Portfolio

of

Investments

June

30,

2025

Bond

Index

Fund

1

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

CORPORATE

BONDS

-

24

.9

%

AUTOMOBILES

&

COMPONENTS

-

0.5%

$

1,000,000

American

Honda

Finance

Corp

4

.900

%

07/09/27

$

1,012,279‌

2,000,000

American

Honda

Finance

Corp

5

.125

07/07/28

2,040,586‌

1,000,000

American

Honda

Finance

Corp

5

.650

11/15/28

1,038,913‌

1,000,000

American

Honda

Finance

Corp

2

.250

01/12/29

927,644‌

1,000,000

(a)

American

Honda

Finance

Corp

4

.900

03/13/29

1,015,282‌

1,000,000

American

Honda

Finance

Corp

4

.400

09/05/29

995,287‌

1,000,000

American

Honda

Finance

Corp

4

.800

03/05/30

1,007,929‌

1,000,000

American

Honda

Finance

Corp

4

.600

04/17/30

1,000,782‌

1,500,000

American

Honda

Finance

Corp

5

.850

10/04/30

1,584,914‌

1,000,000

American

Honda

Finance

Corp

1

.800

01/13/31

858,704‌

1,000,000

American

Honda

Finance

Corp

5

.050

07/10/31

1,012,935‌

100,000

Aptiv

plc

4

.350

03/15/29

98,553‌

1,000,000

Aptiv

plc

4

.650

09/13/29

997,393‌

600,000

Aptiv

plc

3

.250

03/01/32

537,011‌

1,000,000

Aptiv

plc

5

.150

09/13/34

965,137‌

100,000

Aptiv

plc

4

.400

10/01/46

75,773‌

575,000

Aptiv

plc

5

.400

03/15/49

492,173‌

1,500,000

Aptiv

plc

3

.100

12/01/51

901,527‌

1,000,000

Aptiv

plc

4

.150

05/01/52

716,537‌

1,000,000

Aptiv

plc

5

.750

09/13/54

895,622‌

1,650,000

BorgWarner,

Inc

2

.650

07/01/27

1,596,369‌

1,000,000

(a)

BorgWarner,

Inc

5

.400

08/15/34

1,011,275‌

200,000

BorgWarner,

Inc

4

.375

03/15/45

164,874‌

2,000,000

Ford

Motor

Co

7

.450

07/16/31

2,165,692‌

4,000,000

Ford

Motor

Co

3

.250

02/12/32

3,372,396‌

700,000

Ford

Motor

Co

4

.750

01/15/43

538,261‌

500,000

Ford

Motor

Co

5

.291

12/08/46

403,697‌

3,000,000

Ford

Motor

Credit

Co

LLC

6

.950

03/06/26

3,028,932‌

3,000,000

Ford

Motor

Credit

Co

LLC

6

.950

06/10/26

3,041,006‌

3,000,000

Ford

Motor

Credit

Co

LLC

2

.700

08/10/26

2,920,866‌

1,250,000

Ford

Motor

Credit

Co

LLC

5

.850

05/17/27

1,259,513‌

2,000,000

Ford

Motor

Credit

Co

LLC

4

.950

05/28/27

1,986,744‌

2,000,000

Ford

Motor

Credit

Co

LLC

7

.350

11/04/27

2,077,104‌

2,000,000

Ford

Motor

Credit

Co

LLC

6

.800

05/12/28

2,067,050‌

1,500,000

Ford

Motor

Credit

Co

LLC

6

.798

11/07/28

1,554,065‌

1,500,000

Ford

Motor

Credit

Co

LLC

5

.800

03/08/29

1,503,133‌

3,000,000

Ford

Motor

Credit

Co

LLC

5

.113

05/03/29

2,933,368‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.303

09/06/29

981,988‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.875

11/07/29

1,002,935‌

1,000,000

Ford

Motor

Credit

Co

LLC

7

.350

03/06/30

1,055,638‌

1,000,000

Ford

Motor

Credit

Co

LLC

6

.050

03/05/31

997,945‌

2,500,000

Ford

Motor

Credit

Co

LLC

3

.625

06/17/31

2,200,596‌

750,000

Ford

Motor

Credit

Co

LLC

6

.054

11/05/31

746,131‌

1,000,000

Ford

Motor

Credit

Co

LLC

6

.532

03/19/32

1,015,498‌

1,500,000

Ford

Motor

Credit

Co

LLC

7

.122

11/07/33

1,556,755‌

1,750,000

Ford

Motor

Credit

Co

LLC

6

.125

03/08/34

1,703,543‌

1,000,000

Ford

Motor

Credit

Co

LLC

6

.500

02/07/35

998,617‌

500,000

General

Motors

Co

6

.800

10/01/27

520,601‌

700,000

General

Motors

Co

5

.000

10/01/28

706,774‌

375,000

General

Motors

Co

5

.400

10/15/29

382,865‌

500,000

General

Motors

Co

5

.625

04/15/30

511,051‌

450,000

General

Motors

Co

5

.600

10/15/32

457,234‌

500,000

General

Motors

Co

6

.250

04/15/35

514,419‌

900,000

General

Motors

Co

6

.600

04/01/36

953,195‌

700,000

General

Motors

Co

5

.150

04/01/38

651,354‌

150,000

General

Motors

Co

6

.250

10/02/43

147,131‌

175,000

General

Motors

Co

5

.200

04/01/45

149,952‌

350,000

General

Motors

Co

6

.750

04/01/46

357,373‌

Bond

Index

Fund

2

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

0.5%

(continued)

$

500,000

(a)

General

Motors

Co

5

.400

%

04/01/48

$

434,303‌

900,000

General

Motors

Co

5

.950

04/01/49

841,286‌

525,000

General

Motors

Financial

Co,

Inc

4

.000

10/06/26

521,369‌

1,500,000

General

Motors

Financial

Co,

Inc

2

.400

04/10/28

1,411,212‌

1,850,000

General

Motors

Financial

Co,

Inc

2

.400

10/15/28

1,721,840‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.800

01/07/29

1,029,956‌

2,400,000

General

Motors

Financial

Co,

Inc

5

.650

01/17/29

2,451,382‌

1,000,000

General

Motors

Financial

Co,

Inc

4

.300

04/06/29

978,442‌

1,500,000

General

Motors

Financial

Co,

Inc

5

.550

07/15/29

1,532,299‌

2,000,000

General

Motors

Financial

Co,

Inc

4

.900

10/06/29

1,996,565‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.350

01/07/30

1,012,180‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.850

04/06/30

1,033,771‌

1,500,000

General

Motors

Financial

Co,

Inc

3

.600

06/21/30

1,403,582‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.450

07/15/30

1,014,043‌

2,000,000

General

Motors

Financial

Co,

Inc

2

.350

01/08/31

1,732,385‌

1,450,000

General

Motors

Financial

Co,

Inc

5

.750

02/08/31

1,489,908‌

475,000

General

Motors

Financial

Co,

Inc

2

.700

06/10/31

415,832‌

1,250,000

General

Motors

Financial

Co,

Inc

5

.600

06/18/31

1,274,927‌

1,000,000

General

Motors

Financial

Co,

Inc

3

.100

01/12/32

878,635‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.625

04/04/32

1,011,807‌

2,500,000

General

Motors

Financial

Co,

Inc

6

.400

01/09/33

2,630,399‌

1,000,000

General

Motors

Financial

Co,

Inc

6

.100

01/07/34

1,029,229‌

2,500,000

General

Motors

Financial

Co,

Inc

5

.950

04/04/34

2,535,553‌

2,000,000

General

Motors

Financial

Co,

Inc

5

.450

09/06/34

1,960,356‌

475,000

General

Motors

Financial

Co,

Inc

5

.900

01/07/35

477,520‌

1,000,000

General

Motors

Financial

Co,

Inc

6

.150

07/15/35

1,022,476‌

200,000

Harley-Davidson,

Inc

4

.625

07/28/45

160,585‌

2,000,000

Honda

Motor

Co

Ltd

4

.436

07/08/28

2,002,294‌

1,500,000

Honda

Motor

Co

Ltd

4

.688

07/08/30

1,502,580‌

1,500,000

Honda

Motor

Co

Ltd

5

.337

07/08/35

1,503,822‌

326,000

Lear

Corp

3

.800

09/15/27

321,046‌

400,000

Lear

Corp

4

.250

05/15/29

392,676‌

500,000

Lear

Corp

3

.500

05/30/30

471,291‌

600,000

Lear

Corp

2

.600

01/15/32

517,058‌

550,000

(a)

Lear

Corp

5

.250

05/15/49

472,506‌

1,000,000

Lear

Corp

3

.550

01/15/52

636,602‌

175,000

Magna

International,

Inc

2

.450

06/15/30

158,320‌

2,000,000

Magna

International,

Inc

5

.500

03/21/33

2,047,560‌

500,000

Magna

International,

Inc

5

.875

06/01/35

513,147‌

925,000

Mercedes-Benz

Finance

North

America

LLC

8

.500

01/18/31

1,099,877‌

200,000

Toyota

Motor

Corp

4

.450

06/30/30

200,818‌

1,000,000

Toyota

Motor

Corp

2

.362

03/25/31

896,421‌

1,000,000

(a)

Toyota

Motor

Corp

5

.123

07/13/33

1,026,629‌

1,000,000

Toyota

Motor

Corp

5

.053

06/30/35

1,008,839‌

1,000,000

Toyota

Motor

Credit

Corp

1

.900

01/13/27

965,958‌

1,000,000

Toyota

Motor

Credit

Corp

4

.350

10/08/27

1,004,150‌

1,000,000

Toyota

Motor

Credit

Corp

5

.450

11/10/27

1,029,502‌

300,000

Toyota

Motor

Credit

Corp

3

.050

01/11/28

292,174‌

1,000,000

Toyota

Motor

Credit

Corp

4

.625

01/12/28

1,012,096‌

1,000,000

Toyota

Motor

Credit

Corp

5

.250

09/11/28

1,031,793‌

400,000

Toyota

Motor

Credit

Corp

3

.650

01/08/29

392,630‌

1,000,000

Toyota

Motor

Credit

Corp

5

.050

05/16/29

1,026,532‌

2,000,000

Toyota

Motor

Credit

Corp

4

.450

06/29/29

2,013,506‌

550,000

Toyota

Motor

Credit

Corp

4

.550

08/09/29

554,409‌

1,000,000

Toyota

Motor

Credit

Corp

4

.950

01/09/30

1,022,625‌

650,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

590,921‌

225,000

Toyota

Motor

Credit

Corp

3

.375

04/01/30

215,078‌

950,000

Toyota

Motor

Credit

Corp

4

.800

05/15/30

965,153‌

1,000,000

Toyota

Motor

Credit

Corp

4

.550

05/17/30

1,006,055‌

1,000,000

Toyota

Motor

Credit

Corp

5

.550

11/20/30

1,052,665‌

1,000,000

Toyota

Motor

Credit

Corp

1

.650

01/10/31

862,618‌

1,000,000

Toyota

Motor

Credit

Corp

5

.100

03/21/31

1,027,168‌

3

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

0.5%

(continued)

$

1,000,000

Toyota

Motor

Credit

Corp

1

.900

%

09/12/31

$

858,680‌

1,000,000

Toyota

Motor

Credit

Corp

4

.600

10/10/31

1,002,219‌

1,000,000

Toyota

Motor

Credit

Corp

2

.400

01/13/32

874,118‌

1,000,000

Toyota

Motor

Credit

Corp

4

.700

01/12/33

1,004,446‌

TOTAL

AUTOMOBILES

&

COMPONENTS

135,988,745‌

BANKS

-

4.4%

9,435,000

Asian

Development

Bank

4

.375

01/14/28

9,575,346‌

5,000,000

Asian

Development

Bank

3

.625

08/28/29

4,966,373‌

4,000,000

Asian

Development

Bank

4

.125

05/30/30

4,049,587‌

2,345,000

Asian

Development

Bank

4

.375

03/22/35

2,364,748‌

1,000,000

Associated

Banc-Corp

6

.455

08/29/30

1,027,664‌

2,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.900

07/16/27

2,034,200‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

3

.919

09/30/27

996,303‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.362

06/18/28

1,007,582‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.615

12/16/29

1,016,100‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.138

09/14/28

1,034,606‌

1,000,000

(a)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5

.381

03/13/29

1,029,827‌

1,200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

7

.883

11/15/34

1,363,643‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.033

03/13/35

1,042,719‌

600,000

Banco

Santander

S.A.

4

.250

04/11/27

598,497‌

1,600,000

Banco

Santander

S.A.

5

.294

08/18/27

1,626,919‌

1,200,000

Banco

Santander

S.A.

1

.722

09/14/27

1,159,173‌

675,000

Banco

Santander

S.A.

3

.800

02/23/28

663,180‌

3,000,000

Banco

Santander

S.A.

5

.552

03/14/28

3,048,251‌

1,000,000

Banco

Santander

S.A.

4

.175

03/24/28

994,155‌

1,800,000

Banco

Santander

S.A.

4

.379

04/12/28

1,795,136‌

1,000,000

Banco

Santander

S.A.

5

.365

07/15/28

1,018,397‌

1,600,000

Banco

Santander

S.A.

5

.588

08/08/28

1,652,856‌

1,000,000

Banco

Santander

S.A.

6

.607

11/07/28

1,066,710‌

600,000

Banco

Santander

S.A.

3

.306

06/27/29

575,973‌

600,000

Banco

Santander

S.A.

5

.565

01/17/30

622,964‌

2,000,000

Banco

Santander

S.A.

5

.538

03/14/30

2,062,198‌

400,000

Banco

Santander

S.A.

3

.490

05/28/30

380,643‌

2,000,000

Banco

Santander

S.A.

2

.749

12/03/30

1,781,026‌

1,000,000

Banco

Santander

S.A.

2

.958

03/25/31

912,901‌

1,000,000

Banco

Santander

S.A.

5

.439

07/15/31

1,038,795‌

2,000,000

Banco

Santander

S.A.

3

.225

11/22/32

1,794,575‌

800,000

Banco

Santander

S.A.

6

.921

08/08/33

867,034‌

800,000

Banco

Santander

S.A.

6

.938

11/07/33

903,944‌

1,600,000

Banco

Santander

S.A.

6

.350

03/14/34

1,675,553‌

400,000

Banco

Santander

S.A.

6

.033

01/17/35

421,412‌

1,000,000

Bank

of

,NV

Scotia

5

.130

02/14/31

1,018,289‌

500,000

Bank

of

America

Corp

1

.734

07/22/27

485,989‌

2,000,000

Bank

of

America

Corp

2

.551

02/04/28

1,943,783‌

3,000,000

Bank

of

America

Corp

4

.376

04/27/28

2,999,373‌

3,000,000

Bank

of

America

Corp

6

.204

11/10/28

3,122,034‌

5,690,000

Bank

of

America

Corp

3

.419

12/20/28

5,561,883‌

2,000,000

Bank

of

America

Corp

4

.979

01/24/29

2,028,528‌

2,250,000

Bank

of

America

Corp

3

.970

03/05/29

2,225,107‌

2,000,000

Bank

of

America

Corp

5

.202

04/25/29

2,043,924‌

2,000,000

Bank

of

America

Corp

4

.623

05/09/29

2,012,692‌

3,000,000

Bank

of

America

Corp

2

.087

06/14/29

2,811,992‌

1,400,000

Bank

of

America

Corp

4

.271

07/23/29

1,395,388‌

3,000,000

Bank

of

America

Corp

5

.819

09/15/29

3,125,154‌

3,075,000

Bank

of

America

Corp

3

.974

02/07/30

3,026,749‌

1,675,000

Bank

of

America

Corp

3

.194

07/23/30

1,594,416‌

1,050,000

Bank

of

America

Corp

2

.884

10/22/30

982,801‌

2,000,000

Bank

of

America

Corp

5

.162

01/24/31

2,049,899‌

4,000,000

Bank

of

America

Corp

2

.496

02/13/31

3,653,447‌

1,750,000

Bank

of

America

Corp

2

.592

04/29/31

1,599,851‌

3,000,000

Bank

of

America

Corp

1

.898

07/23/31

2,636,020‌

3,000,000

Bank

of

America

Corp

1

.922

10/24/31

2,616,254‌

Bond

Index

Fund

4

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

3,000,000

Bank

of

America

Corp

2

.651

%

03/11/32

$

2,692,840‌

4,000,000

Bank

of

America

Corp

2

.687

04/22/32

3,589,699‌

5,000,000

Bank

of

America

Corp

2

.299

07/21/32

4,357,118‌

3,000,000

Bank

of

America

Corp

2

.572

10/20/32

2,644,083‌

2,000,000

Bank

of

America

Corp

2

.972

02/04/33

1,790,973‌

2,000,000

Bank

of

America

Corp

4

.571

04/27/33

1,968,142‌

4,000,000

Bank

of

America

Corp

5

.015

07/22/33

4,046,833‌

5,000,000

Bank

of

America

Corp

5

.288

04/25/34

5,100,169‌

2,000,000

Bank

of

America

Corp

5

.872

09/15/34

2,110,520‌

8,000,000

Bank

of

America

Corp

5

.468

01/23/35

8,218,708‌

9,000,000

Bank

of

America

Corp

5

.425

08/15/35

8,997,345‌

4,000,000

Bank

of

America

Corp

5

.518

10/25/35

4,000,036‌

1,650,000

Bank

of

America

Corp

5

.511

01/24/36

1,696,554‌

5,000,000

Bank

of

America

Corp

5

.744

02/12/36

5,080,691‌

2,000,000

Bank

of

America

Corp

5

.464

05/09/36

2,050,826‌

4,000,000

Bank

of

America

Corp

2

.482

09/21/36

3,389,399‌

1,500,000

Bank

of

America

Corp

6

.110

01/29/37

1,584,021‌

3,000,000

Bank

of

America

Corp

3

.846

03/08/37

2,745,282‌

4,500,000

Bank

of

America

Corp

4

.078

04/23/40

3,914,008‌

3,000,000

Bank

of

America

Corp

2

.676

06/19/41

2,139,768‌

1,750,000

Bank

of

America

Corp

3

.311

04/22/42

1,342,929‌

1,500,000

Bank

of

America

Corp

5

.000

01/21/44

1,417,253‌

2,800,000

Bank

of

America

Corp

4

.443

01/20/48

2,393,537‌

3,000,000

Bank

of

America

Corp

3

.946

01/23/49

2,355,468‌

1,000,000

Bank

of

America

Corp

2

.831

10/24/51

626,012‌

950,000

Bank

of

America

Corp

3

.483

03/13/52

678,003‌

1,000,000

Bank

of

America

Corp

2

.972

07/21/52

646,335‌

2,000,000

Bank

of

America

NA

5

.526

08/18/26

2,028,365‌

1,000,000

Bank

of

Montreal

5

.266

12/11/26

1,014,089‌

2,000,000

Bank

of

Montreal

4

.700

09/14/27

2,018,200‌

1,000,000

Bank

of

Montreal

5

.203

02/01/28

1,022,691‌

1,000,000

Bank

of

Montreal

5

.717

09/25/28

1,042,345‌

1,000,000

(a)

Bank

of

Montreal

5

.004

01/27/29

1,016,193‌

1,000,000

(a)

Bank

of

Montreal

4

.640

09/10/30

1,008,279‌

1,500,000

Bank

of

Montreal

5

.511

06/04/31

1,568,427‌

425,000

Bank

of

Montreal

3

.803

12/15/32

413,949‌

1,250,000

Bank

of

Montreal

3

.088

01/10/37

1,079,496‌

750,000

Bank

of

New

York

Mellon

4

.729

04/20/29

760,596‌

2,000,000

Bank

of

Nova

Scotia

1

.350

06/24/26

1,942,976‌

1,000,000

Bank

of

Nova

Scotia

2

.700

08/03/26

984,090‌

3,000,000

Bank

of

Nova

Scotia

1

.300

09/15/26

2,897,194‌

1,000,000

Bank

of

Nova

Scotia

5

.250

06/12/28

1,030,071‌

2,000,000

Bank

of

Nova

Scotia

4

.850

02/01/30

2,037,992‌

1,000,000

Bank

of

Nova

Scotia

2

.450

02/02/32

869,913‌

2,000,000

Bank

of

Nova

Scotia

4

.740

11/10/32

1,998,198‌

750,000

Bank

of

Nova

Scotia

5

.650

02/01/34

786,919‌

750,000

Bank

of

Nova

Scotia

4

.588

05/04/37

709,823‌

2,000,000

Barclays

plc

2

.279

11/24/27

1,939,449‌

700,000

Barclays

plc

4

.337

01/10/28

698,209‌

1,975,000

Barclays

plc

4

.836

05/09/28

1,977,974‌

1,500,000

Barclays

plc

7

.385

11/02/28

1,592,259‌

1,500,000

Barclays

plc

4

.972

05/16/29

1,515,682‌

1,500,000

Barclays

plc

6

.490

09/13/29

1,585,896‌

3,000,000

Barclays

plc

5

.690

03/12/30

3,104,172‌

1,000,000

Barclays

plc

5

.088

06/20/30

1,004,819‌

1,850,000

Barclays

plc

4

.942

09/10/30

1,863,793‌

1,175,000

Barclays

plc

5

.367

02/25/31

1,200,247‌

2,000,000

Barclays

plc

2

.645

06/24/31

1,806,481‌

1,500,000

Barclays

plc

2

.667

03/10/32

1,331,870‌

2,000,000

Barclays

plc

2

.894

11/24/32

1,770,071‌

1,300,000

Barclays

plc

5

.746

08/09/33

1,347,511‌

2,500,000

Barclays

plc

7

.437

11/02/33

2,837,375‌

5

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

3,000,000

Barclays

plc

6

.224

%

05/09/34

$

3,184,066‌

1,000,000

Barclays

plc

7

.119

06/27/34

1,092,399‌

950,000

Barclays

plc

6

.692

09/13/34

1,037,132‌

1,000,000

Barclays

plc

5

.335

09/10/35

992,494‌

1,750,000

Barclays

plc

3

.564

09/23/35

1,609,958‌

1,500,000

Barclays

plc

5

.785

02/25/36

1,533,132‌

1,000,000

Barclays

plc

3

.811

03/10/42

784,510‌

775,000

(a)

Barclays

plc

5

.250

08/17/45

741,181‌

1,200,000

Barclays

plc

6

.036

03/12/55

1,232,603‌

300,000

BPCE

S.A.

3

.375

12/02/26

296,452‌

1,000,000

Brookfield

Finance

LLC

3

.450

04/15/50

677,690‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

1

.250

06/22/26

970,504‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

3

.450

04/07/27

987,205‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5

.001

04/28/28

1,529,310‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5

.986

10/03/28

1,574,394‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

4

.857

03/30/29

1,010,757‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

5

.260

04/08/29

1,029,108‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

4

.631

09/11/30

1,000,115‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

5

.245

01/13/31

1,024,323‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3

.600

04/07/32

1,394,282‌

350,000

Canadian

Imperial

Bank

of

Commerce

6

.092

10/03/33

375,271‌

2,000,000

CitiBank

NA

5

.488

12/04/26

2,031,676‌

2,000,000

CitiBank

NA

5

.803

09/29/28

2,091,138‌

4,000,000

CitiBank

NA

4

.914

05/29/30

4,076,796‌

650,000

CitiBank

NA

5

.570

04/30/34

677,083‌

1,100,000

Citigroup,

Inc

4

.300

11/20/26

1,098,413‌

5,000,000

Citigroup,

Inc

1

.462

06/09/27

4,858,227‌

1,500,000

Citigroup,

Inc

4

.450

09/29/27

1,501,440‌

3,000,000

Citigroup,

Inc

3

.070

02/24/28

2,933,505‌

3,000,000

Citigroup,

Inc

4

.658

05/24/28

3,011,035‌

1,000,000

Citigroup,

Inc

3

.668

07/24/28

984,373‌

2,025,000

Citigroup,

Inc

4

.125

07/25/28

2,010,632‌

1,000,000

Citigroup,

Inc

4

.786

03/04/29

1,007,182‌

4,000,000

Citigroup,

Inc

4

.075

04/23/29

3,960,343‌

2,000,000

Citigroup,

Inc

5

.174

02/13/30

2,040,467‌

1,750,000

Citigroup,

Inc

3

.980

03/20/30

1,715,308‌

2,550,000

Citigroup,

Inc

4

.542

09/19/30

2,538,441‌

5,000,000

Citigroup,

Inc

2

.666

01/29/31

4,584,418‌

2,200,000

Citigroup,

Inc

4

.412

03/31/31

2,176,652‌

2,000,000

Citigroup,

Inc

4

.952

05/07/31

2,022,794‌

6,000,000

Citigroup,

Inc

2

.572

06/03/31

5,441,469‌

5,000,000

Citigroup,

Inc

2

.561

05/01/32

4,429,594‌

175,000

Citigroup,

Inc

6

.625

06/15/32

190,839‌

875,000

Citigroup,

Inc

2

.520

11/03/32

765,049‌

4,000,000

Citigroup,

Inc

3

.057

01/25/33

3,574,845‌

1,000,000

Citigroup,

Inc

3

.785

03/17/33

934,775‌

1,775,000

Citigroup,

Inc

4

.910

05/24/33

1,771,022‌

3,000,000

Citigroup,

Inc

6

.270

11/17/33

3,230,316‌

425,000

Citigroup,

Inc

6

.174

05/25/34

444,902‌

2,000,000

Citigroup,

Inc

5

.592

11/19/34

2,031,074‌

2,000,000

Citigroup,

Inc

5

.827

02/13/35

2,040,729‌

8,000,000

Citigroup,

Inc

5

.449

06/11/35

8,171,445‌

3,125,000

Citigroup,

Inc

6

.020

01/24/36

3,209,117‌

4,000,000

Citigroup,

Inc

5

.333

03/27/36

4,031,387‌

750,000

Citigroup,

Inc

3

.878

01/24/39

646,482‌

325,000

Citigroup,

Inc

8

.125

07/15/39

409,230‌

2,000,000

Citigroup,

Inc

5

.411

09/19/39

1,942,517‌

350,000

Citigroup,

Inc

5

.875

01/30/42

361,844‌

500,000

Citigroup,

Inc

2

.904

11/03/42

354,077‌

400,000

Citigroup,

Inc

6

.675

09/13/43

436,348‌

125,000

Citigroup,

Inc

5

.300

05/06/44

116,726‌

675,000

Citigroup,

Inc

4

.650

07/30/45

591,882‌

Bond

Index

Fund

6

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,075,000

Citigroup,

Inc

4

.750

%

05/18/46

$

917,488‌

2,075,000

Citigroup,

Inc

4

.650

07/23/48

1,794,362‌

2,000,000

Citigroup,

Inc

5

.612

03/04/56

1,963,103‌

500,000

Citizens

Bank

NA

4

.575

08/09/28

501,059‌

500,000

Citizens

Financial

Group,

Inc

2

.850

07/27/26

491,228‌

550,000

Citizens

Financial

Group,

Inc

5

.841

01/23/30

569,658‌

200,000

Citizens

Financial

Group,

Inc

2

.500

02/06/30

181,436‌

450,000

Citizens

Financial

Group,

Inc

3

.250

04/30/30

420,938‌

1,000,000

Citizens

Financial

Group,

Inc

5

.253

03/05/31

1,013,395‌

1,000,000

Citizens

Financial

Group,

Inc

5

.718

07/23/32

1,034,536‌

850,000

Citizens

Financial

Group,

Inc

2

.638

09/30/32

716,177‌

500,000

Citizens

Financial

Group,

Inc

6

.645

04/25/35

538,938‌

500,000

Citizens

Financial

Group,

Inc

5

.641

05/21/37

493,432‌

200,000

Comerica

Bank

4

.000

07/27/25

199,708‌

1,000,000

Comerica

Bank

5

.332

08/25/33

970,856‌

550,000

Comerica,

Inc

4

.000

02/01/29

536,185‌

1,000,000

Comerica,

Inc

5

.982

01/30/30

1,024,292‌

1,000,000

Commonwealth

Bank

of

Australia

4

.577

11/27/26

1,006,678‌

1,000,000

Commonwealth

Bank

of

Australia

4

.423

03/14/28

1,009,892‌

2,700,000

Cooperatieve

Rabobank

UA

3

.750

07/21/26

2,678,283‌

1,000,000

Cooperatieve

Rabobank

UA

4

.333

08/28/26

1,002,125‌

1,000,000

Cooperatieve

Rabobank

UA

5

.500

10/05/26

1,016,394‌

1,500,000

Cooperatieve

Rabobank

UA

5

.041

03/05/27

1,522,455‌

1,000,000

Cooperatieve

Rabobank

UA

4

.883

01/21/28

1,021,110‌

1,000,000

Cooperatieve

Rabobank

UA

4

.800

01/09/29

1,019,550‌

1,500,000

Cooperatieve

Rabobank

UA

4

.494

10/17/29

1,516,176‌

550,000

Cooperatieve

Rabobank

UA

5

.250

05/24/41

541,312‌

1,400,000

Cooperatieve

Rabobank

UA

5

.750

12/01/43

1,408,075‌

600,000

Cooperatieve

Rabobank

UA

5

.250

08/04/45

566,738‌

1,000,000

Credit

Suisse

AG.

1

.250

08/07/26

967,808‌

1,350,000

Credit

Suisse

AG.

5

.000

07/09/27

1,370,851‌

2,000,000

Credit

Suisse

AG.

7

.500

02/15/28

2,157,526‌

600,000

Deutsche

Bank

AG.

7

.146

07/13/27

615,160‌

1,050,000

Deutsche

Bank

AG.

2

.311

11/16/27

1,018,786‌

2,000,000

Deutsche

Bank

AG.

5

.706

02/08/28

2,032,853‌

1,000,000

Deutsche

Bank

AG.

5

.373

01/10/29

1,017,554‌

2,500,000

Deutsche

Bank

AG.

5

.414

05/10/29

2,589,657‌

350,000

Deutsche

Bank

AG.

6

.819

11/20/29

373,317‌

650,000

Deutsche

Bank

AG.

4

.999

09/11/30

654,922‌

3,000,000

Deutsche

Bank

AG.

5

.297

05/09/31

3,046,862‌

825,000

Deutsche

Bank

AG.

3

.547

09/18/31

771,755‌

1,000,000

Deutsche

Bank

AG.

3

.729

01/14/32

916,094‌

1,500,000

Deutsche

Bank

AG.

5

.403

09/11/35

1,491,659‌

300,000

Fifth

Third

Bancorp

2

.550

05/05/27

290,622‌

1,000,000

Fifth

Third

Bancorp

1

.707

11/01/27

965,538‌

500,000

Fifth

Third

Bancorp

3

.950

03/14/28

495,051‌

1,000,000

Fifth

Third

Bancorp

4

.055

04/25/28

993,519‌

1,000,000

Fifth

Third

Bancorp

6

.361

10/27/28

1,042,439‌

200,000

Fifth

Third

Bancorp

6

.339

07/27/29

210,660‌

1,000,000

Fifth

Third

Bancorp

4

.772

07/28/30

1,006,204‌

1,000,000

Fifth

Third

Bancorp

4

.895

09/06/30

1,011,093‌

2,300,000

Fifth

Third

Bancorp

5

.631

01/29/32

2,393,570‌

140,000

Fifth

Third

Bancorp

8

.250

03/01/38

167,680‌

1,000,000

Fifth

Third

Bank

NA

2

.250

02/01/27

969,312‌

1,000,000

Fifth

Third

Bank

NA

4

.967

01/28/28

1,007,322‌

1,000,000

First

Citizens

BancShares,

Inc

5

.231

03/12/31

1,005,285‌

500,000

First

Citizens

BancShares,

Inc

6

.254

03/12/40

497,521‌

500,000

First

Horizon

Bank

5

.750

05/01/30

511,433‌

500,000

First

Horizon

Corp

5

.514

03/07/31

507,205‌

1,000,000

FNB

Corp

5

.722

12/11/30

1,005,663‌

33,000

HSBC

Bank

USA

NA

7

.000

01/15/39

37,854‌

3,925,000

HSBC

Holdings

plc

4

.041

03/13/28

3,892,705‌

7

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,500,000

HSBC

Holdings

plc

4

.755

%

06/09/28

$

1,505,702‌

1,500,000

HSBC

Holdings

plc

5

.210

08/11/28

1,521,208‌

3,000,000

HSBC

Holdings

plc

2

.013

09/22/28

2,843,684‌

1,575,000

HSBC

Holdings

plc

7

.390

11/03/28

1,672,634‌

2,000,000

HSBC

Holdings

plc

4

.899

03/03/29

2,016,940‌

975,000

HSBC

Holdings

plc

6

.161

03/09/29

1,013,823‌

2,500,000

HSBC

Holdings

plc

4

.583

06/19/29

2,503,611‌

1,600,000

HSBC

Holdings

plc

2

.206

08/17/29

1,490,570‌

2,000,000

HSBC

Holdings

plc

5

.546

03/04/30

2,059,506‌

4,000,000

HSBC

Holdings

plc

3

.973

05/22/30

3,895,418‌

1,500,000

HSBC

Holdings

plc

5

.286

11/19/30

1,532,357‌

1,450,000

HSBC

Holdings

plc

5

.130

03/03/31

1,469,360‌

950,000

HSBC

Holdings

plc

5

.240

05/13/31

967,278‌

3,000,000

HSBC

Holdings

plc

2

.848

06/04/31

2,741,581‌

750,000

HSBC

Holdings

plc

2

.357

08/18/31

666,089‌

5,000,000

HSBC

Holdings

plc

5

.733

05/17/32

5,198,102‌

2,350,000

HSBC

Holdings

plc

2

.804

05/24/32

2,087,832‌

3,500,000

HSBC

Holdings

plc

2

.871

11/22/32

3,096,114‌

1,500,000

HSBC

Holdings

plc

4

.762

03/29/33

1,468,610‌

1,825,000

HSBC

Holdings

plc

5

.402

08/11/33

1,871,965‌

2,000,000

HSBC

Holdings

plc

8

.113

11/03/33

2,308,867‌

2,000,000

HSBC

Holdings

plc

6

.254

03/09/34

2,139,924‌

2,000,000

HSBC

Holdings

plc

6

.547

06/20/34

2,124,681‌

3,000,000

HSBC

Holdings

plc

7

.399

11/13/34

3,355,061‌

1,500,000

HSBC

Holdings

plc

5

.719

03/04/35

1,555,675‌

2,000,000

HSBC

Holdings

plc

5

.874

11/18/35

2,023,870‌

1,500,000

HSBC

Holdings

plc

5

.450

03/03/36

1,508,268‌

300,000

HSBC

Holdings

plc

6

.500

05/02/36

318,560‌

950,000

HSBC

Holdings

plc

5

.790

05/13/36

977,107‌

2,700,000

HSBC

Holdings

plc

6

.500

09/15/37

2,864,844‌

200,000

HSBC

Holdings

plc

6

.800

06/01/38

216,807‌

550,000

HSBC

Holdings

plc

6

.100

01/14/42

582,282‌

1,000,000

HSBC

Holdings

plc

6

.332

03/09/44

1,073,432‌

1,175,000

HSBC

Holdings

plc

5

.250

03/14/44

1,116,571‌

2,000,000

HSBC

USA,

Inc

4

.650

06/03/28

2,015,775‌

1,000,000

Huntington

Bancshares,

Inc

4

.443

08/04/28

999,447‌

675,000

Huntington

Bancshares,

Inc

6

.208

08/21/29

708,289‌

1,000,000

Huntington

Bancshares,

Inc

2

.550

02/04/30

914,518‌

1,000,000

Huntington

Bancshares,

Inc

5

.272

01/15/31

1,024,597‌

500,000

Huntington

Bancshares,

Inc

5

.023

05/17/33

493,737‌

1,000,000

Huntington

Bancshares,

Inc

5

.709

02/02/35

1,021,936‌

500,000

Huntington

Bancshares,

Inc

2

.487

08/15/36

420,036‌

225,000

Huntington

Bancshares,

Inc

6

.141

11/18/39

229,365‌

1,000,000

Huntington

National

Bank

4

.871

04/12/28

1,006,258‌

1,000,000

Huntington

National

Bank

4

.552

05/17/28

1,003,653‌

1,500,000

Huntington

National

Bank

5

.650

01/10/30

1,559,759‌

4,750,000

Industrial

&

Commercial

Bank

of

China

Ltd

3

.538

11/08/27

4,682,982‌

1,250,000

ING

Groep

NV

3

.950

03/29/27

1,244,113‌

600,000

ING

Groep

NV

4

.017

03/28/28

596,082‌

1,500,000

ING

Groep

NV

4

.550

10/02/28

1,507,714‌

1,325,000

ING

Groep

NV

4

.050

04/09/29

1,308,853‌

2,000,000

ING

Groep

NV

5

.335

03/19/30

2,050,861‌

1,000,000

ING

Groep

NV

5

.066

03/25/31

1,017,115‌

475,000

ING

Groep

NV

2

.727

04/01/32

426,838‌

300,000

ING

Groep

NV

4

.252

03/28/33

288,750‌

200,000

ING

Groep

NV

6

.114

09/11/34

212,615‌

2,000,000

ING

Groep

NV

5

.550

03/19/35

2,047,855‌

1,000,000

ING

Groep

NV

5

.525

03/25/36

1,017,980‌

2,000,000

(a)

