Korea

Government

International

Bond

4.125

06/10/44

1,314,032‌

500,000

Korea

Government

International

Bond

3.875

09/20/48

447,293‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

2.625

02/28/24

2,943,243‌

6,100,000

Kreditanstalt

fuer

Wiederaufbau

0.250

03/08/24

5,887,806‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

0.500

09/20/24

4,714,330‌

2,000,000

Kreditanstalt

fuer

Wiederaufbau

2.500

11/20/24

1,925,508‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

1.250

01/31/25

4,704,012‌

7,000,000

Kreditanstalt

fuer

Wiederaufbau

2.000

05/02/25

6,629,669‌

4,500,000

Kreditanstalt

fuer

Wiederaufbau

0.625

01/22/26

4,065,095‌

3,219,000

Kreditanstalt

fuer

Wiederaufbau

1.000

10/01/26

2,879,250‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3.000

05/20/27

2,845,414‌

5,500,000

Kreditanstalt

fuer

Wiederaufbau

3.750

02/15/28

5,377,691‌

7,750,000

Kreditanstalt

fuer

Wiederaufbau

2.875

04/03/28

7,287,710‌

2,000,000

Kreditanstalt

fuer

Wiederaufbau

3.875

06/15/28

1,964,608‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

1.750

09/14/29

872,577‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

0.750

09/30/30

3,972,327‌

500,000

Landwirtschaftliche

Rentenbank

2.000

01/13/25

476,378‌

2,000,000

Landwirtschaftliche

Rentenbank

0.500

05/27/25

1,835,529‌

750,000

Landwirtschaftliche

Rentenbank

2.375

06/10/25

712,677‌

1,000,000

Landwirtschaftliche

Rentenbank

1.750

07/27/26

917,779‌

3,000,000

Landwirtschaftliche

Rentenbank

3.875

09/28/27

2,944,922‌

125,000

Landwirtschaftliche

Rentenbank

2.500

11/15/27

115,917‌

4,000,000

Landwirtschaftliche

Rentenbank

0.875

09/03/30

3,196,453‌

1,125,000

Mexico

Government

International

Bond

5.400

02/09/28

1,143,891‌

15,464,000

Mexico

Government

International

Bond

2.659

05/24/31

12,855,290‌

10,635,000

Mexico

Government

International

Bond

4.875

05/19/33

10,146,430‌

2,000,000

Mexico

Government

International

Bond

3.500

02/12/34

1,675,139‌

1,000,000

Mexico

Government

International

Bond

6.350

02/09/35

1,051,291‌

1,000,000

Mexico

Government

International

Bond

5.000

04/27/51

866,034‌

14,196,000

Mexico

Government

International

Bond

6.338

05/04/53

14,460,862‌

2,936,000

Mexico

Government

International

Bond

3.771

05/24/61

1,992,576‌

3,000,000

Mexico

Government

International

Bond

3.750

04/19/71

1,997,418‌

950,000

Mexico

Government

International

Bond

5.750

10/12/10

846,373‌

500,000

Nordic

Investment

Bank

2.875

07/19/23

499,577‌

2,000,000

Nordic

Investment

Bank

0.375

09/11/25

1,818,653‌

1,500,000

Nordic

Investment

Bank

0.500

01/21/26

1,349,861‌

1,000,000

Nordic

Investment

Bank

3.375

09/08/27

963,006‌

1,000,000

Panama

Government

International

Bond

3.750

03/16/25

967,396‌

300,000

Panama

Government

International

Bond

7.125

01/29/26

312,594‌

2,000,000

Panama

Government

International

Bond

3.875

03/17/28

1,893,233‌

107

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,450,000

Panama

Government

International

Bond

3.160

%

01/23/30

$

1,268,030‌

2,500,000

Panama

Government

International

Bond

2.252

09/29/32

1,907,917‌

2,500,000

Panama

Government

International

Bond

3.298

01/19/33

2,086,550‌

2,500,000

Panama

Government

International

Bond

6.400

02/14/35

2,604,573‌

692,000

Panama

Government

International

Bond

6.700

01/26/36

739,721‌

750,000

Panama

Government

International

Bond

4.500

05/15/47

595,188‌

2,250,000

Panama

Government

International

Bond

4.500

04/16/50

1,739,770‌

1,450,000

Panama

Government

International

Bond

4.300

04/29/53

1,076,428‌

1,000,000

Panama

Government

International

Bond

6.853

03/28/54

1,039,746‌

1,500,000

Panama

Government

International

Bond

4.500

04/01/56

1,123,835‌

3,500,000

Panama

Government

International

Bond

3.870

07/23/60

2,313,763‌

1,250,000

Panama

Government

International

Bond

4.500

01/19/63

912,339‌

5,000,000

Peruvian

Government

International

Bond

2.844

06/20/30

4,375,600‌

2,500,000

Peruvian

Government

International

Bond

2.783

01/23/31

2,137,150‌

1,500,000

Peruvian

Government

International

Bond

1.862

12/01/32

1,154,670‌

990,000

Peruvian

Government

International

Bond

3.000

01/15/34

821,700‌

1,100,000

Peruvian

Government

International

Bond

6.550

03/14/37

1,232,000‌

1,000,000

Peruvian

Government

International

Bond

3.300

03/11/41

769,660‌

1,850,000

Peruvian

Government

International

Bond

5.625

11/18/50

1,905,334‌

2,000,000

Peruvian

Government

International

Bond

3.550

03/10/51

1,495,020‌

1,500,000

Peruvian

Government

International

Bond

2.780

12/01/60

913,590‌

1,500,000

Peruvian

Government

International

Bond

3.600

01/15/72

1,018,890‌

1,000,000

Peruvian

Government

International

Bond

3.230

07/28/21

604,010‌

225,000

Philippine

Government

International

Bond

4.200

01/21/24

223,193‌

1,000,000

Philippine

Government

International

Bond

3.229

03/29/27

939,603‌

1,000,000

Philippine

Government

International

Bond

5.170

10/13/27

1,010,238‌

2,219,000

Philippine

Government

International

Bond

3.000

02/01/28

2,043,510‌

2,000,000

Philippine

Government

International

Bond

4.625

07/17/28

2,003,168‌

3,375,000

Philippine

Government

International

Bond

3.750

01/14/29

3,202,162‌

1,500,000

Philippine

Government

International

Bond

2.457

05/05/30

1,296,313‌

2,000,000

Philippine

Government

International

Bond

1.648

06/10/31

1,575,690‌

2,000,000

Philippine

Government

International

Bond

1.950

01/06/32

1,604,086‌

1,000,000

Philippine

Government

International

Bond

3.556

09/29/32

907,230‌

1,000,000

Philippine

Government

International

Bond

5.609

04/13/33

1,054,631‌

1,500,000

Philippine

Government

International

Bond

5.000

07/17/33

1,517,176‌

4,083,000

Philippine

Government

International

Bond

3.950

01/20/40

3,496,037‌

300,000

Philippine

Government

International

Bond

3.700

03/01/41

245,632‌

3,793,000

Philippine

Government

International

Bond

3.700

02/02/42

3,096,229‌

1,500,000

Philippine

Government

International

Bond

2.950

05/05/45

1,062,253‌

1,500,000

Philippine

Government

International

Bond

2.650

12/10/45

1,007,515‌

325,000

Philippine

Government

International

Bond

4.200

03/29/47

279,270‌

1,000,000

Philippine

Government

International

Bond

5.950

10/13/47

1,078,626‌

1,000,000

Philippine

Government

International

Bond

5.500

01/17/48

1,023,007‌

1,000,000

e

Poland

Government

International

Bond

4.000

01/22/24

990,604‌

2,725,000

Poland

Government

International

Bond

3.250

04/06/26

2,620,088‌

850,000

Poland

Government

International

Bond

5.750

11/16/32

890,460‌

1,050,000

Poland

Government

International

Bond

5.500

04/04/53

1,055,884‌

775,000

Province

of

Alberta

Canada

2.950

01/23/24

763,905‌

1,500,000

Province

of

Alberta

Canada

1.875

11/13/24

1,429,885‌

1,000,000

Province

of

Alberta

Canada

1.000

05/20/25

925,689‌

925,000

Province

of

Alberta

Canada

3.300

03/15/28

877,993‌

2,000,000

Province

of

Alberta

Canada

1.300

07/22/30

1,625,986‌

2,000,000

Province

of

British

Columbia

Canada

1.750

09/27/24

1,912,003‌

850,000

Province

of

British

Columbia

Canada

2.250

06/02/26

793,003‌

1,500,000

Province

of

British

Columbia

Canada

0.900

07/20/26

1,339,126‌

1,500,000

e

Province

of

British

Columbia

Canada

1.300

01/29/31

1,215,104‌

850,000

h

Province

of

British

Columbia

Canada

4.200

07/06/33

846,284‌

1,000,000

Province

of

Manitoba

Canada

2.600

04/16/24

976,817‌

1,300,000

Province

of

Manitoba

Canada

3.050

05/14/24

1,271,922‌

500,000

Province

of

Manitoba

Canada

2.125

06/22/26

463,387‌

1,500,000

Province

of

Manitoba

Canada

1.500

10/25/28

1,293,056‌

Bond

Index

Fund

June

30,

2023

108

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

500,000

Province

of

New

Brunswick

Canada

3.625

%

02/24/28

$

479,211‌

1,000,000

Province

of

Ontario

Canada

3.050

01/29/24

985,668‌

1,500,000

Province

of

Ontario

Canada

3.200

05/16/24

1,468,280‌

2,000,000

Province

of

Ontario

Canada

0.625

01/21/26

1,799,651‌

1,500,000

Province

of

Ontario

Canada

1.050

04/14/26

1,355,985‌

1,000,000

Province

of

Ontario

Canada

2.500

04/27/26

940,328‌

1,000,000

Province

of

Ontario

Canada

2.300

06/15/26

932,977‌

1,000,000

Province

of

Ontario

Canada

3.100

05/19/27

945,975‌

1,000,000

Province

of

Ontario

Canada

1.050

05/21/27

874,131‌

2,000,000

e

Province

of

Ontario

Canada

2.000

10/02/29

1,744,510‌

1,000,000

Province

of

Ontario

Canada

1.125

10/07/30

801,887‌

3,000,000

Province

of

Ontario

Canada

1.600

02/25/31

2,470,636‌

1,500,000

Province

of

Ontario

Canada

1.800

10/14/31

1,246,581‌

3,000,000

e

Province

of

Ontario

Canada

2

.125

01/21/32

2,543,696‌

200,000

Province

of

Quebec

Canada

7.125

02/09/24

201,650‌

500,000

Province

of

Quebec

Canada

2.875

10/16/24

484,079‌

2,500,000

Province

of

Quebec

Canada

1.500

02/11/25

2,356,100‌

2,000,000

Province

of

Quebec

Canada

0.600

07/23/25

1,829,980‌

3,500,000

Province

of

Quebec

Canada

2.500

04/20/26

3,295,845‌

500,000

Province

of

Quebec

Canada

2.750

04/12/27

467,084‌

3,000,000

Province

of

Quebec

Canada

3.625

04/13/28

2,892,089‌

201,000

Province

of

Quebec

Canada

7.500

09/15/29

233,875‌

1,500,000

Province

of

Quebec

Canada

1.350

05/28/30

1,235,022‌

3,000,000

Province

of

Quebec

Canada

1.900

04/21/31

2,528,837‌

1,000,000

Province

of

Saskatchewan

Canada

3.250

06/08/27

946,310‌

1,600,000

Republic

of

Italy

Government

International

Bond

6.875

09/27/23

1,603,200‌

3,000,000

Republic

of

Italy

Government

International

Bond

0.875

05/06/24

2,869,902‌

2,000,000

Republic

of

Italy

Government

International

Bond

2.375

10/17/24

1,909,240‌

1,500,000

Republic

of

Italy

Government

International

Bond

2.875

10/17/29

1,302,510‌

1,599,000

Republic

of

Italy

Government

International

Bond

5.375

06/15/33

1,593,351‌

2,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

1,541,260‌

3,000,000

Republic

of

Italy

Government

International

Bond

3.875

05/06/51

2,160,510‌

1,500,000

Republic

of

Poland

Government

International

Bond

5.500

11/16/27

1,537,548‌

2,000,000

Republic

of

Poland

Government

International

Bond

4.875

10/04/33

1,962,000‌

2,000,000

State

of

Israel

2.500

01/15/30

1,745,824‌

2,050,000

State

of

Israel

3.375

01/15/50

1,535,983‌

870,000

Svensk

Exportkredit

AB

1.750

12/12/23

855,887‌

2,000,000

Svensk

Exportkredit

AB

0.375

07/30/24

1,891,959‌

500,000

Svensk

Exportkredit

AB

3.625

09/03/24

488,661‌

1,000,000

Svensk

Exportkredit

AB

0.625

05/14/25

918,588‌

3,000,000

Svensk

Exportkredit

AB

0.500

08/26/25

2,727,853‌

2,250,000

Svensk

Exportkredit

AB

4.625

11/28/25

2,232,091‌

1,500,000

Svensk

Exportkredit

AB

4.125

06/14/28

1,481,419‌

1,122,886

Uruguay

Government

International

Bond

4.375

01/23/31

1,106,162‌

4,457,660

Uruguay

Government

International

Bond

5.750

10/28/34

4,812,680‌

500,000

Uruguay

Government

International

Bond

4.125

11/20/45

452,743‌

2,063,907

Uruguay

Government

International

Bond

5.100

06/18/50

2,052,869‌

2,425,000

Uruguay

Government

International

Bond

4.975

04/20/55

2,356,644‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

680,302,803‌

MORTGAGE

BACKED

-

26.9%

4,928

i

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

DGS1

+

2.250%

5.050

04/01/35

4,856‌

1,154

i

FHLMC

DGS1

+

2.125%

4.250

10/01/35

1,119‌

14,330

i

FHLMC

DGS1

+

2.255%

4.380

02/01/36

14,106‌

3,861

i

FHLMC

LIBOR

12

M

+

1.854%

5.231

07/01/36

3,822‌

19,301

i

FHLMC

LIBOR

6

M

+

1.595%

4.061

09/01/36

18,697‌

13,227

i

FHLMC

DGS1

+

2.247%

4.357

09/01/36

12,963‌

14,880

i

FHLMC

LIBOR

6

M

+

1.755%

6.066

09/01/36

15,044‌

8,165

i

FHLMC

DGS1

+

2.250%

4.361

01/01/37

8,078‌

1,308

i

FHLMC

LIBOR

12

M

+

1.765%

4.227

02/01/37

1,277‌

870

i

FHLMC

DGS1

+

2.250%

4.363

02/01/37

882‌

109

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

63,715

i

FHLMC

LIBOR

12

M

+

1.843%

4.263

%

03/01/37

$

63,986‌

9,007,134

FHLMC

1.500

04/01/37

7,770,851‌

57,883

i

FHLMC

DGS1

+

2.250%

4.419

04/01/37

58,365‌

17,447

i

FHLMC

LIBOR

12

M

+

1.612%

4.965

04/01/37

16,891‌

13,503,014

FHLMC

2.000

05/01/37

11,970,492‌

4,839

i

FHLMC

LIBOR

12

M

+

2.097%

5.154

05/01/37

4,713‌

1,264

i

FHLMC

LIBOR

12

M

+

1.750%

4.000

06/01/37

1,239‌

13,555

i

FHLMC

DGS1

+

2.248%

4.548

06/01/37

13,152‌

26,129

i

FHLMC

LIBOR

6

M

+

1.270%

5.248

08/01/37

26,103‌

5,409

i

FHLMC

LIBOR

12

M

+

0.905%

3.155

09/01/37

5,307‌

185

i

FHLMC

LIBOR

12

M

+

1.795%

4.045

09/01/37

181‌

2,142

i

FHLMC

LIBOR

6

M

+

1.520%

5.815

09/01/37

2,128‌

19,336

i

FHLMC

LIBOR

12

M

+

2.055%

5.430

04/01/38

18,905‌

5,054

i

FHLMC

LIBOR

12

M

+

2.004%

5.230

06/01/38

4,932‌

1,821

i

FHLMC

LIBOR

12

M

+

1.625%

3.875

07/01/38

1,808‌

3,070

i

FHLMC

LIBOR

12

M

+

1.861%

4.111

06/01/40

3,002‌

6,083

i

FHLMC

LIBOR

12

M

+

1.887%

4.217

01/01/41

5,943‌

2,623

i

FHLMC

LIBOR

12

M

+

1.880%

5.255

05/01/41

2,560‌

64,760

i

FHLMC

LIBOR

12

M

+

1.859%

4.358

08/01/41

63,417‌

44,822

i

FHLMC

LIBOR

12

M

+

1.750%

4.000

09/01/41

44,984‌

8,868

i

FHLMC

LIBOR

12

M

+

1.860%

4.110

10/01/41

8,810‌

12,752,963

FHLMC

3.000

11/01/49

11,387,928‌

11,845,025

FHLMC

3.000

11/01/49

10,565,345‌

24,595,061

FHLMC

3.000

02/01/50

21,959,228‌

16,960,812

FHLMC

3.500

04/01/50

15,670,664‌

8,709,430

FHLMC

3.500

07/01/50

8,011,932‌

7,342,957

h

FHLMC

2.000

02/01/51

6,022,885‌

6,388,909

h

FHLMC

4.000

08/01/52

5,998,402‌

59

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

5.000

10/01/23

58‌

86

FGLMC

5.500

10/01/23

86‌

210

FGLMC

5.000

11/01/23

209‌

794

FGLMC

5.000

03/01/24

787‌

174

FGLMC

4.500

04/01/24

172‌

86

FGLMC

4.500

05/01/24

85‌

689

FGLMC

4.500

06/01/24

681‌

6,951

FGLMC

4.000

07/01/24

6,839‌

3,218

FGLMC

4.000

07/01/24

3,165‌

121

FGLMC

5.500

07/01/24

121‌

5,389

FGLMC

4.000

08/01/24

5,302‌

1,169

FGLMC

4.500

09/01/24

1,155‌

726

FGLMC

4

.500

09/01/24

718‌

367

FGLMC

4.500

09/01/24

362‌

436

FGLMC

5.500

09/01/24

435‌

10,654

FGLMC

4.000

10/01/24

10,431‌

283

FGLMC

4.500

10/01/24

279‌

1,097

FGLMC

4.500

10/01/24

1,071‌

363

FGLMC

4

.500

11/01/24

359‌

2,255

FGLMC

4.500

12/01/24

2,229‌

585

FGLMC

4.500

02/01/25

577‌

17,919

FGLMC

4.000

03/01/25

17,518‌

522

FGLMC

4.500

06/01/25

516‌

1,345

FGLMC

4.500

07/01/25

1,328‌

36,209

FGLMC

3.500

10/01/25

35,358‌

10,900

FGLMC

4.000

10/01/25

10,669‌

55,637

FGLMC

3.500

11/01/25

54,354‌

32,737

FGLMC

3.500

11/01/25

31,983‌

16,756

FGLMC

3.500

12/01/25

16,370‌

8,519

FGLMC

3.000

01/01/26

8,268‌

127,077

FGLMC

3.500

01/01/26

124,007‌

10,670

FGLMC

4.000

04/01/26

10,424‌

22,342

FGLMC

4.000

05/01/26

21,810‌

Bond

Index

Fund

June

30,

2023

110

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

5,735

FGLMC

5.500

%

07/01/26

$

5,715‌

51,349

FGLMC

4.000

08/01/26

50,173‌

648

FGLMC

6.000

08/01/26

654‌

23,524

FGLMC

3.000

09/01/26

22,737‌

77,672

FGLMC

3.000

10/01/26

74,983‌

115,043

FGLMC

3.500

10/01/26

111,678‌

1,832

FGLMC

5.000

10/01/26

1,816‌

887

FGLMC

5.500

10/01/26

884‌

434,194

FGLMC

3.000

02/01/27

418,432‌

311,264

FGLMC

2.500

05/01/27

297,043‌

357,666

FGLMC

2.500

11/01/27

340,416‌

15,457

FGLMC

6.000

12/01/27

15,609‌

285,871

FGLMC

2.500

01/01/28

271,638‌

751,935

FGLMC

2.500

03/01/28

713,191‌

23,197

FGLMC

5.000

03/01/28

23,084‌

431,290

FGLMC

2.500

05/01/28

408,829‌

2,156

FGLMC

5.500

05/01/28

2,148‌

1,301,283

FGLMC

2.500

07/01/28

1,233,608‌

1,032,835

FGLMC

2.500

07/01/28

977,974‌

277,780

FGLMC

3.000

10/01/28

265,178‌

14,964

FGLMC

5.500

01/01/29

14,911‌

104

FGLMC

6.500

01/01/29

106‌

1,558

FGLMC

4.000

02/01/29

1,522‌

641,098

FGLMC

3.500

03/01/29

614,877‌

169

FGLMC

6.500

03/01/29

175‌

1,116,886

FGLMC

3.000

07/01/29

1,065,484‌

4,580

FGLMC

5.000

12/01/29

4,583‌

3,313,323

FGLMC

2.500

05/01/30

3,082,889‌

7,986

FGLMC

4.000

08/01/30

7,803‌

65,764

FGLMC

4.500

01/01/31

64,619‌

109

FGLMC

8.000

01/01/31

109‌

58,393

FGLMC

4.000

03/01/31

57,048‌

8,166

FGLMC

4.000

05/01/31

7,978‌

55,409

FGLMC

4.500

05/01/31

54,443‌

32,016

FGLMC

4.000

06/01/31

31,278‌

63,895

FGLMC

4.000

08/01/31

62,424‌

74,198

FGLMC

4.000

09/01/31

72,488‌

1,218

FGLMC

6.500

09/01/31

1,261‌

3,199

FGLMC

8.000

09/01/31

3,262‌

36,913

FGLMC

3.500

11/01/31

35,522‌

5,626,218

FGLMC

2.500

12/01/31

5,220,208‌

30,108

FGLMC

7.000

12/01/31

30,422‌

5,929

FGLMC

6.500

01/01/32

6,161‌

14,174

FGLMC

6.000

02/01/32

14,593‌

638,147

FGLMC

3.000

03/01/32

597,790‌

5,476

FGLMC

7.000

04/01/32

5,688‌

6,187

FGLMC

6.500

05/01/32

6,340‌

433,719

FGLMC

3.500

09/01/32

414,691‌

3,022

FGLMC

5.500

11/01/32

3,096‌

5,129,315

FGLMC

3.000

01/01/33

4,833,726‌

4,618

FGLMC

6.000

02/01/33

4,696‌

16,949

FGLMC

5.000

03/01/33

17,077‌

4,396

FGLMC

6.000

03/01/33

4,440‌

5,561

FGLMC

6.000

03/01/33

5,617‌

13,360

FGLMC

5.000

04/01/33

13,344‌

2,129

FGLMC

6.000

04/01/33

2,192‌

80,648

FGLMC

5.000

06/01/33

80,104‌

42,818

FGLMC

5.500

06/01/33

43,862‌

19,989,619

FGLMC

2.500

07/01/33

18,496,340‌

907,386

FGLMC

3.500

07/01/33

859,702‌

17,120

FGLMC

4.500

07/01/33

16,885‌

111

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,436,372

FGLMC

4.000

%

08/01/33

$

1,397,586‌

1,681

FGLMC

5.000

08/01/33

1,690‌

6,255

FGLMC

6.500

08/01/33

6,405‌

53,986

FGLMC

5.000

09/01/33

54,434‌

8,924

FGLMC

5.500

09/01/33

8,921‌

15,671

FGLMC

5.500

09/01/33

15,633‌

46,759

FGLMC

5.500

09/01/33

47,025‌

23,808

FGLMC

5.500

09/01/33

23,758‌

14,966

FGLMC

4.000

10/01/33

14,408‌

3,041

FGLMC

5.000

10/01/33

3,066‌

39,525

FGLMC

5.500

10/01/33

39,713‌

2,521,300

FGLMC

3

.500

11/01/33

2,405,845‌

28,865

FGLMC

5.500

12/01/33

29,569‌

9,796

FGLMC

5.500

12/01/33

10,034‌

123,588

FGLMC

7.000

12/01/33

128,203‌

86,675

FGLMC

5.000

01/01/34

87,393‌

541,303

FGLMC

3.000

02/01/34

508,258‌

2,098

FGLMC

5.500

02/01/34

2,149‌

10,757

FGLMC

5.000

03/01/34

10,817‌

12,915

FGLMC

5.500

03/01/34

13,230‌

50,343

FGLMC

5.000

05/01/34

50,761‌

13,689

FGLMC

4.500

06/01/34

13,500‌

27,505

FGLMC

5.000

06/01/34

27,658‌

11,540

FGLMC

5.500

06/01/34

11,792‌

5,063

FGLMC

6.000

06/01/34

5,150‌

19,342

FGLMC

6.000

09/01/34

20,105‌

1,477,073

FGLMC

3.500

10/01/34

1,399,378‌

3,070

FGLMC

5.000

11/01/34

3,095‌

87,346

FGLMC

5.500

11/01/34

89,388‌

82,181

FGLMC

5.000

12/01/34

82,415‌

24,485

FGLMC

5.500

12/01/34

25,083‌

3,306

FGLMC

5.500

12/01/34

3,294‌

1,558

FGLMC

5.500

01/01/35

1,597‌

816

FGLMC

5.500

01/01/35

836‌

19,089

FGLMC

5.500

01/01/35

19,582‌

40,386

FGLMC

4.500

04/01/35

39,847‌

5,199

FGLMC

6.000

05/01/35

5,404‌

33,788

FGLMC

6.000

05/01/35

34,147‌

34,274

FGLMC

7.000

05/01/35

35,009‌

8,148

FGLMC

5.500

06/01/35

8,349‌

5,523

FGLMC

5.500

06/01/35

5,660‌

3,934

FGLMC

5.000

07/01/35

3,945‌

149,814

FGLMC

5.000

07/01/35

151,056‌

171,173

FGLMC

5.000

08/01/35

172,597‌

12,366

FGLMC

5.500

08/01/35

12,327‌

71,374

FGLMC

6.000

08/01/35

72,186‌

2,781

FGLMC

4.500

09/01/35

2,744‌

31,860

FGLMC

5.000

10/01/35

32,038‌

14,520

FGLMC

5.000

10/01/35

14,640‌

8,152

FGLMC

5.000

10/01/35

8,128‌

99,624

FGLMC

5.500

10/01/35

99,273‌

28,726

FGLMC

5.000

12/01/35

28,692‌

3,275

FGLMC

5.000

12/01/35

3,302‌

17,887

FGLMC

6.000

01/01/36

18,541‌

6,355

FGLMC

5.000

02/01/36

6,408‌

2,391

FGLMC

5.000

02/01/36

2,411‌

2,604

FGLMC

6.000

02/01/36

2,707‌

22,622

FGLMC

5.500

04/01/36

22,594‌

7,614

FGLMC

5.500

05/01/36

7,807‌

109,941

FGLMC

6.000

06/01/36

114,285‌

32,839

FGLMC

5.000

07/01/36

33,111‌

Bond

Index

Fund

June

30,

2023

112

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

31,707

FGLMC

6.000

%

07/01/36

$

32,405‌

5,150

FGLMC

6.000

08/01/36

5,338‌

5,906

FGLMC

6.000

09/01/36

5,971‌

46,621

FGLMC

5.500

10/01/36

47,899‌

93,652

FGLMC

5.500

10/01/36

95,640‌

8,433

FGLMC

6.500

10/01/36

8,674‌

4,953

FGLMC

5.500

11/01/36

5,094‌

12,067

FGLMC

6.000

11/01/36

12,544‌

47,733

FGLMC

6.000

12/01/36

49,199‌

95,065

FGLMC

5.500

03/01/37

97,769‌

39,273

FGLMC

6.000

03/01/37

40,825‌

4,816

FGLMC

6.500

03/01/37

4,946‌

34,424

FGLMC

5.500

04/01/37

35,404‌

3,574

FGLMC

5.000

05/01/37

3,570‌

4,475

FGLMC

5.000

06/01/37

4,469‌

14,233

FGLMC

5.500

06/01/37

14,637‌

3,740,912

FGLMC

3.000

07/01/37

3,453,994‌

65,440

FGLMC

6.000

07/01/37

68,001‌

36,588

FGLMC

6.000

08/01/37

38,034‌

12,845

FGLMC

6.000

09/01/37

13,327‌

93,154

FGLMC

5.500

10/01/37

92,956‌

2,970

FGLMC

6.000

11/01/37

3,086‌

26,283

FGLMC

6.500

11/01/37

27,380‌

12,573

FGLMC

6.000

01/01/38

13,069‌

5,341

FGLMC

6.000

02/01/38

5,530‌

40,187

FGLMC

6.000

02/01/38

41,759‌

60,167

FGLMC

5.000

03/01/38

60,667‌

177,763

FGLMC

5.000

03/01/38

179,239‌

7,651

FGLMC

5.000

04/01/38

7,727‌

75,278

FGLMC

5.000

04/01/38

75,905‌

85,166

FGLMC

5.500

04/01/38

85,764‌

18,477

FGLMC

5.500

05/01/38

18,965‌

2,218

FGLMC

5.500

06/01/38

2,277‌

3,719

FGLMC

6.000

07/01/38

3,761‌

11,279

FGLMC

5.500

08/01/38

11,571‌

69,734

FGLMC

5.500

08/01/38

71,700‌

8,860

FGLMC

5.000

09/01/38

8,934‌

118,911

FGLMC

5.500

09/01/38

122,027‌

50,406

FGLMC

5.500

09/01/38

51,516‌

2,419

FGLMC

5.500

10/01/38

2,482‌

44,899

FGLMC

6.000

11/01/38

46,395‌

332,825

FGLMC

5.500

01/01/39

342,023‌

212,571

FGLMC

4.500

02/01/39

210,160‌

121,763

FGLMC

5

.000

02/01/39

122,775‌

9,292

FGLMC

5.500

02/01/39

9,530‌

401

FGLMC

4.500

03/01/39

394‌

54,427

FGLMC

5.000

03/01/39

54,880‌

6,622

FGLMC

6.000

03/01/39

6,846‌

9,148

FGLMC

4.500

04/01/39

9,045‌

336,642

FGLMC

4.500

04/01/39

331,954‌

75,543

FGLMC

4.000

05/01/39

72,716‌

1,947

FGLMC

4.500

05/01/39

1,924‌

50,290

FGLMC

4.500

05/01/39

49,719‌

1,131,295

FGLMC

4.500

05/01/39

1,118,464‌

81,126

FGLMC

4.500

05/01/39

79,574‌

47,048

FGLMC

5.000

05/01/39

47,438‌

96,870

FGLMC

4.000

06/01/39

93,245‌

530,237

FGLMC

4.500

06/01/39

524,223‌

16,676

FGLMC

4.500

06/01/39

16,487‌

7,847

FGLMC

5.000

06/01/39

7,891‌

2,855

FGLMC

5.500

06/01/39

2,928‌

113

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

158,814

FGLMC

4.000

%

07/01/39

$

152,870‌

63,466

FGLMC

4.500

07/01/39

62,746‌

12,512

FGLMC

4.500

07/01/39

12,371‌

4,899

FGLMC

4.500

07/01/39

4,830‌

42,452

FGLMC

5.000

07/01/39

42,806‌

75,338

FGLMC

5.500

07/01/39

75,862‌

5,474

FGLMC

4.500

08/01/39

5,412‌

12,791

FGLMC

5.000

08/01/39

12,898‌

124,363

FGLMC

4.000

09/01/39

119,710‌

334,863

FGLMC

5.000

09/01/39

337,646‌

115,528

FGLMC

5.000

09/01/39

116,491‌

1,310

FGLMC

5.500

09/01/39

1,313‌

134,171

FGLMC

6.500

09/01/39

138,722‌

36,515

FGLMC

4.500

10/01/39

36,101‌

22,036

FGLMC

4.500

10/01/39

21,786‌

40,981

FGLMC

4.500

10/01/39

40,517‌

26,669

FGLMC

5.000

10/01/39

26,890‌

8,619

FGLMC

4.000

11/01/39

8,296‌

28,475

FGLMC

4.500

11/01/39

28,152‌

11,146

FGLMC

5.000

11/01/39

11,239‌

47,995

FGLMC

4.500

12/01/39

47,451‌

21,495

FGLMC

4.500

12/01/39

21,251‌

65,541

FGLMC

4.500

12/01/39

64,551‌

31,872

FGLMC

4.500

12/01/39

31,428‌

48,395

FGLMC

5.500

12/01/39

49,683‌

60,399

FGLMC

4.500

01/01/40

59,714‌

6,058

FGLMC

5.000

01/01/40

6,109‌

7,657

FGLMC

5.500

01/01/40

7,855‌

22,538

FGLMC

5.500

03/01/40

23,138‌

222,765

FGLMC

4.000

04/01/40

214,433‌

13,100

FGLMC

4.500

04/01/40

12,952‌

38,197

FGLMC

4.500

04/01/40

37,763‌

31,288

FGLMC

5.000

04/01/40

31,549‌

68,746

FGLMC

5.000

04/01/40

69,125‌

258,687

FGLMC

6.000

04/01/40

268,389‌

730,264

FGLMC

4.500

05/01/40

721,984‌

271,392

FGLMC

5.000

05/01/40

272,915‌

2,079

FGLMC

4.500

06/01/40

2,056‌

245,795

FGLMC

5.500

06/01/40

252,124‌

331,849

FGLMC

4.500

07/01/40

328,086‌

6,380

FGLMC

4.500

08/01/40

6,308‌

59,973

FGLMC

5.000

08/01/40

60,473‌

164,769

FGLMC

5.000

08/01/40

166,142‌

17,079

FGLMC

5.000

08/01/40

17,221‌

1,052,620

FGLMC

5.500

08/01/40

1,080,422‌

88,714

FGLMC

4.000

09/01/40

85,394‌

1,179,386

FGLMC

4.000

11/01/40

1,135,260‌

768,975

FGLMC

4.000

12/01/40

740,201‌

107,071

FGLMC

3.500

01/01/41

100,362‌

178,367

FGLMC

3.500

01/01/41

167,248‌

103,707

FGLMC

4.000

01/01/41

99,826‌

114,348

FGLMC

3.500

02/01/41

107,182‌

381,712

FGLMC

4.000

02/01/41

367,427‌

125,753

FGLMC

4.000

02/01/41

121,048‌

705,534

FGLMC

4.000

04/01/41

679,134‌

124,541

FGLMC

4.500

04/01/41

123,128‌

27,545

FGLMC

5.000

04/01/41

27,700‌

110,421

FGLMC

4.500

05/01/41

109,168‌

134,273

FGLMC

4.500

06/01/41

132,750‌

301,617

FGLMC

3.500

10/01/41

282,750‌

304,191

FGLMC

5.000

10/01/41

306,722‌

Bond

Index

Fund

June

30,

2023

114

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

440,765

FGLMC

3.500

%

11/01/41

$

413,137‌

174,077

FGLMC

4.500

12/01/41

172,104‌

1,494,529

FGLMC

3.500

01/01/42

1,400,894‌

435,569

FGLMC

3.500

02/01/42

408,280‌

494,415

FGLMC

3.500

04/01/42

463,439‌

1,214,889

FGLMC

4.000

05/01/42

1,169,418‌

4,012,326

FGLMC

4.500

05/01/42

3,966,871‌

823,919

FGLMC

3.500

07/01/42

772,303‌

183,542

FGLMC

3.000

08/01/42

165,886‌

1,351,116

FGLMC

3.000

10/01/42

1,221,121‌

947,749

FGLMC

3.000

10/01/42

856,572‌

398,726

FGLMC

3.500

12/01/42

373,171‌

1,451,322

FGLMC

2.500

01/01/43

1,254,451‌

2,730,622

FGLMC

3.000

01/01/43

2,467,904‌

4,040,715

FGLMC

3.000

04/01/43

3,651,891‌

10,797,104

FGLMC

3.000

04/01/43

9,758,145‌

1,190,375

FGLMC

3.500

05/01/43

1,112,357‌

1,664,466

FGLMC

3.000

08/01/43

1,504,290‌

1,203,661

FGLMC

3.000

08/01/43

1,087,824‌

1,191,074

FGLMC

3.500

08/01/43

1,113,013‌

446,009

FGLMC

4.500

10/01/43

438,197‌

574,024

FGLMC

4.000

11/01/43

551,815‌

1,078,212

FGLMC

3.500

02/01/44

1,006,520‌

876,861

FGLMC

4.000

02/01/44

842,123‌

6,885,197

FGLMC

4.000

02/01/44

6,612,434‌

388,112

FGLMC

4.000

04/01/44

372,496‌

483,471

FGLMC

4.500

05/01/44

474,993‌

882,296

FGLMC

4.000

06/01/44

836,971‌

1,366,404

FGLMC

4.000

08/01/44

1,294,796‌

1,011,687

FGLMC

3.500

09/01/44

943,366‌

1,432,118

FGLMC

3.500

11/01/44

1,334,919‌

1,876,118

FGLMC

3.500

12/01/44

1,747,613‌

1,147,236

FGLMC

3.500

01/01/45

1,074,448‌

2,408,059

FGLMC

3.000

02/01/45

2,176,237‌

2,973,919

FGLMC

3.500

03/01/45

2,771,153‌

1,744,808

FGLMC

4.000

03/01/45

1,670,273‌

1,165,675

FGLMC

3.000

04/01/45

1,053,453‌

2,391,649

FGLMC

3.500

04/01/45

2,227,329‌

6,358,796

FGLMC

3.500

07/01/45

5,923,922‌

4,485,666

FGLMC

4.500

07/01/45

4,409,094‌

13,644,139

FGLMC

3.000

08/01/45

12,332,057‌

10,356,547

FGLMC

3.500

10/01/45

9,648,256‌

1,890,308

FGLMC

4.000

11/01/45

1,809,479‌

3,560,085

FGLMC

3.500

12/01/45

3,314,730‌

8,467,147

FGLMC

3.000

03/01/46

7,620,441‌

2,646,013

FGLMC

3.500

03/01/46

2,456,057‌

1,392,293

FGLMC

4.000

03/01/46

1,330,796‌

6,184,724

FGLMC

3.000

04/01/46

5,543,847‌

6,065,140

FGLMC

3.500

05/01/46

5,695,182‌

4,615,589

FGLMC

3.500

08/01/46

4,305,287‌

9,323,678

FGLMC

3.000

09/01/46

8,386,848‌

3,797,246

FGLMC

4.000

09/01/46

3,627,557‌

3,344,636

FGLMC

3.000

11/01/46

2,989,094‌

4,135,983

FGLMC

3.000

11/01/46

3,705,720‌

11,889,022

FGLMC

3.000

11/01/46

10,611,829‌

2,397,445

FGLMC

3.000

12/01/46

2,147,658‌

3,055,411

FGLMC

3.500

12/01/46

2,832,124‌

5,574,672

FGLMC

3.000

02/01/47

4,993,274‌

1,815,843

FGLMC

3.500

02/01/47

1,682,081‌

1,503,664

FGLMC

4.000

02/01/47

1,435,547‌

2,513,879

FGLMC

3.500

05/01/47

2,322,714‌

115

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,017,229

FGLMC

3.000

%

08/01/47

$

1,813,159‌

2,625,762

FGLMC

3.000

11/01/47

2,348,485‌

4,052,655

FGLMC

3.000

12/01/47

3,624,690‌

12,563,456

FGLMC

3.000

01/01/48

11,251,135‌

4,362,400

FGLMC

3.000

02/01/48

3,899,672‌

3,242,806

FGLMC

3.500

03/01/48

3,000,771‌

2,765,859

FGLMC

3.500

05/01/48

2,555,493‌

2,143,521

FGLMC

4.000

05/01/48

2,051,294‌

2,954,544

FGLMC

3.500

07/01/48

2,729,820‌

3,127,619

FGLMC

4.000

07/01/48

2,985,302‌

5,737,255

FGLMC

4.000

08/01/48

5,476,180‌

1,058,063

FGLMC

4.500

09/01/48

1,035,422‌

4,502,455

FGLMC

4.000

10/01/48

4,291,488‌

2,758,709

FGLMC

4.500

12/01/48

2,699,016‌

1,435,460

FGLMC

4.500

02/01/49

1,406,688‌

3,719,624

FGLMC

3.500

05/01/49

3,436,566‌

121

Federal

National

Mortgage

Association

(FNMA)

5.000

07/01/23

120‌

20

FNMA

5.500

08/01/23

20‌

166

FNMA

5.000

11/01/23

164‌

4

FNMA

5.500

01/01/24

4‌

404

FNMA

5.500

02/01/24

402‌

1,979

FNMA

4.000

03/01/24

1,946‌

229

FNMA

4.500

04/01/24

226‌

12,489

FNMA

4.000

05/01/24

12,273‌

3,089

FNMA

4.000

05/01/24

3,032‌

332

FNMA

4.000

06/01/24

326‌

368

FNMA

4.500

07/01/24

364‌

483

FNMA

5.500

07/01/24

480‌

11

FNMA

8.000

07/01/24

11‌

2,534

FNMA

4.500

08/01/24

2,501‌

2,336

FNMA

4

.000

09/01/24

2,295‌

11,384

FNMA

4.000

09/01/24

11,131‌

1,036

FNMA

4.500

09/01/24

1,022‌

28,284

FNMA

4.500

10/01/24

27,925‌

1,928

FNMA

5.000

01/01/25

1,910‌

2,293

FNMA

4.500

02/01/25

2,262‌

15,972

FNMA

4.500

03/01/25

15,739‌

219

FNMA

4.500

03/01/25

216‌

10,098

FNMA

5.000

03/01/25

9,999‌

13,906

FNMA

4.500

04/01/25

13,711‌

6,410

FNMA

4.500

04/01/25

6,327‌

68,196

FNMA

4.000

05/01/25

66,582‌

33,120

FNMA

4.000

06/01/25

32,362‌

13,052

FNMA

4.500

06/01/25

12,881‌

8,564

FNMA

4.000

08/01/25

8,360‌

4,672

FNMA

5.500

08/01/25

4,701‌

26,554

FNMA

3.500

09/01/25

25,927‌

31,298

FNMA

4

.000

09/01/25

30,595‌

73,131

FNMA

3.500

10/01/25

71,404‌

66,059

FNMA

3.500

10/01/25

64,498‌

27,830

FNMA

5.000

10/01/25

27,554‌

47,089

FNMA

4.000

11/01/25

45,956‌

63,036

FNMA

3.500

12/01/25

61,511‌

52,652

FNMA

3.500

02/01/26

51,320‌

291,291

FNMA

3.500

02/01/26

284,079‌

16,468

FNMA

4.000

03/01/26

16,069‌

49,052

FNMA

4.000

06/01/26

47,807‌

46,831

FNMA

3.500

08/01/26

45,597‌

38,221

FNMA

3.500

09/01/26

37,124‌

19,320

FNMA

4.000

09/01/26

18,853‌

71,596

FNMA

3.500

10/01/26

69,542‌

Bond

Index

Fund

June

30,

2023

116

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,437

FNMA

6.000

%

10/01/26

$

1,449‌

92,272

FNMA

3.000

11/01/26

88,973‌

83,568

FNMA

3.000

12/01/26

80,533‌

229,342

FNMA

3.000

01/01/27

220,882‌

156,266

FNMA

4.000

01/01/27

152,715‌

179,842

FNMA

3.500

02/01/27

174,377‌

315,712

FNMA

3.000

04/01/27

303,477‌

186,953

FNMA

3.000

04/01/27

179,759‌

113,569

FNMA

3.500

05/01/27

110,033‌

137,331

FNMA

2.500

06/01/27

130,946‌

411,857

FNMA

3.000

06/01/27

394,811‌

145,755

FNMA

2.500

07/01/27

138,979‌

343,783

FNMA

2.500

09/01/27

327,194‌

4,510

FNMA

5.500

09/01/27

4,489‌

536,292

FNMA

2.500

10/01/27

510,408‌

359,276

FNMA

3.000

11/01/27

344,514‌

723

FNMA

5.500

01/01/28

719‌

1,421,158

FNMA

2.500

02/01/28

1,348,597‌

1,148,314

FNMA

2.500

02/01/28

1,090,389‌

598

FNMA

5.000

02/01/28

593‌

878,793

FNMA

2.500

04/01/28

832,488‌

1,250,964

FNMA

2.500

04/01/28

1,184,025‌

3,686

FNMA

5.500

06/01/28

3,669‌

353,053

FNMA

2.500

07/01/28

333,896‌

750,666

FNMA

2.500

08/01/28

709,460‌

841,035

FNMA

3.000

10/01/28

801,831‌

560

FNMA

5.500

11/01/28

557‌

3

FNMA

7.500

01/01/29

3‌

1,261,914

FNMA

3.000

03/01/29

1,202,311‌

4,737

FNMA

4.000

03/01/29

4,623‌

4,553,285

FNMA

3.000

04/01/29

4,338,506‌

18,007

FNMA

4.500

04/01/29

17,674‌

12,400

FNMA

4.000

05/01/29

12,102‌

7,008

FNMA

4.500

06/01/29

6,878‌

2,475

FNMA

4.000

07/01/29

2,416‌

47,423

FNMA

4.500

08/01/29

46,546‌

5,625,456

FNMA

3.500

09/01/29

5,370,938‌

9,306

FNMA

4.500

09/01/29

9,134‌

7,386

FNMA

4.500

11/01/29

7,301‌

2,777

FNMA

4.500

01/01/30

2,726‌

693,632

FNMA

2.500

02/01/30

644,583‌

6,045

FNMA

4.000

03/01/30

5,900‌

2,662

FNMA

4.500

05/01/30

2,613‌

3,930

FNMA

4.500

06/01/30

3,857‌

1,685,950

FNMA

3.000

07/01/30

1,603,049‌

35,711

FNMA

4.500

08/01/30

35,049‌

7,946

FNMA

4.000

09/01/30

7,754‌

49,304

FNMA

4.000

10/01/30

48,115‌

451,909

FNMA

4.000

11/01/30

441,002‌

82,245

FNMA

4.000

11/01/30

80,260‌

18,470

FNMA

4.500

12/01/30

18,128‌

1,612,644

FNMA

3.000

02/01/31

1,536,228‌

25,582

FNMA

3.500

02/01/31

24,592‌

27,962

FNMA

4.000

02/01/31

27,287‌

319

FNMA

7.500

03/01/31

330‌

1,821,190

FNMA

2.500

04/01/31

1,687,773‌

76,680

FNMA

3.500

04/01/31

73,709‌

9,134

FNMA

4.000

04/01/31

8,914‌

1,847,783

FNMA

3.000

05/01/31

1,739,236‌

842

FNMA

6.000

05/01/31

861‌

2,112,162

FNMA

2.500

06/01/31

1,957,423‌

117

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

443,966

FNMA

4.500

%

07/01/31

$

438,862‌

48,393

FNMA

4.500

07/01/31

47,494‌

281,902

FNMA

4.000

08/01/31

275,089‌

2,780,630

FNMA

2.500

09/01/31

2,576,634‌

1,428,493

FNMA

3.000

09/01/31

1,344,510‌

17,306

FNMA

4.000

09/01/31

16,888‌

239

FNMA

6.500

09/01/31

245‌

10,281

FNMA

6.000

11/01/31

10,573‌

1,441

FNMA

6.500

11/01/31

1,480‌

2,990,978

FNMA

2.500

12/01/31

2,771,624‌

504,828

FNMA

3.500

01/01/32

485,239‌

3,349

FNMA

6.000

01/01/32

3,444‌

206,497

FNMA

3.500

02/01/32

198,487‌

2,434

FNMA

6.000

02/01/32

2,498‌

1,881,742

FNMA

3.000

03/01/32

1,771,259‌

10,405

FNMA

6.500

04/01/32

10,767‌

6,582,413

FNMA

3.000

06/01/32

6,195,890‌

20,220

FNMA

6.500

07/01/32

21,011‌

4,324

FNMA

6.500

08/01/32

4,475‌

237,896

FNMA

3.000

09/01/32

222,487‌

4,118

FNMA

7.500

09/01/32

4,107‌

712,590

FNMA

3.000

10/01/32

666,431‌

22,760

FNMA

5.500

10/01/32

23,097‌

5,663

FNMA

6

.000

11/01/32

5,844‌

4,322,980

FNMA

3.000

12/01/32

4,068,922‌

5,745

FNMA

5.500

12/01/32

5,830‌

288

FNMA

5.500

12/01/32

287‌

8,523

FNMA

6.000

12/01/32

8,675‌

46,807

FNMA

5.500

01/01/33

47,697‌

128,625

FNMA

6.000

01/01/33

132,809‌

46,135

FNMA

5.000

02/01/33

46,416‌

1,186

FNMA

5.000

02/01/33

1,169‌

525,996

FNMA

3.000

04/01/33

491,905‌

606,232

FNMA

3.500

04/01/33

573,714‌

2,455

FNMA

6.000

04/01/33

2,525‌

2,950,510

FNMA

3.500

05/01/33

2,827,010‌

310,622

FNMA

5.500

05/01/33

317,433‌

17,926

FNMA

5.000

06/01/33

18,044‌

34,925

FNMA

5.500

06/01/33

35,735‌

5,267

FNMA

4.500

07/01/33

5,130‌

24,789

FNMA

5.000

07/01/33

24,966‌

32,965

FNMA

4.500

08/01/33

32,130‌

3,262

FNMA

4.500

08/01/33

3,177‌

7,677

FNMA

5.000

08/01/33

7,731‌

20,265

FNMA

5.500

09/01/33

20,188‌

55,102

FNMA

5.500

09/01/33

54,877‌

5,568

FNMA

6.000

09/01/33

5,643‌

48,239

FNMA

4.500

10/01/33

47,549‌

9,927

FNMA

5.000

10/01/33

9,997‌

4,683

FNMA

5.000

10/01/33

4,647‌

85,935

FNMA

5.500

10/01/33

85,771‌

148,475

FNMA

5.500

10/01/33

149,144‌

2,523

FNMA

4.500

11/01/33

2,485‌

9,710

FNMA

5.000

11/01/33

9,779‌

684,219

FNMA

5.000

11/01/33

689,095‌

75,334

FNMA

5.000

12/01/33

75,869‌

101,183

FNMA

5.500

12/01/33

102,562‌

950,138

FNMA

3.000

01/01/34

888,534‌

30,689

FNMA

5.000

02/01/34

30,640‌

134,074

FNMA

6.000

02/01/34

137,284‌

7,649

FNMA

5.000

03/01/34

7,704‌

Bond

Index

Fund

June

30,

2023

118

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

181,220

FNMA

5.000

%

03/01/34

$

182,509‌

3,905

FNMA

5.000

03/01/34

3,933‌

2,656

FNMA

5.000

03/01/34

2,675‌

3,076

FNMA

5.000

03/01/34

3,098‌

9,003

FNMA

5.000

03/01/34

9,067‌

23,992

FNMA

5.000

04/01/34

24,163‌

28,003

FNMA

5.500

04/01/34

28,650‌

11,540

FNMA

4.500

05/01/34

11,337‌

2,788

FNMA

4.500

05/01/34

2,715‌

9,770

FNMA

5.500

07/01/34

9,997‌

6,432

FNMA

5.500

07/01/34

6,582‌

9,399

FNMA

7.000

07/01/34

9,630‌

73,159

FNMA

5.000

08/01/34

73,680‌

7,948

FNMA

5.000

08/01/34

8,005‌

43,666

FNMA

6.000

08/01/34

45,192‌

7,722

FNMA

6.000

08/01/34

7,980‌

8,012,992

FNMA

3.500

09/01/34

7,628,204‌

155,593

FNMA

5.500

09/01/34

159,207‌

5,838,213

FNMA

2.500

11/01/34

5,358,402‌

1,372

FNMA

5.500

11/01/34

1,405‌

8,053

FNMA

6.000

11/01/34

8,125‌

8,581,462

FNMA

2.500

12/01/34

7,852,502‌

12,275,581

FNMA

3.000

12/01/34

11,495,712‌

2,339

FNMA

5.000

12/01/34

2,356‌

1,407

FNMA

5.500

12/01/34

1,440‌

6,321

FNMA

6.000

12/01/34

6,392‌

218,357

FNMA

4.500

01/01/35

215,238‌

19,478

FNMA

5.500

01/01/35

19,518‌

6,593,290

FNMA

3.500

02/01/35

6,277,312‌

20,289

FNMA

5.500

02/01/35

20,768‌

457,130

FNMA

5.500

02/01/35

467,727‌

5,486,247

FNMA

2.500

03/01/35

5,008,385‌

66,835

FNMA

5.500

04/01/35

66,521‌

19,012

FNMA

6.000

04/01/35

19,504‌

19,585

FNMA

6.000

04/01/35

20,335‌

6,970,768

FNMA

2.500

05/01/35

6,380,542‌

6,146,072

FNMA

3.000

05/01/35

5,752,208‌

25,012

FNMA

6.000

05/01/35

25,619‌

7,528

FNMA

5.000

06/01/35

7,581‌

1,037

i

FNMA

LIBOR

12

M

+

1.570%

3.820

07/01/35

1,014‌

23,041

FNMA

5.000

07/01/35

23,205‌

1,991,275

FNMA

3.000

08/01/35

1,854,039‌

47,192

FNMA

4.500

08/01/35

46,495‌

53,943

FNMA

5.000

08/01/35

54,327‌

36,060

FNMA

5.000

08/01/35

36,317‌

1,649

FNMA

4.500

09/01/35

1,620‌

2,087

FNMA

4.500

09/01/35

2,057‌

5,780

FNMA

5.500

09/01/35

5,914‌

7,108,224

FNMA

2.500

10/01/35

6,488,385‌

18,674

FNMA

5.000

10/01/35

18,529‌

63,830

FNMA

5.500

10/01/35

64,429‌

16,240,971

FNMA

1.500

11/01/35

14,012,360‌

15,011,414

FNMA

2.000

11/01/35

13,385,228‌

7,572,095

FNMA

2.500

11/01/35

6,911,716‌

42,177

FNMA

5.500

11/01/35

43,257‌

6,068,959

FNMA

2.000

12/01/35

5,411,478‌

21,427,452

FNMA

1.500

01/01/36

18,493,586‌

2,526,745

FNMA

3.500

01/01/36

2,390,972‌

11,371

i

FNMA

LIBOR

12

M

+

1.535%

3.985

02/01/36

11,065‌

159,387

FNMA

5.000

02/01/36

160,526‌

14,684,048

FNMA

1.500

03/01/36

12,673,289‌

119

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

71,642,513

FNMA

2.000

%

03/01/36

$

63,526,762‌

67,959

FNMA

6.000

03/01/36

70,565‌

7,610,070

FNMA

1.500

04/01/36

6,567,950‌

8,062,118

FNMA

1.000

05/01/36

6,732,610‌

23,218,891

FNMA

1.500

05/01/36

20,039,015‌

15,053,968

FNMA

2.000

05/01/36

13,345,421‌

814,842

FNMA

3.500

05/01/36

771,045‌

965

FNMA

5.000

05/01/36

972‌

113,676

FNMA

6.000

06/01/36

117,902‌

15,475,357

FNMA

2.000

07/01/36

13,721,910‌

15,064

i

FNMA

LIBOR

12

M

+

1.595%

3.845

07/01/36

14,741‌

5,914

FNMA

6.000

07/01/36

5,994‌

27,282

FNMA

6.500

07/01/36

28,085‌

6,337,690

FNMA

3.000

08/01/36

5,865,688‌

47,787

FNMA

5.500

08/01/36

47,575‌

70,700

FNMA

6.500

08/01/36

72,560‌

12,440,519

FNMA

1.500

09/01/36

10,736,488‌

16,038,757

FNMA

2.000

09/01/36

14,218,442‌

15,029,132

FNMA

2.500

09/01/36

13,708,685‌

1,033,992

FNMA

3.000

09/01/36

956,630‌

5,922

FNMA

5.500

09/01/36

6,060‌

1,906

FNMA

6.500

09/01/36

2,011‌

7,828

FNMA

6.500

09/01/36

8,125‌

9,603

FNMA

6.000

10/01/36

9,971‌

25,651,672

FNMA

1.500

11/01/36

22,137,842‌

16,619,258

FNMA

2.000

11/01/36

14,733,059‌

2,279,962

FNMA

3.000

11/01/36

2,107,956‌

4,690

FNMA

6.500

11/01/36

4,925‌

29,904

FNMA

6.000

12/01/36

31,051‌

10,870,681

FNMA

1.500

01/01/37

9,381,438‌

10,633,127

FNMA

2.000

01/01/37

9,426,323‌

5,253

i

FNMA

LIBOR

12

M

+

1.729%

4.074

01/01/37

5,157‌

11,618

FNMA

5.500

01/01/37

11,935‌

4,409,546

FNMA

1.500

02/01/37

3,804,309‌

87,772

FNMA

5.500

02/01/37

88,742‌

559

i

FNMA

LIBOR

6

M

+

1.460%

5.738

02/01/37

566‌

5,367

FNMA

6.000

02/01/37

5,570‌

10,617

FNMA

7.000

02/01/37

10,968‌

34,906,858

FNMA

2.000

03/01/37

30,945,112‌

1,770

i

FNMA

LIBOR

12

M

+

1.875%

4.375

03/01/37

1,731‌

855

FNMA

5.000

03/01/37

857‌

29,172

FNMA

6.500

03/01/37

30,610‌

40,762

FNMA

6.500

03/01/37

42,728‌

23,137,882

FNMA

2.000

04/01/37

20,511,853‌

8,839,561

FNMA

2.500

04/01/37

8,046,640‌

18,365

FNMA

7.000

04/01/37

19,090‌

33,372

FNMA

5.000

05/01/37

33,519‌

5,431

i

FNMA

LIBOR

12

M

+

1.782%

4.081

06/01/37

5,340‌

6,318

FNMA

5.500

06/01/37

6,490‌

4,531,884

FNMA

3.000

08/01/37

4,228,706‌

8,503

FNMA

5.500

08/01/37

8,710‌

2,927

FNMA

6.000

08/01/37

2,996‌

13,345

FNMA

5.500

09/01/37

13,282‌

25,683

FNMA

6.000

09/01/37

26,380‌

20,157

FNMA

6.000

09/01/37

20,832‌

16,906

FNMA

6.000

09/01/37

17,249‌

47,416

FNMA

6.000

09/01/37

48,380‌

68,736

FNMA

6.000

09/01/37

70,837‌

5,853

FNMA

6.500

09/01/37

5,982‌

3,832

FNMA

6.500

09/01/37

3,919‌

5,577

i

FNMA

DGS1

+

2.275%

4.400

10/01/37

5,508‌

Bond

Index

Fund

June

30,

2023

120

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

5,005

FNMA

6.500

%

10/01/37

$

5,200‌

6,446,977

FNMA

3.000

11/01/37

6,015,681‌

6,282,193

FNMA

3.500

11/01/37

5,944,503‌

4,743,847

FNMA

4.000

11/01/37

4,578,622‌

57,262

FNMA

5.500

11/01/37

58,765‌

107,036

FNMA

6.000

11/01/37

110,880‌

2,463

FNMA

7.000

11/01/37

2,432‌

2,059,166

FNMA

3.000

12/01/37

1,896,598‌

2,076,055

FNMA

4.000

01/01/38

2,000,060‌

461

FNMA

6.500

01/01/38

471‌

3,722,237

FNMA

4.500

02/01/38

3,650,854‌

2,741,461

FNMA

5.000

02/01/38

2,723,666‌

28,900

FNMA

5.500

02/01/38

29,569‌

15,029

FNMA

6.500

02/01/38

15,346‌

8,562

FNMA

7.000

02/01/38

9,159‌

7,062

i

FNMA

LIBOR

12

M

+

1.770%

4.520

03/01/38

6,910‌

3,002

FNMA

5.000

03/01/38

3,023‌

1,385

FNMA

5.000

03/01/38

1,395‌

6,465

FNMA

5.500

03/01/38

6,636‌

2,477

FNMA

6.000

03/01/38

2,587‌

4,610

FNMA

6.500

03/01/38

4,770‌

7,855

FNMA

6.500

03/01/38

8,021‌

4,604

FNMA

6.500

03/01/38

4,701‌

64,873

FNMA

5.500

04/01/38

66,426‌

107,013

FNMA

6.000

04/01/38

110,551‌

11,395

FNMA

4.500

05/01/38

11,154‌

337,303

FNMA

5.000

05/01/38

339,713‌

75,924

FNMA

5.000

05/01/38

76,466‌

237,850

FNMA

6.000

06/01/38

246,709‌

431,797

FNMA

6.500

06/01/38

449,235‌

83,116

FNMA

6.000

07/01/38

86,203‌

848

i

FNMA

LIBOR

12

M

+

1.603%

3.853

08/01/38

842‌

256,702

FNMA

6.000

09/01/38

265,713‌

9,476

i

FNMA

LIBOR

12

M

+

1.321%

3.571

10/01/38

9,285‌

583

FNMA

6.000

10/01/38

588‌

3,453

FNMA

5.500

11/01/38

3,481‌

1,413

FNMA

5.000

12/01/38

1,419‌

234,736

FNMA

5.500

12/01/38

240,990‌

18,311

FNMA

4.500

01/01/39

17,963‌

19,198

FNMA

5.000

01/01/39

19,051‌

929,393

FNMA

5.000

01/01/39

931,917‌

32,899

FNMA

5.500

01/01/39

33,181‌

135,052

FNMA

5.500

01/01/39

138,681‌

11,421

FNMA

6.000

01/01/39

11,703‌

1,246

FNMA

6.000

01/01/39

1,258‌

45,107

FNMA

4.500

02/01/39

44,544‌

148,623

FNMA

4.500

02/01/39

146,770‌

65,164

FNMA

4.500

02/01/39

64,351‌

3,265

FNMA

5.500

02/01/39

3,343‌

141,255

FNMA

4.000

04/01/39

135,831‌

7,570

FNMA

5.500

04/01/39

7,684‌

260,453

FNMA

4.500

05/01/39

257,202‌

42,879

FNMA

4

.500

05/01/39

42,233‌

136,286

FNMA

4.500

06/01/39

134,587‌

49,539

FNMA

4.500

06/01/39

48,921‌

109,122

FNMA

5.500

06/01/39

112,099‌

2,758

i

FNMA

LIBOR

12

M

+

1.835%

4.085

07/01/39

2,742‌

35,285

FNMA

4

.500

07/01/39

34,844‌

28,782

FNMA

4.500

07/01/39

28,349‌

2,606

FNMA

5.000

07/01/39

2,625‌

5,662

i

FNMA

LIBOR

12

M

+

1.650%

3.900

08/01/39

5,555‌

121

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

4,376

i

FNMA

LIBOR

12

M

+

1.690%

3.940

%

08/01/39

$

4,345‌

481,557

FNMA

4.000

08/01/39

463,031‌

86,131

FNMA

4.000

08/01/39

82,818‌

7,575

FNMA

4.500

08/01/39

7,480‌

94,364

FNMA

4.500

08/01/39

92,942‌

336,202

FNMA

4.500

08/01/39

331,132‌

2,852

FNMA

5.000

08/01/39

2,877‌

351,689

FNMA

5.000

08/01/39

354,203‌

194,966

FNMA

4.000

09/01/39

187,461‌

19,931

FNMA

5.000

09/01/39

20,073‌

86,949

FNMA

5.500

09/01/39

88,986‌

53,446

FNMA

6.000

09/01/39

55,366‌

181,501

FNMA

6.500

10/01/39

190,135‌

8,621

FNMA

5.000

11/01/39

8,659‌

205,326

FNMA

4.000

12/01/39

197,424‌

22,255

FNMA

4.500

12/01/39

21,949‌

730,566

FNMA

4.500

12/01/39

721,450‌

46,056

FNMA

4.500

12/01/39

45,362‌

7,722

i

FNMA

LIBOR

12

M

+

1.815%

4.160

01/01/40

7,778‌

16,594

FNMA

4.500

01/01/40

16,387‌

17,003

FNMA

5.000

01/01/40

17,125‌

116,846

FNMA

6.000

02/01/40

120,756‌

5,543,049

FNMA

2.500

03/01/40

4,916,269‌

148,905

FNMA

4.500

03/01/40

147,048‌

70,048

FNMA

4.500

03/01/40

69,174‌

7,007

FNMA

5.000

03/01/40

7,057‌

7,165,089

FNMA

2.500

04/01/40

6,351,529‌

7,106,271

FNMA

3.000

04/01/40

6,486,152‌

7,513

FNMA

4.500

04/01/40

7,419‌

243,733

FNMA

5.000

04/01/40

245,479‌

176,438

FNMA

5.000

04/01/40

177,701‌

27,210

i

FNMA

LIBOR

12

M

+

1.840%

4.257

05/01/40

27,470‌

7,865

FNMA

4.500

05/01/40

7,701‌

12,325

i

FNMA

LIBOR

12

M

+

1.770%

5.033

05/01/40

12,030‌

13,573

i

FNMA

LIBOR

12

M

+

1.835%

5.210

05/01/40

13,226‌

6,420,544

FNMA

2.500

06/01/40

5,689,536‌

16,004

FNMA

4.500

07/01/40

15,804‌

14,173

FNMA

4

.500

07/01/40

13,996‌

21,850

FNMA

5.000

07/01/40

22,006‌

196,010

FNMA

4.500

08/01/40

193,566‌

137,756

FNMA

4.500

08/01/40

136,038‌

140,500

FNMA

5.000

08/01/40

141,125‌

300,419

FNMA

4.500

09/01/40

296,670‌

143,782

FNMA

4.500

09/01/40

141,987‌

326,340

FNMA

6.000

09/01/40

338,855‌

46,783

FNMA

3.500

10/01/40

43,823‌

207,017

FNMA

4.000

10/01/40

199,045‌

449,404

FNMA

4.000

10/01/40

432,106‌

357,301

FNMA

4.500

10/01/40

352,840‌

424,543

FNMA

3.500

11/01/40

397,628‌

434,926

FNMA

4.000

11/01/40

418,177‌

475,353

FNMA

4.000

11/01/40

457,060‌

267,018

FNMA

4.000

11/01/40

256,736‌

50,274

FNMA

4

.500

11/01/40

49,646‌

13,936,449

FNMA

2.000

12/01/40

11,945,082‌

138,596

FNMA

4.000

12/01/40

133,259‌

23,809

i

FNMA

LIBOR

12

M

+

1.823%

4.073

12/01/40

23,303‌

1,203,392

FNMA

4.500

12/01/40

1,188,378‌

13,669

FNMA

3.500

01/01/41

12,805‌

4,755,638

FNMA

1.500

02/01/41

3,870,812‌

11,500,643

FNMA

2.000

02/01/41

9,819,043‌

Bond

Index

Fund

June

30,

2023

122

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

59,353

FNMA

3.500

%

02/01/41

$

55,586‌

400,728

FNMA

4.000

02/01/41

380,109‌

17,804

i

FNMA

LIBOR

12

M

+

1.819%

4.197

02/01/41

17,916‌

395,207

FNMA

4.000

03/01/41

379,986‌

16,186,265

FNMA

2.000

04/01/41

13,821,970‌

298,464

FNMA

4.500

04/01/41

294,739‌

279,968

FNMA

4.500

05/01/41

276,475‌

81,525

FNMA

4.500

05/01/41

80,508‌

184,139

FNMA

4.500

06/01/41

181,362‌

34,517

i

FNMA

LIBOR

12

M

+

1.782%

4.478

07/01/41

35,079‌

249,440

FNMA

4.500

07/01/41

246,326‌

12,597,394

FNMA

2.000

08/01/41

10,733,715‌

22,063,215

FNMA

1.500

09/01/41

17,692,776‌

4,279,303

FNMA

2.000

09/01/41

3,619,735‌

552,001

FNMA

4.000

09/01/41

530,742‌

344,231

FNMA

4.500

09/01/41

339,039‌

145,593

FNMA

5.500

09/01/41

149,562‌

13,208,703

FNMA

1.500

10/01/41

10,704,367‌

8,584,253

FNMA

2.000

10/01/41

7,296,519‌

22,061

i

FNMA

LIBOR

12

M

+

1.815%

4.065

10/01/41

21,800‌

13,150,500

FNMA

2.000

11/01/41

11,175,070‌

234,828

FNMA

3

.500

11/01/41

219,858‌

188,754

FNMA

3.500

11/01/41

176,722‌

8,592,926

FNMA

3.500

12/01/41

8,045,129‌

1,387,493

FNMA

3.500

12/01/41

1,299,050‌

101,342

i

FNMA

LIBOR

12

M

+

1.750%

4.000

12/01/41

102,182‌

242,254

FNMA

4.000

12/01/41

232,922‌

13,216,676

FNMA

2.500

01/01/42

11,520,563‌

661,165

FNMA

3.500

03/01/42

619,030‌

435,780

FNMA

4.000

03/01/42

419,006‌

7,029,738

h

FNMA

3.000

04/01/42

6,311,735‌

1,594,950

FNMA

3.500

04/01/42

1,493,291‌

617,791

FNMA

3.500

04/01/42

578,420‌

562,752

FNMA

4.500

04/01/42

555,729‌

593,555

FNMA

5.000

04/01/42

597,803‌

4,137,237

h

FNMA

2.500

05/01/42

3,592,707‌

399,685

FNMA

4.000

05/01/42

384,302‌

379,131

FNMA

5.000

05/01/42

381,728‌

483,801

FNMA

3.000

06/01/42

436,745‌

1,864,149

FNMA

3.500

06/01/42

1,745,327‌

1,536,550

FNMA

4.000

06/01/42

1,477,346‌

1,120,248

FNMA

4.000

06/01/42

1,077,083‌

2,792,536

FNMA

3.500

07/01/42

2,614,559‌

582,210

FNMA

4.500

07/01/42

574,938‌

641,804

FNMA

3.500

08/01/42

600,900‌

1,043,509

FNMA

3.000

09/01/42

942,018‌

1,324,888

FNMA

3

.500

09/01/42

1,240,437‌

6,715,896

FNMA

4.500

09/01/42

6,632,132‌

2,417,773

FNMA

3.000

10/01/42

2,182,612‌

605,254

FNMA

3.500

10/01/42

566,500‌

1,130,806

FNMA

2.500

01/01/43

976,213‌

3,598,154

FNMA

3

.000

01/01/43

3,248,155‌

4,107,118

FNMA

3.000

02/01/43

3,707,596‌

7,883,542

FNMA

3.000

04/01/43

7,116,575‌

11,100,654

FNMA

3.000

04/01/43

10,020,701‌

958,195

FNMA

3.000

04/01/43

864,983‌

2,767,592

FNMA

3.000

04/01/43

2,498,359‌

2,655,577

FNMA

3.000

06/01/43

2,397,205‌

63,038

i

FNMA

LIBOR

12

M

+

1.695%

5.079

06/01/43

61,835‌

2,519,627

FNMA

3.000

07/01/43

2,274,482‌

6,435,059

FNMA

3.500

07/01/43

6,006,403‌

123

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,825,705

FNMA

3.500

%

07/01/43

$

1,704,087‌

23,139

i

FNMA

LIBOR

12

M

+

1.550%

3.800

07/01/43

22,842‌

2,230,586

FNMA

3.000

08/01/43

2,013,580‌

1,143,901

FNMA

4.000

08/01/43

1,099,349‌

1,937,713

FNMA

3.000

09/01/43

1,749,195‌

2,028,675

FNMA

3.500

09/01/43

1,892,952‌

1,939,228

FNMA

3.500

10/01/43

1,811,149‌

176,307

FNMA

4.500

10/01/43

172,665‌

520,794

FNMA

4.000

11/01/43

499,430‌

1,116,293

FNMA

4.000

11/01/43

1,072,233‌

1,176,746

FNMA

4.500

12/01/43

1,154,773‌

332,726

FNMA

4.500

12/01/43

326,682‌

1,298,869

FNMA

4.000

01/01/44

1,245,993‌

18,283,391

FNMA

4.000

03/01/44

17,570,316‌

789,312

FNMA

4.000

05/01/44

755,490‌

822,328

FNMA

4.000

07/01/44

787,834‌

814,855

FNMA

4.000

07/01/44

780,443‌

577,836

FNMA

3.500

09/01/44

538,215‌

727,217

FNMA

4.000

09/01/44

695,905‌

1,849,808

FNMA

3.500

10/01/44

1,723,448‌

4,996,104

FNMA

5.000

11/01/44

5,031,864‌

730,831

FNMA

4.000

12/01/44

699,288‌

1,921,954

FNMA

3.000

01/01/45

1,735,107‌

6,484,901

FNMA

3.000

01/01/45

5,854,571‌

7,565,846

FNMA

3.500

01/01/45

7,066,290‌

3,076,143

FNMA

3.500

02/01/45

2,863,210‌

2,021,743

FNMA

3.000

04/01/45

1,825,140‌

2,607,221

FNMA

3.500

05/01/45

2,425,885‌

3,107,895

FNMA

3.500

07/01/45

2,891,684‌

2,966,589

FNMA

4.000

07/01/45

2,833,632‌

10,185,522

FNMA

3.500

09/01/45

9,536,273‌

4,785,506

FNMA

3.000

11/01/45

4,320,116‌

1,962,439

FNMA

3.500

11/01/45

1,825,173‌

6,126,763

FNMA

4.000

11/01/45

5,851,419‌

1,538,998

FNMA

3.500

12/01/45

1,431,346‌

5,745,223

FNMA

3.500

12/01/45

5,343,341‌

2,708,929

FNMA

3.500

12/01/45

2,519,447‌

7,858,030

FNMA

3.500

01/01/46

7,310,960‌

1,487,565

FNMA

3.500

02/01/46

1,383,511‌

3,979,552

FNMA

3

.500

04/01/46

3,706,673‌

2,293,463

FNMA

4.500

05/01/46

2,250,656‌

2,065,486

FNMA

3.000

06/01/46

1,851,812‌

3,156,578

FNMA

3.500

07/01/46

2,935,755‌

5,499,917

FNMA

3.500

08/01/46

5,149,343‌

3,167,203

FNMA

4.000

08/01/46

3,022,617‌

3,272,805

FNMA

3.000

09/01/46

2,921,181‌

4,056,507

FNMA

3.000

10/01/46

3,631,226‌

21,065,843

FNMA

3.000

11/01/46

18,919,127‌

1,877,389

FNMA

3.500

12/01/46

1,738,257‌

25,006,873

FNMA

3.000

01/01/47

22,402,377‌

3,161,424

FNMA

3.000

02/01/47

2,828,985‌

2,126,034

FNMA

4.000

02/01/47

2,027,221‌

4,471,214

FNMA

3.000

03/01/47

4,000,689‌

2,714,973

FNMA

3.500

03/01/47

2,512,156‌

614,729

FNMA

4.000

03/01/47

586,222‌

489,592

FNMA

4.500

03/01/47

478,617‌

4,045,562

FNMA

3.000

04/01/47

3,652,154‌

6,271,066

FNMA

3.000

04/01/47

5,610,638‌

3,601,029

FNMA

3.500

04/01/47

3,322,601‌

1,803,277

FNMA

3.500

05/01/47

1,676,146‌

3,579,552

FNMA

3.500

07/01/47

3,348,296‌

Bond

Index

Fund

June

30,

2023

124

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

13,864,852

FNMA

4.000

%

07/01/47

$

13,253,338‌

18,378,082

FNMA

3.500

11/01/47

16,961,455‌

1,402,412

FNMA

4.500

11/01/47

1,376,232‌

1,820,603

FNMA

3.500

01/01/48

1,683,403‌

6,624,596

FNMA

4.000

01/01/48

6,315,991‌

1,039,431

FNMA

3.000

02/01/48

928,307‌

1,493,213

FNMA

3.500

02/01/48

1,378,108‌

10,369,011

FNMA

3.500

04/01/48

9,569,697‌

2,120,183

FNMA

4.000

04/01/48

2,024,093‌

181,835

FNMA

4.500

04/01/48

178,327‌

3,189,081

FNMA

3.500

06/01/48

2,943,225‌

5,484,927

FNMA

4.000

07/01/48

5,229,394‌

3,526,495

FNMA

4.500

07/01/48

3,458,475‌

2,006,775

FNMA

4.000

08/01/48

1,912,048‌

1,484,189

FNMA

4.000

10/01/48

1,415,038‌

2,049,209

FNMA

4.500

10/01/48

2,005,295‌

16,685,258

FNMA

3.000

11/01/48

14,932,032‌

4,075,189

FNMA

4.000

11/01/48

3,881,378‌

1,431,711

FNMA

4.500

11/01/48

1,399,281‌

1,502,381

FNMA

4.000

12/01/48

1,432,381‌

1,270,184

FNMA

4.500

01/01/49

1,240,041‌

3,408,527

FNMA

4.500

02/01/49

3,331,291‌

4,410,358

FNMA

4.000

04/01/49

4,204,853‌

3,841,433

FNMA

5.000

04/01/49

3,839,019‌

4,846,897

FNMA

3.500

07/01/49

4,471,286‌

17,828,468

FNMA

3.500

08/01/49

16,453,795‌

2,909,692

FNMA

4.000

08/01/49

2,767,983‌

10,596,017

FNMA

3.000

09/01/49

9,414,016‌

6,022,901

FNMA

3.000

12/01/49

5,350,413‌

13,313,254

FNMA

3.000

12/01/49

11,888,515‌

11,481,365

FNMA

3.000

12/01/49

10,197,049‌

23,076,483

FNMA

3.000

02/01/50

20,561,836‌

10,711,074

FNMA

3.500

02/01/50

9,919,753‌

14,553,229

FNMA

3.000

03/01/50

12,898,960‌

20,986,902

FNMA

3.000

05/01/50

18,619,671‌

11,639,261

FNMA

3.000

06/01/50

10,317,560‌

8,936,688

FNMA

4.000

06/01/50

8,488,886‌

10,939,682

FNMA

4.000

08/01/50

10,373,288‌

30,498,530

FNMA

2.500

09/01/50

26,097,839‌

164,196,705

FNMA

2.500

10/01/50

140,105,339‌

20,544,561

FNMA

1.500

11/01/50

15,889,876‌

100,692,356

FNMA

2.000

11/01/50

82,820,562‌

14,716,186

FNMA

2.500

11/01/50

12,563,725‌

57,964,194

FNMA

1.500

12/01/50

44,831,250‌

106,734,210

FNMA

2.000

12/01/50

87,778,670‌

9,540,311

FNMA

2.500

12/01/50

8,161,176‌

80,972,766

FNMA

2.000

01/01/51

66,588,105‌

8,478,011

FNMA

1.500

02/01/51

6,571,105‌

7,710,679

FNMA

2.000

02/01/51

6,319,813‌

96,601,751

FNMA

2.500

02/01/51

82,427,175‌

38,731,798

FNMA

1.500

03/01/51

29,960,102‌

110,080,201

FNMA

2.000

03/01/51

90,198,116‌

22,219,568

FNMA

1.500

04/01/51

17,183,969‌

133,316,141

FNMA

2.000

04/01/51

109,155,929‌

30,093,278

FNMA

2.500

04/01/51

25,649,826‌

84,982,499

FNMA

2.000

05/01/51

69,586,933‌

81,979,139

FNMA

2.000

06/01/51

67,059,437‌

48,498,694

FNMA

2.500

06/01/51

41,277,050‌

52,378,516

FNMA

2.000

07/01/51

42,788,956‌

80,212,956

FNMA

2.000

08/01/51

65,579,748‌

97,778,442

FNMA

2.500

08/01/51

83,096,210‌

125

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

44,610,086

FNMA

2.000

%

09/01/51

$

36,493,109‌

42,603,141

FNMA

2.500

09/01/51

36,230,414‌

11,387,929

FNMA

1.500

11/01/51

8,806,968‌

94,776,700

FNMA

2.000

11/01/51

77,416,614‌

44,191,618

FNMA

2.500

11/01/51

37,540,217‌

69,195,387

FNMA

2.000

12/01/51

56,476,550‌

73,767,095

FNMA

2.000

12/01/51

60,215,350‌

85,458,118

h

FNMA

2.500

12/01/51

72,577,621‌

90,944,900

FNMA

2.500

01/01/52

77,119,561‌

59,012,694

FNMA

3.000

01/01/52

52,064,310‌

66,609,946

FNMA

2.000

02/01/52

54,339,929‌

17,135,180

FNMA

3.500

02/01/52

15,635,594‌

50,744,309

FNMA

2.000

03/01/52

41,409,901‌

78,806,976

FNMA

2

.500

03/01/52

66,857,751‌

8,974,169

FNMA

3.500

03/01/52

8,187,623‌

14,280,407

FNMA

2.000

04/01/52

11,650,148‌

29,475,518

FNMA

2.500

04/01/52

25,006,139‌

9,182,660

FNMA

3.500

04/01/52

8,369,538‌

54,441,004

FNMA

2.500

05/01/52

46,219,858‌

19,395,096

FNMA

3.000

05/01/52

17,075,014‌

7,497,715

FNMA

3.500

05/01/52

6,833,801‌

57,475,285

FNMA

4.000

05/01/52

53,968,377‌

9,532,110

FNMA

2.500

06/01/52

8,086,869‌

4,730,074

FNMA

3.500

06/01/52

4,311,236‌

14,081,606

FNMA

4.000

06/01/52

13,222,379‌

32,515,993

FNMA

4.500

06/01/52

31,268,542‌

5,681,272

FNMA

3.000

07/01/52

5,003,234‌

11,141,665

h

FNMA

3.000

07/01/52

9,809,035‌

27,813,201

FNMA

3.500

07/01/52

25,353,987‌

9,483,379

FNMA

4.000

07/01/52

8,904,713‌

39,354,431

FNMA

4.000

07/01/52

36,940,874‌

9,394,132

FNMA

4.500

07/01/52

9,033,483‌

23,569,445

FNMA

4.500

07/01/52

22,664,588‌

23,084,899

FNMA

5.000

07/01/52

22,637,431‌

12,843,038

FNMA

2.500

08/01/52

10,895,708‌

4,662,446

FNMA

5.000

08/01/52

4,573,304‌

19,370,053

h

FNMA

3.500

09/01/52

17,657,264‌

5,089,372

FNMA

4.000

09/01/52

4,776,716‌

20,223,529

FNMA

4.500

09/01/52

19,446,597‌

26,292,113

h

FNMA

5.000

09/01/52

25,781,624‌

4,516,770

FNMA

3.000

10/01/52

3,977,102‌

8,701,552

FNMA

4.000

10/01/52

8,167,891‌

54,610,880

FNMA

4.500

10/01/52

52,510,067‌

27,249,966

FNMA

5.000

10/01/52

26,713,732‌

15,610,592

FNMA

5.500

10/01/52

15,541,917‌

16,570,456

FNMA

3.000

11/01/52

14,588,316‌

15,191,506

FNMA

3.500

11/01/52

13,846,330‌

10,621,722

FNMA

4.000

11/01/52

9,969,212‌

32,013,352

FNMA

5.000

11/01/52

31,372,022‌

9,436,628

FNMA

5.500

11/01/52

9,403,730‌

9,208,676

FNMA

6.000

11/01/52

9,289,337‌

3,080,416

FNMA

4.000

12/01/52

2,891,188‌

15,208,114

FNMA

5.500

12/01/52

15,179,521‌

15,779,636

FNMA

5.500

01/01/53

15,704,251‌

22,373,592

FNMA

6.000

01/01/53

22,569,569‌

6,270,761

FNMA

6.500

01/01/53

6,403,083‌

15,860,056

FNMA

5.000

02/01/53

15,542,189‌

20,084,579

FNMA

5.500

02/01/53

19,988,627‌

891,692

FNMA

7.000

02/01/53

919,598‌

2,139,731

FNMA

3.500

03/01/53

1,950,257‌

2,113,554

FNMA

4.000

03/01/53

1,983,710‌

Bond

Index

Fund

June

30,

2023

126

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

3,049,463

FNMA

4.500

%

03/01/53

$

2,932,121‌

7,467,010

FNMA

6.000

03/01/53

7,532,416‌

3,579,541

FNMA

6.500

03/01/53

3,655,075‌

2,952,129

FNMA

5.000

04/01/53

2,892,450‌

7,735,567

FNMA

5.500

04/01/53

7,699,146‌

3,781,850

FNMA

6.000

04/01/53

3,814,977‌

1,877,049

FNMA

6.500

04/01/53

1,916,658‌

11,159,990

h

FNMA

5.000

05/01/53

10,936,405‌

10,362,296

h

FNMA

4.500

06/01/53

9,963,545‌

24,050,000

h

FNMA

5.500

07/01/53

23,936,766‌

12,870,000

h

FNMA

6.000

07/01/53

12,982,835‌

8,795,000

h

FNMA

6.500

07/01/53

8,980,586‌

1,728,145

FNMA

3.500

07/01/55

1,603,144‌

44

Government

National

Mortgage

Association

(GNMA)

4.500

01/20/24

43‌

939

GNMA

4.000

04/15/24

932‌

64

GNMA

4.500

07/15/24

63‌

6,519

GNMA

4.000

08/15/24

6,443‌

1,427

GNMA

4.500

08/15/24

1,402‌

1,934

GNMA

4.000

09/15/24

1,915‌

1,274

GNMA

4.500

01/15/25

1,251‌

13,340

GNMA

4.000

08/15/25

13,089‌

7,260

GNMA

3.500

03/15/26

7,062‌

7,969

GNMA

4.000

04/15/26

7,773‌

9,447

GNMA

4.000

06/20/26

9,247‌

15,040

GNMA

3.500

11/20/26

14,625‌

75,517

GNMA

3.000

12/15/26

72,779‌

260,468

GNMA

2.500

04/20/27

249,037‌

220,091

GNMA

2.500

09/20/27

209,768‌

85

GNMA

6.500

09/15/28

87‌

85

GNMA

6.500

09/15/28

86‌

712

GNMA

6.500

11/15/28

726‌

132

GNMA

7.500

11/15/28

132‌

350,823

GNMA

3.500

11/20/28

339,042‌

4,330

GNMA

8.500

10/15/30

4,345‌

1,522

GNMA

8.500

10/20/30

1,574‌

189

GNMA

8.500

12/15/30

201‌

199

GNMA

7.000

06/20/31

203‌

175

GNMA

7.000

07/15/31

173‌

1,835,660

GNMA

3.000

08/20/32

1,732,862‌

75,824

GNMA

6.000

10/15/32

78,851‌

10,038

GNMA

5.500

12/20/32

10,190‌

26,447

GNMA

5.500

05/15/33

26,562‌

2,652

GNMA

5.000

07/15/33

2,627‌

11,845

GNMA

5.500

07/15/33

11,927‌

2,788

GNMA

5.000

07/20/33

2,792‌

8,514

GNMA

5.000

08/15/33

8,481‌

12,224

GNMA

5.000

08/15/33

12,178‌

45,569

GNMA

5.500

09/15/33

46,098‌

38,129

GNMA

6.000

11/20/33

39,557‌

16,320

GNMA

5.500

05/20/34

16,728‌

24,009

GNMA

6.000

09/20/34

24,411‌

1,676

GNMA

5.000

10/20/34

1,699‌

45,044

GNMA

5.500

11/15/34

45,939‌

22,836

GNMA

6.500

01/15/35

23,587‌

13,166

GNMA

5

.500

02/20/35

13,468‌

243,804

GNMA

5.000

03/20/35

247,118‌

71,531

GNMA

5.000

04/15/35

71,675‌

74,487

GNMA

5.500

05/20/35

76,723‌

2,566

GNMA

5.000

09/20/35

2,601‌

1,920

GNMA

5.000

11/15/35

1,942‌

3,009

GNMA

5.000

11/15/35

3,005‌

127

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

20,886

GNMA

5.500

%

02/20/36

$

21,514‌

2,913

GNMA

5.500

03/15/36

2,973‌

6,647

GNMA

5.500

05/20/36

6,812‌

2,638

GNMA

6.500

06/15/36

2,706‌

63,362

GNMA

5.500

06/20/36

65,263‌

3,927

GNMA

5.000

09/15/36

3,972‌

2,098

GNMA

6.000

09/15/36

2,140‌

6,282

GNMA

6.000

10/20/36

6,574‌

4,165

GNMA

5.000

12/15/36

4,212‌

3,849

GNMA

6.000

01/20/37

4,026‌

55,467

GNMA

5.500

02/15/37

56,036‌

13,872

GNMA

6.000

02/20/37

14,516‌

96,409

GNMA

6.000

04/15/37

100,715‌

39,649

GNMA

6.000

04/20/37

40,247‌

5,573

GNMA

6.000

06/15/37

5,638‌

7,633

GNMA

6.000

08/20/37

7,987‌

6,637

GNMA

6.500

08/20/37

7,084‌

30,273

GNMA

6.500

11/20/37

31,866‌

10,674

GNMA

6.000

12/15/37

11,046‌

1,684

GNMA

5.000

02/20/38

1,707‌

36,259

GNMA

5.000

04/15/38

36,359‌

1,056

GNMA

5.500

05/20/38

1,085‌

5,687

GNMA

5.500

06/15/38

5,861‌

19,826

GNMA

6.000

06/20/38

20,747‌

19,709

GNMA

5.500

07/15/38

20,236‌

138,219

GNMA

5.000

07/20/38

139,579‌

135,924

GNMA

5.500

07/20/38

140,426‌

4,452

GNMA

5

.500

08/15/38

4,584‌

45,429

GNMA

6.000

08/15/38

47,484‌

40,989

GNMA

6.000

08/15/38

41,671‌

13,403

GNMA

6.000

08/20/38

14,026‌

52,693

GNMA

6.000

09/20/38

55,126‌

31,654

GNMA

5.000

10/15/38

31,462‌

5,084

GNMA

5.500

10/15/38

5,161‌

7,071

GNMA

6.500

10/20/38

7,094‌

2,844

GNMA

6.500

10/20/38

3,025‌

744

GNMA

5.500

11/15/38

767‌

12,411

GNMA

6.500

11/20/38

13,047‌

42,283

GNMA

6.000

12/15/38

44,051‌

881

GNMA

6.500

12/15/38

905‌

9,953

GNMA

5.000

01/15/39

10,015‌

217,457

GNMA

4.500

01/20/39

215,939‌

29,333

GNMA

6.500

01/20/39

30,764‌

8,133

GNMA

5.000

02/15/39

8,183‌

685

GNMA

6.000

02/15/39

693‌

7,484

GNMA

4.500

03/15/39

7,393‌

101,946

GNMA

4.500

03/15/39

99,758‌

2,890

GNMA

4.500

03/20/39

2,870‌

59,163

GNMA

5.500

03/20/39

61,819‌

5,091

GNMA

4.500

04/15/39

5,015‌

102,706

GNMA

5.500

04/15/39

105,767‌

1,989

GNMA

5.000

04/20/39

2,020‌

8,274

GNMA

4.000

05/15/39

8,042‌

143,159

GNMA

4.500

05/15/39

141,281‌

71,004

GNMA

5.000

05/15/39

71,259‌

10,244

GNMA

4.000

05/20/39

9,947‌

25,182

GNMA

4.500

05/20/39

25,006‌

604,263

GNMA

5.000

05/20/39

611,656‌

4,069

GNMA

4.500

06/15/39

4,020‌

356,160

GNMA

4.500

06/15/39

351,986‌

576,943

GNMA

5.000

06/15/39

577,784‌

Bond

Index

Fund

June

30,

2023

128

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

435,447

GNMA

5.000

%

06/15/39

$

433,631‌

9,519

GNMA

5.000

06/15/39

9,575‌

3,969

GNMA

5.000

06/15/39

3,987‌

4,396

GNMA

5.000

06/15/39

4,425‌

5,678

GNMA

4.000

06/20/39

5,513‌

3,782

GNMA

5.000

06/20/39

3,842‌

407,452

GNMA

4.000

07/15/39

393,674‌

4,586

GNMA

4.500

07/15/39

4,488‌

12,306

GNMA

4.500

07/15/39

12,042‌

498,117

GNMA

4.500

07/15/39

491,574‌

6,788

GNMA

5.000

07/15/39

6,823‌

55,226

GNMA

4.500

07/20/39

54,840‌

51,834

GNMA

5.000

07/20/39

52,653‌

6,005

GNMA

5.500

07/20/39

6,185‌

24,854

GNMA

4.000

08/15/39

24,084‌

48,393

GNMA

5.000

08/15/39

48,160‌

2,846

GNMA

5.500

08/15/39

2,879‌

17,519

GNMA

6.000

08/15/39

17,712‌

17,262

GNMA

4.000

08/20/39

16,761‌

13,122

GNMA

5.000

08/20/39

13,333‌

17,798

GNMA

5.000

09/20/39

18,085‌

3,686

GNMA

4.500

10/15/39

3,607‌

2,035

GNMA

5.000

10/15/39

2,044‌

5,580

GNMA

4.500

10/20/39

5,541‌

11,815

GNMA

4.500

11/15/39

11,671‌

8,120

GNMA

4.500

11/20/39

8,064‌

9,852

GNMA

5.000

11/20/39

10,010‌

275,348

GNMA

4.500

12/15/39

271,732‌

8,155

GNMA

4.500

12/20/39

8,098‌

311,978

GNMA

5.000

12/20/39

316,999‌

269,558

GNMA

4.500

01/20/40

267,677‌

4,782

GNMA

5.500

01/20/40

4,944‌

184,436

GNMA

5.500

02/15/40

190,123‌

24,335

GNMA

4.000

03/15/40

23,727‌

4,118

GNMA

5.000

03/15/40

4,081‌

1,345

GNMA

4.500

04/15/40

1,320‌

49,142

GNMA

5.000

04/15/40

48,966‌

10,891

GNMA

4.500

04/20/40

10,815‌

1,611

GNMA

4.500

05/15/40

1,590‌

48,377

GNMA

5.000

05/15/40

48,497‌

81,998

i

GNMA

DGS1

+

1.500%

2.875

05/20/40

80,012‌

2,278

GNMA

4.500

05/20/40

2,262‌

1,058,413

GNMA

4.500

06/15/40

1,045,575‌

3,032

GNMA

4.500

06/15/40

2,992‌

3,412

GNMA

4.500

06/15/40

3,367‌

57,062

GNMA

5.000

06/20/40

57,769‌

95,542

GNMA

4.500

07/15/40

94,293‌

30,075

GNMA

4.500

07/15/40

29,431‌

383,459

GNMA

4.500

07/20/40

380,783‌

11,679

GNMA

5.000

07/20/40

11,867‌

79,240

GNMA

4.000

08/15/40

76,693‌

412,972

GNMA

4.000

08/15/40

398,238‌

34,417

GNMA

4.500

08/15/40

34,001‌

28,165

GNMA

4.500

08/20/40

27,968‌

25,200

GNMA

4.500

09/20/40

24,902‌

9,304

GNMA

5.500

09/20/40

9,619‌

8,622

GNMA

6.500

09/20/40

8,850‌

12,910

GNMA

4.000

10/15/40

12,495‌

20,570

GNMA

6.000

10/20/40

21,523‌

149,934

GNMA

4.000

11/15/40

145,133‌

328,299

GNMA

4.000

11/20/40

318,767‌

129

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

77,244

GNMA

3

.500

%

12/15/40

$

72,858‌

147,934

GNMA

5.500

12/20/40

152,744‌

426,053

GNMA

4.000

01/15/41

414,658‌

888,608

GNMA

4.000

01/20/41

862,803‌

84,614

GNMA

4.000

02/15/41

82,312‌

243,192

GNMA

4.500

02/20/41

241,495‌

143,172

GNMA

4.500

03/15/41

141,454‌

275,154

GNMA

4.500

04/20/41

273,234‌

62,827

GNMA

5.000

04/20/41

63,839‌

17,384

i

GNMA

DGS1

+

1.500%

2.875

06/20/41

16,968‌

54,106

GNMA

4.000

07/15/41

52,634‌

114,929

GNMA

4.000

07/20/41

111,590‌

390,136

GNMA

4.500

07/20/41

387,413‌

343,017

GNMA

5.000

07/20/41

348,514‌

81,892

GNMA

4.500

08/15/41

80,815‌

168,500

GNMA

5.000

08/20/41

171,213‌

238,363

GNMA

4.000

09/15/41

229,878‌

11,985

i

GNMA

DGS1

+

1.500%

2.625

09/20/41

11,569‌

534,835

GNMA

4.000

09/20/41

519,301‌

38,996

GNMA

4.000

10/15/41

37,935‌

24,021

i

GNMA

DGS1

+

1.500%

2.750

10/20/41

23,088‌

12,671

i

GNMA

DGS1

+

1.500%

2.750

10/20/41

12,149‌

687,538

GNMA

4.000

10/20/41

667,568‌

95,899

GNMA

5.500

10/20/41

98,752‌

188,660

GNMA

3.500

11/15/41

177,944‌

483,129

GNMA

4.000

11/15/41

467,599‌

891,798

GNMA

4.500

11/20/41

885,586‌

413,975

GNMA

5.000

11/20/41

420,646‌

90,955

GNMA

6.000

11/20/41

95,181‌

487,816

GNMA

3.500

01/20/42

458,838‌

65,844

i

GNMA

DGS1

+

1.500%

3.625

02/20/42

65,163‌

232,268

GNMA

3.500

03/20/42

218,522‌

442,536

GNMA

4.500

03/20/42

439,445‌

430,385

GNMA

3.500

04/15/42

405,969‌

950,369

GNMA

3.500

05/20/42

883,027‌

2,204,068

GNMA

3.500

05/20/42

2,074,078‌

511,074

GNMA

4.000

05/20/42

496,223‌

908,367

GNMA

3.500

07/15/42

856,983‌

88,082

i

GNMA

DGS1

+

1.500%

2.625

07/20/42

84,999‌

516,534

GNMA

3.500

07/20/42

486,224‌

682,300

GNMA

3.000

08/20/42

622,697‌

934,959

GNMA

3.500

08/20/42

873,499‌

2,149,906

GNMA

3.500

08/20/42

2,023,949‌

444,981

GNMA

6.000

08/20/42

465,413‌

873,070

GNMA

3.500

10/20/42

822,093‌

1,013,487

GNMA

3.000

11/20/42

925,616‌

1,020,788

GNMA

3

.000

12/20/42

922,882‌

1,186,464

GNMA

3.000

12/20/42

1,083,909‌

638,861

GNMA

3.000

01/15/43

581,884‌

2,706,978

GNMA

3.000

01/15/43

2,464,879‌

886,142

GNMA

3.000

01/20/43

809,763‌

1,515,216

GNMA

3.000

02/20/43

1,384,593‌

1,179,272

GNMA

3.000

02/20/43

1,082,619‌

252,612

GNMA

3.000

04/15/43

230,040‌

288,434

GNMA

5.000

04/20/43

293,056‌

598,252

GNMA

3.000

05/20/43

547,310‌

908,177

GNMA

3.000

06/20/43

831,078‌

2,310,706

GNMA

3.500

06/20/43

2,147,133‌

1,989,370

GNMA

3.000

07/20/43

1,820,984‌

939,565

GNMA

3.500

07/20/43

885,280‌

3,893,465

GNMA

4.500

08/20/43

3,859,061‌

Bond

Index

Fund

June

30,

2023

130

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,299,409

GNMA

3.500

%

09/20/43

$

1,225,005‌

418,957

GNMA

4.000

09/20/43

406,782‌

5,457,361

GNMA

3.500

10/20/43

5,144,768‌

2,505,612

GNMA

4.000

10/20/43

2,428,111‌

233,506

GNMA

3.500

11/20/43

220,072‌

451,096

GNMA

4.000

11/20/43

435,763‌

431,475

GNMA

4.500

12/20/43

427,665‌

476,103

GNMA

4.500

01/20/44

471,897‌

566,888

GNMA

3.500

02/20/44

533,630‌

765,594

GNMA

4.000

02/20/44

743,353‌

762,865

GNMA

4.000

05/20/44

740,696‌

801,136

GNMA

4.000

06/20/44

776,112‌

2,060,775

GNMA

3.500

07/20/44

1,935,313‌

6,381,880

GNMA

3.500

10/20/44

5,988,904‌

661,155

GNMA

4.500

10/20/44

655,314‌

1,461,246

GNMA

3.500

11/20/44

1,370,611‌

1,836,602

GNMA

3.000

12/20/44

1,677,987‌

3,388,658

GNMA

4.000

12/20/44

3,282,373‌

4,594,733

GNMA

3.500

02/20/45

4,308,765‌

2,726,600

GNMA

4.000

03/20/45

2,643,210‌

1,878,541

GNMA

3.000

04/20/45

1,712,402‌

4,016,128

GNMA

3.000

06/20/45

3,661,105‌

9,134,908

GNMA

3.000

07/20/45

8,356,804‌

3,114,439

GNMA

4.000

10/20/45

2,995,090‌

5,260,997

GNMA

4.000

11/20/45

5,069,188‌

2,342,191

GNMA

3.000

12/20/45

2,136,674‌

2,092,116

GNMA

3.500

12/20/45

1,953,412‌

11,278,894

GNMA

3.000

03/20/46

10,277,436‌

3,947,266

GNMA

3.000

04/20/46

3,592,807‌

2,390,793

GNMA

4.000

04/20/46

2,299,151‌

10,610,833

GNMA

3.000

05/20/46

9,649,189‌

6,549,603

GNMA

3.500

05/20/46

6,140,740‌

2,418,532

GNMA

3.000

06/20/46

2,198,575‌

1,466,976

GNMA

3.500

06/20/46

1,375,898‌

1,826,936

GNMA

3.000

07/20/46

1,662,922‌

3,121,343

GNMA

3

.500

08/20/46

2,923,898‌

1,768,811

GNMA

3.000

09/20/46

1,608,103‌

7,260,255

GNMA

3.500

09/20/46

6,804,174‌

3,465,647

GNMA

3.000

10/20/46

3,144,091‌

1,914,089

GNMA

3.000

12/20/46

1,738,597‌

11,949,185

GNMA

3.000

01/20/47

10,840,483‌

1,363,805

GNMA

4.000

01/20/47

1,307,759‌

2,958,144

GNMA

4.000

04/20/47

2,837,543‌

3,155,782

GNMA

3.500

05/20/47

2,964,554‌

1,601,397

GNMA

3.500

06/20/47

1,499,483‌

2,030,433

GNMA

3.000

07/20/47

1,844,862‌

3,683,573

GNMA

4.500

07/20/47

3,614,626‌

3,808,799

GNMA

3.000

08/20/47

3,448,213‌

4,234,951

GNMA

3.500

08/20/47

3,957,313‌

7,509,377

GNMA

3.000

09/20/47

6,795,344‌

9,566,416

GNMA

4.000

09/20/47

9,205,696‌

6,809,064

GNMA

3.500

11/20/47

6,368,841‌

5,055,891

GNMA

3.500

12/20/47

4,735,584‌

3,205,872

GNMA

3.500

01/20/48

3,004,428‌

4,028,139

GNMA

4.000

05/20/48

3,863,854‌

3,001,162

GNMA

4.000

06/20/48

2,865,615‌

7,003,662

GNMA

3.500

07/20/48

6,537,926‌

3,126,370

GNMA

4.000

08/20/48

2,995,012‌

2,188,703

GNMA

5.000

08/20/48

2,179,417‌

2,000,266

GNMA

4.500

09/20/48

1,955,118‌

1,724,089

GNMA

5.000

10/20/48

1,718,636‌

131

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,402,305

GNMA

4.500

%

11/20/48

$

1,370,030‌

3,237,956

GNMA

3.500

04/20/49

3,019,887‌

10,907,129

GNMA

4.500

04/20/49

10,649,737‌

3,310,200

GNMA

4

.000

05/20/49

3,161,048‌

2,119,157

GNMA

3.500

06/20/49

1,975,296‌

4,775,406

GNMA

3.500

09/20/49

4,450,009‌

3,426,190

GNMA

3.500

11/20/49

3,192,302‌

26,835,689

GNMA

2.500

12/20/49

23,379,299‌

14,437,146

GNMA

3.000

02/20/50

13,022,235‌

7,414,942

GNMA

3.500

02/20/50

6,909,501‌

10,547,129

GNMA

3.500

04/20/50

9,826,052‌

9,971,613

GNMA

3.000

05/20/50

8,984,054‌

35,997,850

GNMA

3.000

08/20/50

32,414,861‌

10,396,342

GNMA

3.000

09/20/50

9,354,963‌

16,095,667

GNMA

2.500

10/20/50

14,005,438‌

42,225,910

GNMA

2.000

11/20/50

35,633,689‌

14,417,696

GNMA

2.500

12/20/50

12,543,468‌

20,865,488

GNMA

2.000

01/20/51

17,586,981‌

6,205,796

GNMA

2.500

01/20/51

5,398,495‌

14,880,958

GNMA

2.000

02/20/51

12,543,967‌

4,116,049

GNMA

1.500

04/20/51

3,299,701‌

17,469,304

GNMA

2.000

04/20/51

14,726,480‌

36,613,340

GNMA

2.500

04/20/51

31,822,213‌

15,118,808

GNMA

2.500

05/20/51

13,135,906‌

72,025,466

GNMA

2.500

07/20/51

62,369,924‌

20,881,129

GNMA

2.500

08/20/51

18,106,103‌

25,525,629

GNMA

2.500

09/20/51

22,126,019‌

161,590,102

GNMA

2.000

11/20/51

135,952,417‌

17,974,878

GNMA

2.000

12/20/51

15,112,083‌

26,626,649

GNMA

2.500

12/20/51

23,064,106‌

26,333,139

GNMA

3.000

12/20/51

23,577,742‌

4,493,999

GNMA

3.500

01/20/52

4,147,440‌

13,665,771

GNMA

2.500

02/20/52

11,836,177‌

22,315,351

GNMA

3.500

02/20/52

20,595,293‌

9,779,803

GNMA

2.000

04/20/52

8,217,844‌

25,946,782

GNMA

2.500

04/20/52

22,471,923‌

18,612,598

GNMA

3.000

04/20/52

16,628,573‌

17,112,190

GNMA

2.000

05/20/52

14,380,670‌

14,824,677

GNMA

2.500

05/20/52

12,838,639‌

2,159,355

GNMA

3.000

05/20/52

1,930,984‌

9,511,012

GNMA

4.000

05/20/52

8,998,860‌

17,542,979

GNMA

3.000

06/20/52

15,689,702‌

9,543,195

GNMA

4.000

06/20/52

9,029,298‌

3,352,282

h

GNMA

3.000

07/20/52

2,996,165‌

12,751,749

GNMA

3.500

07/20/52

11,767,769‌

4,793,516

GNMA

4.500

07/20/52

4,629,745‌

4,774,424

GNMA

3.500

08/20/52

4,406,087‌

9,664,228

GNMA

4.000

08/20/52

9,143,801‌

4,828,346

GNMA

4.500

08/20/52

4,664,280‌

4,786,214

GNMA

5.000

08/20/52

4,704,461‌

5,908,493

GNMA

3.500

09/20/52

5,452,552‌

5,839,898

GNMA

4.000

09/20/52

5,525,410‌

37,035,487

GNMA

4.500

09/20/52

35,758,324‌

4,820,649

GNMA

5.000

09/20/52

4,738,308‌

9,392,923

GNMA

5.500

09/20/52

9,351,254‌

7,511,478

GNMA

3.500

10/20/52

6,931,832‌

20,871,556

GNMA

4.000

10/20/52

19,747,593‌

2,130,018

GNMA

3.500

11/20/52

1,965,653‌

4,910,339

GNMA

4.500

11/20/52

4,739,552‌

30,895,179

GNMA

5.000

11/20/52

30,386,669‌

9,963,596

GNMA

5.500

11/20/52

9,925,838‌

Bond

Index

Fund

June

30,

2023

132

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

8,791,624

GNMA

5.500

%

12/20/52

$

8,755,707‌

5,907,431

GNMA

6.000

12/20/52

5,948,583‌

2,963,846

GNMA

5.000

01/20/53

2,913,221‌

8,669,075

GNMA

6.000

01/20/53

8,729,300‌

6,746,942

GNMA

6.500

01/20/53

6,867,706‌

2,028,461

GNMA

4.000

02/20/53

1,919,231‌

4,062,573

h

GNMA

5.000

02/20/53

3,993,181‌

3,100,572

h

GNMA

4.500

03/20/53

2,992,651‌

11,058,462

GNMA

5.000

03/20/53

10,869,574‌

5,874,010

GNMA

5.500

03/20/53

5,848,853‌

3,864,017

GNMA

6.000

03/20/53

3,890,998‌

4,221,644

h

GNMA

4.000

04/20/53

3,994,309‌

5,150,444

GNMA

4.500

05/20/53

4,971,169‌

9,020,000

h

GNMA

5.500

06/20/53

8,981,299‌

3,920,000

h

GNMA

6

.500

06/20/53

3,992,722‌

2,970,000

h

GNMA

6.000

07/20/53

2,995,052‌

TOTAL

MORTGAGE

BACKED

5,638,966,393‌

MUNICIPAL

BONDS

-

0.8%

200,000

Alabama

Economic

Settlement

Authority

4.263

09/15/32

190,620‌

250,000

Alabama

Federal

Aid

Highway

Finance

Authority

2.650

09/01/37

193,374‌

300,000

American

Municipal

Power

7.834

02/15/41

378,842‌

465,000

American

Municipal

Power

6.270

02/15/50

511,098‌

1,165,000

American

Municipal

Power

8.084

02/15/50

1,579,670‌

750,000

American

University

3.672

04/01/49

597,600‌

1,000,000

Bay

Area

Toll

Authority

6.918

04/01/40

1,180,303‌

2,000,000

Bay

Area

Toll

Authority

6.263

04/01/49

2,374,752‌

755,000

Bay

Area

Toll

Authority

3.126

04/01/55

537,898‌

500,000

California

Earthquake

Authority

5.603

07/01/27

500,184‌

100,000

California

Health

Facilities

Financing

Authority

4.190

06/01/37

93,566‌

100,000

California

Health

Facilities

Financing

Authority

4.353

06/01/41

92,263‌

200,000

California

Institute

of

Technology

4.321

08/01/45

183,075‌

750,000

California

Institute

of

Technology

3.650

09/01/19

511,451‌

200,000

California

State

University

3.899

11/01/47

175,110‌

1,000,000

California

State

University

2.897

11/01/51

725,882‌

750,000

California

State

University

2.975

11/01/51

541,041‌

950,000

California

State

University

2.939

11/01/52

668,724‌

720,000

Central

Puget

Sound

Regional

Transit

Authority

5.491

11/01/39

757,131‌

1,665,000

Charlotte-Mecklenburg

Hospital

Authority

3.204

01/15/51

1,182,047‌

460,000

Chicago

Metropolitan

Water

Reclamation

District-

Greater

Chicago

5.720

12/01/38

493,068‌

2,250,000

Chicago

O'Hare

International

Airport

6.395

01/01/40

2,579,369‌

200,000

Chicago

O'Hare

International

Airport

4.472

01/01/49

186,976‌

200,000

Chicago

O'Hare

International

Airport

4.572

01/01/54

191,372‌

680,000

City

of

Atlanta

GA

Water

&

Wastewater

Revenue

2.257

11/01/35

547,689‌

690,000

City

of

Houston

TX

3.961

03/01/47

613,082‌

140,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4.242

05/15/48

123,107‌

345,000

City

of

New

York

NY

5.263

10/01/52

366,181‌

1,000,000

City

of

Riverside

CA

3.857

06/01/45

859,842‌

310,000

City

of

San

Francisco

CA

Public

Utilities

Commission

Water

Revenue

3.303

11/01/39

255,793‌

865,000

City

of

San

Francisco

CA

Public

Utilities

Commission

Water

Revenue

2.825

11/01/41

678,221‌

875,000

City

of

Tucson

AZ

2.856

07/01/47

642,203‌

750,000

City

Public

Service

Board

of

San

Antonio

TX

5.808

02/01/41

819,222‌

150,000

Colorado

Bridge

Enterprise

6.078

12/01/40

163,886‌

200,000

Commonwealth

Financing

Authority

4.014

06/01/33

188,916‌

100,000

Commonwealth

Financing

Authority

3.864

06/01/38

89,724‌

100,000

Commonwealth

Financing

Authority

4.144

06/01/38

91,516‌

645,000

Commonwealth

Financing

Authority

3.807

06/01/41

552,179‌

825,000

Commonwealth

Financing

Authority

2.991

06/01/42

620,366‌

133

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

1,000,000

Commonwealth

of

Massachusetts

3.769

%

07/15/29

$

952,375‌

1,000,000

Commonwealth

of

Massachusetts

4.110

07/15/31

971,607‌

500,000

Commonwealth

of

Massachusetts

5.731

06/01/40

533,802‌

1,000,000

Commonwealth

of

Massachusetts

2.514

07/01/41

746,067‌

100,000

Commonwealth

of

Massachusetts

3.277

06/01/46

80,601‌

750,000

Commonwealth

of

Massachusetts

2

.900

09/01/49

537,689‌

130,000

County

of

Broward

FL

Airport

System

Revenue

3.477

10/01/43

106,683‌

200,000

County

of

Clark

NV

6.820

07/01/45

243,945‌

135,000

County

of

Miami-Dade

FL

Aviation

Revenue

4.280

10/01/41

120,919‌

200,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

3.490

10/01/42

162,024‌

1,000,000

County

of

Riverside

CA

3.818

02/15/38

906,902‌

1,485,000

Dallas

Area

Rapid

Transit

2.613

12/01/48

1,059,774‌

750,000

Dallas

Area

Rapid

Transit

5.022

12/01/48

774,123‌

255,000

Dallas

Fort

Worth

International

Airport

2.843

11/01/46

187,910‌

235,000

Dallas

Fort

Worth

International

Airport

4.087

11/01/51

207,865‌

445,000

Dallas

Fort

Worth

International

Airport

4.507

11/01/51

415,370‌

250,000

Dallas/Fort

Worth

International

Airport

2.994

11/01/38

209,776‌

235,000

Dallas/Fort

Worth

International

Airport

3.089

11/01/40

185,112‌

100,000

Dallas/Fort

Worth

International

Airport

3.144

11/01/45

76,930‌

210,000

Dallas/Fort

Worth

International

Airport

2.919

11/01/50

151,850‌

350,000

Denver

City

&

County

School

District

No.