Inter-American

Development

Bank

4

.500

02/15/30

2,055,741‌

2,000,000

Inter-American

Development

Bank

3

.750

06/14/30

1,991,608‌

3,000,000

Inter-American

Development

Bank

3

.625

09/17/31

2,937,175‌

1,000,000

JPMorgan

Chase

&

Co

2

.950

10/01/26

985,443‌

Bond

Index

Fund

8

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,350,000

JPMorgan

Chase

&

Co

4

.125

%

12/15/26

$

1,348,455‌

3,000,000

JPMorgan

Chase

&

Co

1

.470

09/22/27

2,894,350‌

250,000

JPMorgan

Chase

&

Co

4

.250

10/01/27

251,041‌

325,000

JPMorgan

Chase

&

Co

3

.625

12/01/27

320,431‌

1,375,000

JPMorgan

Chase

&

Co

3

.782

02/01/28

1,363,053‌

1,000,000

JPMorgan

Chase

&

Co

2

.947

02/24/28

977,114‌

925,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

943,981‌

3,000,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

2,997,113‌

425,000

JPMorgan

Chase

&

Co

3

.540

05/01/28

418,709‌

6,000,000

JPMorgan

Chase

&

Co

2

.182

06/01/28

5,766,417‌

2,000,000

JPMorgan

Chase

&

Co

4

.979

07/22/28

2,025,646‌

1,000,000

JPMorgan

Chase

&

Co

4

.851

07/25/28

1,010,425‌

2,000,000

JPMorgan

Chase

&

Co

4

.505

10/22/28

2,005,981‌

3,000,000

JPMorgan

Chase

&

Co

4

.915

01/24/29

3,040,286‌

3,000,000

JPMorgan

Chase

&

Co

2

.069

06/01/29

2,813,774‌

2,050,000

JPMorgan

Chase

&

Co

4

.203

07/23/29

2,041,340‌

3,000,000

JPMorgan

Chase

&

Co

5

.299

07/24/29

3,080,137‌

2,500,000

JPMorgan

Chase

&

Co

6

.087

10/23/29

2,627,642‌

1,750,000

JPMorgan

Chase

&

Co

4

.452

12/05/29

1,753,284‌

5,000,000

JPMorgan

Chase

&

Co

5

.012

01/23/30

5,092,285‌

2,825,000

JPMorgan

Chase

&

Co

5

.581

04/22/30

2,933,358‌

4,500,000

JPMorgan

Chase

&

Co

3

.702

05/06/30

4,379,794‌

1,500,000

JPMorgan

Chase

&

Co

4

.565

06/14/30

1,506,609‌

4,000,000

JPMorgan

Chase

&

Co

4

.995

07/22/30

4,073,049‌

2,675,000

JPMorgan

Chase

&

Co

4

.603

10/22/30

2,684,137‌

2,925,000

JPMorgan

Chase

&

Co

5

.140

01/24/31

2,999,526‌

2,000,000

JPMorgan

Chase

&

Co

2

.522

04/22/31

1,828,591‌

1,175,000

JPMorgan

Chase

&

Co

5

.103

04/22/31

1,204,145‌

1,425,000

JPMorgan

Chase

&

Co

2

.956

05/13/31

1,317,698‌

5,000,000

JPMorgan

Chase

&

Co

1

.764

11/19/31

4,332,398‌

2,250,000

JPMorgan

Chase

&

Co

1

.953

02/04/32

1,951,222‌

3,000,000

JPMorgan

Chase

&

Co

2

.580

04/22/32

2,679,222‌

3,000,000

JPMorgan

Chase

&

Co

2

.545

11/08/32

2,641,032‌

6,000,000

JPMorgan

Chase

&

Co

2

.963

01/25/33

5,392,985‌

2,000,000

JPMorgan

Chase

&

Co

4

.586

04/26/33

1,979,486‌

2,000,000

JPMorgan

Chase

&

Co

4

.912

07/25/33

2,011,579‌

4,000,000

JPMorgan

Chase

&

Co

5

.717

09/14/33

4,169,190‌

5,325,000

JPMorgan

Chase

&

Co

5

.350

06/01/34

5,478,475‌

2,500,000

JPMorgan

Chase

&

Co

6

.254

10/23/34

2,717,101‌

6,000,000

JPMorgan

Chase

&

Co

5

.336

01/23/35

6,141,778‌

3,025,000

JPMorgan

Chase

&

Co

5

.766

04/22/35

3,178,031‌

5,675,000

JPMorgan

Chase

&

Co

5

.294

07/22/35

5,775,006‌

1,300,000

JPMorgan

Chase

&

Co

4

.946

10/22/35

1,286,382‌

1,450,000

JPMorgan

Chase

&

Co

5

.502

01/24/36

1,493,498‌

1,275,000

JPMorgan

Chase

&

Co

5

.572

04/22/36

1,321,338‌

958,000

JPMorgan

Chase

&

Co

5

.500

10/15/40

977,783‌

2,000,000

JPMorgan

Chase

&

Co

3

.109

04/22/41

1,532,879‌

2,500,000

JPMorgan

Chase

&

Co

2

.525

11/19/41

1,752,308‌

2,500,000

JPMorgan

Chase

&

Co

3

.157

04/22/42

1,885,093‌

1,000,000

JPMorgan

Chase

&

Co

5

.625

08/16/43

1,008,580‌

1,800,000

JPMorgan

Chase

&

Co

4

.950

06/01/45

1,642,843‌

2,000,000

JPMorgan

Chase

&

Co

5

.534

11/29/45

2,004,453‌

2,050,000

JPMorgan

Chase

&

Co

4

.260

02/22/48

1,727,211‌

1,000,000

JPMorgan

Chase

&

Co

4

.032

07/24/48

809,522‌

2,500,000

JPMorgan

Chase

&

Co

3

.964

11/15/48

1,998,843‌

1,750,000

JPMorgan

Chase

&

Co

3

.897

01/23/49

1,381,961‌

2,000,000

JPMorgan

Chase

&

Co

3

.109

04/22/51

1,345,784‌

1,500,000

JPMorgan

Chase

&

Co

3

.328

04/22/52

1,050,986‌

2,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

2,025,320‌

300,000

KeyBank

NA

3

.400

05/20/26

296,642‌

500,000

KeyBank

NA

5

.850

11/15/27

516,216‌

250,000

KeyBank

NA

3

.900

04/13/29

241,472‌

9

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,500,000

KeyBank

NA

4

.900

%

08/08/32

$

1,447,452‌

625,000

KeyBank

NA

5

.000

01/26/33

616,745‌

500,000

KeyCorp

4

.100

04/30/28

496,848‌

1,000,000

KeyCorp

2

.550

10/01/29

923,345‌

1,000,000

KeyCorp

5

.121

04/04/31

1,011,936‌

300,000

KeyCorp

4

.789

06/01/33

292,459‌

1,500,000

KeyCorp

6

.401

03/06/35

1,600,057‌

4,015,000

Kreditanstalt

fuer

Wiederaufbau

4

.000

06/28/27

4,033,225‌

3,455,000

Kreditanstalt

fuer

Wiederaufbau

3

.500

08/27/27

3,438,250‌

4,825,000

Kreditanstalt

fuer

Wiederaufbau

3

.875

05/15/28

4,847,096‌

1,950,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4

.000

03/15/29

1,966,189‌

3,495,000

Kreditanstalt

fuer

Wiederaufbau

4

.625

03/18/30

3,617,461‌

3,000,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4

.125

07/15/33

2,992,484‌

1,000,000

Landwirtschaftliche

Rentenbank

4

.625

04/17/29

1,028,889‌

225,000

Lloyds

Banking

Group

plc

4

.650

03/24/26

224,795‌

500,000

Lloyds

Banking

Group

plc

3

.750

01/11/27

495,664‌

1,000,000

Lloyds

Banking

Group

plc

5

.985

08/07/27

1,015,159‌

1,000,000

Lloyds

Banking

Group

plc

3

.750

03/18/28

987,791‌

500,000

Lloyds

Banking

Group

plc

4

.375

03/22/28

499,381‌

700,000

Lloyds

Banking

Group

plc

4

.550

08/16/28

702,344‌

1,825,000

Lloyds

Banking

Group

plc

3

.574

11/07/28

1,786,516‌

2,000,000

Lloyds

Banking

Group

plc

5

.087

11/26/28

2,026,280‌

500,000

Lloyds

Banking

Group

plc

5

.871

03/06/29

516,871‌

1,000,000

Lloyds

Banking

Group

plc

4

.818

06/13/29

1,009,012‌

1,500,000

Lloyds

Banking

Group

plc

5

.721

06/05/30

1,557,829‌

1,250,000

Lloyds

Banking

Group

plc

4

.976

08/11/33

1,239,069‌

1,500,000

Lloyds

Banking

Group

plc

7

.953

11/15/33

1,718,683‌

2,500,000

Lloyds

Banking

Group

plc

5

.679

01/05/35

2,566,234‌

1,500,000

Lloyds

Banking

Group

plc

5

.590

11/26/35

1,525,823‌

250,000

Lloyds

Banking

Group

plc

6

.068

06/13/36

257,025‌

1,550,000

Lloyds

Banking

Group

plc

4

.344

01/09/48

1,229,380‌

1,000,000

M&T

Bank

Corp

4

.833

01/16/29

1,008,203‌

1,000,000

M&T

Bank

Corp

7

.413

10/30/29

1,084,557‌

500,000

M&T

Bank

Corp

5

.179

07/08/31

508,283‌

1,000,000

M&T

Bank

Corp

6

.082

03/13/32

1,056,059‌

1,500,000

M&T

Bank

Corp

5

.053

01/27/34

1,478,804‌

1,500,000

M&T

Bank

Corp

5

.385

01/16/36

1,494,790‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4

.700

01/27/28

1,008,810‌

225,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.757

09/13/26

220,938‌

650,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.677

02/22/27

644,348‌

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.287

07/25/27

687,945‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.640

10/13/27

723,994‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.341

01/19/28

968,314‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.961

03/02/28

992,644‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.080

04/19/28

994,234‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.017

07/20/28

1,012,791‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.050

09/11/28

299,017‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.354

09/13/28

1,021,390‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.422

02/22/29

2,563,907‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.741

03/07/29

1,226,440‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.242

04/19/29

1,022,721‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.195

07/18/29

953,702‌

1,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.559

02/25/30

1,377,023‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.258

04/17/30

1,025,756‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.048

07/17/30

1,110,107‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.197

01/16/31

1,024,087‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.475

02/22/31

2,590,697‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.159

04/24/31

1,023,744‌

1,700,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.309

07/20/32

1,481,030‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.494

10/13/32

437,432‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.852

01/19/33

885,865‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

4

.315

04/19/33

961,991‌

Bond

Index

Fund

10

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.133

%

07/20/33

$

1,012,485‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.472

09/13/33

1,030,751‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.441

02/22/34

1,029,380‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5

.406

04/19/34

1,027,431‌

1,050,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.426

04/17/35

1,072,236‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.574

01/16/36

513,708‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.615

04/24/36

514,157‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.286

07/26/38

278,521‌

500,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

4

.153

03/07/39

460,982‌

1,425,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.751

07/18/39

1,227,345‌

200,000

Mizuho

Financial

Group,

Inc

3

.663

02/28/27

198,161‌

1,000,000

Mizuho

Financial

Group,

Inc

1

.234

05/22/27

971,824‌

1,000,000

Mizuho

Financial

Group,

Inc

1

.554

07/09/27

970,807‌

725,000

Mizuho

Financial

Group,

Inc

4

.018

03/05/28

721,913‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.667

05/27/29

1,035,052‌

500,000

Mizuho

Financial

Group,

Inc

5

.778

07/06/29

519,136‌

625,000

(a)

Mizuho

Financial

Group,

Inc

4

.254

09/11/29

621,225‌

1,000,000

Mizuho

Financial

Group,

Inc

3

.261

05/22/30

955,171‌

1,500,000

Mizuho

Financial

Group,

Inc

5

.376

05/26/30

1,542,660‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.382

07/10/30

1,028,752‌

1,000,000

Mizuho

Financial

Group,

Inc

3

.153

07/16/30

946,430‌

500,000

Mizuho

Financial

Group,

Inc

2

.869

09/13/30

467,376‌

500,000

Mizuho

Financial

Group,

Inc

2

.591

05/25/31

454,313‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.739

05/27/31

1,044,729‌

1,000,000

(b)

Mizuho

Financial

Group,

Inc

4

.711

07/08/31

999,873‌

1,000,000

Mizuho

Financial

Group,

Inc

2

.201

07/10/31

890,459‌

1,000,000

Mizuho

Financial

Group,

Inc

1

.979

09/08/31

874,861‌

700,000

Mizuho

Financial

Group,

Inc

2

.564

09/13/31

611,125‌

1,000,000

Mizuho

Financial

Group,

Inc

2

.172

05/22/32

864,003‌

500,000

Mizuho

Financial

Group,

Inc

2

.260

07/09/32

432,947‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.669

09/13/33

1,037,804‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.754

05/27/34

1,039,430‌

1,500,000

Mizuho

Financial

Group,

Inc

5

.748

07/06/34

1,561,541‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.579

05/26/35

1,026,206‌

500,000

Mizuho

Financial

Group,

Inc

5

.422

05/13/36

506,085‌

1,000,000

(b)

Mizuho

Financial

Group,

Inc

5

.323

07/08/36

1,001,738‌

2,000,000

Morgan

Stanley

Bank

NA

4

.447

10/15/27

2,002,932‌

1,500,000

Morgan

Stanley

Bank

NA

4

.952

01/14/28

1,512,081‌

1,125,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

1,148,755‌

2,000,000

Morgan

Stanley

Bank

NA

4

.968

07/14/28

2,023,957‌

2,000,000

Morgan

Stanley

Bank

NA

5

.016

01/12/29

2,031,094‌

1,000,000

National

Australia

Bank

Ltd

3

.905

06/09/27

998,049‌

1,000,000

National

Australia

Bank

Ltd

5

.087

06/11/27

1,018,752‌

2,000,000

National

Australia

Bank

Ltd

4

.944

01/12/28

2,042,340‌

1,500,000

National

Australia

Bank

Ltd

4

.900

06/13/28

1,536,829‌

1,000,000

National

Australia

Bank

Ltd

4

.787

01/10/29

1,021,536‌

1,000,000

National

Australia

Bank

Ltd

4

.901

01/14/30

1,029,035‌

2,000,000

National

Australia

Bank

Ltd

4

.534

06/13/30

2,022,132‌

1,500,000

National

Bank

of

Canada

5

.600

12/18/28

1,557,637‌

2,000,000

National

Bank

of

Canada

4

.500

10/10/29

1,998,160‌

750,000

NatWest

Group

plc

4

.800

04/05/26

751,734‌

800,000

NatWest

Group

plc

1

.642

06/14/27

778,578‌

300,000

NatWest

Group

plc

3

.073

05/22/28

292,525‌

700,000

NatWest

Group

plc

5

.516

09/30/28

714,923‌

1,000,000

NatWest

Group

plc

4

.892

05/18/29

1,010,010‌

1,000,000

NatWest

Group

plc

5

.808

09/13/29

1,038,537‌

3,000,000

NatWest

Group

plc

5

.076

01/27/30

3,043,933‌

1,500,000

NatWest

Group

plc

4

.445

05/08/30

1,488,525‌

2,000,000

NatWest

Group

plc

4

.964

08/15/30

2,022,958‌

1,000,000

NatWest

Group

plc

5

.115

05/23/31

1,016,364‌

500,000

NatWest

Group

plc

6

.016

03/02/34

529,043‌

1,000,000

NatWest

Group

plc

6

.475

06/01/34

1,046,975‌

11

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

500,000

NatWest

Group

plc

5

.778

%

03/01/35

$

519,224‌

800,000

NatWest

Group

plc

3

.032

11/28/35

721,740‌

500,000

Nordic

Investment

Bank

3

.750

05/09/30

498,174‌

2,000,000

Oesterreichische

Kontrollbank

AG.

4

.250

03/01/28

2,023,348‌

800,000

Oesterreichische

Kontrollbank

AG.

4

.125

01/18/29

808,923‌

3,000,000

Oesterreichische

Kontrollbank

AG.

3

.750

09/05/29

2,991,623‌

1,000,000

Oesterreichische

Kontrollbank

AG.

4

.500

01/24/30

1,027,188‌

903,000

PNC

Bank

NA

4

.050

07/26/28

895,896‌

475,000

PNC

Bank

NA

2

.700

10/22/29

443,231‌

1,500,000

PNC

Financial

Services

Group,

Inc

2

.600

07/23/26

1,475,895‌

3,000,000

PNC

Financial

Services

Group,

Inc

1

.150

08/13/26

2,898,501‌

300,000

PNC

Financial

Services

Group,

Inc

3

.150

05/19/27

294,338‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.300

01/21/28

1,015,026‌

1,500,000

PNC

Financial

Services

Group,

Inc

5

.354

12/02/28

1,536,213‌

1,575,000

PNC

Financial

Services

Group,

Inc

3

.450

04/23/29

1,531,381‌

2,000,000

PNC

Financial

Services

Group,

Inc

5

.582

06/12/29

2,071,243‌

2,000,000

PNC

Financial

Services

Group,

Inc

2

.550

01/22/30

1,852,549‌

1,500,000

PNC

Financial

Services

Group,

Inc

5

.492

05/14/30

1,554,116‌

2,000,000

PNC

Financial

Services

Group,

Inc

5

.222

01/29/31

2,052,531‌

2,000,000

PNC

Financial

Services

Group,

Inc

4

.812

10/21/32

2,004,599‌

750,000

PNC

Financial

Services

Group,

Inc

4

.626

06/06/33

727,939‌

1,000,000

PNC

Financial

Services

Group,

Inc

6

.037

10/28/33

1,063,448‌

900,000

PNC

Financial

Services

Group,

Inc

5

.068

01/24/34

904,479‌

1,500,000

PNC

Financial

Services

Group,

Inc

5

.939

08/18/34

1,586,818‌

2,000,000

PNC

Financial

Services

Group,

Inc

6

.875

10/20/34

2,235,804‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.676

01/22/35

1,038,996‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.401

07/23/35

1,018,284‌

650,000

PNC

Financial

Services

Group,

Inc

5

.575

01/29/36

669,935‌

300,000

Regions

Bank

6

.450

06/26/37

310,142‌

1,000,000

Regions

Financial

Corp

1

.800

08/12/28

923,392‌

1,000,000

Regions

Financial

Corp

5

.722

06/06/30

1,032,803‌

1,000,000

Regions

Financial

Corp

5

.502

09/06/35

1,002,500‌

1,000,000

(a)

Royal

Bank

of

Canada

3

.625

05/04/27

990,373‌

1,000,000

Royal

Bank

of

Canada

4

.240

08/03/27

1,001,629‌

1,500,000

Royal

Bank

of

Canada

6

.000

11/01/27

1,558,809‌

1,500,000

Royal

Bank

of

Canada

4

.900

01/12/28

1,527,348‌

2,000,000

Royal

Bank

of

Canada

5

.200

08/01/28

2,057,423‌

4,000,000

Royal

Bank

of

Canada

4

.965

01/24/29

4,057,625‌

1,000,000

(a)

Royal

Bank

of

Canada

4

.950

02/01/29

1,022,906‌

1,000,000

Royal

Bank

of

Canada

4

.969

08/02/30

1,013,924‌

2,000,000

Royal

Bank

of

Canada

4

.650

10/18/30

2,003,512‌

2,500,000

Royal

Bank

of

Canada

5

.153

02/04/31

2,551,404‌

1,000,000

Royal

Bank

of

Canada

4

.970

05/02/31

1,014,929‌

1,600,000

Royal

Bank

of

Canada

2

.300

11/03/31

1,405,428‌

500,000

Royal

Bank

of

Canada

3

.875

05/04/32

478,207‌

1,000,000

Royal

Bank

of

Canada

5

.000

02/01/33

1,015,502‌

750,000

Royal

Bank

of

Canada

5

.000

05/02/33

759,536‌

750,000

Royal

Bank

of

Canada

5

.150

02/01/34

768,309‌

1,850,000

Santander

Holdings

USA,

Inc

3

.244

10/05/26

1,821,458‌

650,000

Santander

Holdings

USA,

Inc

4

.400

07/13/27

648,917‌

2,000,000

Santander

Holdings

USA,

Inc

2

.490

01/06/28

1,936,042‌

1,000,000

Santander

Holdings

USA,

Inc

6

.499

03/09/29

1,042,675‌

1,000,000

Santander

Holdings

USA,

Inc

6

.565

06/12/29

1,048,349‌

750,000

Santander

Holdings

USA,

Inc

6

.174

01/09/30

780,587‌

1,000,000

Santander

Holdings

USA,

Inc

5

.353

09/06/30

1,017,867‌

1,000,000

(a)

Santander

Holdings

USA,

Inc

5

.741

03/20/31

1,026,550‌

1,000,000

Santander

Holdings

USA,

Inc

6

.342

05/31/35

1,044,265‌

1,000,000

Santander

UK

Group

Holdings

plc

1

.673

06/14/27

971,353‌

2,000,000

Santander

UK

Group

Holdings

plc

2

.469

01/11/28

1,936,327‌

500,000

Santander

UK

Group

Holdings

plc

3

.823

11/03/28

489,983‌

1,000,000

Santander

UK

Group

Holdings

plc

6

.534

01/10/29

1,043,720‌

1,000,000

Santander

UK

Group

Holdings

plc

4

.858

09/11/30

998,686‌

Bond

Index

Fund

12

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

1,000,000

Santander

UK

Group

Holdings

plc

5

.694

%

04/15/31

$

1,031,425‌

750,000

Santander

UK

Group

Holdings

plc

2

.896

03/15/32

669,321‌

1,000,000

SouthState

Corp

7

.000

06/13/35

1,025,616‌

1,000,000

State

Street

Corp

4

.330

10/22/27

1,005,091‌

1,000,000

State

Street

Corp

4

.536

02/28/28

1,011,390‌

1,000,000

State

Street

Corp

4

.675

10/22/32

1,000,402‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.520

01/13/28

1,029,575‌

75,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.544

01/17/28

73,671‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.800

07/13/28

2,083,515‌

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.944

07/19/28

743,650‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.716

09/14/28

1,039,689‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.902

09/17/28

1,392,305‌

500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

4

.306

10/16/28

501,234‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.472

01/14/29

1,408,332‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.316

07/09/29

1,030,020‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.040

07/16/29

1,421,773‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.724

09/27/29

936,723‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.710

01/13/30

2,098,184‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.750

01/15/30

1,393,015‌

2,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.240

04/15/30

2,574,952‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.130

07/08/30

1,340,260‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.852

07/13/30

2,113,865‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.710

01/12/31

857,784‌

1,000,000

(b)

Sumitomo

Mitsui

Financial

Group,

Inc

4

.660

07/08/31

1,000,000‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.424

07/09/31

1,037,630‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.222

09/17/31

1,305,833‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.454

01/15/32

1,035,036‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.766

01/13/33

1,051,908‌

1,000,000

(b)

Sumitomo

Mitsui

Financial

Group,

Inc

4

.954

07/08/33

1,000,000‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.776

07/13/33

1,050,769‌

1,000,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

5

.808

09/14/33

1,061,212‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.558

07/09/34

1,032,577‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.632

01/15/35

517,434‌

2,000,000

(b)

Sumitomo

Mitsui

Financial

Group,

Inc

5

.246

07/08/36

2,000,000‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.930

09/17/41

361,856‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

6

.184

07/13/43

533,270‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.836

07/09/44

508,380‌

1,000,000

(b)

Sumitomo

Mitsui

Financial

Group,

Inc

5

.796

07/08/46

1,000,000‌

1,000,000

Synovus

Bank

5

.625

02/15/28

1,010,836‌

1,000,000

Synovus

Financial

Corp

5

.200

08/11/25

999,598‌

350,000

Synovus

Financial

Corp

6

.168

11/01/30

359,049‌

2,000,000

Toronto-Dominion

Bank

1

.200

06/03/26

1,943,529‌

1,500,000

Toronto-Dominion

Bank

1

.250

09/10/26

1,447,485‌

825,000

Toronto-Dominion

Bank

5

.264

12/11/26

836,162‌

1,000,000

Toronto-Dominion

Bank

1

.950

01/12/27

966,769‌

1,000,000

Toronto-Dominion

Bank

2

.800

03/10/27

976,447‌

1,000,000

Toronto-Dominion

Bank

4

.108

06/08/27

997,154‌

1,500,000

Toronto-Dominion

Bank

4

.693

09/15/27

1,514,427‌

1,000,000

Toronto-Dominion

Bank

5

.156

01/10/28

1,020,422‌

1,000,000

Toronto-Dominion

Bank

5

.523

07/17/28

1,034,377‌

1,500,000

Toronto-Dominion

Bank

4

.994

04/05/29

1,530,927‌

1,000,000

Toronto-Dominion

Bank

4

.783

12/17/29

1,011,740‌

1,000,000

Toronto-Dominion

Bank

4

.808

06/03/30

1,009,487‌

1,500,000

Toronto-Dominion

Bank

2

.000

09/10/31

1,309,867‌

1,000,000

Toronto-Dominion

Bank

3

.625

09/15/31

988,576‌

1,000,000

Toronto-Dominion

Bank

2

.450

01/12/32

872,435‌

1,500,000

Toronto-Dominion

Bank

5

.298

01/30/32

1,539,462‌

500,000

Toronto-Dominion

Bank

3

.200

03/10/32

454,509‌

800,000

Toronto-Dominion

Bank

4

.456

06/08/32

785,275‌

1,500,000

Toronto-Dominion

Bank

5

.146

09/10/34

1,504,305‌

375,000

Truist

Bank

3

.300

05/15/26

371,350‌

500,000

Truist

Bank

3

.800

10/30/26

495,300‌

13

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

750,000

Truist

Bank

4

.632

%

09/17/29

$

741,107‌

475,000

Truist

Bank

2

.250

03/11/30

427,634‌

1,000,000

Truist

Financial

Corp

1

.125

08/03/27

940,001‌

750,000

Truist

Financial

Corp

4

.123

06/06/28

747,215‌

1,000,000

Truist

Financial

Corp

4

.873

01/26/29

1,011,552‌

500,000

Truist

Financial

Corp

3

.875

03/19/29

488,789‌

1,000,000

Truist

Financial

Corp

1

.887

06/07/29

930,578‌

550,000

Truist

Financial

Corp

7

.161

10/30/29

594,928‌

2,000,000

Truist

Financial

Corp

5

.435

01/24/30

2,059,945‌

1,000,000

Truist

Financial

Corp

5

.071

05/20/31

1,015,199‌

1,500,000

Truist

Financial

Corp

5

.153

08/05/32

1,529,154‌

1,000,000

Truist

Financial

Corp

4

.916

07/28/33

975,854‌

1,000,000

Truist

Financial

Corp

6

.123

10/28/33

1,062,792‌

100,000

Truist

Financial

Corp

5

.122

01/26/34

100,063‌

3,000,000

Truist

Financial

Corp

5

.867

06/08/34

3,134,070‌

2,000,000

Truist

Financial

Corp

5

.711

01/24/35

2,073,100‌

750,000

US

Bancorp

3

.100

04/27/26

742,426‌

700,000

US

Bancorp

2

.375

07/22/26

687,313‌

1,175,000

US

Bancorp

3

.150

04/27/27

1,154,230‌

1,500,000

US

Bancorp

6

.787

10/26/27

1,544,133‌

750,000

US

Bancorp

3

.900

04/26/28

745,185‌

2,000,000

US

Bancorp

4

.653

02/01/29

2,012,974‌

2,000,000

US

Bancorp

5

.775

06/12/29

2,076,819‌

600,000

US

Bancorp

3

.000

07/30/29

568,018‌

2,500,000

(a)

US

Bancorp

1

.375

07/22/30

2,160,146‌

1,000,000

US

Bancorp

4

.967

07/22/33

987,731‌

3,000,000

US

Bancorp

5

.850

10/21/33

3,156,105‌

2,000,000

US

Bancorp

5

.836

06/12/34

2,100,827‌

3,500,000

US

Bancorp

5

.678

01/23/35

3,633,615‌

1,000,000

US

Bancorp

2

.491

11/03/36

848,782‌

125,000

Wachovia

Corp

5

.500

08/01/35

127,011‌

200,000

Webster

Financial

Corp

4

.100

03/25/29

195,107‌

2,575,000

Wells

Fargo

&

Co

3

.000

10/23/26

2,530,867‌

1,200,000

Wells

Fargo

&

Co

4

.300

07/22/27

1,200,236‌

1,300,000

Wells

Fargo

&

Co

3

.526

03/24/28

1,281,962‌

2,000,000

Wells

Fargo

&

Co

5

.707

04/22/28

2,043,431‌

2,125,000

Wells

Fargo

&

Co

3

.584

05/22/28

2,092,274‌

5,000,000

Wells

Fargo

&

Co

2

.393

06/02/28

4,817,072‌

1,000,000

Wells

Fargo

&

Co

4

.808

07/25/28

1,008,430‌

6,175,000

Wells

Fargo

&

Co

4

.150

01/24/29

6,151,598‌

3,000,000

Wells

Fargo

&

Co

5

.574

07/25/29

3,097,673‌

2,500,000

Wells

Fargo

&

Co

6

.303

10/23/29

2,642,219‌

3,000,000

Wells

Fargo

&

Co

5

.198

01/23/30

3,072,906‌

4,950,000

Wells

Fargo

&

Co

2

.879

10/30/30

4,624,939‌

3,000,000

Wells

Fargo

&

Co

5

.244

01/24/31

3,077,513‌

3,000,000

Wells

Fargo

&

Co

2

.572

02/11/31

2,748,350‌

5,000,000

Wells

Fargo

&

Co

4

.478

04/04/31

4,976,405‌

1,075,000

Wells

Fargo

&

Co

5

.150

04/23/31

1,100,975‌

6,000,000

Wells

Fargo

&

Co

3

.350

03/02/33

5,479,500‌

3,500,000

Wells

Fargo

&

Co

4

.897

07/25/33

3,500,680‌

3,000,000

Wells

Fargo

&

Co

5

.389

04/24/34

3,069,741‌

5,000,000

Wells

Fargo

&

Co

5

.557

07/25/34

5,160,137‌

3,000,000

Wells

Fargo

&

Co

6

.491

10/23/34

3,279,093‌

3,000,000

Wells

Fargo

&

Co

5

.499

01/23/35

3,076,553‌

3,000,000

Wells

Fargo

&

Co

5

.211

12/03/35

3,011,540‌

1,200,000

Wells

Fargo

&

Co

5

.605

04/23/36

1,238,663‌

5,025,000

Wells

Fargo

&

Co

3

.068

04/30/41

3,797,240‌

1,050,000

Wells

Fargo

&

Co

5

.375

11/02/43

995,667‌

1,468,000

Wells

Fargo

&

Co

5

.606

01/15/44

1,422,842‌

475,000

Wells

Fargo

&

Co

4

.650

11/04/44

406,618‌

1,500,000

Wells

Fargo

&

Co

3

.900

05/01/45

1,191,633‌

950,000

Wells

Fargo

&

Co

4

.900

11/17/45

835,618‌

Bond

Index

Fund

14

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

4.4%

(continued)

$

3,250,000

Wells

Fargo

&

Co

4

.400

%

06/14/46

$

2,651,464‌

1,975,000

Wells

Fargo

&

Co

4

.750

12/07/46

1,692,583‌

3,000,000

Wells

Fargo

&

Co

5

.013

04/04/51

2,731,553‌

2,000,000

Wells

Fargo

&

Co

4

.611

04/25/53

1,704,427‌

2,900,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

2,936,969‌

2,000,000

Wells

Fargo

Bank

NA

5

.254

12/11/26

2,028,840‌

250,000

Wells

Fargo

Bank

NA

6

.600

01/15/38

276,669‌

1,500,000

Westpac

Banking

Corp

4

.043

08/26/27

1,500,203‌

2,000,000

Westpac

Banking

Corp

5

.457

11/18/27

2,063,108‌

725,000

Westpac

Banking

Corp

3

.400

01/25/28

714,264‌

1,000,000

Westpac

Banking

Corp

5

.535

11/17/28

1,046,588‌

2,000,000

Westpac

Banking

Corp

1

.953

11/20/28

1,866,104‌

1,500,000

Westpac

Banking

Corp

5

.050

04/16/29

1,547,860‌

1,000,000

Westpac

Banking

Corp

4

.354

07/01/30

1,002,058‌

1,500,000

Westpac

Banking

Corp

2

.150

06/03/31

1,331,841‌

600,000

Westpac

Banking

Corp

4

.322

11/23/31

596,047‌

1,000,000

Westpac

Banking

Corp

5

.405

08/10/33

1,008,651‌

2,000,000

Westpac

Banking

Corp

6

.820

11/17/33

2,199,233‌

600,000

Westpac

Banking

Corp

4

.110

07/24/34

579,818‌

2,350,000

Westpac

Banking

Corp

2

.668

11/15/35

2,072,896‌

1,500,000

Westpac

Banking

Corp

5

.618

11/20/35

1,509,928‌

500,000

Westpac

Banking

Corp

3

.020

11/18/36

438,977‌

900,000

Westpac

Banking

Corp

4

.421

07/24/39

816,960‌

225,000

Westpac

Banking

Corp

2

.963

11/16/40

166,519‌

400,000

Zions

Bancorp

NA

3

.250

10/29/29

366,603‌

TOTAL

BANKS

1,111,824,658‌

CAPITAL

GOODS

-

1.2%

675,000

3M

Co

2

.875

10/15/27

655,637‌

925,000

3M

Co

3

.625

09/14/28

909,193‌

500,000

3M

Co

3

.375

03/01/29

484,498‌

1,000,000

3M

Co

2

.375

08/26/29

926,985‌

200,000

3M

Co

3

.125

09/19/46

136,891‌

300,000

3M

Co

3

.625

10/15/47

221,651‌

1,150,000

3M

Co

4

.000

09/14/48

909,605‌

875,000

3M

Co

3

.250

08/26/49

591,753‌

820,000

3M

Co

3

.700

04/15/50

602,352‌

1,000,000

Acuity

Brands

Lighting,

Inc

2

.150

12/15/30

874,368‌

1,000,000

AGCO

Corp

5

.800

03/21/34

1,014,913‌

1,000,000

Air

Lease

Corp

1

.875

08/15/26

972,164‌

1,000,000

Air

Lease

Corp

2

.200

01/15/27

968,051‌

200,000

Air

Lease

Corp

3

.625

12/01/27

197,013‌

1,000,000

Air

Lease

Corp

5

.850

12/15/27

1,034,259‌

500,000

Air

Lease

Corp

5

.300

02/01/28

510,973‌

300,000

Air

Lease

Corp

4

.625

10/01/28

301,946‌

1,500,000

Air

Lease

Corp

5

.100

03/01/29

1,531,957‌

500,000

Air

Lease

Corp

3

.250

10/01/29

475,902‌

750,000

Air

Lease

Corp

3

.000

02/01/30

701,895‌

500,000

Air

Lease

Corp

3

.125

12/01/30

462,041‌

1,000,000

Air

Lease

Corp

5

.200

07/15/31

1,021,703‌

500,000

Aircastle

Ltd

4

.250

06/15/26

497,754‌

500,000

Allegion

plc

3

.500

10/01/29

478,974‌

200,000

Allegion

US

Holding

Co,

Inc

3

.550

10/01/27

196,031‌

500,000

Allegion

US

Holding

Co,

Inc

5

.411

07/01/32

514,694‌

350,000

Allegion

US

Holding

Co,

Inc

5

.600

05/29/34

359,525‌

300,000

Boeing

Co

3

.100

05/01/26

296,013‌

200,000

Boeing

Co

2

.250

06/15/26

195,463‌

500,000

Boeing

Co

2

.700

02/01/27

485,971‌

250,000

Boeing

Co

2

.800

03/01/27

242,692‌

1,900,000

Boeing

Co

5

.040

05/01/27

1,914,154‌

500,000

Boeing

Co

3

.250

03/01/28

482,908‌

125,000

Boeing

Co

3

.450

11/01/28

120,529‌

600,000

Boeing

Co

3

.200

03/01/29

571,137‌

15

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

750,000

Boeing

Co

2

.950

%

02/01/30

$

695,293‌

1,600,000

Boeing

Co

5

.150

05/01/30

1,628,959‌

1,000,000

Boeing

Co

3

.625

02/01/31

942,124‌

300,000

Boeing

Co

3

.600

05/01/34

264,395‌

2,000,000

Boeing

Co

6

.528

05/01/34

2,173,057‌

425,000

Boeing

Co

3

.250

02/01/35

357,949‌

500,000

Boeing

Co

3

.550

03/01/38

401,148‌

600,000

Boeing

Co

3

.500

03/01/39

468,340‌

350,000

Boeing

Co

5

.875

02/15/40

348,806‌

5,500,000

Boeing

Co

5

.705

05/01/40

5,433,663‌

300,000

Boeing

Co

3

.375

06/15/46

205,321‌

250,000

Boeing

Co

3

.650

03/01/47

174,554‌

100,000

Boeing

Co

3

.625

03/01/48

69,221‌

100,000

Boeing

Co

3

.850

11/01/48

71,826‌

5,000,000

Boeing

Co

5

.805

05/01/50

4,795,004‌

125,000

Boeing

Co

3

.825

03/01/59

84,304‌

750,000

Boeing

Co

3

.950

08/01/59

512,695‌

5,500,000

Boeing

Co

5

.930

05/01/60

5,228,091‌

1,000,000

Carlisle

Cos,

Inc

2

.750

03/01/30

923,464‌

1,000,000

Carlisle

Cos,

Inc

2

.200

03/01/32

845,122‌

1,444,000

Carrier

Global

Corp

2

.493

02/15/27

1,405,299‌

1,100,000

Carrier

Global

Corp

2

.722

02/15/30

1,022,248‌

150,000

Carrier

Global

Corp

2

.700

02/15/31

136,457‌

104,000

Carrier

Global

Corp

5

.900

03/15/34

110,724‌

2,000,000

Carrier

Global

Corp

3

.377

04/05/40

1,587,292‌

305,000

Carrier

Global

Corp

3

.577

04/05/50

223,811‌

112,000

Carrier

Global

Corp

6

.200

03/15/54

120,008‌

500,000

Caterpillar

Financial

Services

Corp

2

.400

08/09/26

490,616‌

1,000,000

Caterpillar

Financial

Services

Corp

3

.600

08/12/27

990,118‌

1,000,000

Caterpillar

Financial

Services

Corp

4

.400

03/03/28

1,007,416‌

2,000,000

Caterpillar

Financial

Services

Corp

4

.850

02/27/29

2,046,096‌

2,000,000

(a)