1

4.242

12/15/37

327,645‌

200,000

District

of

Columbia

5.591

12/01/34

208,704‌

470,000

District

of

Columbia

Water

&

Sewer

Authority

3.207

10/01/48

352,736‌

445,000

District

of

Columbia

Water

&

Sewer

Authority

4.814

10/01/14

414,356‌

500,000

Duke

University

2.682

10/01/44

369,706‌

115,000

Duke

University

3.299

10/01/46

89,777‌

500,000

Duke

University

2.757

10/01/50

351,819‌

500,000

Duke

University

2.832

10/01/55

348,263‌

5,000

Energy

Northwest

2.814

07/01/24

4,933‌

360,000

Foothill-Eastern

Transportation

Corridor

Agency

4.094

01/15/49

298,680‌

300,000

Foothill-Eastern

Transportation

Corridor

Agency

3.924

01/15/53

241,896‌

300,000

George

Washington

University

4

.300

09/15/44

268,488‌

200,000

George

Washington

University

4.868

09/15/45

189,937‌

375,000

George

Washington

University

4.126

09/15/48

323,726‌

100,000

Georgetown

University

4.315

04/01/49

88,301‌

500,000

Georgetown

University

2.943

04/01/50

338,318‌

300,000

Georgetown

University

5.215

10/01/18

275,279‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

3.487

06/01/36

818,123‌

1,500,000

Golden

State

Tobacco

Securitization

Corp

3.115

06/01/38

1,170,062‌

430,000

Golden

State

Tobacco

Securitization

Corp

3.714

06/01/41

327,552‌

695,000

Golden

State

Tobacco

Securitization

Corp

3.850

06/01/50

630,973‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

4.214

06/01/50

750,177‌

970,000

Grand

Parkway

Transportation

Corp

3.236

10/01/52

715,158‌

175,000

Great

Lakes

Water

Authority

Sewage

Disposal

System

Revenue

3.056

07/01/39

141,641‌

330,000

Great

Lakes

Water

Authority

Water

Supply

System

Revenue

3.473

07/01/41

273,626‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.651

01/15/46

170,344‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.086

09/15/51

147,106‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.652

08/15/57

161,810‌

1,500,000

Idaho

Energy

Resources

Authority

2.861

09/01/46

1,093,586‌

500,000

Illinois

State

Toll

Highway

Authority

6.184

01/01/34

544,630‌

385,000

Indiana

Finance

Authority

3.051

01/01/51

295,652‌

770,000

JobsOhio

Beverage

System

2.833

01/01/38

615,849‌

1,500,000

Kansas

Development

Finance

Authority

2.774

05/01/51

1,082,437‌

1,000,000

Los

Angeles

Community

College

District

1.606

08/01/28

874,869‌

1,000,000

Los

Angeles

Community

College

District

1.806

08/01/30

836,207‌

770,000

Los

Angeles

Community

College

District

2.106

08/01/32

629,250‌

Bond

Index

Fund

June

30,

2023

134

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

240,000

Los

Angeles

Community

College

District

6.750

%

08/01/49

$

300,208‌

350,000

Los

Angeles

Department

of

Water

&

Power

Power

System

Revenue

5.716

07/01/39

376,654‌

1,500,000

Los

Angeles

Department

of

Water

&

Power

Power

System

Revenue

6.574

07/01/45

1,812,403‌

1,630,000

Los

Angeles

Unified

School

District

5.750

07/01/34

1,731,286‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.081

06/01/31

997,944‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.145

02/01/33

966,779‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.048

12/01/34

1,008,525‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.275

02/01/36

941,995‌

830,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.475

08/01/39

785,744‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.198

12/01/39

1,021,799‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.052

07/01/40

752,537‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.197

07/01/50

687,344‌

1,000,000

Massachusetts

School

Building

Authority

1.753

08/15/30

844,136‌

100,000

Massachusetts

School

Building

Authority

5.715

08/15/39

107,802‌

500,000

Massachusetts

School

Building

Authority

3.395

10/15/40

414,435‌

1,000,000

Massachusetts

Water

Resources

Authority

2.823

08/01/41

781,684‌

100,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Convention

Center

Authority

6.731

07/01/43

114,491‌

200,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Health

&

Educational

Facilities

4.053

07/01/26

190,958‌

940,000

Metropolitan

Transportation

Authority

6.648

11/15/39

995,255‌

1,150,000

Metropolitan

Transportation

Authority

7.336

11/15/39

1,434,046‌

335,000

Metropolitan

Transportation

Authority

5.175

11/15/49

306,362‌

350,000

Michigan

Finance

Authority

3.384

12/01/40

283,915‌

570,000

Michigan

State

Building

Authority

2.705

10/15/40

433,253‌

235,000

Michigan

State

University

4.496

08/15/48

213,003‌

1,000,000

Michigan

State

University

4.165

08/15/22

792,356‌

770,000

Michigan

Strategic

Fund

3.225

09/01/47

591,588‌

500,000

Missouri

Highway

&

Transportation

Commission

5.445

05/01/33

515,323‌

238,000

Municipal

Electric

Authority

of

Georgia

6.637

04/01/57

272,300‌

474,000

Municipal

Electric

Authority

of

Georgia

6.655

04/01/57

544,079‌

947,000

New

Jersey

Economic

Development

Authority

7.425

02/15/29

1,018,177‌

1,335,000

New

Jersey

State

Turnpike

Authority

7.414

01/01/40

1,675,412‌

1,000,000

New

Jersey

State

Turnpike

Authority

7.102

01/01/41

1,220,643‌

800,000

New

Jersey

Transportation

Trust

Fund

Authority

5.754

12/15/28

808,162‌

2,385,000

New

York

City

Municipal

Water

Finance

Authority

5.440

06/15/43

2,559,359‌

955,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

5.767

08/01/36

1,004,521‌

1,000,000

New

York

State

Dormitory

Authority

2.202

03/15/34

787,471‌

130,000

New

York

State

Dormitory

Authority

5.628

03/15/39

135,607‌

545,000

New

York

State

Dormitory

Authority

5.600

03/15/40

578,647‌

500,000

New

York

State

Dormitory

Authority

3.142

07/01/43

405,858‌

200,000

New

York

State

Dormitory

Authority

4.946

08/01/48

180,610‌

500,000

New

York

State

Thruway

Authority

2.900

01/01/35

423,605‌

110,000

New

York

State

Thruway

Authority

3.500

01/01/42

91,778‌

1,000,000

New

York

State

Urban

Development

Corp

3.900

03/15/33

935,938‌

2,000,000

North

Texas

Tollway

Authority

3.011

01/01/43

1,517,189‌

1,000,000

North

Texas

Tollway

Authority

6.718

01/01/49

1,244,532‌

605,000

Ohio

Turnpike

&

Infrastructure

Commission

3.216

02/15/48

444,236‌

694,364

Oklahoma

Development

Finance

Authority

3.877

05/01/37

671,438‌

500,000

Oklahoma

Development

Finance

Authority

4.623

06/01/44

480,095‌

750,000

Oklahoma

Development

Finance

Authority

4.380

11/01/45

699,824‌

250,000

Oklahoma

Development

Finance

Authority

4.714

05/01/52

241,300‌

135

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

512,054

Oregon

School

Boards

Association

4.759

%

06/30/28

$

504,426‌

250,000

Oregon

School

Boards

Association

5.680

06/30/28

254,871‌

1,000,000

Oregon

State

University

3.424

03/01/60

744,971‌

500,000

Pennsylvania

State

University

2.790

09/01/43

381,483‌

205,000

Pennsylvania

State

University

2.840

09/01/50

147,609‌

300,000

Permanent

University

Fund-Texas

A&M

University

System

3.660

07/01/47

251,668‌

200,000

Permanent

University

Fund-University

of

Texas

System

3.376

07/01/47

162,884‌

560,000

Port

Authority

of

New

York

&

New

Jersey

1.086

07/01/23

560,000‌

1,215,000

Port

Authority

of

New

York

&

New

Jersey

6.040

12/01/29

1,300,070‌

500,000

Port

Authority

of

New

York

&

New

Jersey

5.647

11/01/40

538,033‌

300,000

Port

Authority

of

New

York

&

New

Jersey

4.823

06/01/45

286,053‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5.310

08/01/46

1,002,705‌

200,000

Port

Authority

of

New

York

&

New

Jersey

4.031

09/01/48

176,558‌

900,000

Port

Authority

of

New

York

&

New

Jersey

3.139

02/15/51

676,763‌

400,000

Port

Authority

of

New

York

&

New

Jersey

4.229

10/15/57

358,286‌

1,600,000

Port

Authority

of

New

York

&

New

Jersey

3.175

07/15/60

1,138,593‌

2,200,000

Port

Authority

of

New

York

&

New

Jersey

4.810

10/15/65

2,146,328‌

250,000

Port

Authority

of

New

York

&

New

Jersey

3.287

08/01/69

173,551‌

1,000,000

Port

of

Morrow

OR

2.543

09/01/40

746,716‌

220,000

Princeton

University

5.700

03/01/39

247,273‌

1,000,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.132

05/15/32

951,658‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.006

05/15/50

528,892‌

1,500,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.563

05/15/53

1,396,320‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.256

05/15/60

528,396‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.706

05/15/20

503,454‌

500,000

Rutgers

The

State

University

of

New

Jersey

3.270

05/01/43

399,336‌

500,000

Rutgers

The

State

University

of

New

Jersey

3.915

05/01/19

361,677‌

190,000

Sales

Tax

Securitization

Corp

4.637

01/01/40

181,591‌

1,125,000

Sales

Tax

Securitization

Corp

3.238

01/01/42

899,757‌

200,000

Sales

Tax

Securitization

Corp

3.587

01/01/43

168,102‌

1,000,000

Sales

Tax

Securitization

Corp

3.820

01/01/48

806,253‌

200,000

Sales

Tax

Securitization

Corp

4.787

01/01/48

186,261‌

100,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

4.839

01/01/41

99,041‌

435,000

San

Diego

County

Regional

Transportation

Commission

3.248

04/01/48

336,684‌

500,000

San

Diego

County

Water

Authority

6.138

05/01/49

565,990‌

1,000,000

San

Joaquin

Hills

Transportation

Corridor

Agency

3.492

01/15/50

784,850‌

100,000

San

Jose

Redevelopment

Agency

3.375

08/01/34

89,118‌

750,000

Santa

Clara

Valley

Transportation

Authority

5.876

04/01/32

784,561‌

270,000

South

Carolina

Public

Service

Authority

2.388

12/01/23

266,457‌

750,000

State

Board

of

Administration

Finance

Corp

1.258

07/01/25

692,708‌

750,000

State

Board

of

Administration

Finance

Corp

1.705

07/01/27

664,399‌

400,000

State

Board

of

Administration

Finance

Corp

2.154

07/01/30

333,824‌

200,000

State

of

California

3.375

04/01/25

193,552‌

200,000

State

of

California

3.500

04/01/28

190,016‌

1,000,000

State

of

California

6.000

03/01/33

1,100,115‌

300,000

State

of

California

4.500

04/01/33

295,550‌

250,000

State

of

California

7.500

04/01/34

304,891‌

1,000,000

State

of

California

5.125

03/01/38

1,006,567‌

225,000

State

of

California

4.600

04/01/38

216,107‌

1,285,000

State

of

California

7.550

04/01/39

1,622,067‌

3,400,000

State

of

California

7.300

10/01/39

4,112,858‌

2,740,000

State

of

California

7.625

03/01/40

3,450,776‌

1,500,000

State

of

California

7.600

11/01/40

1,919,048‌

595,000

State

of

California

5.200

03/01/43

589,773‌

620,000

State

of

Connecticut

5.850

03/15/32

660,002‌

Bond

Index

Fund

June

30,

2023

136

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

5,950,000

State

of

Illinois

5.100

%

06/01/33

$

5,853,255‌

1,195,385

State

of

Illinois

6.725

04/01/35

1,256,331‌

500,000

State

of

Kansas

Department

of

Transportation

4.596

09/01/35

491,303‌

2,000,000

State

of

Louisiana

Gasoline

&

Fuels

Tax

Revenue

2.952

05/01/41

1,544,738‌

85,000

State

of

Oregon

5.892

06/01/27

86,733‌

100,000

State

of

Oregon

Department

of

Transportation

5.834

11/15/34

109,993‌

600,000

State

of

Texas

4.631

04/01/33

597,559‌

50,000

State

of

Texas

5.517

04/01/39

53,686‌

1,000,000

State

of

Texas

4.681

04/01/40

1,010,302‌

367,033

State

of

Utah

3.539

07/01/25

360,064‌

200,000

State

of

Washington

5.090

08/01/33

205,465‌

200,000

State

of

Wisconsin

3.154

05/01/27

188,482‌

200,000

State

of

Wisconsin

3.954

05/01/36

185,804‌

604,000

State

Public

School

Building

Authority

5.000

09/15/27

600,313‌

100,000

Sumter

Landing

Community

Development

District

4.172

10/01/47

89,952‌

1,000,000

Texas

Natural

Gas

Securitization

Finance

Corp

5.102

04/01/35

1,004,631‌

785,000

Texas

Natural

Gas

Securitization

Finance

Corp

5.169

04/01/41

809,431‌

430,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

3.922

12/31/49

349,780‌

1,000,000

Texas

Transportation

Commission

2.562

04/01/42

762,855‌

1,000,000

Texas

Transportation

Commission

2.472

10/01/44

710,416‌

440,000

Texas

Transportation

Commission

State

Highway

Fund

5.028

04/01/26

439,937‌

1,190,000

Texas

Transportation

Commission

State

Highway

Fund

5.178

04/01/30

1,205,847‌

560,000

Texas

Transportation

Commission

State

Highway

Fund

4.000

10/01/33

532,320‌

100,000

The

Ohio

State

University

4.910

06/01/40

99,645‌

500,000

The

Ohio

State

University

3.798

12/01/46

416,711‌

200,000

The

Ohio

State

University

4.048

12/01/56

167,972‌

1,000,000

Trustees

of

the

University

of

Pennsylvania

2.396

10/01/50

652,059‌

100,000

Trustees

of

the

University

of

Pennsylvania

4.674

09/01/12

89,107‌

500,000

Trustees

of

the

University

of

Pennsylvania

3.610

02/15/19

348,749‌

1,000,000

University

of

California

0.883

05/15/25

926,122‌

200,000

University

of

California

3.063

07/01/25

192,575‌

1,000,000

University

of

California

1.316

05/15/27

887,286‌

500,000

University

of

California

3.349

07/01/29

463,876‌

1,000,000

University

of

California

1.614

05/15/30

821,971‌

200,000

University

of

California

5.770

05/15/43

216,699‌

200,000

University

of

California

3.931

05/15/45

181,598‌

200,000

University

of

California

4.131

05/15/45

180,888‌

1,500,000

University

of

California

5.946

05/15/45

1,638,953‌

1,500,000

University

of

California

3.071

05/15/51

1,062,635‌

860,000

University

of

California

4.858

05/15/12

766,723‌

200,000

University

of

California

4.767

05/15/15

174,968‌

500,000

University

of

Chicago

2.761

04/01/45

373,585‌

300,000

University

of

Chicago

4.003

10/01/53

262,775‌

750,000

University

of

Michigan

2.437

04/01/40

567,222‌

1,000,000

University

of

Michigan

3.599

04/01/47

872,336‌

500,000

University

of

Michigan

2.562

04/01/50

336,745‌

750,000

University

of

Michigan

3.504

04/01/52

605,950‌

500,000

University

of

Michigan

3.504

04/01/52

403,966‌

750,000

University

of

Michigan

4.454

04/01/22

652,516‌

1,500,000

University

of

Minnesota

4.048

04/01/52

1,328,717‌

500,000

University

of

Nebraska

Facilities

Corp

3.037

10/01/49

384,932‌

200,000

University

of

Notre

Dame

du

Lac

3.438

02/15/45

164,271‌

200,000

University

of

Notre

Dame

du

Lac

3.394

02/15/48

163,588‌

300,000

University

of

Southern

California

3.028

10/01/39

241,444‌

200,000

University

of

Southern

California

3.841

10/01/47

174,168‌

500,000

University

of

Southern

California

2.805

10/01/50

344,147‌

200,000

e

University

of

Southern

California

5.250

10/01/11

201,270‌

200,000

University

of

Texas

System

3.852

08/15/46

176,398‌

700,000

University

of

Texas

System

4.794

08/15/46

707,668‌

750,000

University

of

Texas

System

2.439

08/15/49

497,861‌

1,000,000

University

of

Virginia

2.256

09/01/50

623,184‌

137

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

1,600,000

University

of

Virginia

2.584

%

11/01/51

$

1,067,170‌

500,000

University

of

Virginia

3.227

09/01/19

314,425‌

150,000

Virginia

Commonwealth

Transportation

Board

5.350

05/15/35

153,680‌

750,000

Westchester

County

Local

Development

Corp

3.846

11/01/50

539,874‌

200,000

William

Marsh

Rice

University

3.574

05/15/45

167,588‌

200,000

William

Marsh

Rice

University

3.774

05/15/55

168,924‌

TOTAL

MUNICIPAL

BONDS

163,004,519‌

U.S.

TREASURY

SECURITIES

-

40.3%

21,250,000

United

States

Treasury

Bond

4.500

02/15/36

22,932,568‌

22,400,000

United

States

Treasury

Bond

5.000

05/15/37

25,363,625‌

179,483,000

United

States

Treasury

Bond

3.500

02/15/39

171,939,105‌

2,000,000

United

States

Treasury

Bond

4.500

08/15/39

2,149,844‌

44,850,000

United

States

Treasury

Bond

4.375

11/15/39

47,484,937‌

17,585,000

United

States

Treasury

Bond

3.875

08/15/40

17,448,304‌

11,185,000

United

States

Treasury

Bond

4.250

11/15/40

11,631,526‌

26,350,000

United

States

Treasury

Bond

4.375

05/15/41

27,730,287‌

10,000,000

United

States

Treasury

Bond

3.750

08/15/41

9,658,984‌

48,300,000

United

States

Treasury

Bond

3.125

11/15/41

42,532,301‌

18,550,000

United

States

Treasury

Bond

3.125

02/15/42

16,305,160‌

22,000,000

United

States

Treasury

Bond

3.000

05/15/42

18,909,687‌

20,000,000

United

States

Treasury

Bond

2.750

08/15/42

16,479,688‌

10,250,000

United

States

Treasury

Bond

2.875

05/15/43

8,573,564‌

16,000,000

United

States

Treasury

Bond

2.500

02/15/45

12,387,500‌

22,000,000

United

States

Treasury

Bond

3.000

05/15/45

18,580,547‌

16,000,000

United

States

Treasury

Bond

2.875

08/15/45

13,203,125‌

27,000,000

United

States

Treasury

Bond

2.500

05/15/46

20,761,523‌

13,300,000

United

States

Treasury

Bond

2.875

11/15/46

10,961,590‌

28,000,000

United

States

Treasury

Bond

3.000

02/15/47

23,574,687‌

30,000,000

United

States

Treasury

Bond

2.750

08/15/47

24,131,250‌

45,000,000

United

States

Treasury

Bond

2.750

11/15/47

36,195,117‌

38,500,000

United

States

Treasury

Bond

3.000

02/15/48

32,461,816‌

48,500,000

United

States

Treasury

Bond

3.125

05/15/48

41,836,934‌

35,500,000

United

States

Treasury

Bond

3.000

08/15/48

29,950,352‌

35,000,000

United

States

Treasury

Bond

3.375

11/15/48

31,629,883‌

82,500,000

United

States

Treasury

Bond

3.000

02/15/49

69,767,285‌

10,500,000

United

States

Treasury

Bond

2.875

05/15/49

8,678,496‌

7,500,000

United

States

Treasury

Bond

2.250

08/15/49

5,448,926‌

8,615,000

United

States

Treasury

Bond

2.375

11/15/49

6,432,646‌

30,000,000

United

States

Treasury

Note

0.250

05/15/24

28,686,328‌

111,500,000

United

States

Treasury

Note

2.000

05/31/24

108,085,313‌

152,000,000

United

States

Treasury

Note

1.750

06/30/24

146,602,813‌

212,000,000

United

States

Treasury

Note

1.750

07/31/24

203,900,939‌

20,000,000

United

States

Treasury

Note

0.375

08/15/24

18,921,875‌

22,000,000

United

States

Treasury

Note

1.250

08/31/24

20,983,359‌

62,000,000

United

States

Treasury

Note

3.250

08/31/24

60,510,547‌

81,000,000

United

States

Treasury

Note

1.500

09/30/24

77,285,390‌

90,500,000

United

States

Treasury

Note

1.500

10/31/24

86,109,336‌

40,005,000

United

States

Treasury

Note

2.250

11/15/24

38,417,302‌

61,900,000

United

States

Treasury

Note

1.500

11/30/24

58,771,148‌

35,000,000

United

States

Treasury

Note

4.500

11/30/24

34,628,125‌

75,000,000

United

States

Treasury

Note

1.750

12/31/24

71,302,734‌

40,000,000

United

States

Treasury

Note

2.250

12/31/24

38,300,000‌

13,000,000

United

States

Treasury

Note

1.375

01/31/25

12,260,117‌

30,000,000

United

States

Treasury

Note

4.125

01/31/25

29,528,906‌

40,000,000

United

States

Treasury

Note

1.125

02/28/25

37,492,188‌

73,000,000

United

States

Treasury

Note

0.500

03/31/25

67,525,000‌

8,000,000

United

States

Treasury

Note

2.625

03/31/25

7,679,062‌

32,000,000

United

States

Treasury

Note

3.875

03/31/25

31,371,250‌

10,000,000

United

States

Treasury

Note

2.625

04/15/25

9,592,188‌

50,000,000

United

States

Treasury

Note

0.375

04/30/25

46,003,906‌

Bond

Index

Fund

June

30,

2023

138

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

119,000,000

United

States

Treasury

Note

0.250

%

06/30/25

$

108,680,469‌

98,500,000

United

States

Treasury

Note

0.250

07/31/25

89,631,153‌

54,000,000

United

States

Treasury

Note

0.250

08/31/25

48,992,343‌

20,000,000

United

States

Treasury

Note

2.750

08/31/25

19,157,812‌

50,000,000

United

States

Treasury

Note

0.250

09/30/25

45,287,109‌

30,000,000

United

States

Treasury

Note

3.000

09/30/25

28,873,828‌

97,000,000

United

States

Treasury

Note

0.250

10/31/25

87,542,500‌

30,000,000

United

States

Treasury

Note

2.250

11/15/25

28,342,969‌

265,000,000

United

States

Treasury

Note

0.375

11/30/25

239,203,906‌

50,000,000

United

States

Treasury

Note

0.375

12/31/25

45,068,359‌

126,000,000

United

States

Treasury

Note

0.375

01/31/26

113,124,375‌

137,000,000

United

States

Treasury

Note

0.500

02/28/26

123,064,531‌

30,000,000

United

States

Treasury

Note

4.625

03/15/26

30,032,813‌

90,000,000

United

States

Treasury

Note

0.750

03/31/26

81,344,531‌

50,000,000

United

States

Treasury

Note

2.250

03/31/26

47,048,828‌

120,000,000

United

States

Treasury

Note

0.750

04/30/26

108,056,250‌

30,000,000

United

States

Treasury

Note

1.625

05/15/26

27,680,859‌

165,000,000

United

States

Treasury

Note

0.750

05/31/26

148,209,961‌

135,000,000

United

States

Treasury

Note

0.875

06/30/26

121,637,109‌

85,000,000

United

States

Treasury

Note

0.625

07/31/26

75,726,367‌

115,000,000

United

States

Treasury

Note

0.750

08/31/26

102,565,625‌

60,000,000

United

States

Treasury

Note

0.875

09/30/26

53,681,250‌

71,000,000

United

States

Treasury

Note

1.625

09/30/26

65,039,883‌

170,000,000

United

States

Treasury

Note

1.125

10/31/26

152,867,188‌

10,000,000

United

States

Treasury

Note

1.625

10/31/26

9,145,313‌

115,000,000

United

States

Treasury

Note

1.250

11/30/26

103,612,304‌

81,000,000

United

States

Treasury

Note

1.250

12/31/26

72,900,000‌

89,500,000

United

States

Treasury

Note

1.750

12/31/26

81,972,910‌

72,000,000

United

States

Treasury

Note

1.500

01/31/27

65,219,062‌

87,000,000

United

States

Treasury

Note

1.875

02/28/27

79,747,734‌

97,000,000

United

States

Treasury

Note

2.500

03/31/27

90,903,399‌

11,000,000

United

States

Treasury

Note

2.750

04/30/27

10,391,133‌

40,000,000

United

States

Treasury

Note

2.625

05/31/27

37,584,375‌

5,000,000

United

States

Treasury

Note

0.500

06/30/27

4,310,938‌

96,000,000

United

States

Treasury

Note

3.250

06/30/27

92,325,000‌

111,000,000

United

States

Treasury

Note

2.750

07/31/27

104,647,852‌

46,000,000

United

States

Treasury

Note

2.250

08/15/27

42,523,047‌

48,000,000

United

States

Treasury

Note

3.125

08/31/27

45,905,625‌

58,000,000

United

States

Treasury

Note

4.125

09/30/27

57,676,015‌

163,000,000

United

States

Treasury

Note

4.125

10/31/27

162,146,796‌

75,000,000

United

States

Treasury

Note

0.625

11/30/27

64,233,398‌

128,500,000

United

States

Treasury

Note

3.875

11/30/27

126,677,910‌

37,000,000

United

States

Treasury

Note

3.875

12/31/27

36,481,133‌

54,000,000

United

States

Treasury

Note

3.500

01/31/28

52,436,953‌

48,800,000

United

States

Treasury

Note

2.750

02/15/28

45,862,469‌

86,000,000

United

States

Treasury

Note

4.000

02/29/28

85,365,078‌

14,500,000

United

States

Treasury

Note

3.625

03/31/28

14,162,422‌

14,000,000

United

States

Treasury

Note

3.500

04/30/28

13,604,063‌

66,000,000

United

States

Treasury

Note

2.875

05/15/28

62,274,610‌

116,000,000

United

States

Treasury

Note

3.625

05/31/28

113,462,500‌

20,000,000

United

States

Treasury

Note

1.250

06/30/28

17,409,375‌

75,000,000

United

States

Treasury

Note

4.000

06/30/28

74,589,844‌

50,000,000

United

States

Treasury

Note

1.125

08/31/28

43,080,078‌

10,000,000

United

States

Treasury

Note

1.375

10/31/28

8,700,000‌

85,000,000

United

States

Treasury

Note

3.125

11/15/28

80,972,461‌

70,000,000

United

States

Treasury

Note

1.500

11/30/28

61,228,125‌

50,000,000

United

States

Treasury

Note

1.750

01/31/29

44,199,219‌

50,000,000

United

States

Treasury

Note

2.625

02/15/29

46,330,078‌

50,000,000

United

States

Treasury

Note

2.375

03/31/29

45,648,438‌

30,000,000

United

States

Treasury

Note

2.875

04/30/29

28,132,031‌

92,000,000

United

States

Treasury

Note

2.375

05/15/29

83,878,125‌

139

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

50,000,000

United

States

Treasury

Note

2.750

%

05/31/29

$

46,550,781‌

22,000,000

United

States

Treasury

Note

1.625

08/15/29

19,183,828‌

44,000,000

United

States

Treasury

Note

4.000

10/31/29

43,884,844‌

50,000,000

United

States

Treasury

Note

3.875

11/30/29

49,546,875‌

80,000,000

United

States

Treasury

Note

3.500

01/31/30

77,628,125‌

117,000,000

United

States

Treasury

Note

1.500

02/15/30

100,208,672‌

50,000,000

United

States

Treasury

Note

4.000

02/28/30

49,964,844‌

50,000,000

United

States

Treasury

Note

3.625

03/31/30

48,910,156‌

42,000,000

United

States

Treasury

Note

3.500

04/30/30

40,779,375‌

50,000,000

United

States

Treasury

Note

0.625

05/15/30

40,054,688‌

49,000,000

United

States

Treasury

Note

3.750

05/31/30

48,318,594‌

75,000,000

United

States

Treasury

Note

3.750

06/30/30

74,003,906‌

37,000,000

United

States

Treasury

Note

0.625

08/15/30

29,477,149‌

64,000,000

United

States

Treasury

Note

0.875

11/15/30

51,790,000‌

30,000,000

United

States

Treasury

Note

1.125

02/15/31

24,670,313‌

121,000,000

United

States

Treasury

Note

1.625

05/15/31

102,826,367‌

39,000,000

United

States

Treasury

Note

1.250

08/15/31

32,004,375‌

18,200,000

United

States

Treasury

Note

1.375

11/15/31

15,007,180‌

48,500,000

United

States

Treasury

Note

1.875

02/15/32

41,543,281‌

41,000,000

United

States

Treasury

Note

2.875

05/15/32

38,014,688‌

60,500,000

United

States

Treasury

Note

2.750

08/15/32

55,463,848‌

18,000,000

United

States

Treasury

Note

4.125

11/15/32

18,393,750‌

4,000,000

United

States

Treasury

Note

3.500

02/15/33

3,896,250‌

120,500,000

United

States

Treasury

Note

3.375

05/15/33

116,207,188‌

57,000,000

United

States

Treasury

Note

1.125

05/15/40

36,949,805‌

32,500,000

United

States

Treasury

Note

1.125

08/15/40

20,896,484‌

127,500,000

United

States

Treasury

Note

1.375

11/15/40

85,305,469‌

76,500,000

United

States

Treasury

Note

1.875

02/15/41

55,555,137‌

76,000,000

United

States

Treasury

Note

2.250

05/15/41

58,531,875‌

70,000,000

United

States

Treasury

Note

1.750

08/15/41

49,177,734‌

21,150,000

United

States

Treasury

Note

2.000

11/15/41

15,481,635‌

13,500,000

United

States

Treasury

Note

2.375

02/15/42

10,510,488‌

5,500,000

United

States

Treasury

Note

3.250

05/15/42

4,907,891‌

70,000,000

United

States

Treasury

Note

3.375

08/15/42

63,538,672‌

62,300,000

United

States

Treasury

Note

4.000

11/15/42

61,900,891‌

40,300,000

United

States

Treasury

Note

3.875

02/15/43

39,292,500‌

83,000,000

e

United

States

Treasury

Note

3.875

05/15/43

80,989,844‌

35,850,000

United

States

Treasury

Note

1.250

05/15/50

20,158,623‌

28,000,000

United

States

Treasury

Note

1.375

08/15/50

16,269,531‌

68,500,000

United

States

Treasury

Note

1.625

11/15/50

42,539,570‌

50,000,000

United

States

Treasury

Note

1.875

02/15/51

33,107,422‌

52,500,000

United

States

Treasury

Note

2.375

05/15/51

39,032,519‌

44,575,000

United

States

Treasury

Note

2.000

08/15/51

30,385,872‌

47,500,000

United

States

Treasury

Note

1.875

11/15/51

31,353,711‌

45,000,000

United

States

Treasury

Note

2.250

02/15/52

32,519,531‌

29,000,000

United

States

Treasury

Note

2.875

05/15/52

24,032,617‌

30,000,000

United

States

Treasury

Note

3.000

08/15/52

25,507,031‌

55,250,000

United

States

Treasury

Note

4.000

11/15/52

56,752,109‌

34,600,000

United

States

Treasury

Note

3.625

02/15/53

33,205,187‌

77,500,000

United

States

Treasury

Note

3.625

05/15/53

74,484,766‌

TOTAL

U.S.

TREASURY

SECURITIES

8,470,414,905‌

TOTAL

GOVERNMENT

BONDS

15,130,414,342‌

(Cost

$16,938,312,159)

STRUCTURED

ASSETS

-

2.2%

ASSET

BACKED

-

0.6%

133,680

American

Airlines

Pass

Through

Trust

3.600

09/22/27

124,250‌

Series

-

2015

2

(Class

AA)

138,127

American

Airlines

Pass

Through

Trust

3.575

01/15/28

127,910‌

Series

-

2016

1

(Class

AA)

Bond

Index

Fund

June

30,

2023

140

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

400,775

American

Airlines

Pass

Through

Trust

3.200

%

06/15/28

$

358,844‌

Series

-

2016

2

(Class

AA)

575,266

American

Airlines

Pass

Through

Trust

3.000

10/15/28

509,685‌

Series

-

2016

3

(Class

AA)

213,000

American

Airlines

Pass

Through

Trust

3.650

02/15/29

196,018‌

Series

-

2017

1

(Class

AA)

627,964

American

Airlines

Pass

Through

Trust

3.150

02/15/32

546,652‌

Series

-

2019

1

(Class

AA)

1,600,000

American

Express

Credit

Account

Master

Trust

0.900

11/15/26

1,501,852‌

Series

-

2021

1

(Class

A)

3,000,000

American

Express

Credit

Account

Master

Trust

3.390

05/17/27

2,895,178‌

Series

-

2022

2

(Class

A)

3,000,000

American

Express

Credit

Account

Master

Trust

3.750

08/15/27

2,908,513‌

Series

-

2022

3

(Class

A)

1,500,000

American

Express

Credit

Account

Master

Trust

4.870

05/15/28

1,491,145‌

Series

-

2023

1

(Class

A)

1,000,000

American

Express

Credit

Account

Master

Trust

4.800

05/15/30

990,079‌

Series

-

2023

2

(Class

A)

500,000

AmeriCredit

Automobile

Receivables

Trust

1.060

08/18/26

470,722‌

Series

-

2020

3

(Class

C)

1,500,000

AmeriCredit

Automobile

Receivables

Trust

0.680

10/19/26

1,448,298‌

Series

-

2021

1

(Class

B)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

0.890

10/19/26

928,402‌

Series

-

2021

1

(Class

C)

500,000

AmeriCredit

Automobile

Receivables

Trust

0.690

01/19/27

471,990‌

Series

-

2021

2

(Class

B)

500,000

AmeriCredit

Automobile

Receivables

Trust

1.010

01/19/27

456,859‌

Series

-

2021

2

(Class

C)

2,500,000

BA

Credit

Card

Trust

0.340

05/15/26

2,441,825‌

Series

-

2020

A1

(Class

A1)

960,000

BA

Credit

Card

Trust

0.440

09/15/26

922,038‌

Series

-

2021

A1

(Class

A1)

2,450,000

Barclays

Dryrock

Issuance

Trust

0.630

07/15/27

2,302,946‌

Series

-

2021

1

(Class

A)

1,000,000

BMW

Vehicle

Lease

Trust

0.430

01/27/25

972,591‌

Series

-

2021

2

(Class

A4)

10,000,000

Cantor

Commercial

Real

Estate

Lending

3.523

05/15/52

8,870,230‌

Series

-

2019

CF1

(Class

A4)

6,000,000

Cantor

Commercial

Real

Estate

Lending

3.623

05/15/52

5,691,167‌

Series

-

2019

CF1

(Class

A2)

2,000,000

Capital

One

MExecution

Trust

1.040

11/15/26

1,881,960‌

Series

-

2021

A3

(Class

A3)

3,000,000

Capital

One

MExecution

Trust

3.490

05/15/27

2,899,854‌

Series

-

2022

A2

(Class

A)

2,500,000

Capital

One

Multi-Asset

Execution

Trust

2.060

08/15/28

2,283,991‌

Series

-

2019

A3

(Class

A3)

203,563

CarMax

Auto

Owner

Trust

0.500

08/15/25

198,934‌

Series

-

2020

4

(Class

A3)

1,322,718

CarMax

Auto

Owner

Trust

0.520

02/17/26

1,278,320‌

Series

-

2021

2

(Class

A3)

500,000

CarMax

Auto

Owner

Trust

0.530

10/15/26

463,790‌

Series

-

2021

1

(Class

A4)

900,000

CarMax

Auto

Owner

Trust

0.740

10/15/26

820,989‌

Series

-

2021

1

(Class

B)

1,000,000

CarMax

Auto

Owner

Trust

1.470

12/15/26

957,541‌

Series

-

2022

1

(Class

A3)

700,000

CarMax

Auto

Owner

Trust

2.200

11/15/27

639,590‌

Series

-

2022

1

(Class

C)

500,000

Carvana

Auto

Receivables

Trust

3.000

02/10/28

449,875‌

Series

-

2022

P1

(Class

B)

141

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,000,000

Carvana

Auto

Receivables

Trust

3.520

%

02/10/28

$

936,666‌

Series

-

2022

P1

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3.300

04/10/28

445,576‌

Series

-

2022

P1

(Class

C)

1,000,000

Chase

Issuance

Trust

3.970

09/15/27

974,240‌

Series

-

2022

A1

(Class

A)

311,402

CNH

Equipment

Trust

0.440

08/17/26

296,743‌

Series

-

2021

B

(Class

A3)

1,000,000

CNH

Equipment

Trust

0.700

05/17/27

902,523‌

Series

-

2021

B

(Class

A4)

300,000

CNH

Equipment

Trust

5.150

04/17/28

298,829‌

Series

-

2022

C

(Class

A3)

105,418

Continental

Airlines

Pass

Through

Trust

4.000

10/29/24

102,055‌

Series

-

2012

2

(Class

A)

84,172

Delta

Air

Lines

Pass

Through

Trust

3.625

07/30/27

76,632‌

Series

-

2015

1

(Class

AA)

246,185

Delta

Air

Lines

Pass

Through

Trust

2.000

06/10/28

216,724‌

Series

-

2020

1

(Class

AA)

1,500,000

Discover

Card

Execution

Note

Trust

0.580

09/15/26

1,411,833‌

Series

-

2021

A1

(Class

A1)

1,000,000

Discover

Card

Execution

Note

Trust

3.560

07/15/27

966,046‌

Series

-

2022

A3

(Class

A3)

1,500,000

Discover

Card

Execution

Note

Trust

5.030

10/15/27

1,492,350‌

Series

-

2022

A4

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

4.930

06/15/28

1,493,958‌

Series

-

2023

A2

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

1.030

09/15/28

1,319,612‌

Series

-

2021

A2

(Class

A2)

543,495

Drive

Auto

Receivables

Trust

1.020

06/15/27

535,847‌

Series

-

2021

1

(Class

C)

1,500,000

Exeter

Automobile

Receivables

Trust

3.020

06/15/28

1,392,171‌

Series

-

2022

1A

(Class

D)

866,318

FedEx

Corp

Pass

Through

Trust

1.875

02/20/34

706,712‌

Series

-

2020

1

(Class

AA)

159,451

i

FHLMC

Multifamily

Structured

Pass

Through

Certificates

3.060

07/25/23

158,869‌

Series

-

2013

K033

(Class

A2)

721,293

i

FHLMC

Multifamily

Structured

Pass

Through

Certificates

3.531

07/25/23

718,703‌

Series

-

2013

K034

(Class

A2)

1,283,583

i

FHLMC

Multifamily

Structured

Pass

Through

Certificates

3.527

10/25/23

1,275,132‌

Series

-

2014

K036

(Class

A2)

2,708,857

FHLMC

Multifamily

Structured

Pass

Through

Certificates

3.023

01/25/25

2,613,268‌

Series

-

2015

K045

(Class

A2)

1,224,000

FHLMC

Multifamily

Structured

Pass

Through

Certificates

1.760

03/25/28

1,080,125‌

Series

-

2021

K742

(Class

A2)

749,000

FHLMC

Multifamily

Structured

Pass

Through

Certificates

1.369

04/25/28

643,170‌

Series

-

2021

K742

(Class

AM)

500,000

Ford

Credit

Auto

Owner

Trust

0.510

08/15/26

468,747‌

Series

-

2020

C

(Class

A4)

2,000,000

Ford

Credit

Auto

Owner

Trust

0.490

09/15/26

1,865,633‌

Series

-

2021

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1.560

05/15/27

925,242‌

Series

-

2022

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1.910

07/15/27

915,925‌

Series

-

2022

A

(Class

B)

850,000

Ford

Credit

Floorplan

Master

Owner

Trust

2.440

09/15/26

815,944‌

Series

-

2019

4

(Class

A)

Bond

Index

Fund

June

30,

2023

142

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,000,000

GM

Financial

Automobile

Leasing

Trust

4.110

%

08/20/26

$

976,570‌

Series

-

2022

3

(Class

A4)

43,922

GM

Financial

Consumer

Automobile

Receivables

Trust

1.490

12/16/24

43,707‌

Series

-

2020

2

(Class

A3)

170,885

GM

Financial

Consumer

Automobile

Receivables

Trust

0.380

08/18/25

167,616‌

Series

-

2020

4

(Class

A3)

323,630

GM

Financial

Consumer

Automobile

Receivables

Trust

0.350

10/16/25

315,558‌

Series

-

2021

1

(Class

A3)

500,000

GM

Financial

Consumer

Automobile

Receivables

Trust

0.500

02/17/26

473,252‌

Series

-

2020

4

(Class

A4)

664,901

GM

Financial

Consumer

Automobile

Receivables

Trust

0.510

04/16/26

642,621‌

Series

-

2021

2

(Class

A3)

680,000

GM

Financial

Consumer

Automobile

Receivables

Trust

1.260

11/16/26

649,542‌

Series

-

2022

1

(Class

A3)

1,000,000

GM

Financial

Leasing

Trust

1.010

07/21/25

997,085‌

Series

-

2021

1

(Class

D)

850,000

GM

Financial

Securitized

Term

1.510

04/17/28

775,924‌

Series

-

2022

1

(Class

A4)

1,000,000

Harley-Davidson

Motorcycle

Trust

3.060

02/15/27

971,602‌

Series

-

2022

A

(Class

A3)

1,000,000

Harley-Davidson

Motorcycle

Trust

3.260

01/15/30

955,038‌

Series

-

2022

A

(Class

A4)

1,000,000

Honda

Auto

Receivables

Owner

Trust

1.880

05/15/26

955,506‌

Series

-

2022

1

(Class

A3)

1,000,000

Honda

Auto

Receivables

Owner

Trust

0.550

08/16/27

936,194‌

Series

-

2021

2

(Class

A4)

1,000,000

Honda

Auto

Receivables

Owner

Trust

0.420

01/21/28

945,202‌

Series

-

2021

1

(Class

A4)

295,946

Hyundai

Auto

Receivables

Trust

0.380

09/15/25

288,185‌

Series

-

2021

A

(Class

A3)

1,000,000

Hyundai

Auto

Receivables

Trust

0.620

05/17/27

930,942‌

Series

-

2021

A

(Class

A4)

420,746

JetBlue

Pass

Through

Trust

2

.750

05/15/32

357,578‌

Series

-

2019

1

(Class

AA)

836,408

JetBlue

Pass

Through

Trust

4.000

11/15/32

761,745‌

Series

-

2020

1

(Class

A)

692,302

John

Deere

Owner

Trust

0.520

03/16/26

663,217‌

Series

-

2021

B

(Class

A3)

500,000

John

Deere

Owner

Trust

0.740

05/15/28

460,487‌

Series

-

2021

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5.110

05/15/30

994,554‌

Series

-

2023

B

(Class

A4)

589,702

Mercedes-Benz

Auto

Lease

Trust

0.320

10/15/26

588,649‌

Series

-

2021

A

(Class

A4)

1,000,000

Mercedes-Benz

Auto

Receivables

Trust

5.250

02/15/29

1,003,914‌

Series

-

2022

1

(Class

A4)

1,000,000

MSWF

Commercial

Mortgage

Trust

5.472

05/15/56

1,003,296‌

Series

-

2023

1

(Class

A4)

1,000,000

Nissan

Auto

Lease

Trust

5.610

11/15/27

996,182‌

Series

-

2023

B

(Class

A4)

1,000,000

Nissan

Auto

Receivables

Owner

Trust

1.860

08/17/26

955,246‌

Series

-

2022

A

(Class

A3)

36,671

Santander

Drive

Auto

Receivables

Trust

1.010

01/15/26

36,525‌

Series

-

2020

4

(Class

C)

145,565

Santander

Drive

Auto

Receivables

Trust

0.750

02/17/26

144,376‌

Series

-

2021

1

(Class

C)

1,000,000

Santander

Drive

Auto

Receivables

Trust

4.430

03/15/27

980,230‌

Series

-

2022

5

(Class

B)

1,500,000

Santander

Drive

Auto

Receivables

Trust

1.350

07/15/27

1,417,557‌

Series

-

2021

2

(Class

D)

143

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

58,738

Spirit

Airlines

Pass

Through

Trust

4.100

%

04/01/28

$

53,096‌

Series

-

2015

1A

(Class

A1)

1,500,000

Synchrony

Card

Funding

LLC

3.860

07/15/28

1,454,637‌

Series

-

2022

A2

(Class

A)

500,000

Toyota

Auto

Receivables

Owner

Trust

0.470

01/15/26

478,649‌

Series

-

2020

D

(Class

A4)

500,000

Toyota

Auto

Receivables

Owner

Trust

2.930

09/15/26

483,699‌

Series

-

2022

B

(Class

A3)

1,500,000

Toyota

Auto

Receivables

Owner

Trust

0.530

10/15/26

1,385,951‌

Series

-

2021

B

(Class

A4)

500,000

Toyota

Auto

Receivables

Owner

Trust

3.110

08/16/27

473,612‌

Series

-

2022

B

(Class

A4)

145,064

Union

Pacific

Railroad

Co

Pass

Through

Trust

2.695

05/12/27

132,352‌

Series

-

2015

1

(Class

A)

253,906

United

Airlines

Pass

Through

Trust

4.150

04/11/24

249,535‌

Series

-

2012

1

(Class

A)

173,454

United

Airlines

Pass

Through

Trust

4.300

08/15/25

166,825‌

Series

-

2013

1

(Class

A)

171,250

United

Airlines

Pass

Through

Trust

4.875

01/15/26

163,450‌

Series

-

2020

1

(Class

B)

174,177

United

Airlines

Pass

Through

Trust

3.750

09/03/26

163,510‌

Series

-

2014

2

(Class

A)

1,796,708

United

Airlines

Pass

Through

Trust

5.875

10/15/27

1,781,279‌

Series

-

2020

A

(Class

A)

132,306

United

Airlines

Pass

Through

Trust

3.450

12/01/27

121,191‌

Series

-

2015

1

(Class

AA)

141,957

United

Airlines

Pass

Through

Trust

3.100

07/07/28

128,294‌

Series

-

2016

1

(Class

AA)

141,958

United

Airlines

Pass

Through

Trust

3.450

07/07/28

122,579‌

Series

-

2016

1

(Class

A)

283,704

United

Airlines

Pass

Through

Trust

2.875

10/07/28

249,872‌

Series

-

2016

2

(Class

AA)

1,176,496

United

Airlines

Pass

Through

Trust

3.500

03/01/30

1,060,382‌

Series

-

2018

1

(Class

AA)

300,033

United

Airlines

Pass

Through

Trust

4.150

08/25/31

274,835‌

Series

-

2019

1

(Class

AA)

214,749

United

Airlines

Pass

Through

Trust

2.700

05/01/32

179,859‌

Series

-

2019

2

(Class

AA)

4,410,000

Verizon

Master

Trust

0.500

05/20/27

4,209,661‌

Series

-

2021

1

(Class

A)

3,000,000

Verizon

Master

Trust

0.690

05/20/27

2,852,679‌

Series

-

2021

1

(Class

B)

815,000

Verizon

Master

Trust

0.890

05/20/27

775,742‌

Series

-

2021

1

(Class

C)

1,000,000

Volkswagen

Auto

Loan

Enhanced

Trust

5.010

01/22/30

996,745‌

Series

-

2023

1

(Class

A4)

1,013,756

World

Omni

Auto

Receivables

Trust

0.300

01/15/26

984,454‌

Series

-

2021

A

(Class

A3)

1,000,000

World

Omni

Auto

Receivables

Trust

0.690

06/15/27

914,733‌

Series

-

2021

B

(Class

A4)

500,000

World

Omni

Auto

Receivables

Trust

1.040

06/15/27

455,905‌

Series

-

2021

B

(Class

B)

500,000

World

Omni

Automobile

Lease

Securitization

Trust

0.750

11/16/26

482,011‌

Series

-

2021

A

(Class

B)

TOTAL

ASSET

BACKED

115,734,950‌

OTHER

MORTGAGE

BACKED

-

1.6%

2,500,000

BANK

1.650

12/15/53

1,936,162‌

Series

-

2020

BN30

(Class

A3)

1,500,000

BANK

1.925

12/15/53

1,158,153‌

Series

-

2020

BN30

(Class

A4)

Bond

Index

Fund

June

30,

2023

144

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

500,000

i

BANK

2.111

%

12/15/53

$

373,651‌

Series

-

2020

BN30

(Class

AS)

500,000

i

BANK

2.445

12/15/53

361,895‌

Series

-

2020

BN30

(Class

B)

2,000,000

BANK

1.771

02/15/54

1,586,451‌

Series

-

2021

BN31

(Class

A3)

1,000,000

BANK

2.036

02/15/54

797,663‌

Series

-

2021

BN31

(Class

A4)

500,000

i

BANK

2.211

02/15/54

384,510‌

Series

-

2021

BN31

(Class

AS)

500,000

i

BANK

2.383

02/15/54

355,640‌

Series

-

2021

BN31

(Class

B)

500,000

i

BANK

2.545

02/15/54

323,453‌

Series

-

2021

BN31

(Class

C)

2,000,000

BANK

3.538

11/15/54

1,837,105‌

Series

-

2017

BNK9

(Class

A4)

500,000

BANK

4.399

08/15/55

469,686‌

Series

-

2022

BNK43

(Class

A5)

500,000

i

BANK

5.404

08/15/55

419,816‌

Series

-

2022

BNK43

(Class

C)

800,000

BANK

5.203

02/15/56

797,116‌

Series

-

2023

BNK45

(Class

A5)

1,500,000

BANK

3.390

06/15/60

1,377,852‌

Series

-

2017

BNK5

(Class

A5)

4,607,348

BANK

3.641

02/15/61

4,398,292‌

Series

-

2018

BN10

(Class

ASB)

2,000,000

i

BANK

3.898

02/15/61

1,815,950‌

Series

-

2018

BN10

(Class

AS)

8,000,000

BANK

3.584

05/15/62

7,125,248‌

Series

-

2019

BN18

(Class

A4)

5,000,000

BANK

1.584

03/15/63

3,969,340‌

Series

-

2020

BN28

(Class

A3)

1,000,000

BANK

2.438

06/15/63

798,898‌

Series

-

2021

BN34

(Class

A5)

1,000,000

BANK

2.556

05/15/64

825,018‌

Series

-

2021

BN33

(Class

A5)

1,000,000

BANK

2.792

05/15/64

798,117‌

Series

-

2021

BN33

(Class

AS)

500,000

BANK

3.297

05/15/64

344,831‌

Series

-

2021

BN33

(Class

C)

1,000,000

g,i

BANK

2.500

06/15/64

507,751‌

Series

-

2021

BN35

(Class

D)

3,000,000

Barclays

Commercial

Mortgage

Trust

3.674

02/15/50

2,783,005‌

Series

-

2017

C1

(Class

A4)

12,500,000

Barclays

Commercial

Mortgage

Trust

2.690

02/15/53

11,562,635‌

Series

-

2020

C6

(Class

A2)

500,000

BBCMS

Mortgage

Trust

4.441

09/15/55

469,859‌

Series

-

2022

C17

(Class

A5)

500,000

h

BBCMS

Mortgage

Trust

5.310

07/15/56

503,501‌

Series

-

2023

C20

(Class

A4)

1,000,000

i

Benchmark

Mortgage

Trust

3.878

01/15/51

885,396‌

Series

-

2018

B1

(Class

AM)

524,414

Benchmark

Mortgage

Trust

3.976

07/15/51

522,468‌

Series

-

2018

B4

(Class

A2)

1,000,000

i

Benchmark

Mortgage

Trust

4.700

07/15/51

794,949‌

Series

-

2018

B4

(Class

C)

5,850,000

Benchmark

Mortgage

Trust

3.542

05/15/52

5,158,949‌

Series

-

2019

B11

(Class

A5)

1,000,000

i

Benchmark

Mortgage

Trust

2.944

02/15/53

823,814‌

Series

-

2020

B16

(Class

AM)

145

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,500,000

i

Benchmark

Mortgage

Trust

3.176

%

02/15/53

$

1,148,074‌

Series

-

2020

B16

(Class

B)

1,500,000

i

Benchmark

Mortgage

Trust

3.535

02/15/53

1,108,205‌

Series

-

2020

B16

(Class

C)

2,000,000

i

Benchmark

Mortgage

Trust

4.510

05/15/53

1,883,863‌

Series

-

2018

B7

(Class

A4)

5,000,000

Benchmark

Mortgage

Trust

1.925

07/15/53

3,913,036‌

Series

-

2020

B18

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1.704

12/17/53

1,971,615‌

Series

-

2020

B21

(Class

A4)

2,500,000

Benchmark

Mortgage

Trust

1.978

12/17/53

1,973,752‌

Series

-

2020

B21

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1.685

01/15/54

1,956,647‌

Series

-

2020

B22

(Class

A4)

1,500,000

Benchmark

Mortgage

Trust

1.973

01/15/54

1,176,468‌

Series

-

2020

B22

(Class

A5)

1,500,000

Benchmark

Mortgage

Trust

2.163

01/15/54

1,153,533‌

Series

-

2020

B22

(Class

AM)

2,000,000

Benchmark

Mortgage

Trust

1.620

02/15/54

1,765,606‌

Series

-

2021

B23

(Class

A2)

1,500,000

Benchmark

Mortgage

Trust

1.823

02/15/54

1,146,699‌

Series

-

2021

B23

(Class

A4A1)

1,500,000

Benchmark

Mortgage

Trust

2.070

02/15/54

1,156,110‌

Series

-

2021

B23

(Class

A5)

500,000

Benchmark

Mortgage

Trust

2.095

02/15/54

336,920‌

Series

-

2021

B23

(Class

B)

500,000

Benchmark

Mortgage

Trust

2.274

02/15/54

373,810‌

Series

-

2021

B23

(Class

AS)

500,000

i

Benchmark

Mortgage

Trust

2.563

02/15/54

320,668‌

Series

-

2021

B23

(Class

C)

1,000,000

Benchmark

Mortgage

Trust

2.577

04/15/54

796,994‌

Series

-

2021

B25

(Class

A5)

1,000,000

Benchmark

Mortgage

Trust

2.847

04/15/54

787,059‌

Series

-

2021

B25

(Class

AS)

1,700,000

Benchmark

Mortgage

Trust

2.613

06/15/54

1,363,671‌

Series

-

2021

B26

(Class

A5)

702,000

i

Benchmark

Mortgage

Trust

2.688

06/15/54

507,988‌

Series

-

2021

B26

(Class

B)

500,000

Benchmark

Mortgage

Trust

2.825

06/15/54

387,837‌

Series

-

2021

B26

(Class

AM)

1,500,000

Benchmark

Mortgage

Trust

2.512

07/15/54

1,157,194‌

Series

-

2021

B27

(Class

AS)

1,000,000

Benchmark

Mortgage

Trust

5.358

05/15/55

987,885‌

Series

-

2023

V2

(Class

A2)

500,000

i

Benchmark

Mortgage

Trust

4.470

07/15/55

469,881‌

Series

-

2022

B36

(Class

A5)

500,000

i

Benchmark

Mortgage

Trust

5.290

07/15/55

373,345‌

Series

-

2022

B36

(Class

C)

5,000,000

Benchmark

Mortgage

Trust

2.914

12/15/72

4,746,374‌

Series

-

2019

B15

(Class

A2)

1,500,000

i

BMO

Mortgage

Trust

5.117

02/15/56

1,485,344‌

Series

-

2023

C4

(Class

A5)

1,000,000

i

CD

Mortgage

Trust

3.526

11/10/49

919,273‌

Series

-

2016

CD2

(Class

A4)

2,000,000

CD

Mortgage

Trust

3.631

02/10/50

1,822,843‌

Series

-

2017

CD3

(Class

A4)

12,312

CD

Mortgage

Trust

3.025

08/15/50

11,225‌

Series

-

2017

CD5

(Class

A2)

2,500,000

CD

Mortgage

Trust

3.431

08/15/50

2,289,314‌

Series

-

2017

CD5

(Class

A4)

Bond

Index

Fund

June

30,

2023

146

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

i

CD

Mortgage

Trust

3.684

%

08/15/50

$

901,717‌

Series

-

2017

CD5

(Class

AS)

1,750,000

CD

Mortgage

Trust

4.279

08/15/51

1,628,621‌

Series

-

2018

CD7

(Class

A4)

755,000

Citigroup

Commercial

Mortgage

Trust

4.023

03/11/47

746,756‌

Series

-

2014

GC19

(Class

A4)

440,887

Citigroup

Commercial

Mortgage

Trust

3.622

07/10/47

427,474‌

Series

-

2014

GC23

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3.635

10/10/47

480,986‌

Series

-

2014

GC25

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.137

02/10/48

953,740‌

Series

-

2015

GC27

(Class

A5)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.571

02/10/48

944,166‌

Series

-

2015

GC27

(Class

AS)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.616

02/10/49

934,134‌

Series

-

2016

GC36

(Class

A5)

2,000,000

Citigroup

Commercial

Mortgage

Trust

3.314

04/10/49

1,865,903‌

Series

-

2016

GC37

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3.576

04/10/49

460,985‌

Series

-

2016

GC37

(Class

AS)

1,500,000

Citigroup

Commercial

Mortgage

Trust

2.832

08/10/49

1,363,036‌

Series

-

2016

C2

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.465

09/15/50

914,120‌

Series

-

2017

P8

(Class

A4)

1,480,000

Citigroup

Commercial

Mortgage

Trust

3.778

09/10/58

1,397,476‌

Series

-

2015

GC33

(Class

A4)

899,446

COMM

Mortgage

Trust

4.046

10/10/46

895,042‌

Series

-

2013

CR12

(Class

A4)

2,750,000

COMM

Mortgage

Trust

3.955

02/10/47

2,731,125‌

Series

-

2014

CR14

(Class

A3)

500,000

COMM

Mortgage

Trust

3.961

03/10/47

492,993‌

Series

-

2014

UBS2

(Class

A5)

1,000,000

COMM

Mortgage

Trust

4.051

04/10/47

980,283‌

Series

-

2014

CR16

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.819

06/10/47

971,596‌

Series

-

2014

UBS3

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.694

08/10/47

968,102‌

Series

-

2014

UBS4

(Class

A5)

754,520

COMM

Mortgage

Trust

3.326

11/10/47

728,247‌

Series

-

2014

CR20

(Class

A3)

1,000,000

COMM

Mortgage

Trust

3.590

11/10/47

961,843‌

Series

-

2014

CR20

(Class

A4)

1,000,000

i

COMM

Mortgage

Trust

4.339

12/10/47

941,598‌

Series

-

2014

CR21

(Class

B)

3,150,000

COMM

Mortgage

Trust

3.183

02/10/48

3,000,134‌

Series

-

2015

LC19

(Class

A4)

1,000,000

i

COMM

Mortgage

Trust

4.355

02/10/48

862,380‌

Series

-

2015

LC19

(Class

C)

1,700,000

COMM

Mortgage

Trust

3.708

07/10/48

1,619,237‌

Series

-

2015

LC21

(Class

A4)

616,563

COMM

Mortgage

Trust

3.432

08/10/48

586,302‌

Series

-

2015

CR24

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.759

08/10/48

949,929‌

Series

-

2015

CR25

(Class

A4)

11,217

COMM

Mortgage

Trust

3.221

10/10/48

10,485‌

Series

-

2015

LC23

(Class

A2)

1,500,000

COMM

Mortgage

Trust

3.774

10/10/48

1,421,113‌

Series

-

2015

LC23

(Class

A4)

44,273

COMM

Mortgage

Trust

4.258

08/10/50

44,214‌

Series

-

2013

CR11

(Class

A4)

147

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

5,000,000

COMM

Mortgage

Trust

2.827

%

08/15/57

$

4,773,869‌

Series

-

2019

GC44

(Class

A2)

3,000,000

COMM

Mortgage

Trust

3.263

08/15/57

2,525,143‌

Series

-

2019

GC44

(Class

AM)

650,000

i

CSAIL

Commercial

Mortgage

Trust

5.084

01/15/49

553,934‌

Series

-

2016

C6

(Class

C)

2,000,000

i

CSAIL

Commercial

Mortgage

Trust

4

.224

08/15/51

1,870,334‌

Series

-

2018

CX12

(Class

A4)

10,000,000

CSAIL

Commercial

Mortgage

Trust

4.053

03/15/52

9,176,024‌

Series

-

2019

C15

(Class

A4)

956,654

DBGS

Mortgage

Trust

4.358

10/15/51

950,773‌

Series

-

2018

C1

(Class

A2)

5,790,000

DBGS

Mortgage

Trust

4.466

10/15/51

5,426,104‌

Series

-

2018

C1

(Class

A4)

3,500,000

DBJPM

3.276

05/10/49

3,253,597‌

Series

-

2016

C1

(Class

A4)

1,000,000

DBJPM

3

.539

05/10/49

912,716‌

Series

-

2016

C1

(Class

AM)

1,590,000

DBJPM

3.328

06/10/50

1,458,275‌

Series

-

2017

C6

(Class

A5)

5,000,000

DBJPM

1.900

08/15/53

4,515,704‌

Series

-

2020

C9

(Class

A2)

1,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.199

12/25/27

1,287,219‌

Series

-

2021

K741

(Class

AM)

8,440,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.603

12/25/27

7,422,725‌

Series

-

2021

K741

(Class

A2)

2,947,450

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.712

07/25/28

2,583,428‌

Series

-

2021

K744

(Class

A2)

900,486

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.229

03/25/30

794,830‌

Series

-

2021

K128

(Class

A1)

957,462

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.101

08/25/30

819,320‌

Series

-

2021

K125

(Class

A1)

1,955,876

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.353

11/25/30

1,710,249‌

Series

-

2021

K127

(Class

A1)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.792

01/25/31

822,398‌

Series

-

2021

K126

(Class

AM)

9,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.846

01/25/31

7,473,254‌

Series

-

2021

K125

(Class

A2)

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.108

01/25/31

2,539,534‌

Series

-

2021

K127

(Class

A2)

1,332,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.851

02/25/31

1,094,419‌

Series

-

2021

K127

(Class

AM)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.749

03/25/31

815,446‌

Series

-

2021

K128

(Class

AM)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.020

03/25/31

1,681,345‌

Series

-

2021

K128

(Class

A2)

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.647

05/25/31

806,730‌

Series

-

2021

K129

(Class

AM)

Bond

Index

Fund

June

30,

2023

148

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

i

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3.500

%

07/25/32

$

2,783,023‌

Series

-

2022

K148

(Class

A2)

1,879,426

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.007

07/25/35

1,538,590‌

Series

-

2021

1520

(Class

A1)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.438

02/25/36

1,566,114‌

Series

-

2021

1520

(Class

A2)

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2

.184

08/25/36

1,503,625‌

Series

-

2021

1521

(Class

A2)

800,000

GS

Mortgage

Securities

Corp

II

3.382

05/10/50

758,428‌

Series

-

2015

GC30

(Class

A4)

18,275

GS

Mortgage

Securities

Trust

3.813

11/10/46

18,236‌

Series

-

2013

GC16

(Class

AAB)

1,000,000

GS

Mortgage

Securities

Trust

4.074

01/10/47

986,146‌

Series

-

2014

GC18

(Class

A4)

1,500,000

GS

Mortgage

Securities

Trust

3.964

11/10/47

1,422,957‌

Series

-

2014

GC26

(Class

AS)

1,749,843

GS

Mortgage

Securities

Trust

3.136

02/10/48

1,694,020‌

Series

-

2015

GC28

(Class

A4)

1,423,318

GS

Mortgage

Securities

Trust

3.178

11/10/49

1,316,017‌

Series

-

2016

GS4

(Class

A3)

1,350,000

i

GS

Mortgage

Securities

Trust

4.078

11/10/49

1,093,300‌

Series

-

2016

GS4

(Class

C)

568,838

GS

Mortgage

Securities

Trust

2.945

08/10/50

531,985‌

Series

-

2017

GS7

(Class

A2)

1,500,000

GS

Mortgage

Securities

Trust

3.430

08/10/50

1,355,654‌

Series

-

2017

GS7

(Class

A4)

1,000,000

GS

Mortgage

Securities

Trust

3.872

02/10/52

987,441‌

Series

-

2019

GC38

(Class

A2)

2,500,000

GS

Mortgage

Securities

Trust

3.968

02/10/52

2,322,647‌

Series

-

2019

GC38

(Class

A4)

500,000

i

GS

Mortgage

Securities

Trust

4.309

02/10/52

430,895‌

Series

-

2019

GC38

(Class

B)

2,500,000

GS

Mortgage

Securities

Trust

2.898

02/13/53

2,363,126‌

Series

-

2020

GC45

(Class

A2)

4,000,000

i

GS

Mortgage

Securities

Trust

3.173

02/13/53

3,343,312‌

Series

-

2020

GC45

(Class

AS)

2,000,000

i

GS

Mortgage

Securities

Trust

3.405

02/13/53

1,592,298‌

Series

-

2020

GC45

(Class

B)

2,000,000

GS

Mortgage

Securities

Trust

2.125

05/12/53

1,621,380‌

Series

-

2020

GC47

(Class

A4)

4,000,000

GS

Mortgage

Securities

Trust

2.377

05/12/53

3,260,868‌

Series

-

2020

GC47

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

1.662

12/12/53

863,267‌

Series

-

2020

GSA2

(Class

AAB)

3,000,000

GS

Mortgage

Securities

Trust

1.721

12/12/53

2,359,980‌

Series

-

2020

GSA2

(Class

A4)

2,000,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

1,575,753‌

Series

-

2020

GSA2

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

2.224

12/12/53

769,913‌

Series

-

2020

GSA2

(Class

AS)

500,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4.166

12/15/46

497,323‌

Series

-

2013

C16

(Class

A4)

1,000,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

2.822

08/15/49

909,916‌

Series

-

2016

JP2

(Class

A4)

149

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

681,668

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.109

%

07/15/50

$

660,977‌

Series

-

2017

JP6

(Class

A3)

2,500,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.454

09/15/50

2,267,548‌

Series

-

2017

JP7

(Class

A5)

2,150,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.219

06/13/52

1,987,058‌

Series

-

2019

COR5

(Class

ASB)

2,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.801

09/15/47

1,931,032‌

Series

-

2014

C22

(Class

A4)

1,875,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4.118

05/15/48

1,711,426‌

Series

-

2015

C29

(Class

B)

2,700,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.227

10/15/48

2,547,560‌

Series

-

2015

C28

(Class

A4)

1,100,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.532

10/15/48

1,030,957‌

Series

-

2015

C28

(Class

AS)

2,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.770

12/15/48

1,891,684‌

Series

-

2015

C33

(Class

A4)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.576

03/17/49

939,075‌

Series

-

2016

C1

(Class

A5)

500,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.970

03/17/49

464,259‌

Series

-

2016

C1

(Class

AS)

500,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4.859

03/17/49

463,149‌

Series

-

2016

C1

(Class

B)

1,000,000

i

JPMDB

Commercial

Mortgage

Securities

Trust

3.990

06/15/49

778,117‌

Series

-

2016

C2

(Class

B)

5,922,824

JPMDB

Commercial

Mortgage

Securities

Trust

3.141

12/15/49

5,363,500‌

Series

-

2016

C4

(Class

A3)

5,000,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.946

11/13/52

4,756,636‌

Series

-

2019

COR6

(Class

A2)

98,030

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.456

05/15/46

95,885‌

Series

-

2013

C9

(Class

AS)

240,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.708

05/15/46

209,220‌

Series

-

2013

C9

(Class

B)

134,267

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.654

04/15/47

133,171‌

Series

-

2014

C15

(Class

ASB)

2,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.892

06/15/47

1,952,391‌

Series

-

2014

C16

(Class

A5)

3,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.249

02/15/48

3,331,195‌

Series

-

2015

C20

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.306

04/15/48

948,995‌

Series

-

2015

C22

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.732

05/15/48

949,810‌

Series

-

2015

C24

(Class

A4)

2,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.599

05/15/50

1,856,300‌

Series

-

2017

C33

(Class

A5)

535,000

Morgan

Stanley

Capital

I

Trust

3.594

03/15/49

500,861‌

Series

-

2016

UBS9

(Class

A4)

1,000,000

i

Morgan

Stanley

Capital

I

Trust

5.013

07/15/51

815,351‌

Series

-

2018

H3

(Class

C)

1,500,000

i

Morgan

Stanley

Capital

I

Trust

4.238

10/15/51

1,439,156‌

Series

-

2018

L1

(Class

ASB)

1,704,998

Morgan

Stanley

Capital

I

Trust

4.288

10/15/51

1,690,466‌

Series

-

2018

L1

(Class

A2)

1,500,000

i

Morgan

Stanley

Capital

I

Trust

4.407

10/15/51

1,417,882‌

Series

-

2018

L1

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4.071

03/15/52

921,186‌

Series

-

2019

L2

(Class

A4)

5,000,000

Morgan

Stanley

Capital

I

Trust

3.224

06/15/52

4,638,728‌

Series

-

2019

H6

(Class

ASB)

Bond

Index

Fund

June

30,

2023

150

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

750,000

Morgan

Stanley

Capital

I

Trust

3.417

%

06/15/52

$

666,970‌

Series

-

2019

H6

(Class

A4)

5,000,000

Morgan

Stanley

Capital

I

Trust

1.790

07/15/53

3,976,106‌

Series

-

2020

HR8

(Class

A3)

2,000,000

Morgan

Stanley

Capital

I

Trust

2.438

05/15/54

1,644,646‌

Series

-

2021

L5

(Class

A3)

1,000,000

Morgan

Stanley

Capital

I

Trust

2.951

05/15/54

799,139‌

Series

-

2021

L5

(Class

AS)

500,000

Santander

Drive

Auto

Receivables

Trust

5.950

01/17/28

497,768‌

Series

-

2022

7

(Class

B)

500,000

Santander

Drive

Auto

Receivables

Trust

6.690

03/17/31

509,165‌

Series

-

2022

7

(Class

C)

393,487

UBS

Commercial

Mortgage

Trust

2.998

08/15/50

392,472‌

Series

-

2017

C3

(Class

A2)

1,500,000

UBS

Commercial

Mortgage

Trust

3.426

08/15/50

1,368,204‌

Series

-

2017

C3

(Class

A4)

1,000,000

i

UBS

Commercial

Mortgage

Trust

3.739

08/15/50

894,769‌

Series

-

2017

C3

(Class

AS)

11,000,000

UBS

Commercial

Mortgage

Trust

4.313

05/15/51

10,310,104‌

Series

-

2018

C10

(Class

A4)

2,000,000

UBS

Commercial

Mortgage

Trust

4.296

08/15/51

1,854,194‌

Series

-

2018

C12

(Class

A5)

2,400,000

i

UBS

Commercial

Mortgage

Trust

5.381

12/15/51

1,874,275‌

Series

-

2018

C14

(Class

C)

875,000

i

Wells

Fargo

Commercial

Mortgage

Trust

3.872

05/15/48

825,934‌

Series

-

2015

C28

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.695

11/15/48

1,890,857‌

Series

-

2015

C31

(Class

A4)

480,000

i

Wells

Fargo

Commercial

Mortgage

Trust

4.224

12/15/48

433,388‌

Series

-

2015

NXS4

(Class

B)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

2.652

08/15/49

1,811,180‌

Series

-

2016

BNK1

(Class

A3)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.967

08/15/49

382,262‌

Series

-

2016

BNK1

(Class

B)

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.377

11/15/49

897,254‌

Series

-

2016

NXS6

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

4.152

08/15/51

1,875,833‌

Series

-

2018

C46

(Class

A4)

2,700,000

Wells

Fargo

Commercial

Mortgage

Trust

3.760

03/15/52

2,474,186‌

Series

-

2019

C49

(Class

A4)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.635

05/15/52

1,878,767‌

Series

-

2019

C50

(Class

ASB)

3,250,000

Wells

Fargo

Commercial

Mortgage

Trust

4.192

05/15/52

2,813,544‌

Series

-

2019

C50

(Class

B)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.040

10/15/52

8,669,213‌

Series

-

2019

C53

(Class

A4)

2,500,000

Wells

Fargo

Commercial

Mortgage

Trust

1.810

07/15/53

2,009,257‌

Series

-

2020

C58

(Class

A3)

1,500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.092

07/15/53

1,192,359‌

Series

-

2020

C58

(Class

A4)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.398

07/15/53

381,183‌

Series

-

2020

C58

(Class

AS)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

1.864

08/15/53

8,012,480‌

Series

-

2020

C57

(Class

A3)

1,893,000

Wells

Fargo

Commercial

Mortgage

Trust

2.626

04/15/54

1,545,871‌

Series

-

2021

C59

(Class

A5)

117,000

Wells

Fargo

Commercial

Mortgage

Trust

3.896

03/15/59

101,494‌

Series

-

2016

C33

(Class

C)

500,000

i

WF-RBS

Commercial

Mortgage

Trust

4.646

03/15/47

461,715‌

Series

-

2014

C19

(Class

C)

151

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

i

WF-RBS

Commercial

Mortgage

Trust

4.723

%

03/15/47

$

961,582‌

Series

-

2014

C19

(Class

B)

TOTAL

OTHER

MORTGAGE

BACKED

342,775,474‌

TOTAL

STRUCTURED

ASSETS

458,510,424‌

(Cost

$520,022,270)

TOTAL

LONG-TERM

INVESTMENTS

20,870,965,229‌

(Cost

$23,441,029,826)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.7%

GOVERNMENT

AGENCY

DEBT

-

0.1%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0.000

07/05/23

4,998,658‌

5,000,000

FHLB

0.000

08/30/23

4,960,851‌

6,250,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

0.000

07/17/23

6,238,268‌

10,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

07/05/23

9,997,316‌

TOTAL

GOVERNMENT

AGENCY

DEBT

26,195,093‌

REPURCHASE

AGREEMENT

-

0.6%

116,595,000

r

Fixed

Income

Clearing

Corp

(FICC)

5.050

07/03/23

116,595,000‌

TOTAL

REPURCHASE

AGREEMENT

116,595,000‌

TOTAL

SHORT-TERM

INVESTMENTS

142,790,093‌

(Cost

$142,779,473)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.5%

111,799,939

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.110

111,799,939‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

111,799,939‌

(Cost

$111,799,939)

TOTAL

INVESTMENTS

-

100.6%

21,125,555,261‌

(Cost

$23,695,609,238)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.6)%

(126,417,949‌)

NET

ASSETS

-

100.0%

$

20,999,137,312‌

DGS1

1-Year

Treasury

Constant

Maturity

Rate

LIBOR

London

Interbank

Offered

Rate

M

Month

UPMC

University

of

Pittsburgh

Medical

Center

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$114,582,363.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$116,595,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.750%

and

maturity

date

7/31/27,

valued

at

$118,926,967.

Core

Bond

Fund

June

30,

2023

Portfolio

of

Investments

152

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

BANK

LOAN

OBLIGATIONS

-

1.7%

AUTOMOBILES

&

COMPONENTS

-

0

.0

%

$

790,412

i

Gates

Global

LLC

SOFR

12

M

+

2.500%

7

.702

%

03/31/27

$

787,448‌

TOTAL

AUTOMOBILES

&

COMPONENTS

787,448‌

CAPITAL

GOODS

-

0

.1

%

916,071

i

Alliance

Laundry

Systems

LLC

SOFR

4

M

+

3.500%

8

.559

10/08/27

914,853‌

701,491

i

Avolon

TLB

Borrower  US

LLC

SOFR

1

M

+

2.500%

7

.589

06/22/28

701,992‌

892,659

i

Avolon

TLB

Borrower

US

LLC

LIBOR

12

M

+

1.500%

6

.646

02/12/27

881,563‌

591,263

i

Chariot

Buyer

LLC

SOFR

12

M

+

3.250%

8

.452

11/03/28

578,858‌

477,740

i

Cornerstone

Building

Brands,

Inc

SOFR

12

M

+

3.250%

8

.497

04/12/28

459,230‌

774,101

i

Resideo

Funding,

Inc

LIBOR

4

M

+

2.250%

7

.600

02/11/28

772,650‌

331,818

i

SRAM

LLC

LIBOR

12

M

+

2.750%

7

.943

05/18/28

330,574‌

1,436,759

i

TransDigm,

Inc

LIBOR

3

M

+

2.250%

5

.924

08/22/24

1,438,928‌

402,434

i

TransDigm,

Inc

LIBOR

3

M

+

2.250%

6

.980

12/09/25

402,667‌

571,879

i

Univar

Solutions

USA,

Inc

LIBOR

4

M

+

1.750%

7

.288

06/03/28

572,199‌

TOTAL

CAPITAL

GOODS

7,053,514‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.1

%

1,344,063

i

AlixPartners

LLP

SOFR

12

M

+

2.500%

7

.717

02/04/28

1,342,886‌

272,938

i

Amentum

Government

Services

Holdings

LLC

SOFR

12

M

+

4.000%

9

.147

02/15/29

267,479‌

635,315

i

Dun

&

Bradstreet

Corp

SOFR

12

M

+

3.250%

8

.434

02/06/26

636,665‌

977,040

i

EAB

Global,

Inc

LIBOR

4

M

+

3.500%

8

.872

08/16/28

967,426‌

378,705

i

GFL

Environmental,

Inc

LIBOR

3

M

+

3.000%

3

.000

05/31/25

379,459‌

712,434

i

Peraton

Corp

SOFR

12

M

+

3.750%

8

.952

02/01/28

701,367‌

1,279,401

i

Prime

Security

Services

Borrower

LLC

LIBOR

3

M

+

2.750%

7

.608

09/23/26

1,280,636‌

1,721,127

i

Sedgwick

Claims

Management

Services,

Inc

SOFR

12

M

+

3.750%

8

.852

02/24/28

1,713,468‌

455,148

i

Spin

Holdco,

Inc

LIBOR

4

M

+

4.000%

9

.230

03/04/28

392,891‌

4,193,037

i

Trans

Union

LLC

SOFR

12

M

+

2.250%

7

.467

12/01/28

4,188,005‌

400,728

i

West

Technology

Group

LLC

SOFR

4

M

+

4.000%

9

.295

04/10/27

363,103‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

12,233,385‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.1

%

1,750,000

h,i

Emerson

Climate

Technologies,

Inc

SOFR

1

M

+

3.000%

3

.000

05/31/30

1,752,188‌

4,962,500

i

Flutter

Financing

BV

SOFR

4

M

+

3.250%

8

.753

07/22/28

4,977,437‌

605,231

h,i

LS

Group

OpCo

Acquisition

LLC

LIBOR

12

M

+

3.250%

8

.443

11/02/27

602,711‌

984,987

i

PetSmart,

Inc

SOFR

12

M

+

3.750%

8

.952

02/11/28

984,785‌

578,764

i

Staples,

Inc

LIBOR

4

M

+

5.000%

10

.299

04/16/26

496,834‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

8,813,955‌

CONSUMER

DURABLES

&

APPAREL

-

0

.0

%

982,500

i

Conair

Holdings

LLC

LIBOR

4

M

+

3.750%

9

.288

05/17/28

929,077‌

979,678

i

Weber-Stephen

Products

LLC

SOFR

12

M

+

3.250%

8

.467

10/30/27

866,662‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,795,739‌

CONSUMER

SERVICES

-

0

.2

%

3,795,507

i

1011778

BC

ULC

LIBOR

12

M

+

1.750%

6

.943

11/19/26

3,774,936‌

397,975

i

Alterra

Mountain

Co

LIBOR

12

M

+

3.500%

8

.693

08/17/28

397,851‌

1,571,063

i

Caesars

Entertainment,

Inc

SOFR

12

M

+

3.250%

8

.452

02/06/30

1,573,113‌

584,594

i

Carnival

Corp

SOFR

12

M

+

3.250%

8

.467

10/18/28

580,452‌

656,688

i

CCC

Intelligent

Solutions,

Inc

SOFR

12

M

+

2.250%

7

.467

09/21/28

655,765‌

976,684

i

ClubCorp

Holdings,

Inc

LIBOR

4

M

+

2.750%

8

.288

09/18/24

939,184‌

270,000

i

Delta

2

Lux

Sarl

SOFR

12

M

+

3.000%

8

.102

01/15/30

270,371‌

453,863

i

Element

Materials

Technology

Group

US

Holdings,

Inc

CME

Term

SOFR

1

Month

+

4.250%

8

.930

04/12/29

445,920‌

208,950

i

Element

Materials

Technology

Group

US

Holdings,

Inc

SOFR

4

M

+

4.250%

9

.592

06/22/29

205,293‌

1,960,174

i

Fertitta

Entertainment

LLC

SOFR

12

M

+

4.000%

9

.102

01/27/29

1,938,328‌

153

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

859,693

i

IRB

Holding

Corp

SOFR

12

M

+

3.000%

8

.202

%

12/15/27

$

854,857‌

379,789

i

KFC

Holding

Co

LIBOR

12

M

+

1.750%

6

.896

03/15/28

377,273‌

643,824

i

Life

Time,

Inc

CME

Term

SOFR

1

Month

+

4.750%

9

.800

01/15/26

644,731‌

203,713

h,i

Motion

Finco

LLC

LIBOR

1

M

+

3.250%

0

.000

11/04/26

202,249‌

307,395

i

Penn

National

Gaming,

Inc

SOFR

12

M

+

2.750%

7

.952

05/03/29

306,786‌

2,224,068

i

Sophia

LP

LIBOR

1

M

+

3.750%

8

.230

10/07/27

2,203,685‌

1,347,500

i

Stars

Group

Holdings

BV

SOFR

4

M

+

2.250%

7

.753

07/21/26

1,349,023‌

TOTAL

CONSUMER

SERVICES

16,719,817‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.0

%

884,583

i

US

Foods,

Inc

SOFR

12

M

+

2.750%

7

.967

11/22/28

885,242‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

885,242‌

ENERGY

-

0

.0

%

1,378,955

i

Buckeye

Partners

LP

LIBOR

12

M

+

2.250%

7

.452

11/01/26

1,371,343‌

193,674

i

DT

Midstream,

Inc

SOFR

4

M

+

2.000%

7

.356

06/26/28

194,098‌

746,144

i

Oryx

Midstream

Services

Permian

Basin

LLC

SOFR

12

M

+

3.250%

8

.539

10/05/28

745,961‌

TOTAL

ENERGY

2,311,402‌

FINANCIAL

SERVICES

-

0

.0

%

593,368

i

Lions

Gate

Capital

Holdings

LLC

SOFR

12

M

+

2.250%

7

.452

03/24/25

592,258‌

1,428,940

h,i

Motion

Finco

LLC

LIBOR

3

M

+

3.250%

3

.250

11/12/26

1,418,673‌

TOTAL

FINANCIAL

SERVICES

2,010,931‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.0

%

601,970

i

Arterra

Wines

Canada,

Inc

SOFR

4

M

+

3.500%

9

.003

11/24/27

586,421‌

145,500

i

Froneri

US,

Inc

SOFR

12

M

+

2.250%

7

.452

01/29/27

144,937‌

1,862,000

i

Hayward

Industries,

Inc

SOFR

12

M

+

2.750%

7

.967

05/30/28

1,846,871‌

882,659

i

Hostess

Brands

LLC

LIBOR

4

M

+

2.250%

7

.523

08/03/25

883,846‌

432,646

i

Triton

Water

Holdings,

Inc

LIBOR

4

M

+

3.500%

8

.659

03/31/28

419,329‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

3,881,404‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.2

%

3,698,789

i

Bausch

&

Lomb

Corp

SOFR

4

M

+

3.250%

8

.592

05/10/27

3,597,073‌

1

i

Da

Vinci

Purchaser

Corp

LIBOR

1

M

+

4.000%

8

.953

11/26/26

1‌

1,188,466

i

DaVita,

Inc

SOFR

12

M

+

1.750%

6

.967

08/12/26

1,173,134‌

605,009

i

Global

Medical

Response,

Inc

LIBOR

12

M

+

4.250%

9

.439

10/02/25

343,343‌

628,509

i

Grifols

Worldwide

Operations

USA,

Inc

SOFR

4

M

+

2.000%

7

.364

11/15/27

619,474‌

2,984,887

i

ICU

Medical,

Inc

SOFR

4

M

+

2.500%

7

.892

01/08/29

2,958,769‌

593,016

i

NMN

Holdings

III

Corp

SOFR

12

M

+

3.750%

8

.967

11/13/25

516,911‌

127,258

i

NMN

Holdings

III

Corp

SOFR

12

M

+

3.750%

8

.967

11/13/25

110,927‌

1,886,500

i

Onex

TSG

Intermediate

Corp

SOFR

4

M

+

4.750%

10

.057

02/28/28

1,686,059‌

977,506

i

Phoenix

Guarantor,

Inc

SOFR

12

M

+

3.500%

8

.602

03/05/26

967,853‌

946,734

i

Select

Medical

Corp

SOFR

12

M

+

2.500%

7

.702

03/06/25

945,905‌

2,000,000

h,i

Surgery

Center

Holdings,

Inc

LIBOR

12

M

+

3.750%

8

.896

08/31/26

1,999,770‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

14,919,219‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.0

%

567,000

i

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7

.442

12/22/27

564,877‌

1,900,000

h,i

Kronos

Acquisition

Holdings,

Inc

LIBOR

12

M

+

3.750%

9

.253

12/22/26

1,855,616‌

1,919,121

i

Kronos

Acquisition

Holdings,

Inc

CME

Term

SOFR

4

Month

+

6.000%

11

.375

12/22/26

1,887,935‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,308,428‌

INSURANCE

-

0

.1

%

667,091

i

Acrisure

LLC

LIBOR

12

M

+

3.500%

8

.693

02/15/27

649,283‌

382,913

i

AssuredPartners,

Inc

SOFR

12

M

+

3.500%

8

.717

02/12/27

379,723‌

610,306

i

Asurion

LLC

LIBOR

4

M

+

3.000%

8

.538

11/03/24

610,452‌

419,807

i

Asurion

LLC

LIBOR

12

M

+

3.250%

8

.788

12/23/26

405,218‌

525,974

i

HUB

International

Ltd

LIBOR

6

M

+

3.250%

8

.414

04/25/25

527,765‌

971,348

i

NFP

Corp

SOFR

12

M

+

3.250%

8

.467

02/15/27

953,655‌

Core

Bond

Fund

June

30,

2023

154

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

1,989,975

i

USI,

Inc

SOFR

4

M

+

3.750%

8

.992

%

11/22/29

$

1,989,796‌

TOTAL

INSURANCE

5,515,892‌

MATERIALS

-

0

.1

%

671,864

i

Asplundh

Tree

Expert

LLC

SOFR

12

M

+

1.750%

6

.952

09/07/27

670,920‌

1,751,268

i

Clydesdale

Acquisition

Holdings,

Inc

SOFR

12

M

+

4.175%

9

.377

04/13/29

1,726,671‌

1,195,600

i

Eco

Services

Operations

Corp

SOFR

4

M

+

2.500%

7

.645

06/09/28

1,192,145‌

199,500

i

H.B.

Fuller

Co

SOFR

12

M

+

2.500%

7

.602

02/15/30

200,569‌

759,500

i

Kloeckner

Pentaplast

of

America,

Inc

SOFR

2M

+

4.725%

10

.104

02/12/26

726,747‌

344,639

i

Messer

Industries

USA,

Inc

SOFR

4

M

+

2.500%

8

.003

03/02/26

344,865‌

144,270

i

Quikrete

Holdings,

Inc

SOFR

12

M

+

2.625%

7

.842

02/01/27

144,173‌

297,076

i

Reynolds

Consumer

Products

LLC

SOFR

12

M

+

1.750%

6

.952

02/04/27

297,110‌

1,032,580

i

Reynolds

Group

Holdings,

Inc

SOFR

12

M

+

3.250%

8

.467

02/05/26

1,033,458‌

392,995

i

TricorBraun

Holdings,

Inc

SOFR

12

M

+

3.250%

8

.467

03/03/28

383,416‌

869,593

i

Tronox

Finance

LLC

LIBOR

12

M

+

2.250%

7

.443

03/10/28

865,897‌

142,825

i

WR

Grace

Holdings

LLC

LIBOR

4

M

+

3.750%

9

.313

09/22/28

142,213‌

TOTAL

MATERIALS

7,728,184‌

MEDIA

&

ENTERTAINMENT

-

0

.2

%

482,044

i

Altice

Financing

S.A.

LIBOR

4

M

+

2.750%

8

.010

01/31/26

476,922‌

195,000

i

Cablevision

Lightpath

LLC

LIBOR

12

M

+

3.250%

8

.443

11/30/27

188,267‌

2,000,000

h,i

Centuri

Group,

Inc

LIBOR

3

M

+

2.500%

2

.500

08/27/28

1,993,130‌

3,323

i

Cirque

Du

Soleil

Holding

USA

Newco,

Inc

LIBOR

3

M

+

1.000%

7

.000

11/24/27

3,305‌

1,581,411

i

CNT

Holdings

I

Corp

SOFR

4

M

+

3.500%

8

.459

11/08/27

1,577,260‌

940,000

i

Coral-US

Co-Borrower

LLC

LIBOR

12

M

+

3.000%

8

.193

10/15/29

933,787‌

1,447,500

i,q

Diamond

Sports

Group

LLC

SOFR

12

M

+

5.250%

10

.496

08/24/26

51,864‌

825,650

i

DIRECTV

Financing

LLC

SOFR

12

M

+

5.000%

10

.217

08/02/27

809,021‌

980,722

i

INEOS

US

Petrochem

LLC

SOFR

12

M

+

2.750%

7

.967

01/29/26

979,864‌

3,174,924

i

Mozart

Borrower

LP

SOFR

12

M

+

3.250%

8

.352

10/23/28

3,142,175‌

3,482,443

i

Phoenix

Newco,

Inc

LIBOR

12

M

+

3.250%

8

.404

11/15/28

3,459,807‌

677,321

i

Rackspace

Technology

Global,

Inc

SOFR

12

M

+

2.750%

7

.996

02/15/28

314,355‌

3,039

i

Radiate

Holdco

LLC

SOFR

12

M

+

3.250%

8

.477

09/25/26

2,544‌

953,078

i

Ryan

Specialty

Group

LLC

SOFR

12

M

+

3.000%

8

.202

09/01/27

954,122‌

917

i

TK

Elevator

US

Newco,

Inc

LIBOR

2

M

+

3.500%

8

.602

07/30/27

911‌

326,632

i

Univision

Communications,

Inc

LIBOR

12

M

+

3.250%

8

.443

03/15/26

324,357‌

2,950,000

i

Virgin

Media

Bristol

LLC

LIBOR

12

M

+

2.500%

7

.693

01/31/28

2,929,173‌

259,344

i

Wand

NewCo

3,

Inc

LIBOR

12

M

+

2.750%

7

.943

02/05/26

257,597‌

TOTAL

MEDIA

&

ENTERTAINMENT

18,398,461‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.1

%

1,639,445

i

Avantor,

Inc

SOFR

12

M

+

2.250%

7

.452

11/08/27

1,640,814‌

955,253

i

Catalent

Pharma

Solutions,

Inc

LIBOR

12

M

+

2.000%

7

.188

02/22/28

937,638‌

1,988,984

i

Elanco

Animal

Health

Inc

LIBOR

1

M

+

1.750%

6

.653

08/01/27

1,955,420‌

1,277,545

i

Horizon

Therapeutics

USA,

Inc

SOFR

12

M

+

2.000%

7

.204

05/22/26

1,277,315‌

3,413,015

i

Jazz

Financing

Lux

Sarl

SOFR

12

M

+

3.500%

8

.864

05/05/28

3,412,094‌

1,325,088

h,i

Organon

&

Co

LIBOR

12

M

+

3.000%

8

.250

06/02/28

1,326,539‌

294,030

i

Perrigo

Investments

LLC

SOFR

12

M

+

2.250%

7

.452

04/20/29

292,192‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

10,842,012‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.0

%

370,488

i

Cushman

&

Wakefield

plc

SOFR

12

M

+

2.750%

7

.967

08/21/25

367,941‌

467,317

i

Cushman

&

Wakefield

US

Borrower

LLC

SOFR

1

M

+

3.250%

8

.332

01/31/30

453,881‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

821,822‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.0

%

545,449

i

Bright

Bidco

BV

SOFR

4

M

+

9.000%

14

.045

10/31/27

282,725‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

282,725‌

SOFTWARE

&

SERVICES

-

0

.3

%

2,982,434

i

Boxer

Parent

Co,

Inc

SOFR

12

M

+

3.750%

8

.967

10/02/25

2,962,213‌

322,053

i

Camelot

Finance

S.A.

SOFR

12

M

+

3.000%

8

.217

10/30/26

321,973‌

155

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

824,438

i

Camelot

US

Acquisition

SOFR

12

M

+

3.000%

8

.217

%

10/30/26

$

824,269‌

994,885

i

Epicor

Software

Corp

SOFR

12

M

+

3.250%

8

.467

07/30/27

983,881‌

839,375

i

Informatica

LLC

LIBOR

12

M

+

2.750%

8

.000

10/27/28

839,635‌

1,994,962

i

Instructure

Holdings,

Inc

LIBOR

4

M

+

2.750%

7

.852

10/30/28

1,998,713‌

502,920

i

Light

&

Wonder,

Inc

SOFR

12

M

+

3.000%

8

.248

04/14/29

503,038‌

4,392

i

Magenta

Buyer

LLC

LIBOR

4

M

+

4.750%

10

.030

07/27/28

3,321‌

4,270,747

i

NortonLifeLock,

Inc

SOFR

12

M

+

2.000%

7

.202

09/12/29

4,254,753‌

4,378,000

i

Open

Text

Corp

SOFR

12

M

+

3.500%

8

.702

01/31/30

4,402,626‌

466,688

i

RealPage,

Inc

SOFR

12

M

+

3.000%

8

.217

04/24/28

457,179‌

680

i

Rocket

Software,

Inc

SOFR

12

M

+

4.250%

9

.467

11/28/25

674‌

2,008,840

i

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7

.452

03/22/29

2,005,495‌

3,027,709

i

SS&C

Technologies,

Inc

CME

Term

SOFR

12

Month

+

2.250%

7

.452

03/22/29

3,022,668‌

1,989,899

i

UKG,

Inc

SOFR

4

M

+

3.250%

8

.271

05/04/26

1,955,902‌

TOTAL

SOFTWARE

&

SERVICES

24,536,340‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.0

%

264,463

i

Ingram

Micro,

Inc

LIBOR

4

M

+

3.500%

9

.038

06/30/28

263,969‌

605,688

i

MLN

US

Holdco

LLC

LIBOR

6

M

+

4.500%

4

.500

11/30/25

145,365‌

379,683

i

MLN

US

Holdco

LLC

5

.082

10/18/27

190,791‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

600,125‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

139,626

i

Avaya,

Inc

SOFR

4

M

+

8.500%

13

.544

08/01/28

120,916‌

467,251

i

CommScope,

Inc

SOFR

12

M

+

3.250%

8

.467

04/06/26

448,619‌

964,093

i

SFR

Group

S.A.

LIBOR

4

M

+

3.688%

8

.948

01/31/26

912,274‌

623,553

i

Zayo

Group

Holdings,

Inc

SOFR

12

M

+

3.000%

8

.217

03/09/27

491,671‌

TOTAL

TELECOMMUNICATION

SERVICES

1,973,480‌

TRANSPORTATION

-

0

.1

%

248,125

i

Air

Canada

LIBOR

4

M

+

3.500%

8

.839

08/11/28

248,458‌

750,000

i

American

Airlines,

Inc

LIBOR

4

M

+

4.750%

10

.000

04/20/28

767,010‌

308,380

i

Avis

Budget

Car

Rental

LLC

SOFR

12

M

+

1.750%

6

.967

08/06/27

305,103‌

374,300

i

CHG

Healthcare

Services,

Inc

LIBOR

12

M

+

3.250%

8

.443

09/29/28

372,943‌

985,000

i

Gulf

Finance

LLC

SOFR

12

M

+

6.750%

11

.996

08/25/26

960,513‌

2,000,000

h,i

Kestrel

Bidco,

Inc

SOFR

4

M

+

3.000%

8

.251

12/11/26

1,945,140‌

440,000

i

Mileage

Plus

Holdings

LLC

LIBOR

4

M

+

5.250%

10

.764

06/21/27

457,875‌

247,500

i

SkyMiles

IP

Ltd

SOFR

4

M

+

3.750%

8

.798

10/20/27

257,400‌

642,032

i

XPO,

Inc

CME

Term

SOFR

1

Month

+

2.000%

0

.000

05/24/28

645,072‌

TOTAL

TRANSPORTATION

5,959,514‌

UTILITIES

-

0

.1

%

998,344

h,i

BroadStreet

Partners,

Inc

SOFR

12

M

+

2.750%

7

.967

01/27/27

987,478‌

354,197

i

BroadStreet

Partners,

Inc

SOFR

12

M

+

2.750%

7

.967

01/27/27

351,541‌

1,500,000

i

BroadStreet

Partners,

Inc

SOFR

12

M

+

4.000%

9

.160

01/27/29

1,494,375‌

909,562

i

Calpine

Corp

LIBOR

12

M

+

2.500%

7

.700

12/16/27

910,058‌

656,860

i

Covanta

Holding

Corp

SOFR

12

M

+

2.500%

7

.602

11/30/28

652,120‌

49,826

i

Covanta

Holding

Corp

CME

Term

SOFR

12

Month

+

2.500%

7

.602

11/30/28

49,466‌

1,460,200

i

First

Eagle

Holdings,

Inc

LIBOR

4

M

+

2.500%

8

.038

02/01/27

1,440,487‌

1,923,559

i

Gopher

Resource

LLC

LIBOR

4

M

+

3.250%

8

.981

03/06/25

1,591,745‌

1,048,174

i

Samsonite

IP

Holdings

Sarl

SOFR

1

M

+

2.750%

7

.826

06/21/30

1,052,765‌

213,000

h,i

Talen

Energy

Supply

LLC

SOFR

1

M

+

4.500%

4

.500

05/17/30

212,690‌

262,000

h,i

Talen

Energy

Supply

LLC

SOFR

1

M

+

4.500%

9

.590

05/17/30

261,619‌

1,010,179

i

Utz

Quality

Foods

LLC

SOFR

12

M

+

3.000%

8

.217

01/20/28

1,009,967‌

889,789

i

Vistra

Operations

Co

LLC

LIBOR

12

M

+

1.750%

6

.943

12/31/25

888,676‌

TOTAL

UTILITIES

10,902,987‌

TOTAL

BANK

LOAN

OBLIGATIONS

163,282,026‌

(Cost

$167,050,680)

Core

Bond

Fund

June

30,

2023

156

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

CORPORATE

BONDS

-

35

.6

%

AUTOMOBILES

&

COMPONENTS

-

1

.1

%

$

4,500,000

g

Adient

Global

Holdings

Ltd

4

.875

%

08/15/26

$

4,274,801‌

2,060,000

g

Clarios

Global

LP

6

.750

05/15/28

2,052,795‌

225,000

Dana,

Inc

5

.375

11/15/27

213,133‌

225,000

e

Dana,

Inc

5

.625

06/15/28

211,481‌

325,000

Dana,

Inc

4

.250

09/01/30

270,574‌

1,755,000

Ford

Motor

Co

3

.250

02/12/32

1,380,631‌

2,635,000

e

Ford

Motor

Co

6

.100

08/19/32

2,553,726‌

5,000,000

Ford

Motor

Credit

Co

LLC

3

.664

09/08/24

4,831,629‌

7,075,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

7,112,490‌

7,920,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

8,088,237‌

1,400,000

Ford

Motor

Credit

Co

LLC

4

.000

11/13/30

1,196,417‌

2,000,000

Ford

Motor

Credit

Co

LLC

3

.625

06/17/31

1,639,250‌

4,900,000

e,g

Gates

Global

LLC

6

.250

01/15/26

4,821,621‌

4,150,000

General

Motors

Co

6

.125

10/01/25

4,178,347‌

2,100,000

General

Motors

Co

5

.400

10/15/29

2,047,610‌

10,050,000

General

Motors

Co

5

.200

04/01/45

8,572,878‌

4,390,000

General

Motors

Financial

Co,

Inc

2

.750

06/20/25

4,135,484‌

1,400,000

General

Motors

Financial

Co,

Inc

6

.050

10/10/25

1,402,449‌

10,900,000

General

Motors

Financial

Co,

Inc

5

.000

04/09/27

10,607,009‌

3,550,000

General

Motors

Financial

Co,

Inc

5

.850

04/06/30

3,518,985‌

9,850,000

General

Motors

Financial

Co,

Inc

2

.700

06/10/31

7,856,368‌

3,450,000

General

Motors

Financial

Co,

Inc

5

.700

N/A‡

3,028,560‌

2,000,000

General

Motors

Financial

Co,

Inc

5

.750

N/A‡

1,627,500‌

2,000,000

e

Goodyear

Tire

&

Rubber

Co

5

.000

07/15/29

1,803,473‌

5,000,000

Goodyear

Tire

&

Rubber

Co

5

.250

04/30/31

4,391,683‌

3,000,000

g

Hyundai

Capital

Services,

Inc

2

.125

04/24/25

2,809,721‌

2,000,000

g,o

IHO

Verwaltungs

GmbH

4

.750

09/15/26

1,845,180‌

500,000

g,o

IHO

Verwaltungs

GmbH

6

.375

05/15/29

463,387‌

1,665,000

g

Kia

Corp

2

.375

02/14/25

1,578,080‌

1,750,000

Magna

International,

Inc

3

.625

06/15/24

1,715,065‌

2,000,000

e,g

Nemak

SAB

de

C.V.

3

.625

06/28/31

1,560,079‌

2,575,000

g

Volkswagen

Group

of

America

Finance

LLC

1

.625

11/24/27

2,202,246‌

750,000

g

ZF

North

America

Capital,

Inc

6

.875

04/14/28

759,513‌

TOTAL

AUTOMOBILES

&

COMPONENTS

104,750,402‌

BANKS

-

8

.1

%

1,525,000

g

Access

Bank

plc

6

.125

09/21/26

1,279,627‌

2,000,000

e,g

Akbank

T.A.S.

6

.800

02/06/26

1,905,600‌

1,500,000

g

Akbank

T.A.S.

6

.800

06/22/31

1,361,433‌

2,995,000

g

Australia

&

New

Zealand

Banking

Group

Ltd

2

.950

07/22/30

2,743,630‌

5,000,000

g

Australia

&

New

Zealand

Banking

Group

Ltd

6

.750

N/A‡

4,889,342‌

3,000,000

e

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.500

N/A‡

2,813,100‌

2,100,000

g

Banco

de

Credito

del

Peru

2

.700

01/11/25

2,006,379‌

1,012,000

g

Banco

de

Credito

e

Inversiones

S.A.

2

.875

10/14/31

838,373‌

1,725,000

g

Banco

Industrial

S.A.

4

.875

01/29/31

1,581,620‌

3,300,000

g

Banco

Internacional

del

Peru

SAA

Interbank

4

.000

07/08/30

3,030,720‌

1,725,000

g

Banco

Nacional

de

Comercio

Exterior

SNC

2

.720

08/11/31

1,446,844‌

4,000,000

Banco

Santander

S.A.

5

.294

08/18/27

3,921,534‌

4,200,000

Banco

Santander

S.A.

3

.800

02/23/28

3,859,643‌

5,400,000

Banco

Santander

S.A.

4

.750

N/A‡

4,132,237‌

2,000,000

Banco

Santander

S.A.

7

.500

N/A‡

1,905,952‌

1,825,000

Bancolombia

S.A.

4

.625

12/18/29

1,553,531‌

2,500,000

g

Banistmo

S.A.

4

.250

07/31/27

2,313,837‌

4,000,000

g

Bank

Hapoalim

BM

3

.255

01/21/32

3,422,608‌

8,000,000

g

Bank

Leumi

Le-Israel

BM

3

.275

01/29/31

7,147,520‌

157

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

32,525,000

Bank

of

America

Corp

0

.810

%

10/24/24

$

31,984,079‌

10,000,000

Bank

of

America

Corp

4

.000

01/22/25

9,724,939‌

1,000,000

Bank

of

America

Corp

4

.450

03/03/26

971,927‌

23,880,000

Bank

of

America

Corp

2

.592

04/29/31

20,048,135‌

9,300,000

Bank

of

America

Corp

2

.572

10/20/32

7,574,854‌

23,300,000

Bank

of

America

Corp

2

.972

02/04/33

19,423,490‌

76,000,000

Bank

of

America

Corp

5

.288

04/25/34

75,293,673‌

7,200,000

Bank

of

America

Corp

3

.846

03/08/37

6,156,895‌

8,925,000

Bank

of

America

Corp

2

.676

06/19/41

6,266,633‌

1,150,000

Bank

of

America

Corp

4

.375

N/A‡

980,663‌

14,700,000

Bank

of

America

Corp

6

.100

N/A‡

14,575,050‌

5,000,000

Bank

of

America

Corp

6

.250

N/A‡

4,937,500‌

7,000,000

Barclays

plc

3

.932

05/07/25

6,840,862‌

600,000

Barclays

plc

2

.279

11/24/27

527,797‌

4,700,000

Barclays

plc

3

.330

11/24/42

3,299,322‌

6,200,000

Barclays

plc

6

.125

N/A‡

5,434,300‌

6,500,000

Barclays

PLC

8

.000

N/A‡

6,141,850‌

5,550,000

g

BNP

Paribas

S.A.

2

.819

11/19/25

5,291,874‌

5,895,000

g

BNP

Paribas

S.A.

1

.904

09/30/28

5,020,791‌

2,800,000

g

BNP

Paribas

S.A.

2

.588

08/12/35

2,146,342‌

16,225,000

g

BNP

Paribas

S.A.

7

.750

N/A‡

15,704,178‌

7,906,000

g

BNP

Paribas

S.A.

7

.375

N/A‡

7,665,446‌

4,025,000

Citigroup,

Inc

3

.200

10/21/26

3,767,573‌

2,200,000

Citigroup,

Inc

4

.300

11/20/26

2,105,546‌

5,975,000

Citigroup,

Inc

4

.450

09/29/27

5,705,099‌

20,000,000

Citigroup,

Inc

2

.572

06/03/31

16,686,329‌

12,750,000

Citigroup,

Inc

4

.910

05/24/33

12,337,603‌

21,500,000

Citigroup,

Inc

6

.270

11/17/33

22,820,469‌

4,300,000

Citigroup,

Inc

6

.174

05/25/34

4,337,463‌

3,000,000

Citigroup,

Inc

5

.950

N/A‡

2,877,084‌

2,000,000

Citigroup,

Inc

6

.300

N/A‡

1,945,000‌

4,900,000

Citigroup,

Inc

6

.250

N/A‡

4,821,747‌

7,500,000

Citigroup,

Inc

4

.000

N/A‡

6,403,125‌

6,315,000

g

Cooperatieve

Rabobank

UA

1

.339

06/24/26

5,774,729‌

4,175,000

Cooperatieve

Rabobank

UA

3

.750

07/21/26

3,897,854‌

12,000,000

g

Credit

Agricole

S.A.

8

.125

N/A‡

12,017,952‌

1,525,000

g

DBS

Group

Holdings

Ltd

4

.520

12/11/28

1,513,760‌

3,150,000

g

Development

Bank

of

Kazakhstan

JSC

2

.950

05/06/31

2,488,500‌

4,200,000

Discover

Bank

2

.450

09/12/24

3,977,476‌

5,400,000

Discover

Bank

3

.450

07/27/26

4,970,223‌

2,275,000

Discover

Bank

2

.700

02/06/30

1,835,437‌

1,675,000

g

Grupo

Aval

Ltd

4

.375

02/04/30

1,314,096‌

2,160,000

g

Hana

Bank

3

.500

N/A‡

1,926,944‌

4,535,000

HSBC

Holdings

plc

1

.645

04/18/26

4,177,153‌

625,000

HSBC

Holdings

plc

3

.900

05/25/26

595,562‌

11,915,000

HSBC

Holdings

plc

4

.292

09/12/26

11,458,774‌

14,500,000

HSBC

Holdings

plc

2

.251

11/22/27

12,866,006‌

1,850,000

HSBC

Holdings

plc

2

.013

09/22/28

1,585,271‌

6,800,000

HSBC

Holdings

plc

7

.390

11/03/28

7,176,605‌

3,850,000

HSBC

Holdings

plc

3

.973

05/22/30

3,457,237‌

2,430,000

HSBC

Holdings

plc

2

.848

06/04/31

2,015,799‌

590,000

HSBC

Holdings

plc

6

.800

06/01/38

595,769‌

10,000,000

HSBC

Holdings

plc

8

.000

N/A‡

9,927,549‌

360,000

Huntington

Bancshares,

Inc

4

.000

05/15/25

345,077‌

2,875,000

g

ICICI

Bank

Ltd

3

.800

12/14/27

2,675,202‌

8,225,000

g

ING

Groep

NV

1

.400

07/01/26

7,488,590‌

400,000

ING

Groep

NV

3

.950

03/29/27

378,802‌

3,000,000

g

Intercorp

Financial

Services,

Inc

4

.125

10/19/27

2,694,372‌

8,150,000

JPMorgan

Chase

&

Co

2

.301

10/15/25

7,766,228‌

2,500,000

JPMorgan

Chase

&

Co

3

.200

06/15/26

2,382,147‌

3,525,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

3,402,454‌

Core

Bond

Fund

June

30,

2023

158

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

10,905,000

JPMorgan

Chase

&

Co

3

.702

%

05/06/30

$

9,993,654‌

22,460,000

JPMorgan

Chase

&

Co

1

.953

02/04/32

17,895,894‌

10,000,000

JPMorgan

Chase

&

Co

4

.912

07/25/33

9,771,735‌

13,000,000

JPMorgan

Chase

&

Co

5

.350

06/01/34

13,103,603‌

3,275,000

JPMorgan

Chase

&

Co

2

.525

11/19/41

2,252,763‌

14,550,000

JPMorgan

Chase

&

Co

3

.157

04/22/42

10,983,788‌

700,000

JPMorgan

Chase

&

Co

4

.260

02/22/48

603,991‌

7,380,000

JPMorgan

Chase

&

Co

3

.650

N/A‡

6,495,507‌

6,535,000

JPMorgan

Chase

&

Co

5

.000

N/A‡

6,383,878‌

13,200,000

JPMorgan

Chase

&

Co

6

.100

N/A‡

13,169,640‌

8,100,000

e

Lloyds

Banking

Group

plc

6

.750

N/A‡

7,413,219‌

9,800,000

Lloyds

Banking

Group

plc

7

.500

N/A‡

9,164,470‌

7,150,000

M&T

Bank

Corp

3

.500

N/A‡

4,769,092‌

7,200,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.193

02/25/25

6,784,947‌

2,070,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.412

07/17/25

1,895,247‌

3,000,000

g

Mizrahi

Tefahot

Bank

Ltd

3

.077

04/07/31

2,615,760‌

2,900,000

NatWest

Group

plc

5

.516

09/30/28

2,842,695‌

8,000,000

g

NBK

SPC

Ltd

1

.625

09/15/27

7,121,280‌

3,000,000

g

NBK

Tier  Financing

Ltd

3

.625

N/A‡

2,594,040‌

5,470,000

g

Nordea

Bank

Abp

6

.625

N/A‡

5,157,061‌

4,720,000

PNC

Bank

NA

2

.700

10/22/29

3,944,187‌

1,500,000

PNC

Financial

Services

Group,

Inc

3

.900

04/29/24

1,472,595‌

4,105,000

PNC

Financial

Services

Group,

Inc

3

.400

N/A‡

3,027,438‌

6,000,000

PNC

Financial

Services

Group,

Inc

6

.200

N/A‡

5,592,900‌

2,500,000

e,i

PNC

Financial

Services

Group,

Inc

LIBOR

3

M

+

3.678%

3

.804

N/A‡

2,497,496‌

3,500,000

g

Societe

Generale

S.A.

4

.027

01/21/43

2,334,733‌

4,600,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.474

07/08/25

4,224,480‌

5,100,000

Toronto-Dominion

Bank

4

.285

09/13/24

5,009,022‌

1,300,000

Toronto-Dominion

Bank

3

.625

09/15/31

1,199,421‌

5,000,000

Truist

Bank

3

.689

08/02/24

4,985,609‌

1,960,000

Truist

Bank

2

.250

03/11/30

1,557,239‌

1,960,000

Truist

Financial

Corp

1

.200

08/05/25

1,776,091‌

7,000,000

Truist

Financial

Corp

4

.950

N/A‡

6,475,000‌

4,500,000

Truist

Financial

Corp

5

.100

N/A‡

3,892,500‌

1,500,000

g

Turkiye

Garanti

Bankasi

AS.

7

.177

05/24/27

1,368,930‌

3,000,000

g

Turkiye

Vakiflar

Bankasi

TAO

6

.500

01/08/26

2,782,500‌

1,550,000

g

Turkiye

Vakiflar

Bankasi

TAO

5

.500

10/01/26

1,364,403‌

6,300,000

UniCredit

SpA

8

.000

N/A‡

6,158,628‌

3,000,000

g

United

Overseas

Bank

Ltd

1

.250

04/14/26

2,694,838‌

1,400,000

g

United

Overseas

Bank

Ltd

3

.750

04/15/29

1,371,552‌

3,700,000

g

United

Overseas

Bank

Ltd

2

.000

10/14/31

3,248,581‌

3,400,000

US

Bancorp

4

.839

02/01/34

3,175,693‌

1,600,000

Wells

Fargo

&

Co

3

.750

01/24/24

1,581,550‌

3,425,000

Wells

Fargo

&

Co

3

.550

09/29/25

3,282,693‌

9,300,000

Wells

Fargo

&

Co

3

.526

03/24/28

8,680,150‌

10,475,000

Wells

Fargo

&

Co

2

.393

06/02/28

9,334,595‌

8,000,000

Wells

Fargo

&

Co

5

.900

N/A‡

7,890,000‌

10,575,000

Wells

Fargo

&

Co

3

.900

N/A‡

9,310,230‌

9,500,000

Wells

Fargo

&

Co

5

.875

N/A‡

9,309,033‌

3,020,000

Westpac

Banking

Corp

2

.668

11/15/35

2,317,507‌

TOTAL

BANKS

775,548,594‌

CAPITAL

GOODS

-

1

.0

%

4,500,000

g

AerCap

Global

Aviation

6

.500

06/15/45

4,349,604‌

1,354,000

Air

Lease

Corp

3

.000

02/01/30

1,132,248‌

3,140,000

Air

Lease

Corp

3

.125

12/01/30

2,615,709‌

2,430,000

g

Airbus

SE

3

.150

04/10/27

2,273,372‌

650,000

g

BAE

Systems

plc

1

.900

02/15/31

521,889‌

17,400,000

Boeing

Co

2

.196

02/04/26

15,969,863‌

1,350,000

Boeing

Co

3

.250

02/01/28

1,239,364‌

6,900,000

Boeing

Co

2

.950

02/01/30

5,997,233‌

159

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

3,700,000

Boeing

Co

3

.625

%

02/01/31

$

3,332,441‌

1,825,000

Boeing

Co

3

.250

02/01/35

1,479,762‌

3,600,000

Boeing

Co

5

.705

05/01/40

3,591,025‌

7,000,000

Boeing

Co

5

.805

05/01/50

6,974,456‌

1,160,000

g

Chart

Industries,

Inc

7

.500

01/01/30

1,183,496‌

975,000

g

Chart

Industries,

Inc

9

.500

01/01/31

1,034,488‌

3,075,000

g

H&E

Equipment

Services,

Inc

3

.875

12/15/28

2,662,274‌

500,000

Ingersoll-Rand

Global

Holding

Co

Ltd

3

.750

08/21/28

473,434‌

3,750,000

Ingersoll-Rand

Luxembourg

Finance

S.A.

3

.800

03/21/29

3,532,804‌

7,145,000

John

Deere

Capital

Corp

2

.000

06/17/31

5,876,851‌

850,000

Lockheed

Martin

Corp

1

.850

06/15/30

707,203‌

5,775,000

Northrop

Grumman

Corp

3

.250

01/15/28

5,385,645‌

248,000

Raytheon

Technologies

Corp

3

.650

08/16/23

247,379‌

10,675,000

Raytheon

Technologies

Corp

4

.125

11/16/28

10,281,467‌

5,600,000

Raytheon

Technologies

Corp

5

.150

02/27/33

5,676,543‌

5,000,000

Raytheon

Technologies

Corp

4

.500

06/01/42

4,602,330‌

3,000,000

g

TSMC

Global

Ltd

0

.750

09/28/25

2,699,932‌

2,000,000

g

TSMC

Global

Ltd

1

.000

09/28/27

1,695,240‌

3,000,000

g

TSMC

Global

Ltd

1

.750

04/23/28

2,583,213‌

425,000

g

WESCO

Distribution,

Inc

7

.250

06/15/28

433,524‌

TOTAL

CAPITAL

GOODS

98,552,789‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.3

%

1,655,000

g

ADT

Corp

4

.875

07/15/32

1,415,025‌

1,000,000

AECOM

5

.125

03/15/27

967,570‌

1,395,000

g

Albion

Financing

1

SARL

6

.125

10/15/26

1,311,300‌

5,000,000

g

Allied

Universal

Holdco

LLC

6

.625

07/15/26

4,744,717‌

325,000

g

ASGN,

Inc

4

.625

05/15/28

294,021‌

925,000

g

Booz

Allen

Hamilton,

Inc

3

.875

09/01/28

836,626‌

370,000

g

Booz

Allen

Hamilton,

Inc

4

.000

07/01/29

331,426‌

1,000,000

g

Garda

World

Security

Corp

4

.625

02/15/27

915,001‌

745,000

g

Garda

World

Security

Corp

7

.750

02/15/28

739,503‌

150,000

g

GFL

Environmental,

Inc

4

.250

06/01/25

144,751‌

1,000,000

g

GFL

Environmental,

Inc

3

.750

08/01/25

951,369‌

125,000

g

GFL

Environmental,

Inc

5

.125

12/15/26

120,598‌

3,150,000

g

GFL

Environmental,

Inc

3

.500

09/01/28

2,803,451‌

155,000

g

Iron

Mountain,

Inc

7

.000

02/15/29

155,261‌

2,125,000

g

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

2,085,959‌

1,300,000

g

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

1,146,569‌

2,655,000

g

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

2,487,208‌

2,225,000

Republic

Services,

Inc

2

.900

07/01/26

2,084,961‌

420,000

g

Ritchie

Bros

Auctioneers,

Inc

6

.750

03/15/28

423,326‌

645,000

g

Ritchie

Bros

Auctioneers,

Inc

7

.750

03/15/31

669,140‌

420,000

Verisk

Analytics,

Inc

3

.625

05/15/50

308,833‌

1,235,000

Waste

Management,

Inc

1

.500

03/15/31

983,629‌

1,500,000

Waste

Management,

Inc

2

.500

11/15/50

958,421‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

26,878,665‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.5

%

2,670,000

g

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

2,369,955‌

755,000

g

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

657,375‌

3,275,000

AutoZone,

Inc

1

.650

01/15/31

2,555,660‌

2,200,000

Genuine

Parts

Co

2

.750

02/01/32

1,805,234‌

550,000

g

Group

1

Automotive,

Inc

4

.000

08/15/28

484,335‌

1,645,000

e,g

Hanesbrands,

Inc

9

.000

02/15/31

1,657,940‌

4,500,000

g,q

JSM

Global

Sarl

4

.750

10/20/30

780,750‌

1,000,000

Kohl's

Corp

4

.625

05/01/31

695,780‌

925,000

g

L

Brands,

Inc

6

.625

10/01/30

892,984‌

800,000

g

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

684,593‌

850,000

g

Lithia

Motors,

Inc

4

.625

12/15/27

793,985‌

1,950,000

e,g

Macy's

Retail

Holdings

LLC

5

.875

04/01/29

1,779,375‌

Core

Bond

Fund

June

30,

2023

160

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

2,450,000

g

Macy's

Retail

Holdings

LLC

6

.125

%

03/15/32

$

2,143,431‌

4,900,000

g

Magic

Mergeco,

Inc

5

.250

05/01/28

3,958,906‌

437,000

g

Myriad

International

Holdings

BV

4

.850

07/06/27

418,078‌

4,215,000

O'Reilly

Automotive,

Inc

3

.550

03/15/26

4,036,283‌

2,175,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

2,058,100‌

2,100,000

O'Reilly

Automotive,

Inc

4

.200

04/01/30

1,982,748‌

9,530,000

O'Reilly

Automotive,

Inc

1

.750

03/15/31

7,499,235‌

1,425,000

g

Prosus

NV

4

.193

01/19/32

1,199,984‌

1,675,000

g

Prosus

NV

4

.987

01/19/52

1,208,040‌

4,950,000

g

Staples,

Inc

7

.500

04/15/26

4,088,269‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

43,751,040‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

5,000,000

Lennar

Corp

5

.000

06/15/27

4,898,693‌

219,000

Newell

Brands,

Inc

4

.875

06/01/25

211,237‌

1,175,000

Newell

Brands,

Inc

6

.375

09/15/27

1,125,189‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,235,119‌

CONSUMER

SERVICES

-

0

.3

%

2,000,000

g

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

1,861,636‌

3,285,000

g

Churchill

Downs,

Inc

6

.750

05/01/31

3,248,044‌

2,300,000

g

ENA

Master

Trust

4

.000

05/19/48

1,720,274‌

125,000

g

Hilton

Domestic

Operating

Co,

Inc

5

.750

05/01/28

123,089‌

2,200,000

g

Hilton

Domestic

Operating

Co,

Inc

3

.625

02/15/32

1,834,221‌

8,800,000

Hyatt

Hotels

Corp

1

.300

10/01/23

8,719,290‌

400,000

g

International

Game

Technology

plc

4

.125

04/15/26

379,860‌

540,000

g

International

Game

Technology

plc

6

.250

01/15/27

537,975‌

425,000

e,g

Marriott

Ownership

Resorts,

Inc

4

.500

06/15/29

366,803‌

3,550,000

e

McDonald's

Corp

4

.600

09/09/32

3,516,250‌

1,000,000

g

NCL

Corp

Ltd

5

.875

03/15/26

935,564‌

1,000,000

g

NCL

Corp

Ltd

8

.375

02/01/28

1,044,944‌

2,335,000

Sands

China

Ltd

2

.800

03/08/27

2,026,717‌

1,400,000

Sands

China

Ltd

5

.900

08/08/28

1,334,460‌

3,000,000

e,g

Transnet

SOC

Ltd

8

.250

02/06/28

2,913,750‌

1,175,000

g

Wynn

Macau

Ltd

5

.625

08/26/28

1,025,187‌

TOTAL

CONSUMER

SERVICES

31,588,064‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.3

%

3,505,000

g

Albertsons

Cos,

Inc

6

.500

02/15/28

3,510,818‌

3,975,000

Costco

Wholesale

Corp

1

.600

04/20/30

3,309,247‌

3,000,000

Kroger

Co

3

.875

10/15/46

2,304,235‌

730,000

SYSCO

Corp

3

.750

10/01/25

705,865‌

3,700,000

SYSCO

Corp

3

.150

12/14/51

2,563,338‌

3,775,000

e

Target

Corp

4

.400

01/15/33

3,670,102‌

3,600,000

Walmart,

Inc

1

.050

09/17/26

3,214,181‌

294,000

Walmart,

Inc

2

.375

09/24/29

259,882‌

5,155,000

Walmart,

Inc

1

.800

09/22/31

4,280,138‌

3,900,000

Walmart,

Inc

2

.500

09/22/41

2,902,429‌

5,150,000

Walmart,

Inc

4

.500

04/15/53

5,022,657‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

31,742,892‌

ENERGY

-

3

.2

%

2,500,000

g

Antero

Midstream

Partners

LP

5

.750

01/15/28

2,383,223‌

1,875,000

g

Archrock

Partners

LP

6

.250

04/01/28

1,760,362‌

875,000

Cenovus

Energy,

Inc

2

.650

01/15/32

706,314‌

3,980,000

Cenovus

Energy,

Inc

5

.400

06/15/47

3,602,889‌

4,250,000

Cheniere

Energy

Partners

LP

3

.250

01/31/32

3,496,262‌

300,000

Chevron

USA,

Inc

3

.900

11/15/24

294,931‌

1,440,000

g

Civitas

Resources,

Inc

8

.375

07/01/28

1,456,272‌

875,000

g

Civitas

Resources,

Inc

8

.750

07/01/31

887,075‌

2,000,000

g

Cosan

Ltd

5

.500

09/20/29

1,809,913‌

161

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

3,750,000

Diamondback

Energy,

Inc

3

.125

%

03/24/31

$

3,212,167‌

2,625,000

Diamondback

Energy,

Inc

4

.250

03/15/52

2,013,365‌

1,790,000

g

DT

Midstream,

Inc

4

.125

06/15/29

1,570,860‌

1,490,000

g

DT

Midstream,

Inc

4

.375

06/15/31

1,283,266‌

2,500,000

Ecopetrol

S.A.

5

.375

06/26/26

2,392,525‌

1,050,000

Ecopetrol

S.A.

6

.875

04/29/30

957,875‌

2,275,000

Ecopetrol

S.A.

4

.625

11/02/31

1,756,140‌

2,675,000

g

Empresa

Nacional

del

Petroleo

3

.450

09/16/31

2,231,218‌

6,875,000

Enbridge,

Inc

5

.700

03/08/33

6,969,404‌

1,960,000

Enbridge,

Inc

2

.500

08/01/33

1,530,668‌

10,350,000

Enbridge,

Inc

5

.750

07/15/80

9,347,387‌

2,424,000

g

Energean

Israel

Finance

Ltd

4

.875

03/30/26

2,249,375‌

1,450,000

g,h

Energean

Israel

Finance

Ltd

8

.500

09/30/33

1,450,000‌

8,600,000

Energy

Transfer

LP

5

.750

02/15/33

8,656,296‌

2,440,000

Energy

Transfer

Operating

LP

2

.900

05/15/25

2,311,853‌

2,675,000

Energy

Transfer

Operating

LP

4

.750

01/15/26

2,614,954‌

1,670,000

Energy

Transfer

Operating

LP

5

.500

06/01/27

1,660,948‌

8,000,000

Energy

Transfer

Operating

LP

5

.250

04/15/29

7,809,938‌

1,235,000

Energy

Transfer

Operating

LP

3

.750

05/15/30

1,114,351‌

4,100,000

Energy

Transfer

Operating

LP

6

.250

04/15/49

4,004,382‌

4,625,000

Energy

Transfer

Operating

LP

5

.000

05/15/50

3,906,104‌

500,000

g

EnLink

Midstream

LLC

5

.625

01/15/28

483,842‌

745,000

g

EnLink

Midstream

LLC

6

.500

09/01/30

744,092‌

1,250,000

Enterprise

Products

Operating

LLC

3

.700

02/15/26

1,205,174‌

3,707,000

Enterprise

Products

Operating

LLC

3

.125

07/31/29

3,321,634‌

900,000

Enterprise

Products

Operating

LLC

2

.800

01/31/30

787,930‌

1,425,000

Enterprise

Products

Operating

LLC

4

.250

02/15/48

1,207,083‌

2,300,000

Enterprise

Products

Operating

LLC

4

.200

01/31/50

1,922,276‌

7,350,000

Enterprise

Products

Operating

LLC

3

.700

01/31/51

5,623,004‌

4,575,000

Enterprise

Products

Operating

LLC

3

.200

02/15/52

3,213,298‌

6,575,000

Enterprise

Products

Operating

LLC

3

.300

02/15/53

4,691,643‌

276,000

g

EQM

Midstream

Partners

LP

6

.000

07/01/25

272,953‌

1,200,000

g

EQM

Midstream

Partners

LP

6

.500

07/01/27

1,183,525‌

1,900,000

g

EQM

Midstream

Partners

LP

4

.500

01/15/29

1,694,597‌

850,000

g

EQT

Corp

3

.125

05/15/26

781,498‌

2,661,300

g

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.160

03/31/34

2,258,549‌

2,750,000

g

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.625

03/31/36

2,218,911‌

1,100,000

Genesis

Energy

LP

6

.500

10/01/25

1,083,274‌

3,000,000

Genesis

Energy

LP

8

.000

01/15/27

2,925,304‌

1,450,000

g

Hilcorp

Energy

I

LP

5

.750

02/01/29

1,312,958‌

1,450,000

g

Hilcorp

Energy

I

LP

6

.000

02/01/31

1,292,497‌

475,000

g

Holly

Energy

Partners

LP

6

.375

04/15/27

469,216‌

1,200,000

g

KazMunayGas

National

Co

JSC

5

.375

04/24/30

1,113,040‌

3,500,000

g

KazMunayGas

National

Co

JSC

3

.500

04/14/33

2,709,784‌

3,700,000

Kinder

Morgan

Energy

Partners

LP

5

.800

03/15/35

3,650,421‌

1,250,000

Kinder

Morgan

Energy

Partners

LP

5

.400

09/01/44

1,108,210‌

1,325,000

g

Kosmos

Energy

Ltd

7

.750

05/01/27

1,132,947‌

1,525,000

g

Leviathan

Bond

Ltd

6

.125

06/30/25

1,485,518‌

5,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

4,905,669‌

13,040,000

Marathon

Petroleum

Corp

3

.800

04/01/28

12,138,189‌

1,000,000

Marathon

Petroleum

Corp

4

.750

09/15/44

836,354‌

2,750,000

Marathon

Petroleum

Corp

5

.000

09/15/54

2,267,734‌

5,000,000

g

MEG

Energy

Corp

5

.875

02/01/29

4,702,078‌

4,475,000

MPLX

LP

1

.750

03/01/26

4,062,057‌

16,235,000

MPLX

LP

2

.650

08/15/30

13,583,045‌

2,935,000

MPLX

LP

4

.700

04/15/48

2,408,957‌

642,000

Murphy

Oil

Corp

5

.875

12/01/27

623,693‌

1,200,000

q

NAK

Naftogaz

Ukraine

via

Kondor

Finance

plc

7

.375

07/19/24

678,000‌

7,735,000

g

Northern

Natural

Gas

Co

3

.400

10/16/51

5,266,315‌

325,000

e

Occidental

Petroleum

Corp

5

.500

12/01/25

320,863‌

475,000

Occidental

Petroleum

Corp

5

.550

03/15/26

468,944‌

Core

Bond

Fund

June

30,

2023

162

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

5,000,000

Occidental

Petroleum

Corp

3

.500

%

08/15/29

$

4,294,950‌

2,000,000

Occidental

Petroleum

Corp

6

.600

03/15/46

2,059,100‌

1,450,000

g

Oleoducto

Central

S.A.

4

.000

07/14/27

1,270,259‌

3,414,000

ONEOK,

Inc

4

.350

03/15/29

3,174,532‌

7,750,000

ONEOK,

Inc

4

.500

03/15/50

5,916,716‌

2,000,000

g

Parkland

Corp

4

.500

10/01/29

1,735,000‌

1,260,000

g

Parkland

Corp

4

.625

05/01/30

1,092,489‌

6,200,000

g

Pertamina

Persero

PT

1

.400

02/09/26

5,598,077‌

850,000

e,g

Pertamina

Persero

PT

3

.650

07/30/29

784,287‌

1,667,000

e

Petrobras

Global

Finance

BV

5

.999

01/27/28

1,664,241‌

1,200,000

Petrobras

Global

Finance

BV

6

.900

03/19/49

1,107,288‌

767,000

g

Petroleos

del

Peru

S.A.

4

.750

06/19/32

586,507‌

2,700,000

Petroleos

Mexicanos

5

.950

01/28/31

1,972,487‌

6,244,000

Petroleos

Mexicanos

6

.700

02/16/32

4,747,653‌

3,000,000

Petroleos

Mexicanos

7

.690

01/23/50

2,033,502‌

2,950,000

g

Petronas

Energy

Canada

Ltd

2

.112

03/23/28

2,620,255‌

15,790,000

Phillips

66

2

.150

12/15/30

12,884,457‌

2,400,000

Phillips

66

3

.300

03/15/52

1,645,249‌

860,000

Phillips

66

Co

3

.150

12/15/29

750,333‌

775,000

Phillips

66

Co

4

.680

02/15/45

660,903‌

3,000,000

g

Qatar

Petroleum

2

.250

07/12/31

2,513,916‌

654,000

Regency

Energy

Partners

LP

4

.500

11/01/23

651,337‌

1,150,000

g

S.A.

Global

Sukuk

Ltd

0

.946

06/17/24

1,094,299‌

8,670,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

8,740,973‌

6,365,000

Sabine

Pass

Liquefaction

LLC

4

.500

05/15/30

6,050,329‌

1,825,000

g

Santos

Finance

Ltd

3

.649

04/29/31

1,515,094‌

3,175,000

g

Saudi

Arabian

Oil

Co

2

.250

11/24/30

2,641,244‌

1,365,000

Shell

International

Finance

BV

3

.125

11/07/49

992,256‌

1,975,000

Sunoco

Logistics

Partners

Operations

LP

4

.000

10/01/27

1,849,386‌

450,000

Sunoco

Logistics

Partners

Operations

LP

5

.400

10/01/47

396,618‌

1,150,000

Sunoco

LP

4

.500

05/15/29

1,020,269‌

2,525,000

Targa

Resources

Corp

4

.200

02/01/33

2,234,974‌

300,000

Targa

Resources

Partners

LP

6

.500

07/15/27

297,827‌

4,000,000

g

Thaioil

Treasury

Center

Co

Ltd

2

.500

06/18/30

3,258,400‌

1,450,000

Total

Capital

International

S.A.

2

.986

06/29/41

1,103,845‌

5,550,000

Total

Capital

International

S.A.

3

.127

05/29/50

4,030,469‌

7,835,000

TransCanada

Trust

5

.500

09/15/79

6,720,471‌

1,110,000

g

Transocean,

Inc

8

.750

02/15/30

1,126,650‌

834,000

g

Tullow

Oil

plc

10

.250

05/15/26

633,832‌

2,260,000

USA

Compression

Partners

LP

6

.875

04/01/26

2,213,883‌

500,000

USA

Compression

Partners

LP

6

.875

09/01/27

477,447‌

2,205,000

g

Venture

Global

LNG,

Inc

8

.125

06/01/28

2,239,475‌

7,050,000

Williams

Cos,

Inc

2

.600

03/15/31

5,842,787‌

5,550,000

Williams

Cos,

Inc

5

.650

03/15/33

5,623,538‌

TOTAL

ENERGY

307,462,997‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.1

%

5,370,000

American

Tower

Corp

1

.500

01/31/28

4,505,140‌

2,000,000

Camden

Property

Trust

4

.250

01/15/24

1,981,186‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

6,486,326‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.8

%

6,850,000

Agree

LP

2

.000

06/15/28

5,699,949‌

5,450,000

Alexandria

Real

Estate

Equities,

Inc

3

.450

04/30/25

5,214,402‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/27

426,458‌

675,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/28

628,957‌

2,775,000

Alexandria

Real

Estate

Equities,

Inc

4

.900

12/15/30

2,685,802‌

1,900,000

Alexandria

Real

Estate

Equities,

Inc

1

.875

02/01/33

1,388,478‌

2,700,000

American

Tower

Corp

2

.950

01/15/25

2,582,153‌

600,000

American

Tower

Corp

3

.375

10/15/26

559,885‌

1,200,000

American

Tower

Corp

3

.600

01/15/28

1,104,827‌

163

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

5,800,000

American

Tower

Corp

3

.800

%

08/15/29

$

5,291,248‌

6,950,000

American

Tower

Corp

2

.900

01/15/30

5,994,380‌

1,375,000

American

Tower

Corp

2

.100

06/15/30

1,110,346‌

890,000

American

Tower

Corp

1

.875

10/15/30

702,247‌

1,125,000

Brandywine

Operating

Partnership

LP

4

.100

10/01/24

1,079,487‌

2,225,000

Brixmor

Operating

Partnership

LP

3

.850

02/01/25

2,127,958‌

8,206,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

6,893,204‌

400,000

Crown

Castle

International

Corp

3

.650

09/01/27

373,865‌

7,625,000

Crown

Castle

International

Corp

2

.250

01/15/31

6,214,683‌

3,130,000

Crown

Castle

International

Corp

2

.100

04/01/31

2,503,411‌

2,900,000

CubeSmart

LP

2

.250

12/15/28

2,443,714‌

1,474,000

CubeSmart

LP

2

.000

02/15/31

1,152,606‌

1,525,000

e

Digital

Realty

Trust

LP

3

.600

07/01/29

1,354,529‌

7,735,000

Essential

Properties

LP

2

.950

07/15/31

5,796,637‌

5,000,000

Essex

Portfolio

LP

3

.875

05/01/24

4,908,623‌

3,200,000

Essex

Portfolio

LP

3

.000

01/15/30

2,735,355‌

1,225,000

Federal

Realty

Investment

Trust

1

.250

02/15/26

1,093,690‌

1,675,000

Healthcare

Realty

Holdings

LP

3

.875

05/01/25

1,589,002‌

3,000,000

Healthcare

Realty

Holdings

LP

3

.625

01/15/28

2,654,408‌

1,660,000

Healthcare

Realty

Holdings

LP

2

.400

03/15/30

1,313,676‌

925,000

Healthcare

Realty

Holdings

LP

2

.050

03/15/31

693,296‌

4,125,000

Healthcare

Trust

of

America

Holdings

LP

3

.500

08/01/26

3,795,086‌

6,765,000

Healthcare

Trust

of

America

Holdings

LP

3

.100

02/15/30

5,794,780‌

7,500,000

Highwoods

Realty

LP

3

.875

03/01/27

6,736,759‌

1,025,000

Highwoods

Realty

LP

4

.125

03/15/28

896,334‌

1,350,000

Highwoods

Realty

LP

4

.200

04/15/29

1,136,578‌

8,010,000

Highwoods

Realty

LP

3

.050

02/15/30

6,217,103‌

2,085,000

Highwoods

Realty

LP

2

.600

02/01/31

1,527,956‌

2,275,000

Life

Storage

LP

2

.400

10/15/31

1,802,284‌

1,200,000

Mid-America

Apartments

LP

4

.300

10/15/23

1,193,407‌

1,200,000

Mid-America

Apartments

LP

3

.750

06/15/24

1,176,483‌

1,050,000

Mid-America

Apartments

LP

4

.000

11/15/25

1,015,772‌

7,350,000

Mid-America

Apartments

LP

2

.750

03/15/30

6,367,503‌

6,200,000

Mid-America

Apartments

LP

1

.700

02/15/31

4,893,925‌

1,700,000

Mid-America

Apartments

LP

2

.875

09/15/51

1,093,204‌

625,000

National

Retail

Properties,

Inc

4

.000

11/15/25

594,303‌

1,850,000

National

Retail

Properties,

Inc

3

.600

12/15/26

1,719,618‌

1,075,000

ProLogis

LP

2

.875

11/15/29

940,895‌

1,100,000

Regency

Centers

LP

3

.900

11/01/25

1,036,946‌

950,000

Regency

Centers

LP

3

.600

02/01/27

892,944‌

5,885,000

Regency

Centers

LP

2

.950

09/15/29

5,043,964‌

4,425,000

Retail

Properties

of

America,

Inc

4

.750

09/15/30

3,977,349‌

17,050,000

g

SBA

Tower

Trust

2

.836

01/15/25

16,189,221‌

8,398,000

g

SBA

Tower

Trust

1

.884

01/15/26

7,543,551‌

7,500,000

g

SBA

Tower

Trust

1

.631

11/15/26

6,469,150‌

646,000

SITE

Centers

Corp

3

.625

02/01/25

607,915‌

2,000,000

SITE

Centers

Corp

4

.250

02/01/26

1,873,234‌

2,833,000

SITE

Centers

Corp

4

.700

06/01/27

2,590,779‌

475,000

Weingarten

Realty

Investors

4

.450

01/15/24

471,327‌

1,025,000

Weingarten

Realty

Investors

3

.850

06/01/25

971,991‌

700,000

Weingarten

Realty

Investors

3

.250

08/15/26

647,545‌

1,075,000

Weyerhaeuser

Co

4

.000

03/09/52

857,875‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

174,393,057‌

FINANCIAL

SERVICES

-

2

.5

%

4,900,000

AerCap

Ireland

Capital

DAC

3

.500

01/15/25

4,691,299‌

9,050,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

8,123,348‌

5,000,000

AerCap

Ireland

Capital

DAC

3

.875

01/23/28

4,596,869‌

10,075,000

AerCap

Ireland

Capital

DAC

3

.000

10/29/28

8,711,376‌

2,050,000

AerCap

Ireland

Capital

DAC

3

.300

01/30/32

1,677,102‌

1,250,000

AerCap

Ireland

Capital

DAC

3

.850

10/29/41

949,519‌

Core

Bond

Fund

June

30,

2023

164

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,250,000

American

Express

Co

3

.700

%

08/03/23

$

1,250,000‌

2,000,000

American

Express

Co

2

.550

03/04/27

1,820,819‌

1,500,000

g

B3

S.A.-Brasil

Bolsa

Balcao

4

.125

09/20/31

1,277,230‌

2,000,000

g

Banco

BTG

Pactual

S.A.

2

.750

01/11/26

1,820,209‌

2,600,000

g

Bangkok

Bank

PCL

3

.466

09/23/36

2,116,058‌

5,705,000

Bank

of

New

York

Mellon

Corp

4

.700

N/A‡

5,540,981‌

455,000

g

BBVA

Bancomer

S.A.

5

.350

11/12/29

437,374‌

3,350,000

g

BBVA

Bancomer

S.A.

5

.125

01/18/33

2,906,922‌

2,490,000

Capital

One

Financial

Corp

3

.750

03/09/27

2,319,267‌

5,490,000

e

Capital

One

Financial

Corp

3

.950

N/A‡

4,076,325‌

10,800,000

Charles

Schwab

Corp

5

.375

N/A‡

10,321,776‌

600,000

g

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

525,911‌

8,325,000

g

Credit

Suisse

Group

AG.

2

.193

06/05/26

7,633,764‌

4,950,000

g

Credit

Suisse

Group

AG.

1

.305

02/02/27

4,325,723‌

4,600,000

g

Credit

Suisse

Group

AG.

6

.442

08/11/28

4,617,015‌

4,050,000

Deutsche

Bank

AG.

5

.371

09/09/27

3,982,347‌

3,750,000

Deutsche

Bank

AG.

2

.311

11/16/27

3,222,515‌

6,400,000

Deutsche

Bank

AG.

6

.000

N/A‡

5,106,560‌

5,330,000

Fiserv,

Inc

3

.500

07/01/29

4,864,881‌

11,270,000

Goldman

Sachs

Group,

Inc

3

.625

02/20/24

11,104,952‌

5,277,000

Goldman

Sachs

Group,

Inc

3

.500

04/01/25

5,069,034‌

5,875,000

Goldman

Sachs

Group,

Inc

1

.093

12/09/26

5,235,424‌

5,600,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

5,414,170‌

7,410,000

Goldman

Sachs

Group,

Inc

1

.992

01/27/32

5,833,335‌

7,300,000

Goldman

Sachs

Group,

Inc

2

.615

04/22/32

5,986,870‌

360,000

Goldman

Sachs

Group,

Inc

6

.750

10/01/37

387,196‌

1,900,000

Goldman

Sachs

Group,

Inc

4

.411

04/23/39

1,657,968‌

4,875,000

Goldman

Sachs

Group,

Inc

3

.210

04/22/42

3,601,742‌

725,000

Goldman

Sachs

Group,

Inc

3

.436

02/24/43

551,481‌

500,000

Icahn

Enterprises

LP

4

.750

09/15/24

477,733‌

925,000

Icahn

Enterprises

LP

5

.250

05/15/27

797,720‌

3,800,000

Icahn

Enterprises

LP

4

.375

02/01/29

2,985,660‌

1,100,000

g

Indian

Railway

Finance

Corp

Ltd

3

.249

02/13/30

962,886‌

7,400,000

g

Indian

Railway

Finance

Corp

Ltd

2

.800

02/10/31

6,121,648‌

11,000,000

ING

GROEP

NV

6

.500

N/A‡

10,265,200‌

475,000

Legg

Mason,

Inc

3

.950

07/15/24

463,714‌

3,425,000

g

LPL

Holdings,

Inc

4

.000

03/15/29

3,004,816‌

2,500,000

g

Minejesa

Capital

BV

5

.625

08/10/37

1,956,243‌

1,040,000

Morgan

Stanley

4

.000

07/23/25

1,009,718‌

4,444,000

Morgan

Stanley

2

.188

04/28/26

4,171,618‌

11,950,000

Morgan

Stanley

3

.125

07/27/26

11,190,504‌

2,720,000

Morgan

Stanley

0

.985

12/10/26

2,425,169‌

685,000

Morgan

Stanley

3

.950

04/23/27

648,580‌

9,875,000

Morgan

Stanley

1

.512

07/20/27

8,748,933‌

15,750,000

Morgan

Stanley

5

.250

04/21/34

15,552,309‌

5,000,000

Navient

Corp

5

.000

03/15/27

4,473,111‌

2,000,000

Northern

Trust

Corp

4

.600

N/A‡

1,762,538‌

1,345,000

OneMain

Finance

Corp

3

.500

01/15/27

1,153,929‌

5,000,000

OneMain

Finance

Corp

4

.000

09/15/30

3,850,000‌

2,975,000

g

Power

Finance

Corp

Ltd

3

.950

04/23/30

2,649,343‌

2,000,000

g

Rocket

Mortgage

LLC

4

.000

10/15/33

1,564,480‌

2,070,000

g

Societe

Generale

S.A.

1

.375

07/08/25

1,877,186‌

550,000

Springleaf

Finance

Corp

5

.375

11/15/29

467,581‌

550,000

State

Street

Corp

3

.300

12/16/24

530,774‌

1,650,000

UBS

Group

AG.

3

.750

03/26/25

1,578,884‌

3,500,000

g

UBS

Group

AG.

3

.179

02/11/43

2,429,343‌

580,000

Visa,

Inc

3

.150

12/14/25

555,948‌

3,400,000

Visa,

Inc

2

.700

04/15/40

2,611,831‌

650,000

Voya

Financial,

Inc

5

.700

07/15/43

623,334‌

TOTAL

FINANCIAL

SERVICES

238,668,095‌

165

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1

.3

%

$

3,100,000

g

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3

.375

%

06/29/28

$

2,496,189‌

16,500,000

Anheuser-Busch

Cos

LLC

3

.650

02/01/26

15,981,353‌

6,875,000

Anheuser-Busch

Cos

LLC

4

.700

02/01/36

6,686,726‌

8,910,000

Anheuser-Busch

Cos

LLC

4

.900

02/01/46

8,516,096‌

10,260,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.750

01/23/29

10,215,434‌

6,250,000

BAT

Capital

Corp

2

.259

03/25/28

5,356,351‌

6,075,000

BAT

Capital

Corp

4

.906

04/02/30

5,742,527‌

12,520,000

BAT

Capital

Corp

2

.726

03/25/31

9,971,955‌

7,200,000

BAT

International

Finance

plc

4

.448

03/16/28

6,796,147‌

1,775,000

g

BRF

S.A.

4

.875

01/24/30

1,443,962‌

3,250,000

g

Cia

Cervecerias

Unidas

S.A.

3

.350

01/19/32

2,770,657‌

3,000,000

g

Coca-Cola

Icecek

AS.

4

.500

01/20/29

2,666,963‌

750,000

Constellation

Brands,

Inc

4

.400

11/15/25

734,458‌

2,775,000

Constellation

Brands,

Inc

3

.700

12/06/26

2,639,785‌

1,150,000

Constellation

Brands,

Inc

3

.150

08/01/29

1,036,570‌

4,540,000

Constellation

Brands,

Inc

2

.875

05/01/30

3,938,326‌

13,700,000

Constellation

Brands,

Inc

2

.250

08/01/31

11,195,347‌

2,750,000

Diageo

Capital

plc

2

.125

10/24/24

2,630,157‌

2,320,000

Diageo

Capital

plc

1

.375

09/29/25

2,133,996‌

4,075,000

Diageo

Capital

plc

2

.375

10/24/29

3,531,925‌

1,950,000

Diageo

Capital

plc

2

.000

04/29/30

1,643,285‌

1,875,000

g

Embotelladora

Andina

S.A.

3

.950

01/21/50

1,453,125‌

2,000,000

g

Grupo

Bimbo

SAB

de

C.V.

4

.700

11/10/47

1,801,710‌

1,500,000

g

NBM

US

Holdings,

Inc

6

.625

08/06/29

1,373,497‌

5,500,000

g

Primo

Water

Holdings,

Inc

4

.375

04/30/29

4,712,675‌

3,250,000

g

Sigma

Alimentos

S.A.

de

C.V.

4

.125

05/02/26

3,099,700‌

6,325,000

g

Ulker

Biskuvi

Sanayi

AS.

6

.950

10/30/25

5,661,634‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

126,230,550‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1

.5

%

1,200,000

Abbott

Laboratories

5

.300

05/27/40

1,256,157‌

980,000

Advocate

Health

&

Hospitals

Corp

3

.008

06/15/50

670,607‌

9,160,000

Anthem,

Inc

2

.250

05/15/30

7,673,048‌

2,100,000

Boston

Scientific

Corp

2

.650

06/01/30

1,829,667‌

1,640,000

Centene

Corp

2

.450

07/15/28

1,401,800‌

8,310,000

Centene

Corp

3

.000

10/15/30

6,924,698‌

6,250,000

g

CHS/Community

Health

Systems,

Inc

5

.250

05/15/30

4,923,295‌

2,550,000

Cigna

Corp

3

.200

03/15/40

1,960,258‌

495,000

CVS

Health

Corp

3

.875

07/20/25

481,087‌

8,250,000

CVS

Health

Corp

3

.750

04/01/30

7,567,536‌

27,225,000

CVS

Health

Corp

1

.750

08/21/30

21,723,746‌

9,180,000

CVS

Health

Corp

1

.875

02/28/31

7,291,231‌

2,250,000

CVS

Health

Corp

4

.780

03/25/38

2,076,461‌

3,635,000

CVS

Health

Corp

2

.700

08/21/40

2,537,348‌

10,250,000

CVS

Health

Corp

5

.050

03/25/48

9,447,863‌

1,900,000

CVS

Health

Corp

4

.250

04/01/50

1,573,829‌

1,000,000

g

DaVita,

Inc

4

.625

06/01/30

858,478‌

2,625,000

Elevance

Health,

Inc

5

.125

02/15/53

2,545,540‌

1,000,000

HCA,

Inc

5

.375

02/01/25

991,233‌

2,815,000

HCA,

Inc

5

.625

09/01/28

2,817,152‌

5,000,000

HCA,

Inc

3

.500

09/01/30

4,382,748‌

3,475,000

g

HCA,

Inc

3

.625

03/15/32

3,016,329‌

1,900,000

HCA,

Inc

5

.500

06/15/47

1,789,591‌

4,600,000

g

HCA,

Inc

4

.625

03/15/52

3,780,035‌

3,500,000

g

Hologic,

Inc

3

.250

02/15/29

3,062,165‌

1,875,000

Humana,

Inc

3

.950

03/15/27

1,791,747‌

10,100,000

Humana,

Inc

2

.150

02/03/32

7,956,375‌

2,325,000

McKesson

Corp

5

.100

07/15/33

2,333,235‌

1,700,000

g

MPH

Acquisition

Holdings

LLC

5

.500

09/01/28

1,449,129‌

3,375,000

MPT

Operating

Partnership

LP

3

.500

03/15/31

2,325,435‌

225,000

Tenet

Healthcare

Corp

4

.625

06/15/28

210,147‌

Core

Bond

Fund

June

30,

2023

166

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

5,400,000

e

Tenet

Healthcare

Corp

6

.125

%

10/01/28

$

5,198,580‌

2,500,000

Tenet

Healthcare

Corp

4

.250

06/01/29

2,258,568‌

3,200,000

Tenet

Healthcare

Corp

4

.375

01/15/30

2,887,665‌

1,525,000

UnitedHealth

Group,

Inc

2

.950

10/15/27

1,415,083‌

3,700,000

UnitedHealth

Group,

Inc

2

.000

05/15/30

3,113,696‌

6,185,000

UnitedHealth

Group,

Inc

2

.300

05/15/31

5,229,738‌

1,375,000

UnitedHealth

Group,

Inc

3

.750

10/15/47

1,131,662‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

139,882,962‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.0

%

1,425,000

Church

&

Dwight

Co,

Inc

2

.300

12/15/31

1,175,248‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,175,248‌

INSURANCE

-

1

.2

%

2,550,000

g

Acrisure

LLC

4

.250

02/15/29

2,201,149‌

285,000

Aetna,

Inc

6

.625

06/15/36

313,136‌

131,000

Aflac,

Inc

6

.450

08/15/40

137,336‌

3,000,000

g

AIA

Group

Ltd

3

.600

04/09/29

2,776,670‌

825,000

g

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

740,349‌

4,360,000

g

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

4,323,979‌

325,000

g

AmWINS

Group,

Inc

4

.875

06/30/29

293,470‌

11,160,000

Aon

Corp

2

.800

05/15/30

9,659,174‌

1,450,000

Aon

Corp

5

.350

02/28/33

1,460,564‌

2,790,000

Aon

plc

3

.500

06/14/24

2,729,154‌

4,500,000

AXIS

Specialty

Finance

LLC

4

.900

01/15/40

3,587,303‌

825,000

Berkshire

Hathaway

Finance

Corp

2

.875

03/15/32

726,012‌

9,950,000

Berkshire

Hathaway

Finance

Corp

2

.850

10/15/50

6,923,974‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3

.850

03/15/52

1,239,994‌

1,100,000

CNA

Financial

Corp

3

.950

05/15/24

1,081,316‌

925,000

g

Equitable

Financial

Life

Global

Funding

1

.400

07/07/25

841,499‌

870,000

g

Equitable

Financial

Life

Global

Funding

1

.800

03/08/28

733,722‌

2,300,000

g

Five

Corners

Funding

Trust

4

.419

11/15/23

2,274,731‌

8,225,000

g

Five

Corners

Funding

Trust

II

2

.850

05/15/30

6,986,718‌

2,500,000

g

Hanwha

Life

Insurance

Co

Ltd

3

.379

02/04/32

2,237,341‌

15,431,000

Hartford

Financial

Services

Group,

Inc

2

.800

08/19/29

13,283,846‌

350,000

Hartford

Financial

Services

Group,

Inc

4

.300

04/15/43

285,175‌

1,400,000

Hartford

Financial

Services

Group,

Inc

2

.900

09/15/51

908,599‌

1,450,000

g

Liberty

Mutual

Group,

Inc

3

.951

10/15/50

1,060,440‌

2,900,000

g

Liberty

Mutual

Group,

Inc

5

.500

06/15/52

2,731,161‌

2,850,000

MetLife,

Inc

3

.600

04/10/24

2,807,183‌

600,000

MetLife,

Inc

3

.000

03/01/25

579,238‌

525,000

MetLife,

Inc

3

.600

11/13/25

504,330‌

1,025,000

MetLife,

Inc

5

.000

07/15/52

962,496‌

5,870,000

MetLife,

Inc

3

.850

N/A‡

5,423,763‌

1,000,000

g

NFP

Corp

7

.500

10/01/30

968,205‌

10,175,000

PartnerRe

Finance

B

LLC

4

.500

10/01/50

8,496,125‌

3,500,000

Principal

Financial

Group,

Inc

2

.125

06/15/30

2,838,734‌

3,700,000

g

Protective

Life

Global

Funding

0

.781

07/05/24

3,520,256‌

4,000,000

Prudential

Financial,

Inc

5

.200

03/15/44

3,952,680‌

2,000,000

Prudential

Financial,

Inc

3

.905

12/07/47

1,595,692‌

5,500,000

Prudential

Financial,

Inc

5

.125

03/01/52

4,965,785‌

2,220,000

Reinsurance

Group

of

America,

Inc

3

.900

05/15/29

2,014,212‌

11,300,000

g

Swiss

Re

Finance

Luxembourg

SA

5

.000

04/02/49

10,791,500‌

365,000

Willis

North

America,

Inc

3

.600

05/15/24

356,130‌

TOTAL

INSURANCE

119,313,141‌

MATERIALS

-

1

.4

%

4,375,000

Albemarle

Corp

4

.650

06/01/27

4,260,501‌

1,625,000

g

Alpek

SAB

de

C.V.

4

.250

09/18/29

1,452,344‌

2,000,000

g

Alpek

SAB

de

C.V.

3

.250

02/25/31

1,616,200‌

7,535,000

Amcor

Flexibles

North

America,

Inc

2

.690

05/25/31

6,171,930‌

167

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

1,425,000

g

Anglo

American

Capital

plc

3

.875

%

03/16/29

$

1,294,970‌

2,300,000

e,g

Anglo

American

Capital

plc

2

.625

09/10/30

1,897,228‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

2,013,783‌

5,000,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

4,291,836‌

1,778,000

g

Antofagasta

plc

2

.375

10/14/30

1,449,206‌

1,600,000

g

Antofagasta

plc

5

.625

05/13/32

1,590,242‌

3,225,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

3

.250

09/01/28

2,770,171‌

3,570,000

e

Ball

Corp

6

.875

03/15/28

3,640,911‌

1,850,000

Ball

Corp

2

.875

08/15/30

1,535,736‌

370,000

Bemis

Co,

Inc

3

.100

09/15/26

339,685‌

2,725,000

Bemis

Co,

Inc

2

.630

06/19/30

2,266,246‌

10,105,000

Berry

Global,

Inc

1

.570

01/15/26

9,112,034‌

6,100,000

Berry

Global,

Inc

1

.650

01/15/27

5,261,882‌

1,500,000

g

Celulosa

Arauco

y

Constitucion

S.A.

4

.250

04/30/29

1,357,118‌

1,325,000

g

Celulosa

Arauco

y

Constitucion

S.A.

4

.200

01/29/30

1,182,996‌

1,325,000

g

Cemex

SAB

de

C.V.

5

.450

11/19/29

1,277,630‌

2,000,000

g

Cemex

SAB

de

C.V.

3

.875

07/11/31

1,683,809‌

1,500,000

Commercial

Metals

Co

4

.125

01/15/30

1,334,852‌

2,725,000

e,g

Constellium

SE

3

.750

04/15/29

2,318,313‌

3,000,000

g

Corp

Nacional

del

Cobre

de

Chile

3

.000

09/30/29

2,634,735‌

2,000,000

g

Corp

Nacional

del

Cobre

de

Chile

3

.150

01/14/30

1,771,132‌

265,000

DowDuPont,

Inc

4

.493

11/15/25

259,527‌

1,140,000

DowDuPont,

Inc

4

.725

11/15/28

1,121,086‌

2,600,000

g

Equate

Petrochemical

BV

2

.625

04/28/28

2,262,556‌

5,000,000

g

FMG

Resources

August

2006

Pty

Ltd

5

.875

04/15/30

4,761,271‌

800,000

g

Freeport

Indonesia

PT

4

.763

04/14/27

772,132‌

1,860,000

g

Freeport

Indonesia

PT

5

.315

04/14/32

1,754,141‌

1,500,000

g

Fresnillo

plc

4

.250

10/02/50

1,122,750‌

1,250,000

g

Gold

Fields

Orogen

Holdings

BVI

Ltd

6

.125

05/15/29

1,264,169‌

187,000

International

Paper

Co

4

.350

08/15/48

157,936‌

3,000,000

g

Inversiones

CMPC

S.A.

4

.375

04/04/27

2,882,065‌

4,900,000

g

Inversiones

CMPC

S.A.

3

.000

04/06/31

4,050,483‌

675,000

g

James

Hardie

International

Finance

DAC

5

.000

01/15/28

632,415‌

1,785,000

g

Mauser

Packaging

Solutions

Holding

Co

7

.875

08/15/26

1,773,413‌

710,000

g

Midwest

Connector

Capital

Co

LLC

4

.625

04/01/29

648,766‌

2,000,000

g

Mineral

Resources

Ltd

8

.000

11/01/27

1,997,144‌

3,390,000

Newmont

Corp

2

.600

07/15/32

2,769,833‌

2,900,000

g

Nova

Chemicals

Corp

4

.875

06/01/24

2,833,242‌

6,350,000

Nutrien

Ltd

2

.950

05/13/30

5,512,183‌

1,920,000

g

OCI

NV

4

.625

10/15/25

1,830,882‌

1,600,000

g

OCP

S.A.

3

.750

06/23/31

1,321,408‌

2,000,000

Olin

Corp

5

.125

09/15/27

1,907,257‌

2,000,000

g

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

1,792,500‌

480,000

Packaging

Corp

of

America

3

.650

09/15/24

470,070‌

375,000

g

PolyOne

Corp

5

.750

05/15/25

370,448‌

1,750,000

e

Sasol

Financing

USA

LLC

4

.375

09/18/26

1,544,432‌

670,000

g

Sealed

Air

Corp

6

.125

02/01/28

665,061‌

2,000,000

g

Sociedad

Quimica

y

Minera

de

Chile

S.A.

4

.250

05/07/29

1,902,332‌

2,500,000

g

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3

.500

09/10/51

1,765,332‌

2,950,000

g

SunCoke

Energy,

Inc

4

.875

06/30/29

2,477,578‌

2,400,000

Suzano

Austria

GmbH

3

.750

01/15/31

2,048,219‌

5,000,000

Suzano

Austria

GmbH

3

.125

01/15/32

4,001,915‌

4,070,000

g

Tronox,

Inc

4

.625

03/15/29

3,382,305‌

3,675,000

g

UltraTech

Cement

Ltd

2

.800

02/16/31

3,017,700‌

815,000

g

Unifrax

Escrow

Issuer

Corp

5

.250

09/30/28

588,373‌

1,595,000

g,h

Windsor

Holdings

III

LLC

8

.500

06/15/30

1,587,535‌

2,400,000

WRKCo,

Inc

4

.900

03/15/29

2,321,263‌

3,950,000

e

WRKCo,

Inc

3

.000

06/15/33

3,212,203‌

TOTAL

MATERIALS

137,307,415‌

Core

Bond

Fund

June

30,

2023

168

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT

-

1

.9

%

$

2,675,000

Activision

Blizzard,

Inc

3

.400

%

09/15/26

$

2,544,804‌

1,850,000

Activision

Blizzard,

Inc

1

.350

09/15/30

1,479,889‌

4,776,336

g

Alfa

Desarrollo

S.p.A

4

.550

09/27/51

3,504,637‌

2,000,000

g

Altice

Financing

S.A.

5

.750

08/15/29

1,549,322‌

3,315,000

g

Arches

Buyer,

Inc

4

.250

06/01/28

2,884,688‌

2,030,000

Baidu,

Inc

1

.625

02/23/27

1,784,093‌

3,100,000

g

BOC

Aviation

USA

Corp

1

.625

04/29/24

2,990,969‌

1,575,000

e,g

Cable

Onda

S.A.

4

.500

01/30/30

1,338,643‌

4,900,000

g

CCO

Holdings

LLC

5

.125

05/01/27

4,563,100‌

2,500,000

g

CCO

Holdings

LLC

4

.500

08/15/30

2,081,728‌

5,000,000

g

CCO

Holdings

LLC

4

.250

02/01/31

4,044,849‌

6,300,000

e

Charter

Communications

Operating

LLC

4

.400

04/01/33

5,529,860‌

5,000,000

Charter

Communications

Operating

LLC

3

.500

03/01/42

3,344,487‌

2,400,000

Charter

Communications

Operating

LLC

5

.125

07/01/49

1,888,136‌

15,750,000

Charter

Communications

Operating

LLC

4

.800

03/01/50

11,883,355‌

9,680,000

Charter

Communications

Operating

LLC

3

.700

04/01/51

6,116,587‌

3,700,000

Comcast

Corp

4

.150

10/15/28

3,584,847‌

15,975,000

e

Comcast

Corp

1

.500

02/15/31

12,707,192‌

4,525,000

Comcast

Corp

3

.200

07/15/36

3,712,152‌

1,000,000

Comcast

Corp

3

.900

03/01/38

868,845‌

21,258,000

Comcast

Corp

2

.887

11/01/51

14,252,564‌

10,186,000

Comcast

Corp

2

.937

11/01/56

6,633,358‌

4,100,000

g

CSC

Holdings

LLC

5

.500

04/15/27

3,411,154‌

5,000,000

g

CSC

Holdings

LLC

3

.375

02/15/31

3,384,452‌

1,225,000

g

CT

Trust

5

.125

02/03/32

983,179‌

985,000

g

DIRECTV

Holdings

LLC

5

.875

08/15/27

892,051‌

1,300,000

g

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4

.900

11/20/26

1,142,375‌

2,375,000

g

ENN

Clean

Energy

International

Investment

Ltd

3

.375

05/12/26

2,199,754‌

4,750,000

g

Genm

Capital

Labuan

Ltd

3

.882

04/19/31

3,840,896‌

2,985,000

Grupo

Televisa

SAB

6

.625

01/15/40

3,096,244‌

3,300,000

GSK

Consumer

Healthcare

Capital

US

LLC

3

.375

03/24/27

3,088,081‌

5,300,000

GSK

Consumer

Healthcare

Capital

US

LLC

3

.625

03/24/32

4,751,133‌

650,000

Lamar

Media

Corp

3

.750

02/15/28

591,656‌

2,000,000

Lamar

Media

Corp

4

.875

01/15/29

1,860,000‌

1,000,000

Lamar

Media

Corp

4

.000

02/15/30

874,948‌

1,675,000

Lamar

Media

Corp

3

.625

01/15/31

1,411,187‌

1,275,000

g

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

1,071,365‌

1,500,000

g

Liberty

Costa

Rica

Senior

Secured

Finance

10

.875

01/15/31

1,484,289‌

2,512,750

g

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4

.875

01/15/28

2,258,334‌

825,000

g

News

Corp

3

.875

05/15/29

724,190‌

1,375,000

S&P

Global,

Inc

4

.250

05/01/29

1,336,298‌

2,725,000

g

Sirius

XM

Radio,

Inc

4

.000

07/15/28

2,367,677‌

1,575,000

g

Sirius

XM

Radio,

Inc

4

.125

07/01/30

1,286,074‌

250,000

Time

Warner

Cable

LLC

5

.875

11/15/40

220,537‌

1,275,000

g

Univision

Communications,

Inc

4

.500

05/01/29

1,095,425‌

3,000,000

g

UPC

Broadband

Finco

BV

4

.875

07/15/31

2,469,270‌

2,000,000

g

Venture

Global

Calcasieu

Pass

LLC

4

.125

08/15/31

1,719,933‌

3,900,000

g,i

Vitality

Re

XIV

Ltd

U.S.

Treasury

Bill

3

M

+

3.500%

8

.768

01/05/27

3,993,210‌

2,000,000

g

VZ

Secured

Financing

BV

5

.000

01/15/32

1,610,733‌

110,000

Walt

Disney

Co

7

.625

11/30/28

123,193‌

85,000

Walt

Disney

Co

6

.550

03/15/33

94,454‌

15,000,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

13,991,494‌

800,000

Warnermedia

Holdings,

Inc

4

.054

03/15/29

731,296‌

11,175,000

Warnermedia

Holdings,

Inc

5

.050

03/15/42

9,419,042‌

2,175,000

Warnermedia

Holdings,

Inc

5

.141

03/15/52

1,770,989‌

2,325,000

Weibo

Corp

3

.375

07/08/30

1,851,024‌

TOTAL

MEDIA

&

ENTERTAINMENT

180,434,042‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1

.2

%

12,900,000

AbbVie,

Inc

3

.800

03/15/25

12,541,633‌

11,975,000

AbbVie,

Inc

4

.050

11/21/39

10,426,179‌

169

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

13,775,000

Amgen,

Inc

5

.250

%

03/02/33

$

13,792,570‌

10,400,000

Amgen,

Inc

5

.650

03/02/53

10,532,134‌

2,325,000

AstraZeneca

Finance

LLC

1

.200

05/28/26

2,097,948‌

450,000

AstraZeneca

Finance

LLC

2

.250

05/28/31

379,709‌

12,675,000

AstraZeneca

plc

1

.375

08/06/30

10,198,296‌

1,500,000

g

Avantor

Funding,

Inc

4

.625

07/15/28

1,390,384‌

2,040,000

g

Avantor

Funding,

Inc

3

.875

11/01/29

1,786,078‌

3,150,000

Bristol-Myers

Squibb

Co

2

.350

11/13/40

2,213,410‌

3,050,000

Bristol-Myers

Squibb

Co

3

.550

03/15/42

2,528,829‌

1,065,000

Danaher

Corp

2

.800

12/10/51

734,693‌

635,000

Gilead

Sciences,

Inc

4

.000

09/01/36

572,576‌

1,250,000

Johnson

&

Johnson

3

.400

01/15/38

1,089,363‌

2,250,000

Merck

&

Co,

Inc

2

.750

12/10/51

1,551,902‌

4,075,000

Mylan,

Inc

4

.550

04/15/28

3,839,147‌

2,500,000

g

Organon

Finance  LLC

4

.125

04/30/28

2,218,827‌

5,650,000

g

Organon

Finance  LLC

5

.125

04/30/31

4,661,387‌

2,275,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.750

05/19/33

2,266,428‌

9,075,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

9,435,108‌

8,700,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.340

05/19/63

8,803,950‌

11,155,000

Takeda

Pharmaceutical

Co

Ltd

2

.050

03/31/30

9,270,370‌

291,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

2

.800

07/21/23

290,257‌

3,500,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3

.150

10/01/26

3,136,160‌

695,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

642,925‌

2,940,000

Viatris,

Inc

1

.650

06/22/25

2,704,884‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

119,105,147‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.0

%

1,400,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

1,106,914‌

1,475,000

Kennedy-Wilson,

Inc

5

.000

03/01/31

1,103,898‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,210,812‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.4

%

3,900,000

g

Broadcom,

Inc

3

.469

04/15/34

3,199,204‌

1,718,000

g

Broadcom,

Inc

3

.187

11/15/36

1,298,384‌

15,542,000

g

Broadcom,

Inc

4

.926

05/15/37

14,065,575‌

260,000

Intel

Corp

3

.150

05/11/27

243,733‌

1,150,000

Intel

Corp

3

.734

12/08/47

893,982‌

4,735,000

NVIDIA

Corp

2

.000

06/15/31

3,965,638‌

1,650,000

g

NXP

BV

2

.700

05/01/25

1,563,794‌

2,650,000

NXP

BV

3

.875

06/18/26

2,545,459‌

1,975,000

NXP

BV

4

.400

06/01/27

1,909,213‌

1,200,000

NXP

BV

3

.400

05/01/30

1,061,721‌

2,575,000

NXP

BV

3

.125

02/15/42

1,801,379‌

4,300,000

g

SK

Hynix,

Inc

1

.500

01/19/26

3,810,057‌

1,100,000

Texas

Instruments,

Inc

2

.625

05/15/24

1,073,793‌

1,100,000

Texas

Instruments,

Inc

4

.150

05/15/48

999,126‌

4,000,000

Texas

Instruments,

Inc

5

.000

03/14/53

4,052,354‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

42,483,412‌

SOFTWARE

&

SERVICES

-

0

.8

%

11,405,000

Adobe,

Inc

2

.300

02/01/30

10,004,580‌

265,000

g

CA

Magnum

Holdings

5

.375

10/31/26

237,271‌

900,000

g

Gartner,

Inc

3

.750

10/01/30

783,826‌

1,413,000

g

j2

Global,

Inc

4

.625

10/15/30

1,223,824‌

19,000,000

Microsoft

Corp

2

.400

08/08/26

17,831,377‌

1,911,000

Microsoft

Corp

2

.525

06/01/50

1,321,926‌

2,270,000

g

NortonLifeLock,

Inc

6

.750

09/30/27

2,263,609‌

455,000

g

Open

Text

Corp

6

.900

12/01/27

463,204‌

2,830,000

g

Open

Text

Corp

3

.875

12/01/29

2,365,491‌

550,000

g

Open

Text

Holdings,

Inc

4

.125

02/15/30

465,742‌

12,750,000

Oracle

Corp

4

.900

02/06/33

12,376,486‌

Core

Bond

Fund

June

30,

2023

170

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

5,425,000

Oracle

Corp

5

.550

%

02/06/53

$

5,253,262‌

3,100,000

Roper

Technologies,

Inc

1

.400

09/15/27

2,672,460‌

13,155,000

Roper

Technologies,

Inc

2

.000

06/30/30

10,751,517‌

5,800,000

salesforce.com,

Inc

2

.700

07/15/41

4,261,288‌

TOTAL

SOFTWARE

&

SERVICES

72,275,863‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.6

%

3,000,000

g

Ahead

DB

Holdings

LLC

6

.625

05/01/28

2,439,810‌

3,450,000

Amphenol

Corp

2

.800

02/15/30

3,021,065‌

8,575,000

Apple,

Inc

2

.450

08/04/26

8,027,085‌

19,975,000

Apple,

Inc

2

.050

09/11/26

18,406,703‌

1,100,000

Apple,

Inc

4

.650

02/23/46

1,085,196‌

1,590,000

Apple,

Inc

2

.650

02/08/51

1,098,285‌

1,865,000

Corning,

Inc

4

.375

11/15/57

1,510,573‌

4,415,000

Dell

International

LLC

5

.300

10/01/29

4,382,811‌

11,625,000

g

Imola

Merger

Corp

4

.750

05/15/29

10,110,327‌

6,000,000

g

Lenovo

Group

Ltd

3

.421

11/02/30

5,056,473‌

975,000

g

Sensata

Technologies

BV

4

.000

04/15/29

868,027‌

525,000

Tyco

Electronics

Group

S.A.

3

.700

02/15/26

506,395‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

56,512,750‌

TELECOMMUNICATION

SERVICES

-

2

.4

%

3,075,000

g

America

Movil

SAB

de

C.V.

5

.375

04/04/32

2,784,971‌

12,477,000

AT&T,

Inc

2

.550

12/01/33

9,800,385‌

2,300,000

AT&T,

Inc

4

.500

05/15/35

2,114,395‌

9,850,000

AT&T,

Inc

3

.500

06/01/41

7,561,691‌

38,800,000

AT&T,

Inc

3

.550

09/15/55

27,162,550‌

12,174,000

AT&T,

Inc

3

.800

12/01/57

8,813,946‌

2,000,000

g

Bharti

Airtel

Ltd

4

.375

06/10/25

1,944,323‌

2,750,000

g

Bharti

Airtel

Ltd

3

.250

06/03/31

2,374,885‌

2,500,000

g

C&W

Senior

Financing

Designated

Activity

Co

6

.875

09/15/27

2,181,250‌

3,850,000

g

Empresa

Nacional

de

Telecomunicaciones

S.A.

3

.050

09/14/32

3,049,200‌

2,500,000

g

Frontier

Communications

Holdings

LLC

5

.875

10/15/27

2,294,403‌

1,925,000

g

Iliad

Holding

SASU

6

.500

10/15/26

1,816,859‌

892,000

g

Iliad

Holding

SASU

7

.000

10/15/28

822,107‌

1,675,000

g

Millicom

International

Cellular

S.A.

4

.500

04/27/31

1,287,405‌

2,500,000

g

MTN

Mauritius

Investment

Ltd

6

.500

10/13/26

2,460,525‌

500,000

Orange

S.A.

5

.375

01/13/42

496,353‌

5,000,000

Telefonica

Emisiones

SAU

5

.213

03/08/47

4,348,694‌

2,990,000

Telefonica

Emisiones

SAU

4

.895

03/06/48

2,495,474‌

3,000,000

g

Telefonica

Moviles

Chile

S.A.

3

.537

11/18/31

2,385,000‌

800,000

T-Mobile

USA,

Inc

2

.250

02/15/26

735,084‌

23,850,000

T-Mobile

USA,

Inc

2

.625

02/15/29

20,714,390‌

19,910,000

T-Mobile

USA,

Inc

3

.875

04/15/30

18,342,458‌

5,800,000

T-Mobile

USA,

Inc

5

.050

07/15/33

5,695,012‌

1,275,000

T-Mobile

USA,

Inc

3

.000

02/15/41

932,164‌

4,545,000

T-Mobile

USA,

Inc

3

.300

02/15/51

3,188,274‌

15,000,000

Verizon

Communications,

Inc

1

.750

01/20/31

11,834,012‌

71,625,000

Verizon

Communications,

Inc

2

.550

03/21/31

59,802,077‌

2,568,000

Verizon

Communications,

Inc

2

.355

03/15/32

2,065,402‌

4,915,000

g

Vmed

O2

UK

Financing

I

plc

4

.750

07/15/31

4,086,815‌

7,735,000

Vodafone

Group

plc

4

.375

02/19/43

6,495,719‌

5,800,000

Vodafone

Group

plc

4

.250

09/17/50

4,650,287‌

TOTAL

TELECOMMUNICATION

SERVICES

224,736,110‌

TRANSPORTATION

-

0

.5

%

1,000,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

4

.000

07/30/27

847,029‌

800,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

4

.200

08/04/27

682,917‌

2,300,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

3

.100

02/02/31

1,609,129‌

1,450,000

g

Aeropuerto

Internacional

de

Tocumen

S.A.

4

.000

08/11/41

1,160,889‌

2,750,000

Burlington

Northern

Santa

Fe

LLC

3

.050

02/15/51

1,948,100‌

171

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

6,375,000

Canadian

Pacific

Railway

Co

2

.050

%

03/05/30

$

5,347,615‌

2,950,000

Canadian

Pacific

Railway

Co

3

.100

12/02/51

2,090,838‌

1,000,000

CSX

Corp

2

.600

11/01/26

924,801‌

625,000

CSX

Corp

3

.250

06/01/27

588,093‌

700,000

CSX

Corp

3

.800

03/01/28

666,294‌

9,715,000

CSX

Corp

4

.250

03/15/29

9,404,256‌

1,500,000

g

DP

World

Ltd

5

.625

09/25/48

1,398,390‌

1,950,000

g

Empresa

de

los

Ferrocarriles

del

Estado

3

.068

08/18/50

1,184,625‌

5,000,000

g

Mexico

City

Airport

Trust

5

.500

07/31/47

4,370,227‌

3,260,000

g

Misc

Capital

Two

Labuan

Ltd

3

.750

04/06/27

3,050,844‌

3,000,000

Southwest

Airlines

Co

5

.125

06/15/27

2,976,739‌

5,200,000

Union

Pacific

Corp

2

.891

04/06/36

4,145,885‌

1,175,000

Union

Pacific

Corp

3

.839

03/20/60

934,661‌

3,940,000

g

XPO,

Inc

6

.250

06/01/28

3,873,915‌

TOTAL

TRANSPORTATION

47,205,247‌

UTILITIES

-

3

.1

%

1,609,625

g

Adani

Transmission

Ltd

4

.250

05/21/36

1,215,099‌

1,000,000

AEP

Transmission

Co

LLC

3

.100

12/01/26

936,931‌

1,000,000

AEP

Transmission

Co

LLC

4

.000

12/01/46

838,186‌

1,740,000

AEP

Transmission

Co

LLC

3

.750

12/01/47

1,388,251‌

3,080,000

AEP

Transmission

Co

LLC

2

.750

08/15/51

1,985,218‌

2,925,000

AEP

Transmission

Co

LLC

5

.400

03/15/53

3,006,005‌

725,000

Alabama

Power

Co

4

.150

08/15/44

604,243‌

3,000,000

Alabama

Power

Co

3

.450

10/01/49

2,193,709‌

10,350,000

Alabama

Power

Co

3

.125

07/15/51

7,156,859‌

3,250,000

Ameren

Corp

1

.750

03/15/28

2,783,070‌

12,000,000

Ameren

Illinois

Co

4

.950

06/01/33

11,904,671‌

1,925,000

Ameren

Illinois

Co

5

.900

12/01/52

2,096,252‌

1,650,000

American

Water

Capital

Corp

3

.000

12/01/26

1,528,828‌

3,075,000

American

Water

Capital

Corp

2

.800

05/01/30

2,687,825‌

10,000,000

American

Water

Capital

Corp

2

.300

06/01/31

8,300,717‌

1,400,000

American

Water

Capital

Corp

4

.000

12/01/46

1,129,414‌

1,425,000

American

Water

Capital

Corp

3

.750

09/01/47

1,127,541‌

675,000

American

Water

Capital

Corp

3

.450

05/01/50

502,904‌

760,000

e

American

Water

Capital

Corp

3

.250

06/01/51

551,990‌

2,990,000

Atmos

Energy

Corp

1

.500

01/15/31

2,349,245‌

375,000

Atmos

Energy

Corp

4

.125

10/15/44

315,448‌

2,050,000

Baltimore

Gas

&

Electric

Co

3

.750

08/15/47

1,600,615‌

4,535,000

g

Becle

SAB

de

C.V.

2

.500

10/14/31

3,659,065‌

4,950,000

Berkshire

Hathaway

Energy

Co

3

.250

04/15/28

4,555,906‌

7,137,000

Berkshire

Hathaway

Energy

Co

1

.650

05/15/31

5,534,342‌

1,075,000

Black

Hills

Corp

4

.250

11/30/23

1,067,495‌

850,000

Black

Hills

Corp

3

.150

01/15/27

787,625‌

760,000

Black

Hills

Corp

3

.875

10/15/49

560,304‌

1,200,000

CenterPoint

Energy

Houston

Electric

LLC

3

.000

03/01/32

1,037,754‌

660,000

CenterPoint

Energy

Resources

Corp

6

.250

02/01/37

678,617‌

1,125,000

CMS

Energy

Corp

3

.600

11/15/25

1,063,674‌

2,125,000

g

Colbun

S.A.

3

.150

01/19/32

1,795,625‌

3,000,000

g

Comision

Federal

de

Electricidad

3

.348

02/09/31

2,363,769‌

395,000

Commonwealth

Edison

Co

5

.900

03/15/36

411,710‌

9,470,000

Commonwealth

Edison

Co

3

.000

03/01/50

6,528,990‌

2,750,000

Commonwealth

Edison

Co

2

.750

09/01/51

1,777,022‌

817,000

Consumers

Energy

Co

2

.650

08/15/52

523,505‌

8,000,000

Consumers

Energy

Co

4

.200

09/01/52

6,844,913‌

6,300,000

Dominion

Energy,

Inc

3

.300

04/15/41

4,677,589‌

12,000,000

Dominion

Energy,

Inc

4

.350

N/A‡

10,081,459‌

1,500,000

DTE

Electric

Co

3

.650

03/01/52

1,168,245‌

1,875,000

DTE

Electric

Co

5

.400

04/01/53

1,935,100‌

14,570,000

Duke

Energy

Corp

3

.300

06/15/41

10,732,366‌

3,125,000

Duke

Energy

Corp

3

.750

09/01/46

2,363,822‌

Core

Bond

Fund

June

30,

2023

172

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

3,310,000

Duke

Energy

Progress

LLC

2

.500

%

08/15/50

$

2,054,113‌

2,100,000

Eastern

Energy

Gas

Holdings

LLC

2

.500

11/15/24

2,005,534‌

2,390,000

g

Empresas

Publicas

de

Medellin

ESP

4

.250

07/18/29

1,881,407‌

3,900,000

g

EnfraGen

Energia

Sur

S.A.

5

.375

12/30/30

2,535,000‌

3,500,000

g

ENN

Energy

Holdings

Ltd

2

.625

09/17/30

2,924,859‌

1,000,000

Entergy

Arkansas

LLC

2

.650

06/15/51

622,392‌

3,700,000

Entergy

Corp

0

.900

09/15/25

3,322,976‌

900,000

g

Eskom

Holdings

SOC

Ltd

8

.450

08/10/28

853,715‌

2,525,000

Eversource

Energy

1

.650

08/15/30

2,002,077‌

3,000,000

Eversource

Energy

3

.450

01/15/50

2,197,676‌

1,225,000

Exelon

Corp

4

.050

04/15/30

1,144,734‌

3,025,000

g

Ferrellgas

Escrow

LLC

5

.375

04/01/26

2,813,531‌

3,225,000

g

Ferrellgas

Escrow

LLC

5

.875

04/01/29

2,701,890‌

10,450,000

Florida

Power

&

Light

Co

4

.800

05/15/33

10,374,714‌

2,700,000

Florida

Power

&

Light

Co

3

.990

03/01/49

2,275,850‌

UGX

8,000,000,000

†,g

ICBC

Standard

Bank

plc

14

.250

06/26/34

1,966,648‌

1,150,000

Indiana

Michigan

Power

Co

3

.750

07/01/47

898,132‌

2,865,000

Indiana

Michigan

Power

Co

3

.250

05/01/51

1,994,491‌

6,000,000

g

Israel

Electric

Corp

Ltd

4

.250

08/14/28

5,589,540‌

2,000,000

g

Kallpa

Generacion

SA

4

.125

08/16/27

1,867,801‌

2,600,000

g

Korea

Southern

Power

Co

Ltd

0

.750

01/27/26

2,299,461‌

4,175,000

Medtronic

Global

Holdings

S.C.A

4

.250

03/30/28

4,074,913‌

7,275,000

MidAmerican

Energy

Co

3

.650

04/15/29

6,756,014‌

2,175,000

MidAmerican

Energy

Co

3

.650

08/01/48

1,674,506‌

1,650,000

Nevada

Power

Co

2

.400

05/01/30

1,390,550‌

4,320,000

NextEra

Energy

Capital

Holdings,

Inc

2

.250

06/01/30

3,593,030‌

15,720,000

NiSource,

Inc

1

.700

02/15/31

12,291,006‌

2,845,000

g

NRG

Energy,

Inc

2

.450

12/02/27

2,397,504‌

1,250,000

NRG

Energy,

Inc

5

.750

01/15/28

1,184,563‌

1,905,000

g

NRG

Energy,

Inc

7

.000

03/15/33

1,920,783‌

2,000,000

NSTAR

Electric

Co

3

.200

05/15/27

1,878,361‌

850,000

NSTAR

Electric

Co

3

.950

04/01/30

802,195‌

2,175,000

Ohio

Power

Co

4

.150

04/01/48

1,778,098‌

2,175,000

Ohio

Power

Co

4

.000

06/01/49

1,760,747‌

150,000

Oncor

Electric

Delivery

Co

LLC

7

.250

01/15/33

173,857‌

2,940,000

PacifiCorp

2

.700

09/15/30

2,448,194‌

350,000

g

Pattern

Energy

Operations

LP

4

.500

08/15/28

319,666‌

1,375,000

PECO

Energy

Co

3

.000

09/15/49

955,600‌

1,000,000

PECO

Energy

Co

2

.800

06/15/50

659,206‌

1,400,000

g

Perusahaan

Listrik

Negara

PT

3

.875

07/17/29

1,285,760‌

2,500,000

g

Perusahaan

Listrik

Negara

PT

3

.375

02/05/30

2,187,019‌

135,000

Potomac

Electric

Power

Co

7

.900

12/15/38

164,654‌

2,050,000

g

Promigas

S.A.

ESP

3

.750

10/16/29

1,738,482‌

8,425,000

Public

Service

Co

of

Colorado

1

.875

06/15/31

6,718,114‌

5,440,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

3,839,329‌

3,925,000

Public

Service

Electric

&

Gas

Co

3

.150

01/01/50

2,853,847‌

2,825,000

Public

Service

Electric

and

Gas

Co

4

.900

12/15/32

2,821,086‌

3,000,000

g

Rumo

Luxembourg

Sarl

5

.250

01/10/28

2,782,500‌

3,215,000

g

Saka

Energi

Indonesia

PT

4

.450

05/05/24

3,134,625‌

500,000

g

Sasol

Financing

USA

LLC

8

.750

05/03/29

487,071‌

4,000,000

Sempra

Energy

4

.875

N/A‡

3,720,273‌

1,750,000

Southern

Co

4

.400

07/01/46

1,496,583‌

2,075,000

Southern

Co

Gas

Capital

Corp

3

.875

11/15/25

1,989,669‌

1,250,000

Southern

Co

Gas

Capital

Corp

4

.400

06/01/43

1,033,064‌

1,175,000

Southern

Co

Gas

Capital

Corp

3

.950

10/01/46

906,489‌

4,900,000

Southwestern

Public

Service

Co

3

.400

08/15/46

3,536,663‌

550,000

g

Superior

Plus

LP

4

.500

03/15/29

482,141‌

2,815,000

g

Talen

Energy

Supply

LLC

8

.625

06/01/30

2,913,525‌

1,700,000

g

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

1,544,960‌

4,000,000

g

TerraForm

Power

Operating

LLC

4

.750

01/15/30

3,530,000‌

1,542,850

g

UEP

Penonome

II

S.A.

6

.500

10/01/38

1,156,571‌

173

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

2,650,000

Union

Electric

Co

5

.450

%

03/15/53

$

2,700,322‌

1,025,000

Virginia

Electric

&

Power

Co

2

.950

11/15/26

949,542‌

1,050,000

Virginia

Electric

&

Power

Co

3

.500

03/15/27

993,704‌

6,000,000

Virginia

Electric

&

Power

Co

3

.800

04/01/28

5,684,347‌

1,000,000

Wisconsin

Power

&

Light

Co

4

.100

10/15/44

798,573‌

5,000,000

Wisconsin

Power

and

Light

Co

4

.950

04/01/33

4,945,081‌

470,000

Xcel

Energy,

Inc

4

.800

09/15/41

414,600‌

TOTAL

UTILITIES

293,545,846‌

TOTAL

CORPORATE

BONDS

3,408,476,585‌

(Cost

$3,869,245,208)

GOVERNMENT

BONDS

-

42

.1

%

AGENCY

SECURITIES

-

0

.1

%

2,759,000

Canal

Barge

Co,

Inc

4

.500

11/12/34

2,672,757‌

4,625,000

Overseas

Private

Investment

Corp

(OPIC)

3

.520

09/20/32

4,354,105‌

TOTAL

AGENCY

SECURITIES

7,026,862‌

FOREIGN

GOVERNMENT

BONDS

-

1

.9

%

1,500,000

g

Abu

Dhabi

Government

International

Bond

2

.500

09/30/29

1,343,706‌

625,000

g

African

Export-Import

Bank

2

.634

05/17/26

562,044‌

3,125,000

g

Angolan

Government

International

Bond

8

.750

04/14/32

2,622,750‌

INR

140,000,000

Asian

Development

Bank

6

.200

10/06/26

1,670,725‌

1,105,000

g

Bank

Gospodarstwa

Krajowego

5

.375

05/22/33

1,097,121‌

4,465,000

g

Banque

Ouest

Africaine

de

Developpement

4

.700

10/22/31

3,618,883‌

EUR

2,100,000

g

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

1,667,081‌

628,900

g

Barbados

Government

International

Bond

6

.500

10/01/29

587,267‌

3,000,000

g

BNG

Bank

NV

3

.000

09/20/23

2,985,418‌

1,037,500

g

Brazil

Minas

SPE

via

State

of

Minas

Gerais

5

.333

02/15/28

1,014,156‌

1,705,000

Brazilian

Government

International

Bond

6

.000

10/20/33

1,685,445‌

2,000,000

Brazilian

Government

International

Bond

4

.750

01/14/50

1,468,656‌

5,950,000

e

Chile

Government

International

Bond

2

.550

01/27/32

5,079,870‌

990,000

Chile

Government

International

Bond

3

.100

05/07/41

741,987‌

CNY

16,600,000

China

Government

Bond

2

.880

11/05/23

2,293,649‌

CNY

5,000,000

China

Government

Bond

3

.270

11/19/30

720,943‌

CNY

3,300,000

China

Government

Bond

3

.810

09/14/50

512,228‌

4,275,000

Colombia

Government

International

Bond

3

.250

04/22/32

3,159,480‌

1,300,000

Colombia

Government

International

Bond

5

.000

06/15/45

902,582‌

3,460,000

g

Costa

Rica

Government

International

Bond

5

.625

04/30/43

2,966,325‌

1,750,000

g

Development

Bank

of

Japan,

Inc

0

.500

03/04/24

1,690,709‌

DOP

90,000,000

g

Dominican

Republic

Government

International

Bond

9

.750

06/05/26

1,654,394‌

1,295,000

g

Dominican

Republic

Government

International

Bond

5

.500

02/22/29

1,210,077‌

DOP

120,000,000

g

Dominican

Republic

Government

International

Bond

12

.000

03/05/32

2,437,653‌

2,250,000

g

Dominican

Republic

Government

International

Bond

4

.875

09/23/32

1,912,261‌

3,725,000

g

Dominican

Republic

Government

International

Bond

6

.500

02/15/48

3,209,399‌

990,000

g

Dominican

Republic

International

Bond

5

.300

01/21/41

774,401‌

143,196

g

Ecuador

Government

International

Bond

0

.000

07/31/30

41,223‌

857,325

g

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/30

412,226‌

956,102

g

Ecuador

Government

International

Bond

(Step

Bond)

1

.000

07/31/35

329,405‌

1,150,000

g

Egypt

Government

International

Bond

7

.600

03/01/29

741,865‌

EUR

3,000,000

g

Egypt

Government

International

Bond

5

.625

04/16/30

1,808,599‌

1,500,000

g

Egypt

Government

International

Bond

7

.053

01/15/32

847,260‌

1,050,000

g

Egypt

Government

International

Bond

8

.500

01/31/47

555,276‌

1,875,000

g

Egypt

Government

International

Bond

8

.875

05/29/50

1,005,450‌

395,000

European

Investment

Bank

4

.875

02/15/36

423,653‌

4,400,000

g

Export-Import

Bank

of

India

3

.875

02/01/28

4,135,955‌

1,900,000

g

Export-Import

Bank

of

India

2

.250

01/13/31

1,534,373‌

2,200,000

Export-Import

Bank

of

Korea

0

.750

09/21/25

1,986,009‌

3,200,000

Export-Import

Bank

of

Korea

1

.250

09/21/30

2,548,707‌

950,000

g

Ghana

Government

International

Bond

8

.125

03/26/32

403,560‌

1,500,000

g

Ghana

Government

International

Bond

8

.627

06/16/49

611,640‌

Core

Bond

Fund

June

30,

2023

174

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,100,000

g

Guatemala

Government

Bond

3

.700

%

10/07/33

$

885,506‌

EUR

1,750,000

g

Hellenic

Republic

Government

International

Bond

1

.875

07/23/26

1,818,833‌

1,350,000

g

Honduras

Government

International

Bond

6

.250

01/19/27

1,225,591‌

2,875,000

g

Hong

Kong

Government

International

Bond

4

.625

01/11/33

2,967,389‌

710,000

g

Hungary

Government

International

Bond

6

.125

05/22/28

720,045‌

875,000

g

Hungary

Government

International

Bond

5

.250

06/16/29

849,809‌

575,000

g

Hungary

Government

International

Bond

2

.125

09/22/31

443,512‌

500,000

Indonesia

Government

International

Bond

3

.550

03/31/32

451,270‌

IDR

28,000,000,000

Indonesia

Treasury

Bond

7

.000

09/15/30

1,941,541‌

IDR

25,500,000,000

Indonesia

Treasury

Bond

7

.500

08/15/32

1,836,965‌

1,456,250

g

Iraq

Government

International

Bond

5

.800

01/15/28

1,336,109‌

EUR

125,000

g

Ivory

Coast

Government

International

Bond

4

.875

01/30/32

105,946‌

770,000

g

Ivory

Coast

Government

International

Bond

6

.125

06/15/33

673,688‌

992,154

g

Ivory

Coast

Government

International

Bond

(Step

Bond)

5

.750

12/31/32

923,179‌

710,000

Jamaica

Government

International

Bond

6

.750

04/28/28

740,235‌

3,050,000

e

Jamaica

Government

International

Bond

7

.875

07/28/45

3,512,085‌

1,500,000

g

Japan

Finance

Organization

for

Municipalities

3

.000

03/12/24

1,472,444‌

700,000

g

Jordan

Government

International

Bond

4

.950

07/07/25

677,362‌

1,000,000

g

Jordan

Government

International

Bond

7

.500

01/13/29

997,988‌

2,060,000

g

Jordan

Government

International

Bond

5

.850

07/07/30

1,884,488‌

1,375,000

g

Kenya

Government

International

Bond

7

.000

05/22/27

1,234,063‌

1,000,000

g

Kenya

Government

International

Bond

8

.000

05/22/32

841,590‌

1,490,000

g

Kenya

Government

International

Bond

6

.300

01/23/34

1,121,518‌

2,000,000

g

Kommunalbanken

AS.

1

.125

06/14/30

1,620,840‌

3,175,000

g

Korea

Electric

Power

Corp

1

.125

06/15/25

2,921,498‌

3,000,000

g

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1

.250

04/27/26

2,662,473‌

445,000

g

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

440,552‌

MYR

7,600,000

Malaysia

Government

Bond

3

.828

07/05/34

1,599,040‌

MXN

27,200,000

Mexican

Bonos

5

.750

03/05/26

1,452,245‌

MXN

24,500,000

Mexican

Bonos

8

.500

11/18/38

1,394,083‌

825,000

Mexico

Government

International

Bond

5

.400

02/09/28

838,853‌

900,000

e

Mexico

Government

International

Bond

3

.250

04/16/30

800,902‌

3,424,000

Mexico

Government

International

Bond

6

.050

01/11/40

3,461,797‌

4,000,000

Mexico

Government

International

Bond

4

.280

08/14/41

3,290,659‌

2,025,000

Mexico

Government

International

Bond

4

.750

03/08/44

1,729,462‌

1,710,000

g

Mongolia

Government

International

Bond

4

.450

07/07/31

1,325,760‌

1,130,000

g

Morocco

Government

International

Bond

5

.950

03/08/28

1,138,543‌

1,760,000

g

Morocco

Government

International

Bond

3

.000

12/15/32

1,390,400‌

2,825,000

g

Morocco

Government

International

Bond

5

.500

12/11/42

2,429,500‌

525,000

g

Morocco

Government

International

Bond

4

.000

12/15/50

352,744‌

2,500,000

g

Namibia

Government

International

Bond

5

.250

10/29/25

2,371,925‌

1,000,000

g

Nigeria

Government

International

Bond

8

.375

03/24/29

898,200‌

345,000

g

Nigeria

Government

International

Bond

7

.875

02/16/32

288,805‌

400,000

g

Oman

Government

International

Bond

6

.750

10/28/27

413,006‌

2,090,000

g

Oman

Government

International

Bond

6

.000

08/01/29

2,087,847‌

1,500,000

g

Oman

Government

International

Bond

6

.250

01/25/31

1,520,625‌

3,125,000

g

OPEC

Fund

for

International

Development

4

.500

01/26/26

3,067,266‌

2,645,000

Panama

Bonos

del

Tesoro

3

.362

06/30/31

2,260,153‌

3,225,000

Panama

Notas

del

Tesoro

3

.750

04/17/26

3,159,146‌

475,000

g

Paraguay

Government

International

Bond

4

.700

03/27/27

460,796‌

1,275,000

g

Paraguay

Government

International

Bond

5

.400

03/30/50

1,087,603‌

1,435,000

g

Perusahaan

Penerbit

SBSN

Indonesia

III

2

.550

06/09/31

1,219,500‌

1,200,000

g

Perusahaan

Penerbit

SBSN

Indonesia

III

4

.700

06/06/32

1,189,454‌

1,315,000

Peruvian

Government

International

Bond

3

.000

01/15/34

1,091,450‌

1,320,000

Philippine

Government

International

Bond

4

.200

03/29/47

1,134,267‌

2,098,000

Poland

Government

International

Bond

5

.500

04/04/53

2,109,757‌

620,000

Province

of

Quebec

Canada

7

.500

09/15/29

721,405‌

5,000,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

3,853,150‌

2,200,000

g

Republic

of

Paraguay

6

.100

08/11/44

2,077,576‌

ZAR

22,300,000

Republic

of

South

Africa

Government

International

Bond

7

.000

02/28/31

947,746‌

175

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

ZAR

23,400,000

Republic

of

South

Africa

Government

International

Bond

8

.750

%

01/31/44

$

909,829‌

$

2,895,000

Republic

of

South

Africa

Government

International

Bond

5

.375

07/24/44

2,055,450‌

UZS

7,990,000,000

g

Republic

of

Uzbekistan

International

Bond

14

.500

11/25/23

688,696‌

2,150,000

g

Republic

of

Uzbekistan

International

Bond

4

.750

02/20/24

2,125,920‌

UZS

7,600,000,000

g

Republic

of

Uzbekistan

International

Bond

14

.000

07/19/24

644,291‌

410,000

g

Republic

of

Uzbekistan

International

Bond

5

.375

02/20/29

374,648‌

2,000,000

g

Romanian

Government

International

Bond

3

.000

02/14/31

1,656,000‌

1,425,000

g

Romanian

Government

International

Bond

4

.000

02/14/51

1,015,313‌

3,825,000

g

Rwanda

International

Government

Bond

5

.500

08/09/31

2,872,935‌

2,900,000

g

Saudi

Government

International

Bond

4

.500

04/17/30

2,846,327‌

2,810,000

g

Saudi

Government

International

Bond

3

.750

01/21/55

2,120,538‌

560,000

g

Serbia

Government

International

Bond

6

.500

09/26/33

548,827‌

1,225,000

g

Serbia

International

Bond

2

.125

12/01/30

939,742‌

RSD

290,000,000

Serbia

Treasury

Bonds

5

.875

02/08/28

2,759,169‌

2,000,000

South

Africa

Government

International

Bond

5

.875

09/16/25

1,974,152‌

1,950,000

e,g

Southern

Gas

Corridor

CJSC

6

.875

03/24/26

1,980,030‌

1,110,000

State

of

Israel

3

.800

05/13/60

841,189‌

THB

24,600,000

Thailand

Government

International

Bond

2

.875

12/17/28

711,039‌

THB

24,500,000

Thailand

Government

International

Bond

3

.300

06/17/38

725,804‌

1,225,000

g

Ukraine

Government

International

Bond

9

.750

11/01/30

299,601‌

EUR

475,000

g

Ukraine

Government

International

Bond

4

.375

01/27/32

110,073‌

150,000

Uruguay

Government

International

Bond

4

.375

01/23/31

147,766‌

1,200,000

g

Zambia

Government

International

Bond

8

.500

04/14/24

692,232‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

185,484,166‌

MORTGAGE

BACKED

-

19

.1

%

76,798,408

g,i

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

599,995‌

8,606,089

g,i

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

106,375‌

12,146,763

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

4

.500

11/01/37

11,913,819‌

1,960,008

i

FHLMC

LIBOR

1

M

+

5.920%

0

.727

03/15/44

163,493‌

7,706,278

FHLMC

3

.500

01/15/47

6,808,562‌

3,094,680

i

FHLMC

LIBOR

1

M

+

9.920%

1

.611

06/15/48

2,896,524‌

3,304,219

i

FHLMC

LIBOR

1

M

+

9.840%

1

.531

10/15/48

3,010,507‌

11,340,588

FHLMC

2

.000

09/25/50

1,361,304‌

5,939,932

FHLMC

3

.000

10/25/50

4,211,279‌

22,230,227

FHLMC

2

.500

02/25/51

3,392,046‌

7,647,830

FHLMC

2

.500

05/25/51

4,843,338‌

5,639,938

FHLMC

3

.000

09/01/51

5,052,044‌

4,368,930

FHLMC

3

.000

11/01/51

3,884,353‌

2,278,881

FHLMC

3

.000

11/01/51

2,041,348‌

3,506,453

FHLMC

3

.000

11/01/51

3,127,508‌

24,169,908

FHLMC

3

.000

11/01/51

21,557,853‌

19,955,192

FHLMC

2

.000

02/01/52

16,377,248‌

23,391,039

FHLMC

2

.500

02/01/52

19,996,578‌

25,789,830

FHLMC

2

.500

03/01/52

22,042,340‌

13,227,898

FHLMC

4

.000

04/01/52

12,423,573‌

923,985

FHLMC

3

.500

06/01/52

843,738‌

26,309,856

FHLMC

4

.500

06/01/52

25,298,408‌

24,899,096

FHLMC

4

.500

07/01/52

23,943,026‌

2,956,259

FHLMC

4

.000

08/25/52

2,507,249‌

5,233,359

FHLMC

4

.500

10/25/52

4,745,829‌

6,316,915

FHLMC

5

.500

11/25/52

6,404,820‌

3,320,179

FHLMC

5

.500

02/25/53

3,329,344‌

211

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

8

.000

01/01/31

211‌

6,188

FGLMC

8

.000

09/01/31

6,308‌

58,207

FGLMC

7

.000

12/01/31

58,812‌

33,052

FGLMC

4

.500

07/01/33

32,597‌

238,689

FGLMC

7

.000

12/01/33

247,602‌

77,965

FGLMC

4

.500

04/01/35

76,924‌

66,260

FGLMC

7

.000

05/01/35

67,681‌

Core

Bond

Fund

June

30,

2023

176

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,333,339

FGLMC

5

.000

%

06/01/36

$

1,344,403‌

52,235

FGLMC

5

.000

07/01/39

52,670‌

1,175,292

FGLMC

5

.000

08/01/44

1,185,057‌

105,425

FGLMC

4

.500

11/01/44

103,467‌

67,121

FGLMC

4

.500

11/01/44

65,874‌

64,143

FGLMC

4

.500

12/01/44

62,951‌

87,910

FGLMC

4

.500

12/01/44

86,277‌

543,146

FGLMC

3

.500

04/01/45

506,170‌

10,990,500

FGLMC

3

.500

08/01/45

10,253,632‌

11,799,167

FGLMC

3

.500

10/01/45

10,992,214‌

3,987,617

FGLMC

4

.500

06/01/47

3,947,476‌

2,912,789

FGLMC

4

.000

09/01/47

2,789,069‌

3,563,094

FGLMC

3

.500

12/01/47

3,300,624‌

8,326,315

FGLMC

4

.500

08/01/48

8,182,417‌

20

Federal

National

Mortgage

Association

(FNMA)

8

.000

07/01/24

20‌

72

FNMA

7

.500

01/01/29

73‌

623

FNMA

7

.500

03/01/31

645‌

731,797

FNMA

3

.500

05/01/32

701,191‌

2,024,807

FNMA

3

.000

10/01/32

1,905,822‌

483,006

FNMA

5

.000

05/01/35

486,443‌

377,163

FNMA

5

.000

10/01/35

379,857‌

195,824

FNMA

5

.000

02/01/36

197,223‌

25,220,582

FNMA

4

.000

11/01/37

24,342,169‌

273,331

FNMA

5

.500

11/01/38

280,452‌

155,815

FNMA

5

.500

03/01/39

159,596‌

2,938,174

FNMA

3

.000

10/01/39

2,681,829‌

1,377,835

FNMA

3

.000

05/01/40

1,253,981‌

307,436

FNMA

5

.000

09/01/40

309,637‌

186,709

FNMA

4

.000

02/01/41

179,518‌

360,588

FNMA

5

.000

05/01/41

363,175‌

22,377,778

FNMA

2

.000

03/01/42

18,938,388‌

4,986,077

FNMA

4

.000

09/01/42

4,779,570‌

638,476

FNMA

3

.500

04/01/43

596,490‌

554,349

FNMA

3

.500

09/01/43

519,564‌

2,398,402

i

FNMA

LIBOR

1

M

+

5.950%

0

.800

09/25/43

237,084‌

1,741,223

FNMA

4

.500

03/01/44

1,719,500‌

36,865,623

FNMA

4

.000

05/01/44

35,296,041‌

488,949

FNMA

4

.500

06/01/44

479,310‌

2,109,957

FNMA

4

.500

06/01/44

2,068,491‌

399,234

FNMA

3

.500

07/01/44

373,790‌

1,197,606

FNMA

4

.500

08/01/44

1,174,037‌

1,683,748

FNMA

4

.500

10/01/44

1,650,685‌

1,199,271

FNMA

4

.500

11/01/44

1,175,630‌

1,094,518

FNMA

5

.000

11/01/44

1,102,341‌

303,167

FNMA

4

.500

12/01/44

297,292‌

1,111,893

FNMA

4

.000

01/01/45

1,065,809‌

1,335,419

FNMA

3

.500

05/01/45

1,244,447‌

2,675,773

FNMA

3

.500

01/01/46

2,488,503‌

1,140,261

FNMA

4

.000

04/01/46

1,090,322‌

1,987,159

FNMA

3

.500

06/01/46

1,848,075‌

4,338,149

FNMA

3

.500

07/01/46

4,034,520‌

9,138,335

FNMA

3

.500

07/01/46

8,545,432‌

1,471,679

FNMA

3

.000

10/01/46

1,301,215‌

1,271,262

FNMA

3

.500

10/01/46

1,180,018‌

2,125,512

FNMA

4

.500

05/01/47

2,099,002‌

692,536

FNMA

3

.000

11/01/47

612,314‌

4,584,489

FNMA

3

.500

11/01/47

4,274,810‌

6,259,845

FNMA

3

.500

01/01/48

5,787,014‌

2,425,612

FNMA

4

.500

01/01/48

2,380,896‌

987,800

FNMA

4

.500

02/01/48

969,600‌

1,626,671

FNMA

4

.500

05/01/48

1,596,302‌

177

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,200,187

FNMA

4

.500

%

05/01/48

$

1,177,405‌

1,812,053

FNMA

5

.000

08/01/48

1,804,274‌

225,364

FNMA

3

.000

06/01/49

193,950‌

3,047,942

FNMA

4

.500

06/01/49

2,984,450‌

16,852,633

FNMA

3

.000

07/01/50

15,031,988‌

6,736,500

FNMA

2

.000

08/25/50

925,776‌

8,288,792

FNMA

2

.000

10/25/50

5,595,389‌

19,151,423

FNMA

2

.500

11/25/50

2,724,849‌

9,433,845

FNMA

3

.000

12/25/50

1,547,186‌

6,433,480

FNMA

3

.000

02/25/51

1,158,485‌

73,557,181

FNMA

2

.000

04/01/51

60,226,784‌

5,957,359

FNMA

3

.500

08/01/51

5,474,866‌

4,614,476

FNMA

3

.000

09/01/51

4,104,682‌

10,375,997

FNMA

2

.500

11/25/51

1,297,366‌

4,580,860

FNMA

2

.000

01/01/52

3,777,961‌

27,741,604

FNMA

2

.000

02/01/52

22,763,003‌

24,837,668

FNMA

2

.500

02/01/52

21,233,253‌

27,249,490

FNMA

2

.500

02/01/52

23,289,817‌

1,098,616

FNMA

2

.500

02/01/52

937,822‌

10,644,116

FNMA

3

.500

02/01/52

9,781,663‌

14,884,132

FNMA

2

.000

03/01/52

12,197,771‌

18,315,822

FNMA

3

.000

04/01/52

16,196,968‌

48,023,177

FNMA

3

.000

04/01/52

42,519,602‌

2,020,185

FNMA

3

.500

04/01/52

1,841,298‌

26,581,276

FNMA

3

.500

05/01/52

24,227,727‌

3,835,706

FNMA

3

.500

05/01/52

3,496,058‌

38,930,235

FNMA

4

.000

05/01/52

36,554,871‌

3,251,634

FNMA

4

.000

05/25/52

2,609,368‌

24,681,934

FNMA

3

.500

06/01/52

22,542,251‌

51,453,250

FNMA

4

.000

06/01/52

48,313,690‌

12,778,140

FNMA

4

.500

06/01/52

12,287,499‌

12,272,594

FNMA

3

.500

07/01/52

11,187,465‌

76,677,859

FNMA

4

.000

07/01/52

71,999,055‌

80,770,296

FNMA

4

.000

07/01/52

75,816,756‌

11,572,107

FNMA

4

.500

07/01/52

11,128,745‌

4,610,763

FNMA

4

.500

07/01/52

4,433,391‌

51,048,253

FNMA

4

.500

07/01/52

49,088,456‌

8,229,398

FNMA

4

.500

07/25/52

7,564,740‌

59,139,036

FNMA

5

.000

08/01/52

58,008,342‌

4,689,145

FNMA

4

.500

08/25/52

4,096,027‌

42,952,380

FNMA

4

.000

09/01/52

40,313,678‌

131,187,405

FNMA

4

.500

09/01/52

126,147,549‌

17,857,021

FNMA

5

.000

09/01/52

17,510,307‌

4,228,397

FNMA

4

.000

09/25/52

3,794,529‌

3,561,571

FNMA

4

.000

09/25/52

2,990,531‌

91,095,580

FNMA

4

.000

10/01/52

85,508,745‌

33,500,671

FNMA

4

.500

10/01/52

32,211,942‌

44,480,658

FNMA

5

.000

10/01/52

43,605,352‌

3,413,060

FNMA

4

.500

10/25/52

3,268,471‌

3,893,992

FNMA

4

.500

10/25/52

3,745,058‌

35,673,941

h

FNMA

4

.500

11/01/52

34,301,644‌

6,230,619

FNMA

5

.500

11/25/52

6,258,559‌

20,204,384

FNMA

5

.500

12/01/52

20,166,399‌

25,854,681

FNMA

5

.500

02/01/53

25,731,163‌

908,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

3.650%

8

.210

11/25/41

904,964‌

18,840,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

2.400%

7

.467

02/25/42

18,636,439‌

26,700,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.500%

9

.567

06/25/42

28,067,860‌

10,905,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.000%

9

.067

07/25/42

11,246,618‌

24,032

Government

National

Mortgage

Association

(GNMA)

6

.500

11/20/38

25,261‌

210,026

GNMA

5

.000

06/15/39

210,332‌

7,004,079

GNMA

5

.000

01/20/40

1,380,978‌

Core

Bond

Fund

June

30,

2023

178

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

10,840,696

GNMA

2

.500

%

12/20/43

$

9,588,840‌

2,880,954

GNMA

3

.000

03/20/45

2,527,338‌

850,127

GNMA

4

.500

12/20/45

831,067‌

1,595,198

GNMA

4

.000

06/20/46

204,089‌

6,357,325

i

GNMA

LIBOR

1

M

+

6.100%

0

.943

03/20/50

716,324‌

12,406,349

GNMA

3

.000

11/20/51

9,115,998‌

15,016,738

GNMA

3

.000

01/20/52

11,214,913‌

6,147,686

GNMA

2

.500

02/20/52

5,109,562‌

5,570,908

GNMA

2

.500

05/20/52

4,824,583‌

66,357,923

GNMA

3

.000

05/20/52

59,339,965‌

43,145,016

GNMA

3

.500

07/20/52

39,815,759‌

5,082,691

GNMA

4

.000

07/20/52

4,212,206‌

10,611,322

GNMA

4

.000

08/20/52

10,039,893‌

12,000,990

GNMA

4

.000

09/20/52

11,354,718‌

7,934,055

GNMA

4

.500

09/20/52

7,290,651‌

6,919,204

GNMA

4

.500

09/20/52

6,545,517‌

5,760,832

GNMA

4

.500

09/20/52

5,381,668‌

4,199,098

GNMA

4

.500

09/20/52

3,816,537‌

10,574,432

GNMA

5

.000

11/20/52

10,400,386‌

4,841,953

GNMA

4

.500

02/20/53

4,410,108‌

4,206,239

GNMA

5

.500

02/20/53

4,182,237‌

12,856,254

GNMA

1

.052

05/20/53

555,436‌

12,856,254

GNMA

1

.884

05/20/53

820,356‌

5,357,548

g,i

OBX

3

.000

01/25/52

4,346,744‌

TOTAL

MORTGAGE

BACKED

1,825,225,383‌

MUNICIPAL

BONDS

-

0

.1

%

380,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3

.028

09/01/23

378,278‌

550,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.038

09/01/34

506,742‌

3,400,000

New

Jersey

Economic

Development

Authority

7

.425

02/15/29

3,655,545‌

4,075,000

New

York

State

Dormitory

Authority

4

.294

07/01/44

3,799,337‌

810,000

Oklahoma

City

Economic

Development

Trust

3

.440

09/01/24

790,176‌

33,000

State

Public

School

Building

Authority

5

.000

09/15/27

32,798‌

TOTAL

MUNICIPAL

BONDS

9,162,876‌

U.S.

TREASURY

SECURITIES

-

20

.9

%

1,900,000

United

States

Treasury

Bond

4

.750

02/15/37

2,101,875‌

10,875,000

j

United

States

Treasury

Bond

3

.500

02/15/39

10,417,910‌

16,015,000

United

States

Treasury

Bond

3

.875

08/15/40

15,890,508‌

12,000,000

United

States

Treasury

Bond

3

.125

11/15/41

10,567,031‌

1,380,000

United

States

Treasury

Bond

2

.500

05/15/46

1,061,145‌

10,450,000

United

States

Treasury

Bond

3

.000

05/15/47

8,799,635‌

1,255,000

United

States

Treasury

Bond

2

.750

08/15/47

1,009,491‌

42,835,000

United

States

Treasury

Bond

2

.750

11/15/47

34,453,730‌

55,445,000

United

States

Treasury

Bond

3

.000

02/15/48

46,749,231‌

510,000

United

States

Treasury

Bond

3

.125

05/15/48

439,935‌

45,841,000

j

United

States

Treasury

Bond

3

.375

11/15/48

41,427,013‌

22,128,208

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.500

04/15/24

21,592,723‌

28,625,000

United

States

Treasury

Note

0

.125

08/31/23

28,390,390‌

21,300,000

United

States

Treasury

Note

2

.500

04/30/24

20,791,629‌

795,000

United

States

Treasury

Note

2

.500

05/31/24

774,286‌

75,000,000

United

States

Treasury

Note

4

.250

09/30/24

74,015,625‌

29,936,000

United

States

Treasury

Note

3

.875

04/30/25

29,353,651‌

25,000,000

United

States

Treasury

Note

4

.625

06/30/25

24,885,742‌

60,402,000

United

States

Treasury

Note

3

.625

05/15/26

58,929,701‌

8,150,000

United

States

Treasury

Note

0

.875

09/30/26

7,291,703‌

105,270,000

United

States

Treasury

Note

1

.250

12/31/26

94,743,000‌

180,115,000

United

States

Treasury

Note

3

.500

04/30/28

175,021,123‌

11,105,000

United

States

Treasury

Note

3

.625

05/31/28

10,862,078‌

35,245,000

United

States

Treasury

Note

4

.000

06/30/28

35,052,254‌

179

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

675,000

United

States

Treasury

Note

1

.000

%

07/31/28

$

578,918‌

6,300,000

United

States

Treasury

Note

1

.375

10/31/28

5,481,000‌

7,290,000

United

States

Treasury

Note

3

.250

06/30/29

6,974,480‌

14,800,000

United

States

Treasury

Note

4

.000

10/31/29

14,761,266‌

49,441,000

United

States

Treasury

Note

3

.500

04/30/30

48,004,121‌

38,535,000

United

States

Treasury

Note

3

.750

06/30/30

38,023,207‌

6,775,000

United

States

Treasury

Note

1

.250

08/15/31

5,559,734‌

205,495,000

United

States

Treasury

Note

3

.375

05/15/33

198,174,241‌

2,850,000

United

States

Treasury

Note

1

.875

02/15/41

2,069,701‌

33,830,000

United

States

Treasury

Note

2

.000

11/15/41

24,763,296‌

370,024,100

j

United

States

Treasury

Note

2

.375

02/15/42

288,083,998‌

4,115,000

United

States

Treasury

Note

3

.250

05/15/42

3,671,995‌

10,000,000

United

States

Treasury

Note

4

.000

11/15/42

9,935,937‌

213,174,000

United

States

Treasury

Note

3

.875

02/15/43

207,844,650‌

24,000,000

e

United

States

Treasury

Note

3

.875

05/15/43

23,418,750‌

217,477,000

United

States

Treasury

Note

2

.250

02/15/52

157,161,113‌

170,859,000

United

States

Treasury

Note

3

.625

02/15/53

163,971,247‌

53,500,000

United

States

Treasury

Note

3

.625

05/15/53

51,418,516‌

TOTAL

U.S.

TREASURY

SECURITIES

2,004,517,579‌

TOTAL

GOVERNMENT

BONDS

4,031,416,866‌

(Cost

$4,300,438,252)

STRUCTURED

ASSETS

-

18

.3

%

ASSET

BACKED

-

5

.5

%

4,000,000

g,i

AGL

CLO

19

Ltd

SOFR

3

M

+

2.750%

7

.806

07/21/35

4,010,744‌

Series

-

2022

19A

(Class

B1)

1,000,000

g,i

AGL

CLO

Ltd.

CME

Term

SOFR

3

Month

+

2.600%

7

.852

07/21/36

1,000,147‌

Series

-

2023

25A

(Class

B)

3,375,000

g,i

AIMCO

CLO

16

Ltd

LIBOR

3

M

+

1.650%

6

.910

01/17/35

3,304,412‌

Series

-

2021

16A

(Class

B)

10,000,000

g,i

AIMCO

CLO

Series

LIBOR

3

M

+

1.050%

6

.300

04/20/34

9,829,390‌

Series

-

2017

AA

(Class

AR)

10,000,000

g,i

AIMCO

CLO

Series

LIBOR

3

M

+

1.500%

6

.750

04/20/34

9,661,570‌

Series

-

2017

AA

(Class

BR)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

2

.130

03/18/26

947,028‌

Series

-

2020

2

(Class

D)

17,000,000

AmeriCredit

Automobile

Receivables

Trust

1

.210

12/18/26

15,508,811‌

Series

-

2021

1

(Class

D)

2,000,000

g

AMSR

Trust

3

.148

01/19/39

1,813,236‌

Series

-

2019

SFR1

(Class

C)

1,865,000

g

AMSR

Trust

3

.247

01/19/39

1,680,744‌

Series

-

2019

SFR1

(Class

D)

6,952,650

g

Apollo

aviation

securitization

2

.798

01/15/47

5,899,323‌

Series

-

2021

2A

(Class

A)

4,750,000

g

Arm

Master

Trust

LLC

6

.562

02/17/25

4,734,884‌

Series

-

2023

T1

(Class

A)

55,677

g

Asset

Backed

Funding

Corp

NIM

Trust

5

.900

07/26/35

1‌

Series

-

2005

WMC1

(Class

N1)

1,181,200

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2

.020

02/20/27

1,069,959‌

Series

-

2020

2A

(Class

A)

6,800,000

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1

.630

08/20/27

5,919,475‌

Series

-

2021

1A

(Class

B)

3,100,000

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2

.130

08/20/27

2,677,528‌

Series

-

2021

1A

(Class

C)

1,000,000

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1

.660

02/20/28

864,875‌

Series

-

2021

2A

(Class

A)

1,500,000

g,i

Bonanza

RE

Ltd

U.S.

Treasury

Bill

3

M

+

4.870%

10

.148

12/23/24

1,288,950‌

Series

-

2020

A

(Class

A)

835,339

g

BRE

Grand

Islander

Timeshare

Issuer

LLC

3

.280

09/26/33

784,688‌

Series

-

2019

A

(Class

A)

Core

Bond

Fund

June

30,

2023

180

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,530,926

g

British

Airways

Pass

Through

Trust

3

.800

%

09/20/31

$

1,392,859‌

Series

-

2018

1

(Class

AA)

5,389,171

g

Capital

Automotive

REIT

2

.690

02/15/50

5,057,236‌

Series

-

2020

1A

(Class

A1)

3,848,298

g

Capital

Automotive

REIT

1

.440

08/15/51

3,323,399‌

Series

-

2021

1A

(Class

A1)

8,377,250

g

Capital

Automotive

REIT

1

.920

08/15/51

7,171,604‌

Series

-

2021

1A

(Class

A3)

1,440,000

CarMax

Auto

Owner

Trust

1

.280

07/15/27

1,315,683‌

Series

-

2021

1

(Class

D)

5,767,250

g

Cars

Net

Lease

Mortgage

Notes

Series

2

.010

12/15/50

4,867,336‌

Series

-

2020

1A

(Class

A1)

9,875,000

g

Cars

Net

Lease

Mortgage

Notes

Series

3

.100

12/15/50

8,367,157‌

Series

-

2020

1A

(Class

A3)

1,531,171

Carvana

Auto

Receivables

Trust

1

.270

03/10/28

1,463,071‌

Series

-

2021

N2

(Class

D)

5,799,827

Carvana

Auto

Receivables

Trust

1

.720

09/11/28

5,564,786‌

Series

-

2021

N4

(Class

C)

3,340,000

g

Carvana

Auto

Receivables

Trust

4

.130

12/11/28

3,114,362‌

Series

-

2022

N1

(Class

D)

4,150,000

g,i

Cayuga

Park

CLO

Ltd

LIBOR

3

M

+

1.650%

1

.000

07/17/34

4,036,311‌

Series

-

2020

1A

(Class

B1R)

256,775

i

C-BASS

Trust

LIBOR

1

M

+

0.160%

3

.075

07/25/36

243,476‌

Series

-

2006

CB6

(Class

A1)

8,817,685

g,i

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5

.200

04/07/52

22,044‌

Series

-

2007

1A

(Class

A2)

8,769,657

g

CF

Hippolyta

LLC

1

.690

07/15/60

7,869,810‌

Series

-

2020

1

(Class

A1)

2,632,597

g

CF

Hippolyta

LLC

1

.990

07/15/60

2,198,814‌

Series

-

2020

1

(Class

A2)

1,798,904

g

CF

Hippolyta

LLC

2

.280

07/15/60

1,606,651‌

Series

-

2020

1

(Class

B1)

1,393,220

g,i

CIFC

Funding

Ltd

LIBOR

3

M

+

1.220%

6

.470

07/20/30

1,386,487‌

Series

-

2017

3A

(Class

A1)

5,855,000

g,i

CIFC

Funding

Ltd

LIBOR

3

M

+

1.600%

6

.850

10/20/34

5,690,949‌

Series

-

2020

2A

(Class

BR)

3,000,000

g,i

CIFC

Funding

Ltd

SOFR

3

M

+

3.000%

8

.071

10/22/35

3,026,169‌

Series

-

2022

7A

(Class

B1)

5,625,000

g,i

CIFC

Funding

Ltd

LIBOR

3

M

+

1.650%

6

.910

07/15/36

5,482,806‌

Series

-

2020

1A

(Class

BR)

7,355

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond)

6

.200

02/25/30

7,238‌

Series

-

2002

1

(Class

AF6)

11,450,000

g

Cologix

Data

Centers

US

Issuer

LLC

3

.300

12/26/51

10,139,507‌

Series

-

2021

1A

(Class

A2)

1,082,813

g

DB

Master

Finance

LLC

4

.352

05/20/49

988,330‌

Series

-

2019

1A

(Class

A23)

16,745,000

g

DB

Master

Finance

LLC

2

.045

11/20/51

14,572,403‌

Series

-

2021

1A

(Class

A2I)

13,199,000

g

DB

Master

Finance

LLC

2

.493

11/20/51

11,158,514‌

Series

-

2021

1A

(Class

A2II)

690,996

g

Diamond

Resorts

Owner

Trust

2

.890

02/20/32

654,482‌

Series

-

2019

1A

(Class

A)

1,983,273

g

Diamond

Resorts

Owner

Trust

2

.050

11/21/33

1,800,128‌

Series

-

2021

1A

(Class

B)

2,524,500

g

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

2,406,861‌

Series

-

2015

1A

(Class

A2II)

2,292,000

g

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

2,170,609‌

Series

-

2018

1A

(Class

A2I)

13,671,000

g

Domino's

Pizza

Master

Issuer

LLC

2

.662

04/25/51

11,589,139‌

Series

-

2021

1A

(Class

A2I)

181

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

3,800,000

g,i

Dryden

49

Senior

Loan

Fund

LIBOR

3

M

+

1.600%

6

.862

%

07/18/30

$

3,721,842‌

Series

-

2017

49A

(Class

BR)

11,800,000

g

DT

Auto

Owner

Trust

1

.160

11/16/26

10,919,236‌

Series

-

2021

1A

(Class

D)

984,831

g,i

Ellington

Loan

Acquisition

Trust

LIBOR

1

M

+

1.100%

6

.250

05/25/37

972,870‌

Series

-

2007

2

(Class

A2C)

18,540,000

g

Flexential

Issuer,

LLC

3

.250

11/27/51

16,168,274‌

Series

-

2021

1A

(Class

A2)

13,573,083

g

FNA

VI

LLC

1

.350

01/10/32

12,265,519‌

Series

-

2021

1A

(Class

A)

23,000,000

g,i

Gracie

Point

International

Funding

30

D

AVG

SOFR

+

2.750%

7

.791

07/01/24

23,015,415‌

Series

-

2022

2A

(Class

A)

4,000,000

g,i

Gracie

Point

International

Funding

30

D

AVG

SOFR

+

3.350%

8

.415

07/01/24

4,002,678‌

Series

-

2022

2A

(Class

B)

9,293,277

g,i

GRACIE

POINT

INTERNATIONAL

FUNDING

30

D

AVG

SOFR

+

2.250%

7

.282

04/01/24

9,278,349‌

Series

-

2022

1A

(Class

A)

1,950,000

g

Hardee's

Funding

LLC

3

.981

12/20/50

1,659,620‌

Series

-

2020

1A

(Class

A2)

675,544

g

HERO

Funding

Trust

3

.190

09/20/48

578,234‌

Series

-

2017

3A

(Class

A1)

241,933

g

HERO

Funding

Trust

3

.280

09/20/48

208,048‌

Series

-

2017

2A

(Class

A1)

878,208

g

HERO

Funding

Trust

3

.950

09/20/48

769,184‌

Series

-

2017

3A

(Class

A2)

483,865

g

HERO

Funding

Trust

4

.070

09/20/48

426,172‌

Series

-

2017

2A

(Class

A2)

11,850,000

g

Hertz

Vehicle

Financing

LLC

1

.560

12/26/25

11,080,286‌

Series

-

2021

1A

(Class

B)

4,700,000

g

Hertz

Vehicle

Financing

LLC

4

.120

09/25/26

4,471,318‌

Series

-

2022

4A

(Class

B)

3,700,000

g

Hertz

Vehicle

Financing

LLC

4

.610

09/25/26

3,490,425‌

Series

-

2022

4A

(Class

C)

361,360

g

Hilton

Grand

Vacations

Trust

2

.660

12/26/28

356,714‌

Series

-

2017

AA

(Class

A)

271,020

g

Hilton

Grand

Vacations

Trust

2

.960

12/26/28

266,806‌

Series

-

2017

AA

(Class

B)

703,744

g

Hilton

Grand

Vacations

Trust

2

.340

07/25/33

655,986‌

Series

-

2019

AA

(Class

A)

71,894

i

Home

Equity

Asset

Trust

LIBOR

1

M

+

1.500%

3

.986

06/25/33

70,063‌

Series

-

2003

1

(Class

M1)

3,403,395

g

Horizon

Aircraft

Finance

II

Ltd

3

.721

07/15/39

2,906,452‌

Series

-

2019

1

(Class

A)

4,203,217

g

Horizon

Aircraft

Finance

III

Ltd

3

.425

11/15/39

3,320,542‌

Series

-

2019

2

(Class

A)

3,450,000

g

Hpefs

Equipment

Trust

4

.430

09/20/29

3,335,536‌

Series

-

2022

2A

(Class

C)

3,750,000

†,g

Industrial

DPR

Funding

Ltd

5

.380

04/15/34

3,183,562‌

Series

-

2022

1A

(Class

1)

799,963

g,i

Invitation

Homes

Trust

LIBOR

1

M

+

1.250%

6

.396

01/17/38

795,809‌

Series

-

2018

SFR4

(Class

B)

5,250,000

g,i

La

Vie

Re

Ltd

LIBOR

3

M

+

2.850%

8

.000

10/06/23

5,092,500‌

Series

-

2020

A

(Class

A)

7,750,000

g,i

Madison

Park

Funding

LIX

Ltd

LIBOR

3

M

+

2.100%

7

.362

01/18/34

7,544,509‌

Series

-

2021

59A

(Class

C)

3,500,000

g,i

Madison

Park

Funding

LV

Ltd

SOFR

3

M

+

2.900%

7

.882

07/18/35

3,513,961‌

Series

-

2022

55A

(Class

B1)

4,000,000

g,i

Magnetite

XIX

Ltd

LIBOR

3

M

+

1.550%

6

.810

04/17/34

3,893,888‌

Series

-

2017

19A

(Class

B1R)

530,000

g,i

Magnetite

XVIII

Ltd

LIBOR

3

M

+

1.500%

6

.821

11/15/28

522,902‌

Series

-

2016

18A

(Class

BR)

Core

Bond

Fund

June

30,

2023

182

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

2,078,604

g

MAPS

Trust

2

.521

%

06/15/46

$

1,792,318‌

Series

-

2021

1A

(Class

A)

2,700,000

g,i

Massachusetts

St

LIBOR

3

M

+

1.650%

6

.910

01/15/35

2,634,495‌

Series

-

2021

3A

(Class

B)

5,250,000

g,i

MSCG

Trust

3

.577

06/07/35

4,528,067‌

Series

-

2015

ALDR

(Class

C)

1,750,000

g,i

MSCG

Trust

3

.577

06/07/35

1,456,829‌

Series

-

2015

ALDR

(Class

D)

1,128,537

g

MVW

LLC

1

.830

05/20/39

995,394‌

Series

-

2021

2A

(Class

B)

2,276,118

g

MVW

LLC

1

.440

01/22/41

2,040,615‌

Series

-

2021

1WA

(Class

B)

1,433,954

g

MVW

LLC

1

.940

01/22/41

1,286,906‌

Series

-

2021

1WA

(Class

C)

644,196

g

MVW

Owner

Trust

2

.750

12/20/34

639,910‌

Series

-

2017

1A

(Class

B)

1,206,388

g

MVW

Owner

Trust

3

.000

11/20/36

1,138,360‌

Series

-

2019

1A

(Class

B)

1,601,708

g

Navient

Private

Education

Refi

Loan

Trust

1

.310

01/15/69

1,447,109‌

Series

-

2020

HA

(Class

A)

1,278,155

g

Navient

Student

Loan

Trust

3

.390

12/15/59

1,207,323‌

Series

-

2019

BA

(Class

A2A)

16,000,000

g,i

Neuberger

Berman

Loan

Advisers

CLO

31

Ltd

LIBOR

3

M

+

1.550%

6

.800

04/20/31

15,636,368‌

Series

-

2019

31A

(Class

BR)

6,750,000

g,i

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd

LIBOR

3

M

+

1.400%

6

.660

04/16/33

6,580,663‌

Series

-

2021

40A

(Class

B)

5,407,717

g

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

1

.480

01/20/51

4,737,197‌

Series

-

2021

1A

(Class

A1)

4,864,393

g

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2

.380

11/20/51

4,224,557‌

Series

-

2021

2A

(Class

A1)

5,450,000

g,i

OHA

Credit

Funding

10

Ltd

LIBOR

3

M

+

1.650%

6

.912

01/18/36

5,349,927‌

Series

-

2021

10A

(Class

B)

867,293

g

OneMain

Financial

Issuance

Trust

3

.840

05/14/32

863,918‌

Series

-

2020

1A

(Class

A)

10,000,000

g

OneMain

Financial

Issuance

Trust

1

.750

09/14/35

8,922,698‌

Series

-

2020

2A

(Class

A)

5,910,301

g

Oportun

Funding

XIV

LLC

1

.210

03/08/28

5,631,577‌

Series

-

2021

A

(Class

A)

3,515,000

g

Oportun

Issuance

Trust

1

.960

05/08/31

3,143,049‌

Series

-

2021

B

(Class

B)

356,518

g

Orange

Lake

Timeshare

Trust

3

.100

11/08/30

352,116‌

Series

-

2018

A

(Class

A)

2,500,000

g

PFS

Financing

Corp

1

.000

10/15/25

2,466,988‌

Series

-

2020

E

(Class

A)

3,688,000

g

PFS

Financing

Corp

0

.970

02/15/26

3,568,180‌

Series

-

2020

G

(Class

A)

3,000,000

g

PFS

Financing

Corp

0

.710

04/15/26

2,873,464‌

Series

-

2021

A

(Class

A)

6,750,000

g

PFS

Financing

Corp

0

.960

04/15/26

6,450,816‌

Series

-

2021

A

(Class

B)

1,500,000

g

Progress

Residential

Trust

2

.711

11/17/40

1,228,575‌

Series

-

2021

SFR9

(Class

D)

1,010,497

g

Purchasing

Power

Funding

LLC

1

.570

10/15/25

996,311‌

Series

-

2021

A

(Class

A)

2,000,000

g

Regional

Management

Issuance

Trust

7

.100

11/17/32

2,010,278‌

Series

-

2022

2B

(Class

A)

3,330,183

g

Renew

3

.950

09/20/53

2,912,762‌

Series

-

2018

1

(Class

A)

5,088,192

Santander

Drive

Auto

Receivables

Trust

2

.220

09/15/26

4,997,032‌

Series

-

2020

2

(Class

D)

183

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

11,599,300

g

SERVPRO

Master

Issuer

LLC

3

.882

%

10/25/49

$

10,577,599‌

Series

-

2019

1A

(Class

A2)

3,283,000

g

SERVPRO

Master

Issuer

LLC

2

.394

04/25/51

2,695,396‌

Series

-

2021

1A

(Class

A2)

1,866,689

g

Settlement

Fee

Finance

LLC

3

.840

11/01/49

1,821,363‌

Series

-

2019

1A

(Class

A)

749,620

g

Sierra

Timeshare

Receivables

Funding

LLC

3

.650

06/20/35

745,641‌

Series

-

2018

2A

(Class

B)

617,927

g

Sierra

Timeshare

Receivables

Funding

LLC

3

.200

01/20/36

592,286‌

Series

-

2019

1A

(Class

A)

1,323,622

g

Sierra

Timeshare

Receivables

Funding

LLC

0

.990

11/20/37

1,225,965‌

Series

-

2021

1A

(Class

A)

1,435,163

g

Sierra

Timeshare

Receivables

Funding

LLC

1

.340

11/20/37

1,321,090‌

Series

-

2021

1A

(Class

B)

795,660

g

Sierra

Timeshare

Receivables

Funding

LLC

1

.790

11/20/37

729,328‌

Series

-

2021

1A

(Class

C)

1,510,458

g

SMB

Private

Education

Loan

Trust

2

.430

02/17/32

1,451,867‌

Series

-

2016

B

(Class

A2A)

1,169,787

g

SMB

Private

Education

Loan

Trust

2

.880

09/15/34

1,120,301‌

Series

-

2017

A

(Class

A2A)

1,130,904

g

SMB

Private

Education

Loan

Trust

2

.820

10/15/35

1,075,857‌

Series

-

2017

B

(Class

A2A)

128,141

g

SoFi

Professional

Loan

Program

LLC

2

.740

05/25/40

127,169‌

Series

-

2017

B

(Class

A2FX)

100,870

g

SoFi

Professional

Loan

Program

LLC

2

.630

07/25/40

99,713‌

Series

-

2017

C

(Class

A2B)

1,135,318

g

SoFi

Professional

Loan

Program

LLC

2

.840

01/25/41

1,088,468‌

Series

-

2017

F

(Class

A2FX)

848,579

g

SoFi

Professional

Loan

Program

LLC

3

.690

06/15/48

810,129‌

Series

-

2019

A

(Class

A2FX)

780,174

†,g

SolarCity

LMC

4

.800

11/20/38

737,732‌

Series

-

2013

1

(Class

A)

13,525,600

g

Sonic

Capital

LLC

3

.845

01/20/50

12,228,928‌

Series

-

2020

1A

(Class

A2I)

3,801,016

g

SpringCastle

America

Funding

LLC

1

.970

09/25/37

3,397,853‌

Series

-

2020

AA

(Class

A)

3,950,000

g

Stack

Infrastructure

Issuer

LLC

1

.893

08/25/45

3,558,801‌

Series

-

2020

1A

(Class

A2)

153,339

i

Structured

Asset

Investment

Loan

Trust

LIBOR

1

M

+

0.900%

6

.050

09/25/34

150,682‌

Series

-

2004

8

(Class

M1)

1,786,000

g

Taco

Bell

Funding

LLC

4

.970

05/25/46

1,715,937‌

Series

-

2016

1A

(Class

A23)

15,025,190

g

Taco

Bell

Funding

LLC

1

.946

08/25/51

12,917,456‌

Series

-

2021

1A

(Class

A2I)

9,692,400

g

Taco

Bell

Funding

LLC

2

.294

08/25/51

7,957,470‌

Series

-

2021

1A

(Class

A2II)

5,250,000

g,i

TICP

CLO

VIII

Ltd

LIBOR

3

M

+

1.700%

6

.950

10/20/34

5,119,328‌

Series

-

2017

8A

(Class

A2R)

650,000

g

Tricon

American

Homes

Trust

2

.049

07/17/38

580,399‌

Series

-

2020

SFR1

(Class

B)

3,800,000

g,i

Ursa

Re

II

Ltd

U.S.