Caterpillar

Financial

Services

Corp

4

.375

08/16/29

2,015,185‌

1,500,000

Caterpillar

Financial

Services

Corp

4

.700

11/15/29

1,527,679‌

1,500,000

Caterpillar

Financial

Services

Corp

4

.800

01/08/30

1,536,029‌

500,000

Caterpillar,

Inc

2

.600

09/19/29

469,441‌

1,000,000

Caterpillar,

Inc

1

.900

03/12/31

880,157‌

750,000

Caterpillar,

Inc

5

.200

05/15/35

764,513‌

225,000

Caterpillar,

Inc

5

.200

05/27/41

222,940‌

2,363,000

Caterpillar,

Inc

3

.803

08/15/42

1,952,382‌

300,000

Caterpillar,

Inc

4

.300

05/15/44

260,928‌

750,000

Caterpillar,

Inc

3

.250

09/19/49

524,829‌

750,000

Caterpillar,

Inc

3

.250

04/09/50

523,064‌

750,000

Caterpillar,

Inc

5

.500

05/15/55

747,495‌

1,000,000

CNH

Industrial

Capital

LLC

1

.450

07/15/26

968,480‌

1,000,000

CNH

Industrial

Capital

LLC

4

.550

04/10/28

1,004,557‌

1,000,000

CNH

Industrial

Capital

LLC

5

.100

04/20/29

1,020,679‌

500,000

CNH

Industrial

NV

3

.850

11/15/27

494,872‌

1,000,000

Cummins,

Inc

4

.900

02/20/29

1,022,522‌

1,000,000

Cummins,

Inc

1

.500

09/01/30

870,995‌

500,000

Cummins,

Inc

4

.700

02/15/31

504,547‌

1,000,000

Cummins,

Inc

5

.150

02/20/34

1,019,842‌

500,000

Cummins,

Inc

5

.300

05/09/35

507,717‌

200,000

Cummins,

Inc

4

.875

10/01/43

186,926‌

750,000

Cummins,

Inc

2

.600

09/01/50

447,863‌

500,000

Cummins,

Inc

5

.450

02/20/54

484,192‌

218,000

Deere

&

Co

5

.375

10/16/29

228,104‌

500,000

Deere

&

Co

5

.450

01/16/35

520,852‌

500,000

Deere

&

Co

2

.875

09/07/49

327,950‌

75,000

Deere

&

Co

5

.700

01/19/55

77,532‌

100,000

Dover

Corp

2

.950

11/04/29

94,204‌

100,000

Dover

Corp

5

.375

03/01/41

97,655‌

200,000

Eaton

Corp

3

.103

09/15/27

196,324‌

Bond

Index

Fund

16

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

1,000,000

Eaton

Corp

4

.350

%

05/18/28

$

1,008,040‌

150,000

Eaton

Corp

4

.000

11/02/32

145,008‌

1,250,000

Eaton

Corp

4

.150

03/15/33

1,212,051‌

925,000

Eaton

Corp

4

.150

11/02/42

796,073‌

200,000

Eaton

Corp

3

.915

09/15/47

158,691‌

1,250,000

Eaton

Corp

4

.700

08/23/52

1,113,187‌

435,000

Embraer

Netherlands

Finance

BV

5

.980

02/11/35

448,398‌

1,000,000

Emerson

Electric

Co

0

.875

10/15/26

960,592‌

500,000

Emerson

Electric

Co

1

.800

10/15/27

476,065‌

500,000

Emerson

Electric

Co

2

.000

12/21/28

465,925‌

750,000

Emerson

Electric

Co

1

.950

10/15/30

669,545‌

500,000

Emerson

Electric

Co

2

.200

12/21/31

439,535‌

625,000

Emerson

Electric

Co

5

.000

03/15/35

633,863‌

200,000

Emerson

Electric

Co

5

.250

11/15/39

201,485‌

500,000

Emerson

Electric

Co

2

.750

10/15/50

314,010‌

500,000

Emerson

Electric

Co

2

.800

12/21/51

315,244‌

375,000

Ferguson

Enterprises,

Inc

5

.000

10/03/34

372,165‌

500,000

Flowserve

Corp

3

.500

10/01/30

466,566‌

1,000,000

Flowserve

Corp

2

.800

01/15/32

869,730‌

875,000

Fortive

Corp

3

.150

06/15/26

863,369‌

250,000

Fortive

Corp

4

.300

06/15/46

204,473‌

500,000

Fortune

Brands

Innovations,

Inc

4

.000

03/25/32

469,817‌

1,000,000

Fortune

Brands

Innovations,

Inc

5

.875

06/01/33

1,048,663‌

500,000

Fortune

Brands

Innovations,

Inc

4

.500

03/25/52

398,340‌

200,000

GATX

Corp

3

.500

03/15/28

195,281‌

200,000

GATX

Corp

4

.550

11/07/28

200,255‌

425,000

GATX

Corp

4

.700

04/01/29

428,323‌

500,000

GATX

Corp

4

.000

06/30/30

486,460‌

1,000,000

GATX

Corp

1

.900

06/01/31

848,443‌

500,000

GATX

Corp

4

.900

03/15/33

494,705‌

750,000

GATX

Corp

5

.450

09/15/33

765,437‌

700,000

GATX

Corp

6

.050

03/15/34

739,761‌

500,000

GATX

Corp

5

.500

06/15/35

506,387‌

225,000

GATX

Corp

5

.200

03/15/44

205,528‌

750,000

GATX

Corp

6

.050

06/05/54

750,626‌

900,000

General

Dynamics

Corp

2

.250

06/01/31

804,812‌

475,000

General

Dynamics

Corp

4

.950

08/15/35

476,817‌

1,000,000

General

Dynamics

Corp

2

.850

06/01/41

732,768‌

225,000

General

Dynamics

Corp

3

.600

11/15/42

179,675‌

1,950,000

General

Dynamics

Corp

4

.250

04/01/50

1,640,450‌

750,000

HEICO

Corp

5

.250

08/01/28

769,420‌

750,000

HEICO

Corp

5

.350

08/01/33

767,596‌

350,000

Hexcel

Corp

5

.875

02/26/35

355,995‌

950,000

Honeywell

International,

Inc

2

.500

11/01/26

928,855‌

750,000

Honeywell

International,

Inc

4

.950

02/15/28

766,037‌

1,000,000

Honeywell

International,

Inc

4

.875

09/01/29

1,023,620‌

1,000,000

Honeywell

International,

Inc

4

.700

02/01/30

1,014,899‌

950,000

Honeywell

International,

Inc

1

.950

06/01/30

850,495‌

1,000,000

Honeywell

International,

Inc

4

.950

09/01/31

1,026,922‌

1,000,000

Honeywell

International,

Inc

4

.750

02/01/32

1,008,847‌

1,000,000

Honeywell

International,

Inc

5

.000

02/15/33

1,016,112‌

2,000,000

Honeywell

International,

Inc

4

.500

01/15/34

1,959,183‌

2,500,000

Honeywell

International,

Inc

5

.000

03/01/35

2,516,096‌

782,000

Honeywell

International,

Inc

3

.812

11/21/47

605,328‌

575,000

Honeywell

International,

Inc

2

.800

06/01/50

363,882‌

500,000

Honeywell

International,

Inc

5

.250

03/01/54

474,339‌

1,000,000

Honeywell

International,

Inc

5

.350

03/01/64

947,930‌

2,500,000

Howmet

Aerospace,

Inc

4

.850

10/15/31

2,531,800‌

500,000

Hubbell,

Inc

3

.150

08/15/27

487,995‌

200,000

Hubbell,

Inc

3

.500

02/15/28

196,187‌

1,000,000

Hubbell,

Inc

2

.300

03/15/31

883,972‌

1,000,000

Huntington

Ingalls

Industries,

Inc

5

.353

01/15/30

1,027,824‌

17

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

500,000

Huntington

Ingalls

Industries,

Inc

4

.200

%

05/01/30

$

488,616‌

1,000,000

(a)

Huntington

Ingalls

Industries,

Inc

5

.749

01/15/35

1,031,126‌

500,000

IDEX

Corp

4

.950

09/01/29

508,150‌

500,000

IDEX

Corp

3

.000

05/01/30

464,651‌

1,000,000

IDEX

Corp

2

.625

06/15/31

890,358‌

1,000,000

Illinois

Tool

Works,

Inc

2

.650

11/15/26

982,421‌

200,000

Illinois

Tool

Works,

Inc

4

.875

09/15/41

187,044‌

1,000,000

Illinois

Tool

Works,

Inc

3

.900

09/01/42

828,305‌

150,000

Ingersoll

Rand,

Inc

5

.400

08/14/28

154,615‌

500,000

Ingersoll

Rand,

Inc

5

.176

06/15/29

513,280‌

1,250,000

Ingersoll

Rand,

Inc

5

.314

06/15/31

1,295,936‌

125,000

Ingersoll

Rand,

Inc

5

.700

08/14/33

130,900‌

1,250,000

Ingersoll

Rand,

Inc

5

.450

06/15/34

1,285,460‌

200,000

John

Deere

Capital

Corp

2

.800

09/08/27

194,611‌

1,000,000

John

Deere

Capital

Corp

4

.150

09/15/27

1,002,086‌

200,000

John

Deere

Capital

Corp

3

.050

01/06/28

195,303‌

1,000,000

John

Deere

Capital

Corp

4

.750

01/20/28

1,015,814‌

1,000,000

John

Deere

Capital

Corp

4

.900

03/03/28

1,021,392‌

2,000,000

John

Deere

Capital

Corp

1

.500

03/06/28

1,873,431‌

575,000

John

Deere

Capital

Corp

4

.950

07/14/28

589,113‌

1,500,000

John

Deere

Capital

Corp

3

.350

04/18/29

1,457,318‌

2,000,000

John

Deere

Capital

Corp

4

.850

06/11/29

2,049,170‌

500,000

John

Deere

Capital

Corp

2

.800

07/18/29

473,516‌

1,000,000

John

Deere

Capital

Corp

4

.850

10/11/29

1,027,848‌

500,000

John

Deere

Capital

Corp

2

.450

01/09/30

463,403‌

2,000,000

John

Deere

Capital

Corp

4

.550

06/05/30

2,018,536‌

1,500,000

John

Deere

Capital

Corp

4

.700

06/10/30

1,525,264‌

1,000,000

John

Deere

Capital

Corp

1

.450

01/15/31

862,937‌

2,500,000

John

Deere

Capital

Corp

4

.900

03/07/31

2,561,020‌

2,000,000

John

Deere

Capital

Corp

2

.000

06/17/31

1,752,615‌

1,000,000

John

Deere

Capital

Corp

4

.400

09/08/31

997,699‌

450,000

John

Deere

Capital

Corp

3

.900

06/07/32

433,417‌

1,000,000

John

Deere

Capital

Corp

4

.350

09/15/32

988,631‌

2,000,000

John

Deere

Capital

Corp

5

.150

09/08/33

2,066,961‌

1,000,000

John

Deere

Capital

Corp

5

.100

04/11/34

1,022,470‌

1,000,000

John

Deere

Capital

Corp

5

.050

06/12/34

1,016,977‌

1,000,000

Johnson

Controls

International

plc

5

.500

04/19/29

1,037,096‌

1,000,000

Johnson

Controls

International

plc

1

.750

09/15/30

877,739‌

1,000,000

Johnson

Controls

International

plc

2

.000

09/16/31

857,186‌

1,000,000

Johnson

Controls

International

plc

4

.900

12/01/32

1,005,179‌

207,000

Johnson

Controls

International

plc

6

.000

01/15/36

221,196‌

325,000

Johnson

Controls

International

plc

4

.625

07/02/44

280,377‌

6,000

Johnson

Controls

International

plc

5

.125

09/14/45

5,363‌

300,000

Johnson

Controls

International

plc

4

.500

02/15/47

252,389‌

72,000

Johnson

Controls

International

plc

(Step

Bond)

4

.950

07/02/64

60,149‌

200,000

Kennametal,

Inc

4

.625

06/15/28

200,449‌

1,000,000

Kennametal,

Inc

2

.800

03/01/31

896,127‌

1,000,000

L3Harris

Technologies,

Inc

4

.400

06/15/28

1,002,608‌

1,000,000

L3Harris

Technologies,

Inc

5

.050

06/01/29

1,022,967‌

175,000

L3Harris

Technologies,

Inc

2

.900

12/15/29

164,286‌

1,000,000

L3Harris

Technologies,

Inc

1

.800

01/15/31

864,974‌

1,000,000

L3Harris

Technologies,

Inc

5

.250

06/01/31

1,031,459‌

1,000,000

L3Harris

Technologies,

Inc

5

.400

07/31/33

1,027,179‌

1,000,000

L3Harris

Technologies,

Inc

5

.350

06/01/34

1,022,166‌

300,000

L3Harris

Technologies,

Inc

4

.854

04/27/35

293,498‌

600,000

L3Harris

Technologies,

Inc

5

.054

04/27/45

559,811‌

1,000,000

L3Harris

Technologies,

Inc

5

.600

07/31/53

978,546‌

500,000

L3Harris

Technologies,

Inc

5

.500

08/15/54

484,882‌

1,000,000

Lennar

Corp

5

.200

07/30/30

1,018,806‌

100,000

Lennox

International,

Inc

1

.700

08/01/27

94,316‌

1,000,000

Lennox

International,

Inc

5

.500

09/15/28

1,031,203‌

1,000,000

Lockheed

Martin

Corp

4

.450

05/15/28

1,011,444‌

Bond

Index

Fund

18

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

1,000,000

Lockheed

Martin

Corp

4

.500

%

02/15/29

$

1,009,555‌

150,000

Lockheed

Martin

Corp

1

.850

06/15/30

133,344‌

1,000,000

Lockheed

Martin

Corp

4

.700

12/15/31

1,012,640‌

625,000

Lockheed

Martin

Corp

3

.900

06/15/32

601,685‌

550,000

Lockheed

Martin

Corp

5

.250

01/15/33

570,921‌

1,000,000

Lockheed

Martin

Corp

4

.750

02/15/34

994,121‌

300,000

Lockheed

Martin

Corp

3

.600

03/01/35

271,588‌

500,000

Lockheed

Martin

Corp

4

.500

05/15/36

480,627‌

1,833,000

Lockheed

Martin

Corp

4

.070

12/15/42

1,539,714‌

275,000

Lockheed

Martin

Corp

3

.800

03/01/45

216,681‌

200,000

Lockheed

Martin

Corp

4

.700

05/15/46

178,265‌

1,150,000

Lockheed

Martin

Corp

2

.800

06/15/50

720,403‌

1,894,000

Lockheed

Martin

Corp

4

.090

09/15/52

1,489,481‌

1,000,000

Lockheed

Martin

Corp

4

.150

06/15/53

793,592‌

750,000

Lockheed

Martin

Corp

5

.700

11/15/54

756,556‌

625,000

Lockheed

Martin

Corp

5

.200

02/15/55

584,847‌

1,000,000

Lockheed

Martin

Corp

4

.300

06/15/62

787,086‌

750,000

Lockheed

Martin

Corp

5

.900

11/15/63

774,560‌

325,000

Lockheed

Martin

Corp

5

.200

02/15/64

300,059‌

200,000

Masco

Corp

1

.500

02/15/28

185,692‌

500,000

Masco

Corp

2

.000

10/01/30

434,016‌

550,000

Masco

Corp

2

.000

02/15/31

473,044‌

700,000

Masco

Corp

4

.500

05/15/47

566,075‌

1,000,000

Masco

Corp

3

.125

02/15/51

621,962‌

500,000

MasTec,

Inc

5

.900

06/15/29

517,198‌

735,000

Nature

Conservancy

3

.957

03/01/52

570,629‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5

.050

03/15/30

1,534,909‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5

.300

03/15/32

1,030,048‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5

.450

03/15/35

1,019,216‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5

.900

03/15/55

1,504,731‌

1,000,000

Nordson

Corp

5

.600

09/15/28

1,031,022‌

1,000,000

Nordson

Corp

4

.500

12/15/29

1,000,512‌

500,000

Nordson

Corp

5

.800

09/15/33

528,105‌

300,000

Northrop

Grumman

Corp

3

.200

02/01/27

295,128‌

3,275,000

Northrop

Grumman

Corp

3

.250

01/15/28

3,199,523‌

1,000,000

Northrop

Grumman

Corp

4

.600

02/01/29

1,012,860‌

425,000

Northrop

Grumman

Corp

4

.400

05/01/30

425,590‌

500,000

Northrop

Grumman

Corp

4

.650

07/15/30

504,383‌

1,500,000

Northrop

Grumman

Corp

4

.700

03/15/33

1,495,398‌

1,000,000

Northrop

Grumman

Corp

4

.900

06/01/34

997,076‌

500,000

Northrop

Grumman

Corp

5

.250

07/15/35

510,183‌

100,000

Northrop

Grumman

Corp

5

.050

11/15/40

96,078‌

700,000

Northrop

Grumman

Corp

4

.750

06/01/43

633,105‌

300,000

Northrop

Grumman

Corp

3

.850

04/15/45

236,638‌

1,450,000

Northrop

Grumman

Corp

4

.030

10/15/47

1,156,145‌

1,000,000

Northrop

Grumman

Corp

5

.250

05/01/50

937,131‌

1,500,000

Northrop

Grumman

Corp

4

.950

03/15/53

1,348,229‌

1,000,000

Northrop

Grumman

Corp

5

.200

06/01/54

931,742‌

200,000

nVent

Finance

Sarl

4

.550

04/15/28

199,874‌

1,000,000

nVent

Finance

Sarl

2

.750

11/15/31

868,504‌

500,000

nVent

Finance

Sarl

5

.650

05/15/33

509,298‌

100,000

Oshkosh

Corp

3

.100

03/01/30

93,606‌

1,000,000

Otis

Worldwide

Corp

2

.293

04/05/27

967,533‌

1,000,000

Otis

Worldwide

Corp

5

.250

08/16/28

1,029,415‌

525,000

Otis

Worldwide

Corp

2

.565

02/15/30

484,291‌

1,500,000

Otis

Worldwide

Corp

5

.125

11/19/31

1,544,606‌

500,000

Otis

Worldwide

Corp

3

.112

02/15/40

383,997‌

450,000

Otis

Worldwide

Corp

3

.362

02/15/50

310,503‌

300,000

Owens

Corning

3

.400

08/15/26

296,662‌

500,000

Owens

Corning

3

.950

08/15/29

490,194‌

300,000

Owens

Corning

3

.875

06/01/30

289,613‌

625,000

Owens

Corning

5

.700

06/15/34

649,127‌

19

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

525,000

Owens

Corning

4

.300

%

07/15/47

$

423,089‌

350,000

Owens

Corning

4

.400

01/30/48

285,406‌

1,000,000

PACCAR

Financial

Corp

4

.550

03/03/28

1,014,297‌

1,000,000

PACCAR

Financial

Corp

4

.600

01/31/29

1,013,675‌

1,000,000

PACCAR

Financial

Corp

4

.000

09/26/29

994,669‌

500,000

PACCAR

Financial

Corp

4

.550

05/08/30

506,309‌

500,000

PACCAR

Financial

Corp

5

.000

03/22/34

508,296‌

650,000

Parker-Hannifin

Corp

3

.250

03/01/27

640,557‌

1,500,000

Parker-Hannifin

Corp

4

.250

09/15/27

1,503,683‌

1,825,000

Parker-Hannifin

Corp

3

.250

06/14/29

1,751,492‌

1,500,000

Parker-Hannifin

Corp

4

.500

09/15/29

1,514,876‌

200,000

Parker-Hannifin

Corp

4

.200

11/21/34

190,475‌

200,000

Parker-Hannifin

Corp

4

.450

11/21/44

172,276‌

750,000

Parker-Hannifin

Corp

4

.100

03/01/47

606,228‌

225,000

Parker-Hannifin

Corp

4

.000

06/14/49

176,907‌

500,000

Pentair

Finance

Sarl

5

.900

07/15/32

522,368‌

400,000

Precision

Castparts

Corp

4

.200

06/15/35

386,770‌

100,000

Precision

Castparts

Corp

3

.900

01/15/43

80,995‌

1,000,000

Quanta

Services,

Inc

2

.900

10/01/30

921,860‌

600,000

Quanta

Services,

Inc

2

.350

01/15/32

516,566‌

1,000,000

Quanta

Services,

Inc

5

.250

08/09/34

1,012,245‌

1,000,000

Quanta

Services,

Inc

3

.050

10/01/41

709,103‌

725,000

Raytheon

Technologies

Corp

3

.125

05/04/27

710,753‌

200,000

Raytheon

Technologies

Corp

7

.200

08/15/27

211,959‌

2,000,000

Raytheon

Technologies

Corp

5

.750

01/15/29

2,094,711‌

4,500,000

Raytheon

Technologies

Corp

2

.250

07/01/30

4,066,280‌

1,500,000

Raytheon

Technologies

Corp

6

.000

03/15/31

1,611,645‌

1,000,000

Raytheon

Technologies

Corp

1

.900

09/01/31

855,029‌

1,000,000

Raytheon

Technologies

Corp

2

.375

03/15/32

870,114‌

1,050,000

Raytheon

Technologies

Corp

5

.150

02/27/33

1,073,286‌

1,500,000

Raytheon

Technologies

Corp

6

.100

03/15/34

1,621,666‌

750,000

Raytheon

Technologies

Corp

4

.450

11/16/38

691,104‌

100,000

Raytheon

Technologies

Corp

4

.700

12/15/41

90,847‌

2,150,000

Raytheon

Technologies

Corp

4

.500

06/01/42

1,903,017‌

125,000

Raytheon

Technologies

Corp

4

.800

12/15/43

112,839‌

150,000

Raytheon

Technologies

Corp

4

.200

12/15/44

120,633‌

1,650,000

Raytheon

Technologies

Corp

4

.150

05/15/45

1,351,258‌

700,000

Raytheon

Technologies

Corp

4

.350

04/15/47

581,554‌

2,325,000

Raytheon

Technologies

Corp

4

.625

11/16/48

1,998,248‌

2,000,000

Raytheon

Technologies

Corp

3

.125

07/01/50

1,325,875‌

1,000,000

Raytheon

Technologies

Corp

2

.820

09/01/51

617,799‌

1,000,000

Raytheon

Technologies

Corp

3

.030

03/15/52

641,464‌

1,000,000

Raytheon

Technologies

Corp

5

.375

02/27/53

957,214‌

1,500,000

Raytheon

Technologies

Corp

6

.400

03/15/54

1,644,200‌

1,500,000

Regal

Rexnord

Corp

6

.050

04/15/28

1,545,725‌

1,000,000

Regal

Rexnord

Corp

6

.300

02/15/30

1,047,525‌

325,000

Regal

Rexnord

Corp

6

.400

04/15/33

343,136‌

400,000

Rockwell

Automation,

Inc

3

.500

03/01/29

390,043‌

150,000

Rockwell

Automation,

Inc

1

.750

08/15/31

128,891‌

400,000

Rockwell

Automation,

Inc

4

.200

03/01/49

329,142‌

1,000,000

Rockwell

Automation,

Inc

2

.800

08/15/61

578,112‌

1,000,000

Roper

Technologies,

Inc

4

.500

10/15/29

1,001,986‌

200,000

Snap-on,

Inc

3

.250

03/01/27

197,021‌

200,000

Snap-on,

Inc

4

.100

03/01/48

159,928‌

500,000

Snap-on,

Inc

3

.100

05/01/50

336,538‌

300,000

Stanley

Black

&

Decker,

Inc

4

.250

11/15/28

298,004‌

1,000,000

Stanley

Black

&

Decker,

Inc

2

.300

03/15/30

895,276‌

1,000,000

Stanley

Black

&

Decker,

Inc

3

.000

05/15/32

876,786‌

100,000

Stanley

Black

&

Decker,

Inc

5

.200

09/01/40

93,645‌

425,000

Stanley

Black

&

Decker,

Inc

4

.850

11/15/48

355,868‌

1,500,000

Stanley

Black

&

Decker,

Inc

2

.750

11/15/50

853,752‌

450,000

Stanley

Black

&

Decker,

Inc

6

.707

03/15/60

439,591‌

Bond

Index

Fund

20

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.2%

(continued)

$

100,000

Textron,

Inc

3

.375

%

03/01/28

$

97,425‌

750,000

Textron,

Inc

3

.900

09/17/29

733,322‌

500,000

Textron,

Inc

3

.000

06/01/30

463,987‌

300,000

Textron,

Inc

2

.450

03/15/31

265,930‌

500,000

Textron,

Inc

6

.100

11/15/33

532,396‌

500,000

Textron,

Inc

5

.500

05/15/35

507,774‌

200,000

Timken

Co

4

.500

12/15/28

200,410‌

1,000,000

Timken

Co

4

.125

04/01/32

931,642‌

425,000

Trane

Technologies

Financing

Ltd

5

.250

03/03/33

438,219‌

900,000

Trane

Technologies

Financing

Ltd

5

.100

06/13/34

913,288‌

400,000

Trane

Technologies

Global

Holding

Co

Ltd

3

.750

08/21/28

395,260‌

200,000

Trane

Technologies

Global

Holding

Co

Ltd

5

.750

06/15/43

202,370‌

450,000

Trane

Technologies

Global

Holding

Co

Ltd

4

.300

02/21/48

368,957‌

100,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.500

03/21/26

99,336‌

1,000,000

Trane

Technologies

Luxembourg

Finance

S.A.

3

.800

03/21/29

982,820‌

300,000

Trane

Technologies

Luxembourg

Finance

S.A.

4

.500

03/21/49

250,845‌

1,000,000

Triton

Container

International

Ltd

3

.250

03/15/32

864,108‌

1,150,000

Tyco

Electronics

Group

S.A.

3

.125

08/15/27

1,125,359‌

500,000

Tyco

Electronics

Group

S.A.

4

.625

02/01/30

505,469‌

500,000

Tyco

Electronics

Group

S.A.

4

.500

02/09/31

499,562‌

900,000

Tyco

Electronics

Group

S.A.

2

.500

02/04/32

793,434‌

500,000

Tyco

Electronics

Group

S.A.

5

.000

05/09/35

497,944‌

200,000

Valmont

Industries,

Inc

5

.000

10/01/44

178,262‌

200,000

Valmont

Industries,

Inc

5

.250

10/01/54

179,682‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3

.450

11/15/26

296,084‌

875,000

Westinghouse

Air

Brake

Technologies

Corp

4

.700

09/15/28

880,018‌

500,000

Westinghouse

Air

Brake

Technologies

Corp

4

.900

05/29/30

507,055‌

1,000,000

Westinghouse

Air

Brake

Technologies

Corp

5

.611

03/11/34

1,035,196‌

500,000

Westinghouse

Air

Brake

Technologies

Corp

5

.500

05/29/35

507,283‌

1,000,000

WW

Grainger,

Inc

4

.450

09/15/34

975,450‌

800,000

WW

Grainger,

Inc

4

.600

06/15/45

707,897‌

200,000

WW

Grainger,

Inc

3

.750

05/15/46

155,956‌

125,000

WW

Grainger,

Inc

4

.200

05/15/47

102,779‌

775,000

Xylem,

Inc

3

.250

11/01/26

763,872‌

225,000

Xylem,

Inc

1

.950

01/30/28

212,714‌

150,000

(a)

Xylem,

Inc

2

.250

01/30/31

132,954‌

100,000

Xylem,

Inc

4

.375

11/01/46

81,915‌

TOTAL

CAPITAL

GOODS

290,818,053‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.5%

400,000

Automatic

Data

Processing,

Inc

1

.700

05/15/28

376,139‌

900,000

Automatic

Data

Processing,

Inc

1

.250

09/01/30

779,496‌

775,000

Automatic

Data

Processing,

Inc

4

.450

09/09/34

760,005‌

1,000,000

Block

Financial

LLC

2

.500

07/15/28

941,483‌

750,000

Block

Financial

LLC

3

.875

08/15/30

711,951‌

350,000

Broadridge

Financial

Solutions,

Inc

3

.400

06/27/26

345,790‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2

.900

12/01/29

936,999‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2

.600

05/01/31

890,975‌

675,000

Cintas

Corp

No

2

3

.700

04/01/27

670,115‌

500,000

(a)

Concentrix

Corp

6

.600

08/02/28

524,588‌

1,500,000

(a)

Concentrix

Corp

6

.850

08/02/33

1,560,092‌

2,000,000

Corp

Andina

de

Fomento

4

.125

01/07/28

2,001,120‌

270,000

Corp

Andina

de

Fomento

4

.125

06/30/28

270,451‌

1,000,000

Corp

Andina

de

Fomento

5

.000

01/24/29

1,025,890‌

870,000

Corp

Andina

de

Fomento

5

.000

01/22/30

896,683‌

1,000,000

Council

Of

Europe

Development

Bank

3

.625

05/08/28

996,851‌

750,000

Council

Of

Europe

Development

Bank

4

.125

01/24/29

757,196‌

1,500,000

Council

Of

Europe

Development

Bank

4

.500

01/15/30

1,540,073‌

1,000,000

Equifax,

Inc

5

.100

06/01/28

1,019,093‌

1,000,000

Equifax,

Inc

4

.800

09/15/29

1,008,346‌

100,000

Equifax,

Inc

3

.100

05/15/30

93,547‌

2,000,000

Equifax,

Inc

2

.350

09/15/31

1,744,209‌

4,925,000

European

Investment

Bank

3

.875

06/15/28

4,946,495‌

21

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.5%

(continued)

$

3,810,000

European

Investment

Bank

3

.750

%

11/15/29

$

3,802,195‌

7,310,000

European

Investment

Bank

4

.500

03/14/30

7,522,029‌

4,675,000

European

Investment

Bank

4

.250

08/16/32

4,737,711‌

5,000,000

(a)

European

Investment

Bank

4

.625

02/12/35

5,143,714‌

1,195,000

(a)

International

Bank

for

Reconstruction

&

Development

4

.000

08/27/26

1,195,540‌

6,185,000

International

Bank

for

Reconstruction

&

Development

3

.875

10/16/29

6,199,538‌

5,000,000

International

Bank

for

Reconstruction

&

Development

4

.125

03/20/30

5,061,255‌

3,720,000

International

Bank

for

Reconstruction

&

Development

4

.000

01/10/31

3,734,580‌

4,000,000

International

Bank

for

Reconstruction

&

Development

4

.500

04/10/31

4,115,593‌

9,325,000

International

Bank

for

Reconstruction

&

Development

4

.625

01/15/32

9,643,407‌

1,775,000

International

Bank

for

Reconstruction

&

Development

3

.875

08/28/34

1,724,341‌

1,000,000

J

Paul

Getty

Trust

4

.905

04/01/35

1,006,401‌

1,500,000

Jacobs

Engineering

Group,

Inc

5

.900

03/01/33

1,560,895‌

1,500,000

Mastercard,

Inc

4

.550

03/15/28

1,520,621‌

1,500,000

Mastercard,

Inc

4

.350

01/15/32

1,493,681‌

1,500,000

Mastercard,

Inc

4

.950

03/15/32

1,543,413‌

500,000

Mastercard,

Inc

4

.550

01/15/35

491,716‌

1,000,000

Paychex,

Inc

5

.100

04/15/30

1,024,180‌

1,000,000

Paychex,

Inc

5

.350

04/15/32

1,026,846‌

1,500,000

Paychex,

Inc

5

.600

04/15/35

1,550,493‌

625,000

RELX

Capital,

Inc

4

.000

03/18/29

620,249‌

2,000,000

RELX

Capital,

Inc

4

.750

03/27/30

2,026,246‌

100,000

RELX

Capital,

Inc

3

.000

05/22/30

94,127‌

275,000

RELX

Capital,

Inc

4

.750

05/20/32

276,985‌

1,000,000

RELX

Capital,

Inc

5

.250

03/27/35

1,023,264‌

900,000

Republic

Services,

Inc

2

.900

07/01/26

888,103‌

100,000

Republic

Services,

Inc

3

.375

11/15/27

98,283‌

1,000,000

Republic

Services,

Inc

4

.875

04/01/29

1,021,276‌

750,000

Republic

Services,

Inc

5

.000

11/15/29

771,190‌

500,000

Republic

Services,

Inc

2

.300

03/01/30

457,411‌

500,000

Republic

Services,

Inc

4

.750

07/15/30

509,350‌

1,000,000

Republic

Services,

Inc

1

.450

02/15/31

852,899‌

575,000

Republic

Services,

Inc

1

.750

02/15/32

483,553‌

1,000,000

(a)

Republic

Services,

Inc

2

.375

03/15/33

854,363‌

1,000,000

Republic

Services,

Inc

5

.000

12/15/33

1,019,982‌

425,000

Republic

Services,

Inc

5

.000

04/01/34

431,322‌

750,000

Republic

Services,

Inc

5

.200

11/15/34

767,631‌

500,000

Republic

Services,

Inc

5

.150

03/15/35

509,834‌

1,000,000

Republic

Services,

Inc

3

.050

03/01/50

671,270‌

880,000

Rockefeller

Foundation

2

.492

10/01/50

518,514‌

500,000

Rollins,

Inc

5

.250

02/24/35

501,807‌

1,200,000

TR

Finance

LLC

3

.350

05/15/26

1,186,191‌

145,000

TR

Finance

LLC

5

.850

04/15/40

148,652‌

200,000

TR

Finance

LLC

5

.650

11/23/43

194,643‌

850,000

Verisk

Analytics,

Inc

4

.125

03/15/29

844,285‌

750,000

Verisk

Analytics,

Inc

5

.750

04/01/33

788,687‌

700,000

Verisk

Analytics,

Inc

5

.250

03/15/35

703,964‌

300,000

Verisk

Analytics,

Inc

5

.500

06/15/45

287,892‌

200,000

Verisk

Analytics,

Inc

3

.625

05/15/50

142,834‌

750,000

Waste

Connections,

Inc

3

.500

05/01/29

733,228‌

500,000

Waste

Connections,

Inc

2

.600

02/01/30

465,231‌

700,000

Waste

Connections,

Inc

2

.200

01/15/32

603,935‌

100,000

Waste

Connections,

Inc

3

.200

06/01/32

91,301‌

425,000

Waste

Connections,

Inc

4

.200

01/15/33

411,210‌

1,500,000

Waste

Connections,

Inc

5

.000

03/01/34

1,515,645‌

500,000

Waste

Connections,

Inc

5

.250

09/01/35

511,204‌

500,000

Waste

Connections,

Inc

3

.050

04/01/50

329,650‌

575,000

Waste

Connections,

Inc

2

.950

01/15/52

366,364‌

1,000,000

Waste

Management,

Inc

4

.875

02/15/29

1,024,113‌

1,000,000

Waste

Management,

Inc

2

.000

06/01/29

922,134‌

1,000,000

Waste

Management,

Inc

4

.625

02/15/30

1,013,522‌

500,000

Waste

Management,

Inc

4

.650

03/15/30

506,844‌

Bond

Index

Fund

22

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.5%

(continued)

$

1,000,000

Waste

Management,

Inc

1

.500

%

03/15/31

$

855,006‌

1,000,000

Waste

Management,

Inc

4

.950

07/03/31

1,026,506‌

1,000,000

Waste

Management,

Inc

4

.800

03/15/32

1,015,048‌

1,000,000

Waste

Management,

Inc

4

.150

04/15/32

978,776‌

1,000,000

Waste

Management,

Inc

4

.625

02/15/33

1,001,681‌

1,000,000

Waste

Management,

Inc

4

.875

02/15/34

1,013,724‌

950,000

Waste

Management,

Inc

4

.950

03/15/35

954,029‌

500,000

Waste

Management,

Inc

2

.950

06/01/41

370,261‌

250,000

Waste

Management,

Inc

2

.500

11/15/50

149,192‌

1,500,000

Waste

Management,

Inc

5

.350

10/15/54

1,443,362‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

124,892,509‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

1,500,000

(a),(c)

Alibaba

Group

Holding

Ltd

4

.875

05/26/30

1,531,333‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

2

.125

02/09/31

1,106,327‌

500,000

Alibaba

Group

Holding

Ltd

4

.500

11/28/34

481,253‌

1,500,000

(c)

Alibaba

Group

Holding

Ltd

5

.250

05/26/35

1,516,746‌

750,000

Alibaba

Group

Holding

Ltd

4

.000

12/06/37

661,334‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

2

.700

02/09/41

871,811‌

1,500,000

Alibaba

Group

Holding

Ltd

4

.200

12/06/47

1,205,343‌

750,000

Alibaba

Group

Holding

Ltd

3

.150

02/09/51

486,226‌

1,000,000

(c)