Treasury

Bill

3

M

+

3.940%

9

.208

12/07/23

3,773,020‌

Series

-

2020

A

(Class

AA)

5,693,878

g

Vine

2

.790

11/15/50

4,944,513‌

Series

-

2020

1A

(Class

A)

9,956,800

g

Wendy's

Funding

LLC

2

.370

06/15/51

8,233,636‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

531,082,415‌

OTHER

MORTGAGE

BACKED

-

12

.8

%

1,319,857

g,i

ACRE

Commercial

Mortgage

Ltd

SOFR

1

M

+

0.944%

6

.035

12/18/37

1,303,541‌

Series

-

2021

FL4

(Class

A)

Core

Bond

Fund

June

30,

2023

184

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

78,826

g,i

Agate

Bay

Mortgage

Trust

3

.500

%

09/25/45

$

70,330‌

Series

-

2015

6

(Class

A9)

4,335,000

g,i

Angel

Oak

Mortgage

Trust

2

.837

11/25/66

2,915,990‌

Series

-

2021

8

(Class

A3)

1,870,000

g

BAMLL

Commercial

Mortgage

Securities

Trust

3

.490

04/14/33

1,711,254‌

Series

-

2015

200P

(Class

B)

2,486,000

Banc

of

America

Commercial

Mortgage

Trust

3

.705

09/15/48

2,358,175‌

Series

-

2015

UBS7

(Class

A4)

1,910,000

i

Banc

of

America

Commercial

Mortgage

Trust

4

.483

09/15/48

1,710,993‌

Series

-

2015

UBS7

(Class

B)

4,280,777

Banc

of

America

Commercial

Mortgage

Trust

3

.366

02/15/50

4,089,504‌

Series

-

2017

BNK3

(Class

ASB)

5,055,000

BANK

3

.731

11/15/50

4,510,842‌

Series

-

2017

BNK8

(Class

AS)

3,000,000

i

BANK

4

.088

11/15/50

2,539,417‌

Series

-

2017

BNK8

(Class

B)

1,000,000

i

BANK

4

.232

11/15/50

791,306‌

Series

-

2017

BNK8

(Class

C)

3,750,000

g

BANK

2

.500

10/17/52

2,121,881‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3

.093

10/17/52

831,573‌

Series

-

2019

BN21

(Class

AS)

2,500,000

BANK

3

.203

12/15/52

2,124,945‌

Series

-

2019

BN23

(Class

AS)

1,637,000

BANK

3

.455

12/15/52

1,318,193‌

Series

-

2019

BN23

(Class

B)

4,621,000

BANK

1

.925

12/15/53

3,567,885‌

Series

-

2020

BN30

(Class

A4)

50,000

BANK

2

.036

02/15/54

39,883‌

Series

-

2021

BN31

(Class

A4)

12,864,000

BANK

2

.928

02/15/55

10,768,927‌

Series

-

2022

BNK39

(Class

A4)

4,000,000

i

BANK

6

.260

04/15/56

4,074,016‌

Series

-

2023

5YR1

(Class

A3)

5,773,092

BANK

3

.289

07/15/60

5,518,332‌

Series

-

2017

BNK6

(Class

ASB)

2,550,000

i

BANK

3

.283

11/15/62

2,162,802‌

Series

-

2019

BN24

(Class

AS)

11,716,000

BANK

2

.438

06/15/63

9,359,895‌

Series

-

2021

BN34

(Class

A5)

8,600,000

i

BANK

3

.507

03/15/64

7,499,601‌

Series

-

2022

BNK40

(Class

A4)

3,330,000

i

BANK

3

.916

04/15/65

2,995,508‌

Series

-

2022

BNK41

(Class

A4)

5,093,756

g,i

Bayview

MSR

Opportunity

Master

Fund

Trust

3

.000

10/25/51

4,123,208‌

Series

-

2021

6

(Class

A19)

7,504,105

g,i

Bayview

MSR

Opportunity

Master

Fund

Trust

3

.000

02/25/52

6,074,298‌

Series

-

2022

5

(Class

A19)

1,250,000

g,i

BBCMS

Mortgage

Trust

4

.409

08/05/38

842,677‌

Series

-

2018

CHRS

(Class

E)

4,400,000

h,i

BBCMS

Mortgage

Trust

6

.383

07/15/56

4,478,672‌

Series

-

2023

C20

(Class

A2)

1,500,000

g

BBCMS

Trust

4

.798

08/10/35

1,305,869‌

Series

-

2015

SRCH

(Class

C)

2,575,000

g,i

Benchmark

Mortgage

Trust

2

.791

09/15/48

2,066,684‌

Series

-

2020

IG2

(Class

AM)

2,500,000

g,i

Benchmark

Mortgage

Trust

3

.233

09/15/48

2,059,355‌

Series

-

2020

IG3

(Class

AS)

2,500,000

g,i

Benchmark

Mortgage

Trust

3

.654

09/15/48

2,142,566‌

Series

-

2020

IG3

(Class

BXA)

185

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,380,000

Benchmark

Mortgage

Trust

4

.016

%

03/15/52

$

1,254,476‌

Series

-

2019

B9

(Class

A5)

1,250,000

i

Benchmark

Mortgage

Trust

4

.971

03/15/52

958,943‌

Series

-

2019

B9

(Class

C)

2,500,000

Benchmark

Mortgage

Trust

3

.542

05/15/52

2,204,679‌

Series

-

2019

B11

(Class

A5)

550,000

Benchmark

Mortgage

Trust

3

.419

08/15/52

475,242‌

Series

-

2019

B12

(Class

AS)

1,200,000

i

Benchmark

Mortgage

Trust

4

.510

05/15/53

1,130,318‌

Series

-

2018

B7

(Class

A4)

24,906,000

Benchmark

Mortgage

Trust

2

.584

03/15/54

19,918,785‌

Series

-

2021

B24

(Class

A5)

7,118,000

Benchmark

Mortgage

Trust

2

.224

08/15/54

5,653,143‌

Series

-

2021

B28

(Class

A5)

5,250,000

i

Benchmark

Mortgage

Trust

2

.244

08/15/54

3,720,031‌

Series

-

2021

B28

(Class

B)

9,000,000

Benchmark

Mortgage

Trust

2

.429

08/15/54

6,956,472‌

Series

-

2021

B28

(Class

AS)

14,500,000

h

Benchmark

Mortgage

Trust

5

.750

07/15/55

14,916,720‌

Series

-

2023

B39

(Class

A5)

3,000,000

Benchmark

Mortgage

Trust

5

.626

04/15/56

2,939,093‌

Series

-

2023

B38

(Class

A2)

1,680,000

g

Benchmark

Mortgage

Trust

2

.500

12/15/62

954,498‌

Series

-

2019

B14

(Class

D)

4,740,000

Benchmark

Mortgage

Trust

3

.049

12/15/62

4,098,667‌

Series

-

2019

B14

(Class

A5)

15,830,000

BENCHMARK

Mortgage

Trust

2

.390

07/15/54

12,415,165‌

Series

-

2021

B27

(Class

A5)

1,472,819

g,i

BX

TRUST

SOFR

1

M

+

2.949%

8

.096

08/15/39

1,466,351‌

Series

-

2022

PSB

(Class

B)

4,500,000

g,i

BXP

Trust

2

.868

01/15/44

2,730,530‌

Series

-

2021

601L

(Class

D)

6,500,000

i

CD

Mortgage

Trust

3

.879

11/10/49

5,256,055‌

Series

-

2016

CD2

(Class

B)

3,030,000

i

CD

Mortgage

Trust

4

.112

11/10/49

2,353,040‌

Series

-

2016

CD2

(Class

C)

6,560,871

CD

Mortgage

Trust

3

.453

02/10/50

6,232,345‌

Series

-

2017

CD3

(Class

AAB)

5,555,000

CD

Mortgage

Trust

3

.833

02/10/50

4,546,741‌

Series

-

2017

CD3

(Class

AS)

6,635,000

i

CD

Mortgage

Trust

3

.984

02/10/50

4,682,732‌

Series

-

2017

CD3

(Class

B)

3,630,000

i

CD

Mortgage

Trust

4

.697

02/10/50

2,203,917‌

Series

-

2017

CD3

(Class

C)

5,000,000

i

CD

Mortgage

Trust

3

.684

08/15/50

4,508,585‌

Series

-

2017

CD5

(Class

AS)

3,600,000

CD

Mortgage

Trust

2

.812

08/15/57

3,243,348‌

Series

-

2019

CD8

(Class

ASB)

48,965

g,i

CF

Mortgage

Trust

2

.840

04/15/25

46,651‌

Series

-

2020

P1

(Class

A1)

1,750,000

g,i

CF

Mortgage

Trust

3

.603

04/15/52

1,580,526‌

Series

-

2020

P1

(Class

A2)

1,175,400

CGMS

Commercial

Mortgage

Trust

3

.458

08/15/50

1,075,021‌

Series

-

2017

B1

(Class

A4)

72,117

i

CHL

Mortgage

Pass-Through

Trust

3

.864

02/20/35

71,919‌

Series

-

2004

HYB9

(Class

1A1)

1,750,000

g,i

Citigroup

Commercial

Mortgage

Trust

3

.635

05/10/35

1,592,888‌

Series

-

2013

375P

(Class

B)

2,000,000

g

Citigroup

Commercial

Mortgage

Trust

3

.896

05/10/36

1,976,550‌

Series

-

2019

PRM

(Class

C)

Core

Bond

Fund

June

30,

2023

186

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

g,i

Citigroup

Commercial

Mortgage

Trust

4

.629

%

07/10/47

$

844,418‌

Series

-

2014

GC23

(Class

D)

3,023,000

Citigroup

Commercial

Mortgage

Trust

4

.017

10/10/47

2,867,102‌

Series

-

2014

GC25

(Class

AS)

500,000

i

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

462,964‌

Series

-

2015

GC29

(Class

B)

2,000,000

i

Citigroup

Commercial

Mortgage

Trust

4

.277

04/10/48

1,809,828‌

Series

-

2015

GC29

(Class

C)

6,000,000

g,i

COMM

Mortgage

Trust

3

.712

10/10/29

5,543,755‌

Series

-

2017

PANW

(Class

C)

131,100

g

COMM

Mortgage

Trust

3

.178

02/10/35

121,802‌

Series

-

2015

3BP

(Class

A)

227,620

COMM

Mortgage

Trust

2

.853

10/15/45

212,654‌

Series

-

2012

CR4

(Class

A3)

2,000,000

g,i

COMM

Mortgage

Trust

5

.009

08/10/46

1,984,638‌

Series

-

2013

LC13

(Class

B)

1,500,000

g,i

COMM

Mortgage

Trust

5

.021

08/10/46

1,455,322‌

Series

-

2013

CR10

(Class

C)

6,500,000

i

COMM

Mortgage

Trust

4

.729

02/10/47

6,176,936‌

Series

-

2014

CR14

(Class

B)

1,235,000

COMM

Mortgage

Trust

4

.199

03/10/47

1,211,674‌

Series

-

2014

UBS2

(Class

AM)

2,537,089

COMM

Mortgage

Trust

4

.701

03/10/47

2,459,397‌

Series

-

2014

UBS2

(Class

B)

2,798,577

i

COMM

Mortgage

Trust

4

.947

03/10/47

2,608,810‌

Series

-

2014

UBS2

(Class

C)

1,200,000

i

COMM

Mortgage

Trust

5

.170

04/10/47

1,113,410‌

Series

-

2014

LC15

(Class

C)

750,000

COMM

Mortgage

Trust

4

.174

05/10/47

716,793‌

Series

-

2014

CR17

(Class

AM)

2,500,000

COMM

Mortgage

Trust

4

.377

05/10/47

2,256,282‌

Series

-

2014

CR17

(Class

B)

3,225,000

COMM

Mortgage

Trust

3

.819

06/10/47

3,133,396‌

Series

-

2014

UBS3

(Class

A4)

5,150,000

g,i

COMM

Mortgage

Trust

4

.767

06/10/47

3,522,370‌

Series

-

2014

UBS3

(Class

D)

3,896,000

i

COMM

Mortgage

Trust

4

.893

06/10/47

3,594,922‌

Series

-

2014

UBS3

(Class

C)

6,400,000

COMM

Mortgage

Trust

3

.917

10/10/47

6,194,627‌

Series

-

2014

LC17

(Class

A5)

605,197

COMM

Mortgage

Trust

3

.040

02/10/48

589,795‌

Series

-

2015

LC19

(Class

ASB)

2,498,000

i

COMM

Mortgage

Trust

3

.829

02/10/48

2,250,642‌

Series

-

2015

LC19

(Class

B)

2,497,000

g

COMM

Mortgage

Trust

3

.000

03/10/48

1,837,268‌

Series

-

2015

CR22

(Class

E)

575,000

i

COMM

Mortgage

Trust

3

.603

03/10/48

540,748‌

Series

-

2015

CR22

(Class

AM)

4,250,000

i

COMM

Mortgage

Trust

3

.926

03/10/48

3,848,342‌

Series

-

2015

CR22

(Class

B)

2,000,000

g,i

COMM

Mortgage

Trust

4

.204

03/10/48

1,593,062‌

Series

-

2015

CR22

(Class

D)

1,000,000

i

COMM

Mortgage

Trust

4

.204

03/10/48

895,383‌

Series

-

2015

CR22

(Class

C)

2,000,000

COMM

Mortgage

Trust

3

.801

05/10/48

1,868,894‌

Series

-

2015

CR23

(Class

AM)

3,936,016

i

COMM

Mortgage

Trust

4

.183

05/10/48

3,653,389‌

Series

-

2015

CR23

(Class

B)

2,500,000

i

COMM

Mortgage

Trust

4

.443

05/10/48

2,167,575‌

Series

-

2015

CR23

(Class

C)

187

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,500,000

i

COMM

Mortgage

Trust

4

.443

%

05/10/48

$

1,939,670‌

Series

-

2015

CR23

(Class

D)

1,664,719

COMM

Mortgage

Trust

3

.432

08/10/48

1,583,017‌

Series

-

2015

CR24

(Class

A4)

1,500,000

i

COMM

Mortgage

Trust

3

.463

08/10/48

1,193,222‌

Series

-

2015

CR24

(Class

D)

3,640,000

i

COMM

Mortgage

Trust

4

.028

08/10/48

3,418,193‌

Series

-

2015

CR24

(Class

AM)

1,000,000

i

COMM

Mortgage

Trust

4

.490

08/10/48

914,670‌

Series

-

2015

CR24

(Class

B)

2,000,000

i

COMM

Mortgage

Trust

4

.490

08/10/48

1,758,254‌

Series

-

2015

CR24

(Class

C)

2,250,000

i

COMM

Mortgage

Trust

4

.667

08/10/48

2,095,708‌

Series

-

2015

CR25

(Class

B)

2,600,000

COMM

Mortgage

Trust

3

.630

10/10/48

2,455,598‌

Series

-

2015

CR26

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3

.984

10/10/48

936,261‌

Series

-

2015

CR27

(Class

AM)

3,731,000

i

COMM

Mortgage

Trust

4

.615

10/10/48

3,330,451‌

Series

-

2015

CR26

(Class

C)

1,627,000

i

COMM

Mortgage

Trust

4

.615

10/10/48

1,498,460‌

Series

-

2015

CR26

(Class

B)

7,724,000

i

COMM

Mortgage

Trust

4

.698

10/10/48

6,919,441‌

Series

-

2015

LC23

(Class

C)

1,080,000

COMM

Mortgage

Trust

3

.762

02/10/49

1,021,076‌

Series

-

2016

CR28

(Class

A4)

5,000,000

i

COMM

Mortgage

Trust

4

.758

02/10/49

4,523,525‌

Series

-

2016

CR28

(Class

B)

1,250,000

COMM

Mortgage

Trust

3

.263

08/15/57

1,052,143‌

Series

-

2019

GC44

(Class

AM)

5,725,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

6

.967

12/25/41

5,584,003‌

Series

-

2022

R01

(Class

1M2)

5,000,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9

.567

01/25/42

5,029,666‌

Series

-

2022

R02

(Class

2B1)

3,377,600

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.250%

6

.349

03/25/42

3,633,250‌

Series

-

2022

R03

(Class

1B1)

13,155,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.167

03/25/42

13,300,037‌

Series

-

2022

R04

(Class

1M2)

15,055,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8

.567

03/25/42

15,382,506‌

Series

-

2022

R03

(Class

1M2)

4,779,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8

.067

04/25/42

4,766,094‌

Series

-

2022

R05

(Class

2M2)

25,430,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

8

.917

05/25/42

26,223,782‌

Series

-

2022

R06

(Class

1M2)

19,660,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9

.717

06/25/42

20,812,705‌

Series

-

2022

R07

(Class

1M2)

7,725,000

g,i

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.667

07/25/42

7,899,086‌

Series

-

2022

R08

(Class

1M2)

9,630,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

9

.817

09/25/42

10,158,781‌

Series

-

2022

R09

(Class

2M2)

10,500,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

8

.817

12/25/42

10,777,225‌

Series

-

2023

R01

(Class

1M2)

1,000,000

g,i

CPT

Mortgage

Trust

3

.097

11/13/39

621,836‌

Series

-

2019

CPT

(Class

E)

115,912

g,i

Credit

Suisse

Mortgage

Capital

Certificates

LIBOR

1

M

+

0.980%

6

.173

05/15/36

115,371‌

Series

-

2019

ICE4

(Class

A)

2,992,555

g,i

Credit

Suisse

Mortgage

Capital

Certificates

LIBOR

1

M

+

1.600%

6

.793

05/15/36

2,958,276‌

Series

-

2019

ICE4

(Class

D)

6,698,305

g,i

Credit

Suisse

Mortgage

Capital

Certificates

2

.405

10/25/66

5,416,919‌

Series

-

2021

NQM8

(Class

A3)

Core

Bond

Fund

June

30,

2023

188

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,500,000

g,i

CSMC

Series

3

.388

%

10/25/59

$

2,155,835‌

Series

-

2019

NQM1

(Class

M1)

4,750,000

DBGS

Mortgage

Trust

4

.466

10/15/51

4,451,467‌

Series

-

2018

C1

(Class

A4)

5,000,000

DBJPM

Mortgage

Trust

2

.340

08/15/53

3,849,786‌

Series

-

2020

C9

(Class

AM)

1,200,000

g

DBUBS

Mortgage

Trust

3

.452

10/10/34

1,085,195‌

Series

-

2017

BRBK

(Class

A)

1,213,144

g,i

Flagstar

Mortgage

Trust

4

.013

10/25/47

1,067,374‌

Series

-

2017

2

(Class

B3)

65,079

g,i

Flagstar

Mortgage

Trust

4

.000

09/25/48

60,133‌

Series

-

2018

5

(Class

A11)

1,935,888

g,i

Flagstar

Mortgage

Trust

2

.500

04/25/51

1,503,003‌

Series

-

2021

2

(Class

A4)

6,236,760

g,i

Flagstar

Mortgage

Trust

2

.500

06/01/51

4,834,389‌

Series

-

2021

4

(Class

A21)

22,455,779

g,i

Flagstar

Mortgage

Trust

3

.000

10/25/51

18,177,129‌

Series

-

2021

10INV

(Class

A17)

11,601,095

Freddie

Mac

REMICS

3

.000

09/25/50

8,218,912‌

Series

-

2021

5160

(Class

ZG)

380,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

1.500%

6

.567

10/25/41

370,785‌

Series

-

2021

DNA6

(Class

M2)

4,100,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.500%

7

.567

01/25/42

3,973,183‌

Series

-

2022

DNA1

(Class

M2)

28,230,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.900%

7

.967

04/25/42

28,218,685‌

Series

-

2022

DNA3

(Class

M1B)

3,880,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

5.650%

8

.647

04/25/42

3,987,834‌

Series

-

2022

DNA3

(Class

B1)

1,260,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

4.350%

9

.417

04/25/42

1,299,770‌

Series

-

2022

DNA3

(Class

M2)

20,930,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.350%

8

.417

05/25/42

21,190,340‌

Series

-

2022

DNA4

(Class

M1B)

2,500,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.550%

8

.617

08/25/42

2,537,898‌

Series

-

2022

HQA3

(Class

M1B)

13,150,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.700%

8

.767

09/25/42

13,575,769‌

Series

-

2022

DNA6

(Class

M1B)

2,890,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.750%

9

.817

02/25/42

2,883,356‌

Series

-

2022

DNA2

(Class

B1)

35,901

g

GS

Mortgage

Securities

Corp

II

3

.419

10/10/32

34,974‌

Series

-

2017

SLP

(Class

A)

1,000,000

g,i

GS

Mortgage

Securities

Corp

II

LIBOR

1

M

+

3.350%

8

.543

11/15/36

947,479‌

Series

-

2021

ARDN

(Class

E)

1,238,000

g,i

GS

Mortgage

Securities

Corp

II

3

.591

09/10/37

1,083,171‌

Series

-

2017

375H

(Class

A)

2,590,000

i

GS

Mortgage

Securities

Corp

II

3

.777

05/10/50

2,429,152‌

Series

-

2015

GC30

(Class

AS)

3,010,000

i

GS

Mortgage

Securities

Corp

II

3

.992

03/10/51

2,801,780‌

Series

-

2018

GS9

(Class

A4)

1,500,000

i

GS

Mortgage

Securities

Corp

II

4

.155

07/10/51

1,393,081‌

Series

-

2018

GS10

(Class

A5)

2,000,000

g,i

GS

Mortgage

Securities

Trust

LIBOR

1

M

+

1.700%

6

.893

07/15/31

1,581,622‌

Series

-

2018

TWR

(Class

C)

1,701,060

g,i

GS

Mortgage

Securities

Trust

4

.285

02/10/46

1,635,772‌

Series

-

2013

GC10

(Class

C)

2,950,000

i

GS

Mortgage

Securities

Trust

4

.453

02/10/48

2,704,702‌

Series

-

2015

GC28

(Class

C)

3,500,000

i

GS

Mortgage

Securities

Trust

4

.018

07/10/48

3,278,100‌

Series

-

2015

GC32

(Class

AS)

3,779,000

i

GS

Mortgage

Securities

Trust

4

.113

10/10/49

3,084,399‌

Series

-

2016

GS3

(Class

C)

189

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,185,000

i

GS

Mortgage

Securities

Trust

4

.078

%

11/10/49

$

3,389,229‌

Series

-

2016

GS4

(Class

C)

5,587,830

GS

Mortgage

Securities

Trust

3

.467

03/10/50

5,287,516‌

Series

-

2017

GS5

(Class

AAB)

9,100,951

GS

Mortgage

Securities

Trust

3

.674

03/10/50

8,279,660‌

Series

-

2017

GS5

(Class

A4)

4,300,000

GS

Mortgage

Securities

Trust

3

.433

05/10/50

3,935,539‌

Series

-

2017

GS6

(Class

A3)

3,000,000

GS

Mortgage

Securities

Trust

3

.837

11/10/50

2,767,871‌

Series

-

2017

GS8

(Class

ABP)

2,500,000

i

GS

Mortgage

Securities

Trust

4

.468

11/10/50

2,076,169‌

Series

-

2017

GS8

(Class

C)

1,260,000

GS

Mortgage

Securities

Trust

3

.968

02/10/52

1,170,614‌

Series

-

2019

GC38

(Class

A4)

2,400,000

i

GS

Mortgage

Securities

Trust

4

.158

02/10/52

2,146,041‌

Series

-

2019

GC38

(Class

AS)

1,000,000

i

GS

Mortgage

Securities

Trust

4

.761

02/10/52

817,051‌

Series

-

2019

GC38

(Class

C)

5,510,000

GS

Mortgage

Securities

Trust

3

.001

09/10/52

4,757,889‌

Series

-

2019

GC42

(Class

A4)

1,361,000

i

GS

Mortgage

Securities

Trust

3

.405

02/13/53

1,083,559‌

Series

-

2020

GC45

(Class

B)

5,500,000

GS

Mortgage

Securities

Trust

2

.012

12/12/53

4,333,322‌

Series

-

2020

GSA2

(Class

A5)

148,172

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

137,919‌

Series

-

2019

PJ2

(Class

A1)

386,760

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

359,510‌

Series

-

2019

PJ2

(Class

A4)

778,651

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

654,556‌

Series

-

2020

PJ4

(Class

A4)

1,154,376

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

961,110‌

Series

-

2020

PJ5

(Class

A4)

2,162,714

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

1,676,415‌

Series

-

2020

PJ6

(Class

A4)

87,380,094

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

0

.150

08/25/51

611,215‌

Series

-

2021

PJ3

(Class

AX1)

9,287,542

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

7,210,749‌

Series

-

2021

PJ5

(Class

A4)

11,258,983

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

9,085,695‌

Series

-

2022

PJ2

(Class

A36)

3,552,549

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

09/25/52

2,866,811‌

Series

-

2022

PJ4

(Class

A36)

1,002,780

g,i

GS

Mortgage-Backed

Securities

Trust

3

.632

05/25/50

829,385‌

Series

-

2020

PJ1

(Class

B2)

2,676,404

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

07/25/51

2,074,599‌

Series

-

2021

PJ2

(Class

A4)

13,174,221

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

10,293,940‌

Series

-

2021

PJ6

(Class

A4)

18,987,923

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

14,718,380‌

Series

-

2021

PJ7

(Class

A4)

9,753,945

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

7,560,715‌

Series

-

2021

PJ8

(Class

A4)

3,284,056

g,i

GS

Mortgage-Backed

Securities

Trust

2

.713

01/25/52

2,421,469‌

Series

-

2021

PJ7

(Class

B2)

8,617,701

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

6,679,962‌

Series

-

2021

PJ10

(Class

A4)

8,429,396

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

05/01/52

7,189,795‌

Series

-

2022

PJ1

(Class

A8)

2,743,114

g,i

GS

Mortgage-Backed

Securities

Trust

2

.823

05/28/52

2,095,080‌

Series

-

2022

PJ1

(Class

B2)

Core

Bond

Fund

June

30,

2023

190

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

6,842,914

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

%

07/25/52

$

5,539,088‌

Series

-

2022

INV1

(Class

A4)

8,235,781

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

08/26/52

6,666,562‌

Series

-

2022

GR2

(Class

A4)

7,815,602

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

09/25/52

6,326,443‌

Series

-

2022

HP1

(Class

A4)

6,176,166

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

10/25/52

4,983,999‌

Series

-

2022

PJ5

(Class

A36)

5,005,313

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

4,051,617‌

Series

-

2022

PJ6

(Class

A24)

7,671,993

g,i

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

6,496,777‌

Series

-

2023

PJ1

(Class

A24)

759,011

i

HarborView

Mortgage

Loan

Trust

LIBOR

1

M

+

0.620%

5

.777

08/19/45

696,565‌

Series

-

2005

11

(Class

2A1A)

2,000,000

g

Hudson

Yards

Mortgage

Trust

2

.835

08/10/38

1,798,704‌

Series

-

2016

10HY

(Class

A)

3,500,000

g,i

Hudson

Yards

Mortgage

Trust

3

.076

08/10/38

3,048,774‌

Series

-

2016

10HY

(Class

C)

3,000,000

g,i

Hudson

Yards

Mortgage

Trust

3

.076

08/10/38

2,653,635‌

Series

-

2016

10HY

(Class

B)

4,700,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

3,406,045‌

Series

-

2019

55HY

(Class

D)

2,750,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

1,894,322‌

Series

-

2019

55HY

(Class

E)

75,520

i

Impac

CMB

Trust

LIBOR

1

M

+

0.660%

5

.810

03/25/35

70,526‌

Series

-

2004

11

(Class

2A1)

2,624,784

g,i

Imperial

Fund

Mortgage

Trust

2

.051

10/25/55

2,323,909‌

Series

-

2020

NQM1

(Class

A3)

1,000,000

g,i

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

829,074‌

Series

-

2020

NQM1

(Class

M1)

3,000,000

g

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4

.379

07/05/31

2,487,000‌

Series

-

2018

AON

(Class

B)

1,700,000

g,i

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4

.230

01/15/46

1,460,800‌

Series

-

2013

C13

(Class

D)

500,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3

.379

09/15/50

481,942‌

Series

-

2017

JP7

(Class

A3)

1,000,000

g

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3

.620

01/16/37

844,775‌

Series

-

2020

NNN

(Class

DFX)

2,805,684

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6

.191

12/25/44

2,665,625‌

Series

-

2015

1

(Class

B1)

69,548

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

62,045‌

Series

-

2015

3

(Class

A19)

420,181

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

376,916‌

Series

-

2015

6

(Class

A13)

179,187

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/46

158,553‌

Series

-

2016

1

(Class

A13)

1,200,693

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

1,059,859‌

Series

-

2017

2

(Class

A13)

1,318,841

g,i

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

1,141,532‌

Series

-

2018

3

(Class

A13)

751,548

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

655,629‌

Series

-

2018

4

(Class

A13)

2,539,671

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

2,183,702‌

Series

-

2018

5

(Class

A13)

1,255,928

g,i

JP

Morgan

Mortgage

Trust

3

.356

10/26/48

1,202,973‌

Series

-

2017

5

(Class

A2)

134,623

g,i

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

123,861‌

Series

-

2018

8

(Class

A13)

191

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

138,231

g,i

JP

Morgan

Mortgage

Trust

4

.000

%

02/25/49

$

126,610‌

Series

-

2018

9

(Class

A13)

98,137

g,i

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

90,761‌

Series

-

2019

1

(Class

A3)

51,503

g,i

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

47,406‌

Series

-

2019

1

(Class

A15)

602,249

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

+

0.950%

6

.088

10/25/49

582,374‌

Series

-

2019

INV1

(Class

A11)

3,548,885

g,i

JP

Morgan

Mortgage

Trust

3

.833

06/25/50

2,999,327‌

Series

-

2020

1

(Class

B2)

27,305,826

g,i

JP

Morgan

Mortgage

Trust

0

.143

07/25/51

185,486‌

Series

-

2021

3

(Class

AX1)

19,462,777

g,i

JP

Morgan

Mortgage

Trust

0

.132

08/25/51

122,629‌

Series

-

2021

4

(Class

AX1)

2,160,566

g,i

JP

Morgan

Mortgage

Trust

2

.882

08/25/51

1,649,227‌

Series

-

2021

4

(Class

B2)

37,159,660

g,i

JP

Morgan

Mortgage

Trust

0

.137

10/25/51

240,999‌

Series

-

2021

6

(Class

AX1)

4,688,444

g,i

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

3,640,058‌

Series

-

2021

6

(Class

A15)

3,871,019

g,i

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

3,005,418‌

Series

-

2021

7

(Class

A15)

10,077,022

g,i

JP

Morgan

Mortgage

Trust

0

.400

12/25/51

218,757‌

Series

-

2021

INV2

(Class

AX4)

4,108,427

g,i

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

3,189,739‌

Series

-

2021

8

(Class

A15)

2,243,182

g,i

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,738,790‌

Series

-

2021

10

(Class

A15)

8,614,295

g,i

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

6,677,322‌

Series

-

2021

11

(Class

A15)

2,366,006

g,i

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

1,833,996‌

Series

-

2021

12

(Class

A15)

10,014,405

g,i

JP

Morgan

Mortgage

Trust

0

.500

04/25/52

268,625‌

Series

-

2021

INV6

(Class

A5X)

6,777,816

g,i

JP

Morgan

Mortgage

Trust

3

.347

04/25/52

5,427,225‌

Series

-

2021

INV6

(Class

B1)

4,341,826

g,i

JP

Morgan

Mortgage

Trust

3

.347

04/25/52

3,391,091‌

Series

-

2021

INV6

(Class

B2)

3,751,624

g,i

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

2,908,050‌

Series

-

2021

14

(Class

A15)

2,395,651

g,i

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

1,819,187‌

Series

-

2021

LTV2

(Class

A3)

12,462,911

g,i

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

9,660,554‌

Series

-

2021

15

(Class

A15)

13,064,461

g,i

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

10,126,843‌

Series

-

2022

1

(Class

A15)

22,524,330

g,i

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

18,859,732‌

Series

-

2022

LTV1

(Class

A1)

14,235,835

g,i

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

11,487,934‌

Series

-

2022

3

(Class

A25)

15,850,014

g,i

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

12,830,005‌

Series

-

2022

2

(Class

A25)

7,009,406

g,i

JP

Morgan

Mortgage

Trust

3

.000

09/25/52

5,696,654‌

Series

-

2022

INV3

(Class

A6)

9,849,966

g,i

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

8,302,760‌

Series

-

2022

LTV2

(Class

A6)

8,465,834

g,i

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

6,852,782‌

Series

-

2022

4

(Class

A17A)

5,406,000

g,i

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

4,375,959‌

Series

-

2022

6

(Class

A17A)

Core

Bond

Fund

June

30,

2023

192

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

6,255,313

g,i

JP

Morgan

Mortgage

Trust

3

.000

%

12/25/52

$

5,063,447‌

Series

-

2022

7

(Class

1A17)

4,000,357

g,i

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

3,732,676‌

Series

-

2023

1

(Class

A15A)

3,552,698

g,i

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

3,387,831‌

Series

-

2023

1

(Class

A15B)

2,612,876

JPMBB

Commercial

Mortgage

Securities

Trust

3

.493

08/15/47

2,556,704‌

Series

-

2014

C21

(Class

A4)

4,500,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.629

09/15/47

4,238,904‌

Series

-

2014

C23

(Class

B)

1,500,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.629

09/15/47

1,395,310‌

Series

-

2014

C23

(Class

C)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.898

02/15/48

917,929‌

Series

-

2015

C27

(Class

B)

2,000,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

3

.917

05/15/48

1,879,354‌

Series

-

2015

C29

(Class

AS)

1,600,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.118

05/15/48

1,460,416‌

Series

-

2015

C29

(Class

B)

6,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

5,591,204‌

Series

-

2015

C31

(Class

AS)

6,885,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.776

08/15/48

5,671,112‌

Series

-

2015

C31

(Class

B)

3,000,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.776

08/15/48

2,341,148‌

Series

-

2015

C31

(Class

C)

1,400,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.227

10/15/48

1,320,957‌

Series

-

2015

C28

(Class

A4)

3,016,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.023

12/15/48

2,806,035‌

Series

-

2015

C33

(Class

AS)

745,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.790

12/15/48

653,460‌

Series

-

2015

C33

(Class

C)

10,425,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.576

03/17/49

9,789,853‌

Series

-

2016

C1

(Class

A5)

2,645,000

g,i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.359

03/17/49

2,143,742‌

Series

-

2016

C1

(Class

D1)

1,606,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.859

03/17/49

1,430,129‌

Series

-

2016

C1

(Class

C)

862,854

JPMCC

Commercial

Mortgage

Securities

Trust

3

.457

03/15/50

817,885‌

Series

-

2017

JP5

(Class

A4)

2,000,000

i

JPMCC

Commercial

Mortgage

Securities

Trust

3

.777

09/15/50

1,550,538‌

Series

-

2017

JP7

(Class

C)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3

.123

06/13/52

2,149,481‌

Series

-

2019

COR5

(Class

A3)

5,554,000

JPMDB

Commercial

Mortgage

Securities

Trust

2

.180

05/13/53

4,486,783‌

Series

-

2020

COR7

(Class

A5)

6,000,000

JPMDB

Commercial

Mortgage

Securities

Trust

2

.536

05/13/53

4,742,723‌

Series

-

2020

COR7

(Class

AS)

1,260,682

g

Ladder

Capital

Commercial

Mortgage

Securities

3

.575

02/15/36

1,155,498‌

Series

-

2013

GCP

(Class

A1)

752,416

g

LSTAR

Commercial

Mortgage

Trust

2

.579

03/10/49

751,096‌

Series

-

2016

4

(Class

A2)

12,000,000

g,i

MAD

Mortgage

Trust

3

.294

08/15/34

11,043,323‌

Series

-

2017

330M

(Class

A)

1,500,000

g,i

Manhattan

West

2

.413

09/10/39

1,268,723‌

Series

-

2020

1MW

(Class

B)

1,601,348

i

Merrill

Lynch

Mortgage

Investors

Trust

LIBOR

1

M

+

0.520%

2

.278

01/25/37

1,489,334‌

Series

-

2006

WMC1

(Class

A1B)

2,838,817

g

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.989

12/15/46

2,578,394‌

Series

-

2014

C19

(Class

LNC1)

896,941

g

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.384

12/15/46

798,531‌

Series

-

2014

C19

(Class

LNC2)

193

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,500,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

5

.037

%

02/15/47

$

1,470,165‌

Series

-

2014

C14

(Class

B)

1,305,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

5

.227

02/15/47

1,272,424‌

Series

-

2014

C14

(Class

C)

2,070,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.832

12/15/47

1,967,505‌

Series

-

2014

C19

(Class

AS)

3,500,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

3,246,201‌

Series

-

2014

C19

(Class

B)

33,385

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.069

02/15/48

32,678‌

Series

-

2015

C20

(Class

ASB)

5,938,073

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.652

03/15/48

5,557,406‌

Series

-

2015

C21

(Class

AS)

3,360,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.561

04/15/48

3,140,380‌

Series

-

2015

C22

(Class

AS)

7,880,828

Morgan

Stanley

Capital

I

Trust

2

.606

08/15/49

7,469,624‌

Series

-

2016

UB11

(Class

ASB)

260,237

i

Morgan

Stanley

Capital

I

Trust

6

.282

12/12/49

110,374‌

Series

-

2007

IQ16

(Class

AJ)

1,300,000

Morgan

Stanley

Capital

I

Trust

3

.587

12/15/50

1,188,651‌

Series

-

2017

HR2

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4

.177

07/15/51

929,681‌

Series

-

2018

H3

(Class

A5)

3,142,000

i

Morgan

Stanley

Capital

I

Trust

4

.429

07/15/51

2,888,076‌

Series

-

2018

H3

(Class

AS)

2,702,127

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

2,318,474‌

Series

-

2021

4

(Class

A4)

7,855,285

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

6,088,979‌

Series

-

2021

5

(Class

A9)

8,313,578

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

7,134,763‌

Series

-

2021

6

(Class

A4)

5,840,284

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

4,527,063‌

Series

-

2021

6

(Class

A9)

2,000,000

g

MRCD

Mortgage

Trust

2

.718

12/15/36

1,763,510‌

Series

-

2019

PARK

(Class

D)

3,500,000

g

MRCD

Mortgage

Trust

2

.718

12/15/36

3,011,558‌

Series

-

2019

PARK

(Class

E)

1,500,000

g,i

MSDB

Trust

3

.427

07/11/39

1,278,861‌

Series

-

2017

712F

(Class

A)

6,300,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5

.915

07/15/36

5,933,637‌

Series

-

2019

MILE

(Class

A)

2,500,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.879%

7

.026

07/15/36

2,293,474‌

Series

-

2019

MILE

(Class

B)

703,488

g

Natixis

Commercial

Mortgage

Securities

Trust

2

.966

12/15/38

653,017‌

Series

-

2020

2PAC

(Class

A)

650,103

g,i

New

Residential

Mortgage

Loan

Trust

2

.797

09/25/59

588,552‌

Series

-

2019

NQM4

(Class

A3)

700,000

g,i

New

Residential

Mortgage

Loan

Trust

2

.986

09/25/59

555,083‌

Series

-

2019

NQM4

(Class

M1)

106,588

i

New

York

Mortgage

Trust

LIBOR

1

M

+

0.480%

5

.630

02/25/36

104,399‌

Series

-

2005

3

(Class

A1)

1,325,000

g,i

NLT

Trust

2

.569

08/25/56

862,967‌

Series

-

2021

INV2

(Class

M1)

10,274,613

g,i

OBX

Trust

2

.500

07/25/51

7,964,308‌

Series

-

2021

J2

(Class

A19)

8,351,481

g,i

OBX

Trust

4

.000

10/25/52

7,246,363‌

Series

-

2022

INV5

(Class

A13)

725,329

g,i

OBX

Trust

LIBOR

1

M

+

0.650%

5

.800

06/25/57

688,009‌

Series

-

2018

1

(Class

A2)

2,164,964

g,i

Oceanview

Mortgage

Trust

2

.500

05/25/51

1,680,855‌

Series

-

2021

1

(Class

A19)

Core

Bond

Fund

June

30,

2023

194

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,337,702

g,i

Oceanview

Mortgage

Trust

4

.500

%

11/25/52

$

2,152,070‌

Series

-

2022

1

(Class

A1)

3,000,000

g

One

Bryant

Park

Trust

2

.516

09/15/54

2,443,001‌

Series

-

2019

OBP

(Class

A)

20,445,000

g

One

Market

Plaza

Trust

3

.614

02/10/32

18,928,112‌

Series

-

2017

1MKT

(Class

A)

1,000,000

g

RBS

Commercial

Funding,

Inc

Trust

3

.511

03/11/31

848,136‌

Series

-

2013

SMV

(Class

B)

14,269,252

g,i

RCKT

Mortgage

Trust

2

.500

02/25/52

11,110,121‌

Series

-

2022

2

(Class

A22)

2,756,240

g,i

RCKT

Mortgage

Trust

3

.500

06/25/52

2,316,873‌

Series

-

2022

4

(Class

A22)

315,326

g,i

Sequoia

Mortgage

Trust

3

.500

05/25/45

282,737‌

Series

-

2015

2

(Class

A1)

236,462

g,i

Sequoia

Mortgage

Trust

3

.500

02/25/47

209,310‌

Series

-

2017

2

(Class

A19)

818,600

g,i

Sequoia

Mortgage

Trust

3

.726

09/25/47

740,417‌

Series

-

2017

6

(Class

B1)

514,932

g,i

Sequoia

Mortgage

Trust

3

.500

03/25/48

456,268‌

Series

-

2018

3

(Class

A1)

51,699

g,i

Sequoia

Mortgage

Trust

4

.000

09/25/48

47,602‌

Series

-

2018

7

(Class

A19)

161,096

g,i

Sequoia

Mortgage

Trust

4

.000

06/25/49

147,573‌

Series

-

2019

2

(Class

A19)

1,389,342

g,i

Sequoia

Mortgage

Trust

3

.500

12/25/49

1,230,597‌

Series

-

2019

5

(Class

A19)

2,757,574

g,i

Sequoia

Mortgage

Trust

3

.000

04/25/50

2,291,404‌

Series

-

2020

3

(Class

A19)

3,939,161

g,i

Sequoia

Mortgage

Trust

2

.500

06/25/51

3,058,323‌

Series

-

2021

4

(Class

A19)

213,475

g,i

Shellpoint

Co-Originator

Trust

3

.500

04/25/47

188,504‌

Series

-

2017

1

(Class

A19)

10,300,000

g

SLG

Office

Trust

2

.851

07/15/41

7,352,725‌

Series

-

2021

OVA

(Class

E)

2,319,312

g,i

SMR

Mortgage

Trust

SOFR

1

M

+

2.400%

7

.547

02/15/39

2,214,302‌

Series

-

2022

IND

(Class

B)

38,782

g,i

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

3

.783

02/25/48

35,937‌

Series

-

2018

SPI1

(Class

M2)

98,323

g,i

STACR

3

.833

05/25/48

93,433‌

Series

-

2018

SPI2

(Class

M2)

2,250,000

UBS

Commercial

Mortgage

Trust

4

.334

10/15/51

2,104,430‌

Series

-

2018

C13

(Class

A4)

428,001

g,i

UBS-Barclays

Commercial

Mortgage

Trust

3

.649

03/10/46

392,561‌

Series

-

2013

C5

(Class

B)

1,225,000

g,i

Verus

Securitization

Trust

3

.207

11/25/59

1,069,247‌

Series

-

2019

4

(Class

M1)

612,632

g

Verus

Securitization

Trust

1

.733

05/25/65

554,387‌

Series

-

2020

5

(Class

A3)

7,153,433

g,i

Verus

Securitization

Trust

2

.240

10/25/66

5,839,206‌

Series

-

2021

7

(Class

A3)

613,715

g

VSE

VOI

Mortgage

LLC

2

.330

03/20/35

596,770‌

Series

-

2017

A

(Class

A)

572,182

g

VSE

VOI

Mortgage

LLC

4

.020

02/20/36

546,815‌

Series

-

2018

A

(Class

C)

3,400,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.808

12/15/47

3,194,442‌

Series

-

2014

LC18

(Class

AS)

2,272,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.540

05/15/48

2,159,933‌

Series

-

2015

C28

(Class

A4)

2,100,000

i

Wells

Fargo

Commercial

Mortgage

Trust

3

.658

05/15/48

1,939,071‌

Series

-

2015

NXS1

(Class

B)

195

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,000,000

i

Wells

Fargo

Commercial

Mortgage

Trust

4

.286

%

05/15/48

$

1,650,911‌

Series

-

2015

NXS1

(Class

D)

350,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.637

06/15/48

332,165‌

Series

-

2015

C29

(Class

A4)

2,959,406

Wells

Fargo

Commercial

Mortgage

Trust

2

.825

10/15/49

2,820,532‌

Series

-

2016

LC24

(Class

ASB)

387,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.635

03/15/50

354,783‌

Series

-

2017

RB1

(Class

A5)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.757

03/15/50

1,794,274‌

Series

-

2017

RB1

(Class

AS)

1,720,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.467

04/15/50

1,606,216‌

Series

-

2015

LC20

(Class

AS)

2,000,000

i

Wells

Fargo

Commercial

Mortgage

Trust

4

.012

03/15/51

1,860,392‌

Series

-

2018

C43

(Class

A4)

1,200,000

g

Wells

Fargo

Commercial

Mortgage

Trust

3

.153

09/15/57

991,237‌

Series

-

2015

NXS3

(Class

D)

2,500,000

i

Wells

Fargo

Commercial

Mortgage

Trust

3

.972

09/15/57

2,338,111‌

Series

-

2015

NXS3

(Class

AS)

3,350,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.952

01/15/59

3,111,888‌

Series

-

2016

C32

(Class

AS)

2,500,000

i

Wells

Fargo

Commercial

Mortgage

Trust

4

.887

01/15/59

2,285,781‌

Series

-

2016

C32

(Class

B)

613,172

Wells

Fargo

Commercial

Mortgage

Trust

2

.933

11/15/59

584,974‌

Series

-

2016

C36

(Class

ASB)

100,028

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

04/25/49

93,603‌

Series

-

2019

2

(Class

A17)

1,219,123

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.500

09/25/49

1,069,337‌

Series

-

2019

4

(Class

A1)

770,931

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

643,826‌

Series

-

2020

4

(Class

A17)

11,494,761

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

8,910,099‌

Series

-

2021

2

(Class

A17)

5,156,645

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

08/25/51

4,174,115‌

Series

-

2021

INV1

(Class

A17)

4,640,336

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.316

08/25/51

3,797,987‌

Series

-

2021

INV1

(Class

B1)

3,079,648

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

2,387,172‌

Series

-

2022

2

(Class

A18)

3,533,838

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

03/25/52

2,860,513‌

Series

-

2022

INV1

(Class

A18)

6,111,462

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.500

03/25/52

5,137,244‌

Series

-

2022

INV1

(Class

A17)

3,177,017

i

WFRBS

Commercial

Mortgage

Trust

4

.079

03/15/46

3,163,394‌

Series

-

2013

UBS1

(Class

A4)

3,500,000

i

WFRBS

Commercial

Mortgage

Trust

4

.162

12/15/46

3,448,929‌

Series

-

2013

C18

(Class

A5)

1,664,000

i

WFRBS

Commercial

Mortgage

Trust

4

.996

12/15/46

1,566,194‌

Series

-

2013

C18

(Class

C)

2,225,281

WFRBS

Commercial

Mortgage

Trust

3

.995

05/15/47

2,167,161‌

Series

-

2014

C20

(Class

A5)

189,733

g,i

WinWater

Mortgage

Loan

Trust

3

.919

06/20/44

157,509‌

Series

-

2014

1

(Class

B4)

5,220,926

g,i

Woodward

Capital

Management

3

.000

05/25/52

4,226,148‌

Series

-

2022

3

(Class

A21)

TOTAL

OTHER

MORTGAGE

BACKED

1,220,689,728‌

TOTAL

STRUCTURED

ASSETS

1,751,772,143‌

(Cost

$1,956,009,998)

SHARES

REFERENCERATE

&

SPREAD

Core

Bond

Fund

June

30,

2023

196

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

0.0%

MATERIALS

-

0

.0

%

363,958

*

Petra

Diamonds

Ltd

$

310,909‌

TOTAL

MATERIALS

310,909‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.0

%

10,391

*,†

Bright

Bidco

BV

4,244‌

7,607

*

Bright

Bidco

BV

6,321‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

10,565‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

4,815

*

Avaya,

Inc

60,187‌

1,010

*,†

Avaya,

Inc

9,988‌

TOTAL

TELECOMMUNICATION

SERVICES

70,175‌

TOTAL

COMMON

STOCKS

391,649‌

(Cost

$949,850)

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0

.1

%

200,000

Morgan

Stanley

4,908,000‌

208,700

e

Morgan

Stanley

5,417,852‌

TOTAL

FINANCIAL

SERVICES

10,325,852‌

TOTAL

PREFERRED

STOCKS

10,325,852‌

(Cost

$10,877,500)

TOTAL

LONG-TERM

INVESTMENTS

9,365,665,121‌

(Cost

$10,304,571,488)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.6%

GOVERNMENT

AGENCY

DEBT

-

0

.3

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/30/23

4,960,851‌

10,000,000

FHLB

0

.000

09/15/23

9,899,048‌

6,250,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

0

.000

07/17/23

6,238,268‌

10,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

07/05/23

9,997,316‌

TOTAL

GOVERNMENT

AGENCY

DEBT

31,095,483‌

REPURCHASE

AGREEMENT

-

0

.8

%

73,230,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

73,230,000‌

TOTAL

REPURCHASE

AGREEMENT

73,230,000‌

TREASURY

DEBT

-

0

.5

%

1,700,000

United

States

Treasury

Bill

0

.000

09/07/23

1,683,996‌

50,000,000

United

States

Treasury

Bill

0

.000

11/02/23

49,118,360‌

TOTAL

TREASURY

DEBT

50,802,356‌

TOTAL

SHORT-TERM

INVESTMENTS

155,127,839‌

(Cost

$155,221,385)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.9%

81,121,762

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

81,121,762‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

81,121,762‌

(Cost

$81,121,762)

197

See

Notes

to

Portfolios

of

Investments

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

EXP

VALUE

TOTAL

INVESTMENTS

-

100.3%

$

9,601,914,722‌

(Cost

$10,540,914,635)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

31,902,590‌

)

NET

ASSETS

-

100.0%

$

9,570,012,132‌

AVG

Average

CME

Chicago

Mercantile

Exchange

CNY

Chinese

Yuan

D

Day

DOP

Dominican

Republic

Peso

EUR

Euro

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

RSD

Serbian

Dinar

SOFR

Secure

Overnight

Financing

Rate

THB

Thai

Baht

UGX

Ugandan

Shilling

UZS

Uzbekistani

Som

ZAR

South

African

Rand

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$78,551,204.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

j

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

collateral

requirements

on

mortgage

dollar

rolls.

k

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

o

Payment

in

Kind

Bond

q

In

default

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$73,230,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$74,694,675.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

3,528,241

EUR

3,202,555

Citibank

N.A.

07/14/23

 $

31,088‌

EUR

Euro

Core

Bond

Fund

June

30,

2023

198

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Credit

Default

Swaps

-

Centrally

Cleared

PURCHASED

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS40V1-5Y

5.000%

Credit

event

as

specified

in

contract

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

$

49,000,000‌

$

1,443,448‌

$

1,062,098‌

$

381,349‌

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000%

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

$

40,000,000‌

$

(

1,178,325‌

)

$

(

183,415‌

)

$

(

994,910‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

37,000,000‌

(

1,089,950‌

)

(

262,109‌

)

(

827,841‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

15,000,000‌

(

441,872‌

)

(

161,571‌

)

(

280,301‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

60,000,000‌

(

1,767,487‌

)

(

646,519‌

)

(

1,120,968‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

43,000,000‌

(

1,266,699‌

)

(

605,749‌

)

(

660,950‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

46,000,000‌

(

1,355,073‌

)

(

755,402‌

)

(

599,671‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

22,000,000‌

(

648,079‌

)

(

195,302‌

)

(

452,776‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

40,000,000‌

(

1,178,325‌

)

(

912,463‌

)

(

265,862‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

17,000,000‌

(

500,788‌

)

(

430,387‌

)

(

70,401‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

15,000,000‌

(

441,872‌

)

(

211,317‌

)

(

230,555‌

)

Total

$

(

9,868,469‌

)

$

(

4,364,234‌

)

$

(

5,504,235‌

)

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Portfolio

of

Investments

Core

Impact

Bond

Fund

June

30,

2023

199

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.5%

BANK

LOAN

OBLIGATIONS

-

0.7%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.2

%

$

15,720,000

i

LTR

Intermediate

Holdings,

Inc

LIBOR

4

M

+

4.500%

9

.654

%

05/05/28

$

14,043,226‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

14,043,226‌

CONSUMER

DURABLES

&

APPAREL

-

0

.0

%

300,000

†

KDC

Agribusiness

Fairless

Hills

LLC

0

.000

09/17/23

300,000‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

300,000‌

UTILITIES

-

0

.5

%

6,698,588

i

Exgen

Renewables

IV

LLC

SOFR

4

M

+

2.500%

8

.025

12/15/27

6,667,205‌

2,493,719

i

TerraForm

Power

Operating

LLC

SOFR

4

M

+

2.500%

7

.842

05/21/29

2,471,899‌

18,816,700

h,i

TerraForm

Power

Operating

LLC

SOFR

3

M

+

2.750%

7

.430

05/30/29

18,652,054‌

TOTAL

UTILITIES

27,791,158‌

TOTAL

BANK

LOAN

OBLIGATIONS

42,134,384‌

(Cost

$43,667,152)

CORPORATE

BONDS

-

29

.3

%

AUTOMOBILES

&

COMPONENTS

-

0

.6

%

6,650,000

Ford

Motor

Co

3

.250

02/12/32

5,231,451‌

11,866,000

Magna

International,

Inc

3

.625

06/15/24

11,629,119‌

11,025,000

Magna

International,

Inc

2

.450

06/15/30

9,334,603‌

2,260,000

g

ZF

North

America

Capital,

Inc

6

.875

04/14/28

2,288,666‌

4,980,000

g

ZF

North

America

Capital,

Inc

7

.125

04/14/30

5,064,929‌

TOTAL

AUTOMOBILES

&

COMPONENTS

33,548,768‌

BANKS

-

3

.7

%

13,950,000

g

ABN

AMRO

Bank

NV

2

.470

12/13/29

11,677,059‌

5,000,000

Bank

of

America

Corp

2

.687

04/22/32

4,143,732‌

10,000,000

Bank

of

Montreal

3

.803

12/15/32

8,814,955‌

3,250,000

g

BNP

Paribas

S.A.

1

.904

09/30/28

2,768,036‌

6,250,000

Citigroup,

Inc

0

.776

10/30/24

6,139,635‌

3,125,000

i

Citigroup,

Inc

SOFR

+

0.694%

5

.330

01/25/26

3,111,791‌

4,250,000

HSBC

Holdings

plc

5

.210

08/11/28

4,155,501‌

9,925,000

HSBC

Holdings

plc

6

.161

03/09/29

10,009,463‌

13,750,000

HSBC

Holdings

plc

2

.206

08/17/29

11,502,797‌

6,575,000

HSBC

Holdings

plc

5

.402

08/11/33

6,428,148‌

10,000,000

g

ING

Groep

NV

1

.400

07/01/26

9,104,669‌

8,300,000

ING

Groep

NV

4

.017

03/28/28

7,787,083‌

8,808,000

ING

Groep

NV

2

.727

04/01/32

7,266,053‌

6,250,000

g

Intesa

Sanpaolo

S.p.A

3

.250

09/23/24

5,995,261‌

7,200,000

g

Intesa

Sanpaolo

S.p.A

4

.000

09/23/29

6,253,368‌

3,650,000

g

Intesa

Sanpaolo

S.p.A

6

.625

06/20/33

3,636,607‌

6,000,000

g

Intesa

Sanpaolo

S.p.A

4

.950

06/01/42

3,951,471‌

12,500,000

g

Intesa

Sanpaolo

S.p.A

7

.778

06/20/54

12,453,073‌

5,000,000

JPMorgan

Chase

&

Co

1

.040

02/04/27

4,452,741‌

10,990,000

JPMorgan

Chase

&

Co

3

.650

N/A‡

9,672,849‌

2,750,000

Lloyds

Banking

Group

plc

4

.500

11/04/24

2,669,684‌

10,100,000

Lloyds

Banking

Group

plc

5

.871

03/06/29

10,014,676‌

9,000,000

Mizuho

Financial

Group,

Inc

5

.778

07/06/29

9,022,207‌

2,450,000

Morgan

Stanley

Bank

NA

4

.754

04/21/26

2,413,917‌

9,500,000

g

National

Australia

Bank

Ltd

2

.332

08/21/30

7,403,702‌

Core

Impact

Bond

Fund

June

30,

2023

200

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

12,150,000

National

Bank

of

Canada

0

.550

%

11/15/24

$

11,896,016‌

5,616,000

Santander

Holdings

USA,

Inc

5

.807

09/09/26

5,515,711‌

7,000,000

g

Shinhan

Financial

Group

Co

Ltd

3

.340

02/05/30

6,687,737‌

15,000,000

g

UniCredit

S.p.A

2

.569

09/22/26

13,539,361‌

3,600,000

g

UniCredit

S.p.A

5

.459

06/30/35

3,055,138‌

11,570,000

g

United

Overseas

Bank

Ltd

2

.000

10/14/31

10,158,399‌

TOTAL

BANKS

221,700,840‌

CAPITAL

GOODS

-

0

.3

%

10,000,000

Otis

Worldwide

Corp

3

.112

02/15/40

7,721,892‌

6,275,000

g,i

Siemens

Financieringsmaatschappij

NV

SOFR

+

0.430%

5

.520

03/11/24

6,282,299‌

7,500,000

g

Triton

Container

International

Ltd

1

.150

06/07/24

7,112,366‌

TOTAL

CAPITAL

GOODS

21,116,557‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.7

%

9,500,000

Automatic

Data

Processing,

Inc

1

.700

05/15/28

8,338,571‌

12,875,000

Automatic

Data

Processing,

Inc

1

.250

09/01/30

10,438,275‌

9,500,000

Mather

Foundation

2

.675

10/01/31

7,886,187‌

4,600,000

Republic

Services,

Inc

5

.000

04/01/34

4,589,667‌

15,760,000

Rockefeller

Foundation

2

.492

10/01/50

10,238,876‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

41,491,576‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.5

%

2,800,000

Advance

Auto

Parts,

Inc

1

.750

10/01/27

2,329,897‌

11,000,000

Lowe's

Cos,

Inc

4

.800

04/01/26

10,891,626‌

5,575,000

Lowe's

Cos,

Inc

5

.150

07/01/33

5,572,981‌

5,525,000

Lowe's

Cos,

Inc

2

.800

09/15/41

3,907,543‌

5,300,000

Lowe's

Cos,

Inc

5

.750

07/01/53

5,400,468‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

28,102,515‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

5,270,000

Whirlpool

Corp

2

.400

05/15/31

4,274,832‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

4,274,832‌

CONSUMER

SERVICES

-

1

.4

%

3,419,800

BB

Blue

Financing

DAC

4

.395

09/20/29

3,358,306‌

2,800,000

Bush

Foundation

2

.754

10/01/50

1,875,021‌

10,750,000

Conservation

Fund

3

.474

12/15/29

9,303,951‌

4,040,000

Henry

J

Kaiser

Family

Foundation

3

.356

12/01/25

3,777,968‌

7,125,000

h

Hyatt

Hotels

Corp

5

.750

01/30/27

7,106,713‌

11,525,000

Massachusetts

Higher

Education

Assistance

Corp

2

.673

07/01/31

9,084,327‌

7,850,000

i

Nature

Conservancy

LIBOR

3

M

+

1.080%

6

.379

02/01/24

7,867,063‌

8,231,000

Nature

Conservancy

3

.957

03/01/52

6,992,771‌

4,100,000

New

York

Public

Library

Astor

Lenox

&

Tilden

Foundations

4

.305

07/01/45

3,508,612‌

9,775,000

Preservation

Of

Affordable

Housing,

Inc

4

.479

12/01/32

9,314,295‌

60,000

Salvation

Army

5

.637

09/01/26

59,588‌

5,000,000

Salvation

Army

4

.528

09/01/48

4,478,226‌

6,350,000

Starbucks

Corp

2

.450

06/15/26

5,916,508‌

11,440,000

Wisconsin

Alumni

Research

Foundation

3

.564

10/01/49

8,133,800‌

5,000,000

YMCA

of

Greater

New

York

5

.021

08/01/38

4,452,537‌

1,500,000

YMCA

of

Greater

New

York

5

.151

08/01/48

1,301,345‌

TOTAL

CONSUMER

SERVICES

86,531,031‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.4

%

10,750,000

SYSCO

Corp

2

.400

02/15/30

9,155,991‌

18,025,000

Walmart,

Inc

1

.800

09/22/31

14,965,951‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

24,121,942‌

ENERGY

-

2

.0

%

10,000,000

g

Aker

BP

ASA

4

.000

01/15/31

8,893,075‌

9,275,000

g

Aker

BP

ASA

6

.000

06/13/33

9,278,290‌

201

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

4,360,000

BP

Capital

Markets

America,

Inc

4

.812

%

02/13/33

$

4,296,634‌

6,050,000

BP

Capital

Markets

America,

Inc

4

.893

09/11/33

5,987,529‌

9,875,000

BP

Capital

Markets

America,

Inc

2

.772

11/10/50

6,531,632‌

2,650,000

Cenovus

Energy,

Inc

2

.650

01/15/32

2,139,121‌

8,088,000

Cheniere

Energy

Partners

LP

4

.000

03/01/31

7,121,399‌

4,850,000

g

Cheniere

Energy

Partners

LP

5

.950

06/30/33

4,864,113‌

8,875,000

ConocoPhillips

Co

5

.300

05/15/53

9,027,297‌

3,528,000

EQT

Corp

6

.125

02/01/25

3,508,173‌

2,000,000

Equinor

ASA

3

.700

03/01/24

1,974,454‌

7,725,000

Equinor

ASA

2

.375

05/22/30

6,705,485‌

3,000,000

Equinor

ASA

3

.950

05/15/43

2,571,012‌

9,110,000

Equinor

ASA

3

.250

11/18/49

6,838,183‌

1,925,000

ONEOK,

Inc

4

.000

07/13/27

1,801,648‌

3,350,000

ONEOK,

Inc

4

.950

07/13/47

2,760,573‌

6,100,000

ONEOK,

Inc

4

.450

09/01/49

4,623,151‌

6,825,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

6,784,055‌

6,600,000

g

Santos

Finance

Ltd

3

.649

04/29/31

5,479,243‌

2,120,000

e,g

Sunnova

Energy

Corp

5

.875

09/01/26

1,937,676‌

12,850,000

Total

Capital

International

S.A.

2

.986

06/29/41

9,782,348‌

11,550,000

Total

Capital

International

S.A.

3

.127

05/29/50

8,387,732‌

TOTAL

ENERGY

121,292,823‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.4

%

8,800,000

Federal

Realty

Investment

Trust

1

.250

02/15/26

7,856,709‌

3,500,000

g

HAT

Holdings

I

LLC

3

.375

06/15/26

3,136,852‌

3,900,000

Host

Hotels

&

Resorts

LP

2

.900

12/15/31

3,066,023‌

9,157,000

Regency

Centers

LP

3

.750

06/15/24

8,890,622‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

22,950,206‌

FINANCIAL

SERVICES

-

3

.7

%

9,400,000

i

AerCap

Ireland

Capital

DAC

SOFR

+

0.680%

5

.772

09/29/23

9,386,953‌

10,000,000

g

BPCE

S.A.

2

.045

10/19/27

8,719,431‌

5,107,000

g

BPCE

S.A.

3

.116

10/19/32

3,941,719‌

11,645,000

Community

Preservation

Corp

2

.867

02/01/30

9,760,157‌

5,820,000

Enterprise

Community

Loan

Fund,

Inc

4

.152

11/01/28

5,251,723‌

5,000,000

g

Federation

des

Caisses

Desjardins

du

Quebec

0

.450

10/07/23

4,929,308‌

5,625,000

g

Federation

des

Caisses

Desjardins

du

Quebec

5

.700

03/14/28

5,618,370‌

10,000,000

Ford

Foundation

2

.815

06/01/70

6,183,343‌

10,000,000

Goldman

Sachs

Group,

Inc

0

.855

02/12/26

9,214,504‌

4,500,000

Low

Income

Investment

Fund

3

.386

07/01/26

4,227,937‌

10,000,000

Low

Income

Investment

Fund

3

.711

07/01/29

8,970,194‌

7,725,000

Mastercard,

Inc

1

.900

03/15/31

6,420,633‌

14,500,000

Morgan

Stanley

0

.791

01/22/25

14,051,475‌

11,950,000

Morgan

Stanley

0

.985

12/10/26

10,654,697‌

2,211,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.400

11/15/23

2,191,669‌

6,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

6,024,721‌

11,600,000

g,i

NatWest

Markets

plc

SOFR

+

0.530%

5

.619

08/12/24

11,529,431‌

6,775,000

g

NongHyup

Bank

4

.875

07/03/28

6,685,754‌

1,869,000

Reinvestment

Fund,

Inc

3

.166

11/01/23

1,850,443‌

3,000,000

Reinvestment

Fund,

Inc

3

.600

02/15/24

2,958,124‌

2,500,000

Reinvestment

Fund,

Inc

3

.366

11/01/24

2,419,868‌

5,000,000

Reinvestment

Fund,

Inc

3

.513

11/01/25

4,692,092‌

5,000,000

Reinvestment

Fund,

Inc

3

.880

02/15/27

4,678,460‌

2,945,000

g

Starwood

Property

Trust,

Inc

4

.375

01/15/27

2,536,381‌

22,500,000

State

Street

Corp

5

.159

05/18/34

22,365,362‌

8,650,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

7,400,011‌

9,000,000

g

UBS

Group

AG.

1

.494

08/10/27

7,729,480‌

10,000,000

g

UBS

Group

AG.

2

.746

02/11/33

7,788,829‌

10,000,000

Visa,

Inc

1

.100

02/15/31

7,877,353‌

3,450,000

g

WLB

Asset

II

B

Pte

Ltd

3

.950

12/10/24

3,256,468‌

5,425,000

g

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

4,929,119‌

Core

Impact

Bond

Fund

June

30,

2023

202

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

10,000,000

g

WLB

Asset

II

D

Pte

Ltd

6

.500

%

12/21/26

$

9,473,041‌

1,925,000

g

WLB

Asset

II

Pte

Ltd

4

.000

01/14/24

1,888,075‌

TOTAL

FINANCIAL

SERVICES

225,605,125‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.0

%

3,400,000

General

Mills,

Inc

4

.950

03/29/33

3,369,629‌

10,125,000

g

Mars,

Inc

4

.650

04/20/31

10,053,892‌

7,000,000

g

NBM

US

Holdings,

Inc

6

.625

08/06/29

6,409,653‌

6,600,000

g

Nestle

Holdings,

Inc

4

.950

03/14/30

6,689,938‌

11,125,000

g

Nestle

Holdings,

Inc

4

.850

03/14/33

11,354,206‌

10,000,000

PepsiCo,

Inc

3

.900

07/18/32

9,613,950‌

20,310,000

PepsiCo,

Inc

2

.875

10/15/49

15,252,745‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

62,744,013‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.6

%

9,825,000

CVS

Health

Corp

5

.300

06/01/33

9,809,741‌

14,000,000

CVS

Health

Corp

5

.050

03/25/48

12,904,398‌

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

3

.786

04/01/51

1,652,537‌

7,075,000

McKesson

Corp

5

.250

02/15/26

7,048,355‌

10,385,000

Stanford

Health

Care

3

.027

08/15/51

7,215,539‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

38,630,570‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.6

%

5,300,000

Procter

&

Gamble

Co

3

.000

03/25/30

4,903,923‌

12,125,000

Procter

&

Gamble

Co

1

.200

10/29/30

9,776,098‌

3,000,000

Unilever

Capital

Corp

0

.626

08/12/24

2,841,104‌

5,528,000

Unilever

Capital

Corp

2

.125

09/06/29

4,769,363‌

6,125,000

Unilever

Capital

Corp

1

.375

09/14/30

4,907,860‌

9,425,000

Unilever

Capital

Corp

2

.625

08/12/51

6,442,338‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

33,640,686‌

INSURANCE

-

0

.6

%

4,975,000

g

Five

Corners

Funding

Trust

4

.419

11/15/23

4,920,341‌

12,075,000

g

Five

Corners

Funding

Trust

II

2

.850

05/15/30

10,257,096‌

5,200,000

g

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

5,201,248‌

5,000,000

Progressive

Corp

3

.700

01/26/45

3,913,648‌

11,135,000

g

USAA

Capital

Corp

2

.125

05/01/30

9,261,582‌

TOTAL

INSURANCE

33,553,915‌

MATERIALS

-

1

.1

%

10,500,000

Air

Products

&

Chemicals,

Inc

4

.800

03/03/33

10,594,411‌

7,250,000

g

Cemex

SAB

de

C.V.

9

.125

N/A‡

7,342,416‌

10,750,000

g

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

10,244,701‌

1,434,000

International

Paper

Co

4

.800

06/15/44

1,264,568‌

2,350,000

g

Inversiones

CMPC

S.A.

6

.125

06/23/33

2,365,149‌

2,740,000

g

LG

Chem

Ltd

3

.625

04/15/29

2,555,770‌

5,000,000

Newmont

Corp

2

.250

10/01/30

4,096,460‌

4,015,000

g

Owens-Brockway

Glass

Container,

Inc

7

.250

05/15/31

4,065,187‌

9,875,000

PPG

Industries,

Inc

1

.200

03/15/26

8,845,548‌

3,500,000

Sonoco

Products

Co

1

.800

02/01/25

3,267,178‌

5,525,000

Sonoco

Products

Co

2

.250

02/01/27

4,936,462‌

10,000,000

Teck

Resources

Ltd

3

.900

07/15/30

9,096,687‌

TOTAL

MATERIALS

68,674,537‌

MEDIA

&

ENTERTAINMENT

-

0

.3

%

2,308,800

g

Air

Canada

2017-, Cl A

Pass

Through

Trust

3

.550

01/15/30

1,973,418‌

10,000,000

Alphabet,

Inc

1

.100

08/15/30

8,089,694‌

11,250,000

e

Comcast

Corp

4

.650

02/15/33

11,168,044‌

TOTAL

MEDIA

&

ENTERTAINMENT

21,231,156‌

203

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

2

.2

%

$

13,450,000

Amgen,

Inc

5

.250

%

03/02/33

$

13,467,156‌

4,800,000

Amgen,

Inc

5

.600

03/02/43

4,814,525‌

10,800,000

Amgen,

Inc

5

.650

03/02/53

10,937,215‌

4,800,000

Bristol-Myers

Squibb

Co

2

.350

11/13/40

3,372,815‌

10,000,000

Bristol-Myers

Squibb

Co

3

.550

03/15/42

8,291,244‌

12,550,000

Merck

&

Co,

Inc

2

.150

12/10/31

10,398,182‌

8,800,000

Merck

&

Co,

Inc

2

.750

12/10/51

6,069,662‌

7,000,000

PerkinElmer,

Inc

2

.250

09/15/31

5,616,555‌

6,650,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

6,590,749‌

8,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.750

05/19/33

8,343,445‌

11,475,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.110

05/19/43

11,501,030‌

15,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

15,595,219‌

10,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.340

05/19/63

10,119,482‌

5,400,000

Pfizer,

Inc

1

.750

08/18/31

4,395,266‌

10,000,000

Takeda

Pharmaceutical

Co

Ltd

2

.050

03/31/30

8,310,507‌

8,500,000

Takeda

Pharmaceutical

Co

Ltd

3

.175

07/09/50

5,986,917‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

133,809,969‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.1

%

8,000,000

National

Community

Renaissance

of

California

3

.270

12/01/32

6,646,781‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

6,646,781‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.5

%

10,050,000

Intel

Corp

4

.150

08/05/32

9,549,643‌

8,158,000

NXP

BV

3

.400

05/01/30

7,217,937‌

2,850,000

g

SK

Hynix,

Inc

2

.375

01/19/31

2,198,522‌

13,350,000

Texas

Instruments,

Inc

5

.050

05/18/63

13,376,463‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

32,342,565‌

SOFTWARE

&

SERVICES

-

0

.0

%

3,250,000

Autodesk,

Inc

2

.400

12/15/31

2,659,431‌

TOTAL

SOFTWARE

&

SERVICES

2,659,431‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.1

%

5,750,000

Apple,

Inc

3

.000

06/20/27

5,444,792‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

5,444,792‌

TELECOMMUNICATION

SERVICES

-

0

.3

%

9,000,000

i

Verizon

Communications,

Inc

SOFR

Compounded

Index

+

0.790%

5

.882

03/20/26

9,010,780‌

14,225,000

Verizon

Communications,

Inc

2

.550

03/21/31

11,876,922‌

TOTAL

TELECOMMUNICATION

SERVICES

20,887,702‌

TRANSPORTATION

-

0

.1

%

6,000,000

e

Norfolk

Southern

Corp

2

.300

05/15/31

4,984,259‌

TOTAL

TRANSPORTATION

4,984,259‌

UTILITIES

-

8

.0

%

7,500,000

AES

Corp

5

.450

06/01/28

7,364,527‌

4,000,000

Algonquin

Power

&

Utilities

Corp

4

.750

01/18/82

3,180,000‌

12,350,000

Ameren

Illinois

Co

2

.900

06/15/51

8,307,554‌

4,500,000

Atlantic

City

Electric

Co

2

.300

03/15/31

3,715,219‌

5,420,000

e,g

Atlantica

Sustainable

Infrastructure

plc

4

.125

06/15/28

4,828,729‌

3,345,000

Avangrid,

Inc

3

.150

12/01/24

3,208,278‌

7,500,000

Avangrid,

Inc

3

.800

06/01/29

6,834,812‌

2,025,000

Avista

Corp

4

.350

06/01/48

1,748,025‌

5,025,000

g

Azure

Power

Solar

Energy

Pvt

Ltd

5

.650

12/24/24

4,221,000‌

7,050,000

g

Brooklyn

Union

Gas

Co

4

.632

08/05/27

6,758,493‌

10,000,000

g

Brooklyn

Union

Gas

Co

4

.866

08/05/32

9,365,244‌

9,850,000

CenterPoint

Energy

Houston

Electric

LLC

2

.350

04/01/31

8,260,390‌

2,986,000

CenterPoint

Energy

Houston

Electric

LLC

3

.350

04/01/51

2,227,663‌

3,050,000

CMS

Energy

Corp

4

.750

06/01/50

2,622,176‌

Core

Impact

Bond

Fund

June

30,

2023

204

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

8,850,000

g

Colbun

S.A.

3

.150

%

01/19/32

$

7,478,250‌

14,500,000

Commonwealth

Edison

Co

2

.750

09/01/51

9,369,753‌

6,475,000

g

Consorcio

Transmantaro

SA

4

.700

04/16/34

5,995,994‌

5,438,000

Consumers

Energy

Co

2

.500

05/01/60

3,121,502‌

5,213,196

g

Continental

Wind

LLC

6

.000

02/28/33

5,265,233‌

7,115,000

Dominion

Energy,

Inc

3

.600

03/15/27

6,705,826‌

8,325,000

Dominion

Energy,

Inc

4

.350

N/A‡

6,994,012‌

4,850,000

Dominion

Energy,

Inc

(Step

Bond)

3

.071

08/15/24

4,684,139‌

16,725,000

DTE

Electric

Co

1

.900

04/01/28

14,632,394‌

9,025,000

DTE

Electric

Co

3

.250

04/01/51

6,527,777‌

12,000,000

DTE

Energy

Co

2

.850

10/01/26

11,036,716‌

3,688,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

3,134,548‌

10,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

8,633,486‌

8,875,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

6,079,885‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

916,844‌

7,059,000

g

Electricite

de

France

S.A.

3

.625

10/13/25

6,780,327‌

4,250,000

Evergy,

Inc

2

.550

07/01/26

3,935,634‌

6,375,000

Florida

Power

&

Light

Co

4

.625

05/15/30

6,273,898‌

4,275,000

Florida

Power

&

Light

Co

4

.800

05/15/33

4,244,201‌

8,882,000

Georgia

Power

Co

3

.250

04/01/26

8,420,925‌

250,000

Georgia

Power

Co

3

.250

03/15/51

176,161‌

8,700,000

Georgia

Power

Co

5

.125

05/15/52

8,447,939‌

7,827,525

g

India

Cleantech

Energy

4

.700

08/10/26

6,832,647‌

9,700,000

Interstate

Power

&

Light

Co

3

.500

09/30/49

7,054,328‌

7,925,000

g

Korea

Hydro

&

Nuclear

Power

Co

Ltd

3

.750

07/25/23

7,914,935‌

10,750,000

g

Liberty

Utilities

Finance

GP

2

.050

09/15/30

8,351,804‌

2,498,000

g

Massachusetts

Electric

Co

1

.729

11/24/30

1,909,704‌

6,875,000

MidAmerican

Energy

Co

3

.100

05/01/27

6,421,584‌

12,626,000

National

Fuel

Gas

Co

5

.500

01/15/26

12,446,276‌

5,600,000

National

Fuel

Gas

Co

5

.500

10/01/26

5,460,181‌

200,000

National

Fuel

Gas

Co

3

.950

09/15/27

183,775‌

3,400,000

National

Fuel

Gas

Co

4

.750

09/01/28

3,222,087‌

11,274,000

National

Fuel

Gas

Co

2

.950

03/01/31

9,018,927‌

11,250,000

g

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

8,784,323‌

10,500,000

g

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

8,389,862‌

5,250,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

3,496,404‌

6,675,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

6,553,083‌

10,750,000

PacifiCorp

2

.900

06/15/52

6,698,862‌

1,109,000

PacifiCorp

5

.350

12/01/53

1,013,080‌

7,025,000

PacifiCorp

5

.500

05/15/54

6,590,865‌

7,075,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

06/01/50

4,845,955‌

3,625,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

2,558,376‌

6,150,000

Public

Service

Electric

&

Gas

Co

3

.200

08/01/49

4,544,066‌

4,875,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

4,782,744‌

7,675,000

Public

Service

Electric

and

Gas

Co

5

.125

03/15/53

7,733,911‌

7,500,000

San

Diego

Gas

&

Electric

Co

4

.150

05/15/48

6,254,775‌

13,988,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

9,464,482‌

2,882,136

SCE

Recovery

Funding

LLC

1

.977

11/15/28

2,616,280‌

7,100,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

5,756,622‌

2,640,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

1,932,715‌

3,000,000

Sempra

Energy

4

.875

N/A‡

2,790,205‌

6,250,000

g

Sociedad

de

Transmision

Austral

S.A.

4

.000

01/27/32

5,348,250‌

2,217,715

g

Solar

Star

Funding

LLC

3

.950

06/30/35

1,961,379‌

4,471,034

g

Solar

Star

Funding

LLC

5

.375

06/30/35

4,401,970‌

750,000

Southern

California

Edison

Co

2

.750

02/01/32

627,241‌

5,000,000

Southern

California

Edison

Co

3

.450

02/01/52

3,576,016‌

9,538,000

Southern

Power

Co

4

.150

12/01/25

9,304,922‌

7,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

4,694,719‌

2,875,000

Southwestern

Public

Service

Co

3

.750

06/15/49

2,203,232‌

18,529,000

Southwestern

Public

Service

Co

3

.150

05/01/50

12,894,953‌

4,702,640

g

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

4,604,024‌

205

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

16,550,860

g

Sweihan

PV

Power

Co

PJSC

3

.625

%

01/31/49

$

13,314,308‌

2,000,000

g

TerraForm

Power

Operating

LLC

5

.000

01/31/28

1,841,320‌

7,031,151

g

Topaz

Solar

Farms

LLC

4

.875

09/30/39

6,433,503‌

4,250,710

g

Topaz

Solar

Farms

LLC

5

.750

09/30/39

4,168,055‌

7,945,676

g

UEP

Penonome

II

S.A.

6

.500

10/01/38

5,956,340‌

15,000,000

Union

Electric

Co

2

.150

03/15/32

12,004,867‌

16,400,000

Union

Electric

Co

2

.625

03/15/51

10,497,144‌

3,625,000

g

Vistra

Corp

7

.000

N/A‡

3,162,812‌

TOTAL

UTILITIES

482,115,467‌

TOTAL

CORPORATE

BONDS

1,778,102,058‌

(Cost

$2,020,950,134)

GOVERNMENT

BONDS

-

52

.7

%

AGENCY

SECURITIES

-

4

.3

%

1,390,000

Canal

Barge

Co,

Inc

4

.500

11/12/34

1,346,551‌

12,704,236

Crowley

Conro

LLC

4

.181

08/15/43

12,297,695‌

334,188

Ethiopian

Leasing

LLC

2

.566

08/14/26

318,776‌

18,700,000

e

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

0

.250

08/24/23

18,569,127‌

13,600,000

FHLMC

0

.250

09/08/23

13,476,506‌

22,692,000

e

FHLMC

0

.250

12/04/23

22,201,926‌

25,000,000

FHLMC

1

.540

08/17/35

17,795,084‌

17,500,000

Federal

National

Mortgage

Association

(FNMA)

0

.250

07/10/23

17,484,169‌

8,600,000

FNMA

0

.625

04/22/25

7,953,414‌

16,800,000

FNMA

0

.875

08/05/30

13,504,488‌

9,000,000

FNMA

1

.625

08/24/35

6,431,484‌

10,000,000

g

GPS

Blue

Financing

DAC

5

.645

11/09/41

10,347,900‌

7,909,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3

.000

06/30/25

7,527,157‌

3,677,559

HNA

LLC

2

.369

09/18/27

3,444,219‌

1,190,000

i

Housing

and

Urban

Development

Corp

Ltd

LIBOR

6

M

+

0.035%

5

.086

09/15/30

1,181,785‌

138,887

i

Jupiter

Aircraft

Leasing

LLC

LIBOR

3

M

+

0.240%

5

.609

08/19/23

138,830‌

138,884

i

Jupiter

Aircraft

Leasing

LLC

LIBOR

3

M

+

0.240%

5

.760

09/22/23

138,777‌

4,496,817

Overseas

Private

Investment

Corp

(OPIC)

1

.790

10/15/29

4,015,548‌

11,242,042

OPIC

2

.360

10/15/29

10,234,506‌

782,400

OPIC

4

.140

05/15/30

760,055‌

8,569,121

OPIC

3

.430

06/01/33

7,932,983‌

5,241,720

OPIC

2

.040

06/15/35

4,389,182‌

9,342,650

OPIC

2

.290

07/15/38

7,795,873‌

5,138,458

OPIC

2

.450

07/15/38

4,337,749‌

2,900,000

Private

Export

Funding

Corp

(PEFCO)

3

.250

06/15/25

2,792,488‌

6,950,000

PEFCO

3

.900

10/15/27

6,808,596‌

14,406,094

Thirax  LLC

0

.968

01/14/33

12,128,942‌

3,633,092

Thirax

2

LLC

2

.320

01/22/34

3,222,428‌

3,850,000

Tote

Shipholdings

LLC

3

.400

10/16/40

3,568,741‌

2,549,000

Tote

Shipholdings

LLC

3

.450

01/22/41

2,352,272‌

1,775,000

United

States

International

Development

Finance

Corp

1

.440

04/15/28

1,549,101‌

1,000,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

880,297‌

1,386,519

United

States

International

Development

Finance

Corp

1

.050

10/15/29

1,206,804‌

4,017,340

United

States

International

Development

Finance

Corp

1

.670

07/15/38

3,200,692‌

2,500,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.618

08/01/23

2,493,509‌

2,000,000

HUD

2

.800

08/01/23

1,995,040‌

352,000

HUD

2

.910

08/01/23

351,189‌

2,152,000

HUD

2

.960

08/01/24

2,101,089‌

3,726,000

HUD

2

.870

08/01/27

3,472,071‌

420,000

HUD

5

.380

08/01/27

420,362‌

4,675,000

HUD

2

.985

08/01/28

4,342,467‌

1,931,000

HUD

3

.185

08/01/29

1,788,705‌

1,750,000

HUD

3

.585

08/01/37

1,554,134‌

708,333

VCM

Lease

S.A.

2

.516

09/28/27

665,616‌

4,110,000

Vessel

Management

Services,

Inc

3

.432

08/15/36

3,830,210‌

7,695,000

Vessel

Management

Services,

Inc

3

.477

01/16/37

7,194,903‌

Core

Impact

Bond

Fund

June

30,

2023

206

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

1,844,838

i

Washington

Aircraft

2

Co

Ltd

LIBOR

3

M

+

0.430%

5

.972

%

06/26/24

$

1,845,386‌

TOTAL

AGENCY

SECURITIES

263,388,826‌

FOREIGN

GOVERNMENT

BONDS

-

8

.9

%

11,850,000

g

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

10,637,433‌

1,000,000

e

Asian

Development

Bank

2

.125

03/19/25

951,277‌

9,670,000

Asian

Development

Bank

4

.625

06/13/25

9,602,635‌

9,732,000

Asian

Development

Bank

1

.750

08/14/26

8,947,520‌

12,694,000

Asian

Development

Bank

3

.125

09/26/28

12,002,075‌

12,500,000

e

Asian

Development

Bank

1

.500

03/04/31

10,385,608‌

14,500,000

Asian

Development

Bank

3

.875

06/14/33

14,330,265‌

EUR

7,925,000

g

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

6,291,247‌

10,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

9,981,211‌

7,500,000

g

BNG

Bank

NV

2

.625

02/27/24

7,352,718‌

17,250,000

g

BNG

Bank

NV

3

.500

05/19/28

16,589,855‌

CLP

8,475,000,000

g

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

2

.300

10/01/28

9,179,475‌

8,500,000

g

Caisse

d'Amortissement

de

la

Dette

Sociale

0

.375

09/23/25

7,697,814‌

4,750,000

g

Caisse

d'Amortissement

de

la

Dette

Sociale

1

.375

01/20/31

3,860,875‌

5,000,000

g

Caisse

d'Amortissement

de

la

Dette

Sociale

2

.125

01/26/32

4,273,844‌

19,600,000

Canada

Government

International

Bond

2

.875

04/28/25

18,872,111‌

16,020,000

Canada

Government

International

Bond

3

.750

04/26/28

15,677,557‌

7,000,000

g

CDP

Financial,

Inc

1

.000

05/26/26

6,278,176‌

5,975,000

g

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

5,906,863‌

4,625,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

4,449,864‌

12,500,000

g

Development

Bank

of

Japan,

Inc

0

.500

03/04/24

12,076,494‌

15,000,000

European

Bank

for

Reconstruction

&

Development

1

.625

09/27/24

14,324,709‌

1,000,000

European

Bank

for

Reconstruction

&

Development

1

.500

02/13/25

944,015‌

1,250,000

European

Investment

Bank

2

.375

05/24/27

1,158,423‌

3,725,000

European

Investment

Bank

0

.625

10/21/27

3,192,603‌

3,750,000

European

Investment

Bank

3

.250

11/15/27

3,599,966‌

10,500,000

European

Investment

Bank

1

.625

10/09/29

9,084,976‌

10,279,000

European

Investment

Bank

0

.750

09/23/30

8,191,353‌

2,485,000

European

Investment

Bank

3

.750

02/14/33

2,446,882‌

9,300,000

g

European

Stability

Mechanism

1

.375

09/11/24

8,867,456‌

10,875,000

Export

Development

Canada

3

.375

08/26/25

10,549,361‌

13,050,000

Export

Development

Canada

3

.875

02/14/28

12,813,674‌

3,968,000

Hydro-Quebec

8

.050

07/07/24

4,052,778‌

2,500,000

Inter-American

Development

Bank

1

.125

01/13/31

2,021,827‌

12,250,000

e

Inter-American

Development

Bank

3

.500

04/12/33

11,756,176‌

10,625,000

Inter-American

Investment

Corp

2

.625

04/22/25

10,144,659‌

17,500,000

Inter-American

Investment

Corp

4

.125

02/15/28

17,215,591‌

3,215,000

i

International

Bank

for

Reconstruction

&

Development

SOFR

Compounded

Index

+

0.390%

5

.480

06/17/24

3,223,089‌

4,750,000

International

Bank

for

Reconstruction

&

Development

3

.125

11/20/25

4,577,643‌

20,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

17,948,200‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

4,894,450‌

3,000,000

International

Bank

for

Reconstruction

&

Development

1

.625

11/03/31

2,502,703‌

2,900,000

International

Bank

for

Reconstruction

&

Development

2

.750

05/31/36

2,381,708‌

5,000,000

International

Finance

Corp

4

.750

03/16/26

5,006,587‌

3,250,000

e

International

Finance

Corp

2

.126

04/07/26

3,036,645‌

3,350,000

g

Japan

Finance

Organization

for

Municipalities

3

.375

09/27/23

3,332,144‌

8,750,000

e

Japan

International

Cooperation

Agency

1

.750

04/28/31

7,115,283‌

6,000,000

g

Kommunalbanken

AS.

2

.125

02/11/25

5,710,524‌

6,445,000

g

Korea

Electric

Power

Corp

1

.125

06/15/25

5,930,410‌

9,200,000

i

Kreditanstalt

fuer

Wiederaufbau

SOFR

Compounded

Index

+

1.000%

6

.090

02/12/24

9,248,778‌

11,750,000

Kreditanstalt

fuer

Wiederaufbau

0

.250

03/08/24

11,341,266‌

9,537,000

Kreditanstalt

fuer

Wiederaufbau

1

.000

10/01/26

8,530,416‌

3,586,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

2,848,953‌

13,250,000

Landwirtschaftliche

Rentenbank

0

.875

09/03/30

10,588,251‌

10,000,000

g

Nederlandse

Waterschapsbank

NV

1

.750

01/15/25

9,477,498‌

7,750,000

g

Nederlandse

Waterschapsbank

NV

2

.375

03/24/26

7,275,008‌

207

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

12,375,000

g

Nederlandse

Waterschapsbank

NV

4

.000

%

06/01/28

$

12,174,954‌

11,250,000

g

OMERS

Finance

Trust

3

.500

04/19/32

10,310,400‌

8,000,000

g

OMERS

Finance

Trust

4

.000

04/19/52

6,643,654‌

16,375,000

g

OPEC

Fund

for

International

Development

4

.500

01/26/26

16,072,471‌

5,900,000

g

Perusahaan

Penerbit

SBSN

Indonesia

III

3

.900

08/20/24

5,818,875‌

12,175,000

h

Province

of

British

Columbia

Canada

4

.200

07/06/33

12,121,768‌

5,000,000

Province

of

Quebec

Canada

2

.750

04/12/27

4,670,843‌

15,000,000

e

Province

of

Quebec

Canada

1

.900

04/21/31

12,644,185‌

10,000,000

Republic

of

Italy

Government

International

Bond

2

.875

10/17/29

8,683,400‌

10,750,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

8,284,272‌

4,250,000

Seychelles

International

Bond

6

.500

10/11/28

3,749,775‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

541,853,519‌

MORTGAGE

BACKED

-

19

.3

%

46,093,631

g,i

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

360,111‌

5,164,565

g,i

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

63,836‌

5,392,774

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

2

.310

12/01/31

4,570,044‌

6,875,000

FHLMC

3

.740

06/01/37

6,193,879‌

7,598,319

FHLMC

4

.500

11/01/37

7,452,603‌

5,646,500

FHLMC

4

.300

12/01/37

5,350,923‌

1,864,479

FHLMC

3

.500

03/01/38

1,635,894‌

80,221

FHLMC

4

.000

06/01/42

76,998‌

468,698

i

FHLMC

LIBOR

1

M

+

5.920%

0

.727

03/15/44

39,096‌

4,414,097

FHLMC

3

.500

01/15/47

3,899,892‌

744,490

i

FHLMC

LIBOR

1

M

+

9.920%

1

.611

06/15/48

696,819‌

651,536

i

FHLMC

LIBOR

1

M

+

9.840%

1

.531

10/15/48

593,621‌

8,316,431

FHLMC

2

.000

09/25/50

998,289‌

3,793,570

FHLMC

3

.000

10/25/50

2,689,556‌

14,568,146

FHLMC

2

.500

02/25/51

2,222,911‌

4,380,744

FHLMC

2

.500

05/25/51

2,774,307‌

8,459,468

FHLMC

3

.000

11/01/51

7,545,249‌

392,905

FHLMC

3

.000

11/01/51

349,326‌

1,030,681

FHLMC

3

.000

11/01/51

923,250‌

1,532,972

FHLMC

3

.000

11/01/51

1,367,302‌

16,248,153

FHLMC

2

.500

02/01/52

13,890,254‌

11,270,703

FHLMC

2

.500

03/01/52

9,632,970‌

10,210,213

FHLMC

4

.000

04/01/52

9,589,378‌

15,520,189

FHLMC

3

.500

05/01/52

14,153,880‌

7,570,110

FHLMC

3

.500

06/01/52

6,912,657‌

9,365,548

FHLMC

4

.500

06/01/52

9,005,501‌

8,864,381

FHLMC

4

.500

07/01/52

8,524,009‌

1,375,257

FHLMC

4

.000

08/25/52

1,166,377‌

2,538,410

FHLMC

4

.500

10/25/52

2,301,936‌

10,687,088

FHLMC

6

.000

11/01/52

10,801,631‌

3,071,590

FHLMC

5

.500

11/25/52

3,114,334‌

1,996,181

FHLMC

5

.500

02/25/53

2,001,691‌

86,255

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

5

.000

06/01/36

86,971‌

80,922

FGLMC

4

.500

12/01/43

80,045‌

77,311

FGLMC

4

.500

02/01/44

76,468‌

713,399

FGLMC

5

.000

08/01/44

719,327‌

135,786

FGLMC

3

.500

04/01/45

126,543‌

2,914,841

FGLMC

3

.500

08/01/45

2,719,413‌

1,605,733

FGLMC

3

.500

02/01/47

1,496,530‌

199,381

FGLMC

4

.500

06/01/47

197,374‌

293,170

FGLMC

4

.000

09/01/47

280,718‌

63,970

FGLMC

3

.500

12/01/47

59,258‌

1,334,635

FGLMC

4

.500

08/01/48

1,311,569‌

54,165

Federal

National

Mortgage

Association

(FNMA)

3

.500

07/01/26

52,613‌

3,717,018

i

FNMA

2

.899

02/25/27

3,490,046‌

9,073,164

i

FNMA

3

.412

06/25/28

8,578,745‌

11,250,000

i

FNMA

1

.517

11/25/30

9,100,929‌

Core

Impact

Bond

Fund

June

30,

2023

208

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

15,500,000

i

FNMA

1

.287

%

01/25/31

$

12,322,808‌

243,932

FNMA

3

.500

05/01/32

233,730‌

3,601,242

FNMA

3

.000

10/01/32

3,389,621‌

15,773,290

FNMA

4

.000

11/01/37

15,223,919‌

118,634

FNMA

5

.500

11/01/38

121,725‌

3,394,319

FNMA

3

.000

05/01/40

3,089,201‌

955,962

FNMA

3

.500

05/01/40

897,039‌

260,329

FNMA

5

.000

09/01/40

262,193‌

406,767

FNMA

5

.000

04/01/41

409,684‌

12,580,501

FNMA

2

.000

03/01/42

10,646,920‌

1,330,489

FNMA

4

.000

09/01/42

1,275,385‌

604,042

i

FNMA

LIBOR

1

M

+

5.950%

0

.800

09/25/43

59,710‌

39,934,686

FNMA

4

.000

05/01/44

38,234,436‌

42,517

FNMA

4

.500

06/01/44

41,679‌

242,987

FNMA

4

.500

06/01/44

238,212‌

104,140

FNMA

4

.500

08/01/44

102,090‌

200,806

FNMA

4

.500

11/01/44

196,847‌

564,254

FNMA

4

.000

01/01/45

540,867‌

196,162

FNMA

4

.500

03/01/45

192,535‌

594,616

FNMA

3

.500

01/01/46

553,001‌

660,475

FNMA

4

.000

04/01/46

631,549‌

851,640

FNMA

3

.500

06/01/46

792,032‌

1,201,993

FNMA

3

.500

07/01/46

1,117,865‌

1,619,978

FNMA

3

.500

07/01/46

1,514,872‌

1,777,741

FNMA

3

.500

08/01/46

1,653,315‌

2,325,685

FNMA

3

.000

10/01/46

2,056,302‌

125,895

FNMA

4

.500

05/01/47

124,325‌

469,374

FNMA

4

.000

10/01/47

447,654‌

3,928,950

FNMA

3

.500

11/01/47

3,663,552‌

240,048

FNMA

4

.500

11/01/47

235,563‌

91,655

FNMA

3

.500

01/01/48

84,732‌

3,036,766

FNMA

3

.500

01/01/48

2,807,917‌

848,805

FNMA

4

.500

01/01/48

833,157‌

224,569

FNMA

4

.500

02/01/48

220,431‌

569,710

FNMA

4

.500

05/01/48

559,073‌

422,315

FNMA

4

.500

05/01/48

414,298‌

223,901

FNMA

5

.000

08/01/48

222,940‌

9,460,325

FNMA

4

.500

10/01/48

9,615,163‌

14,157,486

FNMA

3

.000

07/01/50

12,628,006‌

4,449,701

FNMA

2

.000

08/25/50

611,509‌

4,717,850

FNMA

2

.000

10/25/50

3,184,808‌

12,503,197

FNMA

2

.500

11/25/50

1,778,945‌

4,282,594

FNMA

3

.000

12/25/50

702,362‌

4,174,870

FNMA

3

.000

02/25/51

751,774‌

33,237,380

FNMA

2

.000

04/01/51

27,213,937‌

2,150,520

FNMA

3

.000

09/01/51

1,912,937‌

4,632,142

FNMA

2

.500

11/25/51

579,181‌

1,446,464

FNMA

2

.000

02/01/52

1,186,877‌

6,684,101

FNMA

2

.500

02/01/52

5,714,112‌

11,867,765

FNMA

2

.500

02/01/52

10,130,795‌

7,599,157

FNMA

3

.500

02/01/52

6,983,426‌

20,090,324

FNMA

2

.000

03/01/52

16,464,324‌

676,376

FNMA

2

.000

03/01/52

554,301‌

1,816,126

FNMA

2

.500

04/01/52

1,552,097‌

12,494,101

FNMA

3

.000

04/01/52

11,040,054‌

1,527,073

FNMA

3

.000

04/01/52

1,352,067‌

12,071,729

FNMA

3

.000

04/01/52

10,675,219‌

1,349,851

FNMA

3

.500

04/01/52

1,230,322‌

12,083,699

FNMA

3

.500

05/01/52

11,013,789‌

18,744,288

FNMA

3

.500

05/01/52

17,084,503‌

21,817,433

FNMA

4

.000

05/01/52

20,486,222‌

209

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,886,769

FNMA

4

.000

%

05/25/52

$

1,514,093‌

16,391,457

FNMA

3

.500

06/01/52

14,970,478‌

10,547,123

FNMA

4

.000

06/01/52

9,903,562‌

4,548,532

FNMA

4

.500

06/01/52

4,373,883‌

18,909,857

FNMA

4

.000

07/01/52

17,755,997‌

8,287,258

FNMA

4

.000

07/01/52

7,779,011‌

3,936,526

FNMA

4

.500

07/01/52

3,785,706‌

29,560,798

FNMA

4

.500

07/01/52

28,425,927‌

5,245,163

FNMA

4

.500

07/25/52

4,821,531‌

18,649,785

FNMA

5

.000

08/01/52

18,293,215‌

2,250,785

FNMA

4

.500

08/25/52

1,966,089‌

34,578,922

FNMA

4

.000

09/01/52

32,454,629‌

152,609,125

FNMA

4

.500

09/01/52

146,746,307‌

5,098,649

FNMA

5

.000

09/01/52

4,999,654‌

1,965,329

FNMA

4

.000

09/25/52

1,763,670‌

1,726,509

FNMA

4

.000

09/25/52

1,449,691‌

70,313,374

FNMA

4

.000

10/01/52

66,001,098‌

9,571,620

FNMA

4

.500

10/01/52

9,203,412‌

47,833,043

FNMA

5

.000

10/01/52

46,891,768‌

1,654,817

FNMA

4

.500

10/25/52

1,584,713‌

1,887,526

FNMA

4

.500

10/25/52

1,815,334‌

3,807,920

FNMA

4

.500

11/01/52

3,661,437‌

3,137,712

FNMA

5

.500

11/25/52

3,151,783‌

10,583,703

FNMA

5

.500

12/01/52

10,563,805‌

11,484,714

Freddie

Mac

Multifamily

Variable

Rate

Certificate

2

.875

07/25/36

10,071,544‌

9,240,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

2.400%

7

.467

02/25/42

9,140,165‌

12,600,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.500%

9

.567

06/25/42

13,245,507‌

4,510,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.000%

9

.067

07/25/42

4,651,283‌

562,625

Government

National

Mortgage

Association

(GNMA)

2

.690

06/15/33

504,873‌

4,198,028

GNMA

5

.000

01/20/40

827,716‌

29,212

GNMA

5

.000

06/20/42

29,683‌

7,859,753

GNMA

2

.500

12/20/43

6,952,129‌

11,290,647

GNMA

2

.750

01/15/45

10,025,662‌

2,368,784

GNMA

3

.000

03/20/45

2,078,034‌

499,873

GNMA

4

.000

06/20/46

63,953‌

2,457,891

GNMA

3

.500

12/20/46

2,301,944‌

1,669,183

GNMA

3

.500

01/20/47

1,565,180‌

3,102,800

i

GNMA

LIBOR

1

M

+

6.100%

0

.943

03/20/50

349,614‌

1,499,566

GNMA

3

.500

10/20/50

1,393,154‌

4,702,691

GNMA

3

.000

07/20/51

4,221,993‌

8,781,794

GNMA

3

.000

11/20/51

6,452,730‌

7,647,658

GNMA

3

.000

01/20/52

5,711,482‌

4,460,821

GNMA

2

.500

02/20/52

3,707,548‌

5,995,137

GNMA

2

.500

05/20/52

5,191,978‌

62,128,403

GNMA

3

.000

05/20/52

55,557,756‌

16,991,220

GNMA

3

.500

07/20/52

15,680,103‌

2,323,516

GNMA

4

.000

07/20/52

1,925,580‌

7,480,112

GNMA

4

.000

08/20/52

7,077,302‌

35,141,586

GNMA

4

.000

09/20/52

33,249,156‌

4,121,587

GNMA

4

.500

09/20/52

3,787,351‌

3,358,244

GNMA

4

.500

09/20/52

3,176,875‌

2,389,142

GNMA

4

.500

09/20/52

2,171,478‌

2,803,438

GNMA

4

.500

09/20/52

2,618,923‌

14,984,529

GNMA

5

.000

11/20/52

14,737,896‌

25,066,069

GNMA

3

.500

12/20/52

23,131,931‌

16,764,378

GNMA

4

.500

12/20/52

16,180,873‌

2,806,709

GNMA

4

.500

02/20/53

2,556,384‌

2,530,873

GNMA

5

.500

02/20/53

2,516,431‌

7,316,486

GNMA

1

.884

05/20/53

466,864‌

Core

Impact

Bond

Fund

June

30,

2023

210

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,074,439

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

%

08/25/51

$

834,183‌

TOTAL

MORTGAGE

BACKED

1,167,165,033‌

MUNICIPAL

BONDS

-

6

.6

%

2,000,000

Brunswick

&

Glynn

County

Development

Authority

3

.060

04/01/25

1,926,160‌

3,000,000

California

Earthquake

Authority

1

.477

07/01/23

3,000,000‌

950,000

California

Health

Facilities

Financing

Authority

4

.353

06/01/41

876,502‌

145,000

g

California

Municipal

Finance

Authority

4

.250

11/01/23

143,604‌

6,400,000

g

California

Municipal

Finance

Authority

6

.375

11/15/48

5,531,453‌

5,825,000

California

Municipal

Finance

Authority

3

.594

08/15/51

4,121,897‌

12,250,000

Chicago

Housing

Authority

4

.361

01/01/38

11,326,850‌

16,465,000

Chicago

Metropolitan

Water

Reclamation

District-

Greater

Chicago

5

.720

12/01/38

17,648,613‌

1,000,000

Chicago

Park

District

4

.095

01/01/26

964,831‌

625,000

Chula

Vista

Municipal

Financing

Authority

3

.775

12/01/33

571,339‌

1,350,000

Chula

Vista

Municipal

Financing

Authority

3

.975

12/01/38

1,195,333‌

740,000

Chula

Vista

Municipal

Financing

Authority

4

.075

12/01/41

637,750‌

4,300,000

Chula

Vista

Municipal

Financing

Authority

4

.275

12/01/48

3,654,015‌

5,730,000

City

&

County

of

Honolulu

HI

3

.944

09/01/34

5,355,045‌

935,000

City

&

County

of

San

Francisco

CA

3

.700

04/01/34

828,605‌

440,000

City

&

County

of

San

Francisco

CA

3

.750

04/01/35

386,880‌

5,835,000

City

&

County

of

San

Francisco

CA

3

.900

04/01/42

4,891,852‌

5,405,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3

.750

09/01/37

4,740,217‌

4,610,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.221

09/01/39

4,145,538‌

5,000,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.000

09/01/48

4,084,886‌

7,805,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3

.482

09/01/50

5,695,674‌

1,225,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014

6

.332

09/01/51

1,268,169‌

1,925,000

City

of

Berkeley

CA

3

.250

09/01/35

1,663,064‌

8,885,000

City

of

Berkeley

CA

3

.750

09/01/43

7,256,969‌

2,490,000

City

of

Chicago

IL

7

.750

01/01/42

2,557,802‌

650,000

City

of

Detroit

MI

2

.511

04/01/25

595,284‌

745,000

City

of

Detroit

MI

2

.711

04/01/26

661,151‌

525,000

City

of

Detroit

MI

3

.644

04/01/34

415,918‌

2,750,000

City

of

Florence

SC

4

.250

12/01/34

2,596,496‌

4,000,000

City

of

Los

Angeles

CA

3

.500

09/01/37

3,415,176‌

9,060,000

City

of

Los

Angeles

CA

3

.880

09/01/38

8,110,630‌

7,000,000

City

of

Los

Angeles

CA

5

.000

09/01/42

6,824,578‌

5,850,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4

.242

05/15/48

5,144,108‌

870,000

g

City

of

Miami

FL

4

.808

01/01/39

798,258‌

170,000

City

of

Mount

Shasta

CA

4

.000

08/01/29

180,996‌

190,000

City

of

Mount

Shasta

CA

3

.000

08/01/32

189,611‌

2,685,000

City

of

Oakland

CA

1

.830

01/15/27

2,405,768‌

3,025,000

City

of

Port

Lions

AK

7

.500

10/01/52

3,177,013‌

12,615,000

City

of

San

Francisco

CA

Public

Utilities

Commission

Water

Revenue

3

.303

11/01/39

10,409,128‌

15,205,000

City

of

San

Francisco

CA

Public

Utilities

Commission

Water

Revenue

2

.825

11/01/41

11,921,787‌

5,750,000

City

of

San

Francisco

CA

Public

Utilities

Commission

Water

Revenue

4

.185

11/01/46

4,931,821‌

1,385,000

City

of

San

Juan

Capistrano

CA

4

.190

08/01/40

1,264,294‌

5,255,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

2

.999

11/01/43

4,421,955‌

5,240,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

3

.079

11/01/43

4,367,782‌

360,000

Clean

Water

Services

5

.701

10/01/30

376,783‌

1,250,000

Connecticut

Green

Bank

2

.900

11/15/35

1,039,607‌

5,000,000

County

of

Alameda

CA

3

.820

08/01/38

4,488,881‌

4,500,000

g

County

of

Fond

Du

Lac

WI

5

.569

11/01/51

4,279,377‌

3,500,000

g

County

of

Gallatin

MT

11

.500

09/01/27

3,650,148‌

211

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

12,020,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

3

.490

%

10/01/42

$

9,737,614‌

360,000

County

of

Saline

AR

4

.000

06/01/37

324,609‌

3,500,000

District

of

Columbia

3

.432

04/01/42

2,786,465‌

1,900,000

District

of

Columbia

Water

&

Sewer

Authority

4

.814

10/01/14

1,769,161‌

6,550,000

g

Florida

Development

Finance

Corp

7

.250

07/01/57

6,662,427‌

3,125,000

Florida

Development

Finance

Corp

7

.500

07/01/57

3,075,809‌

20,000,000

Grant

County

Public

Utility

District

No

2

2

.918

01/01/40

15,711,222‌

9,405,000

Grant

County

Public

Utility

District

No

2

3

.210

01/01/40

7,622,165‌

9,375,000

Great

Lakes

Water

Authority

Sewage

Disposal

System

Revenue

3

.056

07/01/39

7,587,905‌

13,265,000

Great

Lakes

Water

Authority

Water

Supply

System

Revenue

3

.473

07/01/41

10,998,948‌

1,180,000

Idaho

State

Building

Authority

3

.202

09/01/37

991,883‌

3,105,000

Jackson

County

Industrial

Development

Authority

4

.250

05/01/39

2,853,296‌

2,000,000

Kern

County

Water

Agency

Improvement

District

No

4

4

.276

05/01/36

1,917,691‌

450,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

384,310‌

1,000,000

Lavaca-Navidad

River

Authority

4

.430

08/01/35

979,945‌

7,690,000

Los

Angeles

Community

College

District

2

.106

08/01/32

6,284,329‌

1,300,000

Maine

State

Housing

Authority

2

.481

11/15/31

1,069,875‌

2,490,000

Maryland

Community

Development

Administration

Housing

Revenue

3

.797

03/01/39

2,203,080‌

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.020

07/01/28

2,653,721‌

3,455,000

Massachusetts

Housing

Finance

Agency

5

.562

12/01/52

3,445,445‌

2,705,000

Massachusetts

St.

Water

Pollution

Abatement

5

.192

08/01/40

2,713,536‌

10,735,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

9,817,311‌

700,000

New

Jersey

Economic

Development

Authority

5

.198

03/01/31

693,245‌

4,065,000

New

York

City

Housing

Development

Corp

3

.119

08/01/38

3,157,603‌

2,500,000

New

York

City

Housing

Development

Corp

3

.720

11/01/39

2,107,584‌

1,370,000

New

York

State

Energy

Research

&

Development

Authority

2

.465

10/01/26

1,245,235‌

1,210,000

New

York

State

Energy

Research

&

Development

Authority

2

.665

10/01/27

1,082,243‌

1,045,000

New

York

State

Energy

Research

&

Development

Authority

2

.879

10/01/28

921,523‌

2,115,000

New

York

State

Environmental

Facilities

Corp

3

.420

07/15/26

2,016,894‌

7,500,000

New

York

Transportation

Development

Corp

5

.000

01/01/26

7,667,327‌

1,500,000

g

Ohio

Air

Quality

Development

Authority

4

.250

01/15/38

1,454,077‌

2,000,000

g

Ohio

Air

Quality

Development

Authority

4

.500

01/15/48

1,902,950‌

5,750,000

g,q

Oregon

State

Business

Development

Commission

6

.500

04/01/31

28,750‌

2,000,000

q

Oregon

State

Business

Development

Commission

11

.500

04/01/31

20‌

2,665,000

Papio-Missouri

River

Natural

Resource

District

2

.198

12/15/25

2,487,380‌

2,080,000

Papio-Missouri

River

Natural

Resource

District

2

.318

12/15/26

1,913,966‌

3,250,000

Papio-Missouri

River

Natural

Resource

District

2

.482

12/15/27

2,960,587‌

2,725,000

Pend

Oreille

County

Public

Utility

District

No

Box

Canyon

5

.000

01/01/30

2,693,880‌

6,920,000

g

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

6,468,724‌

275,000

Pharr

Economic

Development

Corp

3

.216

08/15/27

257,835‌

1,110,000

Pharr

Economic

Development

Corp

3

.401

08/15/29

1,025,282‌

405,000

†,q

Public

Finance

Authority

15

.000

08/31/23

61,762‌

1,735,000

g

Public

Finance

Authority

7

.500

06/01/29

1,705,360‌

300,000

Redevelopment

Authority

of

the

City

of

Philadelphia

1

.377

09/01/25

274,308‌

400,000

Redevelopment

Authority

of

the

City

of

Philadelphia

4

.867

09/01/25

393,684‌

1,750,000

Redevelopment

Authority

of

the

City

of

Philadelphia

3

.172

09/01/41

1,309,176‌

1,000,000

Redevelopment

Authority

of

the

City

of

Philadelphia

5

.590

09/01/41

1,003,255‌

1,000,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.300

10/01/39

799,936‌

1,450,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.400

10/01/44

1,082,744‌

6,950,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.500

10/01/51

4,920,252‌

995,000

Sales

Tax

Securitization

Corp

5

.293

01/01/41

989,619‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

3

.533

08/01/25

962,316‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

4

.375

08/01/44

869,451‌

250,000

Sangamon

County

Water

Reclamation

District

2

.507

01/01/29

226,277‌

Core

Impact

Bond

Fund

June

30,

2023

212

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

2,500,000

Sangamon

County

Water

Reclamation

District

2

.907

%

01/01/34

$

2,006,518‌

2,050,000

Sangamon

County

Water

Reclamation

District

3

.272

01/01/37

1,599,516‌

3,000,000

Semitropic

Improvement

District

2

.499

12/01/25

2,799,179‌

1,000,000

Semitropic

Improvement

District

of

the

Semitropic

Water

Storage

District

3

.293

12/01/35

828,515‌

1,890,000

South

Dakota

Housing

Development

Authority

5

.460

05/01/53

1,879,895‌

1,000,000

South

Davis

Sewer

District

4

.125

12/01/32

951,870‌

1,100,000

South

Davis

Sewer

District

4

.500

12/01/37

1,037,346‌

2,090,000

State

of

California

4

.600

04/01/38

2,007,393‌

2,480,000

State

of

California

4

.988

04/01/39

2,448,920‌

2,145,034

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

2,054,627‌

3,490,000

State

of

Oregon

4

.142

05/01/28

3,421,408‌

1,000,000

State

of

Texas

3

.726

08/01/43

998,531‌

6,625,000

Stockton

Public

Financing

Authority

3

.610

10/01/40

5,495,218‌

2,400,000

g

Syracuse

Industrial

Development

Agency

5

.000

01/01/36

1,792,431‌

1,000,000

Texas

Water

Development

Board

3

.500

10/15/37

884,586‌

7,500,000

Texas

Water

Development

Board

4

.190

10/15/43

6,785,178‌

3,000,000

Texas

Water

Development

Board

3

.700

10/15/47

2,459,830‌

3,000,000

Texas

Water

Development

Board

4

.648

04/15/50

2,810,801‌

2,000,000

University

of

New

Mexico

3

.532

06/20/32

1,884,612‌

4,400,000

Upper

Santa

Clara

Valley

Joint

Powers

Authority

3

.875

08/01/48

3,592,172‌

5,000,000

Vermont

Educational

&

Health

Buildings

Financing

Agency

4

.000

12/01/42

4,660,464‌

750,000

Vermont

Educational

&

Health

Buildings

Financing

Agency

4

.000

12/01/46

685,119‌

750,000

Village

of

Bellwood

IL

5

.375

12/01/32

694,163‌

4,460,000

Village

of

Bellwood

IL

6

.000

12/01/50

3,691,536‌

1,000,000

g

Warm

Springs

Reservation

Confederated

Tribe

3

.300

11/01/27

941,277‌

1,250,000

g

Warm

Springs

Reservation

Confederated

Tribe

3

.550

11/01/32

1,129,952‌

530,000

Washington

County

Clean

Water

Services

5

.078

10/01/24

527,973‌

1,905,000

†,g,q

Washington

Economic

Development

Finance

Authority

7

.500

01/01/32

19‌

650,000

Yuba

City

Public

Financing

Authority

3

.960

06/01/32

617,993‌

1,500,000

Yuba

City

Public

Financing

Authority

4

.320

06/01/42

1,361,899‌

TOTAL

MUNICIPAL

BONDS

398,462,531‌

U.S.