Alibaba

Group

Holding

Ltd

5

.625

11/26/54

978,692‌

750,000

Alibaba

Group

Holding

Ltd

4

.400

12/06/57

599,223‌

1,250,000

Alibaba

Group

Holding

Ltd

3

.250

02/09/61

773,161‌

3,000,000

Amazon.com,

Inc

4

.550

12/01/27

3,039,926‌

2,000,000

Amazon.com,

Inc

1

.650

05/12/28

1,878,132‌

2,000,000

Amazon.com,

Inc

3

.450

04/13/29

1,962,562‌

2,000,000

Amazon.com,

Inc

4

.650

12/01/29

2,043,935‌

1,000,000

Amazon.com,

Inc

1

.500

06/03/30

884,529‌

2,000,000

Amazon.com,

Inc

2

.100

05/12/31

1,775,737‌

2,000,000

Amazon.com,

Inc

3

.600

04/13/32

1,914,431‌

2,000,000

Amazon.com,

Inc

4

.700

12/01/32

2,038,238‌

1,800,000

Amazon.com,

Inc

4

.800

12/05/34

1,837,227‌

2,625,000

Amazon.com,

Inc

3

.875

08/22/37

2,374,442‌

2,500,000

Amazon.com,

Inc

2

.875

05/12/41

1,865,664‌

775,000

Amazon.com,

Inc

4

.950

12/05/44

751,933‌

2,875,000

Amazon.com,

Inc

4

.050

08/22/47

2,371,759‌

1,900,000

Amazon.com,

Inc

2

.500

06/03/50

1,141,917‌

2,500,000

Amazon.com,

Inc

3

.100

05/12/51

1,685,342‌

2,000,000

Amazon.com,

Inc

3

.950

04/13/52

1,578,258‌

1,900,000

Amazon.com,

Inc

4

.250

08/22/57

1,555,139‌

2,500,000

Amazon.com,

Inc

3

.250

05/12/61

1,626,671‌

2,000,000

Amazon.com,

Inc

4

.100

04/13/62

1,563,959‌

200,000

AutoNation,

Inc

3

.800

11/15/27

196,795‌

1,500,000

AutoNation,

Inc

1

.950

08/01/28

1,390,654‌

100,000

AutoNation,

Inc

4

.750

06/01/30

99,430‌

425,000

AutoNation,

Inc

2

.400

08/01/31

365,700‌

900,000

AutoNation,

Inc

3

.850

03/01/32

829,096‌

325,000

AutoNation,

Inc

5

.890

03/15/35

329,618‌

1,000,000

AutoZone,

Inc

4

.500

02/01/28

1,007,673‌

200,000

AutoZone,

Inc

3

.750

04/18/29

195,191‌

500,000

AutoZone,

Inc

5

.100

07/15/29

512,433‌

500,000

AutoZone,

Inc

4

.000

04/15/30

489,520‌

500,000

AutoZone,

Inc

5

.125

06/15/30

512,625‌

600,000

AutoZone,

Inc

1

.650

01/15/31

513,751‌

225,000

AutoZone,

Inc

4

.750

08/01/32

223,713‌

500,000

AutoZone,

Inc

4

.750

02/01/33

494,623‌

1,000,000

AutoZone,

Inc

5

.200

08/01/33

1,013,295‌

500,000

AutoZone,

Inc

6

.550

11/01/33

552,007‌

500,000

AutoZone,

Inc

5

.400

07/15/34

511,962‌

500,000

Best

Buy

Co,

Inc

4

.450

10/01/28

501,605‌

500,000

Best

Buy

Co,

Inc

1

.950

10/01/30

438,307‌

1,325,000

Cintas

Corp

No

2

4

.000

05/01/32

1,280,596‌

23

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

(continued)

$

1,000,000

Dell

International

LLC

3

.375

%

12/15/41

$

747,394‌

1,000,000

(a)

Dick's

Sporting

Goods,

Inc

3

.150

01/15/32

896,404‌

1,000,000

Dick's

Sporting

Goods,

Inc

4

.100

01/15/52

714,566‌

1,000,000

eBay,

Inc

1

.400

05/10/26

974,578‌

1,200,000

eBay,

Inc

3

.600

06/05/27

1,187,331‌

500,000

(a)

eBay,

Inc

5

.950

11/22/27

519,349‌

1,200,000

eBay,

Inc

2

.700

03/11/30

1,111,830‌

1,000,000

eBay,

Inc

2

.600

05/10/31

896,538‌

500,000

eBay,

Inc

6

.300

11/22/32

545,781‌

200,000

eBay,

Inc

4

.000

07/15/42

162,077‌

1,000,000

eBay,

Inc

3

.650

05/10/51

722,406‌

1,000,000

Genuine

Parts

Co

6

.500

11/01/28

1,062,203‌

1,500,000

Genuine

Parts

Co

1

.875

11/01/30

1,293,118‌

275,000

Genuine

Parts

Co

2

.750

02/01/32

239,504‌

1,925,000

Home

Depot,

Inc

3

.000

04/01/26

1,907,351‌

1,550,000

Home

Depot,

Inc

2

.125

09/15/26

1,514,192‌

1,000,000

Home

Depot,

Inc

2

.875

04/15/27

980,442‌

2,000,000

Home

Depot,

Inc

0

.900

03/15/28

1,844,498‌

1,000,000

Home

Depot,

Inc

1

.500

09/15/28

924,186‌

825,000

Home

Depot,

Inc

3

.900

12/06/28

822,413‌

2,500,000

Home

Depot,

Inc

4

.900

04/15/29

2,564,905‌

2,333,000

Home

Depot,

Inc

2

.950

06/15/29

2,232,518‌

2,500,000

Home

Depot,

Inc

4

.750

06/25/29

2,551,832‌

375,000

Home

Depot,

Inc

2

.700

04/15/30

350,180‌

2,000,000

Home

Depot,

Inc

1

.375

03/15/31

1,696,683‌

575,000

Home

Depot,

Inc

4

.850

06/25/31

589,751‌

1,000,000

Home

Depot,

Inc

1

.875

09/15/31

860,844‌

1,000,000

Home

Depot,

Inc

3

.250

04/15/32

924,408‌

1,000,000

Home

Depot,

Inc

4

.500

09/15/32

1,004,769‌

2,675,000

Home

Depot,

Inc

4

.950

06/25/34

2,707,230‌

425,000

Home

Depot,

Inc

5

.875

12/16/36

455,768‌

150,000

Home

Depot,

Inc

5

.950

04/01/41

158,073‌

675,000

Home

Depot,

Inc

4

.200

04/01/43

575,775‌

450,000

Home

Depot,

Inc

4

.875

02/15/44

415,533‌

650,000

Home

Depot,

Inc

4

.400

03/15/45

560,463‌

725,000

Home

Depot,

Inc

4

.250

04/01/46

607,548‌

2,100,000

Home

Depot,

Inc

3

.900

06/15/47

1,654,415‌

2,000,000

Home

Depot,

Inc

4

.500

12/06/48

1,715,437‌

1,000,000

Home

Depot,

Inc

3

.125

12/15/49

674,838‌

2,655,000

Home

Depot,

Inc

3

.350

04/15/50

1,860,813‌

3,000,000

Home

Depot,

Inc

2

.375

03/15/51

1,696,470‌

1,000,000

Home

Depot,

Inc

2

.750

09/15/51

612,624‌

500,000

Home

Depot,

Inc

3

.625

04/15/52

363,938‌

1,000,000

Home

Depot,

Inc

4

.950

09/15/52

909,629‌

400,000

Home

Depot,

Inc

5

.300

06/25/54

384,016‌

675,000

Home

Depot,

Inc

3

.500

09/15/56

469,447‌

325,000

Home

Depot,

Inc

5

.400

06/25/64

312,026‌

500,000

JD.com,

Inc

3

.375

01/14/30

478,595‌

500,000

JD.com,

Inc

4

.125

01/14/50

393,337‌

750,000

LKQ

Corp

5

.750

06/15/28

772,707‌

750,000

LKQ

Corp

6

.250

06/15/33

790,276‌

500,000

Lowe's

Cos,

Inc

2

.500

04/15/26

492,515‌

1,000,000

Lowe's

Cos,

Inc

3

.350

04/01/27

985,104‌

2,000,000

Lowe's

Cos,

Inc

1

.300

04/15/28

1,850,357‌

1,500,000

Lowe's

Cos,

Inc

1

.700

09/15/28

1,387,437‌

775,000

Lowe's

Cos,

Inc

3

.650

04/05/29

756,935‌

306,000

Lowe's

Cos,

Inc

4

.500

04/15/30

308,335‌

1,500,000

Lowe's

Cos,

Inc

1

.700

10/15/30

1,305,733‌

1,800,000

Lowe's

Cos,

Inc

2

.625

04/01/31

1,623,704‌

1,000,000

Lowe's

Cos,

Inc

3

.750

04/01/32

943,124‌

1,000,000

Lowe's

Cos,

Inc

5

.000

04/15/33

1,010,540‌

1,650,000

Lowe's

Cos,

Inc

5

.150

07/01/33

1,683,792‌

Bond

Index

Fund

24

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

(continued)

$

700,000

Lowe's

Cos,

Inc

2

.800

%

09/15/41

$

489,033‌

56,000

Lowe's

Cos,

Inc

4

.250

09/15/44

44,304‌

1,075,000

Lowe's

Cos,

Inc

3

.700

04/15/46

799,704‌

2,000,000

Lowe's

Cos,

Inc

4

.050

05/03/47

1,558,442‌

1,425,000

Lowe's

Cos,

Inc

4

.550

04/05/49

1,172,031‌

1,320,000

(a)

Lowe's

Cos,

Inc

5

.125

04/15/50

1,174,749‌

450,000

Lowe's

Cos,

Inc

3

.000

10/15/50

281,141‌

1,000,000

Lowe's

Cos,

Inc

3

.500

04/01/51

684,933‌

500,000

Lowe's

Cos,

Inc

4

.250

04/01/52

391,352‌

1,000,000

Lowe's

Cos,

Inc

5

.625

04/15/53

961,737‌

275,000

Lowe's

Cos,

Inc

5

.750

07/01/53

268,849‌

500,000

Lowe's

Cos,

Inc

4

.450

04/01/62

387,998‌

1,000,000

Lowe's

Cos,

Inc

5

.800

09/15/62

971,610‌

600,000

Lowe's

Cos,

Inc

5

.850

04/01/63

585,749‌

1,000,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

986,574‌

500,000

O'Reilly

Automotive,

Inc

3

.900

06/01/29

491,227‌

200,000

O'Reilly

Automotive,

Inc

1

.750

03/15/31

172,110‌

1,000,000

O'Reilly

Automotive,

Inc

4

.700

06/15/32

992,940‌

1,000,000

O'Reilly

Automotive,

Inc

5

.000

08/19/34

989,651‌

500,000

Ross

Stores,

Inc

0

.875

04/15/26

485,760‌

55,000

Ross

Stores,

Inc

4

.700

04/15/27

55,021‌

500,000

Ross

Stores,

Inc

1

.875

04/15/31

428,315‌

525,000

TJX

Cos,

Inc

2

.250

09/15/26

514,197‌

1,750,000

TJX

Cos,

Inc

1

.150

05/15/28

1,616,597‌

500,000

TJX

Cos,

Inc

1

.600

05/15/31

431,708‌

650,000

Tractor

Supply

Co

1

.750

11/01/30

563,689‌

1,000,000

Tractor

Supply

Co

5

.250

05/15/33

1,020,776‌

375,000

Walmart,

Inc

4

.350

04/28/30

379,294‌

1,000,000

Walmart,

Inc

4

.900

04/28/35

1,012,837‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

138,230,757‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(a)

Brunswick

Corp

5

.850

03/18/29

1,030,039‌

1,000,000

Brunswick

Corp

2

.400

08/18/31

850,366‌

500,000

(a)

Brunswick

Corp

4

.400

09/15/32

465,382‌

1,000,000

DR

Horton,

Inc

1

.300

10/15/26

961,419‌

1,000,000

DR

Horton,

Inc

5

.000

10/15/34

988,644‌

1,000,000

DR

Horton,

Inc

5

.500

10/15/35

1,018,255‌

750,000

Hasbro,

Inc

3

.550

11/19/26

739,503‌

775,000

Hasbro,

Inc

3

.500

09/15/27

757,497‌

1,000,000

Hasbro,

Inc

3

.900

11/19/29

964,268‌

500,000

Hasbro,

Inc

6

.050

05/14/34

515,649‌

100,000

Hasbro,

Inc

6

.350

03/15/40

101,999‌

200,000

Hasbro,

Inc

5

.100

05/15/44

173,878‌

475,000

Leggett

&

Platt,

Inc

3

.500

11/15/27

460,946‌

350,000

(a)

Leggett

&

Platt,

Inc

4

.400

03/15/29

340,205‌

1,000,000

Leggett

&

Platt,

Inc

3

.500

11/15/51

637,065‌

1,900,000

Lennar

Corp

4

.750

11/29/27

1,912,962‌

500,000

MDC

Holdings,

Inc

3

.966

08/06/61

362,329‌

1,000,000

Meritage

Homes

Corp

5

.650

03/15/35

1,002,840‌

500,000

Mohawk

Industries,

Inc

5

.850

09/18/28

519,021‌

750,000

Mohawk

Industries,

Inc

3

.625

05/15/30

718,011‌

650,000

NIKE,

Inc

2

.375

11/01/26

636,195‌

300,000

NIKE,

Inc

3

.625

05/01/43

237,581‌

825,000

NIKE,

Inc

3

.875

11/01/45

655,096‌

200,000

NIKE,

Inc

3

.375

11/01/46

144,341‌

2,440,000

NIKE,

Inc

3

.375

03/27/50

1,729,142‌

1,000,000

NVR,

Inc

3

.000

05/15/30

931,422‌

750,000

(a)

Polaris,

Inc

6

.950

03/15/29

788,885‌

1,000,000

PVH

Corp

5

.500

06/13/30

1,007,159‌

1,000,000

Ralph

Lauren

Corp

2

.950

06/15/30

934,459‌

1,000,000

Ralph

Lauren

Corp

5

.000

06/15/32

1,014,884‌

161,000

Tapestry,

Inc

4

.125

07/15/27

159,866‌

25

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

DURABLES

&

APPAREL

-

0.1%

(continued)

$

375,000

Tapestry,

Inc

5

.100

%

03/11/30

$

379,879‌

450,000

(a)

Tapestry,

Inc

3

.050

03/15/32

401,982‌

150,000

Tapestry,

Inc

5

.500

03/11/35

150,581‌

1,500,000

Toll

Brothers

Finance

Corp

5

.600

06/15/35

1,511,951‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

25,203,701‌

CONSUMER

SERVICES

-

0.4%

750,000

American

University

3

.672

04/01/49

560,418‌

300,000

Booking

Holdings,

Inc

3

.600

06/01/26

298,103‌

900,000

Booking

Holdings,

Inc

3

.550

03/15/28

885,705‌

1,100,000

Booking

Holdings,

Inc

4

.625

04/13/30

1,112,639‌

1,000,000

Brown

University

2

.924

09/01/50

659,210‌

1,000,000

Case

Western

Reserve

University

5

.405

06/01/22

924,225‌

500,000

Choice

Hotels

International,

Inc

3

.700

12/01/29

471,934‌

425,000

Choice

Hotels

International,

Inc

5

.850

08/01/34

428,315‌

1,000,000

Claremont

McKenna

College

3

.775

01/01/22

630,158‌

330,000

Cornell

University

4

.835

06/15/34

329,738‌

200,000

Darden

Restaurants,

Inc

3

.850

05/01/27

198,341‌

1,500,000

Darden

Restaurants,

Inc

4

.550

10/15/29

1,495,664‌

500,000

Darden

Restaurants,

Inc

6

.300

10/10/33

535,813‌

300,000

Darden

Restaurants,

Inc

4

.550

02/15/48

244,577‌

500,000

Emory

University

2

.143

09/01/30

449,228‌

500,000

Emory

University

2

.969

09/01/50

325,010‌

750,000

Expedia

Group,

Inc

4

.625

08/01/27

753,045‌

175,000

Expedia

Group,

Inc

3

.800

02/15/28

172,410‌

750,000

Expedia

Group,

Inc

3

.250

02/15/30

707,500‌

270,000

Expedia

Group,

Inc

2

.950

03/15/31

246,088‌

1,000,000

Expedia

Group,

Inc

5

.400

02/15/35

1,006,893‌

100,000

Georgetown

University

4

.315

04/01/49

82,764‌

500,000

Georgetown

University

2

.943

04/01/50

321,837‌

200,000

(a)

Georgetown

University

5

.115

04/01/53

182,457‌

300,000

Georgetown

University

5

.215

10/01/18

263,268‌

2,000,000

Howard

University

5

.209

10/01/52

1,735,041‌

275,000

Hyatt

Hotels

Corp

5

.750

01/30/27

280,661‌

200,000

Hyatt

Hotels

Corp

4

.375

09/15/28

199,330‌

500,000

Hyatt

Hotels

Corp

5

.250

06/30/29

508,644‌

1,100,000

(a)

Hyatt

Hotels

Corp

5

.750

04/23/30

1,137,864‌

500,000

Hyatt

Hotels

Corp

5

.375

12/15/31

506,989‌

500,000

Hyatt

Hotels

Corp

5

.750

03/30/32

513,308‌

500,000

Hyatt

Hotels

Corp

5

.500

06/30/34

499,692‌

500,000

Johns

Hopkins

University

4

.705

07/01/32

502,479‌

750,000

Johns

Hopkins

University

2

.813

01/01/60

442,513‌

1,000,000

Las

Vegas

Sands

Corp

6

.000

08/15/29

1,027,801‌

500,000

Las

Vegas

Sands

Corp

6

.000

06/14/30

515,837‌

1,000,000

Las

Vegas

Sands

Corp

6

.200

08/15/34

1,021,473‌

500,000

Leland

Stanford

Junior

University

1

.289

06/01/27

476,513‌

1,000,000

Leland

Stanford

Junior

University

4

.679

03/01/35

993,051‌

300,000

Leland

Stanford

Junior

University

3

.647

05/01/48

228,777‌

1,000,000

Leland

Stanford

Junior

University

2

.413

06/01/50

590,910‌

750,000

Marriott

International,

Inc

5

.550

10/15/28

777,982‌

300,000

Marriott

International,

Inc

4

.650

12/01/28

302,325‌

500,000

Marriott

International,

Inc

4

.900

04/15/29

508,897‌

1,000,000

Marriott

International,

Inc

4

.875

05/15/29

1,014,045‌

500,000

Marriott

International,

Inc

4

.800

03/15/30

504,638‌

400,000

Marriott

International,

Inc

4

.625

06/15/30

400,947‌

1,000,000

Marriott

International,

Inc

2

.850

04/15/31

908,021‌

1,000,000

Marriott

International,

Inc

5

.100

04/15/32

1,011,267‌

1,000,000

Marriott

International,

Inc

3

.500

10/15/32

909,075‌

1,000,000

Marriott

International,

Inc

2

.750

10/15/33

851,267‌

1,000,000

Marriott

International,

Inc

5

.300

05/15/34

1,012,106‌

500,000

Marriott

International,

Inc

5

.350

03/15/35

504,092‌

1,000,000

Marriott

International,

Inc

5

.500

04/15/37

1,000,166‌

1,500,000

Massachusetts

Institute

of

Technology

2

.989

07/01/50

1,007,375‌

Bond

Index

Fund

26

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.4%

(continued)

$

1,000,000

Massachusetts

Institute

of

Technology

2

.294

%

07/01/51

$

561,522‌

405,000

Massachusetts

Institute

of

Technology

5

.618

06/01/55

417,286‌

750,000

Massachusetts

Institute

of

Technology

5

.600

07/01/11

746,570‌

200,000

Massachusetts

Institute

of

Technology

4

.678

07/01/14

166,231‌

300,000

Massachusetts

Institute

of

Technology

3

.885

07/01/16

207,468‌

775,000

McDonald's

Corp

3

.800

04/01/28

768,639‌

1,000,000

McDonald's

Corp

4

.800

08/14/28

1,018,743‌

1,000,000

McDonald's

Corp

5

.000

05/17/29

1,027,239‌

750,000

McDonald's

Corp

2

.625

09/01/29

704,095‌

500,000

McDonald's

Corp

2

.125

03/01/30

453,733‌

500,000

McDonald's

Corp

4

.600

05/15/30

505,381‌

200,000

McDonald's

Corp

4

.600

09/09/32

200,346‌

1,500,000

McDonald's

Corp

4

.950

08/14/33

1,527,969‌

1,000,000

McDonald's

Corp

5

.200

05/17/34

1,026,664‌

1,500,000

McDonald's

Corp

4

.950

03/03/35

1,499,117‌

2,225,000

McDonald's

Corp

4

.700

12/09/35

2,170,103‌

250,000

McDonald's

Corp

6

.300

10/15/37

273,766‌

100,000

McDonald's

Corp

6

.300

03/01/38

109,145‌

250,000

McDonald's

Corp

4

.600

05/26/45

217,085‌

1,275,000

McDonald's

Corp

4

.875

12/09/45

1,149,860‌

725,000

McDonald's

Corp

4

.450

03/01/47

612,751‌

625,000

McDonald's

Corp

4

.450

09/01/48

520,239‌

825,000

McDonald's

Corp

3

.625

09/01/49

598,404‌

1,350,000

McDonald's

Corp

4

.200

04/01/50

1,071,811‌

500,000

McDonald's

Corp

5

.150

09/09/52

457,859‌

1,000,000

(a)

McDonald's

Corp

5

.450

08/14/53

960,780‌

750,000

Northeastern

University

2

.894

10/01/50

491,008‌

1,500,000

Northwestern

University

4

.940

12/01/35

1,509,787‌

200,000

Northwestern

University

3

.868

12/01/48

155,742‌

750,000

Northwestern

University

2

.640

12/01/50

465,411‌

200,000

Northwestern

University

3

.662

12/01/57

141,927‌

750,000

President

and

Fellows

of

Harvard

College

4

.887

03/15/30

770,465‌

2,000,000

(a)

President

and

Fellows

of

Harvard

College

4

.609

02/15/35

1,977,027‌

750,000

President

and

Fellows

of

Harvard

College

5

.259

03/15/36

777,082‌

750,000

President

and

Fellows

of

Harvard

College

3

.619

10/01/37

658,351‌

200,000

President

and

Fellows

of

Harvard

College

3

.150

07/15/46

143,705‌

1,000,000

President

and

Fellows

of

Harvard

College

2

.517

10/15/50

606,626‌

1,000,000

President

and

Fellows

of

Harvard

College

3

.745

11/15/52

766,103‌

200,000

President

and

Fellows

of

Harvard

College

3

.300

07/15/56

135,441‌

3,500,000

Sands

China

Ltd

5

.900

08/08/28

3,526,099‌

1,500,000

Sands

China

Ltd

2

.850

03/08/29

1,379,211‌

500,000

Starbucks

Corp

2

.000

03/12/27

481,068‌

750,000

Starbucks

Corp

3

.550

08/15/29

729,657‌

500,000

Starbucks

Corp

2

.250

03/12/30

453,406‌

1,500,000

Starbucks

Corp

2

.550

11/15/30

1,359,504‌

750,000

Starbucks

Corp

4

.900

02/15/31

765,815‌

1,250,000

Starbucks

Corp

3

.000

02/14/32

1,131,409‌

1,000,000

Starbucks

Corp

4

.800

02/15/33

999,701‌

1,500,000

Starbucks

Corp

5

.000

02/15/34

1,509,706‌

200,000

Starbucks

Corp

4

.300

06/15/45

162,518‌

200,000

Starbucks

Corp

3

.750

12/01/47

147,469‌

650,000

Starbucks

Corp

4

.500

11/15/48

539,263‌

1,000,000

Starbucks

Corp

4

.450

08/15/49

817,779‌

500,000

Starbucks

Corp

3

.350

03/12/50

337,233‌

500,000

Starbucks

Corp

3

.500

11/15/50

348,100‌

652,000

Thomas

Jefferson

University

3

.847

11/01/57

450,827‌

500,000

Trustees

of

Boston

College

3

.129

07/01/52

342,345‌

2,000,000

Trustees

of

Columbia

University

in

the

City

of

New

York

4

.355

10/01/35

1,917,081‌

1,000,000

Trustees

of

Princeton

University

4

.647

07/01/30

1,023,438‌

1,000,000

Trustees

of

Princeton

University

2

.516

07/01/50

611,129‌

665,000

Trustees

of

Princeton

University

4

.201

03/01/52

553,728‌

1,000,000

University

of

Miami

4

.063

04/01/52

782,875‌

27

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.4%

(continued)

$

200,000

University

of

Notre

Dame

du

Lac

3

.438

%

02/15/45

$

152,405‌

200,000

University

of

Notre

Dame

du

Lac

3

.394

02/15/48

147,122‌

1,000,000

University

of

Southern

California

2

.945

10/01/51

639,038‌

720,000

University

of

Southern

California

4

.976

10/01/53

663,192‌

1,000,000

University

of

Southern

California

3

.226

10/01/20

571,178‌

1,000,000

Washington

University

3

.524

04/15/54

714,991‌

500,000

Washington

University

4

.349

04/15/22

380,621‌

200,000

Wesleyan

University

4

.781

07/01/16

155,318‌

200,000

William

Marsh

Rice

University

3

.574

05/15/45

156,430‌

200,000

William

Marsh

Rice

University

3

.774

05/15/55

150,626‌

750,000

Yale

University

1

.482

04/15/30

663,273‌

750,000

Yale

University

4

.701

04/15/32

760,608‌

750,000

Yale

University

2

.402

04/15/50

443,202‌

TOTAL

CONSUMER

SERVICES

88,717,272‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

20,000

Ahold

Finance

USA

LLC

6

.875

05/01/29

21,601‌

625,000

Costco

Wholesale

Corp

3

.000

05/18/27

615,782‌

475,000

Costco

Wholesale

Corp

1

.375

06/20/27

452,999‌

725,000

Costco

Wholesale

Corp

1

.600

04/20/30

646,917‌

1,800,000

Costco

Wholesale

Corp

1

.750

04/20/32

1,539,884‌

1,033,000

Diageo

Capital

plc

2

.000

04/29/30

929,229‌

1,900,000

Diageo

Capital

plc

2

.125

04/29/32

1,619,517‌

300,000

Dollar

General

Corp

3

.875

04/15/27

297,274‌

1,000,000

Dollar

General

Corp

4

.625

11/01/27

1,006,131‌

500,000

Dollar

General

Corp

4

.125

05/01/28

496,051‌

1,000,000

Dollar

General

Corp

5

.200

07/05/28

1,019,739‌

500,000

Dollar

General

Corp

3

.500

04/03/30

474,557‌

500,000

Dollar

General

Corp

5

.000

11/01/32

501,650‌

1,000,000

(a)

Dollar

General

Corp

5

.450

07/05/33

1,022,607‌

500,000

Dollar

General

Corp

4

.125

04/03/50

375,765‌

500,000

Dollar

General

Corp

5

.500

11/01/52

462,509‌

500,000

Dollar

Tree,

Inc

4

.200

05/15/28

495,278‌

1,000,000

Dollar

Tree,

Inc

2

.650

12/01/31

882,682‌

1,000,000

Dollar

Tree,

Inc

3

.375

12/01/51

633,987‌

69,000

Koninklijke

Ahold

Delhaize

NV

5

.700

10/01/40

70,536‌

1,275,000

Kroger

Co

2

.650

10/15/26

1,249,142‌

175,000

Kroger

Co

3

.700

08/01/27

173,434‌

1,150,000

Kroger

Co

4

.500

01/15/29

1,159,566‌

250,000

Kroger

Co

2

.200

05/01/30

226,166‌

1,500,000

Kroger

Co

1

.700

01/15/31

1,294,935‌

1,550,000

Kroger

Co

5

.000

09/15/34

1,538,914‌

100,000

Kroger

Co

6

.900

04/15/38

112,001‌

250,000

Kroger

Co

5

.000

04/15/42

227,125‌

300,000

Kroger

Co

5

.150

08/01/43

277,535‌

300,000

Kroger

Co

3

.875

10/15/46

228,076‌

900,000

Kroger

Co

4

.450

02/01/47

746,452‌

700,000

Kroger

Co

4

.650

01/15/48

591,639‌

300,000

Kroger

Co

5

.400

01/15/49

280,413‌

500,000

Kroger

Co

3

.950

01/15/50

375,989‌

1,550,000

Kroger

Co

5

.500

09/15/54

1,471,341‌

1,700,000

Kroger

Co

5

.650

09/15/64

1,609,284‌

500,000

Starbucks

Corp

4

.800

05/15/30

506,290‌

500,000

Starbucks

Corp

5

.400

05/15/35

509,465‌

350,000

SYSCO

Corp

3

.300

07/15/26

345,974‌

500,000

SYSCO

Corp

5

.750

01/17/29

521,301‌

1,000,000

SYSCO

Corp

2

.400

02/15/30

914,695‌

332,000

SYSCO

Corp

5

.950

04/01/30

351,478‌

500,000

SYSCO

Corp

5

.100

09/23/30

512,263‌

400,000

SYSCO

Corp

2

.450

12/14/31

350,394‌

2,275,000

SYSCO

Corp

6

.000

01/17/34

2,440,685‌

400,000

SYSCO

Corp

5

.400

03/23/35

406,858‌

300,000

SYSCO

Corp

4

.850

10/01/45

265,380‌

Bond

Index

Fund

28

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

(continued)

$

500,000

SYSCO

Corp

4

.500

%

04/01/46

$

418,550‌

250,000

SYSCO

Corp

4

.450

03/15/48

207,703‌

550,000

SYSCO

Corp

3

.300

02/15/50

368,140‌

905,000

SYSCO

Corp

6

.600

04/01/50

980,205‌

675,000

SYSCO

Corp

3

.150

12/14/51

431,208‌

1,700,000

Target

Corp

2

.500

04/15/26

1,676,611‌

1,000,000

Target

Corp

1

.950

01/15/27

968,595‌

600,000

Target

Corp

2

.350

02/15/30

553,552‌

5,000,000

Target

Corp

2

.650

09/15/30

4,619,262‌

500,000

Target

Corp

4

.500

09/15/32

497,238‌

1,000,000

Target

Corp

4

.400

01/15/33

983,030‌

875,000

Target

Corp

4

.500

09/15/34

848,050‌

1,500,000

Target

Corp

5

.000

04/15/35

1,497,662‌

1,000,000

Target

Corp

5

.250

02/15/36

1,009,297‌

1,000,000

Target

Corp

2

.950

01/15/52

632,990‌

1,500,000

Target

Corp

4

.800

01/15/53

1,321,730‌

5,000,000

Walmart,

Inc

1

.050

09/17/26

4,832,234‌

3,000,000

Walmart,

Inc

3

.950

09/09/27

3,002,617‌

3,000,000

Walmart,

Inc

3

.900

04/15/28

3,003,354‌

1,000,000

Walmart,

Inc

1

.500

09/22/28

926,913‌

21,000

Walmart,

Inc

2

.375

09/24/29

19,691‌

2,000,000

Walmart,

Inc

4

.000

04/15/30

2,001,681‌

1,750,000

Walmart,

Inc

1

.800

09/22/31

1,524,547‌

5,000,000

Walmart,

Inc

4

.150

09/09/32

4,939,067‌

900,000

Walmart,

Inc

4

.100

04/15/33

879,097‌

825,000

Walmart,

Inc

2

.500

09/22/41

582,619‌

1,500,000

Walmart,

Inc

2

.650

09/22/51

937,318‌

4,000,000

Walmart,

Inc

4

.500

09/09/52

3,496,456‌

1,850,000

Walmart,

Inc

4

.500

04/15/53

1,620,343‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

77,031,250‌

ENERGY

-

1.7%

1,000,000

(c)

APA

Corp

6

.100

02/15/35

980,730‌

750,000

(c)

APA

Corp

5

.350

07/01/49

595,326‌

1,000,000

(c)

APA

Corp

6

.750

02/15/55

944,612‌

500,000

(c)

Apollo

Debt

Solutions

BDC

6

.550

03/15/32

510,697‌

1,000,000

Baker

Hughes

Holdings

LLC

2

.061

12/15/26

968,811‌

875,000

Baker

Hughes

Holdings

LLC

3

.337

12/15/27

857,290‌

1,000,000

Baker

Hughes

Holdings

LLC

3

.138

11/07/29

953,437‌

500,000

Baker

Hughes

Holdings

LLC

4

.486

05/01/30

501,080‌

800,000

Baker

Hughes

Holdings

LLC

5

.125

09/15/40

769,447‌

875,000

Baker

Hughes

Holdings

LLC

4

.080

12/15/47

682,965‌

475,000

Boardwalk

Pipelines

LP

5

.950

06/01/26

478,957‌

450,000

Boardwalk

Pipelines

LP

4

.450

07/15/27

449,877‌

1,000,000

Boardwalk

Pipelines

LP

3

.600

09/01/32

905,154‌

1,000,000

Boardwalk

Pipelines

LP

5

.625

08/01/34

1,014,328‌

1,000,000

BP

Capital

Markets

America,

Inc

5

.017

11/17/27

1,018,244‌

750,000

BP

Capital

Markets

America,

Inc

3

.937

09/21/28

744,135‌

1,300,000

BP

Capital

Markets

America,

Inc

4

.234

11/06/28

1,300,419‌

2,000,000

BP

Capital

Markets

America,

Inc

4

.699

04/10/29

2,029,751‌

1,000,000

BP

Capital

Markets

America,

Inc

4

.970

10/17/29

1,025,793‌

1,500,000

BP

Capital

Markets

America,

Inc

4

.868

11/25/29

1,531,153‌

1,000,000

BP

Capital

Markets

America,

Inc

3

.633

04/06/30

970,147‌

1,000,000

BP

Capital

Markets

America,

Inc

1

.749

08/10/30

878,676‌

2,000,000

BP

Capital

Markets

America,

Inc

2

.721

01/12/32

1,788,119‌

2,350,000

BP

Capital

Markets

America,

Inc

4

.812

02/13/33

2,346,858‌

850,000

BP

Capital

Markets

America,

Inc

4

.893

09/11/33

852,025‌

900,000

BP

Capital

Markets

America,

Inc

4

.989

04/10/34

905,669‌

3,000,000

BP

Capital

Markets

America,

Inc

5

.227

11/17/34

3,052,355‌

1,000,000

BP

Capital

Markets

America,

Inc

3

.060

06/17/41

738,111‌

1,000,000

BP

Capital

Markets

America,

Inc

3

.000

02/24/50

642,143‌

950,000

BP

Capital

Markets

America,

Inc

2

.772

11/10/50

579,653‌

1,500,000

BP

Capital

Markets

America,

Inc

2

.939

06/04/51

941,335‌

29

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,000,000

BP

Capital

Markets

America,

Inc

3

.001

%

03/17/52

$

630,424‌

1,500,000

BP

Capital

Markets

America,

Inc

3

.379

02/08/61

966,762‌

925,000

BP

Capital

Markets

plc

3

.279

09/19/27

907,261‌

500,000

(c)

Canadian

Natural

Resources

Ltd

5

.000

12/15/29

504,506‌

1,500,000

Canadian

Natural

Resources

Ltd

2

.950

07/15/30

1,375,697‌

1,500,000

(c)

Canadian

Natural

Resources

Ltd

5

.400

12/15/34

1,490,271‌

1,625,000

Canadian

Natural

Resources

Ltd

6

.250

03/15/38

1,685,178‌

800,000

Canadian

Natural

Resources

Ltd

4

.950

06/01/47

683,060‌

1,200,000

Cenovus

Energy,

Inc

2

.650

01/15/32

1,036,777‌

1,425,000

Cenovus

Energy,

Inc

3

.750

02/15/52

967,717‌

1,700,000

Cheniere

Corpus

Christi

Holdings

LLC

3

.700

11/15/29

1,639,991‌

500,000

Cheniere

Corpus

Christi

Holdings

LLC

2

.742

12/31/39

406,943‌

1,000,000

Cheniere

Energy

Partners

LP

4

.500

10/01/29

989,296‌

1,000,000

Cheniere

Energy

Partners

LP

4

.000

03/01/31

951,582‌

1,000,000

Cheniere

Energy

Partners

LP

3

.250

01/31/32

896,436‌

2,350,000

Cheniere

Energy

Partners

LP

5

.950

06/30/33

2,453,013‌

675,000

(b),(c)

Cheniere

Energy

Partners

LP

5

.550

10/30/35

680,307‌

2,100,000

Cheniere

Energy,

Inc

5

.650

04/15/34

2,150,777‌

1,600,000

Chevron

Corp

2

.236

05/11/30

1,461,040‌

500,000

Chevron

Corp

3

.078

05/11/50

336,724‌

2,000,000

Chevron

USA,

Inc

1

.018

08/12/27

1,880,251‌

1,000,000

Chevron

USA,

Inc

4

.475

02/26/28

1,011,928‌

1,000,000

Chevron

USA,

Inc

3

.250

10/15/29

969,933‌

2,000,000

Chevron

USA,

Inc

4

.687

04/15/30

2,039,896‌

1,000,000

Chevron

USA,

Inc

4

.819

04/15/32

1,019,666‌

1,250,000

Chevron

USA,

Inc

4

.980

04/15/35

1,264,230‌

250,000

Chevron

USA,

Inc

2

.343

08/12/50

143,034‌

300,000

Columbia

Pipeline

Group,

Inc

5

.800

06/01/45

288,914‌

1,000,000

(c)

Columbia

Pipelines

Operating

Co

LLC

5

.695

10/01/54

925,070‌

750,000

ConocoPhillips

5

.900

10/15/32

809,429‌

1,500,000

ConocoPhillips

Co

4

.700

01/15/30

1,520,963‌

1,000,000

ConocoPhillips

Co

4

.850

01/15/32

1,010,307‌

875,000

ConocoPhillips

Co

5

.050

09/15/33

890,527‌

77,000

ConocoPhillips

Co

4

.150

11/15/34

71,527‌

1,500,000

ConocoPhillips

Co

5

.000

01/15/35

1,498,903‌

1,700,000

ConocoPhillips

Co

3

.758

03/15/42

1,359,843‌

300,000

ConocoPhillips

Co

4

.300

11/15/44

249,511‌

850,000

ConocoPhillips

Co

3

.800

03/15/52

617,044‌

400,000

ConocoPhillips

Co

5

.300

05/15/53

368,885‌

575,000

ConocoPhillips

Co

5

.550

03/15/54

549,525‌

1,500,000

ConocoPhillips

Co

5

.500

01/15/55

1,423,228‌

1,612,000

ConocoPhillips

Co

4

.025

03/15/62

1,160,700‌

1,500,000

ConocoPhillips

Co

5

.700

09/15/63

1,434,564‌

1,000,000

ConocoPhillips

Co

5

.650

01/15/65

951,277‌

1,500,000

Continental

Resources,

Inc

4

.375

01/15/28

1,479,012‌

300,000

Coterra

Energy,

Inc

4

.375

03/15/29

297,098‌

500,000

Coterra

Energy,

Inc

5

.600

03/15/34

504,245‌

1,000,000

Coterra

Energy,

Inc

5

.400

02/15/35

989,873‌

1,000,000

Coterra

Energy,

Inc

5

.900

02/15/55

930,848‌

1,000,000

DCP

Midstream

Operating

LP

5

.625

07/15/27

1,022,221‌

1,000,000

DCP

Midstream

Operating

LP

5

.125

05/15/29

1,015,832‌

2,000,000

Devon

Energy

Corp

4

.500

01/15/30

1,979,461‌

1,000,000

Devon

Energy

Corp

5

.200

09/15/34

971,137‌

885,000

Devon

Energy

Corp

5

.600

07/15/41

818,651‌

700,000

Devon

Energy

Corp

4

.750

05/15/42

585,970‌

1,100,000

Devon

Energy

Corp

5

.000

06/15/45

914,908‌

1,000,000

Devon

Energy

Corp

5

.750

09/15/54

900,280‌

425,000

Diamondback

Energy,

Inc

3

.250

12/01/26

418,708‌

1,000,000

Diamondback

Energy,

Inc

3

.500

12/01/29

956,618‌

1,000,000

Diamondback

Energy,

Inc

5

.150

01/30/30

1,022,816‌

650,000

Diamondback

Energy,

Inc

3

.125

03/24/31

595,364‌

1,000,000

Diamondback

Energy,

Inc

6

.250

03/15/33

1,065,014‌

Bond

Index

Fund

30

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

825,000

Diamondback

Energy,

Inc

5

.400

%

04/18/34

$

827,441‌

325,000

Diamondback

Energy,

Inc

5

.550

04/01/35

328,528‌

1,000,000

Diamondback

Energy,

Inc

4

.400

03/24/51

771,618‌

450,000

Diamondback

Energy,

Inc

4

.250

03/15/52

338,614‌

1,000,000

Diamondback

Energy,

Inc

6

.250

03/15/53

988,744‌

1,500,000

Diamondback

Energy,

Inc

5

.750

04/18/54

1,392,335‌

1,000,000

Diamondback

Energy,

Inc

5

.900

04/18/64

925,531‌

986,000

Eastern

Energy

Gas

Holdings

LLC

5

.650

10/15/54

942,253‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4

.800

11/01/43

173,478‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4

.600

12/15/44

167,863‌

300,000

Enbridge

Energy

Partners

LP

5

.500

09/15/40

289,174‌

200,000

Enbridge

Energy

Partners

LP

7

.375

10/15/45

228,523‌

100,000

Enbridge,

Inc

4

.250

12/01/26

99,806‌

100,000

Enbridge,

Inc

3

.700

07/15/27

98,755‌

425,000

Enbridge,

Inc

4

.600

06/20/28

428,191‌

1,500,000

Enbridge,

Inc

6

.000

11/15/28

1,574,704‌

500,000

Enbridge,

Inc

5

.300

04/05/29

513,565‌

500,000

Enbridge,

Inc

3

.125

11/15/29

472,334‌

1,000,000

Enbridge,

Inc

4

.900

06/20/30

1,010,014‌

1,000,000

Enbridge,

Inc

6

.200

11/15/30

1,069,702‌

500,000

Enbridge,

Inc

5

.700

03/08/33

518,392‌

1,500,000

Enbridge,

Inc

2

.500

08/01/33

1,246,376‌

350,000

Enbridge,

Inc

5

.625

04/05/34

359,595‌

1,500,000

Enbridge,

Inc

5

.550

06/20/35

1,524,923‌

300,000

Enbridge,

Inc

4

.500

06/10/44

245,885‌

925,000

Enbridge,

Inc

5

.500

12/01/46

881,095‌

1,000,000

Enbridge,

Inc

4

.000

11/15/49

735,061‌

2,000,000

Enbridge,

Inc

3

.400

08/01/51

1,321,739‌

1,000,000

Enbridge,

Inc

6

.700

11/15/53

1,081,505‌

1,700,000

Enbridge,

Inc

5

.950

04/05/54

1,682,477‌

750,000

Enbridge,

Inc

7

.200

06/27/54

770,507‌

750,000

Enbridge,

Inc

7

.375

03/15/55

779,241‌

1,000,000

Enbridge,

Inc

8

.250

01/15/84

1,057,148‌

1,000,000

Enbridge,

Inc

8

.500

01/15/84

1,113,368‌

400,000

Energy

Transfer

LP

3

.900

07/15/26

397,382‌

200,000

Energy

Transfer

LP

4

.400

03/15/27

199,981‌

250,000

Energy

Transfer

LP

4

.200

04/15/27

248,987‌

350,000

Energy

Transfer

LP

4

.950

06/15/28

355,198‌

1,000,000

Energy

Transfer

LP

6

.100

12/01/28

1,050,470‌

1,600,000

Energy

Transfer

LP

5

.250

04/15/29

1,638,582‌

1,000,000

Energy

Transfer

LP

5

.250

07/01/29

1,024,490‌

450,000

Energy

Transfer

LP

5

.200

04/01/30

460,033‌

3,125,000

Energy

Transfer

LP

3

.750

05/15/30

2,998,308‌

1,000,000

Energy

Transfer

LP

6

.400

12/01/30

1,077,644‌

2,100,000

Energy

Transfer

LP

5

.750

02/15/33

2,179,787‌

1,550,000

Energy

Transfer

LP

6

.550

12/01/33

1,681,693‌

2,400,000

Energy

Transfer

LP

5

.550

05/15/34

2,429,691‌

1,000,000

Energy

Transfer

LP

5

.600

09/01/34

1,015,614‌

400,000

Energy

Transfer

LP

4

.900

03/15/35

382,533‌

2,000,000

Energy

Transfer

LP

5

.700

04/01/35

2,037,187‌

500,000

Energy

Transfer

LP

5

.800

06/15/38

501,678‌

140,000

Energy

Transfer

LP

7

.500

07/01/38

160,068‌

650,000

Energy

Transfer

LP

6

.500

02/01/42

673,634‌

100,000

Energy

Transfer

LP

6

.100

02/15/42

98,458‌

200,000

Energy

Transfer

LP

5

.150

02/01/43

175,007‌

200,000

Energy

Transfer

LP

5

.950

10/01/43

189,998‌

300,000

Energy

Transfer

LP

5

.300

04/01/44

268,715‌

100,000

Energy

Transfer

LP

5

.000

05/15/44

86,169‌

550,000

Energy

Transfer

LP

5

.150

03/15/45

484,647‌

200,000

Energy

Transfer

LP

5

.350

05/15/45

180,123‌

625,000

Energy

Transfer

LP

6

.125

12/15/45

613,860‌

500,000

Energy

Transfer

LP

5

.300

04/15/47

441,013‌

31

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,225,000

Energy

Transfer

LP

5

.400

%

10/01/47

$

1,090,888‌

1,025,000

Energy

Transfer

LP

6

.000

06/15/48

984,267‌

2,750,000

Energy

Transfer

LP

6

.250

04/15/49

2,712,530‌

2,175,000

Energy

Transfer

LP

5

.000

05/15/50

1,817,583‌

1,400,000

Energy

Transfer

LP

5

.950

05/15/54

1,331,816‌

2,000,000

Energy

Transfer

LP

6

.200

04/01/55

1,968,991‌

1,000,000

Enterprise

Products

Operating

LLC

4

.300

06/20/28

1,004,523‌

1,450,000

Enterprise

Products

Operating

LLC

3

.125

07/31/29

1,386,104‌

750,000

Enterprise

Products

Operating

LLC

2

.800

01/31/30

702,890‌

1,000,000

Enterprise

Products

Operating

LLC

4

.600

01/15/31

1,007,607‌

1,500,000

Enterprise

Products

Operating

LLC

5

.350

01/31/33

1,554,581‌

1,500,000

Enterprise

Products

Operating

LLC

4

.850

01/31/34

1,493,966‌

1,000,000

Enterprise

Products

Operating

LLC

4

.950

02/15/35

996,518‌

725,000

Enterprise

Products

Operating

LLC

5

.200

01/15/36

729,906‌

480,000

Enterprise

Products

Operating

LLC

6

.125

10/15/39

511,052‌

175,000

Enterprise

Products

Operating

LLC

5

.950

02/01/41

181,860‌

525,000

Enterprise

Products

Operating

LLC

4

.850

08/15/42

480,068‌

325,000

Enterprise

Products

Operating

LLC

4

.450

02/15/43

281,317‌

1,775,000

Enterprise

Products

Operating

LLC

4

.850

03/15/44

1,599,064‌

775,000

Enterprise

Products

Operating

LLC

5

.100

02/15/45

720,082‌

500,000

Enterprise

Products

Operating

LLC

4

.900

05/15/46

449,515‌

675,000

Enterprise

Products

Operating

LLC

4

.250

02/15/48

546,923‌

2,475,000

Enterprise

Products

Operating

LLC

4

.800

02/01/49

2,157,693‌

950,000

Enterprise

Products

Operating

LLC

4

.200

01/31/50

752,913‌

1,000,000

Enterprise

Products

Operating

LLC

3

.200

02/15/52

652,512‌

1,425,000

Enterprise

Products

Operating

LLC

3

.300

02/15/53

942,282‌

200,000

Enterprise

Products

Operating

LLC

4

.950

10/15/54

174,749‌

2,000,000

Enterprise

Products

Operating

LLC

5

.550

02/16/55

1,929,460‌

1,625,000

Enterprise

Products

Operating

LLC

3

.950

01/31/60

1,182,312‌

700,000

Enterprise

Products

Operating

LLC

5

.250

08/16/77

692,592‌

100,000

Enterprise

Products

Operating

LLC

7

.573

08/16/77

99,380‌

400,000

Enterprise

Products

Operating

LLC

5

.375

02/15/78

393,440‌

1,000,000

(b)

EOG

Resources,

Inc

4

.400

07/15/28

1,005,774‌

500,000

EOG

Resources,

Inc

4

.375

04/15/30

499,752‌

1,500,000

(b)

EOG

Resources,

Inc

5

.000

07/15/32

1,518,243‌

200,000

EOG

Resources,

Inc

3

.900

04/01/35

182,954‌

200,000

EOG

Resources,

Inc

5

.100

01/15/36

199,145‌

1,500,000

(b)

EOG

Resources,

Inc

5

.350

01/15/36

1,521,187‌

500,000

EOG

Resources,

Inc

4

.950

04/15/50

444,735‌

1,500,000

EOG

Resources,

Inc

5

.650

12/01/54

1,464,225‌

1,000,000

(b)

EOG

Resources,

Inc

5

.950

07/15/55

1,018,344‌

2,000,000

EQT

Corp

5

.750

02/01/34

2,067,935‌

400,000

Equinor

ASA

1

.750

01/22/26

394,031‌

500,000

Equinor

ASA

3

.000

04/06/27

492,079‌

1,000,000

Equinor

ASA

4

.250

06/02/28

1,006,008‌

1,500,000

Equinor

ASA

3

.625

09/10/28

1,479,249‌

300,000

Equinor

ASA

3

.125

04/06/30

286,305‌

1,175,000

Equinor

ASA

2

.375

05/22/30

1,078,627‌

1,000,000

Equinor

ASA

4

.500

09/03/30

1,006,743‌

1,000,000

Equinor

ASA

5

.125

06/03/35

1,017,192‌

300,000

Equinor

ASA

3

.625

04/06/40

250,794‌

200,000

Equinor

ASA

5

.100

08/17/40

197,248‌

400,000

Equinor

ASA

4

.250

11/23/41

353,559‌

300,000

Equinor

ASA

3

.950

05/15/43

251,315‌

1,300,000

Equinor

ASA

4

.800

11/08/43

1,201,247‌

750,000

Equinor

ASA

3

.250

11/18/49

524,265‌

1,300,000

Equinor

ASA

3

.700

04/06/50

980,810‌

2,500,000

Expand

Energy

Corp

5

.700

01/15/35

2,535,647‌

1,000,000

Exxon

Mobil

Corp

2

.275

08/16/26

980,579‌

1,750,000

Exxon

Mobil

Corp

3

.294

03/19/27

1,736,288‌

1,000,000

(a)

Exxon

Mobil

Corp

2

.440

08/16/29

942,134‌

750,000

Exxon

Mobil

Corp

3

.482

03/19/30

729,027‌

Bond

Index

Fund

32

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

750,000

Exxon

Mobil

Corp

2

.610

%

10/15/30

$

694,088‌

1,000,000

Exxon

Mobil

Corp

2

.995

08/16/39

778,761‌

3,250,000

Exxon

Mobil

Corp

4

.227

03/19/40

2,906,524‌

500,000

Exxon

Mobil

Corp

3

.567

03/06/45

383,401‌

1,225,000

Exxon

Mobil

Corp

4

.114

03/01/46

1,005,594‌

1,400,000

Exxon

Mobil

Corp

3

.095

08/16/49

934,624‌

2,100,000

Exxon

Mobil

Corp

4

.327

03/19/50

1,740,373‌

2,800,000

Exxon

Mobil

Corp

3

.452

04/15/51

1,984,881‌

2,000,000

Halliburton

Co

2

.920

03/01/30

1,860,165‌

500,000

Halliburton

Co

4

.850

11/15/35

481,229‌

125,000

Halliburton

Co

6

.700

09/15/38

137,146‌

125,000

Halliburton

Co

7

.450

09/15/39

146,333‌

750,000

Halliburton

Co

4

.750

08/01/43

650,349‌

2,825,000

Halliburton

Co

5

.000

11/15/45

2,499,468‌

1,000,000

Helmerich

&

Payne,

Inc

2

.900

09/29/31

836,158‌

500,000

(a),(c)

Helmerich

&

Payne,

Inc

5

.500

12/01/34

455,840‌

2,100,000

Hess

Corp

4

.300

04/01/27

2,095,075‌

200,000

Hess

Corp

6

.000

01/15/40

210,488‌

1,190,000

Hess

Corp

5

.600

02/15/41

1,181,618‌

900,000

Hess

Corp

5

.800

04/01/47

895,172‌

1,000,000

HF

Sinclair

Corp

5

.750

01/15/31

1,024,075‌

1,000,000

HF

Sinclair

Corp

6

.250

01/15/35

1,015,065‌

300,000

Kinder

Morgan

Energy

Partners

LP

6

.950

01/15/38

332,666‌

535,000

Kinder

Morgan

Energy

Partners

LP

6

.500

09/01/39

568,460‌

400,000

Kinder

Morgan

Energy

Partners

LP

4

.700

11/01/42

347,526‌

500,000

Kinder

Morgan

Energy

Partners

LP

5

.000

03/01/43

445,289‌

400,000

Kinder

Morgan

Energy

Partners

LP

5

.500

03/01/44

376,983‌

200,000

Kinder

Morgan

Energy

Partners

LP

5

.400

09/01/44

184,869‌

2,825,000

Kinder

Morgan,

Inc

4

.300

03/01/28

2,827,313‌

1,000,000

Kinder

Morgan,

Inc

5

.000

02/01/29

1,015,589‌

1,000,000

Kinder

Morgan,

Inc

5

.100

08/01/29

1,020,395‌

1,500,000

Kinder

Morgan,

Inc

5

.150

06/01/30

1,531,530‌

450,000

Kinder

Morgan,

Inc

2

.000

02/15/31

392,701‌

300,000

Kinder

Morgan,

Inc

7

.750

01/15/32

346,296‌

1,250,000

Kinder

Morgan,

Inc

4

.800

02/01/33

1,229,789‌

1,000,000

Kinder

Morgan,

Inc

5

.200

06/01/33

1,004,745‌

1,000,000

Kinder

Morgan,

Inc

5

.400

02/01/34

1,012,684‌

1,800,000

Kinder

Morgan,

Inc

5

.300

12/01/34

1,795,764‌

300,000

Kinder

Morgan,

Inc

5

.850

06/01/35

310,975‌

1,600,000

Kinder

Morgan,

Inc

5

.550

06/01/45

1,509,279‌

2,325,000

Kinder

Morgan,

Inc

5

.200

03/01/48

2,090,383‌

500,000

Kinder

Morgan,

Inc

3

.250

08/01/50

323,314‌

2,500,000

Kinder

Morgan,

Inc

3

.600

02/15/51

1,722,011‌

750,000

Kinder

Morgan,

Inc

5

.450

08/01/52

690,807‌

1,000,000

Kinder

Morgan,

Inc

5

.950

08/01/54

981,379‌

1,500,000

Magellan

Midstream

Partners

LP

3

.950

03/01/50

1,063,321‌

200,000

Marathon

Petroleum

Corp

3

.800

04/01/28

197,180‌

1,500,000

Marathon

Petroleum

Corp

5

.150

03/01/30

1,528,444‌

500,000

Marathon

Petroleum

Corp

5

.700

03/01/35

507,086‌

1,300,000

Marathon

Petroleum

Corp

6

.500

03/01/41

1,357,119‌

450,000

Marathon

Petroleum

Corp

4

.750

09/15/44

374,285‌

250,000

Marathon

Petroleum

Corp

5

.850

12/15/45

233,641‌

600,000

Marathon

Petroleum

Corp

4

.500

04/01/48

465,438‌

200,000

Marathon

Petroleum

Corp

5

.000

09/15/54

164,189‌

100,000

MPLX

LP

4

.125

03/01/27

99,458‌

150,000

MPLX

LP

4

.250

12/01/27

149,404‌

475,000

MPLX

LP

4

.000

03/15/28

470,340‌

2,125,000

MPLX

LP

2

.650

08/15/30

1,923,220‌

500,000

MPLX

LP

4

.950

09/01/32

495,376‌

1,000,000

MPLX

LP

5

.000

03/01/33

986,086‌

1,050,000

MPLX

LP

5

.500

06/01/34

1,054,268‌

1,500,000

MPLX

LP

5

.400

04/01/35

1,489,226‌

33

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

975,000

MPLX

LP

4

.500

%

04/15/38

$

862,316‌

375,000

MPLX

LP

5

.200

03/01/47

327,127‌

700,000

MPLX

LP

5

.200

12/01/47

609,662‌

825,000

MPLX

LP

4

.700

04/15/48

669,304‌

850,000

MPLX

LP

5

.500

02/15/49

767,481‌

2,000,000

MPLX

LP

4

.950

03/14/52

1,655,762‌

600,000

MPLX

LP

5

.650

03/01/53

550,534‌

1,000,000

MPLX

LP

5

.950

04/01/55

952,474‌

1,600,000

MPLX

LP

4

.900

04/15/58

1,282,729‌

500,000

National

Oilwell

Varco,

Inc

3

.600

12/01/29

479,602‌

800,000

National

Oilwell

Varco,

Inc

3

.950

12/01/42

595,437‌

1,000,000

Northwest

Pipeline

LLC

4

.000

04/01/27

993,375‌

1,000,000

Occidental

Petroleum

Corp

5

.200

08/01/29

1,003,216‌

1,500,000

Occidental

Petroleum

Corp

8

.875

07/15/30

1,714,035‌

2,000,000

Occidental

Petroleum

Corp

6

.625

09/01/30

2,114,760‌

1,500,000

Occidental

Petroleum

Corp

7

.500

05/01/31

1,650,960‌

1,000,000

Occidental

Petroleum

Corp

5

.375

01/01/32

991,771‌

1,000,000

(a)

Occidental

Petroleum

Corp

5

.550

10/01/34

981,223‌

1,500,000

Occidental

Petroleum

Corp

6

.450

09/15/36

1,534,684‌

1,500,000

Occidental

Petroleum

Corp

6

.600

03/15/46

1,478,164‌

1,150,000

Occidental

Petroleum

Corp

6

.050

10/01/54

1,053,641‌

130,000

ONEOK

Partners

LP

6

.650

10/01/36

139,666‌

250,000

ONEOK

Partners

LP

6

.850

10/15/37

273,594‌

100,000

ONEOK

Partners

LP

6

.125

02/01/41

99,628‌

1,300,000

ONEOK,

Inc

4

.000

07/13/27

1,291,637‌

750,000

ONEOK,

Inc

5

.650

11/01/28

776,966‌

325,000

ONEOK,

Inc

4

.350

03/15/29

322,520‌

500,000

ONEOK,

Inc

3

.400

09/01/29

477,148‌

1,000,000

ONEOK,

Inc

4

.400

10/15/29

992,340‌

500,000

ONEOK,

Inc

3

.100

03/15/30

466,903‌

475,000

ONEOK,

Inc

3

.250

06/01/30

444,910‌

750,000

ONEOK,

Inc

5

.800

11/01/30

785,096‌

175,000

ONEOK,

Inc

6

.350

01/15/31

186,967‌

1,000,000

ONEOK,

Inc

4

.750

10/15/31

990,079‌

825,000

ONEOK,

Inc

6

.100

11/15/32

872,469‌

1,500,000

ONEOK,

Inc

6

.050

09/01/33

1,573,885‌

1,000,000

ONEOK,

Inc

5

.050

11/01/34

973,147‌

225,000

ONEOK,

Inc

4

.250

09/15/46

170,828‌

675,000

ONEOK,

Inc

4

.950

07/13/47

566,585‌

425,000

ONEOK,

Inc

4

.200

10/03/47

317,675‌

1,350,000

ONEOK,

Inc

5

.200

07/15/48

1,168,847‌

525,000

ONEOK,

Inc

4

.850

02/01/49

427,264‌

1,000,000

ONEOK,

Inc

4

.450

09/01/49

766,723‌

500,000

ONEOK,

Inc

4

.500

03/15/50

385,924‌

300,000

ONEOK,

Inc

7

.150

01/15/51

323,067‌

1,500,000

ONEOK,

Inc

6

.625

09/01/53

1,558,897‌

1,500,000

ONEOK,

Inc

5

.700

11/01/54

1,384,564‌

1,500,000

ONEOK,

Inc

5

.850

11/01/64

1,390,624‌

500,000

Ovintiv,

Inc

5

.650

05/15/28

514,000‌

1,000,000

Ovintiv,

Inc

6

.250

07/15/33

1,032,441‌

1,000,000

Ovintiv,

Inc

6

.500

08/15/34

1,037,821‌

1,000,000

Ovintiv,

Inc

7

.100

07/15/53

1,036,277‌

500,000

(a)

Patterson-UTI

Energy,

Inc

7

.150

10/01/33

511,988‌

738,000

Phillips

66

4

.650

11/15/34

704,449‌

125,000

Phillips

66

5

.875

05/01/42

123,953‌

2,375,000

Phillips

66

4

.875

11/15/44

2,061,121‌

825,000

Phillips

66

3

.300

03/15/52

529,055‌

100,000

Phillips

66

Co

3

.550

10/01/26

98,962‌

675,000

Phillips

66

Co

3

.750

03/01/28

663,191‌

500,000

Phillips

66

Co

3

.150

12/15/29

473,751‌

1,250,000

Phillips

66

Co

5

.250

06/15/31

1,284,067‌

1,125,000

Phillips

66

Co

5

.300

06/30/33

1,136,541‌

Bond

Index

Fund

34

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,000,000

(a)

Phillips

66

Co

4

.950

%

03/15/35

$

970,228‌

425,000

Phillips

66

Co

4

.680

02/15/45

355,492‌

350,000

Phillips

66

Co

4

.900

10/01/46

294,627‌

500,000

Phillips

66

Co

5

.650

06/15/54

464,261‌

1,000,000

Phillips

66

Co

5

.500

03/15/55

910,296‌

350,000

Pioneer

Natural

Resources

Co

5

.100

03/29/26

351,671‌

1,750,000

Pioneer

Natural

Resources

Co

2

.150

01/15/31

1,554,387‌

2,075,000

Plains

All

American

Pipeline

LP

4

.500

12/15/26

2,078,046‌

1,500,000

Plains

All

American

Pipeline

LP

3

.550

12/15/29

1,433,788‌

1,000,000

Plains

All

American

Pipeline

LP

3

.800

09/15/30

955,723‌

1,750,000

Plains

All

American

Pipeline

LP

5

.700

09/15/34

1,783,952‌

1,000,000

Plains

All

American

Pipeline

LP

5

.950

06/15/35

1,028,038‌

100,000

Plains

All

American

Pipeline

LP

6

.650

01/15/37

107,904‌

250,000

Plains

All

American

Pipeline

LP

5

.150

06/01/42

222,722‌

300,000

Plains

All

American

Pipeline

LP

4

.700

06/15/44

248,769‌

300,000

Plains

All

American

Pipeline

LP

4

.900

02/15/45

255,375‌

275,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

276,497‌

2,675,000

Sabine

Pass

Liquefaction

LLC

5

.000

03/15/27

2,691,058‌

550,000

Sabine

Pass

Liquefaction

LLC

4

.200

03/15/28

547,087‌

1,000,000

Sabine

Pass

Liquefaction

LLC

4

.500

05/15/30

998,327‌

1,000,000

Sabine

Pass

Liquefaction

LLC

5

.900

09/15/37

1,040,140‌

2,500,000

Shell

Finance

US,

Inc

2

.375

11/07/29

2,324,619‌

1,000,000

Shell

Finance

US,

Inc

2

.750

04/06/30

937,737‌

500,000

Shell

Finance

US,

Inc

4

.125

05/11/35

472,516‌

1,200,000

Shell

Finance

US,

Inc

4

.550

08/12/43

1,058,246‌

2,025,000

Shell

Finance

US,

Inc

4

.375

05/11/45

1,713,197‌

650,000

Shell

Finance

US,

Inc

4

.000

05/10/46

516,747‌

3,180,000

Shell

Finance

US,

Inc

3

.750

09/12/46

2,451,331‌

1,500,000

Shell

Finance

US,

Inc

3

.250

04/06/50

1,025,835‌

925,000

Shell

International

Finance

BV

2

.500

09/12/26

908,940‌

1,225,000

Shell

International

Finance

BV

3

.875

11/13/28

1,220,426‌

350,000

Shell

International

Finance

BV

6

.375

12/15/38

388,267‌

100,000

Shell

International

Finance

BV

5

.500

03/25/40

101,725‌

1,500,000

Shell

International

Finance

BV

2

.875

11/26/41

1,082,418‌

1,500,000

Shell

International

Finance

BV

3

.125

11/07/49

1,003,406‌

2,000,000

Shell

International

Finance

BV

3

.000

11/26/51

1,287,477‌

1,000,000

Solventum

Corp

5

.400

03/01/29

1,029,766‌

1,000,000

Solventum

Corp

5

.450

03/13/31

1,038,351‌

1,500,000

Solventum

Corp

5

.600

03/23/34

1,543,719‌

1,000,000

Solventum

Corp

5

.900

04/30/54

999,670‌

500,000

Solventum

Corp

6

.000

05/15/64

495,582‌

450,000

(c)

South

Bow

USA

Infrastructure

Holdings

LLC

4

.911

09/01/27

452,888‌

450,000

(c)

South

Bow

USA

Infrastructure

Holdings

LLC

5

.026

10/01/29

451,452‌

1,100,000

Spectra

Energy

Partners

LP

3

.375

10/15/26

1,084,584‌

200,000

Spectra

Energy

Partners

LP

5

.950

09/25/43

195,832‌

600,000

Spectra

Energy

Partners

LP

4

.500

03/15/45

492,905‌

136,000

Suncor

Energy,

Inc

6

.800

05/15/38

147,010‌

1,550,000

Suncor

Energy,

Inc

4

.000

11/15/47

1,145,843‌

1,000,000

Suncor

Energy,

Inc

3

.750

03/04/51

698,188‌

1,000,000

Takeda

US

Financing,

Inc

5

.200

07/07/35

1,000,106‌

1,000,000

Takeda

US

Financing,

Inc

5

.900

07/07/55

1,005,059‌

2,000,000

Targa

Resources

Corp

4

.900

09/15/30

2,016,884‌

350,000

Targa

Resources

Corp

4

.200

02/01/33

327,950‌

750,000

Targa

Resources

Corp

6

.125

03/15/33

790,428‌

1,500,000

Targa

Resources

Corp

5

.500

02/15/35

1,505,255‌

1,000,000

Targa

Resources

Corp

5

.550

08/15/35

1,005,059‌

2,000,000

Targa

Resources

Corp

5

.650

02/15/36

2,018,796‌

575,000

Targa

Resources

Corp

4

.950

04/15/52

479,678‌

1,250,000

Targa

Resources

Corp

6

.250

07/01/52

1,237,850‌

750,000

Targa

Resources

Corp

6

.500

02/15/53

769,934‌

2,000,000

Targa

Resources

Corp

6

.125

05/15/55

1,956,525‌

1,000,000

Targa

Resources

Partners

LP

6

.875

01/15/29

1,019,961‌

35

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

400,000

Targa

Resources

Partners

LP

6

.150

%

03/01/29

$

420,661‌

500,000

Targa

Resources

Partners

LP

6

.500

03/30/34

537,303‌

350,000

TC

PipeLines

LP

3

.900

05/25/27

345,932‌

1,300,000

Total

Capital

International

S.A.

2

.829

01/10/30

1,231,427‌

900,000

TotalEnergies

Capital

International

S.A.

3

.455

02/19/29

879,518‌

775,000

TotalEnergies

Capital

International

S.A.

2

.986

06/29/41

571,294‌

500,000

TotalEnergies

Capital

International

S.A.

3

.461

07/12/49

354,356‌

1,500,000

TotalEnergies

Capital

International

S.A.

3

.127

05/29/50

989,557‌

1,000,000

TotalEnergies

Capital

International

S.A.

3

.386

06/29/60

655,424‌

1,125,000

TotalEnergies

Capital

S.A.

3

.883

10/11/28

1,119,763‌

300,000

TotalEnergies

Capital

S.A.

5

.150

04/05/34

307,168‌

1,000,000

TotalEnergies

Capital

S.A.

4

.724

09/10/34

993,544‌

1,275,000

TotalEnergies

Capital

S.A.

5

.488

04/05/54

1,226,951‌

700,000

TotalEnergies

Capital

S.A.

5

.275

09/10/54

655,220‌

1,925,000

TotalEnergies

Capital

S.A.

5

.638

04/05/64

1,866,087‌

750,000

TotalEnergies

Capital

S.A.

5

.425

09/10/64

701,660‌

4,000,000

TransCanada

PipeLines

Ltd

4

.100

04/15/30

3,917,491‌

1,925,000

TransCanada

PipeLines

Ltd

4

.625

03/01/34

1,846,663‌

100,000

TransCanada

PipeLines

Ltd

6

.200

10/15/37

104,696‌

200,000

TransCanada

PipeLines

Ltd

7

.625

01/15/39

233,363‌

125,000

TransCanada

PipeLines

Ltd

6

.100

06/01/40

129,515‌

1,425,000

TransCanada

PipeLines

Ltd

5

.100

03/15/49

1,289,728‌

1,000,000

TransCanada

PipeLines

Ltd

7

.000

06/01/65

999,104‌

1,200,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4

.000

03/15/28

1,188,809‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3

.250

05/15/30

471,588‌

850,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4

.600

03/15/48

715,395‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3

.950

05/15/50

377,634‌

1,225,000

(c)

US

LIQUIDSCO0

5

.584

10/01/34

1,212,089‌

725,000

(c)

US

LIQUIDSCO0

6

.176

10/01/54

688,999‌

750,000

Valero

Energy

Corp

2

.150

09/15/27

714,965‌

342,000

Valero

Energy

Corp

4

.350

06/01/28

342,168‌

1,000,000

Valero

Energy

Corp

5

.150

02/15/30

1,019,780‌

1,500,000

Valero

Energy

Corp

2

.800

12/01/31

1,335,291‌

455,000

Valero

Energy

Corp

7

.500

04/15/32

520,118‌

850,000

Valero

Energy

Corp

6

.625

06/15/37

914,801‌

300,000

Valero

Energy

Corp

4

.900

03/15/45

262,649‌

500,000

Valero

Energy

Corp

3

.650

12/01/51

336,272‌

1,000,000

Valero

Energy

Corp

4

.000

06/01/52

708,308‌

300,000

Valero

Energy

Partners

LP

4

.500

03/15/28

300,716‌

1,000,000

Veralto

Corp

5

.350

09/18/28

1,030,670‌

1,000,000

Veralto

Corp

5

.450

09/18/33

1,031,349‌

750,000

Western

Midstream

Operating

LP

6

.350

01/15/29

785,164‌

2,000,000

Western

Midstream

Operating

LP

4

.300

02/01/30

1,923,449‌

3,500,000

Western

Midstream

Operating

LP

6

.150

04/01/33

3,642,479‌

1,500,000

Western

Midstream

Operating

LP

5

.450

11/15/34

1,470,600‌

800,000

Williams

Cos,

Inc

5

.300

08/15/28

821,742‌

1,000,000

Williams

Cos,

Inc

4

.900

03/15/29

1,013,801‌

500,000

Williams

Cos,

Inc

4

.800

11/15/29

505,694‌

1,000,000

Williams

Cos,

Inc

4

.625

06/30/30

1,000,692‌

1,500,000

Williams

Cos,

Inc

2

.600

03/15/31

1,343,880‌

1,000,000

Williams

Cos,

Inc

4

.650

08/15/32

980,862‌

625,000

Williams

Cos,

Inc

5

.650

03/15/33

649,495‌

1,000,000

Williams

Cos,

Inc

5

.150

03/15/34

997,702‌

1,000,000

Williams

Cos,

Inc

5

.300

09/30/35

1,001,050‌

300,000

Williams

Cos,

Inc

6

.300

04/15/40

318,445‌

300,000

Williams

Cos,

Inc

5

.800

11/15/43

297,509‌

300,000

Williams

Cos,

Inc

5

.400

03/04/44

281,847‌

1,000,000

Williams

Cos,

Inc

4

.900

01/15/45

878,289‌

225,000

Williams

Cos,

Inc

5

.100

09/15/45

203,792‌

1,700,000

Williams

Cos,

Inc

4

.850

03/01/48

1,472,433‌

1,500,000

Williams

Cos,

Inc

3

.500

10/15/51

1,028,131‌

500,000

Williams

Cos,

Inc

5

.300

08/15/52

456,198‌

Bond

Index

Fund

36

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.7%

(continued)

$

1,000,000

Williams

Cos,

Inc

5

.800

%

11/15/54

$

976,102‌

1,000,000

Williams

Cos,

Inc

6

.000

03/15/55

998,577‌

1,000,000

Woodside

Finance

Ltd

5

.400

05/19/30

1,014,235‌

1,000,000

Woodside

Finance

Ltd

5

.700

05/19/32

1,018,126‌

1,000,000

Woodside

Finance

Ltd

5

.100

09/12/34

968,263‌

1,000,000

Woodside

Finance

Ltd

6

.000

05/19/35

1,020,739‌

575,000

Woodside

Finance

Ltd

5

.700

09/12/54

519,225‌

TOTAL

ENERGY

436,248,709‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

50,000

Agree

LP

2

.000

06/15/28

46,867‌

150,000

Agree

LP

2

.900

10/01/30

138,439‌

200,000

Agree

LP

4

.800

10/01/32

197,816‌

500,000

Agree

LP

2

.600

06/15/33

415,454‌

500,000

Agree

LP

5

.625

06/15/34

512,530‌

1,000,000

Agree

LP

5

.600

06/15/35

1,017,912‌

500,000

Alexandria

Real

Estate

Equities,

Inc

3

.800

04/15/26

496,401‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4

.500

07/30/29

199,596‌

425,000

Alexandria

Real

Estate

Equities,

Inc

2

.750

12/15/29

392,457‌

100,000

Alexandria

Real

Estate

Equities,

Inc

4

.700

07/01/30

99,941‌

275,000

Alexandria

Real

Estate

Equities,

Inc

3

.375

08/15/31

254,258‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

2

.000

05/18/32

830,249‌

450,000

Alexandria

Real

Estate

Equities,

Inc

1

.875

02/01/33

359,785‌

800,000

Alexandria

Real

Estate

Equities,

Inc

2

.950

03/15/34

674,403‌

600,000

Alexandria

Real

Estate

Equities,

Inc

4

.750

04/15/35

573,998‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5

.500

10/01/35

1,011,161‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5

.250

05/15/36

981,249‌

500,000

Alexandria

Real

Estate

Equities,

Inc

4

.850

04/15/49

418,735‌

700,000

Alexandria

Real

Estate

Equities,

Inc

4

.000

02/01/50

515,190‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

3

.000

05/18/51

606,057‌

500,000

Alexandria

Real

Estate

Equities,

Inc

3

.550

03/15/52

336,276‌

200,000

Alexandria

Real

Estate

Equities,

Inc

5

.150

04/15/53

175,076‌

500,000

Alexandria

Real

Estate

Equities,

Inc

5

.625

05/15/54

466,071‌

500,000

American

Assets

Trust

LP

3

.375

02/01/31

447,742‌

500,000

American

Assets

Trust

LP

6

.150

10/01/34

499,667‌

500,000

American

Homes

4

Rent

LP

4

.900

02/15/29

505,633‌

1,000,000

American

Homes

4

Rent

LP

4

.950

06/15/30

1,010,205‌

250,000

American

Homes

4

Rent

LP

2

.375

07/15/31

217,692‌

750,000

American

Homes

4

Rent

LP

3

.625

04/15/32

692,024‌

1,000,000

American

Homes

4

Rent

LP

5

.500

02/01/34

1,016,717‌

600,000

American

Homes

4

Rent

LP

5

.250

03/15/35

595,557‌

250,000

American

Homes

4

Rent

LP

3

.375

07/15/51

164,724‌

500,000

American

Homes

4

Rent

LP

4

.300

04/15/52

389,029‌

425,000

American

Tower

Corp

3

.375

10/15/26

419,568‌

750,000

American

Tower

Corp

2

.750

01/15/27

732,152‌

500,000

American

Tower

Corp

3

.125

01/15/27

490,202‌

150,000

American

Tower

Corp

3

.550

07/15/27

147,835‌

1,000,000

American

Tower

Corp

5

.500

03/15/28

1,027,793‌

1,250,000

American

Tower

Corp

5

.800

11/15/28

1,304,094‌

1,000,000

American

Tower

Corp

5

.200

02/15/29

1,023,222‌

350,000

American

Tower

Corp

3

.950

03/15/29

342,630‌

750,000

American

Tower

Corp

2

.900

01/15/30

698,866‌

1,000,000

American

Tower

Corp

5

.000

01/31/30

1,019,380‌

1,500,000

American

Tower

Corp

4

.900

03/15/30

1,521,264‌

750,000

American

Tower

Corp

2

.100

06/15/30

666,069‌

725,000

American

Tower

Corp

1

.875

10/15/30

630,195‌

1,000,000

American

Tower

Corp

2

.700

04/15/31

896,750‌

1,000,000

American

Tower

Corp

2

.300

09/15/31

867,553‌

500,000

American

Tower

Corp

4

.050

03/15/32

478,168‌

1,000,000

American

Tower

Corp

5

.650

03/15/33

1,042,215‌

1,250,000

American

Tower

Corp

5

.900

11/15/33

1,318,755‌

1,000,000

American

Tower

Corp

5

.450

02/15/34

1,029,619‌

475,000

American

Tower

Corp

5

.400

01/31/35

484,900‌

37

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

American

Tower

Corp

5

.350

%

03/15/35

$

508,626‌

600,000

American

Tower

Corp

3

.700

10/15/49

438,474‌

425,000

American

Tower

Corp

3

.100

06/15/50

278,701‌

500,000

American

Tower

Corp

2

.950

01/15/51

316,581‌

750,000

Americold

Realty

Operating

Partnership

LP

5

.600

05/15/32

753,672‌

500,000

(a)