TREASURY

SECURITIES

-

13

.6

%

2,500,000

United

States

Treasury

Bond

3

.125

05/15/48

2,156,543‌

2,500,000

United

States

Treasury

Bond

3

.000

02/15/49

2,114,160‌

620,000

United

States

Treasury

Note

2

.875

04/30/25

597,041‌

29,396,000

United

States

Treasury

Note

4

.250

05/31/25

29,026,254‌

41,244,000

United

States

Treasury

Note

4

.625

06/30/25

41,055,502‌

34,880,000

United

States

Treasury

Note

4

.125

06/15/26

34,528,475‌

3,235,000

United

States

Treasury

Note

0

.500

10/31/27

2,761,123‌

6,025,000

United

States

Treasury

Note

0

.625

11/30/27

5,160,083‌

38,062,000

United

States

Treasury

Note

3

.625

05/31/28

37,229,394‌

47,148,000

United

States

Treasury

Note

4

.000

06/30/28

46,890,159‌

9,000,000

United

States

Treasury

Note

1

.375

10/31/28

7,830,000‌

51,817,000

United

States

Treasury

Note

3

.750

06/30/30

51,128,805‌

270,985,000

United

States

Treasury

Note

3

.375

05/15/33

261,331,159‌

14,543,000

United

States

Treasury

Note

1

.875

02/15/41

10,561,286‌

9,700,000

United

States

Treasury

Note

2

.250

05/15/41

7,470,516‌

116,487,800

j

United

States

Treasury

Note

2

.375

02/15/42

90,692,123‌

9,000,000

United

States

Treasury

Note

4

.000

11/15/42

8,942,344‌

47,010,000

e

United

States

Treasury

Note

3

.875

05/15/43

45,871,476‌

31,783,000

United

States

Treasury

Note

2

.250

02/15/52

22,968,184‌

120,512,000

United

States

Treasury

Note

3

.625

02/15/53

115,653,860‌

TOTAL

U.S.

TREASURY

SECURITIES

823,968,487‌

TOTAL

GOVERNMENT

BONDS

3,194,838,396‌

(Cost

$3,408,956,635)

213

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

STRUCTURED

ASSETS

-

15

.3

%

ASSET

BACKED

-

4

.6

%

$

450,000

g

AMSR

Trust

3

.148

%

01/19/39

$

407,978‌

Series

-

2019

SFR1

(Class

C)

400,000

g

AMSR

Trust

3

.247

01/19/39

360,481‌

Series

-

2019

SFR1

(Class

D)

2,500,000

g,i

BFLD

Trust

LIBOR

1

M

+

2.100%

7

.293

10/15/35

1,387,921‌

Series

-

2020

EYP

(Class

C)

89,745

i

C-BASS

Trust

LIBOR

1

M

+

0.160%

3

.075

07/25/36

85,097‌

Series

-

2006

CB6

(Class

A1)

1,447,025

g,i

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5

.200

04/07/52

3,618‌

Series

-

2007

1A

(Class

A2)

2,134,116

Delta

Air

Lines

Pass

Through

Trust

4

.250

07/30/23

2,127,901‌

Series

-

2015

1

(Class

B)

12,614,000

Delta

Air

Lines

Pass

Through

Trust

3

.204

04/25/24

12,360,185‌

Series

-

2019

1

(Class

AA)

13,700,000

Delta

Air

Lines

Pass

Through

Trust

3

.404

04/25/24

13,346,188‌

Series

-

2019

1

(Class

A)

6,318,760

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

5,562,589‌

Series

-

2020

1

(Class

AA)

15,234,496

Delta

Air

Lines

Pass

Through

Trust

2

.500

06/10/28

13,130,868‌

Series

-

2020

1

(Class

A)

841,500

g

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

802,287‌

Series

-

2015

1A

(Class

A2II)

764,000

g

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

723,536‌

Series

-

2018

1A

(Class

A2I)

169,614

g,i

Ellington

Loan

Acquisition

Trust

LIBOR

1

M

+

1.100%

6

.250

05/25/37

167,554‌

Series

-

2007

2

(Class

A2C)

3,279,261

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.100

05/20/48

2,515,686‌

Series

-

2021

3CS

(Class

A)

3,538,608

g

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

2,689,039‌

Series

-

2021

4GS

(Class

A)

12,956,343

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.310

10/20/48

9,924,831‌

Series

-

2021

5CS

(Class

A)

4,836,093

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

3,399,018‌

Series

-

2021

5CS

(Class

B)

4,549,706

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.700

01/20/49

3,638,823‌

Series

-

2022

1GS

(Class

A)

3,153,851

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.940

01/20/49

2,380,174‌

Series

-

2022

1GS

(Class

B)

14,621,397

g

GoodLeap

Sustainable

Home

Solutions

Trust

4

.950

07/20/49

13,407,555‌

Series

-

2022

3CS

(Class

A)

3,250,000

g

Grace

Trust

2

.347

12/10/40

2,534,093‌

Series

-

2020

GRCE

(Class

A)

7,789,000

g

GSCG

Trust

2

.936

09/06/34

6,696,752‌

Series

-

2019

600C

(Class

A)

608,826

g

HERO

Funding

Trust

3

.840

09/21/40

548,263‌

Series

-

2015

1A

(Class

A)

144,470

g

HERO

Funding

Trust

3

.990

09/21/40

134,578‌

Series

-

2014

2A

(Class

A)

717,942

g

HERO

Funding

Trust

3

.750

09/20/41

643,363‌

Series

-

2016

2A

(Class

A)

575,491

g

HERO

Funding

Trust

4

.050

09/20/41

521,943‌

Series

-

2016

1A

(Class

A)

1,440,512

g

HERO

Funding

Trust

3

.080

09/20/42

1,257,762‌

Series

-

2016

3A

(Class

A1)

1,299,644

g

HERO

Funding

Trust

3

.910

09/20/42

1,163,520‌

Series

-

2016

3A

(Class

A2)

1,317,703

g

HERO

Funding

Trust

3

.570

09/20/47

1,165,703‌

Series

-

2016

4A

(Class

A1)

Core

Impact

Bond

Fund

June

30,

2023

214

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,323,255

g

HERO

Funding

Trust

3

.710

%

09/20/47

$

1,156,370‌

Series

-

2017

1A

(Class

A1)

195,215

g

HERO

Funding

Trust

4

.290

09/20/47

176,452‌

Series

-

2016

4A

(Class

A2)

2,225,243

g

HERO

Funding

Trust

3

.190

09/20/48

1,904,704‌

Series

-

2017

3A

(Class

A1)

2,082,298

g

HERO

Funding

Trust

3

.950

09/20/48

1,823,795‌

Series

-

2017

3A

(Class

A2)

846,764

g

HERO

Funding

Trust

4

.070

09/20/48

745,801‌

Series

-

2017

2A

(Class

A2)

2,994,475

g

HERO

Funding

Trust

4

.670

09/20/48

2,721,147‌

Series

-

2018

1A

(Class

A2)

2,208,667

g

HERO

Funding

Trust

2

.720

09/20/57

1,794,696‌

Series

-

2020

1A

(Class

A)

7,375,000

g

Hertz

Vehicle

Financing

III

LLC

5

.570

09/25/29

7,254,716‌

Series

-

2023

2A

(Class

A)

22,300

i

Home

Equity

Asset

Trust

LIBOR

1

M

+

1.500%

3

.986

06/25/33

21,733‌

Series

-

2003

1

(Class

M1)

499,977

g,i

Invitation

Homes

Trust

LIBOR

1

M

+

1.250%

6

.396

01/17/38

497,381‌

Series

-

2018

SFR4

(Class

B)

3,634,254

g

Loanpal

Solar

Loan

Ltd

2

.750

07/20/47

2,808,329‌

Series

-

2020

2GF

(Class

A)

1,869,076

g

Loanpal

Solar

Loan

Ltd

2

.290

01/20/48

1,393,335‌

Series

-

2021

1GS

(Class

A)

2,532,542

g

Loanpal

Solar

Loan

Ltd

2

.840

01/20/48

1,788,136‌

Series

-

2021

1GS

(Class

B)

5,588,624

g

Loanpal

Solar

Loan

Ltd

2

.220

03/20/48

4,049,498‌

Series

-

2021

2GS

(Class

A)

2,312,878

†,g

Mosaic

Solar

Loan

Trust

0

.000

04/20/46

1,630,348‌

Series

-

2020

1A

(Class

R)

1,449,943

g

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

1,241,492‌

Series

-

2020

1A

(Class

A)

1,842,141

g

Mosaic

Solar

Loan

Trust

3

.100

04/20/46

1,529,185‌

Series

-

2020

1A

(Class

B)

5,286,170

g

Mosaic

Solar

Loan

Trust

1

.920

06/20/52

3,785,067‌

Series

-

2021

3A

(Class

B)

4,145,733

g

Mosaic

Solar

Loan

Trust

6

.100

06/20/53

4,135,846‌

Series

-

2022

3A

(Class

A)

1,890,358

g

Mosaic

Solar

Loans

LLC

3

.820

06/22/43

1,713,280‌

Series

-

2017

2A

(Class

A)

3,365,929

g

Mosaic

Solar

Loans

LLC

1

.640

04/22/47

2,707,711‌

Series

-

2021

2A

(Class

A)

290,000

g,i

MSCG

Trust

3

.577

06/07/35

241,417‌

Series

-

2015

ALDR

(Class

D)

182,566

g

MVW

Owner

Trust

2

.420

12/20/34

181,443‌

Series

-

2017

1A

(Class

A)

700,000

g

Progress

Residential

Trust

2

.711

11/17/40

573,335‌

Series

-

2021

SFR9

(Class

D)

4,000,000

PSNH

Funding

LLC

3

.506

08/01/28

3,845,373‌

Series

-

2018

1

(Class

A2)

707,667

g

Renew

3

.670

09/20/52

613,993‌

Series

-

2017

1A

(Class

A)

1,914,855

g

Renew

3

.950

09/20/53

1,674,838‌

Series

-

2018

1

(Class

A)

3,895,347

g

Renew

2

.060

11/20/56

3,069,425‌

Series

-

2021

1

(Class

A)

9,524,115

SCE

Recovery

Funding

LLC

0

.861

11/15/31

7,884,626‌

Series

-

2021

A-1

(Class

A)

47,368

†,g

SolarCity

LMC

4

.800

11/20/38

44,791‌

Series

-

2013

1

(Class

A)

215

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

6,560,339

g

Sunnova

Helios

VII

Issuer

LLC

2

.030

%

10/20/48

$

5,428,987‌

Series

-

2021

C

(Class

A)

3,712,209

g

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

3,160,587‌

Series

-

2022

A

(Class

A)

2,638,635

g

Sunnova

Helios

XI

Issuer

LLC

5

.300

05/20/50

2,548,299‌

Series

-

2023

A

(Class

A)

5,145,306

g

Sunrun

Athena

Issuer

LLC

5

.310

04/30/49

4,816,908‌

Series

-

2018

1

(Class

A)

6,499,660

g

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

5,690,998‌

Series

-

2019

2

(Class

A)

13,179,011

g

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

11,641,469‌

Series

-

2019

1A

(Class

A)

5,632,197

g

Sunrun

Callisto

Issuer

LLC

2

.270

01/30/57

4,496,050‌

Series

-

2021

2A

(Class

A)

6,793,110

g

Sunrun

Jupiter

Issuer

LLC

4

.750

07/30/57

6,036,825‌

Series

-

2022

1A

(Class

A)

9,116,319

g

Sunrun

Vulcan

Issuer

LLC

2

.460

01/30/52

7,237,591‌

Series

-

2021

1A

(Class

A)

6,650,000

g

Tesla

Auto

Lease

Trust

0

.660

03/20/25

6,519,582‌

Series

-

2021

A

(Class

A4)

10,250,000

g

Tesla

Auto

Lease

Trust

1

.340

03/20/25

9,957,085‌

Series

-

2021

A

(Class

D)

4,500,000

g

Tesla

Auto

Lease

Trust

0

.600

09/22/25

4,339,298‌

Series

-

2021

B

(Class

A3)

7,000,000

g

Tesla

Auto

Lease

Trust

1

.320

09/22/25

6,594,270‌

Series

-

2021

B

(Class

D)

6,565,482

Toyota

Auto

Receivables

Owner

Trust

0

.260

11/17/25

6,353,939‌

Series

-

2021

B

(Class

A3)

9,900,000

Toyota

Auto

Receivables

Owner

Trust

0

.530

10/15/26

9,147,275‌

Series

-

2021

B

(Class

A4)

325,000

g

Tricon

American

Homes

Trust

2

.049

07/17/38

290,200‌

Series

-

2020

SFR1

(Class

B)

5,156,782

g

Vivint

Colar

Financing

V

LLC

4

.730

04/30/48

4,574,555‌

Series

-

2018

1A

(Class

A)

8,239,295

g

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

7,540,293‌

Series

-

2018

1A

(Class

B)

4,459,620

g

Vivint

Solar

Financing

VII

LLC

2

.210

07/31/51

3,442,167‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

275,911,947‌

OTHER

MORTGAGE

BACKED

-

10

.7

%

2,165,000

g,i

20

Times

Square

Trust

3

.203

05/15/35

1,820,494‌

Series

-

2018

20TS

(Class

B)

11,824

g,i

Agate

Bay

Mortgage

Trust

3

.500

09/25/45

10,549‌

Series

-

2015

6

(Class

A9)

4,075,000

g,i

Alen

Mortgage

Trust

LIBOR

1

M

+

2.250%

7

.443

04/15/34

3,128,119‌

Series

-

2021

ACEN

(Class

C)

1,900,000

g,i

Angel

Oak

Mortgage

Trust

2

.837

11/25/66

1,278,058‌

Series

-

2021

8

(Class

A3)

900,000

g,i

BAMLL

Commercial

Mortgage

Securities

Trust

3

.716

04/14/33

797,792‌

Series

-

2015

200P

(Class

D)

427,987

Banc

of

America

Commercial

Mortgage

Trust

3

.019

07/15/49

408,689‌

Series

-

2016

UB10

(Class

ASB)

5,000,000

g

BANK

2

.500

10/17/52

2,829,174‌

Series

-

2019

BN21

(Class

D)

6,500,000

i

BANK

3

.517

10/17/52

4,325,520‌

Series

-

2019

BN21

(Class

C)

2,000,000

BANK

3

.203

12/15/52

1,699,956‌

Series

-

2019

BN23

(Class

AS)

2,500,000

i

BANK

3

.016

12/15/53

1,481,706‌

Series

-

2020

BN30

(Class

MCDE)

Core

Impact

Bond

Fund

June

30,

2023

216

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

8,000,000

i

BANK

3

.576

%

11/15/62

$

5,861,940‌

Series

-

2019

BN22

(Class

C)

200,000

g

BBCMS

Trust

4

.197

08/10/35

177,628‌

Series

-

2015

SRCH

(Class

A2)

1,250,000

g

BBCMS

Trust

4

.798

08/10/35

1,088,224‌

Series

-

2015

SRCH

(Class

C)

3,000,000

g,i

BBCMS

Trust

3

.811

02/15/53

2,220,506‌

Series

-

2020

C6

(Class

F5TA)

1,000,000

Benchmark

Mortgage

Trust

3

.419

08/15/52

864,076‌

Series

-

2019

B12

(Class

AS)

5,500,000

g,i

Benchmark

Mortgage

Trust

4

.029

03/15/62

3,826,888‌

Series

-

2019

B10

(Class

3CCA)

5,200,000

g

BMO

360A

3

.776

02/17/55

4,228,117‌

Series

-

2022

C1

(Class

360A)

3,500,000

g,i

BMO

360C

4

.070

02/17/55

2,070,992‌

Series

-

2022

C1

(Class

360C)

825,000

g

BWAY

Mortgage

Trust

2

.917

01/10/35

627,815‌

Series

-

2015

1740

(Class

A)

2,009,641

g,i

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

1.034%

6

.181

10/15/36

1,998,077‌

Series

-

2019

XL

(Class

A)

4,250,000

g,i

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

1.364%

6

.511

10/15/36

4,207,209‌

Series

-

2019

XL

(Class

C)

9,220,815

g,i

BX

Commercial

Mortgage

Trust

LIBOR

1

M

+

1.197%

6

.390

10/15/38

8,895,309‌

Series

-

2021

XL2

(Class

C)

12,000,000

g,i

BX

Commercial

Mortgage

Trust

SOFR

1

M

+

1.840%

6

.987

01/17/39

11,757,470‌

Series

-

2022

AHP

(Class

B)

4,250,000

g,i

BX

TRUST

SOFR

1

M

+

1.490%

6

.637

01/17/39

4,162,793‌

Series

-

2022

AHP

(Class

AS)

2,901,500

g,i

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust

5

.683

06/25/34

2,624,060‌

Series

-

2017

Q005

(Class

B)

2,000,000

i

CD

Mortgage

Trust

3

.879

11/10/49

1,617,248‌

Series

-

2016

CD2

(Class

B)

1,000,000

g,i

Century

Plaza

Towers

3

.097

11/13/39

750,987‌

Series

-

2019

CPT

(Class

B)

5,000,000

i

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

4,629,641‌

Series

-

2015

GC29

(Class

B)

4,000,000

Citigroup

Commercial

Mortgage

Trust

3

.300

11/10/52

3,389,948‌

Series

-

2019

GC43

(Class

AS)

5,000,000

Citigroup

Commercial

Mortgage

Trust

3

.018

08/10/56

4,161,280‌

Series

-

2019

GC41

(Class

AS)

5,341,000

g,i

Cityline

Commercial

Mortgage

Trust

2

.871

11/10/31

4,982,018‌

Series

-

2016

CLNE

(Class

A)

3,315,000

g

COMM

Mortgage

Trust

4

.353

08/10/30

3,040,477‌

Series

-

2013

300P

(Class

A1)

4,375,000

g

COMM

Mortgage

Trust

3

.376

01/10/39

3,455,403‌

Series

-

2022

HC

(Class

C)

2,000,000

COMM

Mortgage

Trust

4

.701

03/10/47

1,938,755‌

Series

-

2014

UBS2

(Class

B)

2,158,000

g,i

COMM

Mortgage

Trust

4

.697

08/10/47

1,847,828‌

Series

-

2014

CR19

(Class

D)

2,000,000

i

COMM

Mortgage

Trust

4

.703

08/10/47

1,890,842‌

Series

-

2014

CR19

(Class

B)

216,658

COMM

Mortgage

Trust

3

.040

02/10/48

211,144‌

Series

-

2015

LC19

(Class

ASB)

3,500,000

g,i

COMM

Mortgage

Trust

4

.204

03/10/48

2,787,859‌

Series

-

2015

CR22

(Class

D)

2,000,000

i

COMM

Mortgage

Trust

4

.443

05/10/48

1,551,736‌

Series

-

2015

CR23

(Class

D)

360,000

i

COMM

Mortgage

Trust

3

.463

08/10/48

286,373‌

Series

-

2015

CR24

(Class

D)

217

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

COMM

Mortgage

Trust

3

.263

%

08/15/57

$

841,714‌

Series

-

2019

GC44

(Class

AM)

6,000,000

g,i

Commercial

Mortgage

Pass

Through

Certificates

4

.084

01/10/39

4,513,147‌

Series

-

2022

HC

(Class

D)

2,300,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

6

.967

12/25/41

2,243,355‌

Series

-

2022

R01

(Class

1M2)

3,000,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9

.567

01/25/42

3,017,800‌

Series

-

2022

R02

(Class

2B1)

7,500,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.167

03/25/42

7,582,689‌

Series

-

2022

R04

(Class

1M2)

20,447,884

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8

.567

03/25/42

20,892,707‌

Series

-

2022

R03

(Class

1M2)

2,000,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

6

.014

04/25/42

2,004,779‌

Series

-

2022

R05

(Class

2B1)

4,300,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8

.067

04/25/42

4,288,388‌

Series

-

2022

R05

(Class

2M2)

13,780,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

8

.917

05/25/42

14,210,134‌

Series

-

2022

R06

(Class

1M2)

14,223,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9

.717

06/25/42

15,056,923‌

Series

-

2022

R07

(Class

1M2)

4,085,000

g,i

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.667

07/25/42

4,177,057‌

Series

-

2022

R08

(Class

1M2)

7,535,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

9

.817

09/25/42

7,948,745‌

Series

-

2022

R09

(Class

2M2)

19,365,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

8

.817

12/25/42

19,876,282‌

Series

-

2023

R01

(Class

1M2)

70,513

i

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

4

.030

11/20/34

65,852‌

Series

-

2004

HYB6

(Class

A2)

14,000,000

g

CPT

Mortgage

Trust

2

.865

11/13/39

11,298,830‌

Series

-

2019

CPT

(Class

A)

2,500,000

g,i

CPT

Mortgage

Trust

3

.097

11/13/39

1,727,728‌

Series

-

2019

CPT

(Class

C)

2,000,000

g,i

CPT

Mortgage

Trust

3

.097

11/13/39

1,243,672‌

Series

-

2019

CPT

(Class

E)

5,000,000

g,i

Credit

Suisse

Commercial

Mortgage

Trust

3

.854

11/10/32

3,937,986‌

Series

-

2017

CALI

(Class

B)

2,932,322

g,i

Credit

Suisse

Mortgage

Capital

Certificates

2

.405

10/25/66

2,371,369‌

Series

-

2021

NQM8

(Class

A3)

3,600,000

g,i

CSAIL

Commercial

Mortgage

Trust

3

.800

06/15/37

2,983,001‌

Series

-

2017

C8

(Class

85BB)

1,600,000

g,i

CSMC

Series

3

.388

10/25/59

1,379,735‌

Series

-

2019

NQM1

(Class

M1)

3,440,000

g,i

DBUBS

Mortgage

Trust

3

.648

10/10/34

2,762,177‌

Series

-

2017

BRBK

(Class

D)

102,725,000

g,i

DOLP

Trust

0

.665

05/10/41

3,904,382‌

Series

-

2021

NYC

(Class

X)

12,500,000

g,i

ELP

Commercial

Mortgage

Trust

LIBOR

1

M

+

1.320%

6

.514

11/15/38

12,098,433‌

Series

-

2021

ELP

(Class

C)

7,500,000

g,i

ELP

Commercial

Mortgage

Trust

LIBOR

1

M

+

2.118%

7

.312

11/15/38

7,212,197‌

Series

-

2021

ELP

(Class

E)

259,959

g,i

Flagstar

Mortgage

Trust

4

.013

10/25/47

228,723‌

Series

-

2017

2

(Class

B3)

11,833

g,i

Flagstar

Mortgage

Trust

4

.000

09/25/48

10,933‌

Series

-

2018

5

(Class

A11)

1,222,976

g,i

Flagstar

Mortgage

Trust

2

.500

04/25/51

949,506‌

Series

-

2021

2

(Class

A4)

3,808,940

g,i

Flagstar

Mortgage

Trust

2

.500

06/01/51

2,952,478‌

Series

-

2021

4

(Class

A21)

7,700,000

Freddie

Mac

Multiclass

Certificates

Series

1

.878

01/25/31

6,390,825‌

Series

-

2021

P009

(Class

A2)

Core

Impact

Bond

Fund

June

30,

2023

218

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,292,873

Freddie

Mac

Multiclass

Certificates

Series

1

.204

%

09/25/31

$

1,966,916‌

Series

-

2021

P011

(Class

A1)

7,324,000

i

Freddie

Mac

Multiclass

Certificates

Series

2

.852

02/25/32

6,271,644‌

Series

-

2022

P013

(Class

A2)

6,657,830

Freddie

Mac

Multifamily

ML

Certificates

1

.877

07/25/37

5,056,842‌

Series

-

2021

ML08

(Class

ML08)

39,758,059

i

Freddie

Mac

Multifamily

ML

Certificates

1

.780

11/25/37

4,890,639‌

Series

-

2021

ML08

(Class

XCA)

3,151,445

Freddie

Mac

Multifamily

ML

Certificates

1

.896

11/25/37

2,410,537‌

Series

-

2021

ML08

(Class

ML08)

9,975,797

i

Freddie

Mac

Multifamily

ML

Certificates

3

.650

11/25/38

8,933,287‌

Series

-

2022

ML14

(Class

A)

9,859,579

Freddie

Mac

Multifamily

ML

Certificates

2

.340

07/25/41

7,617,359‌

Series

-

2021

ML12

(Class

AUS)

3,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3

.871

07/25/33

3,301,650‌

Series

-

2015

Q002

(Class

A2)

3,891,509

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1

.555

01/25/36

3,123,996‌

Series

-

2020

Q014

(Class

A1)

9,863,240

Freddie

Mac

Multifamily

Variable

Rate

Certificate

3

.150

10/15/36

8,491,721‌

Series

-

2022

M068

(Class

A)

1,735,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate

4

.013

04/15/37

1,634,050‌

Series

-

2022

M069

(Class

A)

6,023,632

Freddie

Mac

Multifamily

Variable

Rate

Certificate

1

.761

09/15/38

4,845,797‌

Series

-

2020

M061

(Class

A)

7,647,359

Freddie

Mac

REMICS

3

.000

09/25/50

5,417,848‌

Series

-

2021

5160

(Class

ZG)

317,003

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

1.500%

6

.567

10/25/41

309,315‌

Series

-

2021

DNA6

(Class

M2)

2,590,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.500%

7

.567

01/25/42

2,509,889‌

Series

-

2022

DNA1

(Class

M2)

6,985,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.900%

7

.967

04/25/42

6,982,200‌

Series

-

2022

DNA3

(Class

M1B)

1,745,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

5.650%

8

.647

04/25/42

1,793,497‌

Series

-

2022

DNA3

(Class

B1)

490,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

4.350%

9

.417

04/25/42

505,466‌

Series

-

2022

DNA3

(Class

M2)

15,240,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.350%

8

.417

05/25/42

15,429,564‌

Series

-

2022

DNA4

(Class

M1B)

975,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.550%

8

.617

08/25/42

989,780‌

Series

-

2022

HQA3

(Class

M1B)

6,385,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.700%

8

.767

09/25/42

6,591,733‌

Series

-

2022

DNA6

(Class

M1B)

2,530,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.750%

9

.817

02/25/42

2,524,184‌

Series

-

2022

DNA2

(Class

B1)

1,325,000

g,i

GCT

Commercial

Mortgage

Trust

LIBOR

1

M

+

0.800%

5

.993

02/15/38

1,136,418‌

Series

-

2021

GCT

(Class

A)

2,500,000

g,i

GCT

Commercial

Mortgage

Trust

LIBOR

1

M

+

1.250%

6

.443

02/15/38

1,982,892‌

Series

-

2021

GCT

(Class

B)

2,188,000

g,i

GS

Mortgage

Securities

Corp

II

5

.067

03/10/33

1,921,315‌

Series

-

2018

GS10

(Class

WLSB)

1,404,818

g,i

GS

Mortgage

Securities

Trust

LIBOR

1

M

+

1.090%

6

.290

10/15/31

1,354,195‌

Series

-

2018

HART

(Class

A)

93,000

i

GS

Mortgage

Securities

Trust

4

.078

11/10/49

75,316‌

Series

-

2016

GS4

(Class

C)

29,077

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

27,065‌

Series

-

2019

PJ2

(Class

A1)

76,077

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

70,717‌

Series

-

2019

PJ2

(Class

A4)

429,052

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

360,674‌

Series

-

2020

PJ4

(Class

A4)

219

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

669,714

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

%

03/27/51

$

557,590‌

Series

-

2020

PJ5

(Class

A4)

917,613

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

711,283‌

Series

-

2020

PJ6

(Class

A4)

49,681,577

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

0

.150

08/25/51

347,518‌

Series

-

2021

PJ3

(Class

AX1)

4,812,024

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

3,736,004‌

Series

-

2021

PJ5

(Class

A4)

4,863,881

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

3,925,020‌

Series

-

2022

PJ2

(Class

A36)

2,030,028

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

09/25/52

1,638,178‌

Series

-

2022

PJ4

(Class

A36)

478,600

g,i

GS

Mortgage-Backed

Securities

Trust

3

.632

05/25/50

395,843‌

Series

-

2020

PJ1

(Class

B2)

1,023,331

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

07/25/51

793,229‌

Series

-

2021

PJ2

(Class

A4)

7,229,237

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

5,648,708‌

Series

-

2021

PJ6

(Class

A4)

9,162,154

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

7,101,992‌

Series

-

2021

PJ7

(Class

A4)

4,274,395

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

3,313,273‌

Series

-

2021

PJ8

(Class

A4)

1,976,154

g,i

GS

Mortgage-Backed

Securities

Trust

2

.713

01/25/52

1,457,099‌

Series

-

2021

PJ7

(Class

B2)

4,134,376

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

3,204,738‌

Series

-

2021

PJ10

(Class

A4)

3,460,489

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

05/01/52

2,951,600‌

Series

-

2022

PJ1

(Class

A8)

1,668,888

g,i

GS

Mortgage-Backed

Securities

Trust

2

.823

05/28/52

1,274,629‌

Series

-

2022

PJ1

(Class

B2)

4,431,753

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

10/25/52

3,576,305‌

Series

-

2022

PJ5

(Class

A36)

2,916,557

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

2,360,846‌

Series

-

2022

PJ6

(Class

A24)

4,804,187

g,i

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

4,068,269‌

Series

-

2023

PJ1

(Class

A24)

212,956

i

HarborView

Mortgage

Loan

Trust

LIBOR

1

M

+

0.620%

5

.777

08/19/45

195,436‌

Series

-

2005

11

(Class

2A1A)

3,500,000

g

Hudson

Yards

Mortgage

Trust

2

.835

08/10/38

3,147,733‌

Series

-

2016

10HY

(Class

A)

2,500,000

g,i

Hudson

Yards

Mortgage

Trust

3

.076

08/10/38

2,211,362‌

Series

-

2016

10HY

(Class

B)

5,750,000

g,i

Hudson

Yards

Mortgage

Trust

3

.076

08/10/38

5,008,700‌

Series

-

2016

10HY

(Class

C)

2,500,000

g,i

Hudson

Yards

Mortgage

Trust

3

.076

08/10/38

2,046,329‌

Series

-

2016

10HY

(Class

E)

11,650,000

g,i

Hudson

Yards

Mortgage

Trust

3

.558

07/10/39

9,109,695‌

Series

-

2019

30HY

(Class

D)

5,545,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

4,679,804‌

Series

-

2019

55HY

(Class

A)

5,000,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

3,444,222‌

Series

-

2019

55HY

(Class

E)

1,500,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

1,087,036‌

Series

-

2019

55HY

(Class

D)

9,452

i

Impac

CMB

Trust

LIBOR

1

M

+

0.660%

5

.810

03/25/35

8,827‌

Series

-

2004

11

(Class

2A1)

440,000

g,i

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

364,792‌

Series

-

2020

NQM1

(Class

M1)

5,300,000

g,i

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

LIBOR

1

M

+

1.370%

6

.564

10/15/33

4,834,784‌

Series

-

2020

609M

(Class

A)

Core

Impact

Bond

Fund

June

30,

2023

220

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,600,000

g,i

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4

.230

%

01/15/46

$

1,374,871‌

Series

-

2013

C13

(Class

D)

1,339,218

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6

.191

12/25/44

1,272,365‌

Series

-

2015

1

(Class

B1)

12,189

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

10,874‌

Series

-

2015

3

(Class

A19)

211,352

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

189,590‌

Series

-

2015

6

(Class

A13)

147,808

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/46

130,788‌

Series

-

2016

1

(Class

A13)

59,608

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

52,616‌

Series

-

2017

2

(Class

A13)

523,984

g,i

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

453,538‌

Series

-

2018

3

(Class

A13)

337,974

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

294,839‌

Series

-

2018

4

(Class

A13)

1,175,607

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

1,010,830‌

Series

-

2018

5

(Class

A13)

749,071

g,i

JP

Morgan

Mortgage

Trust

3

.356

10/26/48

717,488‌

Series

-

2017

5

(Class

A2)

42,740

g,i

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

39,324‌

Series

-

2018

8

(Class

A13)

78,715

g,i

JP

Morgan

Mortgage

Trust

4

.000

02/25/49

72,097‌

Series

-

2018

9

(Class

A13)

95,178

g,i

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

87,606‌

Series

-

2019

1

(Class

A15)

59,182

g,i

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

54,734‌

Series

-

2019

1

(Class

A3)

356,260

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

+

0.950%

6

.088

10/25/49

344,503‌

Series

-

2019

INV1

(Class

A11)

844,310

g,i

JP

Morgan

Mortgage

Trust

3

.833

06/25/50

713,565‌

Series

-

2020

1

(Class

B2)

16,405,369

g,i

JP

Morgan

Mortgage

Trust

0

.143

07/25/51

111,440‌

Series

-

2021

3

(Class

AX1)

11,677,666

g,i

JP

Morgan

Mortgage

Trust

0

.132

08/25/51

73,577‌

Series

-

2021

4

(Class

AX1)

1,317,187

g,i

JP

Morgan

Mortgage

Trust

2

.882

08/25/51

1,005,450‌

Series

-

2021

4

(Class

B2)

22,321,685

g,i

JP

Morgan

Mortgage

Trust

0

.137

10/25/51

144,767‌

Series

-

2021

6

(Class

AX1)

2,896,398

g,i

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

2,248,733‌

Series

-

2021

6

(Class

A15)

2,012,266

g,i

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

1,562,302‌

Series

-

2021

7

(Class

A15)

2,552,205

g,i

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,981,505‌

Series

-

2021

8

(Class

A15)

1,035,315

g,i

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

802,518‌

Series

-

2021

10

(Class

A15)

3,524,602

g,i

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

2,732,075‌

Series

-

2021

11

(Class

A15)

987,550

g,i

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

765,494‌

Series

-

2021

12

(Class

A15)

1,662,552

g,i

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

1,288,718‌

Series

-

2021

14

(Class

A15)

1,082,321

g,i

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

821,883‌

Series

-

2021

LTV2

(Class

A3)

5,250,235

g,i

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

4,069,690‌

Series

-

2021

15

(Class

A15)

5,699,201

g,i

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

4,417,703‌

Series

-

2022

1

(Class

A15)

221

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,793,017

g,i

JP

Morgan

Mortgage

Trust

3

.250

%

07/25/52

$

2,338,607‌

Series

-

2022

LTV1

(Class

A1)

1,964,123

g,i

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

1,589,885‌

Series

-

2022

2

(Class

A25)

8,961,258

g,i

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

7,231,493‌

Series

-

2022

3

(Class

A25)

5,636,604

g,i

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

4,751,222‌

Series

-

2022

LTV2

(Class

A6)

4,562,092

g,i

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

3,692,846‌

Series

-

2022

4

(Class

A17A)

3,874,687

g,i

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

3,136,417‌

Series

-

2022

6

(Class

A17A)

2,819,630

g,i

JP

Morgan

Mortgage

Trust

3

.000

12/25/52

2,282,387‌

Series

-

2022

7

(Class

1A17)

2,238,295

g,i

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

2,088,521‌

Series

-

2023

1

(Class

A15A)

2,314,492

g,i

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

2,207,085‌

Series

-

2023

1

(Class

A15B)

2,400,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.629

09/15/47

2,232,496‌

Series

-

2014

C23

(Class

C)

630,341

g

Ladder

Capital

Commercial

Mortgage

Securities

3

.575

02/15/36

577,749‌

Series

-

2013

GCP

(Class

A1)

10,000,000

g

Liberty

Street

Trust

3

.597

02/10/36

8,968,269‌

Series

-

2016

225L

(Class

A)

4,000,000

g,i

MAD

Mortgage

Trust

3

.294

08/15/34

3,681,108‌

Series

-

2017

330M

(Class

A)

2,350,000

g,i

Manhattan

West

2

.413

09/10/39

1,907,428‌

Series

-

2020

1MW

(Class

D)

2,250,000

g,i

MFT

Trust

3

.392

08/10/40

1,437,648‌

Series

-

2020

B6

(Class

B)

178,847

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.069

02/15/48

175,062‌

Series

-

2015

C20

(Class

ASB)

3,300,000

g,i

Morgan

Stanley

Capital

I

Trust

2

.509

04/05/42

2,500,664‌

Series

-

2020

CNP

(Class

A)

106,067

i

Morgan

Stanley

Capital

I

Trust

6

.282

12/12/49

44,986‌

Series

-

2007

IQ16

(Class

AJFX)

1,119,104

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

960,211‌

Series

-

2021

4

(Class

A4)

3,445,813

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

2,671,002‌

Series

-

2021

5

(Class

A9)

3,435,693

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,948,532‌

Series

-

2021

6

(Class

A4)

2,225,032

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

1,724,721‌

Series

-

2021

6

(Class

A9)

1,500,000

g,i

MSDB

Trust

3

.427

07/11/39

1,278,861‌

Series

-

2017

712F

(Class

A)

3,450,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

3

.917

11/15/32

3,206,481‌

Series

-

2018

285M

(Class

A)

4,250,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.279%

7

.426

07/15/36

3,827,260‌

Series

-

2019

MILE

(Class

C)

4,000,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

4.329%

9

.476

07/15/36

2,940,983‌

Series

-

2019

MILE

(Class

F)

400,064

g,i

New

Residential

Mortgage

Loan

Trust

2

.797

09/25/59

362,186‌

Series

-

2019

NQM4

(Class

A3)

425,000

g,i

New

Residential

Mortgage

Loan

Trust

2

.986

09/25/59

337,015‌

Series

-

2019

NQM4

(Class

M1)

43,571

i

New

York

Mortgage

Trust

LIBOR

1

M

+

0.480%

5

.630

02/25/36

42,676‌

Series

-

2005

3

(Class

A1)

4,602,171

g,i

OBX

Trust

2

.500

07/25/51

3,567,346‌

Series

-

2021

J2

(Class

A19)

Core

Impact

Bond

Fund

June

30,

2023

222

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

251,010

g,i

OBX

Trust

LIBOR

1

M

+

0.650%

5

.800

%

06/25/57

$

238,095‌

Series

-

2018

1

(Class

A2)

1,317,088

g,i

Oceanview

Mortgage

Trust

2

.500

05/25/51

1,022,573‌

Series

-

2021

1

(Class

A19)

1,423,152

g,i

Oceanview

Mortgage

Trust

4

.500

11/25/52

1,310,143‌

Series

-

2022

1

(Class

A1)

14,500,000

g

One

Bryant

Park

Trust

2

.516

09/15/54

11,807,839‌

Series

-

2019

OBP

(Class

A)

2,750,000

g

One

Market

Plaza

Trust

3

.614

02/10/32

2,545,968‌

Series

-

2017

1MKT

(Class

A)

1,000,000

g

One

Market

Plaza

Trust

3

.845

02/10/32

895,773‌

Series

-

2017

1MKT

(Class

B)

4,000,000

g

One

Market

Plaza

Trust

4

.016

02/10/32

3,443,573‌

Series

-

2017

1MKT

(Class

C)

4,460,027

g,i

RCKT

Mortgage

Trust

2

.500

09/25/51

3,457,165‌

Series

-

2021

4

(Class

A21)

6,316,644

g,i

RCKT

Mortgage

Trust

2

.500

02/25/52

4,918,175‌

Series

-

2022

2

(Class

A22)

4,498,745

g,i

RCKT

Mortgage

Trust

3

.500

06/25/52

3,781,608‌

Series

-

2022

4

(Class

A22)

178,888

g,i

Sequoia

Mortgage

Trust

3

.500

05/25/45

160,400‌

Series

-

2015

2

(Class

A1)

50,435

g,i

Sequoia

Mortgage

Trust

3

.500

06/25/46

44,830‌

Series

-

2016

1

(Class

A19)

209,468

g,i

Sequoia

Mortgage

Trust

3

.726

09/25/47

189,462‌

Series

-

2017

6

(Class

B1)

12,685

g,i

Sequoia

Mortgage

Trust

3

.500

03/25/48

11,240‌

Series

-

2018

3

(Class

A1)

19,924

g,i

Sequoia

Mortgage

Trust

4

.000

09/25/48

18,345‌

Series

-

2018

7

(Class

A19)

36,613

g,i

Sequoia

Mortgage

Trust

4

.000

06/25/49

33,539‌

Series

-

2019

2

(Class

A19)

170,907

g,i

Sequoia

Mortgage

Trust

3

.500

12/25/49

151,380‌

Series

-

2019

5

(Class

A19)

1,512,163

g,i

Sequoia

Mortgage

Trust

3

.000

04/25/50

1,256,531‌

Series

-

2020

3

(Class

A19)

2,466,333

g,i

Sequoia

Mortgage

Trust

2

.500

06/25/51

1,914,835‌

Series

-

2021

4

(Class

A19)

343,589

g,i

Shellpoint

Co-Originator

Trust

3

.500

10/25/47

302,481‌

Series

-

2017

2

(Class

A1)

12,900,000

g

SLG

Office

Trust

2

.585

07/15/41

10,371,145‌

Series

-

2021

OVA

(Class

A)

66,739

g,i

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

3

.783

02/25/48

61,842‌

Series

-

2018

SPI1

(Class

M2)

1,125,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

1.257%

6

.450

11/15/36

1,101,104‌

Series

-

2021

LIH

(Class

AS)

2,000,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

1.656%

6

.849

11/15/36

1,956,767‌

Series

-

2021

LIH

(Class

B)

2,050,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

1.955%

7

.148

11/15/36

1,988,560‌

Series

-

2021

LIH

(Class

C)

4,000,000

g

SUMIT

Mortgage

Trust

2

.789

02/12/41

3,102,056‌

Series

-

2022

BVUE

(Class

A)

925,000

g,i

Verus

Securitization

Trust

3

.207

11/25/59

807,391‌

Series

-

2019

4

(Class

M1)

408,422

g

Verus

Securitization

Trust

1

.733

05/25/65

369,592‌

Series

-

2020

5

(Class

A3)

3,128,900

g,i

Verus

Securitization

Trust

2

.240

10/25/66

2,554,059‌

Series

-

2021

7

(Class

A3)

2,711,000

g

VNDO

Trust

3

.805

01/10/35

2,494,118‌

Series

-

2016

350P

(Class

A)

223

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

g,i

VNDO

Trust

4

.033

%

01/10/35

$

2,715,295‌

Series

-

2016

350P

(Class

B)

1,100,000

Wells

Fargo

Commercial

Mortgage

Trust

3

.808

12/15/47

1,033,496‌

Series

-

2014

LC18

(Class

AS)

436,551

Wells

Fargo

Commercial

Mortgage

Trust

2

.514

08/15/49

415,674‌

Series

-

2016

BNK1

(Class

ASB)

384,399

Wells

Fargo

Commercial

Mortgage

Trust

3

.185

03/15/59

369,757‌

Series

-

2016

C33

(Class

ASB)

25,539

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

04/25/49

23,899‌

Series

-

2019

2

(Class

A17)

445,491

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

372,042‌

Series

-

2020

4

(Class

A17)

5,690,920

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

4,411,284‌

Series

-

2021

2

(Class

A17)

1,472,015

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

1,141,024‌

Series

-

2022

2

(Class

A18)

650,000

i

WFRBS

Commercial

Mortgage

Trust

4

.996

12/15/46

611,795‌

Series

-

2013

C18

(Class

C)

118,754

g,i

WinWater

Mortgage

Loan

Trust

3

.919

06/20/44

98,585‌

Series

-

2014

1

(Class

B4)

2,984,740

g,i

Woodward

Capital

Management

3

.000

05/25/52

2,416,038‌

Series

-

2022

3

(Class

A21)

TOTAL

OTHER

MORTGAGE

BACKED

648,307,705‌

TOTAL

STRUCTURED

ASSETS

924,219,652‌

(Cost

$1,060,389,644)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.5%

FINANCIAL

SERVICES

-

0

.0

%

126,248

e

Morgan

Stanley

3,277,398‌

TOTAL

FINANCIAL

SERVICES

3,277,398‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

400,000

Brookfield

Property

Partners

LP

5,444,000‌

631,850

Brookfield

Property

Partners

LP

8,687,938‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

14,131,938‌

UTILITIES

-

0

.3

%

490,000

Brookfield

Infrastructure

Partners

LP

9,319,800‌

308,000

Brookfield

Renewable

Partners

LP

6,150,760‌

TOTAL

UTILITIES

15,470,560‌

TOTAL

PREFERRED

STOCKS

32,879,896‌

(Cost

$48,902,450)

TOTAL

LONG-TERM

INVESTMENTS

5,972,174,386‌

(Cost

$6,582,866,015)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.4%

REPURCHASE

AGREEMENT

-

1

.4

%

$

87,265,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

87,265,000‌

TOTAL

REPURCHASE

AGREEMENT

87,265,000‌

TOTAL

SHORT-TERM

INVESTMENTS

87,265,000‌

(Cost

$87,265,000)

Core

Impact

Bond

Fund

June

30,

2023

224

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.0%

57,386,614

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

%

$

57,386,614‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

57,386,614‌

(Cost

$57,386,614)

TOTAL

INVESTMENTS

-

100.9%

6,116,826,000‌

(Cost

$6,727,517,629)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(

52,808,096‌

)

NET

ASSETS

-

100.0%

$

6,064,017,904‌

AVG

Average

CLP

Chilean

Peso

CME

Chicago

Mercantile

Exchange

CCRC

Congregate

Care

Retirement

Center

D

Day

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

M

Month

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secure

Overnight

Financing

Rate

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$55,956,740.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

j

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

collateral

requirements

on

mortgage

dollar

rolls.

q

In

default

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$87,265,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.625%

and

maturity

date

5/31/27,

valued

at

$89,010,390.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

7,443,522

CLP

6,000,000,000

Bank

of

America,

N.A.

07/18/23

 $

(

21,116‌

)

$

6,518,324

EUR

5,919,432

Citibank

N.A.

07/14/23

 $

54,373‌

Total

 $

33,257‌

CLP

Chilean

Peso

EUR

Euro

Portfolio

of

Investments

Core

Plus

Bond

Fund

June

30,

2023

225

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.1%

BANK

LOAN

OBLIGATIONS

-

3.1%

AUTOMOBILES

&

COMPONENTS

-

0

.0

%

$

962,583

i

Gates

Global

LLC

SOFR

12

M

+

2.500%

7

.702

%

03/31/27

$

958,973‌

TOTAL

AUTOMOBILES

&

COMPONENTS

958,973‌

CAPITAL

GOODS

-

0

.1

%

492,513

i

Chariot

Buyer

LLC

SOFR

12

M

+

3.250%

8

.452

11/03/28

482,180‌

3,054

i

Proampac

PG

Borrower

LLC

LIBOR

1

M

+

4.000%

8

.580

11/03/25

3,027‌

774,087

i

Resideo

Funding,

Inc

LIBOR

4

M

+

2.250%

7

.600

02/11/28

772,635‌

331,818

i

SRAM

LLC

LIBOR

12

M

+

2.750%

7

.943

05/18/28

330,574‌

637,273

i

TransDigm,

Inc

SOFR

4

M

+

3.250%

8

.492

08/24/28

637,643‌

TOTAL

CAPITAL

GOODS

2,226,059‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.2

%

290,288

i

AlixPartners

LLP

SOFR

12

M

+

2.500%

7

.717

02/04/28

290,034‌

485,000

i

Amentum

Government

Services

Holdings

LLC

SOFR

12

M

+

4.000%

9

.217

01/29/27

478,937‌

545,875

i

Amentum

Government

Services

Holdings

LLC

SOFR

12

M

+

4.000%

9

.147

02/15/29

534,957‌

976,045

i

EAB

Global,

Inc

LIBOR

4

M

+

3.500%

8

.872

08/16/28

966,441‌

282,485

i

GFL

Environmental,

Inc

LIBOR

3

M

+

3.000%

3

.000

05/31/25

283,047‌

1,120,967

i

Prime

Security

Services

Borrower

LLC

LIBOR

3

M

+

2.750%

7

.608

09/23/26

1,122,049‌

997,500

i

Sedgwick

Claims

Management

Services,

Inc

SOFR

12

M

+

3.750%

8

.852

02/24/28

993,061‌

444,781

i

Spin

Holdco,

Inc

LIBOR

4

M

+

4.000%

9

.230

03/04/28

383,942‌

3,441,538

i

Trans

Union

LLC

SOFR

12

M

+

2.250%

7

.467

12/01/28

3,437,408‌

486,518

i

West

Technology

Group

LLC

SOFR

4

M

+

4.000%

9

.295

04/10/27

440,839‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

8,930,715‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.2

%

2,750,000

h,i

Emerson

Climate

Technologies,

Inc

SOFR

1

M

+

3.000%

3

.000

05/31/30

2,753,438‌

4,962,500

i

Flutter

Financing

BV

SOFR

4

M

+

3.250%

8

.753

07/22/28

4,977,437‌

603,247

h,i

LS

Group

OpCo

Acquisition

LLC

LIBOR

12

M

+

3.250%

8

.443

11/02/27

600,735‌

1,477,218

i

PetSmart,

Inc

SOFR

12

M

+

3.750%

8

.952

02/11/28

1,476,915‌

576,000

i

Staples,

Inc

LIBOR

4

M

+

5.000%

10

.299

04/16/26

494,461‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

10,302,986‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

982,500

i

Conair

Holdings

LLC

LIBOR

4

M

+

3.750%

9

.288

05/17/28

929,076‌

501,500

i

Crocs,

Inc

SOFR

12

M

+

3.500%

8

.892

02/20/29

503,238‌

868,826

i

Weber-Stephen

Products

LLC

SOFR

12

M

+

3.250%

8

.467

10/30/27

768,598‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,200,912‌

CONSUMER

SERVICES

-

0

.3

%

2,487,113

i

1011778

BC

ULC

LIBOR

12

M

+

1.750%

6

.943

11/19/26

2,473,633‌

397,975

i

Alterra

Mountain

Co

LIBOR

12

M

+

3.500%

8

.693

08/17/28

397,851‌

1,571,063

i

Caesars

Entertainment,

Inc

SOFR

12

M

+

3.250%

8

.452

02/06/30

1,573,113‌

437,214

i

Carnival

Corp

SOFR

12

M

+

3.250%

8

.467

10/18/28

434,117‌

270,000

i

Delta

2

Lux

Sarl

SOFR

12

M

+

3.000%

8

.102

01/15/30

270,371‌

453,863

i

Element

Materials

Technology

Group

US

Holdings,

Inc

CME

Term

SOFR

1

Month

+

4.250%

8

.930

04/12/29

445,920‌

208,950

i

Element

Materials

Technology

Group

US

Holdings,

Inc

SOFR

4

M

+

4.250%

9

.592

06/22/29

205,294‌

1,960,174

i

Fertitta

Entertainment

LLC

SOFR

12

M

+

4.000%

9

.102

01/27/29

1,938,328‌

478,848

i

IRB

Holding

Corp

SOFR

12

M

+

3.000%

8

.202

12/15/27

476,154‌

728,982

i

KFC

Holding

Co

LIBOR

12

M

+

1.750%

6

.896

03/15/28

724,152‌

643,824

i

Life

Time,

Inc

CME

Term

SOFR

1

Month

+

4.750%

9

.800

01/15/26

644,731‌

254,641

h,i

Motion

Finco

LLC

LIBOR

1

M

+

3.250%

0

.000

11/04/26

252,811‌

307,395

i

Penn

National

Gaming,

Inc

SOFR

12

M

+

2.750%

7

.952

05/03/29

306,786‌

Core

Plus

Bond

Fund

June

30,

2023

226

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

1,470,113

i

Sophia

LP

LIBOR

1

M

+

3.750%

8

.230

%

10/07/27

$

1,456,639‌

TOTAL

CONSUMER

SERVICES

11,599,900‌

ENERGY

-

0

.0

%

193,674

i

DT

Midstream,

Inc

SOFR

4

M

+

2.000%

7

.356

06/26/28

194,098‌

746,144

i

Oryx

Midstream

Services

Permian

Basin

LLC

SOFR

12

M

+

3.250%

8

.539

10/05/28

745,961‌

TOTAL

ENERGY

940,059‌

FINANCIAL

SERVICES

-

0

.1

%

360,303

i

Lions

Gate

Capital

Holdings

LLC

SOFR

12

M

+

2.250%

7

.452

03/24/25

359,629‌

1,786,176

h,i

Motion

Finco

LLC

LIBOR

3

M

+

3.250%

3

.250

11/12/26

1,773,342‌

TOTAL

FINANCIAL

SERVICES

2,132,971‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.0

%

601,970

i

Arterra

Wines

Canada,

Inc

SOFR

4

M

+

3.500%

9

.003

11/24/27

586,421‌

582,001

i

Froneri

US,

Inc

SOFR

12

M

+

2.250%

7

.452

01/29/27

579,746‌

1,060

i

Hearthside

Food

Solutions

LLC

LIBOR

3

M

+

3.688%

9

.269

05/31/25

936‌

307,714

i

Triton

Water

Holdings,

Inc

LIBOR

4

M

+

3.500%

8

.659

03/31/28

298,243‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,465,346‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.3

%

4,197,530

i

Bausch

&

Lomb

Corp

SOFR

4

M

+

3.250%

8

.592

05/10/27

4,082,098‌

1

i

Da

Vinci

Purchaser

Corp

LIBOR

1

M

+

4.000%

8

.953

11/26/26

1‌

600,736

i

Global

Medical

Response,

Inc

LIBOR

12

M

+

4.250%

9

.439

10/02/25

340,918‌

2,984,887

i

ICU

Medical,

Inc

SOFR

4

M

+

2.500%

7

.892

01/08/29

2,958,769‌

1,886,500

i

Onex

TSG

Intermediate

Corp

SOFR

4

M

+

4.750%

10

.057

02/28/28

1,686,059‌

1,000,000

i

Select

Medical

Corp

SOFR

12

M

+

2.500%

7

.702

03/06/25

999,125‌

2,500,000

h,i

Surgery

Center

Holdings,

Inc

LIBOR

12

M

+

3.750%

8

.896

08/31/26

2,499,712‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

12,566,682‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.1

%

609,000

i

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7

.442

12/22/27

606,719‌

2,281,719

i

Kronos

Acquisition

Holdings,

Inc

LIBOR

12

M

+

3.750%

9

.253

12/22/26

2,228,419‌

1,919,121

i

Kronos

Acquisition

Holdings,

Inc

CME

Term

SOFR

4

Month

+

6.000%

11

.375

12/22/26

1,887,935‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,723,073‌

INSURANCE

-

0

.1

%

211,726

i

Acrisure

LLC

LIBOR

12

M

+

3.500%

8

.693

02/15/27

206,073‌

455,890

i

AssuredPartners,

Inc

SOFR

12

M

+

3.500%

8

.717

02/12/27

452,993‌

382,913

i

AssuredPartners,

Inc

SOFR

12

M

+

3.500%

8

.717

02/12/27

379,723‌

729,652

i

Asurion

LLC

LIBOR

12

M

+

3.250%

8

.788

12/23/26

704,297‌

425,000

i

Asurion

LLC

CME

Term

SOFR

12

Month

+

5.250%

10

.452

01/31/28

363,243‌

327,773

i

HUB

International

Ltd

LIBOR

6

M

+

3.250%

8

.414

04/25/25

328,889‌

1,989,975

i

USI,

Inc

SOFR

4

M

+

3.750%

8

.992

11/22/29

1,989,796‌

TOTAL

INSURANCE

4,425,014‌

MATERIALS

-

0

.2

%

671,864

i

Asplundh

Tree

Expert

LLC

SOFR

12

M

+

1.750%

6

.952

09/07/27

670,920‌

631,998

i

Berry

Global,

Inc

LIBOR

12

M

+

1.750%

6

.972

07/01/26

632,004‌

1,629,993

i

Clydesdale

Acquisition

Holdings,

Inc

SOFR

12

M

+

4.175%

9

.377

04/13/29

1,607,099‌

199,500

i

H.B.

Fuller

Co

SOFR

12

M

+

2.500%

7

.602

02/15/30

200,569‌

759,500

i

Kloeckner

Pentaplast

of

America,

Inc

SOFR

2M

+

4.725%

10

.104

02/12/26

726,747‌

441,203

i

Messer

Industries

USA,

Inc

SOFR

4

M

+

2.500%

8

.003

03/02/26

441,492‌

339,152

i

Quikrete

Holdings,

Inc

SOFR

12

M

+

2.625%

7

.842

02/01/27

338,923‌

281,399

i

Reynolds

Group

Holdings,

Inc

SOFR

12

M

+

3.250%

8

.467

02/05/26

281,638‌

392,995

i

TricorBraun

Holdings,

Inc

SOFR

12

M

+

3.250%

8

.467

03/03/28

383,416‌

291,490

i

Tronox

Finance

LLC

LIBOR

12

M

+

2.250%

7

.443

03/10/28

290,251‌

1,439,416

i

Zekelman

Industries,

Inc

SOFR

12

M

+

2.000%

7

.197

01/24/27

1,431,420‌

TOTAL

MATERIALS

7,004,479‌

227

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT

-

0

.4

%

$

482,044

i

Altice

Financing

S.A.

LIBOR

4

M

+

2.750%

8

.010

%

01/31/26

$

476,922‌

195,000

i

Cablevision

Lightpath

LLC

LIBOR

12

M

+

3.250%

8

.443

11/30/27

188,267‌

2,000,000

h,i

Centuri

Group,

Inc

LIBOR

3

M

+

2.500%

2

.500

08/27/28

1,993,130‌

20,488

i

Cirque

Du

Soleil

Holding

USA

Newco,

Inc

LIBOR

3

M

+

1.000%

7

.000

11/24/27

20,379‌

262,995

i

City

Brewing

Co

LLC

LIBOR

4

M

+

3.500%

8

.760

04/05/28

173,577‌

1,703,598

i

CNT

Holdings

I

Corp

SOFR

4

M

+

3.500%

8

.459

11/08/27

1,699,126‌

734,134

i

CSC

Holdings

LLC

LIBOR

12

M

+

2.250%

7

.443

07/17/25

709,052‌

967,669

i,q

Diamond

Sports

Group

LLC

SOFR

12

M

+

5.250%

10

.496

08/24/26

34,672‌

674,000

i

DIRECTV

Financing

LLC

SOFR

12

M

+

5.000%

10

.217

08/02/27

660,426‌

959,298

i

INEOS

US

Petrochem

LLC

SOFR

12

M

+

2.750%

7

.967

01/29/26

958,459‌

2,779,924

i

Mozart

Borrower

LP

SOFR

12

M

+

3.250%

8

.352

10/23/28

2,751,249‌

3,482,443

i

Phoenix

Newco,

Inc

LIBOR

12

M

+

3.250%

8

.404

11/15/28

3,459,808‌

447,628

i

Rackspace

Technology

Global,

Inc

SOFR

12

M

+

2.750%

7

.996

02/15/28

207,751‌

1,005

i

Radiate

Holdco

LLC

SOFR

12

M

+

3.250%

8

.477

09/25/26

841‌

1,220,399

i

Ryan

Specialty

Group

LLC

SOFR

12

M

+

3.000%

8

.202

09/01/27

1,221,735‌

2,253

i

TK

Elevator

US

Newco,

Inc

LIBOR

2

M

+

3.500%

8

.602

07/30/27

2,238‌

455,309

i

Univision

Communications,

Inc

LIBOR

12

M

+

3.250%

8

.443

03/15/26

452,137‌

2,000,000

i

Virgin

Media

Bristol

LLC

LIBOR

12

M

+

2.500%

7

.693

01/31/28

1,985,880‌

TOTAL

MEDIA

&

ENTERTAINMENT

16,995,649‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.2

%

1,639,442

i

Avantor,

Inc

SOFR

12

M

+

2.250%

7

.452

11/08/27

1,640,811‌

1,988,984

i

Elanco

Animal

Health

Inc

LIBOR

1

M

+

1.750%

6

.653

08/01/27

1,955,420‌

3,851,291

i

Jazz

Financing

Lux

Sarl

SOFR

12

M

+

3.500%

8

.864

05/05/28

3,850,252‌

1,516,779

h,i

Organon

&

Co

LIBOR

12

M

+

3.000%

8

.250

06/02/28

1,518,440‌

294,030

i

Perrigo

Investments

LLC

SOFR

12

M

+

2.250%

7

.452

04/20/29

292,192‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

9,257,115‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.0

%

264,308

i

Cushman

&

Wakefield

plc

SOFR

12

M

+

2.750%

7

.967

08/21/25

262,491‌

333,387

i

Cushman

&

Wakefield

US

Borrower

LLC

SOFR

1

M

+

3.250%

8

.332

01/31/30

323,802‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

586,293‌

SOFTWARE

&

SERVICES

-

0

.5

%

2,982,434

i

Boxer

Parent

Co,

Inc

SOFR

12

M

+

3.750%

8

.967

10/02/25

2,962,214‌

741,044

i

Camelot

Finance

S.A.

SOFR

12

M

+

3.000%

8

.217

10/30/26

740,858‌

994,885

i

Epicor

Software

Corp

SOFR

12

M

+

3.250%

8

.467

07/30/27

983,882‌

839,375

i

Informatica

LLC

LIBOR

12

M

+

2.750%

8

.000

10/27/28

839,635‌

1,994,962

i

Instructure

Holdings,

Inc

LIBOR

4

M

+

2.750%

7

.852

10/30/28

1,998,713‌

502,920

i

Light

&

Wonder,

Inc

SOFR

12

M

+

3.000%

8

.248

04/14/29

503,038‌

1,117

i

Magenta

Buyer

LLC

LIBOR

4

M

+

4.750%

10

.030

07/27/28

844‌

4,270,747

i

NortonLifeLock,

Inc

SOFR

12

M

+

2.000%

7

.202

09/12/29

4,254,753‌

4,378,000

i

Open

Text

Corp

SOFR

12

M

+

3.500%

8

.702

01/31/30

4,402,626‌

116,400

i

Presidio

Holdings,

Inc

SOFR

4

M

+

3.500%

8

.702

01/22/27

116,022‌

466,688

i

RealPage,

Inc

SOFR

12

M

+

3.000%

8

.217

04/24/28

457,179‌

2,008,840

i

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7

.452

03/22/29

2,005,495‌

3,027,709

i

SS&C

Technologies,

Inc

CME

Term

SOFR

12

Month

+

2.250%

7

.452

03/22/29

3,022,668‌

2,111,795

i

UKG,

Inc

SOFR

4

M

+

3.250%

8

.271

05/04/26

2,075,715‌

TOTAL

SOFTWARE

&

SERVICES

24,363,642‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.0

%

423,937

i

Ahead

DB

Holdings

LLC

SOFR

4

M

+

3.750%

9

.092

10/18/27

397,138‌

264,463

i

Ingram

Micro,

Inc

LIBOR

4

M

+

3.500%

9

.038

06/30/28

263,969‌

450,000

i

Match

Group

Holdings

II

LLC

LIBOR

4

M

+

1.750%

7

.264

02/13/27

450,000‌

394,592

i

MLN

US

Holdco

LLC

LIBOR

6

M

+

4.500%

4

.500

11/30/25

94,702‌

247,119

i

MLN

US

Holdco

LLC

5

.082

10/18/27

124,178‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,329,987‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

139,626

i

Avaya,

Inc

SOFR

4

M

+

8.500%

13

.544

08/01/28

120,916‌

481,094

i

CommScope,

Inc

SOFR

12

M

+

3.250%

8

.467

04/06/26

461,910‌

Core

Plus

Bond

Fund

June

30,

2023

228

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

939,991

i

SFR

Group

S.A.

LIBOR

4

M

+

3.688%

8

.948

%

01/31/26

$

889,467‌

623,553

i

Zayo

Group

Holdings,

Inc

SOFR

12

M

+

3.000%

8

.217

03/09/27

491,671‌

TOTAL

TELECOMMUNICATION

SERVICES

1,963,964‌

TRANSPORTATION

-

0

.2

%

550,838

i

Air

Canada

LIBOR

4

M

+

3.500%

8

.839

08/11/28

551,576‌

750,000

i

American

Airlines,

Inc

LIBOR

4

M

+

4.750%

10

.000

04/20/28

767,010‌

374,300

i

CHG

Healthcare

Services,

Inc

LIBOR

12

M

+

3.250%

8

.443

09/29/28

372,943‌

947,755

i

Genesee

&

Wyoming,

Inc

SOFR

4

M

+

2.000%

7

.342

12/30/26

948,002‌

985,000

i

Gulf

Finance

LLC

SOFR

12

M

+

6.750%

11

.996

08/25/26

960,513‌

2,500,000

h,i

Kestrel

Bidco,

Inc

SOFR

4

M

+

3.000%

8

.251

12/11/26

2,431,425‌

380,000

i

Mileage

Plus

Holdings

LLC

LIBOR

4

M

+

5.250%

10

.764

06/21/27

395,437‌

247,500

i

SkyMiles

IP

Ltd

SOFR

4

M

+

3.750%

8

.798

10/20/27

257,400‌

780,000

i

United

Airlines,

Inc

LIBOR

4

M

+

3.750%

9

.292

04/21/28

780,870‌

383,123

i

XPO,

Inc

CME

Term

SOFR

1

Month

+

2.000%

0

.000

05/24/28

384,937‌

TOTAL

TRANSPORTATION

7,850,113‌

UTILITIES

-

0

.1

%

1,000,339

h,i

BroadStreet

Partners,

Inc

SOFR

12

M

+

2.750%

7

.967

01/27/27

989,451‌

354,197

i

BroadStreet

Partners,

Inc

SOFR

12

M

+

2.750%

7

.967

01/27/27

351,541‌

2,000,000

i

BroadStreet

Partners,

Inc

SOFR

12

M

+

4.000%

9

.160

01/27/29

1,992,500‌

546,617

i

Covanta

Holding

Corp

SOFR

12

M

+

2.500%

7

.602

11/30/28

542,673‌

41,463

i

Covanta

Holding

Corp

CME

Term

SOFR

12

Month

+

2.500%

7

.602

11/30/28

41,164‌

1,927,316

i

Gopher

Resource

LLC

LIBOR

4

M

+

3.250%

8

.981

03/06/25

1,594,854‌

265,000

h,i

Talen

Energy

Supply

LLC

SOFR

1

M

+

4.500%

4

.500

05/17/30

264,614‌

327,000

h,i

Talen

Energy

Supply

LLC

SOFR

1

M

+

4.500%

9

.590

05/17/30

326,524‌

224,542

i

Utz

Quality

Foods

LLC

SOFR

12

M

+

3.000%

8

.217

01/20/28

224,495‌

TOTAL

UTILITIES

6,327,816‌

TOTAL

BANK

LOAN

OBLIGATIONS

138,151,748‌

(Cost

$140,737,452)

CORPORATE

BONDS

-

38

.9

%

AUTOMOBILES

&

COMPONENTS

-

1

.5

%

4,500,000

g

Adient

Global

Holdings

Ltd

4

.875

08/15/26

4,274,801‌

2,060,000

g

Clarios

Global

LP

6

.750

05/15/28

2,052,795‌

575,000

Dana,

Inc

5

.375

11/15/27

544,675‌

350,000

e

Dana,

Inc

5

.625

06/15/28

328,971‌

325,000

Dana,

Inc

4

.250

09/01/30

270,574‌

1,000,000

e

Ford

Motor

Co

7

.450

07/16/31

1,065,583‌

1,755,000

Ford

Motor

Co

3

.250

02/12/32

1,380,631‌

2,635,000

e

Ford

Motor

Co

6

.100

08/19/32

2,553,726‌

1,140,000

Ford

Motor

Credit

Co

LLC

5

.584

03/18/24

1,131,959‌

4,045,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

4,066,434‌

2,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

2,042,240‌

4,525,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

4,621,120‌

1,400,000

Ford

Motor

Credit

Co

LLC

4

.000

11/13/30

1,196,417‌

4,900,000

e,g

Gates

Global

LLC

6

.250

01/15/26

4,821,621‌

2,500,000

General

Motors

Co

6

.125

10/01/25

2,517,076‌

1,800,000

General

Motors

Co

5

.400

10/15/29

1,755,094‌

3,325,000

General

Motors

Co

5

.200

04/01/45

2,836,300‌

2,000,000

General

Motors

Financial

Co,

Inc

2

.750

06/20/25

1,884,047‌

800,000

General

Motors

Financial

Co,

Inc

6

.050

10/10/25

801,399‌

6,600,000

General

Motors

Financial

Co,

Inc

5

.000

04/09/27

6,422,593‌

2,825,000

General

Motors

Financial

Co,

Inc

5

.850

04/06/30

2,800,319‌

3,200,000

General

Motors

Financial

Co,

Inc

2

.700

06/10/31

2,552,322‌

3,550,000

General

Motors

Financial

Co,

Inc

5

.700

N/A‡

3,116,345‌

229

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

2,000,000

General

Motors

Financial

Co,

Inc

5

.750

%

N/A‡

$

1,627,500‌

5,000,000

Goodyear

Tire

&

Rubber

Co

5

.250

04/30/31

4,391,683‌

2,250,000

g,o

IHO

Verwaltungs

GmbH

4

.750

09/15/26

2,075,828‌

1,450,000

Magna

International,

Inc

3

.625

06/15/24

1,421,054‌

1,000,000

e,g

Nemak

SAB

de

C.V.

3

.625

06/28/31

780,040‌

750,000

g

ZF

North

America

Capital,

Inc

6

.875

04/14/28

759,513‌

TOTAL

AUTOMOBILES

&

COMPONENTS

66,092,660‌

BANKS

-

7

.9

%

1,525,000

g

Access

Bank

plc

6

.125

09/21/26

1,279,627‌

1,500,000

g

Akbank

T.A.S.

6

.800

06/22/31

1,361,433‌

4,000,000

e

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.500

N/A‡

3,750,800‌

835,000

g

Banco

de

Credito

e

Inversiones

S.A.

2

.875

10/14/31

691,740‌

1,725,000

g

Banco

Industrial

S.A.

4

.875

01/29/31

1,581,620‌

3,000,000

g

Banco

Internacional

del

Peru

SAA

Interbank

4

.000

07/08/30

2,755,200‌

1,380,000

g

Banco

Mercantil

del

Norte

S.A.

6

.750

N/A‡

1,322,418‌

2,400,000

Banco

Santander

S.A.

5

.294

08/18/27

2,352,921‌

1,905,000

Banco

Santander

S.A.

3

.800

02/23/28

1,750,624‌

3,800,000

Banco

Santander

S.A.

4

.750

N/A‡

2,907,870‌

2,200,000

Banco

Santander

S.A.

7

.500

N/A‡

2,096,547‌

2,000,000

Bancolombia

S.A.

4

.625

12/18/29

1,702,500‌

2,000,000

g

Banistmo

S.A.

4

.250

07/31/27

1,851,069‌

4,000,000

g

Bank

Hapoalim

BM

3

.255

01/21/32

3,422,608‌

3,000,000

g

Bank

Leumi

Le-Israel

BM

3

.275

01/29/31

2,680,320‌

19,525,000

Bank

of

America

Corp

0

.810

10/24/24

19,200,281‌

22,795,000

Bank

of

America

Corp

2

.592

04/29/31

19,137,238‌

3,925,000

Bank

of

America

Corp

2

.572

10/20/32

3,196,914‌

4,750,000

Bank

of

America

Corp

2

.972

02/04/33

3,959,724‌

11,000,000

Bank

of

America

Corp

5

.288

04/25/34

10,897,769‌

4,400,000

Bank

of

America

Corp

3

.846

03/08/37

3,762,547‌

5,700,000

Bank

of

America

Corp

2

.676

06/19/41

4,002,220‌

2,850,000

Bank

of

America

Corp

4

.375

N/A‡

2,430,337‌

8,400,000

Bank

of

America

Corp

6

.100

N/A‡

8,328,600‌

3,000,000

Barclays

plc

3

.932

05/07/25

2,931,798‌

450,000

Barclays

plc

2

.279

11/24/27

395,848‌

2,225,000

Barclays

plc

3

.330

11/24/42

1,561,913‌

3,455,000

Barclays

plc

6

.125

N/A‡

3,028,308‌

2,500,000

Barclays

PLC

8

.000

N/A‡

2,362,250‌

3,300,000

g

BNP

Paribas

S.A.

2

.819

11/19/25

3,146,520‌

100,000

g

BNP

Paribas

S.A.

4

.375

05/12/26

95,965‌

2,150,000

g

BNP

Paribas

S.A.

1

.904

09/30/28

1,831,162‌

1,800,000

g

BNP

Paribas

S.A.

2

.159

09/15/29

1,498,938‌

6,600,000

g

BNP

Paribas

S.A.

2

.588

08/12/35

5,059,234‌

8,000,000

g

BNP

Paribas

S.A.

7

.750

N/A‡

7,743,200‌

5,895,000

Citigroup,

Inc

3

.200

10/21/26

5,517,973‌

2,805,000

Citigroup,

Inc

4

.300

11/20/26

2,684,571‌

695,000

Citigroup,

Inc

4

.450

09/29/27

663,606‌

2,135,000

Citigroup,

Inc

2

.572

06/03/31

1,781,266‌

5,000,000

Citigroup,

Inc

4

.910

05/24/33

4,838,276‌

11,800,000

Citigroup,

Inc

6

.270

11/17/33

12,524,723‌

2,575,000

Citigroup,

Inc

6

.174

05/25/34

2,597,434‌

1,750,000

e

Citigroup,

Inc

7

.375

N/A‡

1,737,147‌

2,500,000

Citigroup,

Inc

6

.300

N/A‡

2,431,250‌

5,000,000

Citigroup,

Inc

6

.250

N/A‡

4,920,150‌

2,400,000

Citigroup,

Inc

4

.000

N/A‡

2,049,000‌

3,700,000

Citigroup,

Inc

5

.000

N/A‡

3,453,728‌

1,075,000

g

Cooperatieve

Rabobank

UA

1

.339

06/24/26

983,030‌

4,950,000

Cooperatieve

Rabobank

UA

3

.750

07/21/26

4,621,407‌

4,800,000

g

Credit

Agricole

S.A.

8

.125

N/A‡

4,807,181‌

1,525,000

g

DBS

Group

Holdings

Ltd

4

.520

12/11/28

1,513,760‌

2,450,000

Discover

Bank

2

.450

09/12/24

2,320,194‌

Core

Plus

Bond

Fund

June

30,

2023

230

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

800,000

Discover

Bank

4

.250

%

03/13/26

$

756,161‌

1,625,000

Discover

Bank

3

.450

07/27/26

1,495,669‌

1,375,000

Discover

Bank

2

.700

02/06/30

1,109,330‌

2,500,000

g

Grupo

Aval

Ltd

4

.375

02/04/30

1,961,337‌

2,160,000

g

Hana

Bank

3

.500

N/A‡

1,926,944‌

1,300,000

HSBC

Holdings

plc

3

.900

05/25/26

1,238,768‌

4,325,000

HSBC

Holdings

plc

4

.292

09/12/26

4,159,395‌

2,250,000

HSBC

Holdings

plc

2

.013

09/22/28

1,928,033‌

3,750,000

HSBC

Holdings

plc

7

.390

11/03/28

3,957,687‌

1,700,000

HSBC

Holdings

plc

2

.206

08/17/29

1,422,164‌

2,200,000

HSBC

Holdings

plc

3

.973

05/22/30

1,975,564‌

4,800,000

HSBC

Holdings

plc

8

.000

N/A‡

4,765,224‌

990,000

Huntington

Bancshares,

Inc

4

.000

05/15/25

948,961‌

4,000,000

Huntington

Bancshares,

Inc

5

.625

N/A‡

3,574,448‌

1,100,000

ING

Groep

NV

3

.950

03/29/27

1,041,706‌

3,000,000

g

Intercorp

Financial

Services,

Inc

4

.125

10/19/27

2,694,372‌

660,000

JPMorgan

Chase

&

Co

3

.900

07/15/25

643,382‌

350,000

JPMorgan

Chase

&

Co

3

.200

06/15/26

333,501‌

6,325,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

6,105,112‌

7,805,000

JPMorgan

Chase

&

Co

3

.702

05/06/30

7,152,726‌

4,275,000

JPMorgan

Chase

&

Co

1

.953

02/04/32

3,406,275‌

2,750,000

JPMorgan

Chase

&

Co

2

.525

11/19/41

1,891,633‌

12,350,000

JPMorgan

Chase

&

Co

3

.157

04/22/42

9,323,009‌

1,250,000

JPMorgan

Chase

&

Co

4

.260

02/22/48

1,078,555‌

5,250,000

JPMorgan

Chase

&

Co

3

.650

N/A‡

4,620,788‌

4,000,000

JPMorgan

Chase

&

Co

5

.000

N/A‡

3,907,500‌

4,000,000

JPMorgan

Chase

&

Co

6

.100

N/A‡

3,990,800‌

2,900,000

e

Lloyds

Banking

Group

plc

6

.750

N/A‡

2,654,115‌

5,000,000

Lloyds

Banking

Group

plc

7

.500

N/A‡

4,675,750‌

4,175,000

M&T

Bank

Corp

3

.500

N/A‡

2,784,750‌

1,800,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.193

02/25/25

1,696,237‌

3,000,000

g

Mizrahi

Tefahot

Bank

Ltd

3

.077

04/07/31

2,615,760‌

1,700,000

NatWest

Group

plc

5

.516

09/30/28

1,666,407‌

3,000,000

g

NBK

SPC

Ltd

1

.625

09/15/27

2,670,480‌

3,000,000

g

NBK

Tier  Financing

Ltd

3

.625

N/A‡

2,594,040‌

2,500,000

PNC

Financial

Services

Group,

Inc

3

.900

04/29/24

2,454,325‌

5,225,000

PNC

Financial

Services

Group,

Inc

3

.400

N/A‡

3,853,438‌

3,275,000

PNC

Financial

Services

Group,

Inc

6

.200

N/A‡

3,052,791‌

2,500,000

e,i

PNC

Financial

Services

Group,

Inc

LIBOR

3

M

+

3.678%

3

.804

N/A‡

2,497,496‌

3,000,000

Royal

Bank

of

Scotland

Group

plc

6

.000

N/A‡

2,775,000‌

2,100,000

g

Societe

Generale

S.A.

4

.027

01/21/43

1,400,840‌

2,100,000

g

Societe

Generale

S.A.

9

.375

N/A‡

2,052,750‌

1,600,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.474

07/08/25

1,469,384‌

475,000

Toronto-Dominion

Bank

3

.625

09/15/31

438,250‌

5,000,000

Truist

Financial

Corp

4

.950

N/A‡

4,625,000‌

3,055,000

Truist

Financial

Corp

4

.800

N/A‡

2,604,388‌

3,000,000

g

Turkiye

Garanti

Bankasi

AS.

7

.177

05/24/27

2,737,860‌

2,500,000

g

Turkiye

Vakiflar

Bankasi

TAO

6

.500

01/08/26

2,318,750‌

550,000

g

Turkiye

Vakiflar

Bankasi

TAO

5

.500

10/01/26

484,143‌

3,500,000

UniCredit

SpA

8

.000

N/A‡

3,421,460‌

1,700,000

g

United

Overseas

Bank

Ltd

3

.750

04/15/29

1,665,457‌

3,000,000

g

United

Overseas

Bank

Ltd

2

.000

10/14/31

2,633,984‌

2,000,000

US

Bancorp

4

.839

02/01/34

1,868,055‌

925,000

Wells

Fargo

&

Co

3

.750

01/24/24

914,334‌

1,050,000

Wells

Fargo

&

Co

3

.550

09/29/25

1,006,373‌

3,800,000

Wells

Fargo

&

Co

3

.526

03/24/28

3,546,728‌

5,825,000

Wells

Fargo

&

Co

2

.393

06/02/28

5,190,837‌

7,000,000

Wells

Fargo

&

Co

3

.900

N/A‡

6,162,800‌

1,500,000

Wells

Fargo

&

Co

5

.875

N/A‡

1,469,847‌

231

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

635,000

Westpac

Banking

Corp

2

.668

%

11/15/35

$

487,290‌

TOTAL

BANKS

355,420,922‌

CAPITAL

GOODS

-

1

.1

%

3,000,000

g

AerCap

Global

Aviation

6

.500

06/15/45

2,899,736‌

1,325,000

Air

Lease

Corp

3

.000

02/01/30

1,107,997‌

4,100,000

Air

Lease

Corp

3

.125

12/01/30

3,415,416‌

1,690,000

g

Airbus

SE

3

.150

04/10/27

1,581,069‌

600,000

g

BAE

Systems

plc

1

.900

02/15/31

481,744‌

10,500,000

Boeing

Co

2

.196

02/04/26

9,636,986‌

1,050,000

Boeing

Co

3

.250

02/01/28

963,950‌

2,350,000

Boeing

Co

2

.950

02/01/30

2,042,536‌

2,300,000

Boeing

Co

3

.250

02/01/35

1,864,905‌

1,375,000

Boeing

Co

5

.705

05/01/40

1,371,572‌

3,375,000

Boeing

Co

5

.805

05/01/50

3,362,684‌

1,160,000

g

Chart

Industries,

Inc

7

.500

01/01/30

1,183,496‌

975,000

g

Chart

Industries,

Inc

9

.500

01/01/31

1,034,488‌

3,075,000

g

H&E

Equipment

Services,

Inc

3

.875

12/15/28

2,662,274‌

1,750,000

Ingersoll-Rand

Luxembourg

Finance

S.A.

3

.800

03/21/29

1,648,642‌

500,000

g

Land

O'

Lakes,

Inc

8

.000

N/A‡

440,000‌

75,000

Lockheed

Martin

Corp

1

.850

06/15/30

62,400‌

1,925,000

Northrop

Grumman

Corp

3

.250

01/15/28

1,795,215‌

199,000

Raytheon

Technologies

Corp

3

.650

08/16/23

198,501‌

4,450,000

Raytheon

Technologies

Corp

4

.125

11/16/28

4,285,951‌

1,080,000

Raytheon

Technologies

Corp

2

.250

07/01/30

910,963‌

2,800,000

Raytheon

Technologies

Corp

5

.150

02/27/33

2,838,272‌

1,725,000

Raytheon

Technologies

Corp

4

.500

06/01/42

1,587,804‌

725,000

g

WESCO

Distribution,

Inc

7

.250

06/15/28

739,541‌

TOTAL

CAPITAL

GOODS

48,116,142‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.6

%

2,125,000

e,g

ADT

Corp

4

.875

07/15/32

1,816,875‌

1,395,000

e,g

Albion

Financing

1

SARL

6

.125

10/15/26

1,311,300‌

800,000

g

ASGN,

Inc

4

.625

05/15/28

723,744‌

925,000

g

Booz

Allen

Hamilton,

Inc

3

.875

09/01/28

836,626‌

370,000

g

Booz

Allen

Hamilton,

Inc

4

.000

07/01/29

331,426‌

1,000,000

g

Garda

World

Security

Corp

4

.625

02/15/27

915,001‌

745,000

g

Garda

World

Security

Corp

7

.750

02/15/28

739,503‌

250,000

g

GFL

Environmental,

Inc

4

.250

06/01/25

241,252‌

1,000,000

g

GFL

Environmental,

Inc

3

.750

08/01/25

951,369‌

250,000

g

GFL

Environmental,

Inc

5

.125

12/15/26

241,197‌

3,150,000

g

GFL

Environmental,

Inc

3

.500

09/01/28

2,803,451‌

3,845,000

g

Iron

Mountain,

Inc

7

.000

02/15/29

3,851,467‌

620,000

g

Prime

Security

Services

Borrower

LLC

5

.250

04/15/24

614,886‌

2,750,000

g

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

2,699,476‌

1,200,000

g

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

1,058,372‌

2,725,000

g

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

2,552,784‌

1,550,000

Republic

Services,

Inc

2

.900

07/01/26

1,452,445‌

420,000

g

Ritchie

Bros

Auctioneers,

Inc

6

.750

03/15/28

423,326‌

645,000

g

Ritchie

Bros

Auctioneers,

Inc

7

.750

03/15/31

669,139‌

1,330,000

Verisk

Analytics,

Inc

4

.125

03/15/29

1,269,578‌

75,000

Verisk

Analytics,

Inc

3

.625

05/15/50

55,149‌

850,000

Waste

Management,

Inc

2

.500

11/15/50

543,105‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

26,101,471‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.6

%

2,670,000

g

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

2,369,955‌

755,000

g

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

657,375‌

1,950,000

AutoZone,

Inc

1

.650

01/15/31

1,521,691‌

1,350,000

Genuine

Parts

Co

2

.750

02/01/32

1,107,757‌

1,645,000

e,g

Hanesbrands,

Inc

9

.000

02/15/31

1,657,939‌

Core

Plus

Bond

Fund

June

30,

2023

232

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

3,900,000

g,q

JSM

Global

Sarl

4

.750

%

10/20/30

$

676,650‌

1,225,000

g

Kia

Corp

2

.750

02/14/27

1,121,182‌

1,000,000

Kohl's

Corp

4

.625

05/01/31

695,780‌

925,000

g

L

Brands,

Inc

6

.625

10/01/30

892,984‌

800,000

g

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

684,593‌

2,175,000

g

Lithia

Motors,

Inc

4

.625

12/15/27

2,031,667‌

1,950,000

e,g

Macy's

Retail

Holdings

LLC

5

.875

04/01/29

1,779,375‌

2,500,000

e,g

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

2,187,175‌

1,900,000

e,g

Magic

Mergeco,

Inc

5

.250

05/01/28

1,535,086‌

790,000

O'Reilly

Automotive,

Inc

3

.550

03/15/26

756,504‌

1,400,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

1,324,754‌

1,225,000

O'Reilly

Automotive,

Inc

4

.200

04/01/30

1,156,603‌

2,200,000

O'Reilly

Automotive,

Inc

1

.750

03/15/31

1,731,198‌

1,675,000

g

Prosus

NV

4

.987

01/19/52

1,208,040‌

5,000,000

g

Staples,

Inc

7

.500

04/15/26

4,129,565‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

29,225,873‌

CONSUMER

DURABLES

&

APPAREL

-

0

.0

%

369,000

Newell

Brands,

Inc

4

.875

06/01/25

355,920‌

1,175,000

e

Newell

Brands,

Inc

6

.375

09/15/27

1,125,189‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,481,109‌

CONSUMER

SERVICES

-

0

.5

%

2,000,000

g

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

1,861,636‌

3,285,000

g

Churchill

Downs,

Inc

6

.750

05/01/31

3,248,044‌

2,300,000

g

ENA

Master

Trust

4

.000

05/19/48

1,720,274‌

150,000

g

Hilton

Domestic

Operating

Co,

Inc

5

.750

05/01/28

147,707‌

2,200,000

g

Hilton

Domestic

Operating

Co,

Inc

3

.625

02/15/32

1,834,220‌

1,480,000

g

International

Game

Technology

plc

6

.500

02/15/25

1,480,000‌

400,000

g

International

Game

Technology

plc

4

.125

04/15/26

379,860‌

2,550,000

g

Live

Nation

Entertainment,

Inc

6

.500

05/15/27

2,563,574‌

425,000

e,g

Marriott

Ownership

Resorts,

Inc

4

.500

06/15/29

366,803‌

2,150,000

e

McDonald's

Corp

4

.600

09/09/32

2,129,560‌

1,000,000

g

NCL

Corp

Ltd

5

.875

03/15/26

935,564‌

1,000,000

g

NCL

Corp

Ltd

8

.375

02/01/28

1,044,944‌

1,665,000

Sands

China

Ltd

2

.800

03/08/27

1,445,175‌

2,000,000

e,g

Transnet

SOC

Ltd

8

.250

02/06/28

1,942,500‌

450,000

g

Wynn

Macau

Ltd

5

.625

08/26/28

392,625‌

TOTAL

CONSUMER

SERVICES

21,492,486‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.4

%

3,505,000

g

Albertsons

Cos,

Inc

6

.500

02/15/28

3,510,818‌

2,350,000

Costco

Wholesale

Corp

1

.600

04/20/30

1,956,410‌

1,460,000

Kroger

Co

3

.875

10/15/46

1,121,394‌

675,000

SYSCO

Corp

3

.300

07/15/26

637,550‌

2,250,000

SYSCO

Corp

3

.150

12/14/51

1,558,787‌

1,800,000

e

Target

Corp

4

.400

01/15/33

1,749,982‌

2,200,000

Walmart,

Inc

1

.050

09/17/26

1,964,221‌

280,000

e

Walmart,

Inc

2

.375

09/24/29

247,507‌

5,125,000

Walmart,

Inc

1

.800

09/22/31

4,255,229‌

2,375,000

Walmart,

Inc

2

.500

09/22/41

1,767,505‌

1,150,000

Walmart,

Inc

4

.500

04/15/53

1,121,564‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

19,890,967‌

ENERGY

-

3

.7

%

3,950,000

g

Archrock

Partners

LP

6

.875

04/01/27

3,792,000‌

375,000

g

Archrock

Partners

LP

6

.250

04/01/28

352,073‌

550,000

Cenovus

Energy,

Inc

2

.650

01/15/32

443,969‌

2,000,000

Cenovus

Energy,

Inc

5

.400

06/15/47

1,810,497‌

2,750,000

Cheniere

Energy

Partners

LP

3

.250

01/31/32

2,262,287‌

300,000

Chevron

USA,

Inc

3

.900

11/15/24

294,931‌

233

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,440,000

g

Civitas

Resources,

Inc

8

.375

%

07/01/28

$

1,456,272‌

875,000

g

Civitas

Resources,

Inc

8

.750

07/01/31

887,075‌

99,644

o

Cloud

Peak

Energy,

Inc

12

.000

05/01/25

90,342‌

1,500,000

g

Cosan

Ltd

5

.500

09/20/29

1,357,435‌

2,125,000

Diamondback

Energy,

Inc

3

.250

12/01/26

1,996,540‌

3,000,000

Diamondback

Energy,

Inc

3

.500

12/01/29

2,700,365‌

2,200,000

Diamondback

Energy,

Inc

3

.125

03/24/31

1,884,471‌

1,600,000

Diamondback

Energy,

Inc

4

.250

03/15/52

1,227,194‌

1,790,000

g

DT

Midstream,

Inc

4

.125

06/15/29

1,570,860‌

1,490,000

g

DT

Midstream,

Inc

4

.375

06/15/31

1,283,267‌

2,300,000

Ecopetrol

S.A.

6

.875

04/29/30

2,098,202‌

2,275,000

Ecopetrol

S.A.

4

.625

11/02/31

1,756,140‌

300,000

h

Ecopetrol

S.A.

8

.875

01/13/33

297,067‌

2,000,000

g

Empresa

Nacional

del

Petroleo

3

.450

09/16/31

1,668,200‌

3,450,000

Enbridge,

Inc

5

.700

03/08/33

3,497,373‌

2,340,000

Enbridge,

Inc

5

.750

07/15/80

2,113,322‌

500,000

g

Energean

Israel

Finance

Ltd

4

.875

03/30/26

463,980‌

897,000

g

Energean

Israel

Finance

Ltd

5

.375

03/30/28

806,950‌

1,450,000

g,h

Energean

Israel

Finance

Ltd

8

.500

09/30/33

1,450,000‌

2,900,000

Energy

Transfer

LP

5

.750

02/15/33

2,918,983‌

4,200,000

Energy

Transfer

LP

6

.500

N/A‡

3,814,944‌

1,375,000

Energy

Transfer

Operating

LP

2

.900

05/15/25

1,302,786‌

950,000

Energy

Transfer

Operating

LP

4

.750

01/15/26

928,675‌

575,000

Energy

Transfer

Operating

LP

5

.500

06/01/27

571,883‌

2,000,000

Energy

Transfer

Operating

LP

4

.950

06/15/28

1,939,942‌

575,000

Energy

Transfer

Operating

LP

5

.250

04/15/29

561,339‌

2,100,000

Energy

Transfer

Operating

LP

6

.250

04/15/49

2,051,025‌

2,700,000

Energy

Transfer

Operating

LP

5

.000

05/15/50

2,280,320‌

525,000

g

EnLink

Midstream

LLC

5

.625

01/15/28

508,034‌

745,000

g

EnLink

Midstream

LLC

6

.500

09/01/30

744,092‌

1,025,000

Enterprise

Products

Operating

LLC

3

.700

02/15/26

988,243‌

1,550,000

Enterprise

Products

Operating

LLC

3

.125

07/31/29

1,388,868‌

200,000

Enterprise

Products

Operating

LLC

2

.800

01/31/30

175,096‌

1,025,000

Enterprise

Products

Operating

LLC

4

.250

02/15/48

868,253‌

2,105,000

Enterprise

Products

Operating

LLC

4

.200

01/31/50

1,759,300‌

3,125,000

Enterprise

Products

Operating

LLC

3

.700

01/31/51

2,390,733‌

825,000

Enterprise

Products

Operating

LLC

3

.200

02/15/52

579,447‌

1,225,000

Enterprise

Products

Operating

LLC

3

.300

02/15/53

874,108‌

450,000

g

EQM

Midstream

Partners

LP

6

.000

07/01/25

445,031‌

800,000

g

EQM

Midstream

Partners

LP

6

.500

07/01/27

789,017‌

2,000,000

g

EQM

Midstream

Partners

LP

4

.500

01/15/29

1,783,786‌

850,000

g

EQT

Corp

3

.125

05/15/26

781,499‌

2,661,300

g

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.160

03/31/34

2,258,549‌

2,750,000

g

Galaxy

Pipeline

Assets

Bidco

Ltd

2

.625

03/31/36

2,218,911‌

675,000

Genesis

Energy

LP

6

.500

10/01/25

664,736‌

3,750,000

Genesis

Energy

LP

6

.250

05/15/26

3,550,983‌

450,000

g

Hilcorp

Energy

I

LP

5

.750

02/01/29

407,470‌

1,000,000

g

Hilcorp

Energy

I

LP

6

.000

04/15/30

910,574‌

450,000

g

Hilcorp

Energy

I

LP

6

.000

02/01/31

401,120‌

475,000

g

Holly

Energy

Partners

LP

6

.375

04/15/27

469,216‌

1,700,000

g

KazMunayGas

National

Co

JSC

5

.375

04/24/30

1,576,807‌

2,000,000

g

KazMunayGas

National

Co

JSC

3

.500

04/14/33

1,548,448‌

715,000

Kinder

Morgan

Energy

Partners

LP

5

.400

09/01/44

633,896‌

1,325,000

g

Kosmos

Energy

Ltd

7

.750

05/01/27

1,132,947‌

1,025,000

g

Leviathan

Bond

Ltd

6

.125

06/30/25

998,463‌

2,200,000

Marathon

Petroleum

Corp

3

.800

04/01/28

2,047,854‌

4,150,000

Marathon

Petroleum

Corp

4

.750

09/15/44

3,470,869‌

1,650,000

Marathon

Petroleum

Corp

5

.000

09/15/54

1,360,641‌

2,625,000

MPLX

LP

1

.750

03/01/26

2,382,771‌

7,275,000

MPLX

LP

2

.650

08/15/30

6,086,643‌

1,550,000

MPLX

LP

4

.700

04/15/48

1,272,192‌

Core

Plus

Bond

Fund

June

30,

2023

234

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,617,000

Murphy

Oil

Corp

5

.875

%

12/01/27

$

1,570,891‌

325,000

e

Occidental

Petroleum

Corp

5

.500

12/01/25

320,863‌

800,000

Occidental

Petroleum

Corp

5

.550

03/15/26

789,800‌

2,375,000

Occidental

Petroleum

Corp

3

.500

08/15/29

2,040,101‌

2,000,000

Occidental

Petroleum

Corp

6

.600

03/15/46

2,059,100‌

1,375,000

ONEOK,

Inc

4

.350

03/15/29

1,278,554‌

1,650,000

ONEOK,

Inc

4

.500

03/15/50

1,259,688‌

2,000,000

g

Parkland

Corp

4

.500

10/01/29

1,735,000‌

1,260,000

g

Parkland

Corp

4

.625

05/01/30

1,092,489‌

4,000,000

g

Pertamina

Persero

PT

1

.400

02/09/26

3,611,663‌

2,000,000

g

Pertamina

Persero

PT

2

.300

02/09/31

1,621,467‌

1,200,000

Petrobras

Global

Finance

BV

6

.900

03/19/49

1,107,288‌

1,992,000

Petroleos

Mexicanos

6

.840

01/23/30

1,584,041‌

2,700,000

Petroleos

Mexicanos

5

.950

01/28/31

1,972,487‌

4,509,000

Petroleos

Mexicanos

6

.700

02/16/32

3,428,438‌

2,700,000

Phillips

66

2

.150

12/15/30

2,203,169‌

1,450,000

Phillips

66

3

.300

03/15/52

994,004‌

715,000

Phillips

66

Co

4

.680

02/15/45

609,736‌

475,000

Regency

Energy

Partners

LP

4

.500

11/01/23

473,066‌

5,130,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

5,171,994‌

3,300,000

Sabine

Pass

Liquefaction

LLC

4

.500

05/15/30

3,136,855‌

640,000

g

Santos

Finance

Ltd

3

.649

04/29/31

531,321‌

2,675,000

g

Saudi

Arabian

Oil

Co

2

.250

11/24/30

2,225,300‌

820,000

Shell

International

Finance

BV

3

.125

11/07/49

596,081‌

2,000,000

g

SierraCol

Energy

Andina

LLC

6

.000

06/15/28

1,470,000‌

455,000

Suncor

Energy,

Inc

6

.800

05/15/38

482,768‌

1,400,000

Sunoco

Logistics

Partners

Operations

LP

4

.000

10/01/27

1,310,957‌

600,000

Sunoco

Logistics

Partners

Operations

LP

5

.400

10/01/47

528,823‌

1,150,000

Sunoco

LP

4

.500

05/15/29

1,020,269‌

1,525,000

Targa

Resources

Corp

4

.200

02/01/33

1,349,836‌

525,000

Targa

Resources

Partners

LP

6

.500

07/15/27

521,197‌

2,000,000

g

Thaioil

Treasury

Center

Co

Ltd

2

.500

06/18/30

1,629,200‌

3,300,000

Total

Capital

International

S.A.

3

.127

05/29/50

2,396,495‌

2,000,000

TransCanada

Trust

5

.500

09/15/79

1,715,500‌

1,110,000

g

Transocean,

Inc

8

.750

02/15/30

1,126,650‌

1,168,000

g

Tullow

Oil

plc

10

.250

05/15/26

887,668‌

1,600,000

USA

Compression

Partners

LP

6

.875

04/01/26

1,567,351‌

1,075,000

USA

Compression

Partners

LP

6

.875

09/01/27

1,026,511‌

2,205,000

g

Venture

Global

LNG,

Inc

8

.125

06/01/28

2,239,475‌

1,800,000

Williams

Cos,

Inc

2

.600

03/15/31

1,491,775‌

3,075,000

Williams

Cos,

Inc

5

.650

03/15/33

3,115,744‌

TOTAL

ENERGY

166,692,921‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.5

%

2,050,000

Agree

LP

2

.000

06/15/28

1,705,824‌

350,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/27

331,689‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/28

419,304‌

1,650,000

Alexandria

Real

Estate

Equities,

Inc

4

.900

12/15/30

1,596,963‌

1,125,000

Alexandria

Real

Estate

Equities,

Inc

1

.875

02/01/33

822,125‌

875,000

American

Tower

Corp

5

.000

02/15/24

869,878‌

1,425,000

American

Tower

Corp

2

.950

01/15/25

1,362,803‌

475,000

American

Tower

Corp

3

.375

10/15/26

443,243‌

1,200,000

American

Tower

Corp

3

.600

01/15/28

1,104,827‌

1,480,000

American

Tower

Corp

3

.800

08/15/29

1,350,181‌

4,100,000

American

Tower

Corp

2

.900

01/15/30

3,536,253‌

825,000

American

Tower

Corp

2

.100

06/15/30

666,208‌

1,390,000

American

Tower

Corp

1

.875

10/15/30

1,096,768‌

950,000

Brandywine

Operating

Partnership

LP

4

.100

10/01/24

911,567‌

1,750,000

Brixmor

Operating

Partnership

LP

3

.850

02/01/25

1,673,675‌

350,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

294,007‌

775,000

Crown

Castle

International

Corp

3

.650

09/01/27

724,364‌

235

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

2,025,000

Crown

Castle

International

Corp

2

.250

%

01/15/31

$

1,650,457‌

3,525,000

Crown

Castle

International

Corp

2

.100

04/01/31

2,819,337‌

1,775,000

CubeSmart

LP

2

.250

12/15/28

1,495,721‌

590,000

Equinix,

Inc

2

.150

07/15/30

476,809‌

2,375,000

Essential

Properties

LP

2

.950

07/15/31

1,779,834‌

1,890,000

Essex

Portfolio

LP

3

.000

01/15/30

1,615,569‌

600,000

Federal

Realty

Investment

Trust

1

.250

02/15/26

535,685‌

1,500,000

Healthcare

Realty

Holdings

LP

3

.875

05/01/25

1,422,987‌

1,500,000

Healthcare

Realty

Holdings

LP

3

.625

01/15/28

1,327,204‌

525,000

Healthcare

Realty

Holdings

LP

2

.400

03/15/30

415,470‌

550,000

Healthcare

Realty

Holdings

LP

2

.050

03/15/31

412,230‌

1,225,000

Healthcare

Trust

of

America

Holdings

LP

3

.500

08/01/26

1,127,026‌

3,055,000

Healthcare

Trust

of

America

Holdings

LP

3

.100

02/15/30

2,616,859‌

375,000

Highwoods

Realty

LP

3

.875

03/01/27

336,838‌

725,000

Highwoods

Realty

LP

4

.125

03/15/28

633,992‌

700,000

Highwoods

Realty

LP

4

.200

04/15/29

589,337‌

3,369,000

Highwoods

Realty

LP

2

.600

02/01/31

2,468,914‌

1,285,000

Life

Storage

LP

2

.400

10/15/31

1,017,993‌

1,500,000

Mid-America

Apartments

LP

4

.300

10/15/23

1,491,758‌

1,000,000

Mid-America

Apartments

LP

3

.750

06/15/24

980,402‌

850,000

Mid-America

Apartments

LP

4

.000

11/15/25

822,292‌

3,925,000

Mid-America

Apartments

LP

2

.750

03/15/30

3,400,333‌

1,625,000

Mid-America

Apartments

LP

1

.700

02/15/31

1,282,682‌

1,000,000

Mid-America

Apartments

LP

2

.875

09/15/51

643,061‌

550,000

National

Retail

Properties,

Inc

4

.000

11/15/25

522,987‌

600,000

National

Retail

Properties,

Inc

3

.600

12/15/26

557,714‌

625,000

ProLogis

LP

2

.875

11/15/29

547,032‌

875,000

Regency

Centers

LP

3

.900

11/01/25

824,844‌

425,000

Regency

Centers

LP

3

.600

02/01/27

399,475‌

1,650,000

Regency

Centers

LP

2

.950

09/15/29

1,414,195‌

1,700,000

Retail

Properties

of

America,

Inc

4

.750

09/15/30

1,528,021‌

3,500,000

g

SBA

Tower

Trust

1

.631

11/15/26

3,018,937‌

789,000

g

SBA

Tower

Trust

2

.328

01/15/28

675,207‌

603,000

SITE

Centers

Corp

3

.625

02/01/25

567,450‌

3,820,000

SITE

Centers

Corp

4

.250

02/01/26

3,577,877‌

650,000

SITE

Centers

Corp

4

.700

06/01/27

594,425‌

400,000

Weingarten

Realty

Investors

4

.450

01/15/24

396,907‌

925,000

Weingarten

Realty

Investors

3

.850

06/01/25

877,162‌

300,000

Weingarten

Realty

Investors

3

.250

08/15/26

277,519‌

650,000

Weyerhaeuser

Co

4

.000

03/09/52

518,715‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

66,570,936‌

FINANCIAL

SERVICES

-

3

.0

%

2,150,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

1,929,856‌

6,600,000

AerCap

Ireland

Capital

DAC

3

.000

10/29/28

5,706,708‌

1,250,000

AerCap

Ireland

Capital

DAC

3

.300

01/30/32

1,022,623‌

750,000

AerCap

Ireland

Capital

DAC

3

.850

10/29/41

569,711‌

2,312,000

American

Express

Co

3

.700

08/03/23

2,312,000‌

2,600,000

g

Bangkok

Bank

PCL

3

.466

09/23/36

2,116,058‌

4,086,000

Bank

of

New

York

Mellon

Corp

4

.700

N/A‡

3,968,527‌

1,850,000

g

BBVA

Bancomer

S.A.

5

.125

01/18/33

1,605,315‌

1,000,000

g

BBVA

Bancomer

S.A.

8

.450

06/29/38

1,001,000‌

75,000

Capital

One

Financial

Corp

3

.750

03/09/27

69,857‌

3,940,000

e

Capital

One

Financial

Corp

3

.950

N/A‡

2,925,450‌

6,675,000

Charles

Schwab

Corp

5

.375

N/A‡

6,379,431‌

600,000

g

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

525,911‌

475,000

g

Credit

Suisse

Group

AG.

2

.193

06/05/26

435,560‌

5,900,000

g

Credit

Suisse

Group

AG.

1

.305

02/02/27

5,155,913‌

2,050,000

g

Credit

Suisse

Group

AG.

6

.442

08/11/28

2,057,583‌

2,450,000

Deutsche

Bank

AG.

5

.371

09/09/27

2,409,074‌

2,275,000

Deutsche

Bank

AG.

2

.311

11/16/27

1,954,992‌

Core

Plus

Bond

Fund

June

30,

2023

236

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

3,400,000

Deutsche

Bank

AG.

6

.000

%

N/A‡

$

2,712,860‌

6,400,000

Discover

Financial

Services

6

.125

N/A‡

6,098,799‌

4,550,000

Equitable

Holdings,

Inc

4

.950

N/A‡

4,225,589‌

2,135,000

Fiserv,

Inc

3

.500

07/01/29

1,948,691‌

1,250,000

Goldman

Sachs

Group,

Inc

4

.000

03/03/24

1,233,961‌

1,000,000

Goldman

Sachs

Group,

Inc

3

.500

04/01/25

960,590‌

8,200,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

7,927,892‌

2,500,000

Goldman

Sachs

Group,

Inc

2

.615

04/22/32

2,050,298‌

710,000

Goldman

Sachs

Group,

Inc

2

.650

10/21/32

578,740‌

1,050,000

Goldman

Sachs

Group,

Inc

4

.411

04/23/39

916,245‌

1,625,000

Goldman

Sachs

Group,

Inc

3

.210

04/22/42

1,200,581‌

1,450,000

Goldman

Sachs

Group,

Inc

3

.436

02/24/43

1,102,963‌

6,050,000

Goldman

Sachs

Group,

Inc

5

.500

N/A‡

5,890,764‌

1,250,000

g,i

Hestia

Re

Ltd

SOFR

+

9.500%

14

.768

04/22/25

1,068,375‌

925,000

Icahn

Enterprises

LP

5

.250

05/15/27

797,720‌

3,850,000

Icahn

Enterprises

LP

4

.375

02/01/29

3,024,945‌

3,000,000

g

Indian

Railway

Finance

Corp

Ltd

2

.800

02/10/31

2,481,749‌

5,800,000

ING

GROEP

NV

6

.500

N/A‡

5,412,560‌

425,000

Legg

Mason,

Inc

3

.950

07/15/24

414,902‌

3,425,000

g

LPL

Holdings,

Inc

4

.000

03/15/29

3,004,816‌

500,000

g,i

Matterhorn

Re

Ltd

SOFR

+

5.250%

5

.889

03/24/25

474,200‌

1,400,000

g

Minejesa

Capital

BV

4

.625

08/10/30

1,253,291‌

1,000,000

g

Minejesa

Capital

BV

5

.625

08/10/37

782,497‌

3,445,000

Morgan

Stanley

2

.720

07/22/25

3,321,970‌

2,650,000

Morgan

Stanley

2

.188

04/28/26

2,487,576‌

1,000,000

Morgan

Stanley

4

.679

07/17/26

981,288‌

6,625,000

Morgan

Stanley

3

.125

07/27/26

6,203,940‌

1,480,000

Morgan

Stanley

3

.950

04/23/27

1,401,312‌

1,300,000

Morgan

Stanley

1

.512

07/20/27

1,151,758‌

4,000,000

Morgan

Stanley

5

.250

04/21/34

3,949,793‌

2,000,000

Navient

Corp

5

.500

03/15/29

1,705,140‌

1,140,000

Northern

Trust

Corp

3

.950

10/30/25

1,098,461‌

2,421,000

Northern

Trust

Corp

4

.600

N/A‡

2,133,553‌

1,345,000

OneMain

Finance

Corp

3

.500

01/15/27

1,153,929‌

2,375,000

g

Power

Finance

Corp

Ltd

3

.950

04/23/30

2,115,022‌

2,000,000

g

Rocket

Mortgage

LLC

4

.000

10/15/33

1,564,480‌

600,000

Springleaf

Finance

Corp

6

.125

03/15/24

597,953‌

1,350,000

Springleaf

Finance

Corp

5

.375

11/15/29

1,147,699‌

2,325,000

UBS

Group

AG.

3

.750

03/26/25

2,224,791‌

2,100,000

g

UBS

Group

AG.

3

.179

02/11/43

1,457,606‌

550,000

Visa,

Inc

2

.700

04/15/40

422,502‌

260,000

Voya

Financial,

Inc

5

.700

07/15/43

249,334‌

TOTAL

FINANCIAL

SERVICES

133,076,704‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.2

%

8,000,000

Anheuser-Busch

Cos

LLC

3

.650

02/01/26

7,748,535‌

2,575,000

Anheuser-Busch

Cos

LLC

4

.700

02/01/36

2,504,483‌

2,830,000

Anheuser-Busch

Cos

LLC

4

.900

02/01/46

2,704,888‌

5,580,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.750

01/23/29

5,555,762‌

3,700,000

BAT

Capital

Corp

2

.259

03/25/28

3,170,960‌

3,650,000

BAT

Capital

Corp

4

.906

04/02/30

3,450,242‌

3,735,000

BAT

Capital

Corp

2

.726

03/25/31

2,974,860‌

4,400,000

BAT

International

Finance

plc

4

.448

03/16/28

4,153,201‌

2,700,000

g

Cia

Cervecerias

Unidas

S.A.

3

.350

01/19/32

2,301,777‌

3,000,000

g

Coca-Cola

Icecek

AS.

4

.500

01/20/29

2,666,963‌

450,000

Constellation

Brands,

Inc

4

.400

11/15/25

440,675‌

450,000

Constellation

Brands,

Inc

3

.700

12/06/26

428,073‌

1,625,000

Constellation

Brands,

Inc

3

.150

08/01/29

1,464,718‌

2,350,000

Constellation

Brands,

Inc

2

.875

05/01/30

2,038,561‌

1,700,000

Constellation

Brands,

Inc

2

.250

08/01/31

1,389,204‌

1,650,000

Diageo

Capital

plc

2

.125

10/24/24

1,578,094‌

237

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

2,425,000

Diageo

Capital

plc

2

.375

%

10/24/29

$

2,101,820‌

1,150,000

Diageo

Capital

plc

2

.000

04/29/30

969,117‌

1,700,000

g

Grupo

Bimbo

SAB

de

C.V.

4

.700

11/10/47

1,531,453‌

2,500,000

g

MARB

BondCo

plc

3

.950

01/29/31

1,789,647‌

1,500,000

g

Primo

Water

Holdings,

Inc

4

.375

04/30/29

1,285,275‌

3,325,000

g

Ulker

Biskuvi

Sanayi

AS.

6

.950

10/30/25

2,976,274‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

55,224,582‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1

.9

%

450,000

Abbott

Laboratories

5

.300

05/27/40

471,059‌

4,200,000

Anthem,

Inc

2

.250

05/15/30

3,518,210‌

1,660,000

Becton

Dickinson

&

Co

2

.823

05/20/30

1,451,827‌

1,200,000

Boston

Scientific

Corp

2

.650

06/01/30

1,045,524‌

1,640,000

Centene

Corp

2

.450

07/15/28

1,401,800‌

6,410,000

Centene

Corp

3

.000

10/15/30

5,341,434‌

2,750,000

g

CHS/Community

Health

Systems,

Inc

8

.000

03/15/26

2,678,768‌

1,250,000

g

CHS/Community

Health

Systems,

Inc

5

.250

05/15/30

984,659‌

1,525,000

Cigna

Corp

3

.200

03/15/40

1,172,311‌

7,450,000

CVS

Health

Corp

1

.750

08/21/30

5,944,606‌

5,175,000

CVS

Health

Corp

4

.780

03/25/38

4,775,860‌

1,400,000

CVS

Health

Corp

2

.700

08/21/40

977,246‌

8,425,000

CVS

Health

Corp

5

.050

03/25/48

7,765,683‌

2,000,000

g

DaVita,

Inc

4

.625

06/01/30

1,716,956‌

1,575,000

Elevance

Health,

Inc

5

.125

02/15/53

1,527,324‌

4,630,000

Encompass

Health

Corp

4

.500

02/01/28

4,307,537‌

9,000,000

HCA,

Inc

3

.500

09/01/30

7,888,946‌

2,075,000

g

HCA,

Inc

3

.625

03/15/32

1,801,117‌

1,320,000

HCA,

Inc

5

.500

06/15/47

1,243,294‌

1,700,000

g

HCA,

Inc

4

.625

03/15/52

1,396,969‌

3,500,000

g

Hologic,

Inc

3

.250

02/15/29

3,062,165‌

1,800,000

Humana,

Inc

3

.950

03/15/27

1,720,077‌

2,000,000

Humana,

Inc

2

.150

02/03/32

1,575,520‌

1,025,000

McKesson

Corp

5

.100

07/15/33

1,028,631‌

1,700,000

g

MPH

Acquisition

Holdings

LLC

5

.500

09/01/28

1,449,129‌

3,375,000

MPT

Operating

Partnership

LP

3

.500

03/15/31

2,325,435‌

375,000

Tenet

Healthcare

Corp

4

.625

06/15/28

350,245‌

3,400,000

e

Tenet

Healthcare

Corp

6

.125

10/01/28

3,273,180‌

5,600,000

Tenet

Healthcare

Corp

4

.375

01/15/30

5,053,414‌

2,650,000

UnitedHealth

Group,

Inc

2

.950

10/15/27

2,458,996‌

3,625,000

UnitedHealth

Group,

Inc

2

.300

05/15/31

3,065,125‌

1,085,000

UnitedHealth

Group,

Inc

3

.750

10/15/47

892,984‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

83,666,031‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.0

%

875,000

Church

&

Dwight

Co,

Inc

2

.300

12/15/31

721,644‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

721,644‌

INSURANCE

-

1

.1

%

2,550,000

g

Acrisure

LLC

4

.250

02/15/29

2,201,149‌

150,000

Aetna,

Inc

6

.625

06/15/36

164,808‌

53,000

Aflac,

Inc

6

.450

08/15/40

55,564‌

1,000,000

g,i

Alamo

Re

Ltd

12

.575

06/07/25

949,400‌

825,000

g

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

740,349‌

4,360,000

g

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

4,323,980‌

325,000

g

AmWINS

Group,

Inc

4

.875

06/30/29

293,470‌

1,250,000

Aon

Corp

2

.800

05/15/30

1,081,897‌

1,450,000

Aon

Corp

5

.350

02/28/33

1,460,564‌

2,425,000

Aon

plc

3

.500

06/14/24

2,372,114‌

500,000

Berkshire

Hathaway

Finance

Corp

2

.875

03/15/32

440,007‌

3,895,000

Berkshire

Hathaway

Finance

Corp

2

.850

10/15/50

2,710,440‌

400,000

Berkshire

Hathaway

Finance

Corp

3

.850

03/15/52

330,665‌

Core

Plus

Bond

Fund

June

30,

2023

238

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

700,000

CNA

Financial

Corp

3

.950

%

05/15/24

$

688,110‌

550,000

g

Equitable

Financial

Life

Global

Funding

1

.400

07/07/25

500,351‌

1,690,000

g

Five

Corners

Funding

Trust

II

2

.850

05/15/30

1,435,569‌

7,425,000

Hartford

Financial

Services

Group,

Inc

2

.800

08/19/29

6,391,845‌

250,000

Hartford

Financial

Services

Group,

Inc

4

.300

04/15/43

203,696‌

850,000

Hartford

Financial

Services

Group,

Inc

2

.900

09/15/51

551,649‌

2,000,000

g

High

Street

Funding

Trust

I

4

.111

02/15/28

1,859,268‌

1,521,000

g

Liberty

Mutual

Group,

Inc

4

.569

02/01/29

1,434,405‌

1,750,000

g

Liberty

Mutual

Group,

Inc

3

.951

10/15/50

1,279,842‌

1,750,000

g

Liberty

Mutual

Group,

Inc

5

.500

06/15/52

1,648,115‌

375,000

Marsh

&

McLennan

Cos,

Inc

3

.500

03/10/25

363,637‌

1,400,000

MetLife,

Inc

3

.600

04/10/24

1,378,967‌

260,000

MetLife,

Inc

3

.600

11/13/25

249,763‌

625,000

MetLife,

Inc

5

.000

07/15/52

586,888‌

3,920,000

e

MetLife,

Inc

3

.850

N/A‡

3,622,002‌

1,000,000

g

NFP

Corp

4

.875

08/15/28

893,186‌

1,000,000

g

NFP

Corp

7

.500

10/01/30

968,205‌

500,000

Principal

Financial

Group,

Inc

2

.125

06/15/30

405,533‌

2,100,000

Prudential

Financial,

Inc

5

.200

03/15/44

2,075,157‌

500,000

Prudential

Financial,

Inc

3

.905

12/07/47

398,923‌

4,000,000

Prudential

Financial,

Inc

5

.125

03/01/52

3,611,480‌

1,050,000

Reinsurance

Group

of

America,

Inc

3

.900

05/15/29

952,668‌

700,000

g

Swiss

Re

Finance

Luxembourg

SA

5

.000

04/02/49

668,500‌

850,000

Willis

North

America,

Inc

3

.600

05/15/24

829,344‌

TOTAL

INSURANCE

50,121,510‌

MATERIALS

-

2

.1

%

2,650,000

Albemarle

Corp

4

.650

06/01/27

2,580,646‌

1,125,000

g

Alpek

SAB

de

C.V.