Americold

Realty

Operating

Partnership

LP

5

.409

09/12/34

489,387‌

200,000

AvalonBay

Communities,

Inc

2

.950

05/11/26

197,623‌

100,000

AvalonBay

Communities,

Inc

2

.900

10/15/26

98,286‌

200,000

AvalonBay

Communities,

Inc

3

.200

01/15/28

195,336‌

500,000

AvalonBay

Communities,

Inc

1

.900

12/01/28

463,685‌

750,000

AvalonBay

Communities,

Inc

3

.300

06/01/29

724,091‌

750,000

AvalonBay

Communities,

Inc

2

.300

03/01/30

684,814‌

800,000

AvalonBay

Communities,

Inc

2

.050

01/15/32

690,477‌

450,000

AvalonBay

Communities,

Inc

5

.000

02/15/33

456,829‌

500,000

AvalonBay

Communities,

Inc

5

.300

12/07/33

514,495‌

500,000

AvalonBay

Communities,

Inc

5

.350

06/01/34

514,208‌

1,000,000

(b)

AvalonBay

Communities,

Inc

5

.000

08/01/35

994,498‌

400,000

AvalonBay

Communities,

Inc

4

.150

07/01/47

322,817‌

200,000

AvalonBay

Communities,

Inc

4

.350

04/15/48

165,983‌

700,000

Boston

Properties

LP

2

.750

10/01/26

684,519‌

500,000

Boston

Properties

LP

6

.750

12/01/27

525,046‌

550,000

Boston

Properties

LP

4

.500

12/01/28

545,659‌

50,000

Boston

Properties

LP

3

.400

06/21/29

47,404‌

750,000

Boston

Properties

LP

2

.900

03/15/30

689,074‌

1,000,000

Boston

Properties

LP

3

.250

01/30/31

916,365‌

1,000,000

Boston

Properties

LP

2

.550

04/01/32

843,616‌

1,000,000

Boston

Properties

LP

2

.450

10/01/33

799,187‌

500,000

(a)

Boston

Properties

LP

6

.500

01/15/34

535,293‌

750,000

Boston

Properties

LP

5

.750

01/15/35

754,812‌

225,000

Brixmor

Operating

Partnership

LP

4

.125

06/15/26

224,143‌

300,000

Brixmor

Operating

Partnership

LP

3

.900

03/15/27

297,404‌

100,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

94,593‌

600,000

Brixmor

Operating

Partnership

LP

4

.125

05/15/29

589,980‌

100,000

Brixmor

Operating

Partnership

LP

2

.500

08/16/31

87,151‌

1,000,000

Brixmor

Operating

Partnership

LP

5

.200

04/01/32

1,007,964‌

500,000

Brixmor

Operating

Partnership

LP

5

.500

02/15/34

505,571‌

1,000,000

Brixmor

Operating

Partnership

LP

5

.750

02/15/35

1,027,519‌

500,000

Broadstone

Net

Lease

LLC

2

.600

09/15/31

424,503‌

750,000

Camden

Property

Trust

5

.850

11/03/26

764,897‌

100,000

Camden

Property

Trust

4

.100

10/15/28

99,406‌

325,000

Camden

Property

Trust

3

.150

07/01/29

310,416‌

100,000

Camden

Property

Trust

2

.800

05/15/30

92,978‌

750,000

Camden

Property

Trust

4

.900

01/15/34

750,026‌

500,000

Camden

Property

Trust

3

.350

11/01/49

351,965‌

1,000,000

Corporate

Office

Properties

LP

2

.000

01/15/29

911,070‌

175,000

Corporate

Office

Properties

LP

2

.750

04/15/31

154,786‌

500,000

Cousins

Properties

LP

5

.250

07/15/30

509,448‌

500,000

Cousins

Properties

LP

5

.375

02/15/32

505,204‌

500,000

Cousins

Properties

LP

5

.875

10/01/34

514,341‌

250,000

Crown

Castle,

Inc

3

.700

06/15/26

247,835‌

100,000

Crown

Castle,

Inc

4

.000

03/01/27

99,407‌

525,000

Crown

Castle,

Inc

3

.650

09/01/27

515,960‌

750,000

Crown

Castle,

Inc

5

.000

01/11/28

757,389‌

775,000

Crown

Castle,

Inc

3

.800

02/15/28

761,029‌

1,000,000

Crown

Castle,

Inc

4

.800

09/01/28

1,006,003‌

300,000

Crown

Castle,

Inc

4

.300

02/15/29

296,090‌

1,000,000

Crown

Castle,

Inc

5

.600

06/01/29

1,032,136‌

1,000,000

Crown

Castle,

Inc

4

.900

09/01/29

1,008,998‌

500,000

Crown

Castle,

Inc

3

.100

11/15/29

469,027‌

275,000

Crown

Castle,

Inc

3

.300

07/01/30

257,418‌

1,050,000

Crown

Castle,

Inc

2

.250

01/15/31

913,464‌

1,500,000

Crown

Castle,

Inc

2

.100

04/01/31

1,286,948‌

Bond

Index

Fund

38

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

1,000,000

Crown

Castle,

Inc

2

.500

%

07/15/31

$

872,576‌

1,000,000

Crown

Castle,

Inc

5

.100

05/01/33

995,888‌

1,000,000

Crown

Castle,

Inc

5

.800

03/01/34

1,035,382‌

500,000

Crown

Castle,

Inc

5

.200

09/01/34

495,296‌

500,000

Crown

Castle,

Inc

2

.900

04/01/41

357,588‌

200,000

Crown

Castle,

Inc

4

.750

05/15/47

170,544‌

300,000

Crown

Castle,

Inc

5

.200

02/15/49

267,950‌

500,000

Crown

Castle,

Inc

4

.000

11/15/49

368,335‌

200,000

Crown

Castle,

Inc

4

.150

07/01/50

152,851‌

875,000

Crown

Castle,

Inc

3

.250

01/15/51

570,593‌

200,000

CubeSmart

LP

3

.125

09/01/26

196,716‌

600,000

CubeSmart

LP

2

.250

12/15/28

558,986‌

100,000

CubeSmart

LP

4

.375

02/15/29

99,335‌

250,000

CubeSmart

LP

3

.000

02/15/30

232,985‌

450,000

CubeSmart

LP

2

.000

02/15/31

389,813‌

700,000

CubeSmart

LP

2

.500

02/15/32

601,654‌

475,000

Digital

Realty

Trust

LP

3

.700

08/15/27

469,009‌

1,300,000

Digital

Realty

Trust

LP

5

.550

01/15/28

1,333,365‌

300,000

Digital

Realty

Trust

LP

4

.450

07/15/28

300,110‌

1,000,000

Digital

Realty

Trust

LP

3

.600

07/01/29

969,301‌

1,000,000

EPR

Properties

3

.600

11/15/31

908,355‌

1,000,000

Equinix

Europe

2

Financing

Corp

LLC

5

.500

06/15/34

1,024,115‌

2,000,000

Equinix,

Inc

1

.450

05/15/26

1,945,220‌

650,000

Equinix,

Inc

2

.900

11/18/26

636,946‌

800,000

Equinix,

Inc

1

.550

03/15/28

745,678‌

2,000,000

Equinix,

Inc

2

.000

05/15/28

1,871,329‌

1,000,000

Equinix,

Inc

3

.200

11/18/29

948,963‌

175,000

Equinix,

Inc

2

.150

07/15/30

155,742‌

1,000,000

Equinix,

Inc

2

.500

05/15/31

885,981‌

1,500,000

Equinix,

Inc

3

.400

02/15/52

1,003,452‌

200,000

ERP

Operating

LP

2

.850

11/01/26

196,377‌

1,150,000

ERP

Operating

LP

3

.250

08/01/27

1,128,355‌

500,000

ERP

Operating

LP

3

.500

03/01/28

491,759‌

200,000

ERP

Operating

LP

4

.150

12/01/28

199,902‌

750,000

ERP

Operating

LP

3

.000

07/01/29

713,595‌

300,000

ERP

Operating

LP

2

.500

02/15/30

276,593‌

500,000

ERP

Operating

LP

1

.850

08/01/31

431,548‌

1,000,000

ERP

Operating

LP

4

.650

09/15/34

970,388‌

425,000

ERP

Operating

LP

4

.500

07/01/44

368,842‌

100,000

ERP

Operating

LP

4

.000

08/01/47

78,010‌

650,000

Essential

Properties

LP

2

.950

07/15/31

578,051‌

100,000

Essex

Portfolio

LP

3

.375

04/15/26

99,005‌

200,000

Essex

Portfolio

LP

3

.625

05/01/27

197,629‌

900,000

Essex

Portfolio

LP

4

.000

03/01/29

885,681‌

325,000

Essex

Portfolio

LP

3

.000

01/15/30

303,906‌

750,000

Essex

Portfolio

LP

1

.650

01/15/31

636,600‌

1,000,000

Essex

Portfolio

LP

2

.550

06/15/31

887,085‌

600,000

Essex

Portfolio

LP

5

.500

04/01/34

612,877‌

275,000

Essex

Portfolio

LP

5

.375

04/01/35

279,070‌

300,000

Essex

Portfolio

LP

4

.500

03/15/48

252,457‌

525,000

Extra

Space

Storage

LP

3

.500

07/01/26

519,706‌

200,000

Extra

Space

Storage

LP

3

.875

12/15/27

197,747‌

500,000

Extra

Space

Storage

LP

3

.900

04/01/29

489,605‌

500,000

Extra

Space

Storage

LP

4

.000

06/15/29

490,340‌

1,000,000

Extra

Space

Storage

LP

5

.500

07/01/30

1,037,262‌

100,000

Extra

Space

Storage

LP

2

.200

10/15/30

88,453‌

500,000

Extra

Space

Storage

LP

5

.900

01/15/31

528,231‌

700,000

Extra

Space

Storage

LP

2

.550

06/01/31

618,875‌

450,000

Extra

Space

Storage

LP

2

.400

10/15/31

390,986‌

500,000

Extra

Space

Storage

LP

2

.350

03/15/32

424,227‌

750,000

Extra

Space

Storage

LP

5

.400

02/01/34

761,737‌

500,000

Extra

Space

Storage

LP

5

.400

06/15/35

502,701‌

39

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

50,000

Federal

Realty

OP

LP

3

.250

%

07/15/27

$

48,748‌

1,000,000

Federal

Realty

OP

LP

5

.375

05/01/28

1,024,899‌

1,300,000

Federal

Realty

OP

LP

3

.200

06/15/29

1,236,132‌

300,000

Federal

Realty

OP

LP

3

.500

06/01/30

285,377‌

200,000

Federal

Realty

OP

LP

4

.500

12/01/44

168,732‌

500,000

First

Industrial

LP

5

.250

01/15/31

505,895‌

150,000

GLP

Capital

LP

5

.375

04/15/26

150,033‌

750,000

GLP

Capital

LP

5

.750

06/01/28

768,522‌

200,000

GLP

Capital

LP

5

.300

01/15/29

202,218‌

500,000

GLP

Capital

LP

4

.000

01/15/30

480,496‌

500,000

GLP

Capital

LP

4

.000

01/15/31

471,276‌

750,000

GLP

Capital

LP

3

.250

01/15/32

660,086‌

1,000,000

GLP

Capital

LP

6

.750

12/01/33

1,068,166‌

800,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

789,975‌

100,000

Healthcare

Realty

Holdings

LP

3

.625

01/15/28

97,563‌

500,000

Healthcare

Realty

Holdings

LP

3

.100

02/15/30

463,726‌

100,000

Healthcare

Realty

Holdings

LP

2

.400

03/15/30

89,136‌

975,000

Healthcare

Realty

Holdings

LP

2

.000

03/15/31

834,786‌

175,000

Healthcare

Realty

Holdings

LP

2

.050

03/15/31

146,290‌

100,000

Healthpeak

OP

LLC

3

.250

07/15/26

98,800‌

1,500,000

Healthpeak

OP

LLC

1

.350

02/01/27

1,429,857‌

325,000

Healthpeak

OP

LLC

2

.125

12/01/28

301,779‌

600,000

Healthpeak

OP

LLC

3

.500

07/15/29

579,232‌

1,000,000

Healthpeak

OP

LLC

3

.000

01/15/30

937,595‌

175,000

Healthpeak

OP

LLC

2

.875

01/15/31

159,581‌

500,000

Healthpeak

OP

LLC

5

.550

02/15/35

504,564‌

30,000

Healthpeak

OP

LLC

6

.750

02/01/41

32,927‌

750,000

Healthpeak

Properties

Interim,

Inc

5

.250

12/15/32

763,242‌

100,000

Highwoods

Realty

LP

3

.875

03/01/27

98,160‌

150,000

Highwoods

Realty

LP

4

.125

03/15/28

146,818‌

250,000

Highwoods

Realty

LP

4

.200

04/15/29

243,122‌

500,000

Highwoods

Realty

LP

3

.050

02/15/30

456,572‌

775,000

Highwoods

Realty

LP

2

.600

02/01/31

669,551‌

250,000

Highwoods

Realty

LP

7

.650

02/01/34

282,644‌

500,000

Host

Hotels

&

Resorts

LP

3

.375

12/15/29

471,871‌

850,000

Host

Hotels

&

Resorts

LP

3

.500

09/15/30

789,246‌

200,000

Host

Hotels

&

Resorts

LP

2

.900

12/15/31

175,251‌

500,000

Host

Hotels

&

Resorts

LP

5

.700

06/15/32

507,109‌

100,000

Host

Hotels

&

Resorts

LP

5

.700

07/01/34

100,633‌

1,000,000

Host

Hotels

&

Resorts

LP

5

.500

04/15/35

989,787‌

300,000

Invitation

Homes

Operating

Partnership

LP

2

.300

11/15/28

280,882‌

500,000

Invitation

Homes

Operating

Partnership

LP

5

.450

08/15/30

517,420‌

500,000

Invitation

Homes

Operating

Partnership

LP

2

.000

08/15/31

425,725‌

575,000

Invitation

Homes

Operating

Partnership

LP

4

.150

04/15/32

544,296‌

500,000

Invitation

Homes

Operating

Partnership

LP

5

.500

08/15/33

507,757‌

750,000

Invitation

Homes

Operating

Partnership

LP

2

.700

01/15/34

619,860‌

500,000

Invitation

Homes

Operating

Partnership

LP

4

.875

02/01/35

484,375‌

250,000

(a)

Kilroy

Realty

LP

4

.750

12/15/28

247,988‌

200,000

Kilroy

Realty

LP

4

.250

08/15/29

193,174‌

750,000

Kilroy

Realty

LP

3

.050

02/15/30

678,662‌

500,000

Kilroy

Realty

LP

2

.500

11/15/32

401,882‌

500,000

Kilroy

Realty

LP

2

.650

11/15/33

392,790‌

400,000

Kilroy

Realty

LP

6

.250

01/15/36

398,789‌

200,000

Kimco

Realty

OP

LLC

3

.800

04/01/27

198,255‌

750,000

Kimco

Realty

OP

LLC

2

.700

10/01/30

687,946‌

1,000,000

Kimco

Realty

OP

LLC

2

.250

12/01/31

866,006‌

500,000

Kimco

Realty

OP

LLC

4

.600

02/01/33

492,879‌

500,000

Kimco

Realty

OP

LLC

4

.850

03/01/35

489,482‌

1,000,000

Kimco

Realty

OP

LLC

5

.300

02/01/36

1,006,963‌

200,000

Kimco

Realty

OP

LLC

4

.250

04/01/45

164,227‌

175,000

Kimco

Realty

OP

LLC

4

.125

12/01/46

138,169‌

100,000

Kimco

Realty

OP

LLC

4

.450

09/01/47

83,210‌

Bond

Index

Fund

40

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

500,000

Kimco

Realty

OP

LLC

3

.700

%

10/01/49

$

363,400‌

1,000,000

Kimco

Realty

OP,

LLC

6

.400

03/01/34

1,088,263‌

500,000

Kite

Realty

Group

LP

4

.950

12/15/31

501,746‌

1,000,000

Kite

Realty

Group

LP

5

.200

08/15/32

1,008,713‌

400,000

Kite

Realty

Group

LP

5

.500

03/01/34

407,780‌

350,000

Kite

Realty

Group

Trust

4

.750

09/15/30

349,364‌

1,000,000

(c)

Lineage

OP

LP

5

.250

07/15/30

1,006,061‌

750,000

LXP

Industrial

Trust

6

.750

11/15/28

793,935‌

750,000

LXP

Industrial

Trust

2

.700

09/15/30

672,104‌

200,000

Mid-America

Apartments

LP

4

.200

06/15/28

199,647‌

175,000

Mid-America

Apartments

LP

2

.750

03/15/30

163,345‌

250,000

Mid-America

Apartments

LP

1

.700

02/15/31

214,529‌

1,000,000

Mid-America

Apartments

LP

5

.300

02/15/32

1,033,160‌

500,000

Mid-America

Apartments

LP

5

.000

03/15/34

503,626‌

500,000

Mid-America

Apartments

LP

4

.950

03/01/35

496,449‌

150,000

Mid-America

Apartments

LP

2

.875

09/15/51

94,385‌

500,000

National

Health

Investors,

Inc

3

.000

02/01/31

443,530‌

1,550,000

NNN

REIT,

Inc

3

.500

10/15/27

1,523,865‌

300,000

NNN

REIT,

Inc

2

.500

04/15/30

273,171‌

500,000

NNN

REIT,

Inc

4

.600

02/15/31

497,334‌

200,000

NNN

REIT,

Inc

5

.600

10/15/33

206,745‌

1,000,000

NNN

REIT,

Inc

5

.500

06/15/34

1,025,178‌

500,000

NNN

REIT,

Inc

3

.100

04/15/50

316,950‌

1,000,000

NNN

REIT,

Inc

3

.000

04/15/52

614,751‌

200,000

OMEGA

Healthcare

Investors,

Inc

4

.500

04/01/27

200,398‌

825,000

OMEGA

Healthcare

Investors,

Inc

4

.750

01/15/28

828,529‌

500,000

OMEGA

Healthcare

Investors,

Inc

3

.625

10/01/29

475,958‌

500,000

OMEGA

Healthcare

Investors,

Inc

5

.200

07/01/30

502,806‌

500,000

OMEGA

Healthcare

Investors,

Inc

3

.375

02/01/31

457,537‌

1,000,000

(a)

OMEGA

Healthcare

Investors,

Inc

3

.250

04/15/33

863,257‌

350,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

2

.625

11/15/31

305,022‌

500,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

5

.250

08/15/32

504,737‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

5

.750

07/15/34

1,028,564‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

4

.950

01/15/35

968,372‌

200,000

Physicians

Realty

LP

4

.300

03/15/27

199,476‌

200,000

Physicians

Realty

LP

3

.950

01/15/28

198,223‌

1,000,000

Physicians

Realty

LP

2

.625

11/01/31

882,249‌

750,000

Piedmont

Operating

Partnership

LP

6

.875

07/15/29

789,960‌

1,000,000

Piedmont

Operating

Partnership

LP

2

.750

04/01/32

832,769‌

100,000

Prologis

LP

3

.250

10/01/26

98,840‌

100,000

Prologis

LP

4

.375

02/01/29

100,685‌

500,000

Prologis

LP

2

.250

04/15/30

454,592‌

1,000,000

Prologis

LP

1

.625

03/15/31

853,730‌

100,000

Prologis

LP

4

.375

09/15/48

83,036‌

500,000

Prologis

LP

3

.000

04/15/50

324,009‌

500,000

Prologis

LP

2

.125

10/15/50

265,845‌

100,000

ProLogis

LP

3

.250

06/30/26

98,962‌

1,000,000

ProLogis

LP

3

.375

12/15/27

982,473‌

100,000

ProLogis

LP

4

.000

09/15/28

99,444‌

225,000

ProLogis

LP

2

.875

11/15/29

212,090‌

200,000

ProLogis

LP

1

.750

07/01/30

175,842‌

500,000

ProLogis

LP

4

.750

01/15/31

506,106‌

775,000

ProLogis

LP

2

.250

01/15/32

671,812‌

1,000,000

ProLogis

LP

4

.625

01/15/33

994,969‌

750,000

ProLogis

LP

4

.750

06/15/33

747,504‌

750,000

ProLogis

LP

5

.125

01/15/34

759,119‌

1,000,000

ProLogis

LP

5

.000

03/15/34

1,002,540‌

1,000,000

ProLogis

LP

5

.000

01/31/35

999,702‌

500,000

ProLogis

LP

5

.250

05/15/35

506,873‌

500,000

ProLogis

LP

3

.050

03/01/50

327,280‌

750,000

ProLogis

LP

5

.250

06/15/53

703,394‌

750,000

ProLogis

LP

5

.250

03/15/54

703,939‌

41

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

750,000

Public

Storage

1

.500

%

11/09/26

$

724,108‌

200,000

Public

Storage

3

.094

09/15/27

195,709‌

750,000

Public

Storage

1

.950

11/09/28

698,310‌

500,000

Public

Storage

3

.385

05/01/29

484,142‌

250,000

Public

Storage

2

.250

11/09/31

218,244‌

1,000,000

Public

Storage

5

.100

08/01/33

1,026,045‌

1,000,000

Public

Storage

5

.350

08/01/53

959,720‌

1,000,000

Public

Storage

Operating

Co

4

.375

07/01/30

997,597‌

1,000,000

Public

Storage

Operating

Co

5

.000

07/01/35

995,782‌

1,000,000

Rayonier

LP

2

.750

05/17/31

884,399‌

425,000

Realty

Income

Corp

4

.875

06/01/26

426,114‌

200,000

Realty

Income

Corp

4

.125

10/15/26

199,500‌

200,000

Realty

Income

Corp

3

.000

01/15/27

196,352‌

300,000

Realty

Income

Corp

3

.200

01/15/27

294,849‌

1,000,000

Realty

Income

Corp

3

.650

01/15/28

987,692‌

1,000,000

Realty

Income

Corp

2

.100

03/15/28

946,857‌

750,000

Realty

Income

Corp

4

.700

12/15/28

760,590‌

500,000

Realty

Income

Corp

4

.750

02/15/29

505,492‌

500,000

Realty

Income

Corp

3

.250

06/15/29

479,739‌

500,000

Realty

Income

Corp

4

.000

07/15/29

493,629‌

500,000

Realty

Income

Corp

3

.100

12/15/29

474,180‌

300,000

Realty

Income

Corp

3

.400

01/15/30

287,148‌

1,000,000

Realty

Income

Corp

4

.850

03/15/30

1,017,873‌

750,000

Realty

Income

Corp

3

.250

01/15/31

702,996‌

500,000

Realty

Income

Corp

3

.200

02/15/31

464,481‌

750,000

Realty

Income

Corp

1

.800

03/15/33

605,095‌

750,000

Realty

Income

Corp

4

.900

07/15/33

747,655‌

500,000

Realty

Income

Corp

5

.125

02/15/34

505,591‌

500,000

Realty

Income

Corp

5

.125

04/15/35

500,597‌

300,000

Realty

Income

Corp

4

.650

03/15/47

260,594‌

500,000

Realty

Income

Corp

5

.375

09/01/54

479,283‌

200,000

Regency

Centers

Corp

5

.250

01/15/34

202,912‌

375,000

Regency

Centers

LP

3

.600

02/01/27

371,518‌

125,000

Regency

Centers

LP

4

.125

03/15/28

124,667‌

425,000

Regency

Centers

LP

2

.950

09/15/29

402,133‌

500,000

Regency

Centers

LP

3

.700

06/15/30

483,357‌

1,000,000

Regency

Centers

LP

5

.000

07/15/32

1,011,435‌

425,000

Regency

Centers

LP

5

.100

01/15/35

425,947‌

200,000

Regency

Centers

LP

4

.400

02/01/47

166,949‌

300,000

Regency

Centers

LP

4

.650

03/15/49

260,304‌

500,000

Rexford

Industrial

Realty

LP

5

.000

06/15/28

504,285‌

1,000,000

Rexford

Industrial

Realty

LP

2

.125

12/01/30

869,919‌

300,000

Sabra

Health

Care

LP

5

.125

08/15/26

300,213‌

1,000,000

Sabra

Health

Care

LP

3

.200

12/01/31

891,123‌

500,000

Safehold

GL

Holdings

LLC

2

.800

06/15/31

447,309‌

500,000

Safehold

GL

Holdings

LLC

6

.100

04/01/34

520,436‌

500,000

Safehold

GL

Holdings

LLC

5

.650

01/15/35

499,537‌

350,000

Simon

Property

Group

LP

3

.250

11/30/26

344,941‌

200,000

Simon

Property

Group

LP

3

.375

06/15/27

196,928‌

300,000

Simon

Property

Group

LP

3

.375

12/01/27

294,569‌

1,750,000

Simon

Property

Group

LP

2

.450

09/13/29

1,626,153‌

750,000

Simon

Property

Group

LP

2

.650

07/15/30

691,856‌

1,000,000

Simon

Property

Group

LP

2

.200

02/01/31

885,994‌

500,000

Simon

Property

Group

LP

2

.250

01/15/32

431,499‌

1,500,000

Simon

Property

Group

LP

2

.650

02/01/32

1,321,356‌

1,000,000

Simon

Property

Group

LP

5

.500

03/08/33

1,043,790‌

500,000

Simon

Property

Group

LP

6

.250

01/15/34

542,506‌

1,000,000

Simon

Property

Group

LP

4

.750

09/26/34

973,594‌

500,000

Simon

Property

Group

LP

4

.250

10/01/44

411,194‌

300,000

Simon

Property

Group

LP

4

.250

11/30/46

243,578‌

500,000

Simon

Property

Group

LP

3

.250

09/13/49

334,612‌

750,000

Simon

Property

Group

LP

3

.800

07/15/50

553,866‌

Bond

Index

Fund

42

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

1,000,000

Simon

Property

Group

LP

5

.850

%

03/08/53

$

1,000,159‌

500,000

Simon

Property

Group

LP

6

.650

01/15/54

548,917‌

500,000

STORE

Capital

Corp

4

.625

03/15/29

491,704‌

500,000

STORE

Capital

Corp

2

.750

11/18/30

440,626‌

1,000,000

(c)

Store

Capital

LLC

5

.400

04/30/30

1,013,179‌

500,000

Sun

Communities

Operating

LP

2

.300

11/01/28

467,383‌

1,000,000

Sun

Communities

Operating

LP

4

.200

04/15/32

946,248‌

100,000

Tanger

Properties

LP

3

.125

09/01/26

98,188‌

250,000

Tanger

Properties

LP

3

.875

07/15/27

246,757‌

500,000

Tanger

Properties

LP

2

.750

09/01/31

438,454‌

200,000

UDR,

Inc

3

.500

07/01/27

197,227‌

200,000

UDR,

Inc

3

.500

01/15/28

196,155‌

1,000,000

UDR,

Inc

3

.000

08/15/31

908,260‌

750,000

UDR,

Inc

2

.100

08/01/32

621,187‌

500,000

UDR,

Inc

1

.900

03/15/33

399,287‌

300,000

UDR,

Inc

5

.125

09/01/34

297,086‌

300,000

UDR,

Inc

3

.100

11/01/34

252,593‌

200,000

Ventas

Realty

LP

3

.250

10/15/26

196,874‌

350,000

Ventas

Realty

LP

3

.000

01/15/30

328,458‌

500,000

Ventas

Realty

LP

4

.750

11/15/30

501,925‌

1,025,000

Ventas

Realty

LP

2

.500

09/01/31

902,244‌

1,000,000

Ventas

Realty

LP

5

.100

07/15/32

1,011,408‌

1,000,000

Ventas

Realty

LP

5

.625

07/01/34

1,032,406‌

1,000,000

Ventas

Realty

LP

5

.000

01/15/35

982,890‌

300,000

Ventas

Realty

LP

4

.375

02/01/45

244,984‌

300,000

Ventas

Realty

LP

4

.875

04/15/49

256,873‌

850,000

VICI

Properties

LP

4

.750

02/15/28

854,662‌

750,000

VICI

Properties

LP

4

.950

02/15/30

754,388‌

1,000,000

VICI

Properties

LP

5

.125

11/15/31

1,001,241‌

1,000,000

VICI

Properties

LP

5

.750

04/01/34

1,022,251‌

1,000,000

VICI

Properties

LP

5

.625

04/01/35

1,009,193‌

1,000,000

VICI

Properties

LP

5

.625

05/15/52

923,054‌

500,000

VICI

Properties

LP

6

.125

04/01/54

491,504‌

600,000

Welltower

OP

LLC

4

.250

04/01/26

598,343‌

500,000

Welltower

OP

LLC

2

.700

02/15/27

488,665‌

600,000

Welltower

OP

LLC

4

.250

04/15/28

600,933‌

1,000,000

Welltower

OP

LLC

2

.050

01/15/29

926,327‌

500,000

Welltower

OP

LLC

4

.125

03/15/29

497,075‌

425,000

Welltower

OP

LLC

3

.100

01/15/30

402,478‌

1,000,000

Welltower

OP

LLC

4

.500

07/01/30

1,004,733‌

400,000

Welltower

OP

LLC

2

.750

01/15/31

365,673‌

1,000,000

Welltower

OP

LLC

2

.800

06/01/31

908,357‌

500,000

Welltower

OP

LLC

2

.750

01/15/32

446,333‌

150,000

Welltower

OP

LLC

3

.850

06/15/32

142,216‌

1,000,000

Welltower

OP

LLC

5

.125

07/01/35

1,003,894‌

300,000

Welltower

OP

LLC

4

.950

09/01/48

275,512‌

1,000,000

Weyerhaeuser

Co

4

.750

05/15/26

1,001,964‌

500,000

Weyerhaeuser

Co

4

.000

11/15/29

491,122‌

500,000

Weyerhaeuser

Co

4

.000

04/15/30

487,678‌

304,000

Weyerhaeuser

Co

7

.375

03/15/32

343,197‌

300,000

Weyerhaeuser

Co

3

.375

03/09/33

268,678‌

1,000,000

Weyerhaeuser

Co

4

.000

03/09/52

750,882‌

1,000,000

WP

Carey,

Inc

3

.850

07/15/29

973,106‌

750,000

WP

Carey,

Inc

2

.400

02/01/31

659,465‌

500,000

WP

Carey,

Inc

2

.450

02/01/32

428,658‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

234,228,131‌

FINANCIAL

SERVICES

-

2.5%

1,000,000

AerCap

Ireland

Capital

DAC

2

.450

10/29/26

974,276‌

3,895,000

AerCap

Ireland

Capital

DAC

6

.450

04/15/27

4,021,907‌

250,000

AerCap

Ireland

Capital

DAC

3

.650

07/21/27

246,207‌

1,000,000

AerCap

Ireland

Capital

DAC

4

.625

10/15/27

1,003,985‌

200,000

AerCap

Ireland

Capital

DAC

3

.875

01/23/28

196,547‌

43

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

1,000,000

AerCap

Ireland

Capital

DAC

4

.875

%

04/01/28

$

1,009,948‌

1,000,000

AerCap

Ireland

Capital

DAC

5

.750

06/06/28

1,034,549‌

1,450,000

AerCap

Ireland

Capital

DAC

3

.000

10/29/28

1,381,379‌

1,000,000

AerCap

Ireland

Capital

DAC

5

.100

01/19/29

1,017,853‌

1,500,000

AerCap

Ireland

Capital

DAC

4

.625

09/10/29

1,500,333‌

1,000,000

AerCap

Ireland

Capital

DAC

6

.150

09/30/30

1,066,427‌

1,500,000

AerCap

Ireland

Capital

DAC

5

.375

12/15/31

1,532,962‌

700,000

AerCap

Ireland

Capital

DAC

3

.300

01/30/32

634,193‌

2,000,000

AerCap

Ireland

Capital

DAC

3

.400

10/29/33

1,763,677‌

1,000,000

AerCap

Ireland

Capital

DAC

5

.300

01/19/34

1,006,129‌

1,500,000

AerCap

Ireland

Capital

DAC

4

.950

09/10/34

1,467,258‌

800,000

AerCap

Ireland

Capital

DAC

3

.850

10/29/41

639,677‌

250,000

AerCap

Ireland

Capital

DAC

6

.950

03/10/55

259,797‌

750,000

AerCap

Ireland

Capital

DAC

6

.500

01/31/56

751,195‌

1,000,000

Affiliated

Managers

Group,

Inc

3

.300

06/15/30

937,979‌

500,000

Affiliated

Managers

Group,

Inc

5

.500

08/20/34

499,475‌

2,400,000

African

Development

Bank

3

.875

06/12/28

2,408,182‌

3,000,000

African

Development

Bank

4

.000

03/18/30

3,020,699‌

1,000,000

Ally

Financial,

Inc

4

.750

06/09/27

1,005,372‌

400,000

Ally

Financial,

Inc

7

.100

11/15/27

421,501‌

1,000,000

Ally

Financial,

Inc

2

.200

11/02/28

922,039‌

1,500,000

Ally

Financial,

Inc

6

.992

06/13/29

1,579,038‌

500,000

Ally

Financial,

Inc

6

.848

01/03/30

527,890‌

750,000

Ally

Financial,

Inc

5

.543

01/17/31

760,539‌

2,000,000

Ally

Financial,

Inc

8

.000

11/01/31

2,277,240‌

1,000,000

Ally

Financial,

Inc

6

.184

07/26/35

1,019,978‌

2,500,000

American

Express

Co

3

.125

05/20/26

2,477,400‌

2,000,000

American

Express

Co

1

.650

11/04/26

1,934,466‌

1,500,000

American

Express

Co

5

.850

11/05/27

1,554,751‌

1,000,000

American

Express

Co

5

.043

07/26/28

1,013,659‌

575,000

American

Express

Co

4

.050

05/03/29

574,769‌

1,000,000

American

Express

Co

5

.282

07/27/29

1,028,212‌

1,000,000

American

Express

Co

5

.532

04/25/30

1,039,542‌

1,500,000

American

Express

Co

5

.085

01/30/31

1,535,206‌

1,000,000

American

Express

Co

5

.016

04/25/31

1,021,114‌

1,500,000

American

Express

Co

6

.489

10/30/31

1,634,412‌

2,700,000

American

Express

Co

4

.989

05/26/33

2,706,217‌

1,000,000

American

Express

Co

4

.420

08/03/33

975,843‌

2,000,000

American

Express

Co

5

.043

05/01/34

2,018,948‌

1,000,000

American

Express

Co

5

.625

07/28/34

1,022,587‌

500,000

American

Express

Co

5

.915

04/25/35

521,930‌

1,000,000

American

Express

Co

5

.284

07/26/35

1,012,356‌

650,000

American

Express

Co

5

.442

01/30/36

663,525‌

1,000,000

American

Express

Co

5

.667

04/25/36

1,035,529‌

525,000

American

Express

Co

4

.050

12/03/42

444,292‌

200,000

Ameriprise

Financial,

Inc

2

.875

09/15/26

197,040‌

750,000

Ameriprise

Financial,

Inc

5

.700

12/15/28

785,909‌

350,000

Ameriprise

Financial,

Inc

4

.500

05/13/32

347,267‌

1,000,000

Ameriprise

Financial,

Inc

5

.150

05/15/33

1,026,082‌

825,000

Ameriprise

Financial,

Inc

5

.200

04/15/35

831,070‌

1,000,000

Andrew

W

Mellon

Foundation

0

.947

08/01/27

939,192‌

750,000

Apollo

Debt

Solutions

BDC

6

.900

04/13/29

782,896‌

1,100,000

Apollo

Debt

Solutions

BDC

6

.700

07/29/31

1,143,049‌

750,000

Apollo

Global

Management,

Inc

5

.800

05/21/54

740,689‌

1,000,000

Apollo

Global

Management,

Inc

6

.000

12/15/54

975,135‌

1,500,000

Ares

Capital

Corp

2

.150

07/15/26

1,461,670‌

850,000

Ares

Capital

Corp

7

.000

01/15/27

877,020‌

750,000

Ares

Capital

Corp

2

.875

06/15/28

706,750‌

750,000

Ares

Capital

Corp

5

.875

03/01/29

764,743‌

1,000,000

Ares

Capital

Corp

5

.950

07/15/29

1,023,174‌

500,000

Ares

Capital

Corp

5

.500

09/01/30

498,448‌

750,000

Ares

Capital

Corp

3

.200

11/15/31

652,897‌

Bond

Index

Fund

44

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

1,000,000

Ares

Capital

Corp

5

.800

%

03/08/32

$

995,816‌

500,000

Ares

Management

Corp

6

.375

11/10/28

529,854‌

1,000,000

Ares

Management

Corp

5

.600

10/11/54

943,723‌

500,000

Ares

Strategic

Income

Fund

5

.700

03/15/28

504,041‌

1,000,000

(a)

Ares

Strategic

Income

Fund

6

.350

08/15/29

1,025,228‌

1,000,000

Ares

Strategic

Income

Fund

5

.600

02/15/30

996,975‌

1,000,000

(c)

Ares

Strategic

Income

Fund

5

.800

09/09/30

1,003,494‌

500,000

Ares

Strategic

Income

Fund

6

.200

03/21/32

501,455‌

1,000,000

Bain

Capital

Specialty

Finance,

Inc

2

.550

10/13/26

970,162‌

300,000

Bain

Capital

Specialty

Finance,

Inc

5

.950

03/15/30

296,558‌

300,000

Bank

of

New

York

Mellon

Corp

3

.250

05/16/27

295,831‌

1,000,000

Bank

of

New

York

Mellon

Corp

3

.400

01/29/28

983,531‌

600,000

Bank

of

New

York

Mellon

Corp

3

.850

04/28/28

598,323‌

2,000,000

Bank

of

New

York

Mellon

Corp

1

.650

07/14/28

1,865,905‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.890

07/21/28

1,013,237‌

775,000

Bank

of

New

York

Mellon

Corp

5

.802

10/25/28

802,465‌

1,500,000

Bank

of

New

York

Mellon

Corp

4

.543

02/01/29

1,511,471‌

400,000

Bank

of

New

York

Mellon

Corp

3

.300

08/23/29

384,185‌

1,000,000

Bank

of

New

York

Mellon

Corp

6

.317

10/25/29

1,061,970‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.975

03/14/30

1,023,876‌

500,000

Bank

of

New

York

Mellon

Corp

4

.596

07/26/30

505,486‌

1,500,000

Bank

of

New

York

Mellon

Corp

1

.650

01/28/31

1,299,029‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.942

02/11/31

1,021,169‌

1,000,000

Bank

of

New

York

Mellon

Corp

1

.800

07/28/31

869,223‌

1,000,000

Bank

of

New

York

Mellon

Corp

5

.060

07/22/32

1,023,615‌

500,000

Bank

of

New

York

Mellon

Corp

4

.289

06/13/33

486,813‌

1,000,000

Bank

of

New

York

Mellon

Corp

5

.834

10/25/33

1,060,611‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.706

02/01/34

988,976‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.967

04/26/34

1,003,123‌

1,000,000

Bank

of

New

York

Mellon

Corp

6

.474

10/25/34

1,101,172‌

500,000

Bank

of

New

York

Mellon

Corp

5

.188

03/14/35

506,287‌

500,000

Bank

of

New

York

Mellon

Corp

5

.225

11/20/35

508,381‌

2,000,000

Bank

of

New

York

Mellon

Corp

5

.316

06/06/36

2,041,633‌

450,000

Bank

of

New

York

Mellon

Corp

5

.606

07/21/39

458,324‌

1,000,000

Barings

BDC,

Inc

3

.300

11/23/26

976,783‌

500,000

(c)

Barings

Private

Credit

Corp

6

.150

06/11/30

494,458‌

800,000

(a)

Berkshire

Hathaway,

Inc

4

.500

02/11/43

745,465‌

500,000

BGC

Group,

Inc

8

.000

05/25/28

534,858‌

500,000

BGC

Group,

Inc

6

.600

06/10/29

518,207‌

750,000

(c)

BGC

Group,

Inc

6

.150

04/02/30

760,428‌

1,000,000

BlackRock

Funding,

Inc

4

.700

03/14/29

1,021,159‌

1,000,000

BlackRock

Funding,

Inc

5

.000

03/14/34

1,021,735‌

1,500,000

BlackRock

Funding,

Inc

4

.900

01/08/35

1,518,316‌

1,000,000

BlackRock

Funding,

Inc

5

.250

03/14/54

959,008‌

1,000,000

BlackRock

Funding,

Inc

5

.350

01/08/55

974,625‌

1,000,000

BlackRock

TCP

Capital

Corp

2

.850

02/09/26

983,025‌

500,000

(a)

BlackRock

TCP

Capital

Corp

6

.950

05/30/29

515,314‌

850,000

BlackRock,

Inc

3

.250

04/30/29

826,272‌

1,450,000

BlackRock,

Inc

1

.900

01/28/31

1,275,875‌

750,000

BlackRock,

Inc

2

.100

02/25/32

647,116‌

1,000,000

BlackRock,

Inc

4

.750

05/25/33

1,010,896‌

800,000

Blackstone

Private

Credit

Fund

2

.625

12/15/26

772,944‌

1,000,000

Blackstone

Private

Credit

Fund

3

.250

03/15/27

972,317‌

500,000

Blackstone

Private

Credit

Fund

7

.300

11/27/28

533,247‌

1,000,000

(a)

Blackstone

Private

Credit

Fund

4

.000

01/15/29

959,445‌

500,000

Blackstone

Private

Credit

Fund

5

.950

07/16/29

509,461‌

500,000

Blackstone

Private

Credit

Fund

5

.600

11/22/29

503,454‌

1,000,000

Blackstone

Private

Credit

Fund

5

.250

04/01/30

991,083‌

500,000

Blackstone

Private

Credit

Fund

6

.250

01/25/31

514,334‌

625,000

Blackstone

Private

Credit

Fund

6

.000

01/29/32

628,455‌

500,000

Blackstone

Private

Credit

Fund

6

.000

11/22/34

488,926‌

750,000

Blackstone

Reg

Finance

Co

LLC

5

.000

12/06/34

746,644‌

45

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

1,000,000

Blackstone

Secured

Lending

Fund

2

.125

%

02/15/27

$

955,182‌

500,000

Blackstone

Secured

Lending

Fund

5

.875

11/15/27

510,362‌

1,200,000

Blackstone

Secured

Lending

Fund

5

.350

04/13/28

1,208,521‌

1,000,000

Blackstone

Secured

Lending

Fund

5

.300

06/30/30

990,845‌

1,000,000

Blue

Owl

Capital

Corp

2

.875

06/11/28

931,603‌

1,500,000

Blue

Owl

Capital

Corp

5

.950

03/15/29

1,507,709‌

500,000

Blue

Owl

Capital

Corp

6

.200

07/15/30

505,088‌

300,000

Blue

Owl

Capital

Corp

II

8

.450

11/15/26

311,660‌

1,000,000

Blue

Owl

Capital

Corp

III

3

.125

04/13/27

965,633‌

1,000,000

Blue

Owl

Credit

Income

Corp

4

.700

02/08/27

993,652‌

750,000

Blue

Owl

Credit

Income

Corp

7

.750

09/16/27

786,696‌

700,000

Blue

Owl

Credit

Income

Corp

7

.950

06/13/28

748,429‌

1,300,000

Blue

Owl

Credit

Income

Corp

6

.600

09/15/29

1,337,632‌

1,000,000

Blue

Owl

Credit

Income

Corp

5

.800

03/15/30

1,001,630‌

500,000

Blue

Owl

Credit

Income

Corp

6

.650

03/15/31

514,254‌

1,500,000

Blue

Owl

Finance

LLC

6

.250

04/18/34

1,543,435‌

1,000,000

Blue

Owl

Technology

Finance

Corp

2

.500

01/15/27

958,140‌

1,000,000

Blue

Owl

Technology

Finance

Corp

II

6

.750

04/04/29

1,019,835‌

1,000,000

Brookfield

Asset

Management

Ltd

5

.795

04/24/35

1,026,112‌

500,000

Brookfield

Capital

Finance

LLC

6

.087

06/14/33

528,954‌

1,000,000

Brookfield

Finance

I

UK

PLC

2

.340

01/30/32

850,367‌

200,000

Brookfield

Finance,

Inc

4

.250

06/02/26

199,512‌

600,000

Brookfield

Finance,

Inc

3

.900

01/25/28

592,961‌

600,000

Brookfield

Finance,

Inc

4

.850

03/29/29

605,498‌

500,000

Brookfield

Finance,

Inc

6

.350

01/05/34

536,404‌

500,000

Brookfield

Finance,

Inc

5

.675

01/15/35

513,151‌

725,000

Brookfield

Finance,

Inc

4

.700

09/20/47

616,123‌

1,000,000

Brookfield

Finance,

Inc

3

.500

03/30/51

678,358‌

1,000,000

Brookfield

Finance,

Inc

3

.625

02/15/52

690,451‌

750,000

Brookfield

Finance,

Inc

5

.968

03/04/54

748,488‌

500,000

Brookfield

Finance,

Inc

5

.813

03/03/55

488,945‌

1,000,000

California

Endowment

2

.498

04/01/51

578,175‌

700,000

Capital

One

Financial

Corp

3

.750

07/28/26

693,145‌

1,075,000

Capital

One

Financial

Corp

3

.750

03/09/27

1,065,923‌

1,000,000

Capital

One

Financial

Corp

3

.650

05/11/27

989,312‌

1,000,000

Capital

One

Financial

Corp

1

.878

11/02/27

965,937‌

2,700,000

Capital

One

Financial

Corp

3

.800

01/31/28

2,664,368‌

1,400,000

Capital

One

Financial

Corp

4

.927

05/10/28

1,410,249‌

2,000,000

Capital

One

Financial

Corp

5

.468

02/01/29

2,047,958‌

1,000,000

Capital

One

Financial

Corp

6

.312

06/08/29

1,049,699‌

1,500,000

Capital

One

Financial

Corp

5

.700

02/01/30

1,551,637‌

2,000,000

Capital

One

Financial

Corp

3

.273

03/01/30

1,913,018‌

750,000

Capital

One

Financial

Corp

5

.247

07/26/30

766,706‌

1,000,000

Capital

One

Financial

Corp

5

.463

07/26/30

1,029,016‌

1,000,000

Capital

One

Financial

Corp

7

.624

10/30/31

1,129,846‌

2,525,000

Capital

One

Financial

Corp

2

.359

07/29/32

2,141,267‌

1,000,000

Capital

One

Financial

Corp

2

.618

11/02/32

873,080‌

1,000,000

Capital

One

Financial

Corp

5

.817

02/01/34

1,031,620‌

1,000,000

Capital

One

Financial

Corp

6

.377

06/08/34

1,064,603‌

1,000,000

Capital

One

Financial

Corp

6

.051

02/01/35

1,042,383‌

1,000,000

Capital

One

Financial

Corp

5

.884

07/26/35

1,031,001‌

325,000

Capital

One

Financial

Corp

6

.183

01/30/36

330,865‌

500,000

Carlyle

Secured

Lending,

Inc

6

.750

02/18/30

511,095‌

450,000

Cboe

Global

Markets,

Inc

3

.650

01/12/27

446,397‌

500,000

Cboe

Global

Markets,

Inc

1

.625

12/15/30

430,659‌

500,000

Cboe

Global

Markets,

Inc

3

.000

03/16/32

449,345‌

1,500,000

Charles

Schwab

Corp

1

.150

05/13/26

1,458,981‌

1,000,000

Charles

Schwab

Corp

5

.875

08/24/26

1,016,750‌

500,000

Charles

Schwab

Corp

3

.200

03/02/27

492,395‌

350,000

Charles

Schwab

Corp

2

.450

03/03/27

340,138‌

525,000

Charles

Schwab

Corp

3

.300

04/01/27

517,731‌

200,000

Charles

Schwab

Corp

3

.200

01/25/28

195,787‌

Bond

Index

Fund

46

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

2,000,000

Charles

Schwab

Corp

2

.000

%

03/20/28

$

1,892,890‌

300,000

Charles

Schwab

Corp

4

.000

02/01/29

297,765‌

1,000,000

Charles

Schwab

Corp

5

.643

05/19/29

1,036,513‌

500,000

Charles

Schwab

Corp

2

.750

10/01/29

469,066‌

1,500,000

Charles

Schwab

Corp

6

.196

11/17/29

1,591,578‌

1,500,000

Charles

Schwab

Corp

1

.650

03/11/31

1,287,853‌

1,500,000

Charles

Schwab

Corp

2

.300

05/13/31

1,334,680‌

1,000,000

Charles

Schwab

Corp

1

.950

12/01/31

854,779‌

1,000,000

Charles

Schwab

Corp

2

.900

03/03/32

899,420‌

750,000

Charles

Schwab

Corp

6

.136

08/24/34

811,484‌

1,500,000

CI

Financial

Corp

3

.200

12/17/30

1,323,328‌

500,000

CME

Group,

Inc

3

.750

06/15/28

496,763‌

1,000,000

CME

Group,

Inc

4

.400

03/15/30

1,007,049‌

1,500,000

CME

Group,

Inc

2

.650

03/15/32

1,343,042‌

400,000

CME

Group,

Inc

5

.300

09/15/43

400,012‌

500,000

CME

Group,

Inc

4

.150

06/15/48

421,212‌

500,000

CNH

Industrial

Capital

LLC

4

.750

03/21/28

503,739‌

1,000,000

Consumers

2023

Securitization

Funding

LLC

5

.210

09/01/30

1,026,432‌

1,000,000

Corebridge

Financial,

Inc

3

.850

04/05/29

979,802‌

1,250,000

Corebridge

Financial,

Inc

3

.900

04/05/32

1,173,263‌

750,000

Corebridge

Financial,

Inc

6

.050

09/15/33

789,477‌

475,000

Corebridge

Financial,

Inc

5

.750

01/15/34

493,487‌

1,000,000

Corebridge

Financial,

Inc

4

.350

04/05/42

839,356‌

500,000

Corebridge

Financial,

Inc

4

.400

04/05/52

399,471‌

1,000,000

Corebridge

Financial,

Inc

6

.875

12/15/52

1,031,591‌

800,000

Deutsche

Bank

AG.

6

.720

01/18/29

840,378‌

1,000,000

Deutsche

Bank

AG.

3

.742

01/07/33

900,078‌

2,500,000

Deutsche

Bank

AG.

7

.079

02/10/34

2,664,983‌

1,000,000

DH

Europe

Finance

II

Sarl

3

.400

11/15/49

711,269‌

200,000

Discover

Bank

4

.250

03/13/26

199,590‌

1,125,000

Discover

Bank

3

.450

07/27/26

1,112,545‌

300,000

Discover

Bank

5

.974

08/09/28

307,368‌

350,000

Discover

Bank

4

.650

09/13/28

351,850‌

325,000

Discover

Bank

2

.700

02/06/30

299,443‌

350,000

Discover

Financial

Services

4

.100

02/09/27

348,361‌

500,000

Discover

Financial

Services

6

.700

11/29/32

545,958‌

1,500,000

Discover

Financial

Services

7

.964

11/02/34

1,743,583‌

200,000

Eaton

Vance

Corp

3

.500

04/06/27

197,315‌

1,000,000

Enact

Holdings,

Inc

6

.250

05/28/29

1,037,633‌

750,000

Equitable

Holdings,

Inc

5

.594

01/11/33

779,874‌

662,000

Equitable

Holdings,

Inc

5

.000

04/20/48

583,888‌

1,000,000

Essent

Group

Ltd

6

.250

07/01/29

1,035,681‌

1,000,000

FactSet

Research

Systems,

Inc

2

.900

03/01/27

974,417‌

2,500,000

Fidelity

National

Information

Services,

Inc

5

.100

07/15/32

2,545,862‌

425,000

Fidelity

National

Information

Services,

Inc

3

.100

03/01/41

312,260‌

900,000

Fiserv,

Inc

3

.200

07/01/26

889,695‌

1,000,000

Fiserv,

Inc

5

.450

03/02/28

1,027,599‌

1,000,000

Fiserv,

Inc

5

.375

08/21/28

1,028,195‌

1,125,000

Fiserv,

Inc

3

.500

07/01/29

1,083,712‌

1,000,000

Fiserv,

Inc

4

.750

03/15/30

1,006,781‌

2,175,000

Fiserv,

Inc

2

.650

06/01/30

1,993,379‌

1,000,000

Fiserv,

Inc

5

.350

03/15/31

1,036,791‌

1,000,000

Fiserv,

Inc

5

.625

08/21/33

1,039,790‌

700,000

Fiserv,

Inc

5

.450

03/15/34

717,013‌

1,000,000

Fiserv,

Inc

5

.150

08/12/34

1,003,656‌

2,300,000

Fiserv,

Inc

4

.400

07/01/49

1,882,977‌

750,000

Ford

Foundation

2

.415

06/01/50

436,586‌

525,000

Ford

Foundation

2

.815

06/01/70

292,786‌

750,000

Franklin

BSP

Capital

Corp

7

.200

06/15/29

775,780‌

1,500,000

Franklin

Resources,

Inc

1

.600

10/30/30

1,292,083‌

500,000

Franklin

Resources,

Inc

2

.950

08/12/51

305,824‌

1,000,000

FS

KKR

Capital

Corp

2

.625

01/15/27

958,901‌

47

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

1,500,000

FS

KKR

Capital

Corp

3

.125

%

10/12/28

$

1,375,504‌

500,000

FS

KKR

Capital

Corp

6

.875

08/15/29

512,740‌

1,000,000

FS

KKR

Capital

Corp

6

.125

01/15/30

993,140‌

1,608,000

GE

Capital

Funding

LLC

4

.550

05/15/32

1,597,831‌

300,000

Global

Payments,

Inc

4

.800

04/01/26

299,838‌

1,000,000

Global

Payments,

Inc

2

.150

01/15/27

967,301‌

500,000

Global

Payments,

Inc

4

.950

08/15/27

505,865‌

500,000

Global

Payments,

Inc

4

.450

06/01/28

498,382‌

475,000

Global

Payments,

Inc

3

.200

08/15/29

449,168‌

500,000

Global

Payments,

Inc

5

.300

08/15/29

509,030‌

325,000

Global

Payments,

Inc

2

.900

05/15/30

298,802‌

500,000

Global

Payments,

Inc

5

.400

08/15/32

510,370‌

1,250,000

Global

Payments,

Inc

4

.150

08/15/49

922,599‌

500,000

(a)

Global

Payments,

Inc

5

.950

08/15/52

480,654‌

1,000,000

Goldman

Sachs

BDC,

Inc

6

.375

03/11/27

1,023,347‌

425,000

Goldman

Sachs

Group,

Inc

3

.500

11/16/26

420,028‌

125,000

Goldman

Sachs

Group,

Inc

5

.950

01/15/27

128,400‌

5,000,000

Goldman

Sachs

Group,

Inc

1

.542

09/10/27

4,827,537‌

2,500,000

Goldman

Sachs

Group,

Inc

1

.948

10/21/27

2,420,654‌

2,000,000

Goldman

Sachs

Group,

Inc

2

.640

02/24/28

1,942,403‌

3,000,000

Goldman

Sachs

Group,

Inc

3

.615

03/15/28

2,958,112‌

4,475,000

Goldman

Sachs

Group,

Inc

3

.691

06/05/28

4,411,391‌

2,000,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

2,002,657‌

4,525,000

Goldman

Sachs

Group,

Inc

3

.814

04/23/29

4,452,941‌

2,550,000

Goldman

Sachs

Group,

Inc

4

.223

05/01/29

2,535,464‌

2,000,000

Goldman

Sachs

Group,

Inc

6

.484

10/24/29

2,121,532‌

2,500,000

Goldman

Sachs

Group,

Inc

2

.600

02/07/30

2,310,437‌

2,500,000

Goldman

Sachs

Group,

Inc

3

.800

03/15/30

2,439,663‌

5,000,000

Goldman

Sachs

Group,

Inc

5

.727

04/25/30

5,204,771‌

2,000,000

Goldman

Sachs

Group,

Inc

5

.049

07/23/30

2,033,209‌

3,000,000

Goldman

Sachs

Group,

Inc

4

.692

10/23/30

3,009,011‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.207

01/28/31

3,070,223‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.218

04/23/31

3,075,514‌

2,000,000

Goldman

Sachs

Group,

Inc

1

.992

01/27/32

1,732,311‌

2,050,000

Goldman

Sachs

Group,

Inc

2

.615

04/22/32

1,822,149‌

2,550,000

Goldman

Sachs

Group,

Inc

2

.383

07/21/32

2,227,032‌

1,500,000

Goldman

Sachs

Group,

Inc

2

.650

10/21/32

1,325,476‌

2,000,000

Goldman

Sachs

Group,

Inc

3

.102

02/24/33

1,800,093‌

3,000,000

Goldman

Sachs

Group,

Inc

6

.561

10/24/34

3,317,180‌

2,400,000

Goldman

Sachs

Group,

Inc

5

.851

04/25/35

2,516,854‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.330

07/23/35

3,026,083‌

4,000,000

Goldman

Sachs

Group,

Inc

5

.016

10/23/35

3,951,616‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.536

01/28/36

3,076,466‌

900,000

Goldman

Sachs

Group,

Inc

6

.750

10/01/37

988,001‌

2,425,000

Goldman

Sachs

Group,

Inc

4

.017

10/31/38

2,115,006‌

1,525,000

Goldman

Sachs

Group,

Inc

4

.411

04/23/39

1,374,790‌

2,475,000

Goldman

Sachs

Group,

Inc

6

.250

02/01/41

2,645,828‌

1,900,000

Goldman

Sachs

Group,

Inc

3

.210

04/22/42

1,421,009‌

2,000,000

Goldman

Sachs

Group,

Inc

3

.436

02/24/43

1,524,847‌

1,225,000

Goldman

Sachs

Group,

Inc

4

.800

07/08/44

1,100,468‌

1,650,000

Goldman

Sachs

Group,

Inc

5

.150

05/22/45

1,482,218‌

200,000

Goldman

Sachs

Group,

Inc

4

.750

10/21/45

177,795‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.561

11/19/45

2,953,613‌

3,000,000

Goldman

Sachs

Group,

Inc

5

.734

01/28/56

2,999,465‌

1,000,000

(a),(c)

Goldman

Sachs

Private

Credit

Corp

6

.250

05/06/30

1,013,597‌

1,250,000

Golub

Capital

BDC,

Inc

2

.500

08/24/26

1,216,458‌

1,000,000

Golub

Capital

BDC,

Inc

2

.050

02/15/27

953,694‌

300,000

Golub

Capital

BDC,

Inc

7

.050

12/05/28

314,998‌

700,000

Golub

Capital

BDC,

Inc

6

.000

07/15/29

709,505‌

1,000,000

Golub

Capital

Private

Credit

Fund

5

.800

09/12/29

998,934‌

1,000,000

Golub

Capital

Private

Credit

Fund

5

.875

05/01/30

998,789‌

1,000,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.150

01/15/31

1,012,467‌

Bond

Index

Fund

48

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

1,325,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.375

%

07/01/34

$

1,325,082‌

675,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.750

07/15/35

687,240‌

1,000,000

Hercules

Capital,

Inc

3

.375

01/20/27

968,423‌

1,000,000

Hercules

Capital,

Inc

6

.000

06/16/30

997,950‌

1,000,000

HPS

Corporate

Lending

Fund

6

.750

01/30/29

1,032,707‌

1,000,000

(c)

HPS

Corporate

Lending

Fund

5

.850

06/05/30

997,787‌

1,000,000

HPS

Corporate

Lending

Fund

5

.950

04/14/32

993,635‌

500,000

Intercontinental

Exchange,

Inc

3

.100

09/15/27

488,101‌

500,000

Intercontinental

Exchange,

Inc

3

.750

09/21/28

491,527‌

1,500,000

Intercontinental

Exchange,

Inc

4

.350

06/15/29

1,501,250‌

1,500,000

Intercontinental

Exchange,

Inc

2

.100

06/15/30

1,342,911‌

1,500,000

Intercontinental

Exchange,

Inc

5

.250

06/15/31

1,553,742‌

1,000,000

Intercontinental

Exchange,

Inc

1

.850

09/15/32

830,071‌

2,000,000

Intercontinental

Exchange,

Inc

4

.600

03/15/33

1,991,232‌

775,000

Intercontinental

Exchange,

Inc

2

.650

09/15/40

557,667‌

575,000

Intercontinental

Exchange,

Inc

4

.250

09/21/48

473,875‌

1,000,000

Intercontinental

Exchange,

Inc

3

.000

06/15/50

652,600‌

1,000,000

Intercontinental

Exchange,

Inc

4

.950

06/15/52

902,906‌

1,000,000

Intercontinental

Exchange,

Inc

3

.000

09/15/60

603,560‌

1,250,000

Intercontinental

Exchange,

Inc

5

.200

06/15/62

1,163,839‌

1,175,000

International

Finance

Corp

4

.500

01/21/28

1,196,491‌

3,000,000

International

Finance

Corp

3

.875

07/02/30

3,004,593‌

200,000

Invesco

Finance

plc

5

.375

11/30/43

188,152‌

500,000

Jackson

Financial,

Inc

3

.125

11/23/31

442,645‌

500,000

Jackson

Financial,

Inc

5

.670

06/08/32

510,035‌

500,000

Jackson

Financial,

Inc

4

.000

11/23/51

339,458‌

1,000,000

Janus

Henderson

US

Holdings,

Inc

5

.450

09/10/34

991,941‌

1,000,000

Jefferies

Financial

Group,

Inc

4

.850

01/15/27

1,007,489‌

500,000

Jefferies

Financial

Group,

Inc

5

.875

07/21/28

518,548‌

1,000,000

Jefferies

Financial

Group,

Inc

4

.150

01/23/30

976,669‌

1,000,000

Jefferies

Financial

Group,

Inc

2

.625

10/15/31

870,051‌

1,000,000

Jefferies

Financial

Group,

Inc

2

.750

10/15/32

841,703‌

1,500,000

Jefferies

Financial

Group,

Inc

6

.200

04/14/34

1,569,027‌

600,000

Jefferies

Group,

Inc

6

.450

06/08/27

621,368‌

2,100,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

03/01/27

2,118,646‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4

.750

10/29/30

3,125,690‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

3,032,638‌

500,000

(b)

Ladder

Capital

Finance

Holdings

LLLP

5

.500

08/01/30

503,224‌

2,000,000

Landwirtschaftliche

Rentenbank

3

.875

06/14/28

2,008,187‌

1,000,000

Landwirtschaftliche

Rentenbank

4

.125

05/28/30

1,013,640‌

1,000,000

Landwirtschaftliche

Rentenbank

5

.000

10/24/33

1,052,308‌

200,000

Lazard

Group

LLC

3

.625

03/01/27

196,334‌

325,000

Lazard

Group

LLC

4

.500

09/19/28

323,727‌

425,000

Lazard

Group

LLC

4

.375

03/11/29

419,946‌

1,000,000

Lazard

Group

LLC

6

.000

03/15/31

1,050,073‌

400,000

Legg

Mason,

Inc

5

.625

01/15/44

396,393‌

500,000

LPL

Holdings,

Inc

6

.750

11/17/28

533,251‌

1,000,000

LPL

Holdings,

Inc

5

.200

03/15/30

1,015,527‌

500,000

LPL

Holdings,

Inc

5

.150

06/15/30

506,199‌

750,000

LPL

Holdings,

Inc

6

.000

05/20/34

775,555‌

500,000

LPL

Holdings,

Inc

5

.650

03/15/35

502,712‌

500,000

LPL

Holdings,

Inc

5

.750

06/15/35

505,842‌

1,250,000

Main

Street

Capital

Corp

3

.000

07/14/26

1,223,895‌

500,000

Main

Street

Capital

Corp

6

.500

06/04/27

511,211‌

1,000,000

Main

Street

Capital

Corp

6

.950

03/01/29

1,040,392‌

1,000,000

Marex

Group

plc

6

.404

11/04/29

1,029,352‌

1,000,000

Mastercard,

Inc

2

.950

06/01/29

960,748‌

625,000

Mastercard,

Inc

1

.900

03/15/31

551,668‌

1,500,000

Mastercard,

Inc

2

.000

11/18/31

1,307,467‌

1,000,000

Mastercard,

Inc

4

.850

03/09/33

1,019,002‌

1,500,000

Mastercard,

Inc

4

.875

05/09/34

1,517,964‌

200,000

Mastercard,

Inc

3

.800

11/21/46

160,303‌

49

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

300,000

Mastercard,

Inc

3

.950

%

02/26/48

$

241,742‌

1,000,000

Mastercard,

Inc

3

.650

06/01/49

765,196‌

1,350,000

Mastercard,

Inc

3

.850

03/26/50

1,065,923‌

850,000

Mastercard,

Inc

2

.950

03/15/51

559,039‌

300,000

Moody's

Corp

4

.250

02/01/29

299,901‌

500,000

Moody's

Corp

4

.250

08/08/32

488,305‌

1,000,000

Moody's

Corp

5

.000

08/05/34

1,010,606‌

1,000,000

Moody's

Corp

2

.750

08/19/41

706,734‌

200,000

Moody's

Corp

5

.250

07/15/44

190,584‌

300,000

Moody's

Corp

4

.875

12/17/48

267,512‌

750,000

Moody's

Corp

3

.250

05/20/50

503,515‌

1,000,000

Moody's

Corp

3

.750

02/25/52

743,533‌

1,000,000

Moody's

Corp

3

.100

11/29/61

619,896‌

500,000

Morgan

Stanley

3

.125

07/27/26

493,749‌

400,000

Morgan

Stanley

4

.350

09/08/26

399,284‌

2,750,000

Morgan

Stanley

3

.625

01/20/27

2,726,316‌

1,975,000

Morgan

Stanley

3

.950

04/23/27

1,962,594‌

3,325,000

Morgan

Stanley

1

.512

07/20/27

3,225,449‌

2,000,000

Morgan

Stanley

5

.652

04/13/28

2,044,404‌

2,000,000

Morgan

Stanley

4

.210

04/20/28

1,995,868‌

1,575,000

Morgan

Stanley

3

.591

07/22/28

1,547,431‌

1,500,000

Morgan

Stanley

6

.296

10/18/28

1,562,514‌

2,850,000

Morgan

Stanley

3

.772

01/24/29

2,809,311‌

4,000,000

Morgan

Stanley

5

.123

02/01/29

4,069,821‌

2,500,000

Morgan

Stanley

5

.164

04/20/29

2,549,000‌

2,225,000

Morgan

Stanley

5

.449

07/20/29

2,288,303‌

2,500,000

Morgan

Stanley

6

.407

11/01/29

2,648,054‌

3,500,000

Morgan

Stanley

5

.173

01/16/30

3,573,321‌

3,475,000

Morgan

Stanley

4

.431

01/23/30

3,470,114‌

1,900,000

Morgan

Stanley

5

.656

04/18/30

1,973,550‌

2,175,000

Morgan

Stanley

5

.042

07/19/30

2,211,952‌

2,775,000

Morgan

Stanley

4

.654

10/18/30

2,780,293‌

1,675,000

Morgan

Stanley

5

.230

01/15/31

1,714,686‌

5,000,000

Morgan

Stanley

2

.699

01/22/31

4,610,582‌

1,500,000

Morgan

Stanley

3

.622

04/01/31

1,438,436‌

1,050,000

Morgan

Stanley

5

.192

04/17/31

1,076,386‌

3,000,000

Morgan

Stanley

1

.794

02/13/32

2,566,634‌

150,000

Morgan

Stanley

7

.250

04/01/32

172,633‌

2,500,000

Morgan

Stanley

1

.928

04/28/32

2,137,475‌

3,000,000

Morgan

Stanley

2

.239

07/21/32

2,597,843‌

3,500,000

Morgan

Stanley

2

.511

10/20/32

3,064,985‌

3,000,000

Morgan

Stanley

2

.943

01/21/33

2,677,482‌

2,000,000

Morgan

Stanley

4

.889

07/20/33

2,002,017‌

1,500,000

Morgan

Stanley

6

.342

10/18/33

1,628,562‌

2,500,000

Morgan

Stanley

5

.250

04/21/34

2,543,120‌

2,025,000

Morgan

Stanley

5

.424

07/21/34

2,074,415‌

2,500,000

Morgan

Stanley

6

.627

11/01/34

2,755,748‌

3,000,000

Morgan

Stanley

5

.466

01/18/35

3,069,150‌

3,500,000

Morgan

Stanley

5

.831

04/19/35

3,666,807‌

3,425,000

Morgan

Stanley

5

.320

07/19/35

3,466,811‌

1,575,000

Morgan

Stanley

5

.587

01/18/36

1,616,761‌

1,200,000

Morgan

Stanley

5

.664

04/17/36

1,243,497‌

1,300,000

Morgan

Stanley

2

.484

09/16/36

1,104,656‌

2,000,000

Morgan

Stanley

5

.297

04/20/37

1,992,570‌

950,000

Morgan

Stanley

5

.948

01/19/38

977,310‌

1,725,000

Morgan

Stanley

3

.971

07/22/38

1,502,046‌

1,500,000

Morgan

Stanley

5

.942

02/07/39

1,539,611‌

1,675,000

Morgan

Stanley

4

.457

04/22/39

1,553,078‌

1,525,000

Morgan

Stanley

3

.217

04/22/42

1,157,001‌

275,000

Morgan

Stanley

6

.375

07/24/42

300,509‌

1,175,000

Morgan

Stanley

4

.300

01/27/45

1,001,524‌

2,200,000

Morgan

Stanley

4

.375

01/22/47

1,873,019‌

Bond

Index

Fund

50

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

900,000

Morgan

Stanley

5

.597

%

03/24/51

$

893,211‌

1,425,000

Morgan

Stanley

2

.802

01/25/52

881,605‌

3,350,000

Morgan

Stanley

5

.516

11/19/55

3,273,722‌

1,000,000

Morgan

Stanley

Direct

Lending

Fund

4

.500

02/11/27

993,650‌

500,000

Morgan

Stanley

Direct

Lending

Fund

6

.150

05/17/29

511,659‌

750,000

(c)

MSD

Investment

Corp

6

.250

05/31/30

741,853‌

400,000

NASDAQ,

Inc

3

.850

06/30/26

397,725‌

1,321,000

NASDAQ,

Inc

5

.350

06/28/28

1,360,144‌

500,000

NASDAQ,

Inc

1

.650

01/15/31

431,104‌

1,306,000

NASDAQ,

Inc

5

.550

02/15/34

1,360,681‌

500,000

NASDAQ,

Inc

2

.500

12/21/40

346,374‌

500,000

NASDAQ,

Inc

3

.250

04/28/50

336,314‌

257,000

NASDAQ,

Inc

3

.950

03/07/52

192,083‌

900,000

NASDAQ,

Inc

5

.950

08/15/53

918,008‌

400,000

NASDAQ,

Inc

6

.100

06/28/63

407,912‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.050

09/15/28

1,022,863‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.900

11/01/28

197,604‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.850

02/07/29

1,017,931‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

3

.700

03/15/29

294,135‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.950

02/07/30

1,022,838‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

2

.400

03/15/30

920,064‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.000

02/07/31

1,025,072‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.350

03/15/31

841,578‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.650

06/15/31

849,460‌

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

383,552‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.800

01/15/33

531,340‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.000

08/15/34

503,159‌

375,000

(d)

National

Rural

Utilities

Cooperative

Finance

Corp,

(TSFR3M

+

3.172%)

7

.451

04/30/43

373,151‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.400

11/01/48

169,143‌

550,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.300

03/15/49

458,120‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

7

.125

09/15/53

522,782‌

1,000,000

New

Mountain

Finance

Corp

6

.200

10/15/27

1,010,554‌

1,000,000

New

Mountain

Finance

Corp

6

.875

02/01/29

1,017,884‌

750,000

NMI

Holdings,

Inc

6

.000

08/15/29

769,575‌

500,000

Nomura

Holdings,

Inc

5

.386

07/06/27

509,047‌

1,000,000

Nomura

Holdings,

Inc

5

.842

01/18/28

1,030,824‌

1,000,000

Nomura

Holdings,

Inc

6

.070

07/12/28

1,043,549‌

1,000,000

Nomura

Holdings,

Inc

2

.172

07/14/28

933,499‌

1,000,000

Nomura

Holdings,

Inc

2

.710

01/22/29

937,314‌

500,000

Nomura

Holdings,

Inc

5

.605

07/06/29

517,683‌

1,500,000

Nomura

Holdings,

Inc

3

.103

01/16/30

1,401,206‌

1,000,000

Nomura

Holdings,

Inc

4

.904

07/01/30

1,003,411‌

500,000

Nomura

Holdings,

Inc

2

.679

07/16/30

453,607‌

750,000

Nomura

Holdings,

Inc

2

.608

07/14/31

661,743‌

1,000,000

Nomura

Holdings,

Inc

2

.999

01/22/32

885,421‌

1,000,000

Nomura

Holdings,

Inc

6

.181

01/18/33

1,065,213‌

1,000,000

(a)

Nomura

Holdings,

Inc

6

.087

07/12/33

1,063,187‌

1,000,000

Nomura

Holdings,

Inc

5

.491

06/29/35

1,005,944‌

1,000,000

North

Haven

Private

Income

Fund

LLC

5

.750

02/01/30

993,793‌

725,000

Northern

Trust

Corp

4

.000

05/10/27

724,113‌

500,000

Northern

Trust

Corp

3

.650

08/03/28

493,069‌

500,000

Northern

Trust

Corp

3

.150

05/03/29

482,295‌

700,000

Northern

Trust

Corp

1

.950

05/01/30

628,999‌

100,000

Northern

Trust

Corp

3

.375

05/08/32

97,068‌

500,000

Northern

Trust

Corp

6

.125

11/02/32

539,908‌

1,500,000

Oaktree

Specialty

Lending

Corp

2

.700

01/15/27

1,437,945‌

500,000

Oaktree

Specialty

Lending

Corp

7

.100

02/15/29

514,693‌

300,000

Oaktree

Specialty

Lending

Corp

6

.340

02/27/30

297,272‌

1,000,000

(a)

Oaktree

Strategic

Credit

Fund

6

.500

07/23/29

1,024,106‌

920,000

Oesterreichische

Kontrollbank

AG.