4

.250

09/18/29

1,005,469‌

2,000,000

g

Alpek

SAB

de

C.V.

3

.250

02/25/31

1,616,200‌

3,700,000

Amcor

Flexibles

North

America,

Inc

2

.690

05/25/31

3,030,676‌

875,000

g

Anglo

American

Capital

plc

3

.875

03/16/29

795,157‌

1,350,000

e,g

Anglo

American

Capital

plc

2

.625

09/10/30

1,113,590‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

2,013,783‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

1,287,551‌

1,225,000

e,g

Ardagh

Metal

Packaging

Finance

USA

LLC

3

.250

09/01/28

1,052,236‌

3,570,000

Ball

Corp

6

.875

03/15/28

3,640,911‌

2,425,000

Ball

Corp

2

.875

08/15/30

2,013,059‌

270,000

Bemis

Co,

Inc

3

.100

09/15/26

247,878‌

1,200,000

Bemis

Co,

Inc

2

.630

06/19/30

997,980‌

5,375,000

Berry

Global,

Inc

1

.570

01/15/26

4,846,827‌

3,125,000

Berry

Global,

Inc

1

.650

01/15/27

2,695,636‌

1,500,000

g

Celulosa

Arauco

y

Constitucion

S.A.

4

.250

04/30/29

1,357,118‌

1,500,000

g

Cemex

SAB

de

C.V.

5

.450

11/19/29

1,446,374‌

2,000,000

g

Cemex

SAB

de

C.V.

3

.875

07/11/31

1,683,809‌

875,000

g

Cemex

SAB

de

C.V.

9

.125

N/A‡

886,154‌

1,500,000

Commercial

Metals

Co

4

.125

01/15/30

1,334,852‌

725,000

e,g

Constellium

SE

3

.750

04/15/29

616,799‌

2,000,000

g

Corp

Nacional

del

Cobre

de

Chile

3

.150

01/14/30

1,771,132‌

5,805,000

DowDuPont,

Inc

4

.493

11/15/25

5,685,115‌

1,605,000

DowDuPont,

Inc

4

.725

11/15/28

1,578,372‌

5,000,000

g

FMG

Resources

August

2006

Pty

Ltd

5

.875

04/15/30

4,761,271‌

1,785,000

g

Freeport

Indonesia

PT

5

.315

04/14/32

1,683,409‌

1,250,000

g

Gold

Fields

Orogen

Holdings

BVI

Ltd

6

.125

05/15/29

1,264,169‌

1,215,000

g

Inversiones

CMPC

S.A.

6

.125

06/23/33

1,222,832‌

1,785,000

g

Mauser

Packaging

Solutions

Holding

Co

7

.875

08/15/26

1,773,412‌

485,000

g

Midwest

Connector

Capital

Co

LLC

4

.625

04/01/29

443,171‌

2,000,000

g

Mineral

Resources

Ltd

8

.000

11/01/27

1,997,144‌

1,200,000

Newmont

Corp

2

.250

10/01/30

983,150‌

1,665,000

Newmont

Corp

2

.600

07/15/32

1,360,405‌

3,000,000

g

Nova

Chemicals

Corp

4

.875

06/01/24

2,930,940‌

239

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

2,500,000

Nutrien

Ltd

2

.950

%

05/13/30

$

2,170,151‌

1,920,000

g

OCI

NV

4

.625

10/15/25

1,830,882‌

1,100,000

g

OCP

S.A.

3

.750

06/23/31

908,468‌

2,000,000

Olin

Corp

5

.125

09/15/27

1,907,257‌

1,975,000

g

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

1,770,094‌

2,900,000

g

PolyOne

Corp

5

.750

05/15/25

2,864,801‌

2,075,000

Sasol

Financing

USA

LLC

4

.375

09/18/26

1,831,255‌

670,000

g

Sealed

Air

Corp

6

.125

02/01/28

665,061‌

3,000,000

g

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3

.500

09/10/51

2,118,399‌

2,200,000

g

Standard

Industries,

Inc

5

.000

02/15/27

2,096,709‌

2,000,000

g

SunCoke

Energy,

Inc

4

.875

06/30/29

1,679,714‌

3,000,000

e

Suzano

Austria

GmbH

3

.125

01/15/32

2,401,149‌

911,000

g

Tronox,

Inc

4

.625

03/15/29

757,071‌

2,675,000

g

UltraTech

Cement

Ltd

2

.800

02/16/31

2,196,557‌

815,000

g

Unifrax

Escrow

Issuer

Corp

5

.250

09/30/28

588,373‌

1,595,000

g,h

Windsor

Holdings

III

LLC

8

.500

06/15/30

1,587,535‌

1,000,000

WRKCo,

Inc

4

.900

03/15/29

967,193‌

1,500,000

e

WRKCo,

Inc

3

.000

06/15/33

1,219,824‌

TOTAL

MATERIALS

93,277,720‌

MEDIA

&

ENTERTAINMENT

-

2

.4

%

875,000

Activision

Blizzard,

Inc

3

.400

09/15/26

832,412‌

1,100,000

Activision

Blizzard,

Inc

1

.350

09/15/30

879,934‌

2,030,000

g

Adani

Electricity

Mumbai

Ltd

3

.867

07/22/31

1,429,128‌

3,980,280

g

Alfa

Desarrollo

S.p.A

4

.550

09/27/51

2,920,531‌

2,000,000

g

Altice

Financing

S.A.

5

.750

08/15/29

1,549,322‌

2,500,000

g

Arches

Buyer,

Inc

4

.250

06/01/28

2,175,481‌

1,500,000

g

BOC

Aviation

USA

Corp

1

.625

04/29/24

1,447,243‌

500,000

g,i

Bonanza

RE

Ltd

SOFR

+

5.750%

11

.031

03/16/25

420,600‌

1,175,000

g

Cable

Onda

S.A.

4

.500

01/30/30

998,670‌

6,000,000

g

CCO

Holdings

LLC

5

.125

05/01/27

5,587,469‌

1,800,000

g

CCO

Holdings

LLC

4

.500

08/15/30

1,498,844‌

2,200,000

e

Charter

Communications

Operating

LLC

4

.400

04/01/33

1,931,062‌

5,000,000

Charter

Communications

Operating

LLC

3

.500

03/01/42

3,344,487‌

1,465,000

Charter

Communications

Operating

LLC

5

.125

07/01/49

1,152,550‌

8,150,000

Charter

Communications

Operating

LLC

4

.800

03/01/50

6,149,165‌

5,000,000

Comcast

Corp

4

.150

10/15/28

4,844,388‌

2,975,000

Comcast

Corp

3

.200

07/15/36

2,440,586‌

1,000,000

Comcast

Corp

3

.900

03/01/38

868,845‌

15,185,000

Comcast

Corp

2

.887

11/01/51

10,180,882‌

5,000,000

g

CSC

Holdings

LLC

5

.500

04/15/27

4,159,943‌

980,000

e,g

CSC

Holdings

LLC

11

.250

05/15/28

950,335‌

1,225,000

g

CT

Trust

5

.125

02/03/32

983,179‌

985,000

g

DIRECTV

Holdings

LLC

5

.875

08/15/27

892,051‌

1,300,000

g

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4

.900

11/20/26

1,142,375‌

3,000,000

g

Genm

Capital

Labuan

Ltd

3

.882

04/19/31

2,425,829‌

2,000,000

GSK

Consumer

Healthcare

Capital

US

LLC

3

.375

03/24/27

1,871,565‌

3,200,000

GSK

Consumer

Healthcare

Capital

US

LLC

3

.625

03/24/32

2,868,608‌

1,275,000

Lamar

Media

Corp

3

.750

02/15/28

1,160,556‌

3,000,000

Lamar

Media

Corp

4

.875

01/15/29

2,790,000‌

1,000,000

Lamar

Media

Corp

4

.000

02/15/30

874,948‌

825,000

Lamar

Media

Corp

3

.625

01/15/31

695,062‌

1,275,000

g

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

1,071,365‌

1,500,000

g

Liberty

Costa

Rica

Senior

Secured

Finance

10

.875

01/15/31

1,484,289‌

2,322,750

g

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4

.875

01/15/28

2,087,572‌

825,000

g

News

Corp

3

.875

05/15/29

724,190‌

3,500,000

Paramount

Global

6

.375

03/30/62

2,919,736‌

1,830,000

S&P

Global,

Inc

4

.250

05/01/29

1,778,492‌

590,000

g

Sirius

XM

Radio,

Inc

3

.125

09/01/26

528,196‌

2,725,000

g

Sirius

XM

Radio,

Inc

4

.000

07/15/28

2,367,677‌

1,575,000

g

Sirius

XM

Radio,

Inc

4

.125

07/01/30

1,286,074‌

Core

Plus

Bond

Fund

June

30,

2023

240

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

1,230,000

Time

Warner

Cable

LLC

5

.875

%

11/15/40

$

1,085,044‌

475,000

Time

Warner

Cable

LLC

4

.500

09/15/42

355,296‌

1,275,000

g

Univision

Communications,

Inc

4

.500

05/01/29

1,095,425‌

3,000,000

g

UPC

Broadband

Finco

BV

4

.875

07/15/31

2,469,270‌

2,000,000

g

Venture

Global

Calcasieu

Pass

LLC

4

.125

08/15/31

1,719,933‌

1,500,000

g,i

Vitality

Re

XIV

Ltd

U.S.

Treasury

Bill

3

M

+

3.500%

8

.768

01/05/27

1,535,850‌

2,000,000

g

VZ

Secured

Financing

BV

5

.000

01/15/32

1,610,733‌

125,000

Walt

Disney

Co

7

.625

11/30/28

139,992‌

5,000,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

4,663,831‌

6,475,000

Warnermedia

Holdings,

Inc

5

.050

03/15/42

5,457,566‌

725,000

Warnermedia

Holdings,

Inc

5

.141

03/15/52

590,330‌

1,825,000

Weibo

Corp

3

.375

07/08/30

1,452,954‌

TOTAL

MEDIA

&

ENTERTAINMENT

107,889,865‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1

.3

%

2,625,000

AbbVie,

Inc

3

.800

03/15/25

2,552,077‌

5,725,000

AbbVie,

Inc

4

.050

11/21/39

4,984,541‌

5,975,000

Amgen,

Inc

5

.250

03/02/33

5,982,621‌

5,350,000

Amgen,

Inc

5

.650

03/02/53

5,417,973‌

25,000

AstraZeneca

Finance

LLC

2

.250

05/28/31

21,095‌

6,675,000

AstraZeneca

plc

1

.375

08/06/30

5,370,700‌

1,500,000

g

Avantor

Funding,

Inc

4

.625

07/15/28

1,390,384‌

2,040,000

g

Avantor

Funding,

Inc

3

.875

11/01/29

1,786,078‌

750,000

Bristol-Myers

Squibb

Co

2

.350

11/13/40

527,002‌

1,700,000

Bristol-Myers

Squibb

Co

3

.550

03/15/42

1,409,511‌

1,090,000

Danaher

Corp

2

.800

12/10/51

751,939‌

450,000

Gilead

Sciences,

Inc

4

.000

09/01/36

405,763‌

900,000

Johnson

&

Johnson

3

.400

01/15/38

784,341‌

1,325,000

Merck

&

Co,

Inc

2

.750

12/10/51

913,898‌

1,450,000

Mylan,

Inc

4

.550

04/15/28

1,366,077‌

2,000,000

g

Organon

Finance  LLC

4

.125

04/30/28

1,775,062‌

3,150,000

g

Organon

Finance  LLC

5

.125

04/30/31

2,598,827‌

1,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.750

05/19/33

1,369,819‌

5,150,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

5,354,359‌

5,250,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.340

05/19/63

5,312,728‌

6,950,000

Takeda

Pharmaceutical

Co

Ltd

2

.050

03/31/30

5,775,802‌

3,000,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3

.150

10/01/26

2,688,137‌

1,045,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

966,701‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

59,505,435‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.1

%

1,850,000

g

Cushman

&

Wakefield

US

Borrower

LLC

6

.750

05/15/28

1,674,250‌

1,400,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

1,106,914‌

1,475,000

Kennedy-Wilson,

Inc

5

.000

03/01/31

1,103,897‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

3,885,061‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.5

%

3,736,000

g

Broadcom,

Inc

3

.187

11/15/36

2,823,493‌

8,558,000

g

Broadcom,

Inc

4

.926

05/15/37

7,745,025‌

1,035,000

Intel

Corp

3

.734

12/08/47

804,584‌

3,595,000

NVIDIA

Corp

2

.000

06/15/31

3,010,870‌

1,425,000

NXP

BV

3

.875

06/18/26

1,368,785‌

1,175,000

NXP

BV

4

.400

06/01/27

1,135,861‌

725,000

NXP

BV

3

.400

05/01/30

641,457‌

1,575,000

NXP

BV

3

.125

02/15/42

1,101,814‌

700,000

Texas

Instruments,

Inc

2

.625

05/15/24

683,323‌

505,000

Texas

Instruments,

Inc

4

.150

05/15/48

458,690‌

1,500,000

Texas

Instruments,

Inc

5

.000

03/14/53

1,519,633‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

21,293,535‌

241

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES

-

0

.6

%

$

2,975,000

Adobe,

Inc

2

.300

%

02/01/30

$

2,609,700‌

265,000

g

CA

Magnum

Holdings

5

.375

10/31/26

237,271‌

900,000

g

Gartner,

Inc

3

.750

10/01/30

783,826‌

1,413,000

g

j2

Global,

Inc

4

.625

10/15/30

1,223,824‌

3,000,000

Microsoft

Corp

2

.400

08/08/26

2,815,481‌

1,165,000

Microsoft

Corp

3

.300

02/06/27

1,120,321‌

1,149,000

Microsoft

Corp

2

.525

06/01/50

794,816‌

2,270,000

g

NortonLifeLock,

Inc

6

.750

09/30/27

2,263,609‌

565,000

g

Open

Text

Corp

6

.900

12/01/27

575,187‌

2,830,000

g

Open

Text

Corp

3

.875

12/01/29

2,365,491‌

550,000

g

Open

Text

Holdings,

Inc

4

.125

02/15/30

465,742‌

4,300,000

Oracle

Corp

4

.900

02/06/33

4,174,030‌

2,450,000

Oracle

Corp

5

.550

02/06/53

2,372,441‌

1,300,000

Roper

Technologies,

Inc

1

.400

09/15/27

1,120,709‌

4,100,000

Roper

Technologies,

Inc

2

.000

06/30/30

3,350,910‌

3,525,000

salesforce.com,

Inc

2

.700

07/15/41

2,589,834‌

TOTAL

SOFTWARE

&

SERVICES

28,863,192‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.6

%

3,000,000

g

Ahead

DB

Holdings

LLC

6

.625

05/01/28

2,439,810‌

1,470,000

Amphenol

Corp

2

.800

02/15/30

1,287,237‌

5,575,000

Apple,

Inc

2

.450

08/04/26

5,218,775‌

10,350,000

Apple,

Inc

2

.050

09/11/26

9,537,391‌

1,000,000

Apple,

Inc

3

.850

05/04/43

892,335‌

640,000

Apple,

Inc

4

.650

02/23/46

631,387‌

290,000

Corning,

Inc

4

.375

11/15/57

234,888‌

1,805,000

Dell

International

LLC

5

.300

10/01/29

1,791,840‌

875,000

Flex

Ltd

4

.875

06/15/29

836,878‌

4,125,000

g

Imola

Merger

Corp

4

.750

05/15/29

3,587,535‌

1,500,000

g

Lenovo

Group

Ltd

3

.421

11/02/30

1,264,118‌

975,000

g

Sensata

Technologies

BV

4

.000

04/15/29

868,027‌

450,000

Tyco

Electronics

Group

S.A.

3

.700

02/15/26

434,053‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

29,024,274‌

TELECOMMUNICATION

SERVICES

-

2

.4

%

2,075,000

g

America

Movil

SAB

de

C.V.

5

.375

04/04/32

1,879,289‌

6,563,000

AT&T,

Inc

2

.550

12/01/33

5,155,079‌

2,085,000

AT&T,

Inc

4

.500

05/15/35

1,916,745‌

1,700,000

AT&T,

Inc

3

.500

06/01/41

1,305,064‌

20,570,000

AT&T,

Inc

3

.550

09/15/55

14,400,352‌

4,917,000

AT&T,

Inc

3

.800

12/01/57

3,559,896‌

3,500,000

g

Bharti

Airtel

Ltd

3

.250

06/03/31

3,022,580‌

3,200,000

g

C&W

Senior

Financing

Designated

Activity

Co

6

.875

09/15/27

2,792,000‌

2,575,000

g

Empresa

Nacional

de

Telecomunicaciones

S.A.

3

.050

09/14/32

2,039,400‌

2,000,000

g

Frontier

Communications

Holdings

LLC

5

.875

10/15/27

1,835,522‌

1,925,000

g

Iliad

Holding

SASU

6

.500

10/15/26

1,816,859‌

893,000

g

Iliad

Holding

SASU

7

.000

10/15/28

823,028‌

2,268,000

g

Millicom

International

Cellular

S.A.

5

.125

01/15/28

1,980,427‌

1,175,000

g

Millicom

International

Cellular

S.A.

4

.500

04/27/31

903,105‌

370,000

Orange

S.A.

5

.375

01/13/42

367,301‌

1,150,000

Telefonica

Emisiones

SAU

4

.895

03/06/48

959,798‌

3,000,000

g

Telefonica

Moviles

Chile

S.A.

3

.537

11/18/31

2,385,000‌

800,000

T-Mobile

USA,

Inc

2

.250

02/15/26

735,084‌

10,850,000

T-Mobile

USA,

Inc

2

.625

02/15/29

9,423,528‌

8,650,000

T-Mobile

USA,

Inc

3

.875

04/15/30

7,968,973‌

1,750,000

T-Mobile

USA,

Inc

5

.050

07/15/33

1,718,323‌

750,000

T-Mobile

USA,

Inc

3

.000

02/15/41

548,332‌

3,000,000

T-Mobile

USA,

Inc

3

.300

02/15/51

2,104,471‌

1,700,000

Verizon

Communications,

Inc

1

.750

01/20/31

1,341,188‌

24,650,000

Verizon

Communications,

Inc

2

.550

03/21/31

20,581,099‌

1,158,000

Verizon

Communications,

Inc

2

.355

03/15/32

931,361‌

Core

Plus

Bond

Fund

June

30,

2023

242

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

5,335,000

g

Vmed

O2

UK

Financing

I

plc

4

.750

%

07/15/31

$

4,436,045‌

2,850,000

Vodafone

Group

plc

4

.375

02/19/43

2,393,381‌

2,620,000

Vodafone

Group

plc

4

.250

09/17/50

2,100,647‌

6,000,000

Vodafone

Group

plc

4

.125

06/04/81

4,761,000‌

TOTAL

TELECOMMUNICATION

SERVICES

106,184,877‌

TRANSPORTATION

-

0

.7

%

3,600,000

g

Adani

Ports

&

Special

Economic

Zone

Ltd

3

.100

02/02/31

2,518,636‌

1,400,000

g

Aeropuerto

Internacional

de

Tocumen

S.A.

4

.000

08/11/41

1,120,859‌

1,800,000

Burlington

Northern

Santa

Fe

LLC

3

.050

02/15/51

1,275,120‌

5,500,000

Canadian

Pacific

Railway

Co

2

.050

03/05/30

4,613,629‌

750,000

Canadian

Pacific

Railway

Co

3

.100

12/02/51

531,569‌

2,750,000

g

Cargo

Aircraft

Management,

Inc

4

.750

02/01/28

2,409,192‌

1,990,000

CSX

Corp

3

.250

06/01/27

1,872,488‌

700,000

CSX

Corp

3

.800

03/01/28

666,294‌

3,295,000

CSX

Corp

4

.250

03/15/29

3,189,606‌

3,000,000

g

Grupo

Aeromexico

SAB

de

C.V.

8

.500

03/17/27

2,684,759‌

698,326

g

Lima

Metro

Line

2

Finance

Ltd

4

.350

04/05/36

616,548‌

3,260,000

g

Misc

Capital

Two

Labuan

Ltd

3

.750

04/06/27

3,050,844‌

1,550,000

Union

Pacific

Corp

2

.891

04/06/36

1,235,793‌

1,880,000

Union

Pacific

Corp

3

.839

03/20/60

1,495,458‌

3,940,000

g

XPO,

Inc

6

.250

06/01/28

3,873,915‌

TOTAL

TRANSPORTATION

31,154,710‌

UTILITIES

-

3

.2

%

325,000

AEP

Transmission

Co

LLC

3

.100

12/01/26

304,503‌

350,000

AEP

Transmission

Co

LLC

4

.000

12/01/46

293,365‌

2,285,000

AEP

Transmission

Co

LLC

2

.750

08/15/51

1,472,800‌

700,000

Alabama

Power

Co

4

.150

08/15/44

583,407‌

1,350,000

Ameren

Corp

1

.750

03/15/28

1,156,044‌

2,000,000

Ameren

Illinois

Co

4

.950

06/01/33

1,984,112‌

3,225,000

Ameren

Illinois

Co

5

.900

12/01/52

3,511,904‌

525,000

American

Water

Capital

Corp

3

.000

12/01/26

486,445‌

1,927,000

American

Water

Capital

Corp

2

.800

05/01/30

1,684,370‌

5,000,000

American

Water

Capital

Corp

2

.300

06/01/31

4,150,359‌

500,000

American

Water

Capital

Corp

4

.000

12/01/46

403,362‌

900,000

American

Water

Capital

Corp

3

.750

09/01/47

712,131‌

3,100,000

Atmos

Energy

Corp

1

.500

01/15/31

2,435,672‌

250,000

Atmos

Energy

Corp

4

.125

10/15/44

210,298‌

1,325,000

Baltimore

Gas

&

Electric

Co

3

.750

08/15/47

1,034,544‌

2,250,000

g

Becle

SAB

de

C.V.

2

.500

10/14/31

1,815,413‌

7,100,000

Berkshire

Hathaway

Energy

Co

1

.650

05/15/31

5,505,650‌

925,000

Black

Hills

Corp

4

.250

11/30/23

918,543‌

725,000

CenterPoint

Energy

Houston

Electric

LLC

3

.000

03/01/32

626,977‌

300,000

CenterPoint

Energy

Resources

Corp

6

.250

02/01/37

308,462‌

500,000

g,i

Citrus

Re

Ltd

SOFR

+

5.100%

5

.100

06/07/25

481,700‌

525,000

g

Clearway

Energy

Operating

LLC

4

.750

03/15/28

484,376‌

1,000,000

CMS

Energy

Corp

3

.600

11/15/25

945,488‌

3,050,000

CMS

Energy

Corp

4

.750

06/01/50

2,622,177‌

1,900,000

g

Colbun

S.A.

3

.150

01/19/32

1,605,500‌

200,000

Commonwealth

Edison

Co

5

.900

03/15/36

208,461‌

1,650,000

Commonwealth

Edison

Co

2

.750

09/01/51

1,066,213‌

740,000

Consumers

Energy

Co

2

.650

08/15/52

474,166‌

1,750,000

Consumers

Energy

Co

4

.200

09/01/52

1,497,325‌

755,000

Dominion

Energy,

Inc

2

.250

08/15/31

608,260‌

3,375,000

Dominion

Energy,

Inc

3

.300

04/15/41

2,505,851‌

750,000

DTE

Electric

Co

3

.650

03/01/52

584,122‌

875,000

DTE

Electric

Co

5

.400

04/01/53

903,047‌

250,000

Duke

Energy

Corp

3

.300

06/15/41

184,152‌

875,000

Duke

Energy

Corp

3

.750

09/01/46

661,870‌

5,000,000

Duke

Energy

Florida

LLC

3

.400

10/01/46

3,734,683‌

243

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

2,525,000

g

Empresas

Publicas

de

Medellin

ESP

4

.250

%

07/18/29

$

1,987,679‌

3,900,000

g

EnfraGen

Energia

Sur

S.A.

5

.375

12/30/30

2,535,000‌

3,450,000

g

Eskom

Holdings

SOC

Ltd

8

.450

08/10/28

3,272,573‌

6,775,000

Exelon

Corp

4

.050

04/15/30

6,331,079‌

2,025,000

g

Ferrellgas

Escrow

LLC

5

.375

04/01/26

1,883,438‌

2,225,000

g

Ferrellgas

Escrow

LLC

5

.875

04/01/29

1,864,095‌

3,225,000

Florida

Power

&

Light

Co

4

.800

05/15/33

3,201,766‌

1,270,000

Florida

Power

&

Light

Co

3

.990

03/01/49

1,070,492‌

UGX

6,000,000,000

†,g

ICBC

Standard

Bank

plc

14

.250

06/26/34

1,474,986‌

750,000

Indiana

Michigan

Power

Co

3

.750

07/01/47

585,738‌

1,140,000

Indiana

Michigan

Power

Co

3

.250

05/01/51

793,620‌

2,000,000

g

Israel

Electric

Corp

Ltd

4

.250

08/14/28

1,863,180‌

1,250,000

g

Israel

Electric

Corp

Ltd

3

.750

02/22/32

1,066,250‌

1,525,000

g

Kallpa

Generacion

SA

4

.125

08/16/27

1,424,198‌

2,400,000

g

Korea

Southern

Power

Co

Ltd

0

.750

01/27/26

2,122,580‌

2,500,000

Medtronic

Global

Holdings

S.C.A

4

.250

03/30/28

2,440,068‌

775,000

MidAmerican

Energy

Co

3

.650

04/15/29

719,713‌

1,550,000

MidAmerican

Energy

Co

3

.650

08/01/48

1,193,326‌

1,000,000

Nevada

Power

Co

5

.450

05/15/41

960,946‌

5,440,000

NextEra

Energy

Capital

Holdings,

Inc

2

.250

06/01/30

4,524,556‌

50,000

g

NextEra

Energy

Operating

Partners

LP

4

.250

09/15/24

47,750‌

8,135,000

NiSource,

Inc

1

.700

02/15/31

6,360,517‌

1,400,000

Northern

States

Power

Co

3

.600

09/15/47

1,100,838‌

1,955,000

g

NRG

Energy,

Inc

2

.450

12/02/27

1,647,494‌

1,350,000

NRG

Energy,

Inc

5

.750

01/15/28

1,279,328‌

1,905,000

g

NRG

Energy,

Inc

7

.000

03/15/33

1,920,783‌

500,000

NSTAR

Electric

Co

3

.950

04/01/30

471,879‌

1,550,000

Ohio

Power

Co

4

.150

04/01/48

1,267,150‌

1,365,000

Ohio

Power

Co

4

.000

06/01/49

1,105,020‌

575,000

ONE

Gas,

Inc

3

.610

02/01/24

566,749‌

600,000

g

Pattern

Energy

Operations

LP

4

.500

08/15/28

547,999‌

825,000

PECO

Energy

Co

3

.000

09/15/49

573,360‌

2,325,000

PECO

Energy

Co

2

.800

06/15/50

1,532,653‌

50,000

Potomac

Electric

Power

Co

7

.900

12/15/38

60,983‌

2,500,000

g

Promigas

S.A.

ESP

3

.750

10/16/29

2,120,101‌

4,000,000

Public

Service

Co

of

Colorado

1

.875

06/15/31

3,189,609‌

550,000

Public

Service

Co

of

Colorado

4

.750

08/15/41

483,008‌

1,410,000

Public

Service

Co

of

Colorado

4

.050

09/15/49

1,143,666‌

1,700,000

Public

Service

Electric

and

Gas

Co

4

.900

12/15/32

1,697,645‌

3,200,000

g

Rumo

Luxembourg

Sarl

4

.200

01/18/32

2,556,000‌

1,994,000

g

Saka

Energi

Indonesia

PT

4

.450

05/05/24

1,944,150‌

8,400,000

Sempra

Energy

4

.875

N/A‡

7,812,573‌

2,217,715

g

Solar

Star

Funding

LLC

3

.950

06/30/35

1,961,379‌

1,325,000

Southern

Co

4

.400

07/01/46

1,133,127‌

75,000

Southern

Co

Gas

Capital

Corp

3

.875

11/15/25

71,916‌

625,000

Southern

Co

Gas

Capital

Corp

4

.400

06/01/43

516,532‌

425,000

Southern

Co

Gas

Capital

Corp

3

.950

10/01/46

327,879‌

550,000

g

Superior

Plus

LP

4

.500

03/15/29

482,141‌

2,815,000

g

Talen

Energy

Supply

LLC

8

.625

06/01/30

2,913,525‌

2,000,000

g

TerraForm

Power

Operating

LLC

4

.750

01/15/30

1,765,000‌

1,542,850

g

UEP

Penonome

II

S.A.

6

.500

10/01/38

1,156,571‌

675,000

Union

Electric

Co

5

.450

03/15/53

687,818‌

650,000

Virginia

Electric

&

Power

Co

2

.950

11/15/26

602,148‌

650,000

Virginia

Electric

&

Power

Co

3

.500

03/15/27

615,150‌

775,000

Virginia

Electric

&

Power

Co

3

.800

09/15/47

605,597‌

850,000

Wisconsin

Power

&

Light

Co

4

.100

10/15/44

678,787‌

1,500,000

Wisconsin

Power

and

Light

Co

4

.950

04/01/33

1,483,524‌

Core

Plus

Bond

Fund

June

30,

2023

244

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

215,000

Xcel

Energy,

Inc

4

.800

%

09/15/41

$

189,658‌

TOTAL

UTILITIES

144,101,042‌

TOTAL

CORPORATE

BONDS

1,749,075,669‌

(Cost

$1,963,098,651)

GOVERNMENT

BONDS

-

36

.9

%

FOREIGN

GOVERNMENT

BONDS

-

2

.4

%

475,000

e,g

African

Export-Import

Bank

2

.634

05/17/26

427,153‌

2,075,000

g

Angolan

Government

International

Bond

8

.750

04/14/32

1,741,506‌

INR

70,000,000

Asian

Development

Bank

6

.200

10/06/26

835,362‌

830,000

g

Bank

Gospodarstwa

Krajowego

5

.375

05/22/33

824,082‌

550,000

g

Banque

Ouest

Africaine

de

Developpement

5

.000

07/27/27

503,257‌

3,000,000

g

Banque

Ouest

Africaine

de

Developpement

4

.700

10/22/31

2,431,500‌

EUR

1,575,000

g

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

1,250,311‌

287,000

g

Barbados

Government

International

Bond

6

.500

10/01/29

268,001‌

1,460,000

g

Bermuda

Government

International

Bond

4

.750

02/15/29

1,426,420‌

1,500,000

g

BNG

Bank

NV

1

.500

10/16/24

1,426,488‌

1,705,000

Brazilian

Government

International

Bond

6

.000

10/20/33

1,685,445‌

1,500,000

Brazilian

Government

International

Bond

4

.750

01/14/50

1,101,492‌

3,575,000

e

Chile

Government

International

Bond

2

.550

01/27/32

3,052,191‌

CNY

3,250,000

China

Government

Bond

3

.270

11/19/30

468,613‌

CNY

3,300,000

China

Government

Bond

3

.810

09/14/50

512,228‌

3,000,000

Colombia

Government

International

Bond

3

.250

04/22/32

2,217,179‌

1,500,000

Colombia

Government

International

Bond

5

.000

06/15/45

1,041,441‌

1,850,000

g

Costa

Rica

Government

International

Bond

5

.625

04/30/43

1,586,041‌

750,000

g

Development

Bank

of

Japan,

Inc

0

.500

03/04/24

724,590‌

DOP

160,000,000

g

Dominican

Republic

Government

International

Bond

12

.000

03/05/32

3,250,204‌

2,250,000

g

Dominican

Republic

Government

International

Bond

4

.875

09/23/32

1,912,261‌

3,725,000

g

Dominican

Republic

Government

International

Bond

6

.500

02/15/48

3,209,399‌

170,283

g

Ecuador

Government

International

Bond

0

.000

07/31/30

49,021‌

928,125

g

Ecuador

Government

International

Bond

(Step

Bond)

5

.000

07/31/30

446,269‌

650,162

g

Ecuador

Government

International

Bond

(Step

Bond)

1

.000

07/31/35

224,000‌

EUR

1,400,000

g

Egypt

Government

International

Bond

5

.625

04/16/30

844,013‌

1,500,000

g

Egypt

Government

International

Bond

7

.053

01/15/32

847,260‌

2,475,000

g

Egypt

Government

International

Bond

8

.500

01/31/47

1,308,864‌

2,250,000

g

Egypt

Government

International

Bond

8

.875

05/29/50

1,206,540‌

1,375,000

g

Export-Import

Bank

of

India

3

.875

02/01/28

1,292,486‌

2,000,000

g

Export-Import

Bank

of

India

2

.250

01/13/31

1,615,130‌

2,200,000

g

Ghana

Government

International

Bond

8

.125

03/26/32

934,560‌

600,000

g

Guatemala

Government

Bond

6

.125

06/01/50

549,706‌

2,155,000

g

Hong

Kong

Government

International

Bond

4

.625

01/11/33

2,224,252‌

710,000

g

Hungary

Government

International

Bond

6

.125

05/22/28

720,045‌

725,000

g

Hungary

Government

International

Bond

5

.250

06/16/29

704,127‌

425,000

g

Hungary

Government

International

Bond

2

.125

09/22/31

327,814‌

225,000

Indonesia

Government

International

Bond

3

.550

03/31/32

203,072‌

1,900,000

g

Indonesia

Government

International

Bond

4

.625

04/15/43

1,787,727‌

1,468,750

g

Iraq

Government

International

Bond

5

.800

01/15/28

1,347,578‌

EUR

125,000

g

Ivory

Coast

Government

International

Bond

4

.875

01/30/32

105,946‌

850,417

g

Ivory

Coast

Government

International

Bond

(Step

Bond)

5

.750

12/31/32

791,296‌

3,025,000

Jamaica

Government

International

Bond

8

.000

03/15/39

3,602,866‌

2,500,000

g

Japan

Finance

Organization

for

Municipalities

3

.000

03/12/24

2,454,073‌

950,000

g

Jordan

Government

International

Bond

4

.950

07/07/25

919,277‌

500,000

g

Jordan

Government

International

Bond

7

.500

01/13/29

498,994‌

2,500,000

g

Kenya

Government

International

Bond

7

.000

05/22/27

2,243,750‌

575,000

g

Kenya

Government

International

Bond

6

.300

01/23/34

432,801‌

1,560,000

g

Kommunalbanken

AS.

2

.750

02/05/24

1,534,060‌

445,000

g

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

440,552‌

MYR

3,800,000

Malaysia

Government

Bond

3

.828

07/05/34

799,520‌

MXN

18,000,000

Mexican

Bonos

5

.750

03/05/26

961,045‌

MXN

16,300,000

Mexican

Bonos

8

.500

11/18/38

927,492‌

245

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

550,000

Mexico

Government

International

Bond

5

.400

%

02/09/28

$

559,235‌

525,000

e

Mexico

Government

International

Bond

3

.250

04/16/30

467,193‌

1,859,000

Mexico

Government

International

Bond

6

.050

01/11/40

1,879,521‌

3,000,000

Mexico

Government

International

Bond

4

.280

08/14/41

2,467,994‌

500,000

g

Mongolia

Government

International

Bond

5

.125

04/07/26

468,470‌

850,000

g

Morocco

Government

International

Bond

5

.950

03/08/28

856,426‌

1,025,000

g

Morocco

Government

International

Bond

3

.000

12/15/32

809,750‌

2,575,000

g

Morocco

Government

International

Bond

5

.500

12/11/42

2,214,500‌

525,000

g

Morocco

Government

International

Bond

4

.000

12/15/50

352,744‌

850,000

g

Nigeria

Government

International

Bond

8

.375

03/24/29

763,470‌

1,250,000

e,g

Nigeria

Government

International

Bond

7

.375

09/28/33

982,362‌

1,500,000

g

Oman

Government

International

Bond

7

.375

10/28/32

1,646,148‌

2,675,000

g

OPEC

Fund

for

International

Development

4

.500

01/26/26

2,625,579‌

1,800,000

Panama

Bonos

del

Tesoro

3

.362

06/30/31

1,538,100‌

1,475,000

g

Paraguay

Government

International

Bond

5

.400

03/30/50

1,258,207‌

990,000

Philippine

Government

International

Bond

4

.200

03/29/47

850,700‌

1,748,000

Poland

Government

International

Bond

5

.500

04/04/53

1,757,796‌

1,836,781

g

Provincia

de

Buenos

Aires

(Step

Bond)

5

.250

09/01/37

697,977‌

5,000,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

3,853,150‌

1,500,000

Republic

of

South

Africa

Government

International

Bond

4

.300

10/12/28

1,323,750‌

ZAR

9,000,000

Republic

of

South

Africa

Government

International

Bond

7

.000

02/28/31

382,498‌

ZAR

9,300,000

Republic

of

South

Africa

Government

International

Bond

8

.750

01/31/44

361,599‌

2,150,000

Republic

of

South

Africa

Government

International

Bond

5

.375

07/24/44

1,526,500‌

UZS

5,320,000,000

g

Republic

of

Uzbekistan

International

Bond

14

.500

11/25/23

458,556‌

2,150,000

g

Republic

of

Uzbekistan

International

Bond

4

.750

02/20/24

2,125,920‌

UZS

5,708,925,000

g

Republic

of

Uzbekistan

International

Bond

14

.000

07/19/24

483,974‌

1,820,000

g

Romanian

Government

International

Bond

3

.000

02/27/27

1,647,100‌

1,000,000

g

Romanian

Government

International

Bond

5

.250

11/25/27

974,560‌

1,425,000

g

Romanian

Government

International

Bond

4

.000

02/14/51

1,015,312‌

3,150,000

g

Rwanda

International

Government

Bond

5

.500

08/09/31

2,365,946‌

2,000,000

g

Saudi

Government

International

Bond

3

.750

01/21/55

1,509,280‌

375,000

g

Serbia

Government

International

Bond

6

.500

09/26/33

367,518‌

1,225,000

g

Serbia

International

Bond

2

.125

12/01/30

939,742‌

2,400,000

State

of

Israel

3

.800

05/13/60

1,818,787‌

THB

18,500,000

Thailand

Government

International

Bond

2

.875

12/17/28

534,725‌

THB

18,500,000

Thailand

Government

International

Bond

3

.300

06/17/38

548,056‌

1,250,000

g

Ukraine

Government

International

Bond

6

.876

05/21/31

281,250‌

EUR

475,000

g

Ukraine

Government

International

Bond

4

.375

01/27/32

110,072‌

1,500,000

g

Zambia

Government

International

Bond

8

.500

04/14/24

865,290‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

109,929,057‌

MORTGAGE

BACKED

-

18

.1

%

35,705,243

g,i

Citigroup

Mortgage

Loan

Trust

0

.156

02/25/52

278,951‌

4,002,196

g,i

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

49,469‌

4,763,781

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

4

.500

11/01/37

4,672,424‌

1,406,093

i

FHLMC

LIBOR

1

M

+

5.920%

0

.727

03/15/44

117,289‌

3,543,539

FHLMC

3

.500

01/15/47

3,130,747‌

2,973,227

i

FHLMC

LIBOR

1

M

+

9.920%

1

.611

06/15/48

2,782,848‌

2,123,310

i

FHLMC

LIBOR

1

M

+

9.840%

1

.531

10/15/48

1,934,569‌

36,122,589

FHLMC

3

.000

11/01/49

32,220,076‌

7,560,392

FHLMC

2

.000

09/25/50

907,536‌

2,745,347

FHLMC

3

.000

10/25/50

1,946,389‌

14,568,146

FHLMC

2

.500

02/25/51

2,222,911‌

3,515,152

FHLMC

2

.500

05/25/51

2,226,130‌

5,869,835

FHLMC

3

.000

11/01/51

5,235,479‌

3,788,115

FHLMC

3

.000

11/01/51

3,367,958‌

728,337

FHLMC

3

.000

11/01/51

652,420‌

1,057,222

FHLMC

3

.000

11/01/51

942,967‌

Core

Plus

Bond

Fund

June

30,

2023

246

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

5,138,854

FHLMC

2

.000

%

02/01/52

$

4,217,463‌

13,003,023

FHLMC

2

.500

02/01/52

11,116,051‌

11,077,727

FHLMC

2

.500

03/01/52

9,468,035‌

3,289,957

FHLMC

4

.000

04/01/52

3,089,911‌

3,895,318

FHLMC

3

.500

05/01/52

3,552,397‌

445,576

FHLMC

3

.500

06/01/52

406,879‌

6,905,815

FHLMC

4

.500

06/01/52

6,640,330‌

6,529,191

FHLMC

4

.500

07/01/52

6,278,485‌

1,389,960

FHLMC

4

.000

08/25/52

1,178,847‌

2,533,939

FHLMC

4

.500

10/25/52

2,297,882‌

3,023,614

FHLMC

5

.500

11/25/52

3,065,690‌

1,542,967

FHLMC

5

.500

02/25/53

1,547,226‌

331

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

8

.000

01/01/31

330‌

105,024

FGLMC

7

.000

12/01/33

108,946‌

19,967

FGLMC

4

.500

10/01/34

19,654‌

29,136

FGLMC

7

.000

05/01/35

29,761‌

976,136

FGLMC

5

.000

06/01/36

984,236‌

414,085

FGLMC

4

.500

10/01/44

406,442‌

67,121

FGLMC

4

.500

11/01/44

65,874‌

105,425

FGLMC

4

.500

11/01/44

103,467‌

64,143

FGLMC

4

.500

12/01/44

62,951‌

87,910

FGLMC

4

.500

12/01/44

86,277‌

543,146

FGLMC

3

.500

04/01/45

506,170‌

2,000,961

FGLMC

3

.500

08/01/45

1,866,805‌

1,126,990

FGLMC

3

.500

10/01/45

1,049,915‌

1,283,515

FGLMC

4

.500

06/01/47

1,270,594‌

1,286,167

FGLMC

4

.000

09/01/47

1,231,537‌

1,438,496

FGLMC

3

.500

12/01/47

1,332,531‌

7,979,621

FGLMC

4

.500

08/01/48

7,841,713‌

304

Federal

National

Mortgage

Association

(FNMA)

9

.000

11/01/25

304‌

5,634

FNMA

7

.000

05/01/26

5,611‌

16,166

FNMA

7

.000

07/25/26

16,078‌

641

FNMA

7

.500

01/01/29

644‌

334

FNMA

7

.500

02/01/30

338‌

228,544

FNMA

6

.000

04/01/32

229,676‌

975,729

FNMA

3

.500

05/01/32

934,921‌

119,843

FNMA

7

.000

07/01/32

122,674‌

27,957

FNMA

7

.000

07/01/32

28,571‌

28,544

FNMA

4

.500

10/01/33

28,136‌

21,000

FNMA

6

.000

03/01/34

20,919‌

1,288,015

FNMA

5

.000

05/01/35

1,297,183‌

754,326

FNMA

5

.000

10/01/35

759,713‌

566,268

FNMA

5

.000

02/01/36

570,313‌

37,595

FNMA

6

.000

09/01/37

38,267‌

9,879,973

FNMA

4

.000

11/01/37

9,535,861‌

546,663

FNMA

5

.500

11/01/38

560,904‌

399,144

FNMA

5

.500

03/01/39

408,829‌

415,811

FNMA

6

.000

09/01/39

431,255‌

5,501,267

FNMA

3

.000

05/01/40

5,006,754‌

1,849,715

FNMA

3

.500

05/01/40

1,735,704‌

194,678

FNMA

5

.000

09/01/40

196,072‌

360,588

FNMA

5

.000

05/01/41

363,175‌

11,796,610

FNMA

2

.000

03/01/42

9,983,510‌

2,430,978

FNMA

4

.000

09/01/42

2,330,295‌

346,064

i

FNMA

2

.511

12/25/42

163,576‌

2,051,710

i

FNMA

LIBOR

1

M

+

5.950%

0

.800

09/25/43

202,813‌

632,600

FNMA

4

.500

02/01/44

620,181‌

148,108

FNMA

4

.500

03/01/44

146,260‌

5,843,201

FNMA

4

.000

05/01/44

5,594,422‌

577,912

FNMA

4

.500

06/01/44

566,554‌

1,666,525

FNMA

4

.500

10/01/44

1,633,801‌

247

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

452,590

FNMA

5

.000

%

11/01/44

$

455,825‌

445,716

FNMA

4

.000

01/01/45

427,242‌

168,155

FNMA

4

.500

03/01/45

165,046‌

1,293,687

FNMA

3

.500

05/01/45

1,205,558‌

594,616

FNMA

3

.500

01/01/46

553,001‌

396,970

FNMA

4

.000

04/01/46

379,584‌

283,880

FNMA

3

.500

06/01/46

264,011‌

3,200,628

FNMA

3

.500

07/01/46

2,976,614‌

3,943,792

FNMA

3

.500

07/01/46

3,687,915‌

73,501

FNMA

3

.000

08/01/46

65,777‌

1,498,830

FNMA

3

.000

10/01/46

1,325,221‌

1,109,756

FNMA

3

.500

10/01/46

1,030,104‌

1,502,456

FNMA

4

.500

05/01/47

1,483,717‌

1,141,838

FNMA

3

.500

11/01/47

1,064,707‌

9,711,535

FNMA

3

.500

01/01/48

8,977,984‌

4,981,565

FNMA

4

.500

01/01/48

4,889,729‌

1,024,216

FNMA

4

.500

02/01/48

1,005,345‌

2,467,132

FNMA

4

.500

05/01/48

2,420,300‌

3,346,295

FNMA

4

.500

05/01/48

3,283,821‌

1,885,493

FNMA

5

.000

08/01/48

1,877,399‌

5,239,107

FNMA

2

.000

08/25/50

719,994‌

3,781,292

FNMA

2

.000

10/25/50

2,552,580‌

13,447,548

FNMA

2

.500

11/25/50

1,913,306‌

4,449,497

FNMA

3

.000

12/25/50

729,735‌

81,751

FNMA

3

.000

02/25/51

14,721‌

31,162,648

FNMA

2

.000

04/01/51

25,515,198‌

3,373,792

FNMA

3

.000

09/01/51

3,001,065‌

5,095,356

FNMA

2

.500

11/25/51

637,099‌

4,496,549

FNMA

2

.000

01/01/52

3,708,428‌

7,897,785

FNMA

2

.000

02/01/52

6,480,422‌

12,411,112

FNMA

2

.500

02/01/52

10,607,631‌

2,002,827

FNMA

2

.500

02/01/52

1,709,692‌

8,854,735

FNMA

2

.500

02/01/52

7,569,746‌

16,023,220

FNMA

3

.500

02/01/52

14,724,919‌

13,874,819

FNMA

3

.000

04/01/52

12,284,731‌

932,040

FNMA

3

.500

04/01/52

849,508‌

12,083,699

FNMA

3

.500

05/01/52

11,013,789‌

27,838,432

FNMA

4

.000

05/01/52

26,139,844‌

1,513,980

FNMA

4

.000

05/25/52

1,214,937‌

11,559,294

FNMA

3

.500

06/01/52

10,557,216‌

11,091,612

FNMA

4

.000

06/01/52

10,414,827‌

3,352,969

FNMA

4

.500

06/01/52

3,224,226‌

4,338,257

FNMA

3

.500

07/01/52

3,954,673‌

21,797,546

FNMA

4

.000

07/01/52

20,467,482‌

31,785,630

FNMA

4

.000

07/01/52

29,836,258‌

2,918,144

FNMA

4

.500

07/01/52

2,806,341‌

1,891,595

FNMA

4

.500

07/01/52

1,818,827‌

17,870,353

FNMA

4

.500

07/01/52

17,184,291‌

3,817,712

FNMA

4

.500

07/25/52

3,509,370‌

27,555,057

FNMA

5

.000

08/01/52

27,028,225‌

2,250,790

FNMA

4

.500

08/25/52

1,966,093‌

9,695,832

FNMA

3

.500

09/01/52

8,838,482‌

29,701,325

FNMA

4

.000

09/01/52

27,876,678‌

59,618,942

FNMA

4

.500

09/01/52

57,328,548‌

6,578,902

FNMA

5

.000

09/01/52

6,451,166‌

1,995,307

FNMA

4

.000

09/25/52

1,790,572‌

1,716,171

FNMA

4

.000

09/25/52

1,441,011‌

32,316,597

FNMA

4

.000

10/01/52

30,334,640‌

9,571,620

FNMA

4

.500

10/01/52

9,203,412‌

10,052,420

FNMA

5

.000

10/01/52

9,854,605‌

1,644,475

FNMA

4

.500

10/25/52

1,574,809‌

Core

Plus

Bond

Fund

June

30,

2023

248

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,877,183

FNMA

4

.500

%

10/25/52

$

1,805,387‌

24,298,384

FNMA

4

.500

11/01/52

23,363,679‌

2,976,937

FNMA

5

.500

11/25/52

2,990,286‌

9,611,146

FNMA

5

.500

12/01/52

9,593,077‌

9,315,006

FNMA

5

.500

02/01/53

9,270,505‌

450,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

3.650%

8

.210

11/25/41

448,496‌

9,205,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

2.400%

7

.467

02/25/42

9,105,543‌

12,500,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.500%

9

.567

06/25/42

13,140,384‌

5,425,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.000%

9

.067

07/25/42

5,594,947‌

50,649

Government

National

Mortgage

Association

(GNMA)

5

.000

02/15/33

50,173‌

73,862

GNMA

5

.000

09/15/33

74,099‌

3,287,130

GNMA

3

.700

10/15/33

3,135,422‌

9,314

GNMA

5

.500

04/15/34

9,400‌

9,614

GNMA

5

.000

04/15/38

9,641‌

3,256,786

GNMA

5

.000

01/20/40

642,133‌

575,469

GNMA

4

.500

02/20/41

571,452‌

3,805,670

GNMA

2

.500

12/20/43

3,366,202‌

1,152,381

GNMA

3

.000

03/20/45

1,010,935‌

850,127

GNMA

4

.500

12/20/45

831,067‌

2,309,301

GNMA

4

.000

06/20/46

295,451‌

3,080,858

i

GNMA

LIBOR

1

M

+

6.100%

0

.943

03/20/50

347,142‌

5,284,722

GNMA

3

.000

11/20/51

3,883,134‌

4,918,247

GNMA

3

.000

01/20/52

3,673,082‌

2,155,439

GNMA

2

.500

02/20/52

1,791,462‌

26,916,832

GNMA

3

.000

05/20/52

24,070,130‌

19,175,563

GNMA

3

.500

07/20/52

17,695,893‌

2,178,296

GNMA

4

.000

07/20/52

1,805,231‌

4,769,296

GNMA

4

.000

08/20/52

4,512,466‌

13,374,520

GNMA

4

.500

08/20/52

12,920,057‌

5,961,562

GNMA

4

.000

09/20/52

5,640,523‌

3,415,765

GNMA

4

.500

09/20/52

3,138,767‌

3,335,491

GNMA

4

.500

09/20/52

3,155,350‌

2,756,305

GNMA

4

.500

09/20/52

2,574,891‌

1,910,495

GNMA

4

.500

09/20/52

1,736,438‌

4,145,491

GNMA

5

.000

11/20/52

4,077,260‌

2,248,412

GNMA

4

.500

02/20/53

2,047,881‌

1,955,443

GNMA

5

.500

02/20/53

1,944,284‌

5,869,159

GNMA

1

.052

05/20/53

253,569‌

5,869,159

GNMA

1

.884

05/20/53

374,510‌

2,000,000

Morgan

Stanley

Capital

I

Trust

3

.779

05/15/48

1,898,231‌

2,491,883

g,i

OBX

3

.000

01/25/52

2,021,741‌

TOTAL

MORTGAGE

BACKED

817,306,194‌

MUNICIPAL

BONDS

-

0

.1

%

3,000,000

g,q

Oregon

State

Business

Development

Commission

6

.500

04/01/31

15,000‌

780,000

g

Oregon

State

Business

Development

Commission

9

.000

04/01/37

3,900‌

4,195,000

Virgin

Islands

Water

&

Power

Authority-Electric

System

10

.000

07/01/24

4,164,016‌

TOTAL

MUNICIPAL

BONDS

4,182,916‌

U.S.

TREASURY

SECURITIES

-

16

.3

%

3,625,000

United

States

Treasury

Note

0

.125

08/31/23

3,595,289‌

2,650,000

United

States

Treasury

Note

2

.500

04/30/24

2,586,752‌

30,000

United

States

Treasury

Note

0

.375

07/15/24

28,492‌

25,000,000

United

States

Treasury

Note

4

.625

06/30/25

24,877,930‌

1,226,000

United

States

Treasury

Note

3

.625

05/15/26

1,196,116‌

11,446,000

United

States

Treasury

Note

3

.500

04/30/28

11,122,293‌

3,565,000

United

States

Treasury

Note

3

.625

05/31/28

3,487,016‌

26,750,000

United

States

Treasury

Note

4

.000

06/30/28

26,603,711‌

1,100,000

United

States

Treasury

Note

1

.375

10/31/28

957,000‌

28,591,000

United

States

Treasury

Note

3

.500

04/30/30

27,760,074‌

25,905,000

United

States

Treasury

Note

3

.750

06/30/30

25,560,949‌

249

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

69,920,000

United

States

Treasury

Note

3

.375

%

05/15/33

$

67,429,100‌

23,980,000

United

States

Treasury

Note

2

.250

05/15/41

18,468,347‌

38,000,000

United

States

Treasury

Note

1

.750

08/15/41

26,696,484‌

15,500,000

United

States

Treasury

Note

2

.000

11/15/41

11,345,879‌

154,896,900

j

United

States

Treasury

Note

2

.375

02/15/42

120,595,708‌

1,823,000

United

States

Treasury

Note

3

.250

05/15/42

1,626,743‌

4,800,000

United

States

Treasury

Note

4

.000

11/15/42

4,769,250‌

117,996,000

United

States

Treasury

Note

3

.875

02/15/43

115,046,100‌

10,500,000

e

United

States

Treasury

Note

3

.875

05/15/43

10,245,703‌

135,110,000

j

United

States

Treasury

Note

2

.250

02/15/52

97,638,086‌

121,181,000

United

States

Treasury

Note

3

.625

02/15/53

116,295,891‌

14,500,000

United

States

Treasury

Note

3

.625

05/15/53

13,935,859‌

TOTAL

U.S.

TREASURY

SECURITIES

731,868,772‌

TOTAL

GOVERNMENT

BONDS

1,663,286,939‌

(Cost

$1,803,855,427)

STRUCTURED

ASSETS

-

18

.1

%

ASSET

BACKED

-

5

.6

%

1,138,829

†,g

AASET

Trust

6

.413

01/16/40

148,389‌

Series

-

2020

1A

(Class

C)

6,067,759

g

Adams

Outdoor

Advertising

LP

4

.810

11/15/48

5,716,990‌

Series

-

2018

1

(Class

A)

6,500,000

g

Adams

Outdoor

Advertising

LP

7

.356

11/15/48

5,825,273‌

Series

-

2018

1

(Class

C)

2,500,000

g

Affirm

Asset

Securitization

Trust

2

.540

08/17/26

2,277,906‌

Series

-

2021

B

(Class

D)

1,500,000

g

Affirm

Asset

Securitization

Trust

4

.610

08/17/26

1,317,733‌

Series

-

2021

B

(Class

E)

2,100,000

g,i

AGL

CLO

19

Ltd

SOFR

3

M

+

2.750%

7

.806

07/21/35

2,105,641‌

Series

-

2022

19A

(Class

B1)

3,100,000

g

AMSR

Trust

3

.218

04/17/37

2,879,887‌

Series

-

2020

SFR1

(Class

E)

2,625,000

g

AMSR

Trust

3

.247

01/19/39

2,365,658‌

Series

-

2019

SFR1

(Class

D)

9,000,000

g,i

Apidos

CLO

XXIV

LIBOR

3

M

+

1.350%

6

.600

10/20/30

8,752,806‌

Series

-

2016

24A

(Class

A2LX)

1,000,000

g,i

Apidos

CLO

XXIX

LIBOR

3

M

+

1.550%

6

.805

07/25/30

979,987‌

Series

-

2018

29A

(Class

A2)

4,495,067

g

Apollo

aviation

securitization

2

.798

01/15/47

3,814,064‌

Series

-

2021

2A

(Class

A)

1,712,700

g

Applebee's

Funding

LLC

4

.723

06/05/49

1,576,443‌

Series

-

2019

1A

(Class

A2II)

1,910,000

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4

.240

09/22/25

1,854,526‌

Series

-

2019

2A

(Class

C)

3,100,000

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2

.130

08/20/27

2,677,528‌

Series

-

2021

1A

(Class

C)

5,075,000

g

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4

.080

02/20/28

4,257,420‌

Series

-

2021

2A

(Class

D)

1,000,000

g,i

Bonanza

RE

Ltd

U.S.

Treasury

Bill

3

M

+

4.870%

10

.148

12/23/24

859,300‌

Series

-

2020

A

(Class

A)

2,625,000

g,i

Boyce

Park

Clo

Ltd

CME

Term

SOFR

3

Month

+

3.100%

8

.156

04/21/35

2,462,300‌

Series

-

2022

1A

(Class

D)

1,391,675

g

BRE

Grand

Islander

Timeshare

Issuer

LLC

3

.280

09/26/33

1,307,290‌

Series

-

2019

A

(Class

A)

540,948

g

British

Airways

Pass

Through

Trust

8

.375

11/15/28

544,782‌

Series

-

2020

A

(Class

A)

2,041,235

g

British

Airways

Pass

Through

Trust

3

.800

09/20/31

1,857,145‌

Series

-

2018

1

(Class

AA)

5,100,000

g

Capital

Automotive

REIT

4

.520

02/15/50

4,493,579‌

Series

-

2020

1A

(Class

B2)

Core

Plus

Bond

Fund

June

30,

2023

250

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

3,161,414

g

Capital

Automotive

REIT

1

.920

%

08/15/51

$

2,706,427‌

Series

-

2021

1A

(Class

A3)

2,468,750

g

Cars

Net

Lease

Mortgage

Notes

Series

3

.100

12/15/50

2,091,789‌

Series

-

2020

1A

(Class

A3)

2,500,000

g

Cars

Net

Lease

Mortgage

Notes

Series

4

.690

12/15/50

2,133,324‌

Series

-

2020

1A

(Class

B1)

1,250,000

g,i

Cayuga

Park

CLO

Ltd

LIBOR

3

M

+

6.000%

1

.000

07/17/34

1,102,450‌

Series

-

2020

1A

(Class

ER)

527,357

i

C-BASS

Trust

LIBOR

1

M

+

0.160%

3

.075

07/25/36

500,044‌

Series

-

2006

CB6

(Class

A1)

6,451,318

g,i

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5

.200

04/07/52

16,128‌

Series

-

2007

1A

(Class

A2)

8,038

Centex

Home

Equity

5

.540

01/25/32

7,751‌

Series

-

2002

A

(Class

AF6)

6,296,164

g

CF

Hippolyta

LLC

2

.280

07/15/60

5,623,279‌

Series

-

2020

1

(Class

B1)

2,806,290

g

CF

Hippolyta

LLC

2

.600

07/15/60

2,325,426‌

Series

-

2020

1

(Class

B2)

10,131,311

g

CF

Hippolyta

LLC

1

.530

03/15/61

8,777,381‌

Series

-

2021

1A

(Class

A1)

8,482,028

g

CF

Hippolyta

LLC

1

.980

03/15/61

7,177,462‌

Series

-

2021

1A

(Class

B1)

4,375,000

g,i

CIFC

Funding

LIBOR

3

M

+

1.450%

6

.710

04/15/34

4,224,688‌

Series

-

2021

2A

(Class

B)

1,500,000

g,i

CIFC

Funding

Ltd

LIBOR

3

M

+

2.562%

7

.560

01/17/35

1,450,994‌

Series

-

2014

4RA

(Class

BR)

3,360,000

g

Cologix

Data

Centers

US

Issuer

LLC

3

.300

12/26/51

2,975,436‌

Series

-

2021

1A

(Class

A2)

18,184

Countrywide

Asset-Backed

Certificates

(Step

Bond)

5

.216

10/25/27

14,547‌

Series

-

2002

S4

(Class

A5)

9,850,000

g

Crescendo

Royalty

Funding

LP

3

.567

12/20/51

8,832,725‌

Series

-

2021

1

(Class

A)

4,316,813

g

DB

Master

Finance

LLC

4

.021

05/20/49

4,024,189‌

Series

-

2019

1A

(Class

A2II)

3,128,125

g

DB

Master

Finance

LLC

4

.352

05/20/49

2,855,174‌

Series

-

2019

1A

(Class

A23)

2,339,375

g

DB

Master

Finance

LLC

2

.045

11/20/51

2,035,850‌

Series

-

2021

1A

(Class

A2I)

6,796,500

g

DB

Master

Finance

LLC

2

.493

11/20/51

5,745,802‌

Series

-

2021

1A

(Class

A2II)

806,755

g

Diamond

Resorts

Owner

Trust

2

.700

11/21/33

730,452‌

Series

-

2021

1A

(Class

C)

420,185

g

Diamond

Resorts

Owner

Trust

3

.830

11/21/33

377,767‌

Series

-

2021

1A

(Class

D)

4,600,200

g

Domino's

Pizza

Master

Issuer

LLC

4

.474

10/25/45

4,385,835‌

Series

-

2015

1A

(Class

A2II)

1,528,000

g

Domino's

Pizza

Master

Issuer

LLC

4

.116

07/25/48

1,447,073‌

Series

-

2018

1A

(Class

A2I)

509,606

g,i

Ellington

Loan

Acquisition

Trust

LIBOR

1

M

+

1.100%

6

.250

05/25/37

503,417‌

Series

-

2007

2

(Class

A2C)

1,110,000

g

Flexential

Issuer,

LLC

3

.250

11/27/51

968,003‌

Series

-

2021

1A

(Class

A2)

775,000

g,i

GRACIE

POINT

INTERNATIONAL

FUNDING

30

D

AVG

SOFR

+

5.500%

10

.565

07/01/24

775,452‌

Series

-

2022

2A

(Class

D)

1,550,000

g,i

GRACIE

POINT

INTERNATIONAL

FUNDING

30

D

AVG

SOFR

+

7.000%

12

.065

07/01/24

1,550,772‌

Series

-

2022

2A

(Class

E)

241,933

g

HERO

Funding

Trust

3

.280

09/20/48

208,048‌

Series

-

2017

2A

(Class

A1)

483,865

g

HERO

Funding

Trust

4

.070

09/20/48

426,172‌

Series

-

2017

2A

(Class

A2)

251

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

5,025,000

g

Hertz

Vehicle

Financing

LLC

2

.050

%

12/26/25

$

4,671,521‌

Series

-

2021

1A

(Class

C)

3,750,000

g

HIFI

A2

3

.939

02/01/62

3,423,632‌

Series

-

2022

1A

(Class

A2)

271,020

g

Hilton

Grand

Vacations

Trust

2

.660

12/26/28

267,535‌

Series

-

2017

AA

(Class

A)

451,700

g

Hilton

Grand

Vacations

Trust

2

.960

12/26/28

444,676‌

Series

-

2017

AA

(Class

B)

521,518

g

Hilton

Grand

Vacations

Trust

4

.000

02/25/32

497,105‌

Series

-

2018

AA

(Class

C)

1,280,814

g

Hilton

Grand

Vacations

Trust

2

.840

07/25/33

1,184,560‌

Series

-

2019

AA

(Class

C)

26,627

i

Home

Equity

Asset

Trust

LIBOR

1

M

+

1.500%

6

.360

06/25/33

25,949‌

Series

-

2003

1

(Class

M1)

1,890,775

g

Horizon

Aircraft

Finance

II

Ltd

3

.721

07/15/39

1,614,695‌

Series

-

2019

1

(Class

A)

7,742,769

g

Horizon

Aircraft

Finance

III

Ltd

3

.425

11/15/39

6,116,787‌

Series

-

2019

2

(Class

A)

3,000,000

†,g

Industrial

DPR

Funding

Ltd

5

.380

04/15/34

2,546,850‌

Series

-

2022

1A

(Class

1)

499,977

g,i

Invitation

Homes

Trust

LIBOR

1

M

+

1.250%

6

.396

01/17/38

497,381‌

Series

-

2018

SFR4

(Class

B)

1,000,000

g,i

Kendall

Re

Ltd

U.S.

Treasury

Bill

3

M

+

4.000%

4

.040

05/02/24

975,300‌

Series

-

2020

A

(Class

A)

2,426,369

g

Lunar

Structured

Aircraft

Portfolio

Notes

5

.682

10/15/46

2,084,785‌

Series

-

2021

1

(Class

C)

4,000,000

g,i

Madison

Park

Funding

LIX

Ltd

LIBOR

3

M

+

2.100%

7

.362

01/18/34

3,893,940‌

Series

-

2021

59A

(Class

C)

1,000,000

g,i

Madison

Park

Funding

XXXVI

Ltd

CME

Term

SOFR

3

Month

+

3.500%

5

.981

04/15/35

956,318‌

Series

-

2019

36A

(Class

D1R)

3,500,000

g,i

Magnetite

XXIII

Ltd

LIBOR

3

M

+

2.050%

7

.305

01/25/35

3,359,423‌

Series

-

2019

23A

(Class

CR)

1,000,000

g,i

Magnetite

XXIII

Ltd

LIBOR

3

M

+

6.300%

7

.484

01/25/35

975,137‌

Series

-

2019

23A

(Class

ER)

2,078,604

g

MAPS

Trust

2

.521

06/15/46

1,792,318‌

Series

-

2021

1A

(Class

A)

414,360

Mid-State

Capital

Trust

5

.745

01/15/40

404,060‌

Series

-

2005

1

(Class

A)

800,000

g,i

MSCG

Trust

3

.577

06/07/35

689,991‌

Series

-

2015

ALDR

(Class

C)

4,310,000

g,i

MSCG

Trust

3

.577

06/07/35

3,587,962‌

Series

-

2015

ALDR

(Class

D)

1,162,088

g

MVW

LLC

2

.230

05/20/39

1,025,980‌

Series

-

2021

2A

(Class

C)

638,792

g

MVW

Owner

Trust

3

.900

01/21/36

616,426‌

Series

-

2018

1A

(Class

C)

656,106

g

MVW

Owner

Trust

3

.330

11/20/36

615,288‌

Series

-

2019

1A

(Class

C)

1,180,000

g,i

Myers

Park

CLO

Ltd

LIBOR

3

M

+

1.600%

6

.850

10/20/30

1,153,306‌

Series

-

2018

1A

(Class

B1)

1,500,000

g

NBC

Funding

LLC

4

.970

07/30/51

1,255,977‌

Series

-

2021

1

(Class

B)

1,000,000

g,i

Neuberger

Berman

CLO

Ltd

CME

Term

SOFR

3

Month

+

3.200%

8

.268

04/25/36

930,887‌

Series

-

2022

48A

(Class

D)

1,000,000

g

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

4

.230

01/20/51

891,738‌

Series

-

2021

1A

(Class

B1)

1,000,000

g,i

Palmer

Square

CLO

Ltd

LIBOR

3

M

+

2.950%

5

.462

01/15/35

935,498‌

Series

-

2021

3A

(Class

D)

Core

Plus

Bond

Fund

June

30,

2023

252

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

2,500,000

g,i

Palmer

Square

CLO

Ltd

CME

Term

SOFR

3

Month

+

3.050%

8

.098

%

04/20/35

$

2,348,798‌

Series

-

2022

1A

(Class

D)

600,000

g

Progress

Residential

Trust

2

.711

11/17/40

491,430‌

Series

-

2021

SFR9

(Class

D)

1,000,000

g

Purchasing

Power

Funding

LLC

4

.370

10/15/25

940,275‌

Series

-

2021

A

(Class

D)

5,226,927

g

Purewest

Funding

LLC

4

.091

12/22/36

4,933,005‌

Series

-

2021

1

(Class

A1)

14,063

†,g,q

Putnam

RE

PTE

Ltd

10

.825

06/07/24

1‌

Series

-

2020

A

(Class

A)

500,000

g,i

Residential

Reinsurance

2021

Ltd

U.S.

Treasury

Bill

3

M

+

2.500%

7

.768

06/06/25

458,250‌

Series

-

2020

A

(Class

A)

500,000

g,i

Residential

Reinsurance

2021

Ltd

U.S.

Treasury

Bill

3

M

+

3.590%

8

.858

06/06/25

452,500‌

Series

-

2020

A

(Class

A)

2,400,000

g,i

Sanders

RE

II

Ltd

U.S.

Treasury

Bill

3

M

+

3.250%

7

.980

04/07/25

2,294,400‌

Series

-

2020

A

(Class

A)

2,333,361

g

Settlement

Fee

Finance

LLC

3

.840

11/01/49

2,276,704‌

Series

-

2019

1A

(Class

A)

387,734

g

Sierra

Timeshare

Receivables

Funding

LLC

3

.650

06/20/35

385,677‌

Series

-

2018

2A

(Class

B)

191,995

g

Sierra

Timeshare

Receivables

Funding

LLC

4

.540

05/20/36

182,138‌

Series

-

2019

2A

(Class

D)

1,487,216

g

Sierra

Timeshare

Receivables

Funding

LLC

1

.790

11/20/37

1,363,229‌

Series

-

2021

1A

(Class

C)

236,839

†,g

SolarCity

LMC

4

.800

11/20/38

223,955‌

Series

-

2013

1

(Class

A)

5,875,000

g

Stack

Infrastructure

Issuer

LLC

1

.877

03/26/46

5,140,659‌

Series

-

2021

1A

(Class

A2)

2,641,161

g

START

Ireland

5

.095

03/15/44

2,048,933‌

Series

-

2019

1

(Class

B)

4,557

i

Structured

Asset

Investment

Loan

Trust

LIBOR

1

M

+

0.900%

6

.050

09/25/34

4,478‌

Series

-

2004

8

(Class

M1)

7,144,000

g

Taco

Bell

Funding

LLC

4

.970

05/25/46

6,863,748‌

Series

-

2016

1A

(Class

A23)

3,820,000

g

Taco

Bell

Funding

LLC

4

.940

11/25/48

3,601,408‌

Series

-

2018

1A

(Class

A2II)

4,575,325

g

Taco

Bell

Funding

LLC

1

.946

08/25/51

3,933,498‌

Series

-

2021

1A

(Class

A2I)

4,846,200

g

Taco

Bell

Funding

LLC

2

.294

08/25/51

3,978,735‌

Series

-

2021

1A

(Class

A2II)

2,500,000

g,i

TCW

CLO

Ltd

LIBOR

3

M

+

6.860%

6

.985

07/25/34

2,254,565‌

Series

-

2021

2A

(Class

E)

475,000

g

Tricon

American

Homes

Trust

2

.049

07/17/38

424,138‌

Series

-

2020

SFR1

(Class

B)

3,921,655

United

Airlines

Pass

Through

Trust

3

.700

03/01/30

3,394,201‌

Series

-

2018

1

(Class

A)

450,000

g,i

Ursa

Re

II

Ltd

U.S.

Treasury

Bill

3

M

+

3.940%

9

.208

12/07/23

446,805‌

Series

-

2020

A

(Class

AA)

5,612,245

g

Vine

2

.790

11/15/50

4,873,624‌

Series

-

2020

1A

(Class

A)

1,723,988

g

Vine

6

.420

11/15/50

1,573,472‌

Series

-

2020

1A

(Class

C)

2,000,000

g,i

Vitality

Re

XII

Ltd

U.S.

Treasury

Bill

3

M

+

2.250%

2

.250

01/07/25

1,987,800‌

Series

-

2020

A

(Class

A)

2,888,953

g

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

2,643,862‌

Series

-

2018

1A

(Class

B)

6,615,000

g

Wendys

Funding

LLC

3

.884

03/15/48

5,986,191‌

Series

-

2018

1A

(Class

A2II)

253

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

5,693,800

g

Wendy's

Funding

LLC

2

.370

%

06/15/51

$

4,708,408‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

251,718,416‌

OTHER

MORTGAGE

BACKED

-

12

.5

%

166,874

g,i

Agate

Bay

Mortgage

Trust

3

.500

09/25/45

148,889‌

Series

-

2015

6

(Class

A9)

20,593

Alternative

Loan

Trust

5

.250

11/25/33

19,224‌

Series

-

2003

J3

(Class

1A3)

1,500,000

g,i

Ashford

Hospitality

Trust

LIBOR

1

M

+

1.850%

7

.169

06/15/35

1,437,314‌

Series

-

2018

KEYS

(Class

C)

1,500,000

i

BANK

4

.088

11/15/50

1,269,708‌

Series

-

2017

BNK8

(Class

B)

3,750,000

g

BANK

2

.500

10/17/52

2,121,881‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3

.093

10/17/52

831,573‌

Series

-

2019

BN21

(Class

AS)

1,000,000

BANK

3

.455

12/15/52

805,249‌

Series

-

2019

BN23

(Class

B)

2,000,000

BANK

1

.925

12/15/53

1,544,205‌

Series

-

2020

BN30

(Class

A4)

4,000,000

i

BANK

6

.260

04/15/56

4,074,016‌

Series

-

2023

5YR1

(Class

A3)

1,631,805

g,i

Bayview

MSR

Opportunity

Master

Fund

Trust

3

.000

10/25/51

1,320,886‌

Series

-

2021

6

(Class

A19)

4,500,000

g,i

BBCMS

Mortgage

Trust

4

.409

08/05/38

3,033,638‌

Series

-

2018

CHRS

(Class

E)

1,769,000

g,i

Benchmark

Mortgage

Trust

2

.791

09/15/48

1,419,792‌

Series

-

2020

IG2

(Class

AM)

2,800,000

g,i

Benchmark

Mortgage

Trust

3

.233

09/15/48

2,306,478‌

Series

-

2020

IG3

(Class

AS)

5,000,000

g,i

Benchmark

Mortgage

Trust

3

.654

09/15/48

4,285,132‌

Series

-

2020

IG3

(Class

BXA)

1,100,000

Benchmark

Mortgage

Trust

4

.267

03/15/52

982,511‌

Series

-

2019

B9

(Class

AS)

3,600,000

i

Benchmark

Mortgage

Trust

4

.510

05/15/53

3,390,954‌

Series

-

2018

B7

(Class

A4)

9,100,000

g

Benchmark

Mortgage

Trust

4

.139

07/15/53

7,847,351‌

Series

-

2020

B18

(Class

AGNF)

6,500,000

i

Benchmark

Mortgage

Trust

2

.563

02/15/54

4,168,688‌

Series

-

2021

B23

(Class

C)

5,000,000

Benchmark

Mortgage

Trust

2

.224

08/15/54

3,971,019‌

Series

-

2021

B28

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

5

.626

04/15/56

1,959,395‌

Series

-

2023

B38

(Class

A2)

8,900,885

g,i

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

1.034%

6

.181

10/15/36

8,849,663‌

Series

-

2019

XL

(Class

A)

4,500,000

g,i

BXP

Trust

2

.868

01/15/44

2,730,530‌

Series

-

2021

601L

(Class

D)

1,800,000

i

CD

Mortgage

Trust

3

.879

11/10/49

1,455,523‌

Series

-

2016

CD2

(Class

B)

1,000,000

i

CD

Mortgage

Trust

4

.112

11/10/49

776,581‌

Series

-

2016

CD2

(Class

C)

1,400,000

i

CD

Mortgage

Trust

4

.697

02/10/50

849,996‌

Series

-

2017

CD3

(Class

C)

220,344

g,i

CF

Mortgage

Trust

2

.840

04/15/25

209,930‌

Series

-

2020

P1

(Class

A1)

10,000,000

g,i

CF

Mortgage

Trust

3

.603

04/15/52

9,031,575‌

Series

-

2020

P1

(Class

A2)

5,000,000

i

CFCRE

Commercial

Mortgage

Trust

3

.502

11/10/49

4,471,917‌

Series

-

2016

C6

(Class

AM)

Core

Plus

Bond

Fund

June

30,

2023

254

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

118,675

Citicorp

Mortgage

Securities,

Inc

5

.500

%

07/25/35

$

111,500‌

Series

-

2005

4

(Class

1A7)

3,400,000

g,i

Citigroup

Commercial

Mortgage

Trust

LIBOR

1

M

+

1.900%

7

.094

10/15/38

3,245,949‌

Series

-

2021

PRM2

(Class

D)

1,129,262

g,i

Citigroup

Commercial

Mortgage

Trust

4

.629

07/10/47

953,569‌

Series

-

2014

GC23

(Class

D)

2,600,000

i

Citigroup

Commercial

Mortgage

Trust

3

.758

04/10/48

2,407,414‌

Series

-

2015

GC29

(Class

B)

1,650,000

i

Citigroup

Commercial

Mortgage

Trust

4

.277

04/10/48

1,493,108‌

Series

-

2015

GC29

(Class

C)

2,717,806

Citigroup

Commercial

Mortgage

Trust

4

.233

04/10/49

2,443,472‌

Series

-

2016

GC37

(Class

B)

1,020,000

Citigroup

Commercial

Mortgage

Trust

3

.018

08/10/56

848,901‌

Series

-

2019

GC41

(Class

AS)

1,000,000

g,i

COMM

Mortgage

Trust

5

.009

08/10/46

992,319‌

Series

-

2013

LC13

(Class

B)

1,091,000

g,i

COMM

Mortgage

Trust

5

.021

08/10/46

1,058,504‌

Series

-

2013

CR10

(Class

C)

3,000,000

g,i

COMM

Mortgage

Trust

5

.436

08/10/46

2,810,348‌

Series

-

2013

LC13

(Class

D)

7,075,000

i

COMM

Mortgage

Trust

4

.729

02/10/47

6,723,358‌

Series

-

2014

CR14

(Class

B)

5,000,000

COMM

Mortgage

Trust

4

.199

03/10/47

4,905,564‌

Series

-

2014

UBS2

(Class

AM)

1,120,000

COMM

Mortgage

Trust

4

.174

05/10/47

1,070,411‌

Series

-

2014

CR17

(Class

AM)

3,006,300

COMM

Mortgage

Trust

4

.377

05/10/47

2,713,225‌

Series

-

2014

CR17

(Class

B)

5,150,000

g,i

COMM

Mortgage

Trust

4

.767

06/10/47

3,522,370‌

Series

-

2014

UBS3

(Class

D)

3,307,500

i

COMM

Mortgage

Trust

4

.456

07/15/47

3,175,345‌

Series

-

2014

CR18

(Class

B)

3,250,000

g,i

COMM

Mortgage

Trust

4

.697

08/10/47

2,782,874‌

Series

-

2014

CR19

(Class

D)

2,500,000

g

COMM

Mortgage

Trust

3

.000

03/10/48

1,839,475‌

Series

-

2015

CR22

(Class

E)

3,340,500

i

COMM

Mortgage

Trust

4

.204

03/10/48

2,991,026‌

Series

-

2015

CR22

(Class

C)

2,600,000

g,i

COMM

Mortgage

Trust

4

.204

03/10/48

2,070,981‌

Series

-

2015

CR22

(Class

D)

2,500,000

i

COMM

Mortgage

Trust

4

.443

05/10/48

1,939,670‌

Series

-

2015

CR23

(Class

D)

2,500,000

i

COMM

Mortgage

Trust

3

.463

08/10/48

1,988,703‌

Series

-

2015

CR24

(Class

D)

2,500,000

i

COMM

Mortgage

Trust

4

.490

08/10/48

2,286,676‌

Series

-

2015

CR24

(Class

B)

3,000,000

i

COMM

Mortgage

Trust

4

.490

08/10/48

2,637,382‌

Series

-

2015

CR24

(Class

C)

3,175,000

i

COMM

Mortgage

Trust

4

.615

10/10/48

2,834,142‌

Series

-

2015

CR26

(Class

C)

2,795,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

6

.967

12/25/41

2,726,164‌

Series

-

2022

R01

(Class

1M2)

3,000,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9

.567

01/25/42

3,017,800‌

Series

-

2022

R02

(Class

2B1)

5,625,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

6.250%

6

.349

03/25/42

6,050,756‌

Series

-

2022

R03

(Class

1B1)

7,555,870

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.167

03/25/42

7,639,175‌

Series

-

2022

R04

(Class

1M2)

5,245,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8

.567

03/25/42

5,359,100‌

Series

-

2022

R03

(Class

1M2)

255

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

550,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

6

.014

%

04/25/42

$

551,314‌

Series

-

2022

R05

(Class

2B1)

2,475,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8

.067

04/25/42

2,468,316‌

Series

-

2022

R05

(Class

2M2)

12,900,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

8

.917

05/25/42

13,302,666‌

Series

-

2022

R06

(Class

1M2)

9,165,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9

.717

06/25/42

9,702,362‌

Series

-

2022

R07

(Class

1M2)

3,565,000

g,i

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.667

07/25/42

3,645,339‌

Series

-

2022

R08

(Class

1M2)

5,675,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

9

.817

09/25/42

5,986,613‌

Series

-

2022

R09

(Class

2M2)

7,335,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

8

.817

12/25/42

7,528,662‌

Series

-

2023

R01

(Class

1M2)

24,216

Countrywide

Alternative

Loan

Trust

5

.000

12/25/56

23,634‌

Series

-

2005

6CB

(Class

2A1)

305,557

i

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

4

.030

11/20/34

285,360‌

Series

-

2004

HYB6

(Class

A2)

18,749

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5

.250

09/25/35

16,829‌

Series

-

2005

17

(Class

1A10)

5,000,000

g,i

CPT

Mortgage

Trust

3

.097

11/13/39

3,109,181‌

Series

-

2019

CPT

(Class

E)

2,032,902

g,i

Credit

Suisse

Mortgage

Capital

Certificates

2

.405

10/25/66

1,644,008‌

Series

-

2021

NQM8

(Class

A3)

3,340,000

CSAIL

Commercial

Mortgage

Trust

3

.505

04/15/50

3,187,460‌

Series

-

2015

C1

(Class

A4)

1,799,583

g,i

CSMC

2

.130

05/25/65

1,173,010‌

Series

-

2021

NQM1

(Class

M1)

1,850,000

g,i

CSMC

Series

3

.388

10/25/59

1,595,318‌

Series

-

2019

NQM1

(Class

M1)

5,065,000

DBJPM

3

.539

05/10/49

4,622,906‌

Series

-

2016

C1

(Class

AM)

3,400,000

g,i

ELP

Commercial

Mortgage

Trust

LIBOR

1

M

+

2.118%

7

.312

11/15/38

3,269,529‌

Series

-

2021

ELP

(Class

E)

866,531

g,i

Flagstar

Mortgage

Trust

4

.013

10/25/47

762,410‌

Series

-

2017

2

(Class

B3)

44,372

g,i

Flagstar

Mortgage

Trust

4

.000

09/25/48

41,000‌

Series

-

2018

5

(Class

A11)

1,313,037

g,i

Flagstar

Mortgage

Trust

2

.500

04/25/51

1,019,428‌

Series

-

2021

2

(Class

A4)

1,737,259

g,i

Flagstar

Mortgage

Trust

2

.500

06/01/51

1,346,626‌

Series

-

2021

4

(Class

A21)

8,604,950

g,i

Flagstar

Mortgage

Trust

3

.000

10/25/51

6,965,391‌

Series

-

2021

10INV

(Class

A17)

300,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

1.500%

6

.567

10/25/41

292,725‌

Series

-

2021

DNA6

(Class

M2)

1,900,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.500%

7

.567

01/25/42

1,841,231‌

Series

-

2022

DNA1

(Class

M2)

6,610,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.900%

7

.967

04/25/42

6,607,351‌

Series

-

2022

DNA3

(Class

M1B)

1,940,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

5.650%

8

.647

04/25/42

1,993,917‌

Series

-

2022

DNA3

(Class

B1)

930,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

4.350%

9

.417

04/25/42

959,354‌

Series

-

2022

DNA3

(Class

M2)

10,590,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.350%

8

.417

05/25/42

10,721,725‌

Series

-

2022

DNA4

(Class

M1B)

1,560,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.550%

8

.617

08/25/42

1,583,648‌

Series

-

2022

HQA3

(Class

M1B)

6,335,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.700%

8

.767

09/25/42

6,540,114‌

Series

-

2022

DNA6

(Class

M1B)

Core

Plus

Bond

Fund

June

30,

2023

256

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,835,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.750%

9

.817

%

02/25/42

$

4,823,885‌

Series

-

2022

DNA2

(Class

B1)

1,000,000

g,i

GS

Mortgage

Securities

Corp

II

LIBOR

1

M

+

3.350%

8

.543

11/15/36

947,479‌

Series

-

2021

ARDN

(Class

E)

2,616,911

g,i

GS

Mortgage

Securities

Trust

4

.285

02/10/46

2,516,472‌

Series

-

2013

GC10

(Class

C)

2,250,000

i

GS

Mortgage

Securities

Trust

4

.113

10/10/49

1,836,437‌

Series

-

2016

GS3

(Class

C)

3,725,000

i

GS

Mortgage

Securities

Trust

4

.078

11/10/49

3,016,698‌

Series

-

2016

GS4

(Class

C)

2,000,000

g

GS

Mortgage

Securities

Trust

3

.000

08/10/50

1,406,163‌

Series

-

2017

GS7

(Class

D)

3,800,000

i

GS

Mortgage

Securities

Trust

4

.158

02/10/52

3,397,899‌

Series

-

2019

GC38

(Class

AS)

1,500,000

i

GS

Mortgage

Securities

Trust

4

.761

02/10/52

1,225,577‌

Series

-

2019

GC38

(Class

C)

1,000,000

i

GS

Mortgage

Securities

Trust

3

.405

02/13/53

796,149‌

Series

-

2020

GC45

(Class

B)

3,000,000

GS

Mortgage

Securities

Trust

2

.012

12/12/53

2,363,630‌

Series

-

2020

GSA2

(Class

A5)

139,409

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

129,586‌

Series

-

2019

PJ2

(Class

A4)

53,374

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

4

.000

11/25/49

49,681‌

Series

-

2019

PJ2

(Class

A1)

254,253

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

01/25/51

213,733‌

Series

-

2020

PJ4

(Class

A4)

459,988

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

382,976‌

Series

-

2020

PJ5

(Class

A4)

1,024,614

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

05/25/51

794,224‌

Series

-

2020

PJ6

(Class

A4)

39,868,639

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

0

.150

08/25/51

278,877‌

Series

-

2021

PJ3

(Class

AX1)

5,501,859

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

10/25/51

4,271,585‌

Series

-

2021

PJ5

(Class

A4)

3,840,124

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

06/25/52

3,098,876‌

Series

-

2022

PJ2

(Class

A36)

273,485

g,i

GS

Mortgage-Backed

Securities

Trust

3

.632

05/25/50

226,196‌

Series

-

2020

PJ1

(Class

B2)

1,239,805

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

07/25/51

961,028‌

Series

-

2021

PJ2

(Class

A4)

7,314,287

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

5,715,163‌

Series

-

2021

PJ6

(Class

A4)

8,626,982

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

6,687,156‌

Series

-

2021

PJ7

(Class

A4)

4,291,736

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

01/25/52

3,326,714‌

Series

-

2021

PJ8

(Class

A4)

1,525,251

g,i

GS

Mortgage-Backed

Securities

Trust

2

.713

01/25/52

1,124,630‌

Series

-

2021

PJ7

(Class

B2)

4,222,718

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

3,273,215‌

Series

-

2021

PJ10

(Class

A4)

2,484,454

g,i

GS

Mortgage-Backed

Securities

Trust

2

.500

05/01/52

2,119,097‌

Series

-

2022

PJ1

(Class

A8)

1,285,235

g,i

GS

Mortgage-Backed

Securities

Trust

2

.823

05/28/52

981,611‌

Series

-

2022

PJ1

(Class

B2)

2,263,081

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

07/25/52

1,831,881‌

Series

-

2022

INV1

(Class

A4)

3,768,605

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

08/26/52

3,050,548‌

Series

-

2022

GR2

(Class

A4)

3,863,872

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

09/25/52

3,127,662‌

Series

-

2022

HP1

(Class

A4)

257

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,640,193

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

%

10/25/52

$

2,130,565‌

Series

-

2022

PJ5

(Class

A36)

2,406,400

g,i

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

1,947,893‌

Series

-

2022

PJ6

(Class

A24)

3,505,096

g,i

GS

Mortgage-Backed

Securities

Trust

3

.500

02/25/53

2,968,176‌

Series

-

2023

PJ1

(Class

A24)

206,067

g

GSMPS

Mortgage

Loan

Trust

7

.500

03/25/35

196,987‌

Series

-

2005

RP2

(Class

1A2)

192,401

g

GSMPS

Mortgage

Loan

Trust

7

.500

09/25/35

187,450‌

Series

-

2005

RP3

(Class

1A2)

271,391

GSR

Mortgage

Loan

Trust

6

.000

01/25/35

240,316‌

Series

-

2005

1F

(Class

3A3)

1,074,802

i

HarborView

Mortgage

Loan

Trust

LIBOR

1

M

+

0.620%

5

.777

08/19/45

986,374‌

Series

-

2005

11

(Class

2A1A)

3,000,000

g,i

Hudson

Yards

Mortgage

Trust

3

.558

07/10/39

2,345,844‌

Series

-

2019

30HY

(Class

D)

2,000,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

1,449,381‌

Series

-

2019

55HY

(Class

D)

1,490,000

g,i

Hudson

Yards

Mortgage

Trust

3

.041

12/10/41

986,411‌

Series

-

2019

55HY

(Class

F)

56,616

i

Impac

CMB

Trust

LIBOR

1

M

+

0.660%

5

.810

03/25/35

52,872‌

Series

-

2004

11

(Class

2A1)

699,943

g,i

Imperial

Fund

Mortgage

Trust

2

.051

10/25/55

619,709‌

Series

-

2020

NQM1

(Class

A3)

440,000

g,i

Imperial

Fund

Mortgage

Trust

3

.531

10/25/55

364,792‌

Series

-

2020

NQM1

(Class

M1)

4,810,000

g,i

Imperial

Fund

Mortgage

Trust

2

.383

06/25/56

3,153,114‌

Series

-

2021

NQM1

(Class

M1)

31,107

i

JP

Morgan

Alternative

Loan

Trust

LIBOR

1

M

+

0.560%

5

.710

04/25/47

29,282‌

Series

-

2007

S1

(Class

A1)

1,700,000

g,i

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4

.230

01/15/46

1,460,800‌

Series

-

2013

C13

(Class

D)

2,140,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

2

.822

08/15/49

1,947,221‌

Series

-

2016

JP2

(Class

A4)

5,000,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3

.379

09/15/50

4,819,423‌

Series

-

2017

JP7

(Class

A3)

168,657

i

JP

Morgan

Mortgage

Trust

4

.194

11/25/33

163,122‌

Series

-

2006

A2

(Class

5A3)

1,287,622

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6

.191

12/25/44

1,223,344‌

Series

-

2015

1

(Class

B1)

67,397

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/45

60,126‌

Series

-

2015

3

(Class

A19)

345,735

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/45

310,135‌

Series

-

2015

6

(Class

A13)

174,232

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/46

154,169‌

Series

-

2016

1

(Class

A13)

202,125

g,i

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

178,417‌

Series

-

2017

2

(Class

A13)

666,081

g,i

JP

Morgan

Mortgage

Trust

3

.500

09/25/48

576,531‌

Series

-

2018

3

(Class

A13)

973,690

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

837,214‌

Series

-

2018

5

(Class

A13)

315,739

g,i

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

275,442‌

Series

-

2018

4

(Class

A13)

717,673

g,i

JP

Morgan

Mortgage

Trust

3

.356

10/26/48

687,413‌

Series

-

2017

5

(Class

A2)

867,484

g,i

JP

Morgan

Mortgage

Trust

3

.892

12/25/48

722,081‌

Series

-

2018

6

(Class

B4)

Core

Plus

Bond

Fund

June

30,

2023

258

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

98,849

g,i

JP

Morgan

Mortgage

Trust

4

.000

%

01/25/49

$

90,947‌

Series

-

2018

8

(Class

A13)

131,511

g,i

JP

Morgan

Mortgage

Trust

4

.000

02/25/49

120,455‌

Series

-

2018

9

(Class

A13)

41,577

g,i

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

38,452‌

Series

-

2019

1

(Class

A3)

213,691

g,i

JP

Morgan

Mortgage

Trust

4

.000

05/25/49

196,690‌

Series

-

2019

1

(Class

A15)

412,405

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

+

0.950%

6

.088

10/25/49

398,795‌

Series

-

2019

INV1

(Class

A11)

2,389,119

g,i

JP

Morgan

Mortgage

Trust

3

.833

06/25/50

2,019,155‌

Series

-

2020

1

(Class

B2)

12,723,275

g,i

JP

Morgan

Mortgage

Trust

0

.143

07/25/51

86,428‌

Series

-

2021

3

(Class

AX1)

9,050,191

g,i

JP

Morgan

Mortgage

Trust

0

.132

08/25/51

57,023‌

Series

-

2021

4

(Class

AX1)

1,004,474

g,i

JP

Morgan

Mortgage

Trust

2

.882

08/25/51

766,746‌

Series

-

2021

4

(Class

B2)

17,305,576

g,i

JP

Morgan

Mortgage

Trust

0

.137

10/25/51

112,235‌

Series

-

2021

6

(Class

AX1)

3,094,616

g,i

JP

Morgan

Mortgage

Trust

2

.500

10/25/51

2,402,627‌

Series

-

2021

6

(Class

A15)

2,310,994

g,i

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

1,794,231‌

Series

-

2021

7

(Class

A15)

4,681,485

g,i

JP

Morgan

Mortgage

Trust

0

.400

12/25/51

101,628‌

Series

-

2021

INV2

(Class

AX4)

2,697,452

g,i

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

2,094,273‌

Series

-

2021

8

(Class

A15)

1,035,315

g,i

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

802,518‌

Series

-

2021

10

(Class

A15)

3,944,197

g,i

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

3,057,322‌

Series

-

2021

11

(Class

A15)

1,131,568

g,i

JP

Morgan

Mortgage

Trust

2

.500

02/25/52

877,128‌

Series

-

2021

12

(Class

A15)

4,651,906

g,i

JP

Morgan

Mortgage

Trust

0

.500

04/25/52

124,782‌

Series

-

2021

INV6

(Class

A5X)

2,161,738

g,i

JP

Morgan

Mortgage

Trust

3

.347

04/25/52

1,730,976‌

Series

-

2021

INV6

(Class

B1)

1,383,512

g,i

JP

Morgan

Mortgage

Trust

3

.347

04/25/52

1,080,563‌

Series

-

2021

INV6

(Class

B2)

1,706,075

g,i

JP

Morgan

Mortgage

Trust

2

.500

05/25/52

1,322,454‌

Series

-

2021

14

(Class

A15)

1,133,656

g,i

JP

Morgan

Mortgage

Trust

2

.927

05/25/52

860,865‌

Series

-

2021

LTV2

(Class

A3)

5,801,730

g,i

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

4,497,178‌

Series

-

2021

15

(Class

A15)

6,281,866

g,i

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

4,869,353‌

Series

-

2022

1

(Class

A15)

2,342,530

g,i

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

1,961,412‌

Series

-

2022

LTV1

(Class

A1)

1,644,382

g,i

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

1,331,067‌

Series

-

2022

2

(Class

A25)

6,512,676

g,i

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

5,255,554‌

Series

-

2022

3

(Class

A25)

2,309,509

g,i

JP

Morgan

Mortgage

Trust

3

.000

09/25/52

1,876,974‌

Series

-

2022

INV3

(Class

A6)

4,312,002

g,i

JP

Morgan

Mortgage

Trust

3

.500

09/25/52

3,634,685‌

Series

-

2022

LTV2

(Class

A6)

4,232,917

g,i

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

3,426,391‌

Series

-

2022

4

(Class

A17A)

259

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,320,172

g,i

JP

Morgan

Mortgage

Trust

3

.000

%

11/25/52

$

1,878,094‌

Series

-

2022

6

(Class

A17A)

2,985,491

g,i

JP

Morgan

Mortgage

Trust

3

.000

12/25/52

2,416,645‌

Series

-

2022

7

(Class

1A17)

1,214,394

g,i

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

1,133,134‌

Series

-

2023

1

(Class

A15A)

1,700,152

g,i

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

1,621,254‌

Series

-

2023

1

(Class

A15B)

262,244

JPMBB

Commercial

Mortgage

Securities

Trust

3

.657

09/15/47

257,176‌

Series

-

2014

C23

(Class

ASB)

1,688,355

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.629

09/15/47

1,590,394‌

Series

-

2014

C23

(Class

B)

1,550,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.629

09/15/47

1,441,820‌

Series

-

2014

C23

(Class

C)

5,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3

.634

02/15/48

4,699,016‌

Series

-

2015

C27

(Class

AS)

3,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

3,261,536‌

Series

-

2015

C31

(Class

AS)

6,000,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.776

08/15/48

4,942,145‌

Series

-

2015

C31

(Class

B)

2,500,000

g,i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.359

03/17/49

2,026,221‌

Series

-

2016

C1

(Class

D1)

5,000,000

JPMDB

Commercial

Mortgage

Securities

Trust

2

.536

05/13/53

3,952,269‌

Series

-

2020

COR7

(Class

AS)

10,000,000

g

Liberty

Street

Trust

3

.597

02/10/36

8,968,269‌

Series

-

2016

225L

(Class

A)

297,664

Master

Alternative

Loan

Trust

7

.000

01/25/34

308,805‌

Series

-

2004

1

(Class

3A1)

896,941

g

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.384

12/15/46

798,531‌

Series

-

2014

C19

(Class

LNC2)

3,682,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

3,415,003‌

Series

-

2014

C19

(Class

B)

132,584

i

Morgan

Stanley

Capital

I

Trust

6

.282

12/12/49

56,233‌

Series

-

2007

IQ16

(Class

AJFX)

300,000

Morgan

Stanley

Capital

I

Trust

3

.587

12/15/50

274,304‌

Series

-

2017

HR2

(Class

A4)

2,150,000

i

Morgan

Stanley

Capital

I

Trust

4

.429

07/15/51

1,976,246‌

Series

-

2018

H3

(Class

AS)

1,009,228

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

07/25/51

865,936‌

Series

-

2021

4

(Class

A4)

3,458,328

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

2,680,703‌

Series

-

2021

5

(Class

A9)

3,108,104

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,667,393‌

Series

-

2021

6

(Class

A4)

2,791,481

g,i

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,163,800‌

Series

-

2021

6

(Class

A9)

1,500,000

g

MRCD

Mortgage

Trust

2

.718

12/15/36

1,290,668‌

Series

-

2019

PARK

(Class

E)

11,100,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5

.915

07/15/36

10,454,503‌

Series

-

2019

MILE

(Class

A)

3,000,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

3.579%

8

.726

07/15/36

2,478,088‌

Series

-

2019

MILE

(Class

E)

4,500,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

4.329%

9

.476

07/15/36

3,308,606‌

Series

-

2019

MILE

(Class

F)

410,065

g,i

New

Residential

Mortgage

Loan

Trust

2

.797

09/25/59

371,240‌

Series

-

2019

NQM4

(Class

A3)

425,000

g,i

New

Residential

Mortgage

Loan

Trust

2

.986

09/25/59

337,015‌

Series

-

2019

NQM4

(Class

M1)

97,874

i

New

York

Mortgage

Trust

LIBOR

1

M

+

0.480%

5

.630

02/25/36

95,864‌

Series

-

2005

3

(Class

A1)

Core

Plus

Bond

Fund

June

30,

2023

260

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

650,000

g,i

NLT

Trust

2

.569

%

08/25/56

$

423,342‌

Series

-

2021

INV2

(Class

M1)

5,137,307

g,i

OBX

Trust

2

.500

07/25/51

3,982,154‌

Series

-

2021

J2

(Class

A19)

3,951,866

g,i

OBX

Trust

4

.000

10/25/52

3,428,932‌

Series

-

2022

INV5

(Class

A13)

353,336

g,i

OBX

Trust

LIBOR

1

M

+

0.650%

5

.800

06/25/57

335,156‌

Series

-

2018

1

(Class

A2)

1,568,158

g,i

Oceanview

Mortgage

Trust

2

.500

05/25/51

1,217,501‌

Series

-

2021

1

(Class

A19)

1,091,861

g,i

Oceanview

Mortgage

Trust

4

.500

11/25/52

1,005,159‌

Series

-

2022

1

(Class

A1)

5,700,000

g

One

Bryant

Park

Trust

2

.516

09/15/54

4,641,702‌

Series

-

2019

OBP

(Class

A)

2,700,000

g,i

Onslow

Bay

Mortgage

Loan

Trust

2

.451

05/25/61

1,417,811‌

Series

-

2021

NQM2

(Class

M1)

6,471,151

g,i

RCKT

Mortgage

Trust

2

.500

02/25/52

5,038,475‌

Series

-

2022

2

(Class

A22)

1,420,165

g,i

RCKT

Mortgage

Trust

3

.500

06/25/52

1,193,779‌

Series

-

2022

4

(Class

A22)

157,615

g,i

Sequoia

Mortgage

Trust

3

.500

05/25/45

141,325‌

Series

-

2015

2

(Class

A1)

201,740

g,i

Sequoia

Mortgage

Trust

3

.500

06/25/46

179,321‌

Series

-

2016

1

(Class

A19)

591,785

g,i

Sequoia

Mortgage

Trust

3

.500

02/25/47

523,834‌

Series

-

2017

2

(Class

A19)

1,156,262

g,i

Sequoia

Mortgage

Trust

3

.726

09/25/47

1,045,829‌

Series

-

2017

6

(Class

B1)

218,816

g,i

Sequoia

Mortgage

Trust

3

.500

03/25/48

193,888‌

Series

-

2018

3

(Class

A1)

20,611

g,i

Sequoia

Mortgage

Trust

4

.000

09/25/48

18,977‌

Series

-

2018

7

(Class

A19)

109,838

g,i

Sequoia

Mortgage

Trust

4

.000

06/25/49

100,618‌

Series

-

2019

2

(Class

A19)

648,103

g,i

Sequoia

Mortgage

Trust

3

.500

12/25/49

574,052‌

Series

-

2019

5

(Class

A19)

1,817,994

g,i

Sequoia

Mortgage

Trust

3

.000

04/25/50

1,510,661‌

Series

-

2020

3

(Class

A19)

2,475,048

g,i

Sequoia

Mortgage

Trust

2

.500

06/25/51

1,921,601‌

Series

-

2021

4

(Class

A19)

269,699

g,i

Shellpoint

Co-Originator

Trust

3

.500

10/25/47

237,432‌

Series

-

2017

2

(Class

A1)

10,300,000

g

SLG

Office

Trust

2

.851

07/15/41

7,352,725‌

Series

-

2021

OVA

(Class

E)

2,319,312

g,i

SMR

Mortgage

Trust

SOFR

1

M

+

2.400%

7

.547

02/15/39

2,214,302‌

Series

-

2022

IND

(Class

B)

3,500,000

g,i

Spruce

Hill

Mortgage

Loan

Trust

3

.827

01/28/50

3,021,709‌

Series

-

2020

SH1

(Class

B1)

12,859

g,i

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

3

.783

02/25/48

11,916‌

Series

-

2018

SPI1

(Class

M2)

226,398

g,i

STACR

3

.833

05/25/48

215,139‌

Series

-

2018

SPI2

(Class

M2)

219,003

g,i

STACR

3

.833

05/25/48

209,652‌

Series

-

2018

SPI2

(Class

M2B)

428,001

g,i

UBS-Barclays

Commercial

Mortgage

Trust

3

.649

03/10/46

392,561‌

Series

-

2013

C5

(Class

B)

930,000

g,i

Verus

Securitization

Trust

3

.207

11/25/59

811,755‌

Series

-

2019

4

(Class

M1)

437,595

g

Verus

Securitization

Trust

1

.733

05/25/65

395,991‌

Series

-

2020

5

(Class

A3)

261

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

242,684

g

Verus

Securitization

Trust

2

.321

%

05/25/65

$

224,562‌

Series

-

2020

4

(Class

A3)

2,760,566

g,i

Verus

Securitization

Trust

2

.240

10/25/66

2,253,396‌

Series

-

2021

7

(Class

A3)

13,031,000

g,i

Verus

Securitization

Trust

3

.288

11/25/66

9,099,300‌

Series

-

2021

8

(Class

M1)

1,700,000

g,i

VNDO

Trust

4

.033

01/10/35

1,347,228‌

Series

-

2016

350P

(Class

E)

572,182

g

VSE

VOI

Mortgage

LLC

4

.020

02/20/36

546,815‌

Series

-

2018

A

(Class

C)

7,628

i

Washington

Mutual

Mortgage

Pass-Through

Certificates

Trust

5

.794

08/25/38

7,319‌

Series

-

2004

RA3

(Class

2A)

2,000,000

i

Wells

Fargo

Commercial

Mortgage

Trust

4

.286

05/15/48

1,650,911‌

Series

-

2015

NXS1

(Class

D)

1,200,000

g

Wells

Fargo

Commercial

Mortgage

Trust

3

.153

09/15/57

991,237‌

Series

-

2015

NXS3

(Class

D)

76,617

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

4

.000

04/25/49

71,696‌

Series

-

2019

2

(Class

A17)

283,494

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

07/25/50

236,754‌

Series

-

2020

4

(Class

A17)

6,740,835

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

06/25/51

5,225,120‌

Series

-

2021

2

(Class

A17)

1,273,246

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

08/25/51

1,030,646‌

Series

-

2021

INV1

(Class

A17)

7,619,819

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.316

08/25/51

6,046,977‌

Series

-

2021

INV1

(Class

B2)

1,285,541

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

2

.500

12/25/51

996,480‌

Series

-

2022

2

(Class

A18)

1,645,429

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.000

03/25/52

1,331,914‌

Series

-

2022

INV1

(Class

A18)

2,850,168

g,i

Wells

Fargo

Mortgage

Backed

Securities

Trust

3

.500

03/25/52

2,395,827‌

Series

-

2022

INV1

(Class

A17)

3,500,000

i

WFRBS

Commercial

Mortgage

Trust

4

.162

12/15/46

3,448,929‌

Series

-

2013

C18

(Class

A5)

5,277,000

WFRBS

Commercial

Mortgage

Trust

3

.607

11/15/47

5,056,581‌

Series

-

2014

C24

(Class

A5)

81,899

g,i

WinWater

Mortgage

Loan

Trust

3

.919

06/20/44

67,989‌

Series

-

2014

1

(Class

B4)

2,662,578

g,i

Woodward

Capital

Management

3

.000

05/25/52

2,155,259‌

Series

-

2022

3

(Class

A21)

TOTAL

OTHER

MORTGAGE

BACKED

564,451,815‌

TOTAL

STRUCTURED

ASSETS

816,170,231‌

(Cost

$931,257,855)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

0.0%

ENERGY

-

0

.0

%

1,538

*,†

Cloud

Peak

Energy,

Inc

16‌

TOTAL

ENERGY

16‌

MATERIALS

-

0

.0

%

415,953

*

Petra

Diamonds

Ltd

355,325‌

TOTAL

MATERIALS

355,325‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

4,815

*

Avaya,

Inc

60,187‌

Core

Plus

Bond

Fund

June

30,

2023

262

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TELECOMMUNICATION

SERVICES—continued

1,010

*,†

Avaya,

Inc

$

9,988‌

TOTAL

TELECOMMUNICATION

SERVICES

70,175‌

TOTAL

COMMON

STOCKS

425,516‌

(Cost

$457,866)

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0

.1

%

34,686

e

Morgan

Stanley

851,194‌

139,125

e

Morgan

Stanley

3,611,685‌

TOTAL

FINANCIAL

SERVICES

4,462,879‌

TOTAL

PREFERRED

STOCKS

4,462,879‌

(Cost

$4,394,529)

TOTAL

LONG-TERM

INVESTMENTS

4,371,572,982‌

(Cost

$4,843,801,780)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

2.3%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

07/26/23

4,984,590‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,984,590‌

REPURCHASE

AGREEMENT

-

0

.6

%

24,860,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

24,860,000‌

TOTAL

REPURCHASE

AGREEMENT

24,860,000‌

TREASURY

DEBT

-

1

.6

%

50,000,000

United

States

Treasury

Bill

0

.000

11/02/23

49,118,359‌

25,000,000

e

United

States

Treasury

Bill

0

.000

02/22/24

24,175,963‌

TOTAL

TREASURY

DEBT

73,294,322‌

TOTAL

SHORT-TERM

INVESTMENTS

103,138,912‌

(Cost

$103,277,031)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.5%

68,440,875

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

68,440,875‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

68,440,875‌

(Cost

$68,440,875)

TOTAL

INVESTMENTS

-

100.9%

4,543,152,769‌

(Cost

$5,015,519,686)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(

40,455,430‌

)

NET

ASSETS

-

100.0%

$

4,502,697,339‌

263

See

Notes

to

Portfolios

of

Investments

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

AVG

Average

CME

Chicago

Mercantile

Exchange

CNY

Chinese

Yuan

D

Day

DOP

Dominican

Republic

Peso

EUR

Euro

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secure

Overnight

Financing

Rate

THB

Thai

Baht

UGX

Ugandan

Shilling

UZS

Uzbekistani

Som

ZAR

South

African

Rand

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$66,587,721.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

j

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

collateral

requirements

on

mortgage

dollar

rolls.

o

Payment

in

Kind

Bond

q

In

default

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$24,860,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

0.500%–3.250%

and

maturity

date

6/30/27,

valued

at

$25,357,209.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

2,188,207

EUR

1,986,217

Citibank

N.A.

07/14/23

 $

19,281‌

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

PURCHASED

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS40V1-5Y

5.000%

Credit

event

as

specified

in

contract

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

$

50,000,000‌

$

1,472,906‌

$

1,083,774‌

$

389,132‌

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000%

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

$

60,000,000‌

$

(

1,767,487‌

)

$

(

275,123‌

)

$

(

1,492,365‌

)

Core

Plus

Bond

Fund

June

30,

2023

264

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

55,000,000‌

(

1,620,196‌

)

(

774,795‌

)

(

845,402‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

40,000,000‌

(

1,178,325‌

)

(

431,013‌

)

(

747,312‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

60,000,000‌

(

1,767,487‌

)

(

425,042‌

)

(

1,342,445‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

1,000,000‌

(

29,458‌

)

(

16,422‌

)

(

13,036‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

19,000,000‌

(

559,704‌

)

(

168,670‌

)

(

391,034‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

14,000,000‌

(

412,414‌

)

(

150,799‌

)

(

261,614‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

25,000,000‌

(

736,453‌

)

(

570,289‌

)

(

166,163‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

18,000,000‌

(

530,246‌

)

(

455,704‌

)

(

74,542‌

)

CDX-NAHYS40V1-5Y

Credit

event

as

specified

in

contract

5.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/28

14,000,000‌

(

412,414‌

)

(

197,229‌

)

(

215,185‌

)

Total

$

(

9,014,184‌

)

$

(

3,465,085‌

)

$

(

5,549,099‌

)

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Portfolio

of

Investments

5-15

Year

Laddered

Tax-Exempt

Bond

Fund

June

30,

2023

265

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.1%

LONG-TERM

MUNICIPAL

BONDS

-

97.1%

ALABAMA

-

2

.3

%

$

250,000

Black

Belt

Energy

Gas

District

4

.000

%

12/01/27

$

251,013‌

500,000

City

of

Birmingham

AL

5

.000

12/01/30

548,047‌

630,000

County

of

Mobile

AL

5

.000

02/01/34

701,265‌

2,900,000

Lower

Alabama

Gas

District

4

.000

12/01/50

2,883,883‌

1,000,000

University

of

South

Alabama

5

.000

11/01/31

1,046,038‌

TOTAL

ALABAMA

5,430,246‌

ALASKA

-

0

.2

%

500,000

Alaska

Municipal

Bond

Bank

Authority

5

.000

12/01/31

518,054‌

TOTAL

ALASKA

518,054‌

ARIZONA

-

1

.5

%

2,000,000

Chandler

Industrial

Development

Authority

5

.000

06/01/49

2,015,578‌

150,000

Maricopa

County

Unified

School

District

No

60

Higley

5

.000

06/01/38

163,295‌

190,000

Pinal

County

Electric

District

No

3

5

.000

07/01/33

200,279‌

1,005,000

Salt

River

Project

Agriculture

5

.000

01/01/38

1,077,203‌

TOTAL

ARIZONA

3,456,355‌

ARKANSAS

-

0

.5

%

1,000,000

City

of

Fort

Smith

AR

Water

&

Sewer

Revenue

5

.000

10/01/32

1,082,958‌

TOTAL

ARKANSAS

1,082,958‌

CALIFORNIA

-

2

.9

%

1,090,000

California

County

Tobacco

Securitization

Agency

4

.000

06/01/36

1,102,520‌

365,000

California

Educational

Facilities

Authority

5

.000

12/01/29

387,574‌

1,510,000

California

Health

Facilities

Financing

Authority

5

.000

09/01/33

1,588,009‌

185,000

California

Municipal

Finance

Authority

4

.000

07/15/29

183,186‌

225,000

g

California

Statewide

Communities

Development

Authority

5

.000

12/01/28

230,727‌

1,000,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/36

1,086,433‌

195,000

Long

Beach

Community

College

District

3

.000

08/01/37

174,872‌

415,000

Palmdale

Community

Redevelopment

Agency

5

.000

09/01/31

444,520‌

1,405,000

San

Francisco

City

&

County

Airport

Comm-San

Francisco

International

Airport

5

.000

05/01/31

1,556,914‌

TOTAL

CALIFORNIA

6,754,755‌

COLORADO

-

1

.0

%

590,000

City

&

County

of

Denver

CO

Airport

System

Revenue

5

.000

12/01/31

632,048‌

1,000,000

Colorado

Health

Facilities

Authority

4

.000

11/15/38

1,004,639‌

250,000

Colorado

Health

Facilities

Authority

5

.000

12/01/41

254,420‌

310,000

Denver

Health

&

Hospital

Authority

5

.000

12/01/28

330,098‌

TOTAL

COLORADO

2,221,205‌

CONNECTICUT

-

4

.9

%

1,180,000

Capital

Region

Development

Authority

5

.000

06/15/29

1,273,358‌

765,000

Capital

Region

Development

Authority

5

.000

06/15/33

825,142‌

1,900,000

City

of

Bridgeport

CT

5

.000

06/01/34

2,116,663‌

495,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/27

527,120‌

630,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/29

639,941‌

330,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/30

334,993‌

5-15

Year

Laddered

Tax-Exempt

Bond

Fund

June

30,

2023

266

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

CONNECTICUT—continued

$

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

%

07/01/32

$

372,076‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/33

371,857‌

1,540,000

State

of

Connecticut

3

.000

01/15/36

1,410,771‌

255,000

State

of

Connecticut

5

.000

11/15/38

288,205‌

1,000,000

State

of

Connecticut

Special

Tax

Revenue

5

.000

05/01/34

1,132,721‌

2,000,000

University

of

Connecticut

5

.000

03/15/28

2,096,257‌

TOTAL

CONNECTICUT

11,389,104‌

DISTRICT

OF

COLUMBIA

-

2

.2

%

955,000

District

of

Columbia

5

.000

04/01/27

1,013,544‌

3,800,000

Metropolitan

Washington

Airports

Authority

Aviation

Revenue

5

.000

10/01/32

4,212,362‌

TOTAL

DISTRICT

OF

COLUMBIA

5,225,906‌

FLORIDA

-

5

.4

%

1,000,000

Alachua

County

Health

Facilities

Authority

5

.000

12/01/31

1,074,142‌

250,000

County

of

Broward

FL

Airport

System

Revenue

5

.000

10/01/28

264,277‌

1,500,000

County

of

Miami-Dade

FL

Aviation

Revenue

4

.000

10/01/36

1,531,245‌

3,000,000

Escambia

County

Health

Facilities

Authority

5

.000

08/15/32

3,170,622‌

1,250,000

g

Florida

Development

Finance

Corp

7

.250

07/01/57

1,271,456‌

305,000

Greater

Orlando

Aviation

Authority

5

.000

10/01/26

316,616‌

795,000

Greater

Orlando

Aviation

Authority

5

.000

10/01/26

833,194‌

175,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/31

187,143‌

190,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/33

202,798‌

400,000

Hillsborough

County

Port

District

5

.000

06/01/29

429,303‌

1,000,000

Hillsborough

County

Port

District

5

.000

06/01/33

1,066,387‌

210,000

Miami-Dade

County

Educational

Facilities

Authority

5

.000

04/01/28

225,617‌

255,000

Miami-Dade

County

Health

Facilities

Authority

4

.000

08/01/37

253,628‌

500,000

Pinellas

County

School

Board

4

.000

07/01/36

518,458‌

500,000

School

District

of

Broward

County

5

.000

07/01/31

522,684‌

540,000

Volusia

County

Educational

Facility

Authority

5

.000

10/15/32

575,341‌

TOTAL

FLORIDA

12,442,911‌

GEORGIA

-

3

.0

%

1,000,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/37

981,534‌

1,250,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/38

1,217,610‌

1,000,000

Dahlonega

Downtown

Development

Authority

5

.000

07/01/39

1,043,790‌

1,165,000

Main

Street

Natural

Gas,

Inc

5

.000

06/01/28

1,202,884‌

1,020,000

Main

Street

Natural

Gas,

Inc

4

.000

08/01/49

1,023,063‌

1,500,000

Municipal

Electric

Authority

of

Georgia

5

.000

01/01/62

1,555,463‌

TOTAL

GEORGIA

7,024,344‌

GUAM

-

0

.2

%

200,000

Port

Authority

of

Guam

5

.000

07/01/29

212,008‌

200,000

Port

Authority

of

Guam

5

.000

07/01/30

211,964‌

TOTAL

GUAM

423,972‌

HAWAII

-

0

.4

%

1,000,000

State

of

Hawaii

Airports

System

Revenue

5

.000

07/01/41

1,009,706‌

TOTAL

HAWAII

1,009,706‌

ILLINOIS

-

13

.2

%

1,500,000

Chicago

Board

of

Education

5

.000

12/01/26

1,551,607‌

1,335,000

Chicago

Board

of

Education

4

.000

12/01/27

1,332,594‌

500,000

Chicago

Housing

Authority

5

.000

01/01/33

537,843‌

300,000

Chicago

O'Hare

International

Airport

5

.000

01/01/28

313,139‌

1,000,000

Chicago

O'Hare

International

Airport

5

.000

01/01/32

1,015,893‌

300,000

Chicago

Transit

Authority

5

.000

06/01/28

322,527‌

3,250,000

City

of

Chicago

IL

5

.000

01/01/28

3,439,796‌

1,000,000

City

of

Chicago

IL

4

.000

01/01/35

988,730‌

267

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

ILLINOIS—continued

$

1,000,000

City

of

Chicago

IL

Wastewater

Transmission

Revenue

5

.000

%

01/01/26

$

1,038,092‌

1,250,000

City

of

Chicago

IL,

GO

5

.000

01/01/29

1,336,454‌

150,000

Cook

County

School

District

No

78

Rosemont

5

.000

12/01/31

171,549‌

1,750,000

County

of

Cook

IL

5

.000

11/15/31

1,840,280‌

1,160,000

County

of

Cook

IL

Sales

Tax

Revenue

5

.000

11/15/36

1,257,519‌

2,000,000

Illinois

Finance

Authority

5

.000

10/01/34

2,070,250‌

700,000

Illinois

State

Toll

Highway

Authority

4

.000

01/01/42

695,089‌

630,000

Illinois

State

Toll

Highway

Authority

4

.000

01/01/46

605,741‌

305,000

Metropolitan

Pier

&

Exposition

Authority

4

.000

06/15/52

274,656‌

2,000,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5

.000

12/01/30

2,124,043‌

1,500,000

Sales

Tax

Securitization

Corp

5

.000

01/01/30

1,607,897‌

2,500,000

Sales

Tax

Securitization

Corp

5

.000

01/01/31

2,744,250‌

2,000,000

State

of

Illinois

5

.000

06/01/28

2,082,709‌

1,500,000

State

of

Illinois

5

.000

03/01/37

1,609,409‌

250,000

Village

of

Broadview

IL

5

.000

12/01/28

265,849‌

200,000

Village

of

Broadview

IL

5

.000

12/01/29

212,854‌

545,000

Village

of

Broadview

IL

5

.000

12/01/30

580,277‌

745,000

Village

of

Broadview

IL

5

.000

12/01/33

795,397‌

TOTAL

ILLINOIS

30,814,444‌

INDIANA

-

0

.6

%

1,365,000

City

of

Whiting

IN

5

.000

12/01/44

1,405,973‌

TOTAL

INDIANA

1,405,973‌

KENTUCKY

-

1

.1

%

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/34

1,297,605‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/35

1,296,059‌

TOTAL

KENTUCKY

2,593,664‌

LOUISIANA

-

1

.4

%

480,000

City

of

New

Orleans

LA

Sewerage

Service

Revenue

4

.000

06/01/36

493,960‌

750,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Authority

5

.000

10/01/27

796,905‌

500,000

New

Orleans

Aviation

Board

5

.000

10/01/33

543,636‌

1,250,000

St.

Tammany

Parish

Hospital

Service

District

No

5

.000

07/01/33

1,343,104‌

TOTAL

LOUISIANA

3,177,605‌

MARYLAND

-

0

.9

%

2,000,000

County

of

Baltimore

MD

4

.000

01/01/29

1,994,986‌

TOTAL

MARYLAND

1,994,986‌

MASSACHUSETTS

-

0

.2

%

500,000

Massachusetts

Development

Finance

Agency

5

.000

12/01/29

532,373‌

TOTAL

MASSACHUSETTS

532,373‌

MICHIGAN

-

2

.6

%

500,000

Charlotte

Public

School

District

4

.000

05/01/36

522,677‌

2,000,000

Michigan

Finance

Authority

5

.000

11/15/28

2,088,538‌

1,000,000

Michigan

Finance

Authority

5

.000

12/01/36

1,084,854‌

1,750,000

State

of

Michigan

Trunk

Line

Revenue

5

.000

11/15/30

2,025,265‌

385,000

Wayne

County

Airport

Authority

5

.000

12/01/29

422,435‌

TOTAL

MICHIGAN

6,143,769‌

MINNESOTA

-

0

.7

%

1,055,000

City

of

Minneapolis

MN

5

.000

11/15/33

1,124,083‌

70,000

Duluth

Economic

Development

Authority

5

.000

02/15/33

73,976‌

400,000

Hawley

Independent

School

District

No

150

5

.000

02/01/38

437,248‌

TOTAL

MINNESOTA

1,635,307‌

MISSISSIPPI

-

2

.1

%

1,045,000

Mississippi

Development

Bank

5

.000

03/01/26

1,086,594‌

5-15

Year

Laddered

Tax-Exempt

Bond

Fund

June

30,

2023

268

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

MISSISSIPPI—continued

$

1,000,000

Mississippi

Development

Bank

5

.000

%

03/01/35

$

1,040,322‌

2,485,000

State

of

Mississippi

5

.000

10/15/33

2,665,631‌

TOTAL

MISSISSIPPI

4,792,547‌

MISSOURI

-

2

.4

%

2,500,000

City

of

Kansas

City

MO

Sanitary

Sewer

System

Revenue

3

.000

01/01/37

2,269,919‌

900,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

5

.000

02/15/28

963,280‌

425,000

Missouri

Joint

Municipal

Electric

Utility

Commission

5

.250

12/01/38

467,820‌

1,745,000

St.

Louis

Municipal

Finance

Corp

5

.000

02/15/26

1,808,696‌

TOTAL

MISSOURI

5,509,715‌

NEVADA

-

0

.4

%

1,000,000

Las

Vegas

Redevelopment

Agency

5

.000

06/15/26

1,030,670‌

TOTAL

NEVADA

1,030,670‌

NEW

JERSEY

-

7

.7

%

350,000

Gloucester

County

Improvement

Authority

5

.000

07/01/34

391,418‌

1,000,000

New

Jersey

Economic

Development

Authority

5

.000

06/15/27

1,064,755‌

2,500,000

New

Jersey

Economic

Development

Authority

5

.000

11/01/35

2,704,721‌

1,000,000

New

Jersey

Educational

Facilities

Authority

5

.000

07/01/27

1,050,269‌

1,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/29

1,047,186‌

765,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

12/15/33

826,644‌

1,120,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/34

1,157,640‌

3,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/34

3,241,126‌

1,000,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/36

1,012,723‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/38

2,718,307‌

1,025,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/39

1,011,151‌

500,000

South

Jersey

Port

Corp

5

.000

01/01/48

503,448‌

1,300,000

Toms

River

Board

of

Education

3

.000

07/15/38

1,120,758‌

TOTAL

NEW

JERSEY

17,850,146‌

NEW

YORK

-

6

.3

%

1,000,000

Brooklyn

Arena

Local

Development

Corp

5

.000

07/15/26

1,029,964‌

10,000

Metropolitan

Transportation

Authority

4

.000

11/15/34

10,004‌

1,250,000

Metropolitan

Transportation

Authority

5

.000

11/15/50

1,295,434‌

160,000

New

York

City

Industrial

Development

Agency

3

.000

01/01/46

123,081‌

1,750,000

New

York

State

Dormitory

Authority

5

.000

07/01/33

1,840,891‌

125,000

New

York

State

Dormitory

Authority

5

.000

07/01/38

139,086‌

1,000,000

New

York

State

Urban

Development

Corp

5

.000

03/15/35

1,135,265‌

305,000

New

York

State

Urban

Development

Corp

5

.000

03/15/38

328,702‌

375,000

New

York

Transportation

Development

Corp

5

.000

07/01/30

377,923‌

1,080,000

New

York

Transportation

Development

Corp

4

.000

10/01/30

1,078,652‌

715,000

New

York

Transportation

Development

Corp

5

.000

01/01/36

738,175‌

635,000

New

York

Transportation

Development

Corp

5

.000

12/01/36

666,600‌

505,000

New

York

Transportation

Development

Corp

5

.000

12/01/36

543,435‌

1,500,000

Port

Authority

of

New

York

&

New

Jersey

5

.000

07/15/31

1,647,653‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

4

.000

11/01/34

1,039,879‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5

.000

11/01/35

1,073,100‌

1,625,000

Port

Authority

of

New

York

&

New

Jersey

4

.000

07/15/36

1,662,852‌

TOTAL

NEW

YORK

14,730,696‌

NORTH

CAROLINA

-

0

.7

%

1,000,000

North

Carolina

Capital

Facilities

Finance

Agency

5

.000

05/01/31

1,112,478‌

210,000

North

Carolina

Medical

Care

Commission

4

.000

02/01/36

214,346‌

255,000

North

Carolina

Medical

Care

Commission

3

.000

07/01/36

235,802‌

TOTAL

NORTH

CAROLINA

1,562,626‌

NORTH

DAKOTA

-

0

.4

%

1,000,000

North

Dakota

Housing

Finance

Agency

2

.400

01/01/26

969,567‌

TOTAL

NORTH

DAKOTA

969,567‌

269

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

OHIO

-

2

.3

%

$

1,000,000

American

Municipal

Power,

Inc

5

.000

%

02/15/34

$

1,093,605‌

240,000

City

of

Toledo

OH

4

.000

12/01/29

249,767‌

250,000

City

of

Toledo

OH

4

.000

12/01/30

260,433‌

200,000

City

of

Toledo

OH

4

.000

12/01/31

207,994‌

1,500,000

County

of

Miami

OH

5

.000

08/01/32

1,610,143‌

725,000

County

of

Montgomery

OH

5

.000

08/01/36

775,469‌

300,000

Lebanon

City

School

District

3

.000

12/01/36

275,944‌

700,000

Miami

University

5

.000

09/01/28

772,685‌

175,000

State

of

Ohio

5

.000

01/15/35

189,228‌

TOTAL

OHIO

5,435,268‌

OKLAHOMA

-

0

.3

%

750,000

Oklahoma

Development

Finance

Authority

5

.000

08/15/28

743,847‌

TOTAL

OKLAHOMA

743,847‌

OREGON

-

0

.5

%

3,000,000

g,q

Oregon

State

Business

Development

Commission

6

.500

04/01/31

15,000‌

1,000,000

q

Oregon

State

Business

Development

Commission

11

.500

04/01/31

10‌

625,000

g

Oregon

State

Business

Development

Commission

9

.000

04/01/37

3,125‌

1,000,000

Tri-County

Metropolitan

Transportation

District

of

Oregon

5

.000

10/01/28

1,087,873‌

TOTAL

OREGON

1,106,008‌

PENNSYLVANIA

-

2

.4

%

1,100,000

Allegheny

County

Higher

Education

Building

Authority

5

.000

03/01/29

1,148,794‌

670,000

Lancaster

County

Career

&

Technology

Center

Authority

4

.000

02/01/30

698,385‌

500,000

Pennsylvania

Economic

Development

Financing

Authority

5

.000

10/15/34

559,953‌

1,500,000

School

District

of

the

City

of

Erie

5

.000

04/01/28

1,621,126‌

500,000

South

Wayne

County

Water

and

Sewer

Authority

4

.000

02/15/37

511,084‌

915,000

Township

of

Northampton

PA

4

.000

05/15/33

934,053‌

TOTAL

PENNSYLVANIA

5,473,395‌

RHODE

ISLAND

-

0

.4

%

825,000

Rhode

Island

Commerce

Corp

5

.000

06/15/27

882,526‌

TOTAL

RHODE

ISLAND

882,526‌

SOUTH

CAROLINA

-

2

.2

%

2,000,000

Center

for

Arts

&

Health

Sciences

Public

Facilities

Corp

4

.000

10/01/37

2,031,862‌

265,000

City

of

Rock

Hill

SC

Combined

Utility

System

Revenue

5

.000

01/01/27

280,569‌

170,000

City

of

Rock

Hill

SC

Combined

Utility

System

Revenue

5

.000

01/01/28

183,427‌

265,000

City

of

Rock

Hill

SC

Combined

Utility

System

Revenue

5

.000

01/01/29

289,795‌

500,000

South

Carolina

Public

Service

Authority

4

.000

12/01/37

498,664‌

890,000

South

Carolina

Public

Service

Authority

4

.000

12/01/40

871,673‌

1,000,000

Spartanburg

Regional

Health

Services

District

4

.000

04/15/37

976,330‌

TOTAL

SOUTH

CAROLINA

5,132,320‌

TENNESSEE

-

3

.3

%

180,000

Metropolitan

Government

Nashville

&

Davidson

County

Health

&

Educational

Facs

Bd

4

.000

05/01/37

180,313‌

1,000,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/33

1,035,888‌

1,140,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/38

1,155,642‌

2,305,000

Metropolitan

Nashville

Airport

Authority

5

.000

07/01/35

2,482,241‌

755,000

Tennessee

Energy

Acquisition

Corp

4

.000

11/01/49

751,054‌

2,000,000

Tennessee

Energy

Acquisition

Corp

5

.000

05/01/53

2,069,959‌

TOTAL

TENNESSEE

7,675,097‌

TEXAS

-

13

.1

%

350,000

Atascosa

County

Industrial

Development

Corp

5

.000

12/15/28

383,738‌

350,000

Atascosa

County

Industrial

Development

Corp

5

.000

12/15/29

389,113‌

5-15

Year

Laddered

Tax-Exempt

Bond

Fund

June

30,

2023

270

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

TEXAS—continued

$

400,000

Atascosa

County

Industrial

Development

Corp

5

.000

%

12/15/30

$

449,765‌

1,105,000

Canyon

Independent

School

District

4

.000

02/15/38

1,110,720‌

1,100,000

Central

Texas

Regional

Mobility

Authority

5

.000

01/01/27

1,157,939‌

1,210,000

Central

Texas

Regional

Mobility

Authority

5

.000

01/01/29

1,297,187‌

750,000

Central

Texas

Regional

Mobility

Authority

4

.000

01/01/36

766,203‌

900,000

City

of

Austin

TX

Airport

System

Revenue

5

.000

11/15/39

904,337‌

1,000,000

City

of

El

Paso

TX

4

.000

08/15/35

1,032,662‌

2,000,000

City

of

El

Paso

TX

Airport

Revenue

5

.000

08/15/28

2,134,052‌

1,970,000

City

of

Houston

TX

5

.000

03/01/32

2,114,312‌

3,000,000

City

of

Houston

TX

Combined

Utility

System

Revenue

5

.000

11/15/29

3,379,025‌

2,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.000

02/01/46

2,145,831‌

1,000,000

Conroe

Independent

School

District

2

.500

02/15/37

833,802‌

500,000

County

of

Galveston

TX

4

.000

02/01/38

502,200‌

985,000

County

of

Nueces

TX

5

.000

02/15/34

1,035,219‌

1,225,000

El

Paso

County

Community

College

District

5

.000

04/01/38

1,274,929‌

1,125,000

Fort

Worth

Independent

School

District

5

.000

02/15/35

1,322,663‌

150,000

Harris

County

Toll

Road

Authority

4

.000

08/15/36

155,301‌

1,000,000

North

Texas

Tollway

Authority

5

.000

01/01/30

1,083,662‌

420,000

Port

Freeport

TX

5

.000

06/01/28

443,358‌

825,000

Port

Freeport

TX

5

.000

06/01/29

862,633‌

865,000

Port

Freeport

TX

5

.000

06/01/30

903,240‌

935,000

Port

Freeport

TX

5

.000

06/01/32

972,948‌

1,385,000

Texas

Municipal

Power

Agency

3

.000

09/01/40

1,171,153‌

2,500,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

5

.000

12/31/35

2,625,109‌

TOTAL

TEXAS

30,451,101‌

UTAH

-

1

.1

%

475,000

Salt

Lake

City

Corp

Airport

Revenue

5

.000

07/01/31

506,640‌

1,000,000

Salt

Lake

City

Corp

Airport

Revenue

5

.000

07/01/32

1,065,790‌

1,000,000

Salt

Lake

City

Corp

Airport

Revenue

5

.000

07/01/33

1,065,026‌

TOTAL

UTAH

2,637,456‌

VIRGIN

ISLANDS

-

2

.0

%

2,000,000

g

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/25

2,010,916‌

2,500,000

g

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/33

2,547,204‌

TOTAL

VIRGIN

ISLANDS

4,558,120‌

VIRGINIA

-

1

.0

%

2,000,000

Virginia

Small

Business

Financing

Authority

4

.000

01/01/36

1,970,344‌

400,000

Virginia

Small

Business

Financing

Authority

5

.000

12/31/47

410,826‌

TOTAL

VIRGINIA

2,381,170‌

WASHINGTON

-

1

.5

%

1,000,000

Pend

Oreille

County

Public

Utility

District

No  Box

Canyon

5

.000

01/01/29

1,052,832‌

1,000,000

Pierce

County

School

District

No

403

Bethel

4

.000

12/01/37

1,026,984‌

1,500,000

Washington

Health

Care

Facilities

Authority

4

.000

10/01/42

1,505,985‌

TOTAL

WASHINGTON

3,585,801‌

WEST

VIRGINIA

-

0

.9

%

750,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/29

783,199‌

1,215,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/30

1,260,744‌

TOTAL

WEST

VIRGINIA

2,043,943‌

WISCONSIN

-

0

.9

%

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/33

1,024,048‌

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/34

1,019,076‌

TOTAL

WISCONSIN

2,043,124‌

TOTAL

LONG-TERM

MUNICIPAL

BONDS

225,872,780‌

(Cost

$241,942,873)

TOTAL

LONG-TERM

INVESTMENTS

225,872,780‌

271

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

WISCONSIN—continued

(Cost

$241,942,873)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

1.8%

REPURCHASE

AGREEMENT

-

1

.8

%

$

4,085,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

%

07/03/23

$

4,085,000‌

TOTAL

REPURCHASE

AGREEMENT

4,085,000‌

TOTAL

SHORT-TERM

INVESTMENTS

4,085,000‌

(Cost

$4,085,000)

TOTAL

INVESTMENTS

-

98.9%

229,957,780‌

(Cost

$246,027,873)

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.1%

2,597,696‌

NET

ASSETS

-

100.0%

$

232,555,476‌

GO

General

Obligation

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

q

In

default

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$4,085,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.750%

and

maturity

date

7/31/27,

valued

at

$4,166,761.

Green

Bond

Fund

June

30,

2023

Portfolio

of

Investments

272

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.4%

BANK

LOAN

OBLIGATIONS

-

1.3%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.3

%

$

491,250

i

LTR

Intermediate

Holdings,

Inc

LIBOR

4

M

+

4.500%

9

.654

%

05/05/28

$

438,851‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

438,851‌

UTILITIES

-

1

.0

%

434,973

i

Exgen

Renewables

IV

LLC

SOFR

4

M

+

2.500%

8

.025

12/15/27

432,935‌

992,500

i

TerraForm

Power

Operating

LLC

SOFR

3

M

+

2.750%

7

.430

05/30/29

983,816‌

TOTAL

UTILITIES

1,416,751‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,855,602‌

(Cost

$1,900,309)

CORPORATE

BONDS

-

53

.6

%

AUTOMOBILES

&

COMPONENTS

-

1

.4

%

1,250,000

Ford

Motor

Co

3

.250

02/12/32

983,355‌

775,000

General

Motors

Co

5

.400

10/15/29

755,666‌

225,000

g

ZF

North

America

Capital,

Inc

6

.875

04/14/28

227,854‌

TOTAL

AUTOMOBILES

&

COMPONENTS

1,966,875‌

BANKS

-

6

.2

%

1,200,000

g

ABN

AMRO

Bank

NV

2

.470

12/13/29

1,004,478‌

250,000

g

Bank

Hapoalim

BM

3

.255

01/21/32

213,913‌

1,000,000

Bank

of

America

Corp

0

.981

09/25/25

939,520‌

1,000,000

Bank

of

America

Corp

2

.456

10/22/25

954,802‌

250,000

Citigroup,

Inc

0

.776

10/30/24

245,585‌

1,000,000

g

ING

Groep

NV

1

.400

07/01/26

910,467‌

2,000,000

JPMorgan

Chase

&

Co

0

.768

08/09/25

1,883,669‌

1,800,000

National

Bank

of

Canada

0

.550

11/15/24

1,762,373‌

1,000,000

Wells

Fargo

&

Co

4

.540

08/15/26

977,091‌

TOTAL

BANKS

8,891,898‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

250,000

Whirlpool

Corp

2

.400

05/15/31

202,791‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

202,791‌

CONSUMER

SERVICES

-

2

.4

%

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/29

982,018‌

1,250,000

Conservation

Fund

3

.474

12/15/29

1,081,855‌

750,000

Family

Forest

Impact

Foundation

LLC

5

.500

07/01/32

773,757‌

260,000

i

Nature

Conservancy

LIBOR

3

M

+

1.080%

6

.379

02/01/24

260,565‌

500,000

Nature

Conservancy

1

.511

07/01/29

392,140‌

TOTAL

CONSUMER

SERVICES

3,490,335‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.5

%

1,000,000

SYSCO

Corp

2

.400

02/15/30

851,720‌

1,575,000

Walmart,

Inc

1

.800

09/22/31

1,307,705‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

2,159,425‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.2

%

250,000

g

HAT

Holdings

I

LLC

6

.000

04/15/25

246,702‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

246,702‌

273

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.8

%

$

406,000

ERP

Operating

LP

4

.150

%

12/01/28

$

385,752‌

1,300,000

Federal

Realty

Investment

Trust

1

.250

02/15/26

1,160,650‌

250,000

g

HAT

Holdings

I

LLC

3

.375

06/15/26

224,061‌

1,000,000

Host

Hotels

&

Resorts

LP

2

.900

12/15/31

786,160‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2,556,623‌

FINANCIAL

SERVICES

-

4

.2

%

2,000,000

g

Cooperatieve

Rabobank

UA

1

.004

09/24/26

1,786,507‌

1,000,000

Goldman

Sachs

Group,

Inc

4

.387

06/15/27

972,465‌

1,000,000

Mastercard,

Inc

1

.900

03/15/31

831,150‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

926,880‌

285,000

g

Starwood

Property

Trust,

Inc

4

.375

01/15/27

245,456‌

1,000,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

855,493‌

500,000

g

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

454,297‌

TOTAL

FINANCIAL

SERVICES

6,072,248‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.5

%

250,000

g

Mars,

Inc

4

.650

04/20/31

248,244‌

250,000

g

NBM

US

Holdings,

Inc

6

.625

08/06/29

228,916‌

1,000,000

PepsiCo,

Inc

3

.900

07/18/32

961,395‌

1,000,000

PepsiCo,

Inc

2

.875

10/15/49

750,997‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,189,552‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.6

%

1,000,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

734,580‌

250,000

Stanford

Health

Care

3

.027

08/15/51

173,701‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

908,281‌

INSURANCE

-

1

.9

%

1,000,000

Aflac,

Inc

1

.125

03/15/26

894,989‌

1,000,000

g

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

1,000,240‌

1,000,000

g

USAA

Capital

Corp

2

.125

05/01/30

831,754‌

TOTAL

INSURANCE

2,726,983‌

MATERIALS

-

3

.9

%

750,000

Air

Products

&

Chemicals,

Inc

4

.800

03/03/33

756,744‌

625,000

g

Cemex

SAB

de

C.V.

9

.125

N/A‡

632,967‌

1,000,000

g

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

952,996‌

1,060,000

g

Inversiones

CMPC

S.A.

6

.125

06/23/33

1,066,833‌

570,000

g

LG

Chem

Ltd

4

.375

07/14/25

552,871‌

500,000

g

LG

Chem

Ltd

3

.625

04/15/29

466,381‌

290,000

g

Owens-Brockway

Glass

Container,

Inc

7

.250

05/15/31

293,625‌

1,000,000

Sonoco

Products

Co

2

.250

02/01/27

893,477‌

TOTAL

MATERIALS

5,615,894‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.6

%

1,000,000

Pfizer,

Inc

2

.625

04/01/30

888,937‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

888,937‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

1

.3

%

1,000,000

Intel

Corp

4

.150

08/05/32

950,213‌

1,000,000

NXP

BV

3

.400

05/01/30

884,768‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,834,981‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1

.1

%

1,600,000

Apple,

Inc

3

.000

06/20/27

1,515,073‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,515,073‌

TELECOMMUNICATION

SERVICES

-

1

.9

%

1,500,000

Verizon

Communications,

Inc

1

.500

09/18/30

1,185,451‌

1,000,000

Verizon

Communications,

Inc

2

.850

09/03/41

711,225‌

Green

Bond

Fund

June

30,

2023

274

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

1,000,000

Verizon

Communications,

Inc

3

.875

%

03/01/52

$

788,266‌

TOTAL

TELECOMMUNICATION

SERVICES

2,684,942‌

TRANSPORTATION

-

0

.2

%

250,000

e

Norfolk

Southern

Corp

2

.300

05/15/31

207,677‌

TOTAL

TRANSPORTATION

207,677‌

UTILITIES

-

22

.8

%

527,000

Ameren

Illinois

Co

2

.900

06/15/51

354,500‌

270,000

g

Atlantica

Sustainable

Infrastructure

plc

4

.125

06/15/28

240,545‌

1,000,000

Avangrid,

Inc

3

.150

12/01/24

959,126‌

215,000

g

Consorcio

Transmantaro

SA

4

.700

04/16/34

199,095‌

2,000,000

DTE

Electric

Co

1

.900

04/01/28

1,749,763‌

1,000,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

849,932‌

1,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

863,349‌

600,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

411,034‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

916,844‌

1,000,000

Duke

Energy

Progress

LLC

4

.000

04/01/52

809,591‌

250,000

g

Electricite

de

France

S.A.

3

.625

10/13/25

240,131‌

250,000

Evergy,

Inc

2

.550

07/01/26

231,508‌

1,000,000

Georgia

Power

Co

3

.250

04/01/26

948,089‌

274,650

g

India

Cleantech

Energy

4

.700

08/10/26

239,742‌

1,650,000

Interstate

Power

&

Light

Co

3

.600

04/01/29

1,504,852‌

625,000

g

Korea

East-West

Power

Co

Ltd

3

.600

05/06/25

601,097‌

550,000

g

Korea

Hydro

&

Nuclear

Power

Co

Ltd

3

.750

07/25/23

549,301‌

1,000,000

g

Liberty

Utilities

Finance

GP

2

.050

09/15/30

776,912‌

1,000,000

MidAmerican

Energy

Co

3

.100

05/01/27

934,049‌

500,000

MidAmerican

Energy

Co

2

.700

08/01/52

315,917‌

1,075,000

g

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

839,391‌

1,000,000

g

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

799,034‌

500,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

332,991‌

1,000,000

PacifiCorp

2

.900

06/15/52

623,150‌

529,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

501,969‌

1,000,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

705,759‌

1,000,000

Public

Service

Co

of

Oklahoma

2

.200

08/15/31

807,997‌

1,000,000

Public

Service

Electric

and

Gas

Co

3

.100

03/15/32

873,936‌

250,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

245,269‌

1,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

676,614‌

1,000,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

810,792‌

960,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

702,806‌

250,000

g

Sociedad

de

Transmision

Austral

S.A.

4

.000

01/27/32

213,930‌

1,000,000

Southern

California

Edison

Co

2

.750

02/01/32

836,321‌

1,162,000

Southern

California

Edison

Co

3

.650

06/01/51

861,769‌

1,500,000

Southern

Power

Co

4

.150

12/01/25

1,463,345‌

1,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

670,674‌

1,000,000

Southwestern

Public

Service

Co

3

.150

05/01/50

695,933‌

202,700

g

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

198,449‌

973,580

g

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

783,195‌

316,851

g

Topaz

Solar

Farms

LLC

4

.875

09/30/39

289,919‌

982,741

g

Topaz

Solar

Farms

LLC

5

.750

09/30/39

963,632‌

181,512

g

UEP

Penonome

II

S.A.

6

.500

10/01/38

136,067‌

1,000,000

Union

Electric

Co

2

.150

03/15/32

800,324‌

500,000

Union

Electric

Co

2

.625

03/15/51

320,035‌

1,075,000

Union

Electric

Co

3

.900

04/01/52

876,683‌

1,050,000

g

Vistra

Corp

7

.000

N/A‡

916,125‌

1,000,000

Wisconsin

Power

and

Light

Co

3

.950

09/01/32

922,829‌

TOTAL

UTILITIES

32,564,315‌

TOTAL

CORPORATE

BONDS

76,723,532‌

(Cost

$83,835,773)

275

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GOVERNMENT

BONDS

-

24

.0

%

AGENCY

SECURITIES

-

2

.3

%

$

1,000,000

g

GPS

Blue

Financing

DAC

5

.645

%

11/09/41

$

1,034,790‌

187,367

Overseas

Private

Investment

Corp

(OPIC)

1

.790

10/15/29

167,315‌

187,367

OPIC

2

.360

10/15/29

170,575‌

1,506,659

OPIC

3

.430

06/01/33

1,394,810‌

250,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

220,074‌

187,367

United

States

International

Development

Finance

Corp

1

.050

10/15/29

163,081‌

237,590

United

States

International

Development

Finance

Corp

1

.630

07/15/38

188,715‌

TOTAL

AGENCY

SECURITIES

3,339,360‌

FOREIGN

GOVERNMENT

BONDS

-

12

.0

%

300,000

g

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

269,302‌

579,000

Asian

Development

Bank

1

.750

08/14/26

532,328‌

750,000

Asian

Development

Bank

3

.125

09/26/28

709,119‌

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

998,121‌

250,000

g

CDP

Financial,

Inc

1

.000

05/26/26

224,221‌

250,000

European

Bank

for

Reconstruction

&

Development

1

.625

09/27/24

238,745‌

1,000,000

g

European

Investment

Bank

2

.876

06/13/25

961,351‌

1,250,000

European

Investment

Bank

0

.625

10/21/27

1,071,343‌

830,000

European

Investment

Bank

3

.250

11/15/27

796,792‌

250,000

European

Investment

Bank

1

.625

10/09/29

216,309‌

2,000,000

European

Investment

Bank

0

.750

09/23/30

1,593,804‌

1,000,000

European

Investment

Bank

3

.750

02/14/33

984,661‌

1,000,000

Hydro-Quebec

8

.050

07/07/24

1,021,365‌

1,000,000

Inter-American

Investment

Corp

2

.625

04/22/25

954,791‌

500,000

International

Bank

for

Reconstruction

&

Development

2

.125

03/03/25

475,260‌

500,000

International

Bank

for

Reconstruction

&

Development

3

.125

11/20/25

481,857‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

897,410‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

489,445‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1

.625

11/03/31

1,668,468‌

500,000

Kreditanstalt

fuer

Wiederaufbau

1

.000

10/01/26

447,227‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

794,466‌

1,000,000

g

OMERS

Finance

Trust

4

.000

04/19/52

830,457‌

450,000

g

OPEC

Fund

for

International

Development

4

.500

01/26/26

441,686‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

17,098,528‌

MORTGAGE

BACKED

-

0

.3

%

250,000

i

Federal

National

Mortgage

Association

(FNMA)

1

.517

11/25/30

202,243‌

250,000

i

FNMA

1

.287

01/25/31

198,755‌

TOTAL

MORTGAGE

BACKED

400,998‌

MUNICIPAL

BONDS

-

7

.7

%

800,000

California

Community

Choice

Financing

Authority

5

.950

08/01/29

813,652‌

180,000

g

California

Municipal

Finance

Authority

6

.375

11/15/48

155,572‌

500,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014

6

.332

09/01/51

517,620‌

300,000

City

of

Cleveland

OH

Income

Tax

Revenue

3

.072

10/01/41

229,650‌

142,958

City

of

Fort

Wayne

IN

10

.750

12/01/29

14‌

600,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4

.242

05/15/48

527,601‌

250,000

City

of

San

Francisco

CA

Public

Utilities

Commission

Water

Revenue

2

.825

11/01/41

196,018‌

250,000

g

County

of

Gallatin

MT

11

.500

09/01/27

260,725‌

500,000

District

of

Columbia

3

.850

02/28/25

483,663‌

1,000,000

g

Florida

Development

Finance

Corp

7

.250

07/01/57

1,017,164‌

1,000,000

Florida

Development

Finance

Corp

7

.500

07/01/57

984,259‌

250,000

Grant

County

Public

Utility

District

No

2

3

.210

01/01/40

202,609‌

235,000

Great

Lakes

Water

Authority

Sewage

Disposal

System

Revenue

3

.056

07/01/39

190,203‌

100,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

85,402‌

315,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.485

07/01/32

262,085‌

Green

Bond

Fund

June

30,

2023

276

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

500,000

Metropolitan

Transportation

Authority

5

.175

%

11/15/49

$

457,257‌

170,000

Morris

County

Improvement

Authority

1

.298

06/15/27

149,362‌

210,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/35

196,377‌

220,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/36

190,193‌

120,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/37

101,555‌

160,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/38

135,990‌

165,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/39

138,308‌

1,840,000

New

York

State

Energy

Research

&

Development

Authority

4

.521

04/01/26

1,787,011‌

230,000

New

York

State

Energy

Research

&

Development

Authority

3

.927

04/01/27

217,788‌

500,000

g

Ohio

Air

Quality

Development

Authority

4

.500

01/15/48

475,738‌

240,000

g

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

224,349‌

1,072,517

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

1,027,314‌

TOTAL

MUNICIPAL

BONDS

11,027,479‌

U.S.

TREASURY

SECURITIES

-

1

.7

%

1,210,000

United

States

Treasury

Note

4

.250

05/31/25

1,194,781‌

1,175,000

United

States

Treasury

Note

4

.625

06/30/25

1,169,630‌

95,000

United

States

Treasury

Note

3

.750

06/30/30

93,738‌

TOTAL

U.S.

TREASURY

SECURITIES

2,458,149‌

TOTAL

GOVERNMENT

BONDS

34,324,514‌

(Cost

$36,754,490)

STRUCTURED

ASSETS

-

17

.9

%

ASSET

BACKED

-

10

.5

%

250,000

g,i

BFLD

Trust

LIBOR

1

M

+

2.100%

7

.293

10/15/35

138,792‌

Series

-

2020

EYP

(Class

C)

78,078

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.100

05/20/48

59,897‌

Series

-

2021

3CS

(Class

A)

276,763

g

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

210,316‌

Series

-

2021

4GS

(Class

A)

252,774

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

177,661‌

Series

-

2021

5CS

(Class

B)

440,294

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.700

01/20/49

352,144‌

Series

-

2022

1GS

(Class

A)

943,316

g

GoodLeap

Sustainable

Home

Solutions

Trust

4

.950

07/20/49

865,004‌

Series

-

2022

3CS

(Class

A)

500,000

g

GoodLeap

Sustainable

Home

Solutions

Trust

5

.550

11/20/54

430,775‌

Series

-

2022

4CS

(Class

B)

1,063,162

g

GoodLeap

Sustainable

Home

Solutions

Trust

5

.520

02/22/55

1,011,739‌

Series

-

2023

1GS

(Class

A)

107,905

g

HERO

Funding

Trust

4

.050

09/20/41

97,864‌

Series

-

2016

1A

(Class

A)

163,231

g

HERO

Funding

Trust

3

.910

09/20/42

146,134‌

Series

-

2016

3A

(Class

A2)

97,608

g

HERO

Funding

Trust

4

.290

09/20/47

88,226‌

Series

-

2016

4A

(Class

A2)

46,026

g

HERO

Funding

Trust

4

.460

09/20/47

41,433‌

Series

-

2017

1A

(Class

A2)

108,087

g

HERO

Funding

Trust

3

.190

09/20/48

92,517‌

Series

-

2017

3A

(Class

A1)

217,796

g

HERO

Funding

Trust

3

.950

09/20/48

190,758‌

Series

-

2017

3A

(Class

A2)

117,507

g

HERO

Funding

Trust

2

.720

09/20/57

95,483‌

Series

-

2020

1A

(Class

A)

900,000

g

Hertz

Vehicle

Financing

III

LLC

7

.130

09/25/29

892,908‌

Series

-

2023

2A

(Class

C)

277

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

163,954

g

Loanpal

Solar

Loan

Ltd

2

.290

%

01/20/48

$

122,222‌

Series

-

2021

1GS

(Class

A)

210,262

†,g

Mosaic

Solar

Loan

Trust

0

.000

04/20/46

148,213‌

Series

-

2020

1A

(Class

R)

394,575

g

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

337,849‌

Series

-

2020

1A

(Class

A)

134,608

g

Mosaic

Solar

Loan

Trust

1

.440

08/20/46

109,954‌

Series

-

2020

2A

(Class

A)

745,563

g

Mosaic

Solar

Loan

Trust

2

.050

12/20/46

582,018‌

Series

-

2021

1A

(Class

B)

286,952

g

Mosaic

Solar

Loan

Trust

2

.250

12/20/46

252,069‌

Series

-

2021

1A

(Class

C)

505,962

g

Mosaic

Solar

Loan

Trust

1

.440

06/20/52

400,644‌

Series

-

2021

3A

(Class

A)

1,000,000

g

Mosaic

Solar

Loan

Trust

1

.770

06/20/52

800,115‌

Series

-

2021

3A

(Class

C)

873,076

g

Mosaic

Solar

Loan

Trust

6

.100

06/20/53

870,994‌

Series

-

2022

3A

(Class

A)

500,000

g

Mosaic

Solar

Loan

Trust

8

.180

09/22/53

448,152‌

Series

-

2023

2A

(Class

C)

169,363

g

Renew

2

.060

11/20/56

133,453‌

Series

-

2021

1

(Class

A)

1,093,166

g

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

930,725‌

Series

-

2022

A

(Class

A)

223,709

g

Sunrun

Athena

Issuer

LLC

5

.310

04/30/49

209,431‌

Series

-

2018

1

(Class

A)

450,115

g

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

394,113‌

Series

-

2019

2

(Class

A)

346,816

g

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

306,354‌

Series

-

2019

1A

(Class

A)

469,137

g

Sunrun

Jupiter

Issuer

LLC

4

.750

07/30/57

416,908‌

Series

-

2022

1A

(Class

A)

227,908

g

Sunrun

Vulcan

Issuer

LLC

2

.460

01/30/52

180,940‌

Series

-

2021

1A

(Class

A)

621,174

g

Tesla

Auto

Lease

Trust

0

.560

03/20/25

616,153‌

Series

-

2021

A

(Class

A3)

500,000

g

Tesla

Auto

Lease

Trust

1

.020

03/20/25

489,974‌

Series

-

2021

A

(Class

B)

300,000

g

Tesla

Auto

Lease

Trust

0

.600

09/22/25

289,287‌

Series

-

2021

B

(Class

A3)

1,000,000

g

Tesla

Auto

Lease

Trust

1

.320

09/22/25

942,039‌

Series

-

2021

B

(Class

D)

433,343

g

Vivint

Colar

Financing

V

LLC

7

.370

04/30/48

396,579‌

Series

-

2018

1A

(Class

B)

891,924

g

Vivint

Solar

Financing

VII

LLC

2

.210

07/31/51

688,433‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

14,958,270‌

OTHER

MORTGAGE

BACKED

-

7

.4

%

250,000

g,i

Alen

Mortgage

Trust

LIBOR

1

M

+

1.650%

6

.843

04/15/34

208,961‌

Series

-

2021

ACEN

(Class

B)

100,000

g

BBCMS

Trust

4

.498

08/10/35

88,311‌

Series

-

2015

SRCH

(Class

B)

250,000

g,i

Cityline

Commercial

Mortgage

Trust

2

.871

11/10/31

233,197‌

Series

-

2016

CLNE

(Class

A)

500,000

g

COMM

Mortgage

Trust

3

.178

02/10/35

464,538‌

Series

-

2015

3BP

(Class

A)

100,000

g

COMM

Mortgage

Trust

3

.376

01/10/39

78,981‌

Series

-

2022

HC

(Class

C)

500,000

g

CPT

Mortgage

Trust

2

.865

11/13/39

403,530‌

Series

-

2019

CPT

(Class

A)

Green

Bond

Fund

June

30,

2023

278

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

500,000

g,i

DBUBS

Mortgage

Trust

3

.648

%

10/10/34

$

401,479‌

Series

-

2017

BRBK

(Class

D)

210,000

g,i

GCT

Commercial

Mortgage

Trust

LIBOR

1

M

+

0.800%

5

.993

02/15/38

180,112‌

Series

-

2021

GCT

(Class

A)

1,102,000

g,i

GS

Mortgage

Securities

Corp

II

5

.067

03/10/33

1,029,051‌

Series

-

2018

GS10

(Class

WLSA)

345,000

g,i

Hudson

Yards

Mortgage

Trust

3

.558

07/10/39

259,839‌

Series

-

2019

30HY

(Class

E)

1,255,000

g,i

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

LIBOR

1

M

+

1.370%

6

.564

10/15/33

1,144,840‌

Series

-

2020

609M

(Class

A)

1,000,000

g,i

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

LIBOR

1

M

+

1.770%

6

.964

10/15/33

877,954‌

Series

-

2020

609M

(Class

B)

1,000,000

g

Manhattan

West

Mortgage

Trust

2

.130

09/10/39

854,663‌

Series

-

2020

1MW

(Class

A)

250,000

g,i

MFT

Trust

3

.392

08/10/40

159,739‌

Series

-

2020

B6

(Class

B)

350,586

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5

.915

07/15/36

330,198‌

Series

-

2019

MILE

(Class

A)

500,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.829%

7

.976

07/15/36

435,236‌

Series

-

2019

MILE

(Class

D)

250,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

4.329%

9

.476

07/15/36

183,811‌

Series

-

2019

MILE

(Class

F)

11,470,000

g,i

NYC

Commercial

Mortgage

Trust

0

.333

04/10/43

183,780‌

Series

-

2021

909

(Class

X)

500,000

g

One

Bryant

Park

Trust

2

.516

09/15/54

407,167‌

Series

-

2019

OBP

(Class

A)

1,000,000

g

One

Market

Plaza

Trust

3

.614

02/10/32

925,806‌

Series

-

2017

1MKT

(Class

A)

500,000

g

One

Market

Plaza

Trust

4

.016

02/10/32

430,447‌

Series

-

2017

1MKT

(Class

C)

1,000,000

g

One

Market

Plaza

Trust

4

.146

02/10/32

832,393‌

Series

-

2017

1MKT

(Class

D)

400,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

2.305%

7

.498

11/15/36

379,039‌

Series

-

2021

LIH

(Class

D)

100,000

g,i

VNDO

Trust

4

.033

01/10/35

87,083‌

Series

-

2016

350P

(Class

D)

TOTAL

OTHER

MORTGAGE

BACKED

10,580,155‌

TOTAL

STRUCTURED

ASSETS

25,538,425‌

(Cost

$28,670,129)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.6%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.1

%

10,000

Brookfield

Property

Partners

LP

136,100‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

136,100‌

UTILITIES

-

0

.5

%

20,000

Brookfield

Infrastructure

Partners

LP

380,400‌

16,000

Brookfield

Renewable

Partners

LP

319,520‌

TOTAL

UTILITIES

699,920‌

TOTAL

PREFERRED

STOCKS

836,020‌

(Cost

$1,150,000)

TOTAL

LONG-TERM

INVESTMENTS

139,278,093‌

(Cost

$152,310,701)

279

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

2.1%

REPURCHASE

AGREEMENT

-

2

.1

%

$

2,950,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

%

07/03/23

$

2,950,000‌

TOTAL

REPURCHASE

AGREEMENT

2,950,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,950,000‌

(Cost

$2,950,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

212,052

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

212,052‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

212,052‌

(Cost

$212,052)

TOTAL

INVESTMENTS

-

99.6%

142,440,145‌

(Cost

$155,472,753)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.4%

606,145‌

NET

ASSETS

-

100.0%

$

143,046,290‌

LIBOR

London

Interbank

Offered

Rate

M

Month

SOFR

Secure

Overnight

Financing

Rate

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$205,185.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$2,950,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.625%

and

maturity

date

5/31/27,

valued

at

$3,009,023.

High-Yield

Fund

June

30,

2023

Portfolio

of

Investments

280

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

BANK

LOAN

OBLIGATIONS

-

7.1%

CAPITAL

GOODS

-

0

.5

%

$

10,000,000

i

TransDigm,

Inc

SOFR

4

M

+

3.250%

8

.492

%

08/24/28

$

10,005,800‌

TOTAL

CAPITAL

GOODS

10,005,800‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

1

.6

%

10,000,000

h,i

Emerson

Climate

Technologies,

Inc

SOFR

1

M

+

3.000%

3

.000

05/31/30

10,012,500‌

10,000,000

i

Hanesbrands,

Inc

SOFR

12

M

+

3.750%

8

.852

03/08/30

10,050,000‌

10,512,725

i

Jo-Ann

Stores

LLC

LIBOR

4

M

+

4.750%

10

.018

07/07/28

5,527,907‌

9,480,000

i

Staples,

Inc

LIBOR

4

M

+

5.000%

10

.299

04/16/26

8,138,011‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

33,728,418‌

FINANCIAL

SERVICES

-

0

.4

%

7,408,856

i

Advisor

Group

Holdings,

Inc

LIBOR

12

M

+

4.500%

9

.693

07/31/26

7,424,007‌

TOTAL

FINANCIAL

SERVICES

7,424,007‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.4

%

9,415,530

i

Triton

Water

Holdings,

Inc

LIBOR

4

M

+

3.500%

8

.659

03/31/28

9,125,719‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

9,125,719‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.8

%

5,138,205

h,i

Bausch

&

Lomb

Corp

SOFR

4

M

+

3.250%

8

.592

05/10/27

4,996,905‌

10,513,824

i

Verscend

Holding

Corp

SOFR

12

M

+

4.000%

9

.217

08/27/25

10,523,654‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

15,520,559‌

INSURANCE

-

0

.6

%

8,270,000

h,i

HUB

International

Ltd

LIBOR

6

M

+

3.250%

8

.414

04/25/25

8,265,658‌

5,000,000

i

NFP

Corp

SOFR

12

M

+

3.250%

8

.467

02/15/27

4,908,925‌

TOTAL

INSURANCE

13,174,583‌

MATERIALS

-

0

.3

%

6,080,000

h,i

Windsor

Holdings

III

LLC

CME

Term

SOFR

3

Month

+

4.500%

0

.000

06/27/30

5,980,440‌

TOTAL

MATERIALS

5,980,440‌

MEDIA

&

ENTERTAINMENT

-

0

.5

%

5,473,006

i

Abe

Investment

Holdings

SOFR

4

M

+

4.500%

9

.842

02/19/26

5,479,847‌

1,182,332

i

Diamond

Sports

Group

LLC

SOFR

1

M

+

8.000%

8

.000

05/25/26

915,202‌

4,869,942

i

DIRECTV

Financing

LLC

SOFR

12

M

+

5.000%

10

.217

08/02/27

4,771,862‌

TOTAL

MEDIA

&

ENTERTAINMENT

11,166,911‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.0

%

173,457

i

Bright

Bidco

BV

SOFR

4

M

+

9.000%

14

.045

10/31/27

89,909‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

89,909‌

SOFTWARE

&

SERVICES

-

1

.1

%

15,273,250

i

Open

Text

Corp

SOFR

12

M

+

3.500%

8

.702

01/31/30

15,359,162‌

7,323,867

i

Rocket

Software,

Inc

SOFR

12

M

+

4.250%

9

.467

11/28/25

7,268,938‌

TOTAL

SOFTWARE

&

SERVICES

22,628,100‌

TELECOMMUNICATION

SERVICES

-

0

.5

%

9,974,555

i

Frontier

Communications

Corp

LIBOR

12

M

+

3.750%

9

.000

05/01/28

9,692,624‌

TOTAL

TELECOMMUNICATION

SERVICES

9,692,624‌

281

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0

.4

%

$

7,464,487

i

Air

Canada

LIBOR

4

M

+

3.500%

8

.839

%

08/11/28

$

7,474,489‌

TOTAL

TRANSPORTATION

7,474,489‌

TOTAL

BANK

LOAN

OBLIGATIONS

146,011,559‌

(Cost

$151,962,265)

CORPORATE

BONDS

-

89

.8

%

AUTOMOBILES

&

COMPONENTS

-

5

.8

%

6,860,000

g

Clarios

Global

LP

6

.750

05/15/28

6,836,006‌

4,195,000

Dana,

Inc

5

.375

11/15/27

3,973,757‌

15,040,000

Dana,

Inc

4

.500

02/15/32

12,483,501‌

5,825,000

Ford

Motor

Co

9

.625

04/22/30

6,776,036‌

5,000,000

Ford

Motor

Co

3

.250

02/12/32

3,933,422‌

5,000,000

Ford

Motor

Credit

Co

LLC

2

.300

02/10/25

4,673,950‌

10,000,000

Ford

Motor

Credit

Co

LLC

3

.375

11/13/25

9,298,744‌

6,845,000

Ford

Motor

Credit

Co

LLC

6

.800

05/12/28

6,851,277‌

15,000,000

Ford

Motor

Credit

Co

LLC

5

.113

05/03/29

13,911,137‌

2,260,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

2,308,007‌

10,075,000

e,g

Gates

Global

LLC

6

.250

01/15/26

9,913,844‌

6,815,000

e

Goodyear

Tire

&

Rubber

Co

5

.000

07/15/29

6,145,333‌

10,000,000

e

Goodyear

Tire

&

Rubber

Co

5

.250

04/30/31

8,783,367‌

4,650,000

e

Goodyear

Tire

&

Rubber

Co

5

.250

07/15/31

4,039,688‌

5,000,000

e

Goodyear

Tire

&

Rubber

Co

5

.625

04/30/33

4,352,852‌

1,100,000

g,o

IHO

Verwaltungs

GmbH

4

.750

09/15/26

1,014,849‌

16,050,000

g,o

IHO

Verwaltungs

GmbH

6

.375

05/15/29

14,874,713‌

TOTAL

AUTOMOBILES

&

COMPONENTS

120,170,483‌

CAPITAL

GOODS

-

2

.3

%

7,135,000

g

Chart

Industries,

Inc

7

.500

01/01/30

7,279,520‌

5,290,000

g

Chart

Industries,

Inc

9

.500

01/01/31

5,612,760‌

12,250,000

TransDigm

UK

Holdings

plc

6

.875

05/15/26

12,135,938‌

4,000,000

TransDigm,

Inc

7

.500

03/15/27

4,005,680‌

7,430,000

g

Trinity

Industries,

Inc

7

.750

07/15/28

7,476,438‌

10,060,000

g

WESCO

Distribution,

Inc

7

.250

06/15/28

10,261,763‌

TOTAL

CAPITAL

GOODS

46,772,099‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

6

.5

%

5,245,000

g

ADT

Corp

4

.875

07/15/32

4,484,475‌

13,425,000

g

ADT

Security

Corp

4

.125

08/01/29

11,595,844‌

13,945,000

g

Albion

Financing

1

SARL

6

.125

10/15/26

13,108,300‌

24,040,000

g

Albion

Financing

2

SARL

8

.750

04/15/27

22,218,246‌

11,390,000

g

Allied

Universal

Holdco

LLC

6

.625

07/15/26

10,808,465‌

5,000,000

g

Allied

Universal

Holdco

LLC

4

.625

06/01/28

4,232,350‌

10,785,000

g

ASGN,

Inc

4

.625

05/15/28

9,756,974‌

21,600,000

g

Garda

World

Security

Corp

4

.625

02/15/27

19,764,028‌

7,690,000

g

Iron

Mountain,

Inc

7

.000

02/15/29

7,702,935‌

5,075,000

g

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

4,981,760‌

5,325,000

g

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

4,696,524‌

18,570,000

g

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

17,396,404‌

4,750,000

g

Science

Applications

International

Corp

4

.875

04/01/28

4,417,671‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

135,163,976‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5

.8

%

10,700,000

g

Academy

Ltd

6

.000

11/15/27

10,272,000‌

10,000,000

g

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

8,876,235‌

10,240,000

g

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

8,915,917‌

9,175,000

g

Group

1

Automotive,

Inc

4

.000

08/15/28

8,079,582‌

11,450,000

e,g

Hanesbrands,

Inc

9

.000

02/15/31

11,540,066‌

High-Yield

Fund

June

30,

2023

282

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

15,000,000

Kohl's

Corp

4

.625

%

05/01/31

$

10,436,700‌

6,650,000

L

Brands,

Inc

5

.250

02/01/28

6,322,183‌

7,440,000

g

L

Brands,

Inc

6

.625

10/01/30

7,182,486‌

11,335,000

g

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

9,699,826‌

2,445,000

e,g

Macy's

Retail

Holdings

LLC

5

.875

04/01/29

2,231,062‌

9,555,000

e,g

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

8,359,383‌

17,587,000

e,g

Magic

Mergeco,

Inc

5

.250

05/01/28

14,209,241‌

4,775,000

g

Magic

Mergeco,

Inc

7

.875

05/01/29

3,217,347‌

13,300,000

g

Staples,

Inc

7

.500

04/15/26

10,984,643‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

120,326,671‌

CONSUMER

DURABLES

&

APPAREL

-

0

.5

%

5,200,000

Newell

Rubbermaid,

Inc

5

.750

04/01/46

4,113,920‌

8,880,000

e,g

Wolverine

World

Wide,

Inc

4

.000

08/15/29

7,070,700‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

11,184,620‌

CONSUMER

SERVICES

-

3

.4

%

11,845,000

g

Carnival

Corp

4

.000

08/01/28

10,500,827‌

20,995,000

g

CDI

Escrow

Issuer,

Inc

5

.750

04/01/30

19,542,524‌

11,140,000

g

Fertitta

Entertainment

LLC

4

.625

01/15/29

9,775,350‌

11,300,000

g

Life

Time,

Inc

5

.750

01/15/26

11,012,220‌

10,260,000

g

NCL

Corp

Ltd

5

.875

03/15/26

9,598,883‌

4,630,000

g

NCL

Corp

Ltd

8

.375

02/01/28

4,838,091‌

3,925,000

g

Royal

Caribbean

Cruises

Ltd

7

.250

01/15/30

3,975,413‌

TOTAL

CONSUMER

SERVICES

69,243,308‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.8

%

8,455,000

g

Albertsons

Cos

LLC

5

.875

02/15/28

8,216,062‌

8,020,000

g

Albertsons

Cos,

Inc

6

.500

02/15/28

8,033,313‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

16,249,375‌

ENERGY

-

13

.3

%

9,000,000

g

Antero

Midstream

Partners

LP

5

.750

03/01/27

8,679,928‌

7,190,000

g

Archrock

Partners

LP

6

.875

04/01/27

6,902,400‌

4,600,000

g

Archrock

Partners

LP

6

.250

04/01/28

4,318,756‌

5,000,000

e,g

Callon

Petroleum

Co

8

.000

08/01/28

4,944,546‌

4,170,000

g

Calumet

Specialty

Products

Partners

LP

8

.125

01/15/27

3,992,738‌

7,190,000

e,g

Civitas

Resources,

Inc

8

.375

07/01/28

7,271,247‌

4,370,000

g

Civitas

Resources,

Inc

8

.750

07/01/31

4,430,306‌

515,902

o

Cloud

Peak

Energy,

Inc

12

.000

05/01/25

467,742‌

5,700,000

g

Crestwood

Midstream

Partners

LP

5

.625

05/01/27

5,403,600‌

12,110,000

g

Crestwood

Midstream

Partners

LP

6

.000

02/01/29

11,307,712‌

11,775,000

g

DT

Midstream,

Inc

4

.125

06/15/29

10,333,448‌

1,630,000

g

Energean

Israel

Finance

Ltd

4

.875

03/30/26

1,512,575‌

5,800,000

g

Energean

Israel

Finance

Ltd

5

.375

03/30/28

5,217,738‌

7,969,000

g

Energean

Israel

Finance

Ltd

5

.875

03/30/31

6,944,983‌

10,000,000

Energy

Transfer

LP

6

.500

N/A‡

9,083,200‌

1,569,000

g

EnLink

Midstream

LLC

5

.625

01/15/28

1,518,295‌

10,040,000

g

EnLink

Midstream

LLC

6

.500

09/01/30

10,027,768‌

1,365,000

g

EQM

Midstream

Partners

LP

7

.500

06/01/27

1,378,063‌

7,200,000

g

EQM

Midstream

Partners

LP

6

.500

07/01/27

7,101,152‌

4,250,000

g

EQM

Midstream

Partners

LP

4

.500

01/15/29

3,790,545‌

5,255,000

g

EQM

Midstream

Partners

LP

4

.750

01/15/31

4,603,296‌

19,700,000

EQT

Midstream

Partners

LP

6

.500

07/15/48

17,815,776‌

4,400,000

Genesis

Energy

LP

6

.500

10/01/25

4,333,094‌

15,000,000

Genesis

Energy

LP

6

.250

05/15/26

14,203,933‌

2,500,000

Genesis

Energy

LP

8

.000

01/15/27

2,437,754‌

6,485,000

Genesis

Energy

LP

8

.875

04/15/30

6,335,810‌

6,340,000

g

Hilcorp

Energy

I

LP

5

.750

02/01/29

5,740,796‌

6,185,000

g

Hilcorp

Energy

I

LP

6

.000

04/15/30

5,631,901‌

6,166,000

g

Hilcorp

Energy

I

LP

6

.000

02/01/31

5,496,231‌

283

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

8,685,000

g

Hilcorp

Energy

I

LP

6

.250

%

04/15/32

$

7,741,591‌

10,205,000

g

Holly

Energy

Partners

LP

6

.375

04/15/27

10,080,740‌

6,685,000

g

Matador

Resources

Co

6

.875

04/15/28

6,616,768‌

8,990,000

g

NGL

Energy

Operating

LLC

7

.500

02/01/26

8,853,997‌

6,658,000

g

Parkland

Corp

4

.500

10/01/29

5,775,815‌

9,440,000

g

Parkland

Corp

4

.625

05/01/30

8,184,999‌

5,900,000

SM

Energy

Co

6

.750

09/15/26

5,750,784‌

7,500,000

SM

Energy

Co

6

.625

01/15/27

7,284,375‌

4,475,000

g

Transocean

Titan

Financing

Ltd

8

.375

02/01/28

4,570,094‌

3,425,000

g

Transocean,

Inc

8

.750

02/15/30

3,476,375‌

18,000,000

USA

Compression

Partners

LP

6

.875

04/01/26

17,632,696‌

2,720,000

USA

Compression

Partners

LP

6

.875

09/01/27

2,597,313‌

4,535,000

g

Venture

Global

LNG,

Inc

8

.125

06/01/28

4,605,903‌

TOTAL

ENERGY

274,396,783‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.7

%

6,015,000

g

HAT

Holdings

I

LLC

3

.375

06/15/26

5,390,904‌

10,100,000

g

Uniti

Group

LP

10

.500

02/15/28

10,019,843‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

15,410,747‌

FINANCIAL

SERVICES

-

6

.0

%

10,625,000

Ally

Financial,

Inc

6

.700

02/14/33

9,400,873‌

9,447,000

g

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

8,280,466‌

10,000,000

g

Compass

Group

Diversified

Holdings

LLC

5

.000

01/15/32

8,071,423‌

13,330,000

Ford

Motor

Credit

Co

LLC

4

.950

05/28/27

12,574,016‌

2,250,000

Icahn

Enterprises

LP

6

.250

05/15/26

2,047,758‌

9,930,000

Icahn

Enterprises

LP

5

.250

05/15/27

8,563,629‌

15,375,000

Icahn

Enterprises

LP

4

.375

02/01/29

12,080,138‌

3,000,000

g

LPL

Holdings,

Inc

4

.000

03/15/29

2,631,955‌

5,000,000

Navient

Corp

6

.750

06/25/25

4,916,000‌

4,000,000

Navient

Corp

5

.000

03/15/27

3,578,489‌

10,000,000

Navient

Corp

4

.875

03/15/28

8,563,400‌

5,450,000

Navient

Corp

5

.500

03/15/29

4,646,507‌

11,735,000

OneMain

Finance

Corp

3

.500

01/15/27

10,067,926‌

10,000,000

OneMain

Finance

Corp

4

.000

09/15/30

7,700,000‌

5,120,000

g

Rocket

Mortgage

LLC

2

.875

10/15/26

4,531,200‌

10,000,000

g

Rocket

Mortgage

LLC

3

.875

03/01/31

8,108,575‌

5,000,000

g

Rocket

Mortgage

LLC

4

.000

10/15/33

3,911,200‌

5,000,000

Springleaf

Finance

Corp

5

.375

11/15/29

4,250,738‌

TOTAL

FINANCIAL

SERVICES

123,924,293‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.3

%

7,615,000

g

Darling

Ingredients,

Inc

6

.000

06/15/30

7,437,221‌

19,950,000

g

Primo

Water

Holdings,

Inc

4

.375

04/30/29

17,094,157‌

3,250,000

g

Triton

Water

Holdings,

Inc

6

.250

04/01/29

2,789,215‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

27,320,593‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

3

.4

%

2,500,000

g

CHS/Community

Health

Systems,

Inc

8

.000

03/15/26

2,435,243‌

2,275,000

g

CHS/Community

Health

Systems,

Inc

5

.625

03/15/27

2,004,816‌

3,850,000

e,g

CHS/Community

Health

Systems,

Inc

8

.000

12/15/27

3,726,986‌

11,455,000

g

CHS/Community

Health

Systems,

Inc

5

.250

05/15/30

9,023,415‌

12,025,000

g

DaVita,

Inc

4

.625

06/01/30

10,323,197‌

6,540,000

g

DaVita,

Inc

3

.750

02/15/31

5,228,941‌

15,000,000

g

Global

Medical

Response,

Inc

6

.500

10/01/25

8,250,000‌

14,580,000

g

MPH

Acquisition

Holdings

LLC

5

.500

09/01/28

12,428,412‌

10,230,000

MPT

Operating

Partnership

LP

5

.000

10/15/27

8,606,694‌

8,720,000

e

Tenet

Healthcare

Corp

6

.125

10/01/28

8,394,744‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

70,422,448‌

High-Yield

Fund

June

30,

2023

284

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.5

%

$

12,311,000

g

Kronos

Acquisition

Holdings,

Inc

7

.000

%

12/31/27

$

10,898,067‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

10,898,067‌

INSURANCE

-

2

.6

%

5,000,000

g

Acrisure

LLC

7

.000

11/15/25

4,840,431‌

18,513,000

g

Acrisure

LLC

4

.250

02/15/29

15,980,344‌

11,725,000

g

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

10,521,932‌

8,975,000

g

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

8,900,852‌

8,085,000

g

AmWINS

Group,

Inc

4

.875

06/30/29

7,300,618‌

5,995,000

g

NFP

Corp

7

.500

10/01/30

5,804,392‌

TOTAL

INSURANCE

53,348,569‌

MATERIALS

-

8

.0

%

2,500,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

3

.250

09/01/28

2,147,420‌

5,025,000

g

Ardagh

Metal

Packaging

Finance

USA

LLC

4

.000

09/01/29

3,979,769‌

6,110,000

g

Avient

Corp

7

.125

08/01/30

6,179,801‌

10,250,000

Celanese

US

Holdings

LLC

6

.330

07/15/29

10,179,466‌

10,200,000

e,g

Constellium

SE

3

.750

04/15/29

8,677,721‌

10,000,000

g

EverArc

Escrow

Sarl

5

.000

10/30/29

7,946,300‌

4,750,000

e,g

First

Quantum

Minerals

Ltd

6

.875

03/01/26

4,675,915‌

2,570,000

g

First

Quantum

Minerals

Ltd

6

.875

10/15/27

2,507,035‌

15,000,000

g

FMG

Resources

August

2006

Pty

Ltd

5

.875

04/15/30

14,283,813‌

4,760,000

g

GrafTech

Global

Enterprises,

Inc

9

.875

12/15/28

4,724,300‌

6,000,000

g

LABL,

Inc

6

.750

07/15/26

5,898,212‌

7,500,000

g

LABL,

Inc

5

.875

11/01/28

6,821,103‌

5,140,000

g

Mauser

Packaging

Solutions

Holding

Co

7

.875

08/15/26

5,106,633‌

15,785,000

g

Mineral

Resources

Ltd

8

.000

11/01/27

15,762,457‌

8,485,000

g

Olympus

Water

US

Holding

Corp

4

.250

10/01/28

6,707,786‌

15,470,000

g

Pactiv

Evergreen

Group

Issuer,

Inc

4

.375

09/30/28

13,394,917‌

15,690,000

g

SunCoke

Energy,

Inc

4

.875

06/30/29

13,177,357‌

7,000,000

g

Trinseo

Materials

Operating

S.C.A

5

.375

09/01/25

5,849,830‌

7,000,000

g

Trinseo

Materials

Operating

S.C.A

5

.125

04/01/29

3,237,500‌

10,692,000

g

Tronox,

Inc

4

.625

03/15/29

8,885,407‌

12,155,000

g

Unifrax

Escrow

Issuer

Corp

5

.250

09/30/28

8,775,059‌

5,320,000

g,h

Windsor

Holdings

III

LLC

8

.500

06/15/30

5,295,102‌

TOTAL

MATERIALS

164,212,903‌

MEDIA

&

ENTERTAINMENT

-

11

.1

%

5,000,000

g

Altice

Financing

S.A.

5

.000

01/15/28

3,995,818‌

8,860,000

g

Arches

Buyer,

Inc

4

.250

06/01/28

7,709,905‌

12,375,000

g

Cablevision

Lightpath

LLC

3

.875

09/15/27

10,364,063‌

5,120,000

g

CCO

Holdings

LLC

5

.375

06/01/29

4,628,966‌

20,000,000

g

CCO

Holdings

LLC

6

.375

09/01/29

18,843,174‌

12,250,000

g

CCO

Holdings

LLC

4

.500

08/15/30

10,200,466‌

19,025,000

g

CCO

Holdings

LLC

4

.250

02/01/31

15,390,649‌

10,800,000

CCO

Holdings

LLC

4

.500

05/01/32

8,623,332‌

6,615,000

e,g

Cinemark

USA,

Inc

5

.250

07/15/28

5,818,659‌

5,980,000

g

CSC

Holdings

LLC

5

.500

04/15/27

4,975,292‌

3,500,000

g

CSC

Holdings

LLC

11

.250

05/15/28

3,394,055‌

15,000,000

g

CSC

Holdings

LLC

4

.125

12/01/30

10,492,889‌

11,170,000

g

DIRECTV

Holdings

LLC

5

.875

08/15/27

10,115,945‌

9,400,000

DISH

DBS

Corp

7

.375

07/01/28

5,029,000‌

10,000,000

g

DISH

Network

Corp

11

.750

11/15/27

9,759,112‌

6,900,000

g

Gray

Television,

Inc

4

.750

10/15/30

4,679,097‌

10,000,000

iHeartCommunications,

Inc

6

.375

05/01/26

8,392,546‌

14,650,000

g

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

12,310,195‌

16,108,000

g

Rackspace

Technology

Global,

Inc

3

.500

02/15/28

7,249,051‌

4,000,000

g

Sirius

XM

Radio,

Inc

5

.000

08/01/27

3,711,160‌

8,650,000

g

Sirius

XM

Radio,

Inc

4

.000

07/15/28

7,515,745‌

12,000,000

g

Univision

Communications,

Inc

4

.500

05/01/29

10,309,886‌

10,240,000

g

UPC

Broadband

Finco

BV

4

.875

07/15/31

8,428,442‌

285

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

5,000,000

g

UPC

Holding

BV

5

.500

%

01/15/28

$

4,364,828‌

17,325,000

g

Virgin

Media

Secured

Finance

plc

5

.500

05/15/29

15,671,386‌

20,860,000

g

VZ

Secured

Financing

BV

5

.000

01/15/32

16,799,945‌

TOTAL

MEDIA

&

ENTERTAINMENT

228,773,606‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

2

.3

%

9,350,000

g

Bausch

Health

Cos,

Inc

4

.875

06/01/28

5,565,120‌

5,000,000

g

Embecta

Corp

5

.000

02/15/30

4,151,400‌

6,605,000

g

Embecta

Corp

6

.750

02/15/30

5,919,141‌

10,125,000

g

Emergent

BioSolutions,

Inc

3

.875

08/15/28

5,888,749‌

14,000,000

g

Organon

Finance  LLC

5

.125

04/30/31

11,550,340‌

10,215,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

9,449,614‌

5,000,000

e

Teva

Pharmaceutical

Finance

Netherlands

III

BV

5

.125

05/09/29

4,535,504‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

47,059,868‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1

.8

%

9,145,000

g

Cushman

&

Wakefield

US

Borrower

LLC

6

.750

05/15/28

8,276,225‌

12,000,000

g

Hunt

Cos,

Inc

5

.250

04/15/29

9,528,371‌

3,472,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

2,745,147‌

7,000,000

Kennedy-Wilson,

Inc

5

.000

03/01/31

5,238,835‌

15,380,000

e,g

Realogy

Group

LLC

5

.250

04/15/30

10,930,329‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

36,718,907‌

SOFTWARE

&

SERVICES

-

0

.6

%

3,375,000

g

CA

Magnum

Holdings

5

.375

10/31/26

3,021,850‌

9,672,000

g

j2

Global,

Inc

4

.625

10/15/30

8,377,088‌

TOTAL

SOFTWARE

&

SERVICES

11,398,938‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.5

%

20,700,000

g

Ahead

DB

Holdings

LLC

6

.625

05/01/28

16,834,689‌

28,520,000

g

Imola

Merger

Corp

4

.750

05/15/29

24,804,001‌

10,400,000

g

Viasat,

Inc

5

.625

09/15/25

10,077,496‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

51,716,186‌

TELECOMMUNICATION

SERVICES

-

3

.2

%

10,000,000

g

Altice

France

S.A.

5

.125

07/15/29

7,098,734‌

4,240,000

g

Altice

France

S.A.

5

.500

10/15/29

3,032,203‌

1,800,000

g

Connect

Finco

SARL

6

.750

10/01/26

1,748,370‌

10,000,000

e,g

Frontier

Communications

Holdings

LLC

6

.000

01/15/30

7,355,813‌

8,210,000

g

Frontier

Communications

Holdings

LLC

8

.625

03/15/31

7,945,702‌

12,695,000

g

Iliad

Holding

SASU

6

.500

10/15/26

11,981,832‌

9,415,000

g

Iliad

Holding

SASU

7

.000

10/15/28

8,677,281‌

15,000,000

g

Level

3

Financing,

Inc

4

.625

09/15/27

10,437,030‌

7,745,000

g

Virgin

Media

Finance

plc

5

.000

07/15/30

6,165,756‌

2,050,000

g

Vmed

O2

UK

Financing

I

plc

4

.250

01/31/31

1,657,544‌

TOTAL

TELECOMMUNICATION

SERVICES

66,100,265‌

TRANSPORTATION

-

2

.6

%

6,785,000

g

Allegiant

Travel

Co

7

.250

08/15/27

6,759,963‌

10,000,000

g

American

Airlines,

Inc

5

.500

04/20/26

9,906,897‌

6,805,000

g

American

Airlines,

Inc

7

.250

02/15/28

6,764,467‌

2,500,000

g

American

Airlines,

Inc

5

.750

04/20/29

2,427,447‌

13,950,000

g

Cargo

Aircraft

Management,

Inc

4

.750

02/01/28

12,221,177‌

3,995,561

g

Mileage

Plus

Holdings

LLC

6

.500

06/20/27

4,005,537‌

6,550,000

g

United

Airlines,

Inc

4

.375

04/15/26

6,223,192‌

3,550,000

g

United

Airlines,

Inc

4

.625

04/15/29

3,234,646‌

2,805,000

g

XPO,

Inc

7

.125

06/01/31

2,826,778‌

TOTAL

TRANSPORTATION

54,370,104‌

UTILITIES

-

4

.8

%

8,595,000

AmeriGas

Partners

LP

5

.875

08/20/26

8,084,460‌

High-Yield

Fund

June

30,

2023

286

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

7,400,000

g

Clearway

Energy

Operating

LLC

4

.750

%

03/15/28

$

6,827,390‌

10,000,000

Edison

International

5

.375

N/A‡

8,739,000‌

10,285,000

g

Ferrellgas

Escrow

LLC

5

.375

04/01/26

9,566,007‌

22,698,000

g

Ferrellgas

Escrow

LLC

5

.875

04/01/29

19,016,282‌

8,175,000

Suburban

Propane

Partners

LP

5

.875

03/01/27

7,898,483‌

1,800,000

g

Suburban

Propane

Partners

LP

5

.000

06/01/31

1,506,869‌

9,836,000

g

Superior

Plus

LP

4

.500

03/15/29

8,622,434‌

18,435,000

g

Talen

Energy

Supply

LLC

8

.625

06/01/30

19,080,225‌

10,000,000

g

TerraForm

Power

Operating

LLC

5

.000

01/31/28

9,206,600‌

TOTAL

UTILITIES

98,547,750‌

TOTAL

CORPORATE

BONDS

1,853,730,559‌

(Cost

$2,067,472,402)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

0.9%

ENERGY

-

0

.0

%

7,963

*,†

Cloud

Peak

Energy,

Inc

80‌

TOTAL

ENERGY

80‌

FINANCIAL

SERVICES

-

0

.9

%

930,535

e

Invesco

Senior

Loan

ETF

19,578,456‌

TOTAL

FINANCIAL

SERVICES

19,578,456‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.0

%

5,572

*

Bright

Bidco

BV

4,630‌

22,100

*,†

Bright

Bidco

BV

9,026‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

13,656‌

TOTAL

COMMON

STOCKS

19,592,192‌

(Cost

$20,433,583)

TOTAL

LONG-TERM

INVESTMENTS

2,019,334,310‌

(Cost

$2,239,868,250)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.7%

GOVERNMENT

AGENCY

DEBT

-

0

.5

%

$

10,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

07/05/23

9,997,316‌

TOTAL

GOVERNMENT

AGENCY

DEBT

9,997,316‌

REPURCHASE

AGREEMENT

-

1

.2

%

24,730,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

24,730,000‌

TOTAL

REPURCHASE

AGREEMENT

24,730,000‌

TOTAL

SHORT-TERM

INVESTMENTS

34,727,316‌

(Cost

$34,724,401)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

4.0%

82,367,105

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

82,367,105‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

82,367,105‌

(Cost

$82,367,105)

TOTAL

INVESTMENTS

-

103.5%

2,136,428,731‌

(Cost

$2,356,959,756)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(3.5)%

(

72,783,177‌

)

NET

ASSETS

-

100.0%

$

2,063,645,554‌

287

See

Notes

to

Portfolios

of

Investments

SHARES

DESCRIPTION

RATE

EXP

VALUE

CME

Chicago

Mercantile

Exchange

ETF

Exchange

Traded

Fund

LIBOR

London

Interbank

Offered

Rate

M

Month

SOFR

Secure

Overnight

Financing

Rate

*

Non-income

producing

†

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$86,285,571.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

o

Payment

in

Kind

Bond

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$24,730,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

3.250%

and

maturity

date

6/30/27,

valued

at

$25,224,695.

Inflation-Linked

Bond

Fund

June

30,

2023

Portfolio

of

Investments

288

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

GOVERNMENT

BONDS

-

98

.9

%

AGENCY

SECURITIES

-

0

.6

%

$

9,000,000

Federal

National

Mortgage

Association

(FNMA)

1

.625

%

08/24/35

$

6,431,484‌

1,173,689

HNA

LLC

2

.369

09/18/27

1,099,219‌

7,315,000

Montefiore

Medical

Center

2

.895

04/20/32

6,571,938‌

1,973,684

Reliance

Industries

Ltd

2

.444

01/15/26

1,887,632‌

TOTAL

AGENCY

SECURITIES

15,990,273‌

MORTGAGE

BACKED

-

2

.0

%

8,718,571

Government

National

Mortgage

Association

(GNMA)

3

.600

09/15/31

8,525,312‌

4,601,982

GNMA

3

.700

10/15/33

4,389,591‌

1,364,044

GNMA

3

.380

07/15/35

1,297,583‌

1,313,639

GNMA

3

.870

10/15/36

1,258,483‌

4,787,520

GNMA

3

.940

03/15/37

4,536,617‌

17,423,912

GNMA

1

.730

07/15/37

14,721,076‌

12,656,355

GNMA

1

.650

07/15/42

10,398,023‌

12,644,730

GNMA

2

.750

01/15/45

11,228,035‌

TOTAL

MORTGAGE

BACKED

56,354,720‌

U.S.

TREASURY

SECURITIES

-

96

.3

%

83,577,056

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

01/15/24

82,160,165‌

27,683,350

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.500

04/15/24

27,013,435‌

52,223,535

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/24

50,657,849‌

93,735,692

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/24

90,411,920‌

100,821,363

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.250

01/15/25

96,647,713‌

81,171,715

k

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

01/15/25

80,321,155‌

36,458,659

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/25

34,682,012‌

147,045,476

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

07/15/25

140,711,320‌

109,105,347

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/25

103,432,721‌

118,894,397

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

01/15/26

113,361,860‌

60,530,995

k

United

States

Treasury

Inflation

Indexed

Bonds

2

.000

01/15/26

59,721,156‌

49,265,277

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/26

46,192,452‌

119,721,271

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/26

112,450,309‌

144,286,490

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/26

134,876,870‌

124,849,792

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

01/15/27

117,135,684‌

45,653,329

k

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

01/15/27

45,879,813‌

16,113,900

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/27

14,913,540‌

110,151,558

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

07/15/27

103,246,647‌

84,728,553

k

United

States

Treasury

Inflation

Indexed

Bonds

1

.625

10/15/27

83,475,000‌

127,002,337

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.500

01/15/28

118,779,432‌

25,430,493

k

United

States

Treasury

Inflation

Indexed

Bonds

1

.750

01/15/28

25,132,728‌

66,544,010

k

United

States

Treasury

Inflation

Indexed

Bonds

1

.250

04/15/28

64,381,330‌

46,471,870

k

United

States

Treasury

Inflation

Indexed

Bonds

3

.625

04/15/28

49,874,361‌

90,915,595

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.750

07/15/28

86,140,751‌

88,558,743

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.875

01/15/29

83,812,548‌

51,825,576

k

United

States

Treasury

Inflation

Indexed

Bonds

2

.500

01/15/29

53,364,148‌

41,857,261

k

United

States

Treasury

Inflation

Indexed

Bonds

3

.875

04/15/29

46,236,740‌

62,217,826

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.250

07/15/29

56,801,716‌

69,752,094

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/30

62,556,185‌

123,643,138

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/30

110,856,216‌

90,883,260

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/31

80,750,309‌

136,296,071

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/31

120,828,331‌

4,218,321

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/32

3,712,452‌

54,199,548

k

United

States

Treasury

Inflation

Indexed

Bonds

3

.375

04/15/32

61,618,111‌

31,839,865

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

07/15/32

29,256,607‌

132,117,938

k

United

States

Treasury

Inflation

Indexed

Bonds

1

.125

01/15/33

126,550,663‌

289

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

3,523,372

k

United

States

Treasury

Inflation

Indexed

Bonds

1

.500

%

02/15/53

$

3,424,105‌

TOTAL

U.S.

TREASURY

SECURITIES

2,721,368,354‌

TOTAL

GOVERNMENT

BONDS

2,793,713,347‌

(Cost

$3,002,533,316)

TOTAL

LONG-TERM

INVESTMENTS

2,793,713,347‌

(Cost

$3,002,533,316)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.1%

REPURCHASE

AGREEMENT

-

0

.1

%

$

2,110,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

2,110,000‌

TOTAL

REPURCHASE

AGREEMENT

2,110,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,110,000‌

(Cost

$2,110,000)

TOTAL

INVESTMENTS

-

99.0%

2,795,823,347‌

(Cost

$3,004,643,316)

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.0%

29,388,501‌

NET

ASSETS

-

100.0%

$

2,825,211,848‌

k

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$2,110,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

11/30/28,

valued

at

$2,152,221.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

154‌

09/20/23

 $

17,616,472‌

$

17,288,906‌

 $

(

327,566‌

)

U.S.

Treasury

2-Year

Note

168‌

09/29/23

34,634,437‌

34,161,750‌

(

472,687‌

)

U.S.

Treasury

5-Year

Note

155‌

09/29/23

16,792,836‌

16,599,532‌

(

193,305‌

)

Total

477‌

 $

69,043,745‌

 $

68,050,188‌

$

(

993,558‌

)

Short

Duration

Impact

Bond

Fund

June

30,

2023

Portfolio

of

Investments

290

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

96.6%

BANK

LOAN

OBLIGATIONS

-

2.8%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.7

%

$

491,250

i

LTR

Intermediate

Holdings,

Inc

LIBOR

4

M

+

4.500%

9

.654

%

05/05/28

$

438,851‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

438,851‌

UTILITIES

-

2

.1

%

434,973

i

Exgen

Renewables

IV

LLC

SOFR

4

M

+

2.500%

8

.025

12/15/27

432,935‌

992,500

i

TerraForm

Power

Operating

LLC

SOFR

3

M

+

2.750%

7

.948

05/30/29

983,816‌

TOTAL

UTILITIES

1,416,751‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,855,602‌

(Cost

$1,900,309)

CORPORATE

BONDS

-

25

.5

%

AUTOMOBILES

&

COMPONENTS

-

1

.0

%

500,000

Magna

International,

Inc

3

.625

06/15/24

490,018‌

150,000

g

ZF

North

America

Capital,

Inc

6

.875

04/14/28

151,903‌

TOTAL

AUTOMOBILES

&

COMPONENTS

641,921‌

BANKS

-

5

.5

%

250,000

i

Bank

of

Montreal

SOFR

Compounded

Index

+

0.265%

5

.356

09/15/23

249,962‌

500,000

Citigroup,

Inc

0

.776

10/30/24

491,171‌

500,000

i

Citigroup,

Inc

LIBOR

3

M

+

1.250%

6

.783

07/01/26

504,891‌

250,000

JPMorgan

Chase

&

Co

0

.653

09/16/24

247,082‌

500,000

JPMorgan

Chase

&

Co

0

.563

02/16/25

482,601‌

500,000

JPMorgan

Chase

&

Co

0

.768

08/09/25

470,917‌

250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.527

09/13/23

248,288‌

250,000

National

Bank

of

Canada

0

.550

11/15/24

244,774‌

300,000

g,i

UBS

AG.

SOFR

+

0.450%

5

.540

08/09/24

298,985‌

425,000

Wells

Fargo

&

Co

4

.540

08/15/26

415,264‌

TOTAL

BANKS

3,653,935‌

CAPITAL

GOODS

-

0

.4

%

250,000

g,i

Siemens

Financieringsmaatschappij

NV

SOFR

+

0.430%

5

.520

03/11/24

250,291‌

TOTAL

CAPITAL

GOODS

250,291‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.7

%

500,000

Lowe's

Cos,

Inc

4

.800

04/01/26

495,074‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

495,074‌

CONSUMER

SERVICES

-

2

.4

%

250,000

BB

Blue

Financing

DAC

4

.395

09/20/29

245,505‌

275,000

h

Hyatt

Hotels

Corp

5

.750

01/30/27

274,294‌

550,000

Nature

Conservancy

0

.467

07/01/23

550,000‌

260,000

i

Nature

Conservancy

LIBOR

3

M

+

1.080%

6

.379

02/01/24

260,565‌

300,000

Nature

Conservancy

2

.668

03/01/26

274,501‌

TOTAL

CONSUMER

SERVICES

1,604,865‌

ENERGY

-

0

.8

%

525,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

521,850‌

TOTAL

ENERGY

521,850‌

291

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.7

%

$

300,000

Federal

Realty

Investment

Trust

1

.250

%

02/15/26

$

267,842‌

250,000

g

HAT

Holdings

I

LLC

3

.375

06/15/26

224,061‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

491,903‌

FINANCIAL

SERVICES

-

5

.4

%

200,000

i

AerCap

Ireland

Capital

DAC

SOFR

+

0.680%

5

.772

09/29/23

199,722‌

645,000

g

Federation

des

Caisses

Desjardins

du

Quebec

0

.450

10/07/23

635,881‌

350,000

g

Federation

des

Caisses

Desjardins

du

Quebec

5

.700

03/14/28

349,587‌

250,000

Goldman

Sachs

Group,

Inc

0

.855

02/12/26

230,363‌

500,000

Morgan

Stanley

0

.791

01/22/25

484,534‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.400

11/15/23

495,628‌

260,000

g

NongHyup

Bank

1

.250

07/20/25

237,985‌

250,000

g

WLB

Asset

II

B

Pte

Ltd

3

.950

12/10/24

235,976‌

250,000

g

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

227,148‌

250,000

g

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

236,826‌

250,000

g

WLB

Asset

II

Pte

Ltd

4

.000

01/14/24

245,205‌

TOTAL

FINANCIAL

SERVICES

3,578,855‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.9

%

600,000

McKesson

Corp

5

.250

02/15/26

597,740‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

597,740‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.3

%

250,000

Unilever

Capital

Corp

0

.626

08/12/24

236,759‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

236,759‌

MATERIALS

-

0

.5

%

200,000

g

Cemex

SAB

de

C.V.

9

.125

N/A‡

202,549‌

145,000

g

Owens-Brockway

Glass

Container,

Inc

7

.250

05/15/31

146,813‌

TOTAL

MATERIALS

349,362‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.7

%

250,000

AstraZeneca

plc

0

.700

04/08/26

223,348‌

275,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

272,550‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

495,898‌

TELECOMMUNICATION

SERVICES

-

0

.4

%

250,000

i

Verizon

Communications,

Inc

SOFR

Compounded

Index

+

0.790%

5

.882

03/20/26

250,299‌

TOTAL

TELECOMMUNICATION

SERVICES

250,299‌

UTILITIES

-

5

.8

%

500,000

Avangrid,

Inc

3

.150

12/01/24

479,563‌

600,000

g

Brooklyn

Union

Gas

Co

4

.632

08/05/27

575,191‌

1,000,000

DTE

Electric

Co

1

.900

04/01/28

874,881‌

274,650

g

India

Cleantech

Energy

4

.700

08/10/26

239,742‌

500,000

g

Korea

Hydro

&

Nuclear

Power

Co

Ltd

3

.750

07/25/23

499,365‌

300,000

National

Fuel

Gas

Co

5

.500

01/15/26

295,730‌

300,000

National

Fuel

Gas

Co

5

.500

10/01/26

292,510‌

250,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

237,225‌

412,989

SCE

Recovery

Funding

LLC

1

.977

11/15/28

374,894‌

TOTAL

UTILITIES

3,869,101‌

TOTAL

CORPORATE

BONDS

17,037,853‌

(Cost

$17,406,603)

GOVERNMENT

BONDS

-

49

.8

%

AGENCY

SECURITIES

-

6

.9

%

77,022

Export-Import

Bank

of

the

United

States

1

.822

05/03/25

74,207‌

250,000

e

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1

.500

02/12/25

235,994‌

500,000

Federal

National

Mortgage

Association

(FNMA)

0

.250

07/10/23

499,548‌

594,375

Harar

Leasing

2013

LLC

2

.582

07/02/25

565,321‌

Short

Duration

Impact

Bond

Fund

June

30,

2023

292

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

395,348

Lulwa

Ltd

1

.831

%

03/26/25

$

380,209‌

187,367

Overseas

Private

Investment

Corp

(OPIC)

1

.790

10/15/29

167,315‌

353,698

Penta

Aircraft

Leasing

LLC

1

.691

04/29/25

340,198‌

250,000

Private

Export

Funding

Corp

(PEFCO)

3

.550

01/15/24

247,383‌

75,648

Purple

Chen

2011

LLC

2

.735

08/01/23

75,447‌

236,864

Safina

Ltd

2

.000

12/30/23

232,121‌

59,588

Sandalwood

LLC

2

.821

02/12/26

57,039‌

642,100

Thirax  LLC

0

.968

01/14/33

540,604‌

187,367

United

States

International

Development

Finance

Corp

1

.050

10/15/29

163,081‌

250,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.618

08/01/23

249,351‌

272,610

i

Washington

Aircraft

2

Co

Ltd

LIBOR

3

M

+

0.430%

5

.972

06/26/24

272,691‌

539,723

Windermere

Aviation

LLC

2

.351

05/27/26

512,484‌

TOTAL

AGENCY

SECURITIES

4,612,993‌

FOREIGN

GOVERNMENT

BONDS

-

9

.6

%

360,000

Asian

Development

Bank

4

.625

06/13/25

357,492‌

250,000

g

BNG

Bank

NV

3

.500

05/19/28

240,433‌

250,000

g

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

247,149‌

500,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

481,066‌

250,000

European

Investment

Bank

0

.250

09/15/23

247,550‌

500,000

g

European

Stability

Mechanism

1

.375

09/11/24

476,745‌

450,000

Export

Development

Canada

3

.875

02/14/28

441,851‌

1,000,000

Hydro-Quebec

8

.050

07/07/24

1,021,365‌

250,000

Inter-American

Investment

Corp

2

.625

04/22/25

238,698‌

500,000

Inter-American

Investment

Corp

4

.125

02/15/28

491,874‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.250

11/24/23

980,161‌

250,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

224,353‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

489,445‌

250,000

i

International

Finance

Corp

SOFR

+

0.090%

5

.182

04/03/24

250,002‌

250,000

g

Nederlandse

Waterschapsbank

NV

1

.750

01/15/25

236,937‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

6,425,121‌

MORTGAGE

BACKED

-

0

.1

%

36,454

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

1.650%

6

.465

01/25/34

36,409‌

TOTAL

MORTGAGE

BACKED

36,409‌

MUNICIPAL

BONDS

-

5

.6

%

45,000

g

California

Municipal

Finance

Authority

4

.250

11/01/23

44,567‌

440,000

California

Municipal

Finance

Authority

1

.622

08/15/25

404,242‌

200,000

City

of

Detroit

MI

2

.189

04/01/24

191,823‌

117,179

City

of

Fort

Wayne

IN

10

.750

12/01/29

12‌

500,000

District

of

Columbia

3

.850

02/28/25

483,663‌

250,000

g

Florida

Development

Finance

Corp

7

.250

07/01/57

254,291‌

250,000

Florida

Development

Finance

Corp

7

.500

07/01/57

246,065‌

850,000

New

York

State

Energy

Research

&

Development

Authority

3

.845

04/01/25

822,471‌

250,000

Pharr

Economic

Development

Corp

3

.016

08/15/26

235,340‌

150,000

Redevelopment

Authority

of

the

City

of

Philadelphia

1

.377

09/01/25

137,154‌

150,000

Redevelopment

Authority

of

the

City

of

Philadelphia

4

.867

09/01/25

147,631‌

357,506

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

342,438‌

200,000

g

Warm

Springs

Reservation

Confederated

Tribe

3

.050

11/01/24

192,650‌

250,000

g

Warm

Springs

Reservation

Confederated

Tribe

2

.165

11/01/26

225,086‌

TOTAL

MUNICIPAL

BONDS

3,727,433‌

U.S.

TREASURY

SECURITIES

-

27

.6

%

324,980

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

01/15/24

319,470‌

1,400,000

United

States

Treasury

Note

2

.625

12/31/23

1,381,844‌

5,261,000

United

States

Treasury

Note

4

.250

05/31/25

5,194,826‌

5,078,000

United

States

Treasury

Note

4

.625

06/30/25

5,054,792‌

3,455,000

United

States

Treasury

Note

4

.125

06/15/26

3,420,180‌

293

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

1,565,000

United

States

Treasury

Note

3

.625

%

05/31/28

$

1,530,766‌

1,562,000

United

States

Treasury

Note

4

.000

06/30/28

1,553,458‌

TOTAL

U.S.

TREASURY

SECURITIES

18,455,336‌

TOTAL

GOVERNMENT

BONDS

33,257,292‌

(Cost

$33,881,701)

STRUCTURED

ASSETS

-

18

.5

%

ASSET

BACKED

-

10

.4

%

418,454

Delta

Air

Lines

Pass

Through

Trust

4

.250

07/30/23

417,236‌

Series

-

2015

1

(Class

B)

1,000,000

Delta

Air

Lines

Pass

Through

Trust

3

.204

04/25/24

979,878‌

Series

-

2019

1

(Class

AA)

205,155

Delta

Air

Lines

Pass

Through

Trust

2

.000

06/10/28

180,603‌

Series

-

2020

1

(Class

AA)

218,677

Delta

Air

Lines

Pass

Through

Trust

2

.500

06/10/28

188,481‌

Series

-

2020

1

(Class

A)

276,763

g

GoodLeap

Sustainable

Home

Solutions

Trust

1

.930

07/20/48

210,316‌

Series

-

2021

4GS

(Class

A)

252,774

g

GoodLeap

Sustainable

Home

Solutions

Trust

2

.560

10/20/48

177,661‌

Series

-

2021

5CS

(Class

B)

107,905

g

HERO

Funding

Trust

4

.050

09/20/41

97,864‌

Series

-

2016

1A

(Class

A)

163,231

g

HERO

Funding

Trust

3

.910

09/20/42

146,134‌

Series

-

2016

3A

(Class

A2)

117,507

g

HERO

Funding

Trust

2

.720

09/20/57

95,483‌

Series

-

2020

1A

(Class

A)

500,000

g

Hertz

Vehicle

Financing

III

LLC

5

.570

09/25/29

491,845‌

Series

-

2023

2A

(Class

A)

118,848

g

Mosaic

Solar

Loan

Trust

2

.100

04/20/46

101,762‌

Series

-

2020

1A

(Class

A)

269,216

g

Mosaic

Solar

Loan

Trust

1

.440

08/20/46

219,909‌

Series

-

2020

2A

(Class

A)

317,170

g

Mosaic

Solar

Loan

Trust

1

.440

06/20/52

251,150‌

Series

-

2021

3A

(Class

A)

250,000

g

Mosaic

Solar

Loan

Trust

1

.770

06/20/52

200,029‌

Series

-

2021

3A

(Class

C)

100,000

g,i

PNMSR

2018-GT1

A

Mtge

LIBOR

1

M

+

3.850%

9

.000

02/25/25

99,983‌

Series

-

2018

GT1

(Class

A)

100,000

g,i

PNMSR

2018-GT1

A

Mtge

LIBOR

1

M

+

2.650%

7

.800

08/25/25

98,890‌

Series

-

2018

GT2

(Class

A)

28,307

g

Renew

3

.670

09/20/52

24,560‌

Series

-

2017

1A

(Class

A)

203,353

g

Sunnova

Helios

VII

Issuer

LLC

2

.030

10/20/48

168,284‌

Series

-

2021

C

(Class

A)

264,182

g

Sunnova

Helios

VIII

Issuer

LLC

2

.790

02/22/49

224,925‌

Series

-

2022

A

(Class

A)

248,928

g

Sunnova

Helios

XI

Issuer

LLC

5

.300

05/20/50

240,406‌

Series

-

2023

A

(Class

A)

450,115

g

Sunrun

Atlas

Issuer

LLC

3

.610

02/01/55

394,113‌

Series

-

2019

2

(Class

A)

346,816

g

Sunrun

Callisto

Issuer

LLC

3

.980

06/30/54

306,354‌

Series

-

2019

1A

(Class

A)

296,431

g

Sunrun

Callisto

Issuer

LLC

2

.270

01/30/57

236,634‌

Series

-

2021

2A

(Class

A)

181,521

g

Tesla

Auto

Lease

Trust

0

.560

03/20/25

180,054‌

Series

-

2021

A

(Class

A3)

600,000

g

Tesla

Auto

Lease

Trust

0

.600

09/22/25

578,573‌

Series

-

2021

B

(Class

A3)

250,000

g

Tesla

Auto

Lease

Trust

1

.320

09/22/25

235,510‌

Series

-

2021

B

(Class

D)

Short

Duration

Impact

Bond

Fund

June

30,

2023

294

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

433,343

g

Vivint

Colar

Financing

V

LLC

7

.370

%

04/30/48

$

396,579‌

Series

-

2018

1A

(Class

B)

TOTAL

ASSET

BACKED

6,943,216‌

OTHER

MORTGAGE

BACKED

-

8

.1

%

250,000

g,i

Alen

Mortgage

Trust

LIBOR

1

M

+

2.250%

7

.443

04/15/34

191,909‌

Series

-

2021

ACEN

(Class

C)

250,000

g

BX

Trust

6

.300

10/13/27

238,486‌

Series

-

2022

CLS

(Class

B)

250,000

g,i

BX

TRUST

SOFR

1

M

+

1.490%

6

.637

01/17/39

244,870‌

Series

-

2022

AHP

(Class

AS)

250,000

g,i

BX

TRUST

CME

Term

SOFR

1

Month

+

2.090%

7

.237

01/17/39

241,249‌

Series

-

2022

AHP

(Class

C)

250,000

g,i

Cityline

Commercial

Mortgage

Trust

2

.871

11/10/31

233,197‌

Series

-

2016

CLNE

(Class

A)

50,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8

.567

03/25/42

51,088‌

Series

-

2022

R03

(Class

1M2)

27,000

g,i

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8

.667

07/25/42

27,608‌

Series

-

2022

R08

(Class

1M2)

250,000

g,i

DBUBS

Mortgage

Trust

3

.648

10/10/34

200,740‌

Series

-

2017

BRBK

(Class

D)

113,171

GS

Mortgage

Securities

Trust

2

.922

05/10/49

108,150‌

Series

-

2016

GS2

(Class

AAB)

500,000

g,i

J.P.

Morgan

Chase

Commercial

Mortgage

Securities

Trust

LIBOR

1

M

+

1.370%

6

.564

10/15/33

456,112‌

Series

-

2020

609M

(Class

A)

250,000

g,i

MAD

Mortgage

Trust

3

.294

08/15/34

230,069‌

Series

-

2017

330M

(Class

A)

250,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

6

.469

07/15/36

235,462‌

Series

-

2019

MILE

(Class

A)

250,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.879%

7

.026

07/15/36

229,347‌

Series

-

2019

MILE

(Class

B)

250,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.279%

7

.426

07/15/36

225,133‌

Series

-

2019

MILE

(Class

C)

250,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

4.329%

9

.476

07/15/36

183,811‌

Series

-

2019

MILE

(Class

F)

14,133

g,i

OBX

Trust

LIBOR

1

M

+

0.650%

5

.800

06/25/57

13,406‌

Series

-

2018

1

(Class

A2)

250,000

g

One

Market

Plaza

Trust

3

.614

02/10/32

231,452‌

Series

-

2017

1MKT

(Class

A)

250,000

g

One

Market

Plaza

Trust

3

.845

02/10/32

223,943‌

Series

-

2017

1MKT

(Class

B)

27,382,754

g,i

SLG

Office

Trust

0

.258

07/15/41

418,439‌

Series

-

2021

OVA

(Class

X)

500,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

1.257%

6

.450

11/15/36

489,380‌

Series

-

2021

LIH

(Class

AS)

500,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

1.656%

6

.849

11/15/36

489,192‌

Series

-

2021

LIH

(Class

B)

270,000

g,i

STWD

Mortgage

Trust

LIBOR

1

M

+

1.955%

7

.148

11/15/36

261,908‌

Series

-

2021

LIH

(Class

C)

151,090

g

Verus

Securitization

Trust

2

.417

01/25/60

141,788‌

Series

-

2020

1

(Class

A1)

TOTAL

OTHER

MORTGAGE

BACKED

5,366,739‌

TOTAL

STRUCTURED

ASSETS

12,309,955‌

(Cost

$13,392,334)

TOTAL

LONG-TERM

INVESTMENTS

64,460,702‌

(Cost

$66,580,947)

295

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

3.9%

REPURCHASE

AGREEMENT

-

3

.9

%

$

2,595,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

%

07/03/23

$

2,595,000‌

TOTAL

REPURCHASE

AGREEMENT

2,595,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,595,000‌

(Cost

$2,595,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

2,201

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

2,201‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,201‌

(Cost

$2,201)

TOTAL

INVESTMENTS

-

100.5%

67,057,903‌

(Cost

$69,178,148)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(

314,121‌

)

NET

ASSETS

-

100.0%

$

66,743,782‌

AVG

Average

CME

Chicago

Mercantile

Exchange

D

Day

LIBOR

London

Interbank

Offered

Rate

M

Month

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secure

Overnight

Financing

Rate

‡

Perpetual

security

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,888.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

k

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$2,595,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.750%

and

maturity

date

7/31/27,

valued

at

$2,646,948.

Short-Term

Bond

Fund

June

30,

2023

Portfolio

of

Investments

296

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.4%

BANK

LOAN

OBLIGATIONS

-

2.1%

CAPITAL

GOODS

-

0

.1

%

$

673,750

i

American

Builders

&

Contractors

Supply

Co,

Inc

SOFR

12

M

+

2.000%

7

.202

%

01/15/27

$

672,541‌

103,926

i

Gardner

Denver,

Inc

SOFR

12

M

+

1.750%

6

.952

03/01/27

103,934‌

888,115

i

Ingersoll-Rand

Services

Co

SOFR

12

M

+

1.750%

6

.952

03/01/27

888,186‌

TOTAL

CAPITAL

GOODS

1,664,661‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.2

%

980,000

i

AECOM

SOFR

12

M

+

1.750%

6

.967

04/13/28

982,857‌

1,124,489

i

GFL

Environmental,

Inc

LIBOR

3

M

+

3.000%

3

.000

05/31/25

1,126,726‌

1,697,057

i

Prime

Security

Services

Borrower

LLC

LIBOR

3

M

+

2.750%

7

.608

09/23/26

1,698,694‌

860,559

i

Trans

Union

LLC

SOFR

12

M

+

2.250%

7

.467

12/01/28

859,526‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

4,667,803‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.1

%

2,977,500

i

Flutter

Financing

BV

SOFR

4

M

+

3.250%

8

.753

07/22/28

2,986,462‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

2,986,462‌

CONSUMER

SERVICES

-

0

.3

%

1,462,121

i

1011778

BC

ULC

LIBOR

12

M

+

1.750%

6

.943

11/19/26

1,454,196‌

1,943,891

i

Hilton

Worldwide

Finance

LLC

SOFR

12

M

+

1.750%

6

.939

06/22/26

1,944,581‌

794,328

i

KFC

Holding

Co

LIBOR

12

M

+

1.750%

6

.896

03/15/28

789,066‌

1,430,000

i

Wyndham

Hotels

&

Resorts,

Inc

CME

Term

SOFR

1

Month

+

2.250%

0

.000

05/25/30

1,432,424‌

TOTAL

CONSUMER

SERVICES

5,620,267‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.0

%

806,182

i

US

Foods,

Inc

SOFR

12

M

+

2.750%

7

.967

11/22/28

806,783‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

806,783‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.1

%

1,389,098

i

IQVIA,

Inc

LIBOR

12

M

+

1.750%

7

.288

01/17/25

1,390,473‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

1,390,473‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.1

%

2,103,158

i

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7

.442

12/22/27

2,095,282‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

2,095,282‌

MATERIALS

-

0

.1

%

1,713,570

i

Berry

Global,

Inc

LIBOR

12

M

+

1.750%

6

.972

07/01/26

1,713,587‌

TOTAL

MATERIALS

1,713,587‌

MEDIA

&

ENTERTAINMENT

-

0

.2

%

1,353,926

i

CSC

Holdings

LLC

LIBOR

12

M

+

2.250%

7

.443

07/17/25

1,307,669‌

1,071,722

i

Nascar

Holdings,

Inc

SOFR

12

M

+

2.500%

7

.717

10/19/26

1,074,487‌

1,290,299

i

Outfront

Media

Capital

LLC

SOFR

12

M

+

1.750%

6

.852

11/18/26

1,273,499‌

TOTAL

MEDIA

&

ENTERTAINMENT

3,655,655‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.4

%

1,204,468

i

Avantor,

Inc

SOFR

12

M

+

2.250%

7

.452

11/08/27

1,205,473‌

1,000,000

i

Horizon

Therapeutics

USA,

Inc

SOFR

12

M

+

2.000%

7

.204

05/22/26

999,820‌

2,224,750

i

Jazz

Financing

Lux

Sarl

SOFR

12

M

+

3.500%

8

.864

05/05/28

2,224,150‌

2,197,494

i

Organon

&

Co

LIBOR

12

M

+

3.000%

8

.250

06/02/28

2,199,900‌

1,000,000

h,i

Prestige

Brands,

Inc

LIBOR

3

M

+

2.000%

6

.384

01/26/24

1,002,235‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

7,631,578‌

297

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES

-

0

.3

%

$

1,773,198

i

NortonLifeLock,

Inc

SOFR

12

M

+

2.000%

7

.202

%

09/12/29

$

1,766,557‌

1,838,346

i

Open

Text

Corp

SOFR

12

M

+

1.750%

6

.952

05/30/25

1,841,159‌

356,017

i

SS&C

Technologies,

Inc

SOFR

12

M

+

1.750%

6

.967

04/16/25

356,192‌

398,620

i

SS&C

Technologies,

Inc

SOFR

12

M

+

1.750%

6

.967

04/16/25

398,815‌

576,802

i

SS&C

Technologies,

Inc

CME

Term

SOFR

12

Month

+

2.250%

7

.452

03/22/29

575,842‌

382,700

i

SS&C

Technologies,

Inc

SOFR

12

M

+

2.250%

7

.452

03/22/29

382,062‌

TOTAL

SOFTWARE

&

SERVICES

5,320,627‌

TRANSPORTATION

-

0

.1

%

1,781,215

i

Avis

Budget

Car

Rental

LLC

SOFR

12

M

+

1.750%

6

.967

08/06/27

1,762,289‌

1,481,250

i

Avis

Budget

Car

Rental

LLC

CME

Term

SOFR

12

Month

+

3.500%

8

.702

03/16/29

1,486,494‌

TOTAL

TRANSPORTATION

3,248,783‌

UTILITIES

-

0

.1

%

1,488,665

i

Core

&

Main

LP

SOFR

2M

+

2.500%

7

.691

07/27/28

1,484,482‌

TOTAL

UTILITIES

1,484,482‌

TOTAL

BANK

LOAN

OBLIGATIONS

42,286,443‌

(Cost

$42,122,457)

CORPORATE

BONDS

-

33

.8

%

AUTOMOBILES

&

COMPONENTS

-

1

.9

%

2,725,000

g

Denso

Corp

1

.239

09/16/26

2,395,721‌

5,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

5,105,600‌

5,000,000

Ford

Motor

Credit

Co

LLC

2

.900

02/16/28

4,281,985‌

5,000,000

General

Motors

Financial

Co,

Inc

1

.700

08/18/23

4,974,052‌

4,000,000

General

Motors

Financial

Co,

Inc

1

.200

10/15/24

3,762,684‌

11,000,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

10,874,126‌

850,000

General

Motors

Financial

Co,

Inc

6

.000

01/09/28

856,812‌

2,250,000

g

Hyundai

Capital

Services,

Inc

2

.125

04/24/25

2,107,291‌

2,150,000

g

Kia

Corp

1

.000

04/16/24

2,068,994‌

1,335,000

g

Kia

Corp

2

.375

02/14/25

1,265,308‌

TOTAL

AUTOMOBILES

&

COMPONENTS

37,692,573‌

BANKS

-

9

.7

%

2,100,000

g

Banco

de

Credito

del

Peru

2

.700

01/11/25

2,006,379‌

3,650,000

g

Banco

del

Estado

de

Chile

2

.704

01/09/25

3,486,321‌

2,855,000

g

Banco

do

Brasil

S.A.

3

.250

09/30/26

2,633,205‌

2,000,000

g

Banco

Santander

Chile

2

.700

01/10/25

1,912,495‌

2,000,000

g

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5

.375

04/17/25

1,978,630‌

5,000,000

Banco

Santander

S.A.

3

.496

03/24/25

4,786,951‌

5,125,000

Bancolombia

S.A.

3

.000

01/29/25

4,868,614‌

4,000,000

g

Bank

Leumi

Le-Israel

BM

5

.125

07/27/27

3,962,160‌

5,000,000

Bank

of

America

Corp

0

.976

04/22/25

4,793,587‌

8,000,000

Bank

of

America

Corp

0

.981

09/25/25

7,516,161‌

20,000,000

Bank

of

America

Corp

3

.384

04/02/26

19,170,099‌

5,000,000

Bank

of

America

Corp

5

.080

01/20/27

4,923,290‌

500,000

Citigroup,

Inc

0

.776

10/30/24

491,171‌

23,600,000

Citigroup,

Inc

0

.981

05/01/25

22,582,516‌

2,500,000

Citigroup,

Inc

1

.281

11/03/25

2,341,931‌

15,000,000

Citigroup,

Inc

5

.610

09/29/26

14,979,604‌

5,000,000

Cooperatieve

Rabobank

UA

0

.375

01/12/24

4,858,022‌

1,775,000

g

Development

Bank

of

Kazakhstan

JSC

5

.750

05/12/25

1,786,999‌

1,250,000

HSBC

USA,

Inc

3

.500

06/23/24

1,220,787‌

5,000,000

JPMorgan

Chase

&

Co

4

.023

12/05/24

4,956,796‌

725,000

JPMorgan

Chase

&

Co

0

.563

02/16/25

699,771‌

Short-Term

Bond

Fund

June

30,

2023

298

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

20,000,000

JPMorgan

Chase

&

Co

0

.824

%

06/01/25

$

19,012,736‌

14,000,000

JPMorgan

Chase

&

Co

4

.080

04/26/26

13,604,705‌

5,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

0

.848

09/15/24

4,944,444‌

5,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.063

09/12/25

4,939,477‌

2,875,000

National

Bank

of

Canada

0

.550

11/15/24

2,814,901‌

1,250,000

Natwest

Group

plc

1

.642

06/14/27

1,100,050‌

5,000,000

g

Skandinaviska

Enskilda

Banken

AB

0

.550

09/01/23

4,950,700‌

5,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

0

.508

01/12/24

4,861,049‌

5,000,000

Toronto-Dominion

Bank

0

.450

09/11/23

4,950,590‌

3,000,000

Toronto-Dominion

Bank

3

.766

06/06/25

2,908,562‌

1,680,000

e

Truist

Financial

Corp

3

.750

12/06/23

1,663,736‌

5,000,000

g

UBS

AG.

0

.450

02/09/24

4,832,259‌

2,000,000

g

United

Overseas

Bank

Ltd

3

.059

04/07/25

1,926,979‌

4,000,000

g

United

Overseas

Bank

Ltd

1

.250

04/14/26

3,593,117‌

TOTAL

BANKS

192,058,794‌

CAPITAL

GOODS

-

1

.7

%

2,000,000

g

BOC

Aviation

Ltd

3

.500

10/10/24

1,935,883‌

5,000,000

Boeing

Co

1

.433

02/04/24

4,867,038‌

10,000,000

Boeing

Co

2

.196

02/04/26

9,178,082‌

10,000,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

9,844,250‌

2,500,000

g

DAE

Funding

LLC

2

.625

03/20/25

2,346,310‌

272,000

Raytheon

Technologies

Corp

3

.650

08/16/23

271,318‌

1,850,000

Raytheon

Technologies

Corp

5

.000

02/27/26

1,847,566‌

3,000,000

g

TSMC

Global

Ltd

0

.750

09/28/25

2,699,932‌

TOTAL

CAPITAL

GOODS

32,990,379‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.2

%

1,150,000

Genuine

Parts

Co

1

.750

02/01/25

1,077,098‌

3,000,000

g

Prosus

NV

3

.257

01/19/27

2,711,353‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

3,788,451‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

1,455,000

Lennar

Corp

4

.875

12/15/23

1,448,885‌

480,000

e

Newell

Brands,

Inc

6

.375

09/15/27

459,652‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,908,537‌

CONSUMER

SERVICES

-

0

.2

%

1,475,000

Hyatt

Hotels

Corp

1

.300

10/01/23

1,461,472‌

2,000,000

g

Transnet

SOC

Ltd

8

.250

02/06/28

1,942,500‌

TOTAL

CONSUMER

SERVICES

3,403,972‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.2

%

3,900,000

Walmart,

Inc

1

.050

09/17/26

3,482,029‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,482,029‌

ENERGY

-

2

.6

%

3,000,000

Canadian

Natural

Resources

Ltd

2

.050

07/15/25

2,794,524‌

5,000,000

Enbridge,

Inc

0

.550

10/04/23

4,935,966‌

4,775,000

Enbridge,

Inc

2

.500

02/14/25

4,535,173‌

2,230,000

g

Energean

Israel

Finance

Ltd

4

.500

03/30/24

2,203,240‌

5,000,000

Energy

Transfer

Operating

LP

4

.500

04/15/24

4,942,527‌

3,000,000

Energy

Transfer

Operating

LP

2

.900

05/15/25

2,842,442‌

3,500,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

3,493,604‌

4,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

3,924,535‌

278,000

Petroleos

Mexicanos

2

.378

04/15/25

268,306‌

1,000,000

Petroleos

Mexicanos

4

.500

01/23/26

893,978‌

1,350,000

Phillips

66

0

.900

02/15/24

1,309,887‌

5,000,000

g

Saudi

Arabian

Oil

Co

2

.875

04/16/24

4,876,360‌

5,000,000

TransCanada

PipeLines

Ltd

1

.000

10/12/24

4,697,486‌

299

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

10,000,000

Williams

Cos,

Inc

5

.400

%

03/02/26

$

9,973,862‌

TOTAL

ENERGY

51,691,890‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.4

%

2,000,000

American

Tower

Corp

3

.375

05/15/24

1,957,986‌

1,450,000

AvalonBay

Communities,

Inc

3

.500

11/15/24

1,405,247‌

2,600,000

Boston

Properties

LP

3

.125

09/01/23

2,584,238‌

1,044,000

Brandywine

Operating

Partnership

LP

4

.100

10/01/24

1,001,764‌

5,000,000

Essex

Portfolio

LP

3

.875

05/01/24

4,908,623‌

410,000

Federal

Realty

Investment

Trust

3

.950

01/15/24

405,323‌

1,665,000

g

SBA

Tower

Trust

2

.836

01/15/25

1,580,941‌

13,365,000

g

SBA

Tower

Trust

1

.884

01/15/26

12,005,187‌

2,500,000

g

SBA

Tower

Trust

1

.631

11/15/26

2,156,383‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

28,005,692‌

FINANCIAL

SERVICES

-

6

.4

%

7,000,000

AerCap

Ireland

Capital

DAC

3

.150

02/15/24

6,866,852‌

15,000,000

AerCap

Ireland

Capital

DAC

1

.650

10/29/24

14,095,641‌

2,000,000

g

AIG

Global

Funding

0

.800

07/07/23

1,999,461‌

5,500,000

American

Express

Co

3

.375

05/03/24

5,392,662‌

3,000,000

American

Honda

Finance

Corp

0

.875

07/07/23

2,999,130‌

4,700,000

e,g

Banco

BTG

Pactual

S.A.

2

.750

01/11/26

4,277,490‌

7,000,000

Capital

One

Financial

Corp

4

.166

05/09/25

6,818,844‌

5,000,000

Credit

Suisse

AG.

0

.495

02/02/24

4,809,847‌

2,950,000

Deutsche

Bank

AG.

0

.898

05/28/24

2,802,970‌

10,000,000

g

Federation

des

Caisses

Desjardins

du

Quebec

0

.700

05/21/24

9,549,259‌

7,200,000

g

Federation

des

Caisses

Desjardins

du

Quebec

5

.700

03/14/28

7,191,514‌

5,000,000

Fidelity

National

Information

Services,

Inc

0

.600

03/01/24

4,825,168‌

5,000,000

Ford

Motor

Credit

Co

LLC

4

.950

05/28/27

4,716,435‌

5,000,000

Goldman

Sachs

Group,

Inc

0

.657

09/10/24

4,943,776‌

14,450,000

Goldman

Sachs

Group,

Inc

5

.700

11/01/24

14,425,763‌

4,000,000

Morgan

Stanley

3

.620

04/17/25

3,920,513‌

5,000,000

Morgan

Stanley

0

.790

05/30/25

4,749,677‌

5,000,000

Morgan

Stanley

1

.164

10/21/25

4,673,130‌

4,000,000

Morgan

Stanley

4

.679

07/17/26

3,925,151‌

2,775,000

Morgan

Stanley

1

.512

07/20/27

2,458,561‌

2,000,000

g

Private

Export

Funding

Corp

(PEFCO)

0

.550

07/30/24

1,889,043‌

4,500,000

Toyota

Motor

Credit

Corp

0

.500

08/14/23

4,475,494‌

4,725,000

g

UBS

Group

AG

1

.008

07/30/24

4,705,330‌

TOTAL

FINANCIAL

SERVICES

126,511,711‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.2

%

3,000,000

Constellation

Brands,

Inc

3

.600

05/09/24

2,942,167‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,942,167‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1

.1

%

3,750,000

CVS

Health

Corp

4

.300

03/25/28

3,616,573‌

10,000,000

HCA,

Inc

5

.375

02/01/25

9,912,326‌

3,300,000

Humana,

Inc

0

.650

08/03/23

3,287,624‌

5,000,000

McKesson

Corp

4

.900

07/15/28

4,967,091‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

21,783,614‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.2

%

5,000,000

GSK

Consumer

Healthcare

Capital

UK

plc

3

.125

03/24/25

4,777,260‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,777,260‌

INSURANCE

-

0

.5

%

3,000,000

g

Principal

Life

Global

Funding

II

0

.750

04/12/24

2,879,549‌

2,500,000

e,g

Principal

Life

Global

Funding

II

0

.875

01/12/26

2,222,623‌

Short-Term

Bond

Fund

June

30,

2023

300

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

5,000,000

g

Protective

Life

Global

Funding

0

.473

%

01/12/24

$

4,858,449‌

TOTAL

INSURANCE

9,960,621‌

MATERIALS

-

1

.2

%

1,200,000

g

Freeport

Indonesia

PT

4

.763

04/14/27

1,158,197‌

1,000,000

Nutrien

Ltd

4

.900

03/27/28

980,790‌

4,725,000

g

Orbia

Advance

Corp

SAB

de

C.V.

1

.875

05/11/26

4,234,781‌

3,000,000

g

POSCO

4

.375

08/04/25

2,912,472‌

4,200,000

g

POSCO

5

.750

01/17/28

4,260,835‌

1,550,000

g

SABIC

Capital

II

BV

4

.000

10/10/23

1,538,871‌

3,000,000

Sherwin-Williams

Co

4

.050

08/08/24

2,951,345‌

2,000,000

Westlake

Chemical

Corp

0

.875

08/15/24

1,888,819‌

3,000,000

WRKCo,

Inc

3

.000

09/15/24

2,884,937‌

TOTAL

MATERIALS

22,811,047‌

MEDIA

&

ENTERTAINMENT

-

1

.6

%

2,000,000

g

CCO

Holdings

LLC

5

.125

05/01/27

1,862,490‌

10,000,000

Charter

Communications

Operating

LLC

4

.908

07/23/25

9,806,469‌

10,000,000

Comcast

Corp

5

.250

11/07/25

10,054,029‌

3,250,000

DH

Europe

Finance

II

Sarl

2

.200

11/15/24

3,112,442‌

117,000

Take-Two

Interactive

Software,

Inc

3

.300

03/28/24

114,707‌

6,875,000

Warnermedia

Holdings,

Inc

3

.638

03/15/25

6,631,102‌

TOTAL

MEDIA

&

ENTERTAINMENT

31,581,239‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.9

%

4,450,000

AbbVie,

Inc

3

.800

03/15/25

4,326,377‌

3,100,000

Amgen,

Inc

5

.150

03/02/28

3,097,209‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

4,914,456‌

1,668,000

Takeda

Pharmaceutical

Co

Ltd

4

.400

11/26/23

1,658,644‌

1,045,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

966,701‌

3,000,000

Zoetis,

Inc

5

.400

11/14/25

3,009,181‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

17,972,568‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.6

%

5,000,000

NVIDIA

Corp

0

.584

06/14/24

4,776,493‌

3,000,000

g

SK

Hynix,

Inc

1

.500

01/19/26

2,658,179‌

3,000,000

g

SK

Hynix,

Inc

6

.375

01/17/28

3,012,559‌

1,075,000

TSMC

Arizona

Corp

1

.750

10/25/26

964,164‌

1,325,000

TSMC

Arizona

Corp

3

.875

04/22/27

1,275,579‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

12,686,974‌

SOFTWARE

&

SERVICES

-

0

.4

%

5,000,000

Adobe,

Inc

1

.900

02/01/25

4,751,336‌

925,000

g

NortonLifeLock,

Inc

6

.750

09/30/27

922,396‌

3,100,000

Oracle

Corp

5

.800

11/10/25

3,134,524‌

TOTAL

SOFTWARE

&

SERVICES

8,808,256‌

TELECOMMUNICATION

SERVICES

-

0

.9

%

5,500,000

AT&T,

Inc

1

.700

03/25/26

5,013,204‌

2,400,000

g

KT

Corp

4

.000

08/08/25

2,327,148‌

4,800,000

T-Mobile

USA,

Inc

3

.750

04/15/27

4,543,707‌

5,500,000

Verizon

Communications,

Inc

2

.100

03/22/28

4,831,600‌

TOTAL

TELECOMMUNICATION

SERVICES

16,715,659‌

TRANSPORTATION

-

0

.5

%

5,000,000

Canadian

Pacific

Railway

Co

1

.350

12/02/24

4,697,849‌

3,000,000

g

Grupo

Aeromexico

SAB

de

C.V.

8

.500

03/17/27

2,684,759‌

3,400,000

g

Misc

Capital

Two

Labuan

Ltd

3

.625

04/06/25

3,268,090‌

TOTAL

TRANSPORTATION

10,650,698‌

301

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES

-

1

.3

%

$

3,000,000

Dominion

Energy,

Inc

3

.300

%

03/15/25

$

2,872,173‌

5,000,000

Florida

Power

&

Light

Co

4

.400

05/15/28

4,906,060‌

1,875,000

g

Korea

East-West

Power

Co

Ltd

3

.600

05/06/25

1,803,292‌

1,575,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

1,559,401‌

3,000,000

g

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

2,726,400‌

2,020,000

WEC

Energy

Group,

Inc

0

.550

09/15/23

1,999,645‌

10,000,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

9,848,737‌

TOTAL

UTILITIES

25,715,708‌

TOTAL

CORPORATE

BONDS

667,939,839‌

(Cost

$689,249,573)

GOVERNMENT

BONDS

-

38

.8

%

AGENCY

SECURITIES

-

1

.8

%

20,036,250

Federal

Home

Loan

Bank

(FHLB)

1

.000

03/23/26

18,117,079‌

1,755,000

Montefiore

Medical

Center

2

.152

10/20/26

1,583,806‌

5,900,000

Private

Export

Funding

Corp

(PEFCO)

1

.750

11/15/24

5,621,890‌

3,157,895

Reliance

Industries

Ltd

1

.870

01/15/26

2,998,620‌

3,000,000

Reliance

Industries

Ltd

2

.060

01/15/26

2,855,479‌

3,947,368

Reliance

Industries

Ltd

2

.444

01/15/26

3,775,265‌

TOTAL

AGENCY

SECURITIES

34,952,139‌

FOREIGN

GOVERNMENT

BONDS

-

5

.5

%

925,000

g

African

Export-Import

Bank

2

.634

05/17/26

831,825‌

5,000,000

g

BNG

Bank

NV

3

.500

08/26/24

4,885,749‌

3,000,000

g

BNG

Bank

NV

0

.875

05/18/26

2,689,170‌

2,500,000

Brazilian

Government

International

Bond

2

.875

06/06/25

2,378,152‌

5,000,000

g

Caisse

d'Amortissement

de

la

Dette

Sociale

0

.375

09/23/25

4,528,126‌

6,250,000

g

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

6,178,726‌

2,500,000

g

Development

Bank

of

Japan,

Inc

0

.500

03/04/24

2,415,299‌

1,500,000

g

Egypt

Government

International

Bond

4

.550

11/20/23

1,461,180‌

500,000

g

Honduras

Government

International

Bond

7

.500

03/15/24

495,070‌

1,000,000

g

Hungary

Government

International

Bond

6

.125

05/22/28

1,014,148‌

6,650,000

g

Japan

Finance

Organization

for

Municipalities

3

.375

09/27/23

6,614,555‌

1,560,000

g

Kommunalbanken

AS.

2

.750

02/05/24

1,534,060‌

10,000,000

g

Kommunalbanken

AS.

0

.375

09/11/25

9,065,627‌

3,000,000

g

Korea

Electric

Power

Corp

3

.625

06/14/25

2,888,727‌

2,800,000

g

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1

.250

04/27/26

2,484,975‌

12,000,000

i

Kreditanstalt

fuer

Wiederaufbau

SOFR

Compounded

Index

+

1.000%

6

.090

02/12/24

12,063,623‌

300,000

g

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

297,001‌

4,350,000

Mexico

Government

International

Bond

3

.750

01/11/28

4,136,286‌

3,000,000

g

Morocco

Government

International

Bond

2

.375

12/15/27

2,617,860‌

1,130,000

g

Morocco

Government

International

Bond

5

.950

03/08/28

1,138,543‌

3,575,000

g

OPEC

Fund

for

International

Development

4

.500

01/26/26

3,508,952‌

3,400,000

g

Perusahaan

Penerbit

SBSN

Indonesia

III

3

.900

08/20/24

3,353,250‌

4,250,000

Peruvian

Government

International

Bond

4

.125

08/25/27

4,128,577‌

900,000

Philippine

Government

International

Bond

2

.457

05/05/30

777,788‌

3,000,000

g

Qatar

Government

International

Bond

3

.375

03/14/24

2,954,220‌

4,000,000

g

Qatar

Government

International

Bond

4

.000

03/14/29

3,909,600‌

6,800,000

Republic

of

Italy

Government

International

Bond

2

.375

10/17/24

6,491,416‌

2,000,000

g

Republic

of

Uzbekistan

International

Bond

4

.750

02/20/24

1,977,600‌

1,000,000

g

Romanian

Government

International

Bond

6

.625

02/17/28

1,027,660‌

5,200,000

g

Saudi

Government

International

Bond

3

.250

10/26/26

4,926,376‌

1,540,000

Svensk

Exportkredit

AB

1

.750

12/12/23

1,515,018‌

5,000,000

Svensk

Exportkredit

AB

0

.500

08/26/25

4,546,422‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

108,835,581‌

MORTGAGE

BACKED

-

2

.9

%

5,749,022

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.250%

7

.317

08/25/33

5,754,044‌

3,590,638

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

1.000%

6

.067

01/25/42

3,529,889‌

6,364,334

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

2.300%

7

.367

08/25/33

6,372,141‌

Short-Term

Bond

Fund

June

30,

2023

302

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,055,000

g,i

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes

30

D

AVG

SOFR

+

4.000%

9

.067

%

07/25/42

$

1,088,050‌

6,765,479

Government

National

Mortgage

Association

(GNMA)

2

.000

05/15/31

5,972,874‌

17,423,912

GNMA

1

.730

07/15/37

14,721,076‌

20,360,118

GNMA

4

.250

09/15/38

20,182,414‌

TOTAL

MORTGAGE

BACKED

57,620,488‌

MUNICIPAL

BONDS

-

0

.6

%

11,755,000

City

of

New

York

NY

2

.280

08/01/25

11,064,501‌

TOTAL

MUNICIPAL

BONDS

11,064,501‌

U.S.

TREASURY

SECURITIES

-

28

.0

%

36,072,780

k

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

01/15/24

35,461,234‌

55,000,000

United

States

Treasury

Note

1

.750

03/15/25

52,026,562‌

136,922,000

United

States

Treasury

Note

3

.875

03/31/25

134,231,696‌

21,185,000

United

States

Treasury

Note

3

.875

04/30/25

20,772,886‌

9,534,000

United

States

Treasury

Note

4

.250

05/31/25

9,414,080‌

9,150,000

United

States

Treasury

Note

4

.625

06/30/25

9,108,182‌

70,000,000

United

States

Treasury

Note

3

.000

09/30/25

67,372,266‌

80,000,000

United

States

Treasury

Note

3

.000

10/31/25

76,943,750‌

20,000,000

United

States

Treasury

Note

2

.875

11/30/25

19,168,750‌

33,091,000

United

States

Treasury

Note

3

.625

05/15/26

32,284,407‌

35,000,000

United

States

Treasury

Note

1

.500

08/15/26

31,990,820‌

29,000,000

United

States

Treasury

Note

0

.500

06/30/27

25,003,438‌

15,686,000

United

States

Treasury

Note

3

.625

03/31/28

15,320,810‌

7,393,000

United

States

Treasury

Note

3

.625

05/31/28

7,231,278‌

7,320,000

United

States

Treasury

Note

4

.000

06/30/28

7,279,969‌

10,000,000

United

States

Treasury

Note

3

.625

03/31/30

9,782,031‌

TOTAL

U.S.

TREASURY

SECURITIES

553,392,159‌

TOTAL

GOVERNMENT

BONDS

765,864,868‌

(Cost

$787,780,490)

STRUCTURED

ASSETS

-

23

.7

%

ASSET

BACKED

-

7

.9

%

69,311

Aames

Mortgage

Trust

(Step

Bond)

7

.396

06/25/32

66,474‌

Series

-

2002

1

(Class

A3)

55,677

g

Asset

Backed

Funding

Corp

NIM

Trust

5

.900

07/26/35

1‌

Series

-

2005

WMC1

(Class

N1)

889,305

i

Asset

Backed

Securities

Corp

Home

Equity

Loan

Trust

LIBOR

1

M

+

1.650%

6

.843

03/15/32

880,250‌

Series

-

2002

HE1

(Class

M1)

4,214,000

i

Bayview

Financial

Mortgage

Pass-Through

Trust

LIBOR

1

M

+

1.125%

6

.303

02/28/41

4,180,606‌

Series

-

2006

A

(Class

M4)

1,924,149

g

Capital

Automotive

REIT

1

.440

08/15/51

1,661,699‌

Series

-

2021

1A

(Class

A1)

2,109,272

g

Capital

Automotive

REIT

1

.920

08/15/51

1,805,708‌

Series

-

2021

1A

(Class

A3)

8,600,000

CarMax

Auto

Owner

Trust

0

.740

10/15/26

7,845,010‌

Series

-

2021

1

(Class

B)

7,000,000

CarMax

Auto

Owner

Trust

1

.000

03/15/27

6,297,278‌

Series

-

2021

3

(Class

B)

1,072

Centex

Home

Equity

5

.540

01/25/32

1,033‌

Series

-

2002

A

(Class

AF6)

44,416

i

Centex

Home

Equity

LIBOR

1

M

+

0.645%

5

.795

03/25/34

42,575‌

Series

-

2004

B

(Class

M1)

9,579,164

g

CF

Hippolyta

LLC

1

.690

07/15/60

8,596,253‌

Series

-

2020

1

(Class

A1)

122,341

i

Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates

5

.700

02/26/35

116,568‌

Series

-

2004

2

(Class

1M2)

2,540,000

CNH

Equipment

Trust

0

.900

01/16/29

2,285,502‌

Series

-

2021

B

(Class

B)

303

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

6,698,000

g

DB

Master

Finance

LLC

2

.045

%

11/20/51

$

5,828,961‌

Series

-

2021

1A

(Class

A2I)

10,780,000

g

Domino's

Pizza

Master

Issuer

LLC

2

.662

04/25/51

9,138,389‌

Series

-

2021

1A

(Class

A2I)

1,343,419

g

FCI

Funding

LLC

1

.130

04/15/33

1,283,278‌

Series

-

2021

1A

(Class

A)

2,108,440

g

FNA

VI

LLC

1

.350

01/10/32

1,905,323‌

Series

-

2021

1A

(Class

A)

4,500,000

Ford

Credit

Auto

Owner

Trust

0

.700

10/15/26

4,134,758‌

Series

-

2021

A

(Class

B)

1,500,000

g

Ford

Credit

Auto

Owner

Trust

1

.610

10/17/33

1,333,851‌

Series

-

2021

1

(Class

B)

3,350,000

GM

Financial

Consumer

Automobile

Receivables

Trust

0

.750

05/17/27

3,113,396‌

Series

-

2021

1

(Class

B)

6,100,000

g,i

MSCG

Trust

3

.577

06/07/35

5,261,183‌

Series

-

2015

ALDR

(Class

C)

2,493,759

g

Navient

Private

Education

Refi

Loan

Trust

0

.840

05/15/69

2,163,127‌

Series

-

2021

A

(Class

A)

2,445,642

g

Oportun

Funding

XIV

LLC

1

.210

03/08/28

2,330,308‌

Series

-

2021

A

(Class

A)

2,000,000

g

Oportun

Issuance

Trust

1

.960

05/08/31

1,788,364‌

Series

-

2021

B

(Class

B)

775,307

i

Park

Place

Securities,

Inc

LIBOR

1

M

+

1.245%

6

.395

01/25/36

758,978‌

Series

-

2005

WCH1

(Class

M4)

5,000,000

g

PFS

Financing

Corp

1

.570

10/15/25

4,929,771‌

Series

-

2020

E

(Class

B)

7,000,000

g

PFS

Financing

Corp

0

.710

04/15/26

6,704,748‌

Series

-

2021

A

(Class

A)

7,620,000

g,i

PNMSR

2018-GT1

A

Mtge

LIBOR

1

M

+

3.850%

9

.000

02/25/25

7,618,703‌

Series

-

2018

GT1

(Class

A)

5,050,000

g,i

PNMSR

2018-GT1

A

Mtge

LIBOR

1

M

+

2.650%

7

.800

08/25/25

4,993,941‌

Series

-

2018

GT2

(Class

A)

5,500,000

g

Santander

Consumer

Auto

Receivables

Trust

0

.710

08/17/26

5,129,987‌

Series

-

2021

AA

(Class

B)

6,444,853

SCE

Recovery

Funding

LLC

0

.861

11/15/31

5,335,430‌

Series

-

2021

A-1

(Class

A)

2,382,400

g

ServiceMaster

Funding

LLC

2

.841

10/30/51

1,973,263‌

Series

-

2020

1

(Class

A2I)

5,635,000

g

SERVPRO

Master

Issuer

LLC

2

.394

04/25/51

4,626,425‌

Series

-

2021

1A

(Class

A2)

1,487,216

g

Sierra

Timeshare

Receivables

Funding

LLC

0

.990

11/20/37

1,377,489‌

Series

-

2021

1A

(Class

A)

36,672

g

SoFi

Professional

Loan

Program

LLC

2

.630

07/25/40

36,251‌

Series

-

2017

C

(Class

A2B)

12,647,400

g

Taco

Bell

Funding

LLC

1

.946

08/25/51

10,873,223‌

Series

-

2021

1A

(Class

A2I)

5,000,000

g

Tesla

Auto

Lease

Trust

1

.020

03/20/25

4,899,736‌

Series

-

2021

A

(Class

B)

10,185,000

Verizon

Master

Trust

0

.890

05/20/27

9,694,391‌

Series

-

2021

1

(Class

C)

10,000,000

Verizon

Owner

Trust

0

.680

02/20/25

9,845,025‌

Series

-

2020

B

(Class

B)

5,693,800

g

Wendy's

Funding

LLC

2

.370

06/15/51

4,708,408‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

155,565,664‌

OTHER

MORTGAGE

BACKED

-

15

.8

%

1,799,805

g,i

ACRE

Commercial

Mortgage

Ltd

SOFR

1

M

+

0.944%

6

.035

12/18/37

1,777,556‌

Series

-

2021

FL4

(Class

A)

5,242,000

g,i

Angel

Oak

Mortgage

Trust

3

.161

12/25/59

4,466,017‌

Series

-

2020

1

(Class

M1)

Short-Term

Bond

Fund

June

30,

2023

304

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,500,000

g,i

Ashford

Hospitality

Trust

LIBOR

1

M

+

2.750%

2

.860

%

06/15/35

$

2,365,776‌

Series

-

2018

KEYS

(Class

D)

7,500,000

g,i

BAMLL

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.150%

7

.297

01/15/39

7,219,445‌

Series

-

2022

DKLX

(Class

C)

4,119,000

g,i

BBCMS

Trust

LIBOR

1

M

+

1.000%

6

.193

07/15/37

4,032,243‌

Series

-

2018

CBM

(Class

A)

3,259

i

Bear

Stearns

ALT-A

Trust

LIBOR

1

M

+

0.600%

5

.750

06/25/34

3,412‌

Series

-

2004

4

(Class

A1)

847,651

g,i

BHP

Trust

LIBOR

1

M

+

0.975%

6

.168

08/15/36

837,403‌

Series

-

2019

BXHP

(Class

A)

2,975,000

g,i

BX

Commercial

Mortgage

Trust

LIBOR

1

M

+

2.114%

2

.110

10/15/36

2,929,114‌

Series

-

2019

XL

(Class

F)

3,060,000

g,i

BX

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

1.364%

6

.511

10/15/36

3,029,190‌

Series

-

2019

XL

(Class

C)

5,108,382

g,i

BX

Commercial

Mortgage

Trust

LIBOR

1

M

+

0.870%

6

.064

06/15/38

4,954,793‌

Series

-

2021

SOAR

(Class

B)

4,633,575

g,i

BX

Commercial

Mortgage

Trust

LIBOR

1

M

+

0.998%

6

.191

10/15/38

4,497,861‌

Series

-

2021

XL2

(Class

B)

7,830,742

g,i

BX

Commercial

Mortgage

Trust

LIBOR

1

M

+

1.197%

6

.390

10/15/38

7,554,308‌

Series

-

2021

XL2

(Class

C)

1,390,073

g,i

BX

Commercial

Mortgage

Trust

LIBOR

1

M

+

1.846%

7

.039

10/15/38

1,333,026‌

Series

-

2021

XL2

(Class

E)

1,000,000

g,i

BX

Commercial

Mortgage

Trust

SOFR

1

M

+

1.840%

6

.987

01/17/39

979,789‌

Series

-

2022

AHP

(Class

B)

1,392,585

g,i

BX

TRUST

CME

Term

SOFR

1

Month

+

1.562%

6

.709

02/15/39

1,321,530‌

Series

-

2022

LP2

(Class

C)

3,373,619

g,i

Chase

Mortgage

Trust

3

.750

12/25/45

2,938,769‌

Series

-

2016

SH2

(Class

M2)

16,310

Citicorp

Mortgage

Securities

Trust

5

.500

02/25/26

15,786‌

Series

-

2006

1

(Class

5A1)

990,000

Citigroup

Commercial

Mortgage

Trust

3

.863

07/10/47

947,642‌

Series

-

2014

GC23

(Class

AS)

3,000,000

g

COMM

Mortgage

Trust

3

.376

01/10/39

2,369,419‌

Series

-

2022

HC

(Class

C)

1,698,584

g

COMM

Mortgage

Trust

3

.397

03/10/46

1,508,980‌

Series

-

2013

CR6

(Class

B)

2,983,000

g,i

COMM

Mortgage

Trust

5

.021

08/10/46

2,708,012‌

Series

-

2013

CR10

(Class

D)

1,600,000

g,i

COMM

Mortgage

Trust

5

.021

08/10/46

1,552,344‌

Series

-

2013

CR10

(Class

C)

1,643,859

i

COMM

Mortgage

Trust

4

.729

02/10/47

1,365,848‌

Series

-

2014

CR14

(Class

C)

3,879,904

COMM

Mortgage

Trust

4

.701

03/10/47

3,761,092‌

Series

-

2014

UBS2

(Class

B)

1,422,184

i

COMM

Mortgage

Trust

4

.947

03/10/47

1,325,748‌

Series

-

2014

UBS2

(Class

C)

6,000,000

COMM

Mortgage

Trust

4

.377

05/10/47

5,415,077‌

Series

-

2014

CR17

(Class

B)

2,500,000

COMM

Mortgage

Trust

4

.012

06/10/47

2,413,090‌

Series

-

2014

UBS3

(Class

AM)

1,000,000

g,i

COMM

Mortgage

Trust

4

.697

08/10/47

856,269‌

Series

-

2014

CR19

(Class

D)

2,000,000

i

COMM

Mortgage

Trust

4

.703

08/10/47

1,890,842‌

Series

-

2014

CR19

(Class

B)

1,188,400

i

COMM

Mortgage

Trust

4

.853

08/10/47

1,089,847‌

Series

-

2014

CR19

(Class

C)

1,012,000

i

COMM

Mortgage

Trust

4

.443

05/10/48

877,434‌

Series

-

2015

CR23

(Class

C)

4,115,000

i

COMM

Mortgage

Trust

4

.471

07/10/48

3,837,229‌

Series

-

2015

LC21

(Class

B)

305

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

i

COMM

Mortgage

Trust

3

.463

%

08/10/48

$

2,386,443‌

Series

-

2015

CR24

(Class

D)

4,170,000

i

COMM

Mortgage

Trust

4

.667

08/10/48

3,884,045‌

Series

-

2015

CR25

(Class

B)

2,500,000

i

COMM

Mortgage

Trust

4

.615

10/10/48

2,302,490‌

Series

-

2015

CR26

(Class

B)

9,362,076

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.550%

6

.617

10/25/41

9,180,309‌

Series

-

2021

R01

(Class

1M2)

7,821,360

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

0.850%

5

.917

12/25/41

7,759,680‌

Series

-

2021

R03

(Class

1M1)

285,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

1.900%

6

.967

12/25/41

277,981‌

Series

-

2022

R01

(Class

1M2)

4,490,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8

.167

03/25/42

4,539,503‌

Series

-

2022

R04

(Class

1M2)

6,120,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9

.717

06/25/42

6,478,828‌

Series

-

2022

R07

(Class

1M2)

3,795,000

g,i

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

9

.817

09/25/42

4,003,383‌

Series

-

2022

R09

(Class

2M2)

2,523,039

g

Credit

Suisse

Commercial

Mortgage

Trust

3

.304

09/15/37

2,126,490‌

Series

-

2014

USA

(Class

A1)

4,139,701

g,i

Credit

Suisse

Mortgage

Capital

Certificates

LIBOR

1

M

+

0.980%

6

.173

05/15/36

4,120,381‌

Series

-

2019

ICE4

(Class

A)

1,400,000

g

CSMC

2

.816

08/15/37

1,242,467‌

Series

-

2020

NET

(Class

B)

2,177,897

g

CSMC

Trust

1

.414

05/25/65

1,948,015‌

Series

-

2020

NQM1

(Class

A2)

18,582

Deutsche

Mortgage

Securities,

Inc

Mortgage

Loan

Trust

(Step

Bond)

5

.940

07/25/34

18,036‌

Series

-

2004

5

(Class

A5B)

1,025,000

g,i

ELP

Commercial

Mortgage

Trust

LIBOR

1

M

+

2.118%

7

.312

11/15/38

985,667‌

Series

-

2021

ELP

(Class

E)

18,165,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

1.500%

6

.567

10/25/41

17,724,475‌

Series

-

2021

DNA6

(Class

M2)

460,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

2.900%

7

.967

04/25/42

459,816‌

Series

-

2022

DNA3

(Class

M1B)

20,000,000

g,i

Freddie

Mac

STACR

REMIC

Trust

30

D

AVG

SOFR

+

3.350%

8

.417

05/25/42

20,248,772‌

Series

-

2022

DNA4

(Class

M1B)

3,590

g

GS

Mortgage

Securities

Corp

II

3

.419

10/10/32

3,497‌

Series

-

2017

SLP

(Class

A)

2,598,000

g,i

GS

Mortgage

Securities

Corp

II

4

.688

02/10/46

2,097,385‌

Series

-

2013

GC10

(Class

D)

1,750,000

g,i

GS

Mortgage

Securities

Corp

Trust

LIBOR

1

M

+

2.750%

7

.943

11/15/36

1,666,400‌

Series

-

2021

ARDN

(Class

D)

1,873,090

g,i

GS

Mortgage

Securities

Trust

LIBOR

1

M

+

1.090%

6

.290

10/15/31

1,805,593‌

Series

-

2018

HART

(Class

A)

1,646,485

GS

Mortgage

Securities

Trust

4

.649

11/10/46

1,631,371‌

Series

-

2013

GC16

(Class

AS)

1,321,000

g,i

GS

Mortgage

Securities

Trust

3

.349

07/10/52

1,279,627‌

Series

-

2019

GC40

(Class

DBA)

9,000,000

g,i

GS

Mortgage

Securities

Trust

3

.501

07/10/52

8,716,486‌

Series

-

2019

GC40

(Class

DBB)

5,000,000

g,i

GS

Mortgage

Securities

Trust

3

.668

07/10/52

4,842,842‌

Series

-

2019

GC40

(Class

DBC)

3,059,184

g,i

GS

Mortgage-Backed

Securities

Corp

Trust

3

.000

03/27/51

2,547,014‌

Series

-

2020

PJ5

(Class

A4)

297,518

IMC

Home

Equity

Loan

Trust

(Step

Bond)

5

.432

08/20/29

275,744‌

Series

-

1998

3

(Class

A7)

56,616

i

Impac

CMB

Trust

LIBOR

1

M

+

0.660%

5

.810

03/25/35

52,872‌

Series

-

2004

11

(Class

2A1)

4,724,484

g,i

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

CME

Term

SOFR

1

Month

+

0.914%

6

.061

04/15/38

4,652,334‌

Series

-

2021

MHC

(Class

A)

Short-Term

Bond

Fund

June

30,

2023

306

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

264,260

i

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

4

.230

%

01/15/46

$

253,049‌

Series

-

2013

C13

(Class

C)

1,225,512

g,i

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

5

.013

02/15/46

1,187,229‌

Series

-

2011

C3

(Class

B)

2,300,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2

.870

08/15/49

2,076,830‌

Series

-

2016

JP3

(Class

A5)

58,973

g,i

JP

Morgan

Mortgage

Trust

LIBOR

1

M

+

0.950%

6

.088

10/25/49

57,026‌

Series

-

2019

INV1

(Class

A11)

131,122

JPMBB

Commercial

Mortgage

Securities

Trust

3

.657

09/15/47

128,588‌

Series

-

2014

C23

(Class

ASB)

4,700,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.629

09/15/47

4,427,300‌

Series

-

2014

C23

(Class

B)

1,570,000

JPMBB

Commercial

Mortgage

Securities

Trust

4

.106

08/15/48

1,463,032‌

Series

-

2015

C31

(Class

AS)

5,000,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.776

08/15/48

3,901,912‌

Series

-

2015

C31

(Class

C)

1,200,000

i

JPMBB

Commercial

Mortgage

Securities

Trust

4

.776

08/15/48

988,429‌

Series

-

2015

C31

(Class

B)

2,000,000

i

JPMCC

Commercial

Mortgage

Securities

Trust

3

.905

03/15/50

1,504,320‌

Series

-

2017

JP5

(Class

C)

4,000,000

g,i

MHC

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

0.915%

6

.062

04/15/38

3,930,466‌

Series

-

2021

MHC

(Class

A)

5,000,000

g,i

MHC

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

1.215%

6

.362

04/15/38

4,894,385‌

Series

-

2021

MHC

(Class

B)

1,793,881

g

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3

.989

12/15/46

1,629,317‌

Series

-

2014

C19

(Class

LNC1)

6,770,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

5

.037

02/15/47

6,635,346‌

Series

-

2014

C14

(Class

B)

5,000,000

i

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4

.000

12/15/47

4,637,430‌

Series

-

2014

C19

(Class

B)

2,242,584

g,i

Morgan

Stanley

Capital

I

Inc

LIBOR

1

M

+

1.377%

6

.571

11/15/23

2,165,112‌

Series

-

2021

ILP

(Class

C)

2,500,000

g

MRCD

Mortgage

Trust

2

.718

12/15/36

2,151,113‌

Series

-

2019

PARK

(Class

E)

2,500,000

g

MRCD

Mortgage

Trust

2

.718

12/15/36

2,204,387‌

Series

-

2019

PARK

(Class

D)

7,530,000

g,i

MTN

Commercial

Mortgage

Trust

CME

Term

SOFR

1

Month

+

1.896%

7

.043

03/15/39

7,372,803‌

Series

-

2022

LPFL

(Class

B)

9,500,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5

.915

07/15/36

8,947,547‌

Series

-

2019

MILE

(Class

A)

7,500,000

g,i

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

2.279%

7

.426

07/15/36

6,753,988‌

Series

-

2019

MILE

(Class

C)

351,744

g

Natixis

Commercial

Mortgage

Securities

Trust

2

.966

12/15/38

326,508‌

Series

-

2020

2PAC

(Class

A)

302,020

g,i

New

Residential

Mortgage

Loan

Trust

3

.750

11/25/54

273,761‌

Series

-

2014

3A

(Class

AFX3)

488,912

g,i

New

Residential

Mortgage

Loan

Trust

3

.750

03/25/56

450,488‌

Series

-

2016

1A

(Class

A1)

844,567

g,i

New

Residential

Mortgage

Loan

Trust

4

.000

12/25/57

795,993‌

Series

-

2018

1A

(Class

A1A)

720,806

g,i

OBX

Trust

LIBOR

1

M

+

0.650%

5

.800

06/25/57

683,719‌

Series

-

2018

1

(Class

A2)

3,329,213

g,i

OPG

Trust

LIBOR

1

M

+

0.713%

0

.803

10/15/36

3,202,465‌

Series

-

2021

PORT

(Class

B)

2,000,000

g,i

PKHL

Commercial

Mortgage

Trust

LIBOR

1

M

+

2.000%

7

.194

07/15/38

1,809,208‌

Series

-

2021

MF

(Class

D)

307

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,000,000

g

RBS

Commercial

Funding,

Inc

Trust

3

.511

%

03/11/31

$

1,696,272‌

Series

-

2013

SMV

(Class

B)

7,886,000

g,i

RLGH

Trust

LIBOR

1

M

+

1.165%

6

.359

04/15/36

7,608,421‌

Series

-

2021

TROT

(Class

B)

3,710,899

g,i

SMR

Mortgage

Trust

SOFR

1

M

+

2.400%

7

.547

02/15/39

3,542,882‌

Series

-

2022

IND

(Class

B)

2,000,000

g,i

SREIT

Trust

LIBOR

1

M

+

1.171%

6

.364

11/15/36

1,945,380‌

Series

-

2021

MFP2

(Class

B)

549,810

i

Structured

Adjustable

Rate

Mortgage

Loan

Trust

LIBOR

1

M

+

0.370%

5

.520

07/25/34

542,569‌

Series

-

2004

9XS

(Class

A)

3,061,759

g

Verus

Securitization

Trust

2

.417

01/25/60

2,873,245‌

Series

-

2020

1

(Class

A1)

2,885,287

g

Verus

Securitization

Trust

2

.724

01/25/60

2,698,306‌

Series

-

2020

1

(Class

A3)

1,395,433

g

Verus

Securitization

Trust

2

.321

05/25/65

1,291,234‌

Series

-

2020

4

(Class

A3)

7,754,399

g,i

Verus

Securitization

Trust

2

.240

10/25/66

6,329,763‌

Series

-

2021

7

(Class

A3)

298,232

i

WFRBS

3

.910

05/15/45

298,202‌

Series

-

2013

C13

(Class

C)

3,000,000

i

WFRBS

Commercial

Mortgage

Trust

4

.141

03/15/45

2,437,069‌

Series

-

2013

C11

(Class

C)

181,230

i

WFRBS

Commercial

Mortgage

Trust

4

.153

08/15/46

180,742‌

Series

-

2013

C15

(Class

A4)

1,282,000

i

WFRBS

Commercial

Mortgage

Trust

4

.387

12/15/46

1,257,558‌

Series

-

2013

C18

(Class

AS)

2,500,000

i

WFRBS

Commercial

Mortgage

Trust

4

.204

11/15/47

2,245,340‌

Series

-

2014

C24

(Class

B)

TOTAL

OTHER

MORTGAGE

BACKED

311,231,571‌

TOTAL

STRUCTURED

ASSETS

466,797,235‌

(Cost

$497,495,019)

TOTAL

LONG-TERM

INVESTMENTS

1,942,888,385‌

(Cost

$2,016,647,539)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.2%

GOVERNMENT

AGENCY

DEBT

-

0

.2

%

$

3,400,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

07/26/23

3,389,521‌

TOTAL

GOVERNMENT

AGENCY

DEBT

3,389,521‌

TOTAL

SHORT-TERM

INVESTMENTS

3,389,521‌

(Cost

$3,388,324)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

2,401,860

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

2,401,860‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,401,860‌

(Cost

$2,401,860)

TOTAL

INVESTMENTS

-

98.7%

1,948,679,766‌

(Cost

$2,022,437,723)

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.3%

25,701,174‌

NET

ASSETS

-

100.0%

$

1,974,380,940‌

Short-Term

Bond

Fund

June

30,

2023

308

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

AVG

Average

CME

Chicago

Mercantile

Exchange

D

Day

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secure

Overnight

Financing

Rate

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,307,085.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

i

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

k

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

2-Year

Note

864‌

09/29/23

 $

177,981,060‌

$

175,689,000‌

$

(

2,292,060‌

)

Portfolio

of

Investments

Short-Term

Bond

Index

Fund

June

30,

2023

309

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.1%

CORPORATE

BONDS

-

25

.4

%

AUTOMOBILES

&

COMPONENTS

-

0

.9

%

$

1,000,000

American

Honda

Finance

Corp

0

.750

%

08/09/24

$

948,963‌

500,000

American

Honda

Finance

Corp

1

.500

01/13/25

471,173‌

500,000

American

Honda

Finance

Corp

4

.750

01/12/26

497,620‌

400,000

Aptiv

plc

2

.396

02/18/25

379,597‌

1,000,000

General

Motors

Financial

Co,

Inc

1

.050

03/08/24

967,011‌

400,000

General

Motors

Financial

Co,

Inc

1

.200

10/15/24

376,268‌

1,000,000

General

Motors

Financial

Co,

Inc

2

.900

02/26/25

948,832‌

750,000

General

Motors

Financial

Co,

Inc

3

.800

04/07/25

723,227‌

1,000,000

General

Motors

Financial

Co,

Inc

6

.050

10/10/25

1,001,749‌

700,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

691,990‌

1,000,000

Honda

Motor

Co

Ltd

2

.271

03/10/25

950,979‌

750,000

J

Paul

Getty

Trust

0

.391

01/01/24

732,620‌

300,000

Magna

International,

Inc

4

.150

10/01/25

290,790‌

750,000

Toyota

Motor

Credit

Corp

0

.625

09/13/24

708,327‌

750,000

Toyota

Motor

Credit

Corp

4

.400

09/20/24

740,658‌

300,000

Toyota

Motor

Credit

Corp

4

.800

01/10/25

297,846‌

500,000

Toyota

Motor

Credit

Corp

1

.450

01/13/25

471,611‌

1,250,000

Toyota

Motor

Credit

Corp

3

.950

06/30/25

1,222,680‌

300,000

Toyota

Motor

Credit

Corp

3

.650

08/18/25

289,878‌

500,000

Toyota

Motor

Credit

Corp

5

.400

11/10/25

503,261‌

1,000,000

Toyota

Motor

Credit

Corp

4

.450

05/18/26

985,195‌

TOTAL

AUTOMOBILES

&

COMPONENTS

14,200,275‌

BANKS

-

7

.1

%

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.375

07/03/25

499,562‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5

.088

12/08/25

995,307‌

200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

0

.875

09/18/23

197,920‌

600,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5

.862

09/14/26

591,780‌

200,000

Banco

Santander

S.A.

3

.892

05/24/24

196,082‌

600,000

Banco

Santander

S.A.

3

.496

03/24/25

574,434‌

600,000

Banco

Santander

S.A.

2

.746

05/28/25

563,277‌

1,000,000

Banco

Santander

S.A.

5

.147

08/18/25

982,149‌

600,000

Banco

Santander

S.A.

5

.179

11/19/25

582,700‌

500,000

Bank

of

,NV

Scotia

5

.250

12/06/24

495,561‌

750,000

Bank

of

,NV

Scotia

5

.450

06/12/25

746,136‌

1,000,000

Bank

of

,NV

Scotia

4

.750

02/02/26

984,486‌

700,000

Bank

of

America

Corp

4

.200

08/26/24

686,873‌

750,000

Bank

of

America

Corp

0

.981

09/25/25

704,640‌

1,000,000

Bank

of

America

Corp

2

.456

10/22/25

954,802‌

2,500,000

Bank

of

America

Corp

1

.530

12/06/25

2,337,022‌

500,000

Bank

of

America

Corp

3

.384

04/02/26

479,253‌

500,000

Bank

of

America

Corp

1

.319

06/19/26

458,009‌

1,500,000

Bank

of

America

Corp

4

.827

07/22/26

1,474,436‌

1,250,000

Bank

of

America

Corp

1

.197

10/24/26

1,124,743‌

1,855,000

Bank

of

America

Corp

5

.080

01/20/27

1,826,541‌

1,000,000

Bank

of

America

Corp

1

.658

03/11/27

899,881‌

1,500,000

Bank

of

America

Corp

3

.559

04/23/27

1,422,107‌

500,000

Bank

of

New

York

Mellon

5

.148

05/22/26

496,857‌

500,000

Bank

of

Nova

Scotia

1

.450

01/10/25

468,342‌

750,000

Bank

of

Nova

Scotia

3

.450

04/11/25

722,105‌

1,000,000

Barclays

plc

4

.375

09/11/24

970,825‌

750,000

Barclays

plc

3

.650

03/16/25

718,790‌

200,000

Barclays

plc

2

.852

05/07/26

187,317‌

500,000

Barclays

plc

5

.200

05/12/26

482,203‌

Short-Term

Bond

Index

Fund

June

30,

2023

310

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

750,000

Barclays

plc

5

.304

%

08/09/26

$

731,617‌

500,000

Barclays

plc

7

.325

11/02/26

511,169‌

1,000,000

Barclays

plc

5

.829

05/09/27

986,404‌

1,000,000

BBVA

USA

3

.875

04/10/25

954,583‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4

.875

02/27/26

1,492,349‌

1,000,000

Citigroup,

Inc

4

.000

08/05/24

979,392‌

600,000

Citigroup,

Inc

1

.281

11/03/25

562,063‌

1,500,000

Citigroup,

Inc

2

.014

01/25/26

1,409,091‌

1,000,000

Citigroup,

Inc

4

.600

03/09/26

968,149‌

750,000

Citigroup,

Inc

3

.290

03/17/26

717,235‌

600,000

Citigroup,

Inc

3

.106

04/08/26

572,817‌

1,000,000

Citigroup,

Inc

5

.610

09/29/26

998,640‌

2,000,000

Citigroup,

Inc

1

.122

01/28/27

1,782,878‌

250,000

Citizens

Bank

NA

4

.119

05/23/25

236,759‌

500,000

Citizens

Bank

NA

6

.064

10/24/25

473,863‌

500,000

Citizens

Bank

NA

3

.750

02/18/26

455,459‌

300,000

Commonwealth

Bank

of

Australia

5

.079

01/10/25

298,929‌

1,000,000

Commonwealth

Bank

of

Australia

5

.316

03/13/26

1,002,758‌

300,000

Cooperatieve

Rabobank

UA

3

.875

08/22/24

293,855‌

1,000,000

Cooperatieve

Rabobank

UA

1

.375

01/10/25

940,260‌

500,000

Cooperatieve

Rabobank

UA

5

.000

01/13/25

496,032‌

300,000

Discover

Bank

2

.450

09/12/24

284,105‌

250,000

Discover

Bank

4

.682

08/09/28

228,577‌

500,000

Fifth

Third

Bank

3

.850

03/15/26

461,409‌

500,000

Fifth

Third

Bank

NA

5

.852

10/27/25

487,049‌

750,000

FNB

Corp

5

.150

08/25/25

718,134‌

500,000

HSBC

Holdings

plc

4

.250

03/14/24

493,616‌

250,000

HSBC

Holdings

plc

4

.180

12/09/25

242,675‌

925,000

HSBC

Holdings

plc

4

.300

03/08/26

894,037‌

1,000,000

HSBC

Holdings

plc

2

.999

03/10/26

948,061‌

500,000

HSBC

Holdings

plc

1

.645

04/18/26

460,546‌

750,000

HSBC

Holdings

plc

2

.099

06/04/26

694,016‌

1,000,000

HSBC

Holdings

plc

7

.336

11/03/26

1,029,352‌

1,000,000

HSBC

Holdings

plc

1

.589

05/24/27

882,561‌

750,000

HSBC

USA,

Inc

3

.750

05/24/24

735,957‌

1,000,000

HSBC

USA,

Inc

5

.625

03/17/25

995,536‌

1,000,000

Huntington

National

Bank

4

.008

05/16/25

961,160‌

500,000

Huntington

National

Bank

5

.699

11/18/25

485,735‌

400,000

ING

Groep

NV

4

.100

10/02/23

398,158‌

500,000

ING

Groep

NV

3

.869

03/28/26

480,165‌

750,000

JPMorgan

Chase

&

Co

3

.875

09/10/24

732,219‌

500,000

JPMorgan

Chase

&

Co

0

.768

08/09/25

470,917‌

500,000

JPMorgan

Chase

&

Co

2

.301

10/15/25

476,456‌

1,500,000

JPMorgan

Chase

&

Co

1

.561

12/10/25

1,404,447‌

1,000,000

JPMorgan

Chase

&

Co

5

.546

12/15/25

995,775‌

1,000,000

JPMorgan

Chase

&

Co

2

.595

02/24/26

948,243‌

750,000

JPMorgan

Chase

&

Co

2

.083

04/22/26

702,376‌

1,000,000

JPMorgan

Chase

&

Co

4

.080

04/26/26

971,765‌

1,000,000

JPMorgan

Chase

&

Co

1

.045

11/19/26

895,729‌

1,000,000

JPMorgan

Chase

&

Co

3

.960

01/29/27

961,462‌

1,000,000

JPMorgan

Chase

&

Co

1

.040

02/04/27

890,548‌

2,860,000

JPMorgan

Chase

&

Co

1

.578

04/22/27

2,568,890‌

750,000

KeyBank

NA

4

.150

08/08/25

693,073‌

1,000,000

KeyBank

NA

4

.700

01/26/26

930,980‌

1,000,000

Lloyds

Banking

Group

plc

3

.511

03/18/26

951,806‌

250,000

Lloyds

Banking

Group

plc

4

.650

03/24/26

238,755‌

1,000,000

Lloyds

Banking

Group

plc

4

.716

08/11/26

971,578‌

800,000

Lloyds

Banking

Group

plc

1

.627

05/11/27

707,615‌

500,000

Manufacturers

&

Traders

Trust

Co

5

.400

11/21/25

484,480‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4

.650

01/27/26

955,212‌

600,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.193

02/25/25

565,412‌

311

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.412

%

07/17/25

$

274,673‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.063

09/12/25

740,922‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.719

02/20/26

994,628‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.850

03/01/26

287,433‌

750,000

e

Mitsubishi

UFJ

Financial

Group,

Inc

3

.837

04/17/26

720,883‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.541

04/17/26

745,412‌

1,000,000

Mizuho

Financial

Group,

Inc

2

.651

05/22/26

935,426‌

200,000

Mizuho

Financial

Group,

Inc

1

.234

05/22/27

175,728‌

600,000

Morgan

Stanley

Bank

NA

4

.754

04/21/26

591,163‌

500,000

National

Australia

Bank

Ltd

5

.200

05/13/25

498,921‌

1,000,000

e

National

Australia

Bank

Ltd

3

.500

06/09/25

966,402‌

500,000

National

Australia

Bank

Ltd

4

.966

01/12/26

497,150‌

250,000

National

Bank

of

Canada

5

.250

01/17/25

247,768‌

1,000,000

NatWest

Group

plc

7

.472

11/10/26

1,022,757‌

1,000,000

NatWest

Group

plc

5

.847

03/02/27

989,046‌

500,000

PNC

Financial

Services

Group,

Inc

5

.671

10/28/25

495,849‌

500,000

PNC

Financial

Services

Group,

Inc

5

.812

06/12/26

496,958‌

1,000,000

PNC

Financial

Services

Group,

Inc

4

.758

01/26/27

977,323‌

500,000

Royal

Bank

of

Canada

3

.970

07/26/24

490,991‌

500,000

Royal

Bank

of

Canada

0

.750

10/07/24

469,359‌

1,000,000

Royal

Bank

of

Canada

5

.660

10/25/24

999,596‌

1,000,000

Royal

Bank

of

Canada

1

.600

01/21/25

940,037‌

1,000,000

Royal

Bank

of

Canada

3

.375

04/14/25

962,675‌

300,000

Royal

Bank

of

Canada

4

.950

04/25/25

296,147‌

250,000

Royal

Bank

of

Canada

4

.875

01/12/26

247,241‌

500,000

Royal

Bank

of

Canada

0

.875

01/20/26

447,355‌

300,000

Royal

Bank

of

Canada

1

.200

04/27/26

267,525‌

500,000

Santander

Holdings

USA,

Inc

3

.450

06/02/25

471,490‌

250,000

Santander

Holdings

USA,

Inc

4

.260

06/09/25

239,953‌

425,000

Santander

Holdings

USA,

Inc

5

.807

09/09/26

417,410‌

150,000

Santander

Holdings

USA,

Inc

3

.244

10/05/26

135,053‌

1,500,000

State

Street

Corp

1

.746

02/06/26

1,405,396‌

1,000,000

State

Street

Corp

5

.104

05/18/26

992,386‌

500,000

State

Street

Corp

5

.751

11/04/26

502,743‌

300,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.696

07/16/24

290,267‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.448

09/27/24

478,923‌

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.474

07/08/25

688,774‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

0

.948

01/12/26

445,704‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.464

01/13/26

1,494,993‌

500,000

Synchrony

Bank

5

.400

08/22/25

478,493‌

500,000

Synovus

Financial

Corp

5

.200

08/11/25

476,201‌

1,000,000

Toronto-Dominion

Bank

0

.700

09/10/24

942,823‌

500,000

Toronto-Dominion

Bank

4

.285

09/13/24

491,081‌

500,000

Toronto-Dominion

Bank

1

.250

12/13/24

470,586‌

500,000

Toronto-Dominion

Bank

1

.450

01/10/25

470,659‌

750,000

Toronto-Dominion

Bank

3

.766

06/06/25

727,140‌

500,000

Toronto-Dominion

Bank

5

.103

01/09/26

498,020‌

500,000

Truist

Bank

3

.300

05/15/26

458,432‌

1,000,000

Truist

Bank

2

.636

09/17/29

923,098‌

1,250,000

Truist

Financial

Corp

4

.260

07/28/26

1,201,397‌

750,000

Truist

Financial

Corp

5

.900

10/28/26

743,412‌

500,000

Truist

Financial

Corp

1

.267

03/02/27

440,925‌

750,000

Truist

Financial

Corp

6

.047

06/08/27

750,311‌

1,000,000

US

Bancorp

2

.400

07/30/24

964,551‌

500,000

US

Bancorp

1

.450

05/12/25

466,262‌

1,200,000

US

Bancorp

5

.727

10/21/26

1,199,310‌

500,000

Wells

Fargo

&

Co

2

.406

10/30/25

476,103‌

1,500,000

Wells

Fargo

&

Co

2

.164

02/11/26

1,412,506‌

1,670,000

Wells

Fargo

&

Co

3

.000

04/22/26

1,570,300‌

1,000,000

Wells

Fargo

&

Co

3

.908

04/25/26

966,782‌

1,000,000

Wells

Fargo

&

Co

2

.188

04/30/26

936,937‌

Short-Term

Bond

Index

Fund

June

30,

2023

312

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,150,000

Wells

Fargo

&

Co

4

.540

%

08/15/26

$

1,123,654‌

300,000

Wells

Fargo

&

Co

3

.196

06/17/27

281,745‌

750,000

Westpac

Banking

Corp

3

.735

08/26/25

726,840‌

TOTAL

BANKS

114,627,057‌

CAPITAL

GOODS

-

1

.4

%

500,000

e

3M

Co

2

.650

04/15/25

476,031‌

1,000,000

Air

Lease

Corp

0

.800

08/18/24

941,915‌

500,000

Air

Lease

Corp

2

.875

01/15/26

462,518‌

500,000

Boeing

Co

1

.950

02/01/24

488,592‌

1,250,000

Boeing

Co

1

.433

02/04/24

1,216,759‌

500,000

Boeing

Co

4

.875

05/01/25

492,895‌

300,000

Boeing

Co

2

.600

10/30/25

279,058‌

750,000

Boeing

Co

3

.100

05/01/26

704,570‌

260,000

Canadian

National

Railway

Co

2

.750

03/01/26

244,911‌

500,000

Caterpillar

Financial

Services

Corp

4

.900

01/17/25

497,488‌

500,000

Caterpillar

Financial

Services

Corp

5

.400

03/10/25

500,877‌

1,000,000

Caterpillar

Financial

Services

Corp

3

.400

05/13/25

968,164‌

500,000

Caterpillar

Financial

Services

Corp

3

.650

08/12/25

485,284‌

300,000

Caterpillar

Financial

Services

Corp

4

.800

01/06/26

299,344‌

500,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

492,212‌

750,000

CNH

Industrial

Capital

LLC

3

.950

05/23/25

725,764‌

500,000

CNH

Industrial

Capital

LLC

5

.450

10/14/25

496,543‌

300,000

Cummins,

Inc

0

.750

09/01/25

273,121‌

300,000

Fortune

Brands

Innovations,

Inc

4

.000

06/15/25

290,369‌

500,000

Honeywell

International,

Inc

4

.850

11/01/24

497,010‌

500,000

Honeywell

International,

Inc

1

.350

06/01/25

466,465‌

500,000

John

Deere

Capital

Corp

0

.625

09/10/24

472,407‌

500,000

John

Deere

Capital

Corp

1

.250

01/10/25

471,192‌

750,000

John

Deere

Capital

Corp

2

.125

03/07/25

713,158‌

500,000

John

Deere

Capital

Corp

3

.400

06/06/25

484,141‌

750,000

John

Deere

Capital

Corp

4

.050

09/08/25

733,876‌

300,000

John

Deere

Capital

Corp

4

.800

01/09/26

298,893‌

500,000

John

Deere

Capital

Corp

5

.050

03/03/26

501,670‌

750,000

John

Deere

Capital

Corp

4

.750

06/08/26

748,597‌

500,000

Lockheed

Martin

Corp

4

.950

10/15/25

498,965‌

300,000

Otis

Worldwide

Corp

2

.056

04/05/25

282,715‌

750,000

PACCAR

Financial

Corp

0

.900

11/08/24

704,278‌

300,000

PACCAR

Financial

Corp

2

.850

04/07/25

287,131‌

500,000

PACCAR

Financial

Corp

3

.550

08/11/25

484,766‌

300,000

PACCAR

Financial

Corp

4

.950

10/03/25

298,074‌

250,000

Parker-Hannifin

Corp

3

.650

06/15/24

244,962‌

750,000

Quanta

Services,

Inc

0

.950

10/01/24

704,747‌

550,000

Raytheon

Technologies

Corp

5

.000

02/27/26

549,276‌

500,000

g

Regal

Rexnord

Corp

6

.050

02/15/26

500,635‌

1,000,000

Stanley

Black

&

Decker,

Inc

2

.300

02/24/25

946,350‌

500,000

United

Technologies

Corp

3

.950

08/16/25

489,898‌

200,000

Wabtec

Corp

4

.400

03/15/24

197,316‌

200,000

Westinghouse

Air

Brake

Technologies

Corp

3

.200

06/15/25

189,828‌

TOTAL

CAPITAL

GOODS

22,102,765‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.1

%

350,000

Equifax,

Inc

2

.600

12/15/25

325,603‌

200,000

Leidos,

Inc

3

.625

05/15/25

191,822‌

300,000

Republic

Services,

Inc

2

.500

08/15/24

289,399‌

300,000

Verisk

Analytics,

Inc

4

.000

06/15/25

291,137‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

1,097,961‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.6

%

500,000

Advance

Auto

Parts,

Inc

5

.900

03/09/26

494,498‌

700,000

Alibaba

Group

Holding

Ltd

3

.600

11/28/24

677,930‌

313

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

750,000

Amazon.com,

Inc

2

.730

%

04/13/24

$

734,243‌

1,000,000

Amazon.com,

Inc

0

.450

05/12/24

958,729‌

750,000

Amazon.com,

Inc

3

.000

04/13/25

723,523‌

1,000,000

Amazon.com,

Inc

4

.600

12/01/25

992,180‌

500,000

Amazon.com,

Inc

1

.000

05/12/26

449,513‌

500,000

eBay,

Inc

5

.900

11/22/25

505,358‌

350,000

eBay,

Inc

1

.400

05/10/26

316,001‌

225,000

Genuine

Parts

Co

1

.750

02/01/25

210,737‌

500,000

Home

Depot,

Inc

2

.700

04/15/25

479,549‌

1,000,000

Home

Depot,

Inc

4

.000

09/15/25

980,555‌

500,000

Lowe's

Cos,

Inc

3

.125

09/15/24

484,731‌

500,000

Lowe's

Cos,

Inc

3

.375

09/15/25

478,929‌

800,000

Lowe's

Cos,

Inc

4

.800

04/01/26

792,118‌

400,000

Ross

Stores,

Inc

0

.875

04/15/26

353,335‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

9,631,929‌

CONSUMER

DURABLES

&

APPAREL

-

0

.1

%

250,000

Brunswick

Corp

0

.850

08/18/24

235,061‌

300,000

DR

Horton,

Inc

2

.600

10/15/25

280,649‌

200,000

PVH

Corp

4

.625

07/10/25

193,394‌

300,000

VF

Corp

2

.400

04/23/25

281,171‌

200,000

Whirlpool

Corp

3

.700

05/01/25

193,494‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,183,769‌

CONSUMER

SERVICES

-

0

.3

%

1,250,000

Cintas

Corp

No

2

3

.450

05/01/25

1,209,630‌

500,000

CommonSpirit

Health

2

.760

10/01/24

481,315‌

250,000

Hyatt

Hotels

Corp

1

.800

10/01/24

237,947‌

500,000

Marriott

International,

Inc

3

.600

04/15/24

491,594‌

500,000

McDonald's

Corp

3

.300

07/01/25

482,003‌

300,000

McDonald's

Corp

1

.450

09/01/25

276,992‌

500,000

McDonald's

Corp

3

.700

01/30/26

483,306‌

1,000,000

Starbucks

Corp

4

.750

02/15/26

990,764‌

360,000

Trinity

Acquisition

plc

4

.400

03/15/26

346,824‌

TOTAL

CONSUMER

SERVICES

5,000,375‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.2

%

500,000

Dollar

General

Corp

4

.250

09/20/24

490,361‌

300,000

Dollar

Tree,

Inc

4

.000

05/15/25

290,412‌

300,000

Kroger

Co

3

.500

02/01/26

287,270‌

500,000

Target

Corp

2

.250

04/15/25

476,175‌

750,000

Walmart,

Inc

3

.900

09/09/25

735,033‌

1,500,000

Walmart,

Inc

4

.000

04/15/26

1,473,525‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,752,776‌

ENERGY

-

1

.3

%

1,355,000

BP

Capital

Markets

America,

Inc

3

.410

02/11/26

1,301,964‌

1,000,000

Chevron

Corp

3

.326

11/17/25

965,696‌

500,000

Chevron

USA,

Inc

3

.900

11/15/24

491,551‌

750,000

Chevron

USA,

Inc

0

.687

08/12/25

685,078‌

83,000

ConocoPhillips

Co

2

.400

03/07/25

79,109‌

200,000

Enable

Midstream

Partners

LP

3

.900

05/15/24

196,615‌

725,000

Enbridge,

Inc

2

.500

02/14/25

688,587‌

500,000

Energy

Transfer

Operating

LP

5

.875

01/15/24

500,084‌

500,000

Energy

Transfer

Operating

LP

2

.900

05/15/25

473,740‌

700,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

698,721‌

115,000

Enterprise

Products

Operating

LLC

3

.700

02/15/26

110,876‌

277,000

EQT

Corp

6

.125

02/01/25

275,443‌

775,000

Equinor

ASA

1

.750

01/22/26

714,667‌

600,000

Exxon

Mobil

Corp

2

.709

03/06/25

575,912‌

1,805,000

Exxon

Mobil

Corp

3

.043

03/01/26

1,725,254‌

Short-Term

Bond

Index

Fund

June

30,

2023

314

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

200,000

HF

Sinclair

Corp

2

.625

%

10/01/23

$

198,337‌

100,000

HF

Sinclair

Corp

5

.875

04/01/26

100,442‌

750,000

Kinder

Morgan

Energy

Partners

LP

4

.250

09/01/24

734,855‌

300,000

Kinder

Morgan,

Inc

4

.300

06/01/25

292,615‌

195,000

Magellan

Midstream

Partners

LP

5

.000

03/01/26

193,124‌

1,000,000

Marathon

Petroleum

Corp

4

.700

05/01/25

981,134‌

750,000

MPLX

LP

4

.000

02/15/25

726,809‌

600,000

MPLX

LP

1

.750

03/01/26

544,633‌

300,000

Occidental

Petroleum

Corp

2

.900

08/15/24

288,802‌

300,000

e

Occidental

Petroleum

Corp

5

.500

12/01/25

296,181‌

250,000

Occidental

Petroleum

Corp

5

.550

03/15/26

246,813‌

500,000

ONEOK,

Inc

2

.750

09/01/24

483,178‌

500,000

ONEOK,

Inc

5

.850

01/15/26

501,850‌

500,000

Ovintiv,

Inc

5

.650

05/15/25

496,030‌

600,000

Phillips

66

1

.300

02/15/26

542,241‌

500,000

Pioneer

Natural

Resources

Co

1

.125

01/15/26

450,250‌

275,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

273,350‌

400,000

Plains

All

American

Pipeline

LP

4

.650

10/15/25

389,669‌

750,000

Sabine

Pass

Liquefaction

LLC

5

.625

03/01/25

747,043‌

1,000,000

Shell

International

Finance

BV

3

.250

05/11/25

966,539‌

750,000

TransCanada

PipeLines

Ltd

1

.000

10/12/24

704,623‌

750,000

Williams

Cos,

Inc

4

.550

06/24/24

739,845‌

1,000,000

Williams

Cos,

Inc

5

.400

03/02/26

997,386‌

TOTAL

ENERGY

21,379,046‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.8

%

200,000

Alexandria

Real

Estate

Equities,

Inc

3

.450

04/30/25

191,354‌

200,000

American

Tower

Corp

4

.000

06/01/25

193,170‌

500,000

American

Tower

Corp

1

.300

09/15/25

452,949‌

500,000

American

Tower

Corp

1

.600

04/15/26

448,398‌

300,000

AvalonBay

Communities,

Inc

3

.450

06/01/25

288,746‌

500,000

Boston

Properties

LP

3

.200

01/15/25

474,269‌

500,000

Boston

Properties

LP

3

.650

02/01/26

463,865‌

500,000

Crown

Castle

International

Corp

3

.200

09/01/24

484,566‌

140,000

Crown

Castle

International

Corp

4

.450

02/15/26

136,231‌

400,000

Equinix,

Inc

1

.250

07/15/25

364,854‌

500,000

Equinix,

Inc

1

.450

05/15/26

446,401‌

200,000

ERP

Operating

LP

3

.375

06/01/25

191,903‌

750,000

Essex

Portfolio

LP

3

.500

04/01/25

718,901‌

500,000

GLP

Capital

LP

3

.350

09/01/24

482,634‌

200,000

Host

Hotels

&

Resorts

LP

4

.000

06/15/25

192,227‌

500,000

Kilroy

Realty

LP

4

.375

10/01/25

468,328‌

500,000

Mid-America

Apartments

LP

4

.000

11/15/25

483,701‌

42,000

Omega

Healthcare

Investors,

Inc

4

.375

08/01/23

41,909‌

500,000

Omega

Healthcare

Investors,

Inc

4

.500

01/15/25

479,136‌

500,000

OMEGA

Healthcare

Investors,

Inc

5

.250

01/15/26

481,409‌

500,000

Realty

Income

Corp

3

.875

04/15/25

484,556‌

500,000

Realty

Income

Corp

4

.625

11/01/25

492,054‌

250,000

Realty

Income

Corp

5

.050

01/13/26

247,795‌

500,000

Simon

Property

Group

LP

2

.000

09/13/24

477,095‌

500,000

Simon

Property

Group

LP

3

.375

10/01/24

484,640‌

500,000

Simon

Property

Group

LP

3

.300

01/15/26

475,674‌

500,000

Ventas

Realty

LP

2

.650

01/15/25

470,149‌

1,500,000

VICI

Properties

LP

4

.375

05/15/25

1,449,682‌

600,000

Welltower,

Inc

4

.000

06/01/25

579,696‌

500,000

Weyerhaeuser

Co

4

.750

05/15/26

491,131‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

13,137,423‌

FINANCIAL

SERVICES

-

3

.8

%

150,000

AerCap

Ireland

Capital

DAC

4

.500

09/15/23

149,437‌

500,000

AerCap

Ireland

Capital

DAC

3

.150

02/15/24

490,489‌

315

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

300,000

AerCap

Ireland

Capital

DAC

2

.875

%

08/14/24

$

288,298‌

500,000

AerCap

Ireland

Capital

DAC

1

.650

10/29/24

469,855‌

500,000

AerCap

Ireland

Capital

DAC

1

.750

10/29/24

469,589‌

300,000

AerCap

Ireland

Capital

DAC

6

.500

07/15/25

301,483‌

500,000

AerCap

Ireland

Capital

DAC

1

.750

01/30/26

448,804‌

1,500,000

American

Express

Co

2

.250

03/04/25

1,420,661‌

750,000

American

Express

Co

3

.950

08/01/25

727,921‌

1,000,000

American

Express

Co

4

.900

02/13/26

989,732‌

1,000,000

American

Express

Co

4

.990

05/01/26

987,580‌

600,000

Ares

Capital

Corp

3

.250

07/15/25

554,971‌

500,000

Ares

Capital

Corp

3

.875

01/15/26

463,557‌

1,000,000

Bank

of

Montreal

0

.625

07/09/24

949,785‌

750,000

Bank

of

Montreal

4

.250

09/14/24

735,224‌

500,000

Bank

of

Montreal

5

.200

12/12/24

495,816‌

500,000

Bank

of

Montreal

1

.500

01/10/25

469,894‌

250,000

Bank

of

Montreal

3

.700

06/07/25

241,336‌

500,000

Bank

of

Montreal

5

.300

06/05/26

498,838‌

750,000

Bank

of

New

York

Mellon

Corp

0

.850

10/25/24

703,895‌

500,000

Bank

of

New

York

Mellon

Corp

3

.350

04/25/25

480,783‌

550,000

Bank

of

New

York

Mellon

Corp

4

.414

07/24/26

538,297‌

750,000

Bank

of

New

York

Mellon

Corp

4

.947

04/26/27

740,748‌

750,000

Berkshire

Hathaway,

Inc

3

.125

03/15/26

722,453‌

250,000

Blackstone

Secured

Lending

Fund

3

.650

07/14/23

249,722‌

750,000

Canadian

Imperial

Bank

of

Commerce

1

.000

10/18/24

706,388‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

3

.300

04/07/25

960,121‌

500,000

Canadian

Imperial

Bank

of

Commerce

5

.144

04/28/25

495,872‌

750,000

Capital

One

Financial

Corp

3

.300

10/30/24

720,619‌

500,000

Capital

One

Financial

Corp

4

.166

05/09/25

487,060‌

1,000,000

Capital

One

Financial

Corp

2

.636

03/03/26

933,774‌

500,000

Capital

One

Financial

Corp

4

.985

07/24/26

484,625‌

1,000,000

Charles

Schwab

Corp

0

.750

03/18/24

964,749‌

500,000

Charles

Schwab

Corp

1

.150

05/13/26

442,474‌

750,000

Credit

Suisse

AG.

0

.495

02/02/24

721,477‌

1,000,000

Credit

Suisse

AG.

4

.750

08/09/24

977,309‌

500,000

Credit

Suisse

AG.

7

.950

01/09/25

510,121‌

750,000

Credit

Suisse

AG.

2

.950

04/09/25

704,792‌

300,000

Deutsche

Bank

AG.

2

.222

09/18/24

296,202‌

500,000

Deutsche

Bank

AG.

4

.162

05/13/25

481,628‌

750,000

Deutsche

Bank

AG.

1

.686

03/19/26

675,435‌

750,000

Deutsche

Bank

AG.

6

.119

07/14/26

741,650‌

500,000

Deutsche

Bank

AG.

2

.129

11/24/26

444,861‌

500,000

Discover

Financial

Services

4

.500

01/30/26

478,797‌

750,000

Fidelity

National

Information

Services,

Inc

4

.500

07/15/25

733,178‌

750,000

Fiserv,

Inc

2

.750

07/01/24

727,663‌

200,000

Fiserv,

Inc

3

.850

06/01/25

193,201‌

200,000

Franklin

Resources,

Inc

2

.850

03/30/25

190,379‌

500,000

FS

KKR

Capital

Corp

1

.650

10/12/24

464,919‌

200,000

FS

KKR

Capital

Corp

3

.400

01/15/26

181,901‌

1,000,000

Global

Payments,

Inc

1

.500

11/15/24

939,713‌

100,000

Global

Payments,

Inc

1

.200

03/01/26

88,868‌

250,000

Goldman

Sachs

BDC,

Inc

2

.875

01/15/26

229,669‌

750,000

Goldman

Sachs

Group,

Inc

3

.000

03/15/24

734,107‌

350,000

Goldman

Sachs

Group,

Inc

5

.700

11/01/24

349,413‌

1,500,000

Goldman

Sachs

Group,

Inc

3

.500

04/01/25

1,440,885‌

500,000

Goldman

Sachs

Group,

Inc

3

.750

05/22/25

482,580‌

1,000,000

Goldman

Sachs

Group,

Inc

3

.272

09/29/25

966,173‌

500,000

Goldman

Sachs

Group,

Inc

3

.750

02/25/26

479,911‌

1,250,000

Goldman

Sachs

Group,

Inc

1

.093

12/09/26

1,113,920‌

1,500,000

Goldman

Sachs

Group,

Inc

1

.431

03/09/27

1,340,258‌

1,500,000

Intercontinental

Exchange,

Inc

3

.650

05/23/25

1,469,124‌

500,000

Invesco

Finance

plc

3

.750

01/15/26

481,751‌

Short-Term

Bond

Index

Fund

June

30,

2023

316

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,905,000

Kreditanstalt

fuer

Wiederaufbau

3

.625

%

04/01/26

$

1,856,148‌

2,250,000

Morgan

Stanley

1

.164

10/21/25

2,102,909‌

750,000

Morgan

Stanley

3

.875

01/27/26

723,982‌

1,000,000

Morgan

Stanley

2

.630

02/18/26

948,004‌

1,000,000

Morgan

Stanley

2

.188

04/28/26

938,708‌

1,000,000

Morgan

Stanley

4

.679

07/17/26

981,288‌

1,250,000

Morgan

Stanley

6

.138

10/16/26

1,262,603‌

750,000

Morgan

Stanley

0

.985

12/10/26

668,705‌

1,000,000

Morgan

Stanley

5

.050

01/28/27

991,668‌

300,000

Morgan

Stanley

1

.593

05/04/27

268,565‌

500,000

NASDAQ,

Inc

5

.650

06/28/25

501,444‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.875

02/07/25

472,051‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.450

06/15/25

480,990‌

250,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.450

10/30/25

250,089‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.450

03/13/26

492,293‌

750,000

Nomura

Holdings,

Inc

5

.099

07/03/25

736,038‌

300,000

Nomura

Holdings,

Inc

1

.851

07/16/25

274,380‌

500,000

Nomura

Holdings,

Inc

5

.709

01/09/26

495,538‌

750,000

Oesterreichische

Kontrollbank

AG.

0

.500

09/16/24

707,218‌

1,000,000

Oesterreichische

Kontrollbank

AG.

2

.875

05/23/25

959,339‌

1,000,000

Oesterreichische

Kontrollbank

AG.

4

.625

11/03/25

994,900‌

400,000

Oesterreichische

Kontrollbank

AG.

4

.125

01/20/26

393,774‌

500,000

Owl

Rock

Capital

Corp

3

.750

07/22/25

463,319‌

500,000

OWL

Rock

Core

Income

Corp

5

.500

03/21/25

481,139‌

500,000

PayPal

Holdings,

Inc

1

.650

06/01/25

467,901‌

500,000

Synchrony

Financial

4

.375

03/19/24

490,231‌

500,000

Synchrony

Financial

4

.875

06/13/25

475,096‌

500,000

UBS

Group

AG.

3

.750

03/26/25

478,450‌

1,000,000

Visa,

Inc

3

.150

12/14/25

958,530‌

TOTAL

FINANCIAL

SERVICES

60,740,035‌

FOOD,

BEVERAGE

&

TOBACCO

-

0

.8

%

600,000

Altria

Group,

Inc

2

.350

05/06/25

564,634‌

1,000,000

Anheuser-Busch

Cos

LLC

3

.650

02/01/26

968,567‌

600,000

BAT

Capital

Corp

3

.222

08/15/24

582,276‌

500,000

BAT

Capital

Corp

2

.789

09/06/24

480,964‌

750,000

BAT

International

Finance

plc

1

.668

03/25/26

674,302‌

200,000

Bunge

Ltd

1

.630

08/17/25

184,011‌

500,000

Constellation

Brands,

Inc

4

.750

11/15/24

492,825‌

300,000

Constellation

Brands,

Inc

5

.000

02/02/26

298,877‌

500,000

Diageo

Capital

plc

2

.125

10/24/24

478,210‌

500,000

Diageo

Capital

plc

5

.200

10/24/25

500,576‌

300,000

General

Mills,

Inc

4

.000

04/17/25

292,359‌

1,000,000

Hormel

Foods

Corp

0

.650

06/03/24

956,281‌

300,000

JM

Smucker

Co

3

.500

03/15/25

289,868‌

300,000

McCormick

&

Co,

Inc

0

.900

02/15/26

267,438‌

1,000,000

PepsiCo,

Inc

2

.750

04/30/25

957,856‌

1,000,000

PepsiCo,

Inc

4

.550

02/13/26

996,985‌

750,000

Philip

Morris

International,

Inc

1

.500

05/01/25

701,436‌

500,000

Philip

Morris

International,

Inc

5

.000

11/17/25

497,423‌

1,250,000

Philip

Morris

International,

Inc

4

.875

02/13/26

1,241,154‌

500,000

Reynolds

American,

Inc

4

.450

06/12/25

485,870‌

500,000

Tyson

Foods,

Inc

4

.000

03/01/26

483,153‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

12,395,065‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.9

%

500,000

AmerisourceBergen

Corp

3

.400

05/15/24

487,030‌

750,000

Baxter

International,

Inc

1

.322

11/29/24

703,703‌

300,000

Boston

Scientific

Corp

1

.900

06/01/25

281,182‌

400,000

Cigna

Corp

3

.250

04/15/25

383,044‌

1,000,000

Cigna

Corp

4

.125

11/15/25

973,501‌

317

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

500,000

Cigna

Corp

1

.250

%

03/15/26

$

449,033‌

500,000

CVS

Health

Corp

2

.625

08/15/24

483,560‌

300,000

CVS

Health

Corp

4

.100

03/25/25

293,553‌

750,000

CVS

Health

Corp

3

.875

07/20/25

728,919‌

625,000

CVS

Health

Corp

5

.000

02/20/26

622,098‌

1,000,000

Elevance

Health,

Inc

3

.500

08/15/24

974,249‌

500,000

Elevance

Health,

Inc

5

.350

10/15/25

498,917‌

150,000

Elevance

Health,

Inc

4

.900

02/08/26

147,534‌

500,000

GE

HealthCare

Technologies,

Inc

5

.550

11/15/24

497,548‌

500,000

GE

HealthCare

Technologies,

Inc

5

.600

11/15/25

500,323‌

1,000,000

HCA,

Inc

5

.250

04/15/25

987,159‌

500,000

HCA,

Inc

5

.375

09/01/26

496,071‌

500,000

Illumina,

Inc

5

.800

12/12/25

501,251‌

750,000

Laboratory

Corp

of

America

Holdings

3

.600

02/01/25

724,618‌

300,000

McKesson

Corp

0

.900

12/03/25

268,842‌

200,000

PeaceHealth

Obligated

Group

1

.375

11/15/25

180,212‌

300,000

Quest

Diagnostics,

Inc

3

.500

03/30/25

289,211‌

500,000

Stryker

Corp

1

.150

06/15/25

460,077‌

300,000

Stryker

Corp

3

.500

03/15/26

287,788‌

1,500,000

UnitedHealth

Group,

Inc

0

.550

05/15/24

1,437,473‌

250,000

UnitedHealth

Group,

Inc

5

.000

10/15/24

249,057‌

500,000

UnitedHealth

Group,

Inc

5

.150

10/15/25

501,385‌

575,000

Zimmer

Biomet

Holdings,

Inc

1

.450

11/22/24

541,446‌

300,000

Zimmer

Biomet

Holdings,

Inc

3

.050

01/15/26

283,378‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

15,232,162‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.3

%

1,000,000

Colgate-Palmolive

Co

3

.100

08/15/25

962,737‌

750,000

Colgate-Palmolive

Co

4

.800

03/02/26

752,685‌

500,000

GSK

Consumer

Healthcare

Capital

UK

plc

3

.125

03/24/25

477,726‌

500,000

g

Kenvue,

Inc

5

.500

03/22/25

501,229‌

500,000

g

Kenvue,

Inc

5

.350

03/22/26

503,848‌

500,000

Procter

&

Gamble

Co

4

.100

01/26/26

493,921‌

400,000

Procter

&

Gamble

Co

1

.000

04/23/26

362,016‌

1,000,000

Unilever

Capital

Corp

3

.100

07/30/25

958,599‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,012,761‌

INSURANCE

-

0

.3

%

500,000

Allied

World

Assurance

Co

Holdings

Ltd

4

.350

10/29/25

474,750‌

500,000

Allstate

Corp

0

.750

12/15/25

447,808‌

200,000

Allstate

Corp

5

.750

08/15/53

196,814‌

467,000

American

International

Group,

Inc

2

.500

06/30/25

439,824‌

500,000

Aon

plc

3

.875

12/15/25

481,904‌

300,000

Brown

&

Brown,

Inc

4

.200

09/15/24

292,950‌

315,000

CNA

Financial

Corp

4

.500

03/01/26

305,593‌

500,000

Corebridge

Financial,

Inc

3

.500

04/04/25

476,340‌

115,000

Hanover

Insurance

Group,

Inc

4

.500

04/15/26

111,311‌

150,000

Loews

Corp

3

.750

04/01/26

145,383‌

300,000

Manulife

Financial

Corp

4

.150

03/04/26

290,450‌

500,000

Marsh

&

McLennan

Cos,

Inc

3

.500

03/10/25

484,849‌

100,000

Marsh

&

McLennan

Cos,

Inc

3

.750

03/14/26

96,801‌

1,000,000

MetLife,

Inc

3

.000

03/01/25

965,396‌

500,000

Prudential

Financial,

Inc

1

.500

03/10/26

456,653‌

TOTAL

INSURANCE

5,666,826‌

MATERIALS

-

0

.7

%

1,500,000

Amcor

Flexibles

North

America,

Inc

4

.000

05/17/25

1,449,127‌

750,000

Avery

Dennison

Corp

0

.850

08/15/24

707,421‌

200,000

Celanese

US

Holdings

LLC

3

.500

05/08/24

195,731‌

500,000

Celanese

US

Holdings

LLC

5

.900

07/05/24

498,937‌

750,000

Celanese

US

Holdings

LLC

6

.050

03/15/25

746,936‌

Short-Term

Bond

Index

Fund

June

30,

2023

318

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

200,000

Celulosa

Arauco

y

Constitucion

S.A.

4

.500

%

08/01/24

$

196,572‌

1,000,000

DowDuPont,

Inc

4

.493

11/15/25

979,348‌

200,000

EI

du

Pont

de

Nemours

and

Co

1

.700

07/15/25

185,881‌

500,000

EIDP,

Inc

4

.500

05/15/26

490,891‌

500,000

FMC

Corp

5

.150

05/18/26

491,885‌

1,000,000

Linde,

Inc

4

.700

12/05/25

992,325‌

285,000

LyondellBasell

Industries

NV

5

.750

04/15/24

284,465‌

250,000

Nucor

Corp

3

.950

05/23/25

242,394‌

200,000

Nucor

Corp

2

.000

06/01/25

187,020‌

300,000

Nutrien

Ltd

5

.950

11/07/25

301,798‌

300,000

PPG

Industries,

Inc

2

.400

08/15/24

287,990‌

500,000

Sherwin-Williams

Co

4

.050

08/08/24

491,891‌

500,000

Sherwin-Williams

Co

4

.250

08/08/25

489,582‌

1,000,000

Sonoco

Products

Co

1

.800

02/01/25

933,479‌

200,000

Steel

Dynamics,

Inc

2

.400

06/15/25

186,800‌

200,000

Westlake

Chemical

Corp

0

.875

08/15/24

188,882‌

500,000

WRKCo,

Inc

4

.650

03/15/26

485,117‌

TOTAL

MATERIALS

11,014,472‌

MEDIA

&

ENTERTAINMENT

-

0

.8

%

300,000

Alphabet,

Inc

0

.450

08/15/25

274,640‌

300,000

Baidu,

Inc

3

.875

09/29/23

298,479‌

750,000

Blackstone

Private

Credit

Fund

2

.350

11/22/24

700,725‌

500,000

Blackstone

Private

Credit

Fund

2

.700

01/15/25

466,386‌

500,000

Blackstone

Private

Credit

Fund

4

.700

03/24/25

481,565‌

350,000

Blackstone

Private

Credit

Fund

7

.050

09/29/25

349,092‌

750,000

Charter

Communications

Operating

LLC

4

.908

07/23/25

735,485‌

1,500,000

Comcast

Corp

5

.250

11/07/25

1,508,104‌

1,000,000

Comcast

Corp

3

.150

03/01/26

957,843‌

200,000

Grupo

Televisa

SAB

4

.625

01/30/26

194,788‌

655,000

Omnicom

Group,

Inc

3

.600

04/15/26

629,122‌

200,000

Paramount

Global

4

.750

05/15/25

195,235‌

750,000

Schlumberger

Finance

Canada

Ltd

1

.400

09/17/25

690,181‌

750,000

Take-Two

Interactive

Software,

Inc

3

.550

04/14/25

723,207‌

500,000

Take-Two

Interactive

Software,

Inc

5

.000

03/28/26

495,244‌

205,000

ViacomCBS,

Inc

4

.000

01/15/26

195,135‌

500,000

Walt

Disney

Co

1

.750

08/30/24

479,183‌

1,000,000

Walt

Disney

Co

3

.150

09/17/25

960,128‌

100,000

Walt

Disney

Co

1

.750

01/13/26

92,545‌

750,000

Walt

Disney

Co

3

.000

02/13/26

716,473‌

525,000

Warnermedia

Holdings,

Inc

3

.638

03/15/25

506,375‌

500,000

Warnermedia

Holdings,

Inc

3

.788

03/15/25

482,020‌

TOTAL

MEDIA

&

ENTERTAINMENT

12,131,955‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1

.2

%

750,000

AbbVie,

Inc

3

.850

06/15/24

737,332‌

1,500,000

AbbVie,

Inc

3

.800

03/15/25

1,458,329‌

500,000

AbbVie,

Inc

3

.600

05/14/25

483,348‌

750,000

AbbVie,

Inc

3

.200

05/14/26

710,822‌

750,000

Amgen,

Inc

1

.900

02/21/25

707,429‌

1,500,000

Amgen,

Inc

5

.250

03/02/25

1,492,076‌

750,000

AstraZeneca

Finance

LLC

0

.700

05/28/24

718,614‌

750,000

AstraZeneca

Finance

LLC

1

.200

05/28/26

676,757‌

750,000

AstraZeneca

plc

0

.700

04/08/26

670,044‌

500,000

Baxalta,

Inc

4

.000

06/23/25

485,066‌

500,000

Bristol-Myers

Squibb

Co

2

.900

07/26/24

486,896‌

500,000

Bristol-Myers

Squibb

Co

0

.750

11/13/25

454,303‌

750,000

Gilead

Sciences,

Inc

3

.700

04/01/24

739,174‌

500,000

Gilead

Sciences,

Inc

3

.500

02/01/25

484,819‌

500,000

Gilead

Sciences,

Inc

3

.650

03/01/26

481,006‌

1,120,000

Johnson

&

Johnson

2

.450

03/01/26

1,057,741‌

319

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,000,000

Merck

&

Co,

Inc

2

.750

%

02/10/25

$

962,445‌

200,000

Merck

&

Co,

Inc

0

.750

02/24/26

180,723‌

1,000,000

Novartis

Capital

Corp

3

.000

11/20/25

956,541‌

750,000

PerkinElmer,

Inc

0

.850

09/15/24

704,855‌

725,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/25

718,540‌

2,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/26

1,975,803‌

500,000

Royalty

Pharma

plc

0

.750

09/02/23

495,402‌

750,000

Thermo

Fisher

Scientific,

Inc

1

.215

10/18/24

709,178‌

300,000

Viatris,

Inc

1

.650

06/22/25

276,009‌

500,000

Zoetis,

Inc

5

.400

11/14/25

501,530‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

19,324,782‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0

.5

%

250,000

Analog

Devices,

Inc

2

.950

04/01/25

240,251‌

500,000

Broadcom,

Inc

3

.625

10/15/24

486,098‌

300,000

Broadcom,

Inc

3

.150

11/15/25

284,997‌

800,000

Intel

Corp

3

.400

03/25/25

775,259‌

500,000

Intel

Corp

3

.700

07/29/25

486,253‌

1,250,000

Intel

Corp

4

.875

02/10/26

1,246,374‌

375,000

Lam

Research

Corp

3

.750

03/15/26

363,962‌

150,000

Marvell

Technology,

Inc

1

.650

04/15/26

135,103‌

1,000,000

Microchip

Technology,

Inc

4

.250

09/01/25

968,761‌

150,000

Micron

Technology,

Inc

4

.975

02/06/26

147,793‌

1,000,000

NVIDIA

Corp

0

.584

06/14/24

955,299‌

290,000

NXP

BV

5

.350

03/01/26

288,046‌

750,000

g

Qorvo,

Inc

1

.750

12/15/24

697,386‌

500,000

Texas

Instruments,

Inc

4

.700

11/18/24

498,643‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

7,574,225‌

SOFTWARE

&

SERVICES

-

0

.6

%

200,000

Autodesk,

Inc

4

.375

06/15/25

195,425‌

120,000

Electronic

Arts

Inc

4

.800

03/01/26

119,025‌

150,000

Fortinet,

Inc

1

.000

03/15/26

133,793‌

1,500,000

International

Business

Machines

Corp

3

.000

05/15/24

1,465,995‌

600,000

International

Business

Machines

Corp

4

.000

07/27/25

586,453‌

500,000

International

Business

Machines

Corp

4

.500

02/06/26

492,893‌

1,000,000

Microsoft

Corp

3

.125

11/03/25

962,594‌

1,250,000

Oracle

Corp

3

.400

07/08/24

1,218,664‌

1,700,000

Oracle

Corp

2

.950

05/15/25

1,621,453‌

150,000

Oracle

Corp

5

.800

11/10/25

151,671‌

1,035,000

Oracle

Corp

1

.650

03/25/26

939,316‌

500,000

Roper

Technologies,

Inc

1

.000

09/15/25

454,616‌

500,000

salesforce.com,

Inc

0

.625

07/15/24

475,949‌

575,000

VMware,

Inc

1

.000

08/15/24

544,395‌

340,000

Western

Union

Co

1

.350

03/15/26

301,337‌

TOTAL

SOFTWARE

&

SERVICES

9,663,579‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0

.8

%

1,000,000

Amphenol

Corp

4

.750

03/30/26

988,038‌

2,000,000

Apple,

Inc

2

.500

02/09/25

1,920,463‌

1,000,000

Apple,

Inc

1

.125

05/11/25

931,688‌

1,000,000

Apple,

Inc

0

.550

08/20/25

913,449‌

1,820,000

Apple,

Inc

3

.250

02/23/26

1,752,715‌

500,000

Arrow

Electronics,

Inc

4

.000

04/01/25

480,073‌

400,000

Cisco

Systems,

Inc

3

.500

06/15/25

388,201‌

200,000

Dell

International

LLC

5

.850

07/15/25

200,730‌

350,000

Dell

International

LLC

6

.020

06/15/26

355,743‌

200,000

Flex

Ltd

4

.750

06/15/25

195,264‌

185,000

Flex

Ltd

3

.750

02/01/26

175,819‌

1,000,000

Hewlett

Packard

Enterprise

Co

5

.900

10/01/24

1,000,287‌

500,000

Hewlett

Packard

Enterprise

Co

4

.900

10/15/25

493,782‌

Short-Term

Bond

Index

Fund

June

30,

2023

320

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

250,000

Hewlett

Packard

Enterprise

Co

1

.750

%

04/01/26

$

227,706‌

300,000

HP,

Inc

2

.200

06/17/25

282,174‌

300,000

HP,

Inc

1

.450

06/17/26

269,196‌

150,000

Jabil,

Inc

1

.700

04/15/26

134,211‌

120,000

Juniper

Networks,

Inc

1

.200

12/10/25

107,438‌

300,000

NetApp,

Inc

1

.875

06/22/25

278,746‌

500,000

QUALCOMM,

Inc

3

.450

05/20/25

484,880‌

1,000,000

Tyco

Electronics

Group

S.A.

4

.500

02/13/26

985,103‌

690,000

Western

Digital

Corp

4

.750

02/15/26

657,237‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

13,222,943‌

TELECOMMUNICATION

SERVICES

-

0

.5

%

1,500,000

AT&T,

Inc

1

.700

03/25/26

1,367,238‌

1,000,000

g

Rogers

Communications,

Inc

2

.950

03/15/25

949,149‌

750,000

Sprint

Corp

7

.625

02/15/25

766,099‌

500,000

Sprint

Corp

7

.625

03/01/26

519,387‌

1,000,000

T-Mobile

USA,

Inc

3

.500

04/15/25

961,436‌

750,000

T-Mobile

USA,

Inc

1

.500

02/15/26

677,698‌

365,000

T-Mobile

USA,

Inc

2

.250

02/15/26

335,382‌

1,000,000

Verizon

Communications,

Inc

3

.376

02/15/25

965,875‌

750,000

Verizon

Communications,

Inc

1

.450

03/20/26

680,058‌

600,000

Vodafone

Group

plc

4

.125

05/30/25

585,427‌

TOTAL

TELECOMMUNICATION

SERVICES

7,807,749‌

TRANSPORTATION

-

0

.2

%

500,000

Burlington

Northern

Santa

Fe

LLC

3

.400

09/01/24

487,368‌

1,000,000

Canadian

Pacific

Railway

Co

1

.350

12/02/24

939,570‌

225,000

FedEx

Corp

3

.250

04/01/26

215,147‌

210,000

JB

Hunt

Transport

Services,

Inc

3

.875

03/01/26

202,488‌

500,000

Ryder

System,

Inc

2

.500

09/01/24

480,093‌

1,000,000

Union

Pacific

Corp

4

.750

02/21/26

993,019‌

TOTAL

TRANSPORTATION

3,317,685‌

UTILITIES

-

1

.2

%

500,000

AES

Corp

1

.375

01/15/26

446,595‌

1,000,000

American

Electric

Power

Co,

Inc

5

.699

08/15/25

993,240‌

1,000,000

Berkshire

Hathaway

Energy

Co

4

.050

04/15/25

976,038‌

300,000

Black

Hills

Corp

1

.037

08/23/24

283,385‌

1,000,000

Dominion

Energy,

Inc

3

.900

10/01/25

963,294‌

750,000

DTE

Energy

Co

(Step

Bond)

4

.220

11/01/24

733,208‌

750,000

Duke

Energy

Corp

5

.000

12/08/25

744,670‌

750,000

Edison

International

4

.700

08/15/25

732,619‌

500,000

Emera

US

Finance

LP

0

.833

06/15/24

472,823‌

500,000

Entergy

Arkansas

LLC

3

.500

04/01/26

478,624‌

500,000

Entergy

Louisiana

LLC

0

.950

10/01/24

471,316‌

500,000

Eversource

Energy

4

.200

06/27/24

491,752‌

750,000

Eversource

Energy

4

.750

05/15/26

735,062‌

500,000

Florida

Power

&

Light

Co

4

.450

05/15/26

494,775‌

200,000

National

Fuel

Gas

Co

5

.200

07/15/25

195,913‌

500,000

National

Fuel

Gas

Co

5

.500

01/15/26

492,883‌

175,000

National

Fuel

Gas

Co

5

.500

10/01/26

170,631‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.255

09/01/24

983,509‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

6

.051

03/01/25

1,003,760‌

500,000

NextEra

Energy

Capital

Holdings,

Inc

4

.450

06/20/25

490,489‌

200,000

Pacific

Gas

and

Electric

Co

4

.250

08/01/23

199,795‌

250,000

Pacific

Gas

and

Electric

Co

4

.950

06/08/25

242,317‌

500,000

Pacific

Gas

and

Electric

Co

3

.150

01/01/26

463,947‌

500,000

Public

Service

Electric

and

Gas

Co

0

.950

03/15/26

450,930‌

750,000

Santander

UK

Group

Holdings

plc

6

.833

11/21/26

751,705‌

500,000

Sempra

Energy

3

.300

04/01/25

479,496‌

500,000

Sempra

Energy

5

.400

08/01/26

497,555‌

321

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

250,000

Southern

California

Edison

Co

4

.200

%

06/01/25

$

243,767‌

300,000

Southern

California

Edison

Co

4

.900

06/01/26

295,737‌

1,000,000

Southern

Co

2

.700

08/01/24

981,734‌

300,000

Southern

Co

4

.000

01/15/51

277,446‌

300,000

Southern

Power

Co

0

.900

01/15/26

268,817‌

250,000

Tampa

Electric

Co

3

.875

07/12/24

245,588‌

750,000

WEC

Energy

Group,

Inc

5

.000

09/27/25

742,991‌

800,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

787,899‌

300,000

Wisconsin

Public

Service

Corp

5

.350

11/10/25

300,731‌

TOTAL

UTILITIES

19,585,041‌

TOTAL

CORPORATE

BONDS

408,802,656‌

(Cost

$419,599,972)

GOVERNMENT

BONDS

-

73

.7

%

AGENCY

SECURITIES

-

3

.2

%

1,500,000

Federal

Farm

Credit

Bank

(FFCB)

0

.500

12/01/23

1,469,381‌

330,000

FFCB

0

.250

02/26/24

319,130‌

3,000,000

FFCB

2

.625

05/16/24

2,927,240‌

1,500,000

FFCB

3

.375

08/26/24

1,466,203‌

1,000,000

FFCB

4

.250

09/26/24

986,849‌

1,000,000

FFCB

0

.875

11/18/24

941,908‌

2,000,000

FFCB

4

.625

12/05/24

1,979,819‌

1,750,000

FFCB

1

.125

01/06/25

1,647,277‌

1,000,000

FFCB

4

.500

01/10/25

989,813‌

1,000,000

e

FFCB

1

.750

02/14/25

948,190‌

2,000,000

FFCB

4

.375

02/23/26

1,984,384‌

750,000

FFCB

4

.375

06/23/26

747,511‌

4,000,000

e

Federal

Home

Loan

Bank

(FHLB)

2

.125

02/28/24

3,913,315‌

3,000,000

FHLB

2

.750

06/28/24

2,921,993‌

310,000

FHLB

3

.000

07/08/24

302,430‌

1,000,000

FHLB

4

.500

10/03/24

989,573‌

2,000,000

FHLB

0

.750

12/13/24

1,876,252‌

3,180,000

e

FHLB

4

.625

12/13/24

3,151,788‌

2,000,000

FHLB

1

.000

12/20/24

1,880,066‌

2,000,000

FHLB

5

.000

02/28/25

1,994,614‌

500,000

FHLB

4

.625

06/06/25

496,414‌

200,000

FHLB

3

.125

06/13/25

193,254‌

945,000

e

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

0

.250

12/04/23

924,591‌

3,000,000

FHLMC

1

.500

02/12/25

2,831,922‌

4,000,000

FHLMC

0

.375

09/23/25

3,629,467‌

750,000

Federal

National

Mortgage

Association

(FNMA)

0

.250

07/10/23

749,321‌

2,000,000

FNMA

1

.625

01/07/25

1,896,330‌

4,500,000

FNMA

0

.625

04/22/25

4,161,670‌

2,500,000

FNMA

0

.500

11/07/25

2,265,792‌

500,000

Tennessee

Valley

Authority

(TVA)

0

.750

05/15/25

461,338‌

TOTAL

AGENCY

SECURITIES

51,047,835‌

FOREIGN

GOVERNMENT

BONDS

-

6

.2

%

750,000

African

Development

Bank

3

.375

07/07/25

728,242‌

265,000

African

Development

Bank

0

.875

03/23/26

239,344‌

500,000

Asian

Development

Bank

0

.250

10/06/23

493,576‌

1,000,000

Asian

Development

Bank

1

.625

03/15/24

973,633‌

1,500,000

Asian

Development

Bank

0

.375

06/11/24

1,430,354‌

1,500,000

Asian

Development

Bank

4

.125

09/27/24

1,476,607‌

2,220,000

Asian

Development

Bank

0

.625

10/08/24

2,092,634‌

1,500,000

Asian

Development

Bank

2

.875

05/06/25

1,443,002‌

720,000

Asian

Development

Bank

4

.625

06/13/25

714,984‌

1,000,000

Asian

Development

Bank

0

.375

09/03/25

909,101‌

910,000

Asian

Development

Bank

4

.250

01/09/26

900,038‌

1,000,000

Asian

Development

Bank

1

.000

04/14/26

905,806‌

Short-Term

Bond

Index

Fund

June

30,

2023

322

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,300,000

Asian

Infrastructure

Investment

Bank

0

.500

%

10/30/24

$

1,217,627‌

1,000,000

Asian

Infrastructure

Investment

Bank

3

.375

06/29/25

964,954‌

1,390,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

1,244,097‌

1,870,000

Canada

Government

International

Bond

2

.875

04/28/25

1,800,553‌

1,000,000

Canada

Government

International

Bond

0

.750

05/19/26

897,328‌

310,000

Chile

Government

International

Bond

3

.125

01/21/26

297,033‌

675,000

Corp

Andina

de

Fomento

1

.250

10/26/24

633,647‌

1,000,000

Corp

Andina

de

Fomento

5

.250

11/21/25

990,262‌

500,000

Corp

Andina

de

Fomento

4

.750

04/01/26

489,765‌

1,500,000

Council

Of

Europe

Development

Bank

3

.000

06/16/25

1,443,199‌

750,000

Council

Of

Europe

Development

Bank

3

.750

05/25/26

732,543‌

2,000,000

European

Bank

for

Reconstruction

&

Development

0

.500

05/19/25

1,837,939‌

755,000

European

Bank

for

Reconstruction

&

Development

0

.500

01/28/26

678,694‌

1,500,000

European

Investment

Bank

3

.250

01/29/24

1,481,191‌

2,000,000

European

Investment

Bank

0

.375

07/24/24

1,897,882‌

1,000,000

e

European

Investment

Bank

2

.500

10/15/24

964,985‌

2,250,000

European

Investment

Bank

0

.625

07/25/25

2,064,276‌

1,500,000

European

Investment

Bank

2

.750

08/15/25

1,436,706‌

1,000,000

European

Investment

Bank

0

.375

03/26/26

892,354‌

1,750,000

Export

Development

Canada

3

.375

08/26/25

1,697,598‌

500,000

Export

Development

Canada

4

.375

06/29/26

497,080‌

750,000

Export-Import

Bank

of

Korea

0

.625

06/29/24

713,747‌

500,000

Export-Import

Bank

of

Korea

4

.000

09/15/24

490,165‌

500,000

Export-Import

Bank

of

Korea

1

.250

01/18/25

469,130‌

750,000

Export-Import

Bank

of

Korea

4

.875

01/11/26

741,779‌

1,000,000

Inter-American

Development

Bank

2

.625

01/16/24

985,189‌

500,000

Inter-American

Development

Bank

3

.250

07/01/24

489,029‌

1,500,000

Inter-American

Development

Bank

0

.500

09/23/24

1,413,225‌

2,000,000

Inter-American

Development

Bank

2

.125

01/15/25

1,909,134‌

500,000

Inter-American

Development

Bank

1

.750

03/14/25

472,805‌

1,700,000

Inter-American

Development

Bank

0

.875

04/20/26

1,533,590‌

2,000,000

h

Inter-American

Development

Bank

4

.500

05/15/26

1,994,051‌

1,000,000

Inter-American

Investment

Corp

2

.625

04/22/25

954,791‌

500,000

International

Bank

for

Reconstruction

&

Development

2

.250

03/28/24

487,902‌

1,500,000

International

Bank

for

Reconstruction

&

Development

1

.500

08/28/24

1,435,123‌

2,000,000

International

Bank

for

Reconstruction

&

Development

2

.500

11/25/24

1,926,147‌

1,500,000

International

Bank

for

Reconstruction

&

Development

0

.750

03/11/25

1,395,558‌

1,500,000

e

International

Bank

for

Reconstruction

&

Development

0

.625

04/22/25

1,386,484‌

1,500,000

International

Bank

for

Reconstruction

&

Development

2

.500

07/29/25

1,431,269‌

2,585,000

International

Bank

for

Reconstruction

&

Development

0

.500

10/28/25

2,346,247‌

500,000

International

Finance

Corp

2

.875

07/31/23

499,160‌

750,000

International

Finance

Corp

3

.625

09/15/25

732,153‌

1,000,000

International

Finance

Corp

2

.126

04/07/26

934,353‌

700,000

Japan

Bank

for

International

Cooperation

3

.375

10/31/23

694,674‌

1,050,000

Japan

Bank

for

International

Cooperation

0

.500

04/15/24

1,008,450‌

1,000,000

Japan

Bank

for

International

Cooperation

1

.750

10/17/24

952,618‌

400,000

Japan

Bank

for

International

Cooperation

2

.875

04/14/25

383,055‌

1,000,000

Japan

Bank

for

International

Cooperation

3

.875

09/16/25

974,692‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.250

01/26/26

983,002‌

500,000

Japan

Bank

for

International

Cooperation

4

.250

04/27/26

490,868‌

550,000

Korea

Development

Bank

0

.500

10/27/23

540,727‌

500,000

Korea

Development

Bank

0

.400

06/19/24

475,679‌

1,000,000

Korea

Development

Bank

2

.000

02/24/25

946,418‌

750,000

Korea

Development

Bank

4

.000

09/08/25

727,803‌

500,000

Korea

Government

International

Bond

3

.875

09/11/23

498,282‌

1,500,000

Kreditanstalt

fuer

Wiederaufbau

0

.500

09/20/24

1,414,299‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

1

.250

01/31/25

2,822,407‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3

.125

06/10/25

2,896,676‌

3,500,000

Kreditanstalt

fuer

Wiederaufbau

0

.375

07/18/25

3,195,825‌

1,500,000

Landwirtschaftliche

Rentenbank

0

.500

05/27/25

1,376,647‌

1,000,000

Mexico

Government

International

Bond

3

.900

04/27/25

981,481‌

323

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,000,000

Nordic

Investment

Bank

0

.375

%

09/20/24

$

941,478‌

500,000

Nordic

Investment

Bank

2

.625

04/04/25

479,315‌

300,000

Panama

Government

International

Bond

3

.750

03/16/25

290,219‌

460,000

Panama

Government

International

Bond

7

.125

01/29/26

479,311‌

1,015,000

Philippine

Government

International

Bond

5

.500

03/30/26

1,029,785‌

1,000,000

Poland

Government

International

Bond

4

.000

01/22/24

990,604‌

750,000

Province

of

Alberta

Canada

1

.875

11/13/24

714,942‌

500,000

Province

of

British

Columbia

Canada

1

.750

09/27/24

478,001‌

1,000,000

Province

of

Ontario

Canada

3

.050

01/29/24

985,668‌

2,595,000

Province

of

Ontario

Canada

1

.050

04/14/26

2,345,854‌

1,000,000

Province

of

Quebec

Canada

2

.875

10/16/24

968,158‌

750,000

Province

of

Quebec

Canada

1

.500

02/11/25

706,830‌

1,000,000

Province

of

Quebec

Canada

0

.600

07/23/25

914,990‌

100,000

Province

of

Quebec

Canada

2

.500

04/20/26

94,167‌

1,000,000

Republic

of

Italy

Government

International

Bond

6

.875

09/27/23

1,002,000‌

1,000,000

Republic

of

Italy

Government

International

Bond

0

.875

05/06/24

956,634‌

300,000

Republic

of

Italy

Government

International

Bond

2

.375

10/17/24

286,386‌

500,000

Republic

of

Italy

Government

International

Bond

1

.250

02/17/26

446,290‌

500,000

Svensk

Exportkredit

AB

3

.625

09/03/24

488,661‌

925,000

Svensk

Exportkredit

AB

0

.625

10/07/24

870,699‌

750,000

Svensk

Exportkredit

AB

4

.000

07/15/25

734,397‌

750,000

Svensk

Exportkredit

AB

4

.625

11/28/25

744,030‌

1,000,000

Svensk

Exportkredit

AB

4

.375

02/13/26

988,242‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

100,508,329‌

MUNICIPAL

BONDS

-

0

.0

%

280,000

Port

Authority

of

New

York

&

New

Jersey

1

.086

07/01/23

280,000‌

TOTAL

MUNICIPAL

BONDS

280,000‌

U.S.

TREASURY

SECURITIES

-

64

.3

%

23,000,000

United

States

Treasury

Note

0

.375

08/15/24

21,760,156‌

9,000,000

United

States

Treasury

Note

3

.250

08/31/24

8,783,789‌

32,500,000

United

States

Treasury

Note

0

.375

09/15/24

30,632,519‌

9,500,000

United

States

Treasury

Note

4

.250

09/30/24

9,375,313‌

30,000,000

United

States

Treasury

Note

0

.625

10/15/24

28,264,453‌

38,500,000

United

States

Treasury

Note

4

.375

10/31/24

38,035,293‌

44,500,000

United

States

Treasury

Note

0

.750

11/15/24

41,854,336‌

28,500,000

United

States

Treasury

Note

4

.500

11/30/24

28,197,188‌

44,500,000

United

States

Treasury

Note

1

.000

12/15/24

41,880,410‌

7,820,000

United

States

Treasury

Note

4

.250

12/31/24

7,710,642‌

26,500,000

United

States

Treasury

Note

1

.125

01/15/25

24,920,351‌

43,500,000

United

States

Treasury

Note

4

.125

01/31/25

42,816,914‌

22,000,000

United

States

Treasury

Note

1

.500

02/15/25

20,764,219‌

19,500,000

United

States

Treasury

Note

4

.625

02/28/25

19,348,418‌

43,000,000

United

States

Treasury

Note

1

.750

03/15/25

40,675,313‌

15,000,000

United

States

Treasury

Note

2

.625

04/15/25

14,388,281‌

35,000,000

United

States

Treasury

Note

2

.750

05/15/25

33,617,773‌

26,000,000

United

States

Treasury

Note

2

.875

06/15/25

25,009,766‌

13,500,000

United

States

Treasury

Note

4

.625

06/30/25

13,438,301‌

33,000,000

United

States

Treasury

Note

3

.000

07/15/25

31,805,039‌

43,000,000

United

States

Treasury

Note

3

.125

08/15/25

41,530,273‌

5,000,000

United

States

Treasury

Note

0

.250

08/31/25

4,536,328‌

34,500,000

United

States

Treasury

Note

3

.500

09/15/25

33,567,422‌

4,000,000

United

States

Treasury

Note

0

.250

09/30/25

3,622,969‌

30,000,000

United

States

Treasury

Note

4

.250

10/15/25

29,664,844‌

52,000,000

United

States

Treasury

Note

4

.500

11/15/25

51,729,844‌

42,000,000

United

States

Treasury

Note

4

.000

12/15/25

41,342,109‌

47,500,000

United

States

Treasury

Note

3

.875

01/15/26

46,613,086‌

63,000,000

United

States

Treasury

Note

4

.000

02/15/26

62,032,852‌

53,000,000

United

States

Treasury

Note

4

.625

03/15/26

53,057,969‌

14,500,000

United

States

Treasury

Note

3

.750

04/15/26

14,191,875‌

Short-Term

Bond

Index

Fund

June

30,

2023

324

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

86,750,000

United

States

Treasury

Note

3

.625

%

05/15/26

$

84,635,469‌

46,500,000

United

States

Treasury

Note

4

.125

06/15/26

46,031,367‌

TOTAL

U.S.

TREASURY

SECURITIES

1,035,834,881‌

TOTAL

GOVERNMENT

BONDS

1,187,671,045‌

(Cost

$1,219,962,324)

STRUCTURED

ASSETS

-

0

.0

%

ASSET

BACKED

-

0

.0

%

200,000

Delta

Air

Lines

Pass

Through

Trust

3

.204

04/25/24

195,976‌

Series

-

2019

1

(Class

AA)

TOTAL

ASSET

BACKED

195,976‌

TOTAL

STRUCTURED

ASSETS

195,976‌

(Cost

$206,929)

TOTAL

LONG-TERM

INVESTMENTS

1,596,669,677‌

(Cost

$1,639,769,225)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

1.8%

REPURCHASE

AGREEMENT

-

1

.8

%

$

28,555,000

r

Fixed

Income

Clearing

Corp

(FICC)

5

.050

07/03/23

28,555,000‌

TOTAL

REPURCHASE

AGREEMENT

28,555,000‌

TOTAL

SHORT-TERM

INVESTMENTS

28,555,000‌

(Cost

$28,555,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.4%

5,973,684

c

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.110

5,973,684‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

5,973,684‌

(Cost

$5,973,684)

TOTAL

INVESTMENTS

-

101.3%

1,631,198,361‌

(Cost

$1,674,297,909)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.3)%

(

20,918,757‌

)

NET

ASSETS

-

100.0%

$

1,610,279,604‌

c

Investments

made

with

cash

collateral

received

from

securities

on

loan.

e

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$5,819,844.

g

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

h

All

or

a

portion

of

these

securities

were

purchased

on

a

delayed

delivery

basis.

r

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.050%

dated

6/30/23

to

be

repurchased

at

$28,555,000

on

7/3/23,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.625%

and

maturity

date

5/31/27,

valued

at

$29,126,174.

Notes

to

Portfolios

of

Investments

(Unaudited)

325

Organization

and

Significant

Accounting

Policies

Part

F

of

Form

N-PORT

was

prepared in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission related

to

interim

filings. Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report.

For

a

full

set

of

financial

statement

notes,

please

refer

to

the

most

recently

filed

annual

or

semiannual

report.

Valuation

of

Investments

The

Funds’

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels:

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

A

description

of

the

valuation

techniques

applied

to

the

Funds’

major

classifications

of

assets

and

liabilities

measured

at

fair

value

follows:

Fund

Level

1

Level

2

Level

3

Total

Real

Estate

Securities

Long-Term

Investments

:

Common

stocks

$2,942,120,260

$—

$—

$2,942,120,260

Short-Term

Investments

:

Government

agency

debt

—

4,974,990

—

4,974,990

Repurchase

agreement

—

13,337,000

—

13,337,000

Total

$2,942,120,260

$18,311,990

$—

$2,960,432,250

1

1

1

1

1

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$5,282,040,463

$—

$5,282,040,463

Government

bonds

—

15,130,414,342

—

15,130,414,342

Structured

assets

—

458,510,424

—

458,510,424

Short-Term

Investments

:

Government

agency

debt

—

26,195,093

—

26,195,093

Repurchase

agreement

—

116,595,000

—

116,595,000

Investments

purchased

with

collateral

from

securities

lending

111,799,939

—

—

111,799,939

Total

$111,799,939

$21,013,755,322

$—

$21,125,555,261

1

1

1

1

1

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$163,282,026

$—

$163,282,026

Corporate

bonds

—

3,406,509,937

1,966,648

3,408,476,585

Government

bonds

—

4,031,416,866

—

4,031,416,866

Structured

assets

—

1,747,850,849

3,921,294

1,751,772,143

Common

stocks

—

377,417

14,232

391,649

Preferred

stocks

10,325,852

—

—

10,325,852

Short-Term

Investments

:

Government

agency

debt

—

31,095,483

—

31,095,483

Repurchase

agreement

—

73,230,000

—

73,230,000

Treasury

debt

—

50,802,356

—

50,802,356

Investments

purchased

with

collateral

from

securities

lending

81,121,762

—

—

81,121,762

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

31,088

—

31,088

Credit

default

swap

contracts*

—

(5,122,886)

—

(5,122,886)

Total

$91,447,614

$9,499,473,136

$5,902,174

$9,596,822,924

1

1

1

1

1

Notes

to

Portfolios

of

Investments

(Unaudited)

(continued)

326

Fund

Level

1

Level

2

Level

3

Total

Core

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$41,834,384

$300,000

$42,134,384

Corporate

bonds

—

1,778,102,058

—

1,778,102,058

Government

bonds

—

3,194,776,615

61,781

3,194,838,396

Structured

assets

—

922,544,513

1,675,139

924,219,652

Preferred

stocks

32,879,896

—

—

32,879,896

Short-Term

Investments

:

Repurchase

agreement

—

87,265,000

—

87,265,000

Investments

purchased

with

collateral

from

securities

lending

57,386,614

—

—

57,386,614

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

33,257

—

33,257

Total

$90,266,510

$6,024,555,827

$2,036,920

$6,116,859,257

1

1

1

1

1

Core

Plus

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$138,151,748

$—

$138,151,748

Corporate

bonds

—

1,747,600,683

1,474,986

1,749,075,669

Government

bonds

—

1,663,286,939

—

1,663,286,939

Structured

assets

—

813,251,036

2,919,195

816,170,231

Common

stocks

—

415,512

10,004

425,516

Preferred

stocks

4,462,879

—

—

4,462,879

Short-Term

Investments

:

Government

agency

debt

—

4,984,590

—

4,984,590

Repurchase

agreement

—

24,860,000

—

24,860,000

Treasury

debt

—

73,294,322

—

73,294,322

Investments

purchased

with

collateral

from

securities

lending

68,440,875

—

—

68,440,875

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

19,281

—

19,281

Credit

default

swap

contracts*

—

(5,159,967)

—

(5,159,967)

Total

$72,903,754

$4,460,704,144

$4,404,185

$4,538,012,083

1

1

1

1

1

5-15

Year

Laddered

Tax-Exempt

Bond

Long-Term

Investments:

Long-term

municipal

bonds

$

—

$

225,872,780

$

—

$

225,872,780

Short-Term

Investments:

Repurchase

agreement

—

4,085,000

—

4,085,000

Total

$—

$229,957,780

$—

$229,957,780

1

1

1

1

1

Green

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,855,602

$—

$1,855,602

Corporate

bonds

—

76,723,532

—

76,723,532

Government

bonds

—

34,324,514

—

34,324,514

Structured

assets

—

25,390,212

148,213

25,538,425

Preferred

stocks

836,020

—

—

836,020

Short-Term

Investments

:

Repurchase

agreement

—

2,950,000

—

2,950,000

Investments

purchased

with

collateral

from

securities

lending

212,052

—

—

212,052

Total

$1,048,072

$141,243,860

$148,213

$142,440,145

1

1

1

1

1

High-Yield

Long-Term

Investments

:

Bank

loan

obligations

$—

$146,011,559

$—

$146,011,559

Corporate

bonds

—

1,853,730,559

—

1,853,730,559

Common

stocks

19,578,456

4,630

9,106

19,592,192

Short-Term

Investments

:

Government

agency

debt

—

9,997,316

—

9,997,316

Repurchase

agreement

—

24,730,000

—

24,730,000

Investments

purchased

with

collateral

from

securities

lending

82,367,105

—

—

82,367,105

Total

$101,945,561

$2,034,474,064

$9,106

$2,136,428,731

1

1

1

1

1

Inflation-Linked

Bond

Long-Term

Investments

:

Government

bonds

$—

$2,793,713,347

$—

$2,793,713,347

Short-Term

Investments

:

Repurchase

agreement

—

2,110,000

—

2,110,000

Investments

in

Derivatives

:

Futures

contracts*

(993,558)

—

—

(993,558)

Total

$(993,558)

$2,795,823,347

$—

$2,794,829,789

1

1

1

1

1

327

Fund

Level

1

Level

2

Level

3

Total

Short

Duration

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,855,602

$—

$1,855,602

Corporate

bonds

—

17,037,853

—

17,037,853

Government

bonds

—

33,257,292

—

33,257,292

Structured

assets

—

12,309,955

—

12,309,955

Short-Term

Investments

:

Repurchase

agreement

—

2,595,000

—

2,595,000

Investments

purchased

with

collateral

from

securities

lending

2,201

—

—

2,201

Total

$2,201

$67,055,702

$—

$67,057,903

1

1

1

1

1

Short-Term

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$42,286,443

$—

$42,286,443

Corporate

bonds

—

667,939,839

—

667,939,839

Government

bonds

—

765,864,868

—

765,864,868

Structured

assets

—

466,797,235

—

466,797,235

Short-Term

Investments

:

Government

agency

debt

—

3,389,521

—

3,389,521

Investments

purchased

with

collateral

from

securities

lending

2,401,860

—

—

2,401,860

Investments

in

Derivatives

:

Futures

contracts*

(2,292,060)

—

—

(2,292,060)

Total

$109,800

$1,946,277,906

$—

$1,946,387,706

1

1

1

1

1

Short-Term

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$408,802,656

$—

$408,802,656

Government

bonds

—

1,187,671,045

—

1,187,671,045

Structured

assets

—

195,976

—

195,976

Short-Term

Investments

:

Repurchase

agreement

—

28,555,000

—

28,555,000

Investments

purchased

with

collateral

from

securities

lending

5,973,684

—

—

5,973,684

Total

$5,973,684

$1,625,224,677

$—

$1,631,198,361

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

A12451-C

(8/23)