4

.000

05/28/28

926,425‌

200,000

ORIX

Corp

3

.700

07/18/27

197,477‌

500,000

ORIX

Corp

5

.000

09/13/27

506,468‌

51

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

500,000

ORIX

Corp

4

.650

%

09/10/29

$

503,630‌

1,000,000

ORIX

Corp

2

.250

03/09/31

881,503‌

1,000,000

ORIX

Corp

4

.000

04/13/32

947,112‌

500,000

(a)

ORIX

Corp

5

.200

09/13/32

509,181‌

500,000

(a)

ORIX

Corp

5

.400

02/25/35

506,121‌

1,000,000

PayPal

Holdings,

Inc

3

.900

06/01/27

996,404‌

1,000,000

PayPal

Holdings,

Inc

4

.450

03/06/28

1,008,130‌

1,000,000

PayPal

Holdings,

Inc

2

.850

10/01/29

943,735‌

500,000

PayPal

Holdings,

Inc

2

.300

06/01/30

454,851‌

500,000

PayPal

Holdings,

Inc

5

.150

06/01/34

507,864‌

1,000,000

PayPal

Holdings,

Inc

5

.100

04/01/35

1,004,363‌

1,000,000

PayPal

Holdings,

Inc

3

.250

06/01/50

680,471‌

750,000

(a)

PayPal

Holdings,

Inc

5

.050

06/01/52

691,944‌

1,000,000

(a)

PayPal

Holdings,

Inc

5

.500

06/01/54

980,817‌

750,000

PayPal

Holdings,

Inc

5

.250

06/01/62

686,654‌

2,000,000

(c)

Private

Export

Funding

Corp

4

.500

02/07/27

2,011,703‌

3,000,000

Private

Export

Funding

Corp

1

.400

07/15/28

2,795,200‌

1,000,000

Private

Export

Funding

Corp

3

.650

03/15/30

974,761‌

1,000,000

Private

Export

Funding

Corp

4

.600

02/15/34

1,012,667‌

750,000

(a)

Radian

Group,

Inc

6

.200

05/15/29

779,266‌

425,000

Raymond

James

Financial,

Inc

4

.950

07/15/46

381,886‌

1,000,000

Raymond

James

Financial,

Inc

3

.750

04/01/51

728,248‌

625,000

S&P

Global,

Inc

2

.450

03/01/27

608,196‌

1,000,000

S&P

Global,

Inc

2

.700

03/01/29

947,792‌

500,000

S&P

Global,

Inc

2

.500

12/01/29

464,882‌

500,000

S&P

Global,

Inc

1

.250

08/15/30

430,457‌

1,000,000

S&P

Global,

Inc

2

.900

03/01/32

909,112‌

500,000

S&P

Global,

Inc

3

.250

12/01/49

353,212‌

1,000,000

S&P

Global,

Inc

3

.700

03/01/52

755,917‌

500,000

S&P

Global,

Inc

2

.300

08/15/60

255,323‌

1,000,000

S&P

Global,

Inc

3

.900

03/01/62

745,014‌

700,000

Sixth

Street

Lending

Partners

6

.500

03/11/29

722,542‌

750,000

Sixth

Street

Lending

Partners

5

.750

01/15/30

751,859‌

750,000

(c)

Sixth

Street

Lending

Partners

6

.125

07/15/30

763,703‌

750,000

(a)

Sixth

Street

Specialty

Lending,

Inc

6

.950

08/14/28

790,106‌

500,000

Sixth

Street

Specialty

Lending,

Inc

5

.625

08/15/30

501,343‌

1,000,000

(a)

State

Street

Bank

&

Trust

Co

4

.782

11/23/29

1,021,301‌

1,000,000

State

Street

Corp

4

.993

03/18/27

1,014,472‌

525,000

State

Street

Corp

5

.820

11/04/28

543,918‌

1,000,000

State

Street

Corp

4

.530

02/20/29

1,008,200‌

1,000,000

State

Street

Corp

5

.684

11/21/29

1,045,789‌

300,000

State

Street

Corp

4

.141

12/03/29

299,160‌

750,000

(a)

State

Street

Corp

2

.400

01/24/30

697,376‌

1,000,000

State

Street

Corp

4

.729

02/28/30

1,015,167‌

1,000,000

State

Street

Corp

4

.834

04/24/30

1,018,550‌

1,375,000

State

Street

Corp

2

.200

03/03/31

1,216,315‌

1,000,000

State

Street

Corp

2

.623

02/07/33

879,841‌

200,000

State

Street

Corp

4

.421

05/13/33

196,291‌

750,000

State

Street

Corp

4

.164

08/04/33

720,982‌

1,000,000

State

Street

Corp

4

.821

01/26/34

996,353‌

500,000

State

Street

Corp

5

.159

05/18/34

510,762‌

500,000

State

Street

Corp

3

.031

11/01/34

461,931‌

350,000

State

Street

Corp

6

.123

11/21/34

373,883‌

500,000

State

Street

Corp

5

.146

02/28/36

505,840‌

1,000,000

Synchrony

Bank

5

.625

08/23/27

1,019,807‌

300,000

Synchrony

Financial

3

.700

08/04/26

297,170‌

900,000

Synchrony

Financial

3

.950

12/01/27

884,992‌

500,000

Synchrony

Financial

5

.150

03/19/29

502,019‌

500,000

Synchrony

Financial

5

.935

08/02/30

513,739‌

500,000

Synchrony

Financial

5

.450

03/06/31

504,359‌

1,000,000

Synchrony

Financial

2

.875

10/28/31

867,640‌

1,000,000

TPG

Operating

Group

II

LP

5

.875

03/05/34

1,039,347‌

Bond

Index

Fund

52

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.5%

(continued)

$

1,500,000

UBS

AG.

4

.864

%

01/10/28

$

1,512,194‌

2,000,000

UBS

AG.

5

.650

09/11/28

2,082,804‌

1,000,000

UBS

AG.

4

.500

06/26/48

860,254‌

2,750,000

UBS

Group

AG.

4

.550

04/17/26

2,750,495‌

1,750,000

UBS

Group

AG.

4

.875

05/15/45

1,572,046‌

1,910,628

United

Air

(Mileage

Plus

Holdings

LLC)

5

.800

01/15/36

1,948,854‌

2,000,000

Visa,

Inc

1

.900

04/15/27

1,930,760‌

1,175,000

Visa,

Inc

0

.750

08/15/27

1,102,712‌

700,000

Visa,

Inc

2

.750

09/15/27

683,217‌

475,000

Visa,

Inc

2

.050

04/15/30

432,388‌

250,000

Visa,

Inc

4

.150

12/14/35

238,189‌

1,500,000

Visa,

Inc

2

.700

04/15/40

1,133,224‌

2,325,000

Visa,

Inc

4

.300

12/14/45

2,021,063‌

1,125,000

Visa,

Inc

3

.650

09/15/47

875,818‌

750,000

Visa,

Inc

2

.000

08/15/50

406,968‌

200,000

Voya

Financial,

Inc

5

.700

07/15/43

194,541‌

1,000,000

Western

Union

Co

2

.750

03/15/31

876,262‌

TOTAL

FINANCIAL

SERVICES

639,680,152‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

800,000

Altria

Group,

Inc

3

.400

05/06/30

759,722‌

2,175,000

Altria

Group,

Inc

2

.450

02/04/32

1,875,889‌

2,000,000

Altria

Group,

Inc

5

.625

02/06/35

2,038,766‌

800,000

Altria

Group,

Inc

5

.800

02/14/39

810,539‌

1,500,000

Altria

Group,

Inc

3

.400

02/04/41

1,112,734‌

925,000

Altria

Group,

Inc

4

.250

08/09/42

751,920‌

300,000

Altria

Group,

Inc

4

.500

05/02/43

250,098‌

775,000

Altria

Group,

Inc

5

.375

01/31/44

731,678‌

900,000

Altria

Group,

Inc

3

.875

09/16/46

665,627‌

3,375,000

Altria

Group,

Inc

5

.950

02/14/49

3,356,285‌

1,000,000

Altria

Group,

Inc

4

.450

05/06/50

782,566‌

1,000,000

Altria

Group,

Inc

3

.700

02/04/51

692,055‌

1,000,000

(a)

Altria

Group,

Inc

4

.000

02/04/61

705,935‌

3,150,000

Anheuser-Busch

Cos

LLC

4

.700

02/01/36

3,073,612‌

8,216,000

Anheuser-Busch

Cos

LLC

4

.900

02/01/46

7,531,117‌

5,000,000

Anheuser-Busch

InBev

Worldwide,

Inc

3

.500

06/01/30

4,823,775‌

625,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.900

01/23/31

642,945‌

5,600,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.000

06/15/34

5,716,452‌

100,000

Anheuser-Busch

InBev

Worldwide,

Inc

8

.200

01/15/39

127,537‌

2,675,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.450

01/23/39

2,720,971‌

150,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.950

01/15/42

141,505‌

1,764,000

Anheuser-Busch

InBev

Worldwide,

Inc

4

.439

10/06/48

1,500,060‌

2,025,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.550

01/23/49

2,009,640‌

2,150,000

Anheuser-Busch

InBev

Worldwide,

Inc

5

.800

01/23/59

2,201,970‌

1,075,000

Archer-Daniels-Midland

Co

2

.500

08/11/26

1,055,826‌

1,500,000

Archer-Daniels-Midland

Co

3

.250

03/27/30

1,431,486‌

500,000

Archer-Daniels-Midland

Co

2

.900

03/01/32

451,361‌

1,325,000

Archer-Daniels-Midland

Co

4

.500

08/15/33

1,298,052‌

800,000

Archer-Daniels-Midland

Co

4

.500

03/15/49

683,144‌

1,000,000

Archer-Daniels-Midland

Co

2

.700

09/15/51

608,108‌

929,000

BAT

Capital

Corp

3

.557

08/15/27

914,100‌

400,000

BAT

Capital

Corp

2

.259

03/25/28

378,443‌

275,000

BAT

Capital

Corp

4

.906

04/02/30

278,688‌

1,000,000

BAT

Capital

Corp

6

.343

08/02/30

1,077,579‌

900,000

BAT

Capital

Corp

5

.834

02/20/31

947,069‌

650,000

BAT

Capital

Corp

2

.726

03/25/31

585,357‌

500,000

BAT

Capital

Corp

4

.742

03/16/32

497,098‌

1,000,000

BAT

Capital

Corp

5

.350

08/15/32

1,022,722‌

1,000,000

BAT

Capital

Corp

7

.750

10/19/32

1,155,806‌

1,000,000

BAT

Capital

Corp

6

.421

08/02/33

1,086,021‌

2,500,000

BAT

Capital

Corp

6

.000

02/20/34

2,635,294‌

1,000,000

BAT

Capital

Corp

5

.625

08/15/35

1,017,571‌

1,400,000

BAT

Capital

Corp

4

.390

08/15/37

1,251,903‌

53

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

1,000,000

BAT

Capital

Corp

7

.079

%

08/02/43

$

1,101,375‌

1,083,000

BAT

Capital

Corp

4

.540

08/15/47

874,871‌

900,000

BAT

Capital

Corp

4

.758

09/06/49

741,958‌

500,000

BAT

Capital

Corp

5

.282

04/02/50

441,452‌

1,000,000

BAT

Capital

Corp

5

.650

03/16/52

931,741‌

1,000,000

BAT

Capital

Corp

7

.081

08/02/53

1,113,851‌

500,000

BAT

Capital

Corp

6

.250

08/15/55

506,411‌

500,000

BAT

International

Finance

plc

4

.448

03/16/28

500,801‌

1,000,000

BAT

International

Finance

plc

5

.931

02/02/29

1,049,412‌

225,000

Brown-Forman

Corp

4

.750

04/15/33

224,854‌

200,000

Brown-Forman

Corp

4

.000

04/15/38

175,283‌

200,000

Brown-Forman

Corp

4

.500

07/15/45

172,629‌

1,000,000

Bunge

Ltd

4

.200

09/17/29

988,923‌

1,500,000

Bunge

Ltd

2

.750

05/14/31

1,357,810‌

1,000,000

Bunge

Ltd

4

.650

09/17/34

970,268‌

725,000

Campbell

Soup

Co

4

.150

03/15/28

722,232‌

325,000

Campbell

Soup

Co

5

.200

03/21/29

332,789‌

500,000

Campbell

Soup

Co

2

.375

04/24/30

453,151‌

300,000

Campbell

Soup

Co

5

.400

03/21/34

304,675‌

1,000,000

Campbell

Soup

Co

4

.750

03/23/35

960,736‌

800,000

Campbell

Soup

Co

4

.800

03/15/48

696,577‌

500,000

Campbell

Soup

Co

3

.125

04/24/50

324,594‌

475,000

Campbell

Soup

Co

5

.250

10/13/54

433,236‌

1,000,000

Coca-Cola

Co

1

.450

06/01/27

954,428‌

1,000,000

Coca-Cola

Co

1

.500

03/05/28

939,891‌

600,000

Coca-Cola

Co

2

.125

09/06/29

556,917‌

300,000

Coca-Cola

Co

3

.450

03/25/30

291,347‌

800,000

Coca-Cola

Co

1

.650

06/01/30

709,536‌

1,500,000

Coca-Cola

Co

2

.000

03/05/31

1,333,674‌

2,000,000

Coca-Cola

Co

1

.375

03/15/31

1,718,062‌

2,000,000

Coca-Cola

Co

2

.250

01/05/32

1,770,305‌

1,000,000

Coca-Cola

Co

5

.000

05/13/34

1,029,724‌

500,000

(a)

Coca-Cola

Co

4

.650

08/14/34

502,551‌

725,000

Coca-Cola

Co

2

.500

06/01/40

528,595‌

1,000,000

Coca-Cola

Co

2

.875

05/05/41

751,375‌

1,500,000

Coca-Cola

Co

2

.600

06/01/50

924,793‌

1,500,000

Coca-Cola

Co

3

.000

03/05/51

996,596‌

2,000,000

Coca-Cola

Co

5

.300

05/13/54

1,945,971‌

750,000

Coca-Cola

Co

5

.200

01/14/55

717,996‌

1,000,000

Coca-Cola

Co

2

.750

06/01/60

595,754‌

1,750,000

Coca-Cola

Co

5

.400

05/13/64

1,707,220‌

1,000,000

Coca-Cola

Consolidated,

Inc

5

.450

06/01/34

1,030,431‌

678,000

Coca-Cola

Femsa

SAB

de

C.V.

2

.750

01/22/30

632,326‌

550,000

Coca-Cola

Femsa

SAB

de

C.V.

5

.100

05/06/35

546,557‌

1,000,000

ConAgra

Brands,

Inc

5

.300

10/01/26

1,010,041‌

500,000

ConAgra

Brands,

Inc

1

.375

11/01/27

466,591‌

100,000

ConAgra

Brands,

Inc

7

.000

10/01/28

106,945‌

1,575,000

ConAgra

Brands,

Inc

4

.850

11/01/28

1,590,250‌

750,000

ConAgra

Brands,

Inc

5

.300

11/01/38

717,804‌

750,000

ConAgra

Brands,

Inc

5

.400

11/01/48

676,021‌

300,000

Constellation

Brands,

Inc

3

.500

05/09/27

295,209‌

300,000

Constellation

Brands,

Inc

4

.650

11/15/28

302,672‌

2,000,000

Constellation

Brands,

Inc

4

.800

01/15/29

2,020,389‌

1,000,000

Constellation

Brands,

Inc

3

.150

08/01/29

949,957‌

100,000

Constellation

Brands,

Inc

2

.875

05/01/30

92,475‌

425,000

Constellation

Brands,

Inc

2

.250

08/01/31

368,179‌

1,000,000

Constellation

Brands,

Inc

4

.750

05/09/32

993,041‌

400,000

(a)

Constellation

Brands,

Inc

4

.900

05/01/33

396,336‌

300,000

Constellation

Brands,

Inc

4

.100

02/15/48

233,432‌

300,000

Constellation

Brands,

Inc

5

.250

11/15/48

275,485‌

1,250,000

Constellation

Brands,

Inc

3

.750

05/01/50

909,299‌

750,000

Diageo

Capital

plc

5

.300

10/24/27

768,547‌

Bond

Index

Fund

54

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

425,000

Diageo

Capital

plc

3

.875

%

05/18/28

$

422,342‌

425,000

Diageo

Capital

plc

5

.500

01/24/33

442,404‌

2,500,000

Diageo

Capital

plc

5

.625

10/05/33

2,627,549‌

200,000

Diageo

Capital

plc

5

.875

09/30/36

214,148‌

400,000

Diageo

Capital

plc

3

.875

04/29/43

321,720‌

500,000

Diageo

Investment

Corp

5

.125

08/15/30

515,128‌

500,000

Diageo

Investment

Corp

5

.625

04/15/35

522,869‌

100,000

Diageo

Investment

Corp

4

.250

05/11/42

85,359‌

100,000

Flowers

Foods,

Inc

3

.500

10/01/26

98,536‌

400,000

Flowers

Foods,

Inc

2

.400

03/15/31

349,170‌

750,000

Flowers

Foods,

Inc

5

.750

03/15/35

768,623‌

750,000

Flowers

Foods,

Inc

6

.200

03/15/55

742,321‌

1,000,000

General

Mills,

Inc

4

.700

01/30/27

1,005,794‌

800,000

General

Mills,

Inc

3

.200

02/10/27

786,914‌

2,300,000

General

Mills,

Inc

4

.200

04/17/28

2,297,093‌

1,500,000

General

Mills,

Inc

5

.500

10/17/28

1,556,062‌

500,000

General

Mills,

Inc

4

.875

01/30/30

508,335‌

100,000

General

Mills,

Inc

2

.875

04/15/30

93,022‌

1,000,000

General

Mills,

Inc

2

.250

10/14/31

870,941‌

175,000

General

Mills,

Inc

4

.950

03/29/33

175,238‌

750,000

General

Mills,

Inc

5

.250

01/30/35

753,504‌

951,000

General

Mills,

Inc

3

.000

02/01/51

607,293‌

750,000

Hershey

Co

4

.250

05/04/28

756,124‌

300,000

Hershey

Co

2

.450

11/15/29

279,045‌

1,000,000

Hershey

Co

4

.750

02/24/30

1,019,840‌

500,000

Hershey

Co

1

.700

06/01/30

443,155‌

500,000

Hershey

Co

4

.950

02/24/32

511,014‌

150,000

Hershey

Co

4

.500

05/04/33

148,713‌

500,000

Hershey

Co

5

.100

02/24/35

507,930‌

300,000

Hershey

Co

3

.375

08/15/46

218,388‌

300,000

Hershey

Co

3

.125

11/15/49

200,622‌

100,000

Hershey

Co

2

.650

06/01/50

60,960‌

1,500,000

Hormel

Foods

Corp

1

.700

06/03/28

1,402,136‌

1,500,000

Hormel

Foods

Corp

1

.800

06/11/30

1,333,584‌

300,000

Ingredion,

Inc

3

.200

10/01/26

295,190‌

750,000

Ingredion,

Inc

3

.900

06/01/50

551,563‌

200,000

J

M

Smucker

Co

3

.375

12/15/27

196,347‌

1,000,000

J

M

Smucker

Co

5

.900

11/15/28

1,050,882‌

150,000

J

M

Smucker

Co

2

.375

03/15/30

136,554‌

129,000

J

M

Smucker

Co

2

.125

03/15/32

109,073‌

1,000,000

J

M

Smucker

Co

6

.200

11/15/33

1,073,290‌

300,000

J

M

Smucker

Co

4

.250

03/15/35

278,659‌

250,000

J

M

Smucker

Co

6

.500

11/15/43

265,211‌

300,000

J

M

Smucker

Co

4

.375

03/15/45

245,052‌

1,250,000

(a)

J

M

Smucker

Co

6

.500

11/15/53

1,335,785‌

2,000,000

JBS

USA

Holding

Lux

Sarl

6

.750

03/15/34

2,183,330‌

1,000,000

(b),(c)

JBS

USA

Holding

Lux

Sarl

5

.500

01/15/36

1,001,470‌

1,000,000

JBS

USA

Holding

Lux

Sarl

7

.250

11/15/53

1,125,872‌

1,000,000

(b),(c)

JBS

USA

Holding

Lux

Sarl

6

.250

03/01/56

1,003,320‌

1,000,000

(b),(c)

JBS

USA

Holding

Lux

Sarl

6

.375

04/15/66

1,007,370‌

3,000,000

JBS

USA

LUX

S.A.

5

.125

02/01/28

3,061,200‌

2,179,000

JBS

USA

LUX

S.A.

5

.750

04/01/33

2,239,838‌

2,000,000

JBS

USA

LUX

S.A.

6

.500

12/01/52

2,075,078‌

1,000,000

(c)

JBS

USA

LUX

Sarl

5

.950

04/20/35

1,035,980‌

1,000,000

(c)

JBS

USA

LUX

Sarl

6

.375

02/25/55

1,026,590‌

1,000,000

Kellanova

5

.750

05/16/54

982,515‌

200,000

Kellogg

Co

3

.400

11/15/27

196,952‌

275,000

Kellogg

Co

2

.100

06/01/30

246,838‌

150,000

Kellogg

Co

4

.500

04/01/46

128,220‌

1,000,000

Keurig

Dr

Pepper,

Inc

5

.050

03/15/29

1,022,292‌

1,000,000

Keurig

Dr

Pepper,

Inc

3

.950

04/15/29

983,728‌

750,000

Keurig

Dr

Pepper,

Inc

3

.200

05/01/30

707,130‌

55

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

500,000

Keurig

Dr

Pepper,

Inc

2

.250

%

03/15/31

$

441,334‌

1,000,000

Keurig

Dr

Pepper,

Inc

5

.200

03/15/31

1,031,896‌

2,000,000

Keurig

Dr

Pepper,

Inc

4

.050

04/15/32

1,921,952‌

500,000

Keurig

Dr

Pepper,

Inc

5

.300

03/15/34

511,773‌

500,000

Keurig

Dr

Pepper,

Inc

4

.420

12/15/46

411,626‌

1,500,000

Keurig

Dr

Pepper,

Inc

3

.350

03/15/51

1,007,662‌

500,000

Keurig

Dr

Pepper,

Inc

4

.500

04/15/52

411,915‌

1,500,000

Kraft

Heinz

Foods

Co

3

.875

05/15/27

1,488,157‌

1,000,000

Kraft

Heinz

Foods

Co

3

.750

04/01/30

968,035‌

2,000,000

Kraft

Heinz

Foods

Co

5

.200

03/15/32

2,036,274‌

2,000,000

(a)

Kraft

Heinz

Foods

Co

5

.400

03/15/35

2,026,368‌

1,000,000

Kraft

Heinz

Foods

Co

5

.200

07/15/45

906,377‌

4,000,000

Kraft

Heinz

Foods

Co

4

.875

10/01/49

3,434,305‌

1,500,000

Kraft

Heinz

Foods

Co

5

.500

06/01/50

1,403,482‌

500,000

McCormick

&

Co,

Inc

2

.500

04/15/30

458,080‌

325,000

McCormick

&

Co,

Inc

1

.850

02/15/31

281,897‌

500,000

McCormick

&

Co,

Inc

4

.950

04/15/33

504,348‌

500,000

McCormick

&

Co,

Inc

4

.700

10/15/34

484,907‌

400,000

McCormick

&

Co,

Inc

4

.200

08/15/47

319,116‌

350,000

Mead

Johnson

Nutrition

Co

4

.600

06/01/44

302,097‌

1,025,000

Molson

Coors

Beverage

Co

3

.000

07/15/26

1,009,746‌

525,000

Molson

Coors

Beverage

Co

5

.000

05/01/42

478,864‌

1,550,000

Molson

Coors

Beverage

Co

4

.200

07/15/46

1,236,604‌

1,000,000

Mondelez

International,

Inc

4

.750

02/20/29

1,017,827‌

356,000

Mondelez

International,

Inc

2

.750

04/13/30

330,567‌

1,000,000

Mondelez

International,

Inc

4

.500

05/06/30

999,147‌

400,000

Mondelez

International,

Inc

1

.500

02/04/31

341,197‌

725,000

(a)

Mondelez

International,

Inc

1

.875

10/15/32

606,893‌

1,000,000

Mondelez

International,

Inc

4

.750

08/28/34

987,717‌

1,000,000

Mondelez

International,

Inc

5

.125

05/06/35

1,005,286‌

1,200,000

Mondelez

International,

Inc

2

.625

09/04/50

708,715‌

1,500,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.550

02/16/29

1,521,947‌

2,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.700

02/16/34

1,990,162‌

1,000,000

PepsiCo,

Inc

4

.450

02/07/28

1,012,405‌

1,500,000

PepsiCo,

Inc

4

.450

05/15/28

1,522,599‌

1,000,000

PepsiCo,

Inc

4

.500

07/17/29

1,015,942‌

1,000,000

PepsiCo,

Inc

4

.600

02/07/30

1,018,474‌

500,000

PepsiCo,

Inc

2

.750

03/19/30

468,882‌

2,275,000

PepsiCo,

Inc

1

.625

05/01/30

2,019,670‌

2,000,000

PepsiCo,

Inc

1

.400

02/25/31

1,715,164‌

2,000,000

PepsiCo,

Inc

1

.950

10/21/31

1,738,235‌

1,100,000

PepsiCo,

Inc

3

.900

07/18/32

1,063,143‌

1,000,000

PepsiCo,

Inc

4

.800

07/17/34

1,006,505‌

1,000,000

(a)

PepsiCo,

Inc

5

.000

02/07/35

1,015,203‌

575,000

PepsiCo,

Inc

2

.625

10/21/41

406,414‌

750,000

PepsiCo,

Inc

2

.875

10/15/49

492,602‌

1,000,000

PepsiCo,

Inc

2

.750

10/21/51

623,875‌

1,000,000

PepsiCo,

Inc

4

.200

07/18/52

819,419‌

2,500,000

PepsiCo,

Inc

4

.650

02/15/53

2,203,935‌

1,000,000

PepsiCo,

Inc

5

.250

07/17/54

969,222‌

400,000

Philip

Morris

Interanational,

Inc

6

.375

05/16/38

444,045‌

1,500,000

Philip

Morris

International,

Inc

5

.125

11/17/27

1,530,005‌

1,000,000

Philip

Morris

International,

Inc

5

.250

09/07/28

1,028,552‌

1,000,000

Philip

Morris

International,

Inc

4

.875

02/13/29

1,017,644‌

1,450,000

Philip

Morris

International,

Inc

3

.375

08/15/29

1,398,622‌

1,000,000

Philip

Morris

International,

Inc

4

.625

11/01/29

1,009,327‌

1,500,000

Philip

Morris

International,

Inc

5

.625

11/17/29

1,575,055‌

2,000,000

Philip

Morris

International,

Inc

5

.125

02/15/30

2,057,652‌

450,000

Philip

Morris

International,

Inc

2

.100

05/01/30

405,383‌

1,000,000

Philip

Morris

International,

Inc

5

.500

09/07/30

1,045,305‌

1,000,000

Philip

Morris

International,

Inc

1

.750

11/01/30

871,462‌

1,000,000

Philip

Morris

International,

Inc

5

.125

02/13/31

1,029,946‌

Bond

Index

Fund

56

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

(continued)

$

1,000,000

Philip

Morris

International,

Inc

4

.750

%

11/01/31

$

1,007,364‌

1,500,000

Philip

Morris

International,

Inc

5

.750

11/17/32

1,585,797‌

2,500,000

Philip

Morris

International,

Inc

5

.375

02/15/33

2,581,791‌

1,000,000

Philip

Morris

International,

Inc

5

.625

09/07/33

1,047,852‌

1,500,000

Philip

Morris

International,

Inc

5

.250

02/13/34

1,529,908‌

1,000,000

Philip

Morris

International,

Inc

4

.900

11/01/34

995,239‌

225,000

Philip

Morris

International,

Inc

4

.375

11/15/41

196,115‌

200,000

Philip

Morris

International,

Inc

4

.500

03/20/42

176,191‌

275,000

Philip

Morris

International,

Inc

3

.875

08/21/42

223,644‌

300,000

Philip

Morris

International,

Inc

4

.125

03/04/43

251,038‌

200,000

Philip

Morris

International,

Inc

4

.875

11/15/43

183,352‌

2,000,000

Philip

Morris

International,

Inc

4

.250

11/10/44

1,698,252‌

2,000,000

Pilgrim's

Pride

Corp

6

.250

07/01/33

2,114,560‌

750,000

Pilgrim's

Pride

Corp

6

.875

05/15/34

821,402‌

750,000

Reynolds

American,

Inc

5

.700

08/15/35

765,618‌

65,000

Reynolds

American,

Inc

7

.250

06/15/37

72,662‌

200,000

Reynolds

American,

Inc

6

.150

09/15/43

202,332‌

1,775,000

Reynolds

American,

Inc

5

.850

08/15/45

1,712,520‌

1,150,000

Tyson

Foods,

Inc

3

.550

06/02/27

1,134,166‌

500,000

Tyson

Foods,

Inc

4

.350

03/01/29

496,964‌

1,000,000

Tyson

Foods,

Inc

5

.400

03/15/29

1,030,978‌

1,000,000

Tyson

Foods,

Inc

5

.700

03/15/34

1,035,242‌

500,000

Tyson

Foods,

Inc

5

.150

08/15/44

454,676‌

300,000

Tyson

Foods,

Inc

4

.550

06/02/47

249,336‌

1,700,000

Tyson

Foods,

Inc

5

.100

09/28/48

1,522,611‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

247,547,152‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

1,708,000

Abbott

Laboratories

3

.750

11/30/26

1,702,374‌

625,000

Abbott

Laboratories

1

.150

01/30/28

584,530‌

200,000

Abbott

Laboratories

1

.400

06/30/30

176,007‌

2,750,000

Abbott

Laboratories

4

.750

11/30/36

2,737,019‌

3,450,000

Abbott

Laboratories

4

.900

11/30/46

3,265,536‌

1,000,000

AdventHealth

Obligated

Group

2

.795

11/15/51

614,010‌

500,000

Adventist

Health

System

2

.952

03/01/29

464,364‌

1,000,000

Adventist

Health

System

5

.430

03/01/32

1,004,341‌

295,000

Adventist

Health

System

5

.757

12/01/34

295,355‌

500,000

(a)

Adventist

Health

System

3

.630

03/01/49

333,579‌

200,000

Advocate

Health

&

Hospitals

Corp

3

.829

08/15/28

197,665‌

750,000

Advocate

Health

&

Hospitals

Corp

2

.211

06/15/30

678,227‌

100,000

Advocate

Health

&

Hospitals

Corp

4

.272

08/15/48

82,630‌

600,000

Advocate

Health

&

Hospitals

Corp

3

.387

10/15/49

422,777‌

500,000

Advocate

Health

&

Hospitals

Corp

3

.008

06/15/50

331,472‌

440,000

Aetna,

Inc

6

.625

06/15/36

472,206‌

350,000

Aetna,

Inc

4

.500

05/15/42

286,349‌

1,500,000

AHS

Hospital

Corp

2

.780

07/01/51

917,701‌

200,000

Allina

Health

System

3

.887

04/15/49

153,910‌

520,000

Allina

Health

System

2

.902

11/15/51

315,414‌

200,000

AmerisourceBergen

Corp

3

.450

12/15/27

196,283‌

1,000,000

AmerisourceBergen

Corp

2

.800

05/15/30

928,619‌

1,000,000

AmerisourceBergen

Corp

2

.700

03/15/31

902,840‌

700,000

AmerisourceBergen

Corp

4

.300

12/15/47

566,728‌

1,000,000

Ascension

Health

2

.532

11/15/29

932,114‌

1,000,000

Ascension

Health

3

.106

11/15/39

782,536‌

875,000

Ascension

Health

3

.945

11/15/46

695,436‌

200,000

Ascension

Health

4

.847

11/15/53

177,164‌

500,000

Banner

Health

2

.338

01/01/30

459,353‌

750,000

Banner

Health

1

.897

01/01/31

657,393‌

750,000

Banner

Health

2

.913

01/01/51

476,033‌

1,000,000

Baptist

Health

South

Florida

Obligated

Group

3

.115

11/15/71

574,319‌

1,000,000

Baptist

Healthcare

System

Obligated

Group

3

.540

08/15/50

682,350‌

475,000

Baxter

International,

Inc

2

.600

08/15/26

466,051‌

1,350,000

Baxter

International,

Inc

2

.272

12/01/28

1,256,790‌

57

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,000,000

Baxter

International,

Inc

1

.730

%

04/01/31

$

853,635‌

1,150,000

Baxter

International,

Inc

2

.539

02/01/32

1,002,322‌

300,000

Baxter

International,

Inc

3

.500

08/15/46

214,177‌

1,000,000

Baxter

International,

Inc

3

.132

12/01/51

638,628‌

750,000

BayCare

Health

System,

Inc

3

.831

11/15/50

574,058‌

1,500,000

Baylor

Scott

&

White

Holdings

1

.777

11/15/30

1,313,729‌

290,000

Baylor

Scott

&

White

Holdings

4

.185

11/15/45

239,955‌

200,000

Baylor

Scott

&

White

Holdings

3

.967

11/15/46

158,789‌

1,000,000

Baylor

Scott

&

White

Holdings

2

.839

11/15/50

629,766‌

1,000,000

Becton

Dickinson

&

Co

4

.693

02/13/28

1,009,772‌

1,000,000

Becton

Dickinson

&

Co

4

.874

02/08/29

1,014,110‌

1,000,000

Becton

Dickinson

&

Co

5

.081

06/07/29

1,021,761‌

675,000

Becton

Dickinson

&

Co

2

.823

05/20/30

624,860‌

1,500,000

Becton

Dickinson

&

Co

1

.957

02/11/31

1,301,742‌

1,000,000

Becton

Dickinson

&

Co

4

.298

08/22/32

970,135‌

1,000,000

Becton

Dickinson

&

Co

5

.110

02/08/34

1,002,413‌

343,000

Becton

Dickinson

&

Co

4

.685

12/15/44

298,495‌

1,000,000

Becton

Dickinson

&

Co

4

.669

06/06/47

857,581‌

447,000

Becton

Dickinson

&

Co

3

.794

05/20/50

333,011‌

235,000

Beth

Israel

Lahey

Health,

Inc

3

.080

07/01/51

144,619‌

200,000

Bon

Secours

Mercy

Health,

Inc

4

.302

07/01/28

200,362‌

2,500,000

Boston

Scientific

Corp

2

.650

06/01/30

2,314,430‌

343,000

Boston

Scientific

Corp

4

.550

03/01/39

324,485‌

256,000

Boston

Scientific

Corp

4

.700

03/01/49

230,251‌

1,475,000

Cardinal

Health,

Inc

3

.410

06/15/27

1,453,362‌

1,000,000

Cardinal

Health,

Inc

5

.125

02/15/29

1,025,455‌

1,000,000

Cardinal

Health,

Inc

5

.000

11/15/29

1,019,324‌

1,000,000

Cardinal

Health,

Inc

5

.450

02/15/34

1,028,985‌

1,000,000

Cardinal

Health,

Inc

5

.350

11/15/34

1,019,835‌

100,000

Cardinal

Health,

Inc

4

.600

03/15/43

85,669‌

200,000

Cardinal

Health,

Inc

4

.500

11/15/44

167,961‌

200,000

Cardinal

Health,

Inc

4

.900

09/15/45

176,729‌

500,000

Cardinal

Health,

Inc

4

.368

06/15/47

407,875‌

500,000

Cardinal

Health,

Inc

5

.750

11/15/54

492,825‌

1,000,000

Cedars-Sinai

Health

System

2

.288

08/15/31

867,820‌

750,000

Cencora,

Inc

4

.850

12/15/29

761,866‌

500,000

Cencora,

Inc

5

.150

02/15/35

504,243‌

500,000

Cencora,,Inc

5

.125

02/15/34

503,949‌

2,000,000

Centene

Corp

2

.450

07/15/28

1,857,270‌

2,000,000

Centene

Corp

3

.000

10/15/30

1,787,042‌

2,000,000

Centene

Corp

2

.500

03/01/31

1,721,974‌

2,000,000

Centene

Corp

2

.625

08/01/31

1,713,607‌

1,000,000

Children's

Health

System

of

Texas

2

.511

08/15/50

581,295‌

100,000

Children's

Hospital

Corp

4

.115

01/01/47

82,218‌

1,000,000

Children's

Hospital

Corp

2

.585

02/01/50

601,301‌

1,000,000

Children's

Hospital

of

Philadelphia

2

.704

07/01/50

607,882‌

200,000

Christus

Health

4

.341

07/01/28

199,871‌

300,000

Cigna

Group

3

.050

10/15/27

292,337‌

2,000,000

Cigna

Group

4

.375

10/15/28

2,002,405‌

1,000,000

Cigna

Group

5

.000

05/15/29

1,022,560‌

218,000

Cigna

Group

2

.400

03/15/30

198,929‌

550,000

Cigna

Group

2

.375

03/15/31

488,945‌

1,000,000

Cigna

Group

5

.125

05/15/31

1,028,620‌

2,500,000

Cigna

Group

5

.400

03/15/33

2,583,700‌

1,000,000

Cigna

Group

5

.250

02/15/34

1,015,886‌

1,700,000

Cigna

Group

4

.800

08/15/38

1,598,225‌

225,000

Cigna

Group

3

.200

03/15/40

172,291‌

93,000

Cigna

Group

6

.125

11/15/41

96,639‌

975,000

Cigna

Group

4

.800

07/15/46

848,218‌

1,150,000

Cigna

Group

3

.875

10/15/47

864,231‌

2,450,000

Cigna

Group

4

.900

12/15/48

2,138,944‌

750,000

Cigna

Group

3

.400

03/15/50

508,548‌

Bond

Index

Fund

58

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,100,000

Cigna

Group

3

.400

%

03/15/51

$

736,458‌

1,875,000

Cigna

Group

5

.600

02/15/54

1,798,862‌

600,000

City

of

Hope

4

.378

08/15/48

476,295‌

750,000

CommonSpirit

Health

6

.073

11/01/27

776,138‌

1,000,000

CommonSpirit

Health

3

.347

10/01/29

956,211‌

1,000,000

CommonSpirit

Health

2

.782

10/01/30

915,444‌

1,000,000

CommonSpirit

Health

5

.205

12/01/31

1,026,091‌

760,000

CommonSpirit

Health

5

.318

12/01/34

761,632‌

300,000

CommonSpirit

Health

4

.350

11/01/42

250,962‌

750,000

CommonSpirit

Health

3

.817

10/01/49

546,490‌

715,000

CommonSpirit

Health

4

.187

10/01/49

551,493‌

500,000

CommonSpirit

Health

3

.910

10/01/50

370,191‌

750,000

CommonSpirit

Health

6

.461

11/01/52

794,480‌

905,000

CommonSpirit

Health

5

.548

12/01/54

850,398‌

750,000

Community

Health

Network,

Inc

3

.099

05/01/50

472,204‌

500,000

Corewell

Health

Obligated

Group

3

.487

07/15/49

354,397‌

485,000

Cottage

Health

Obligated

Group

3

.304

11/01/49

335,932‌

1,050,000

CVS

Health

Corp

2

.875

06/01/26

1,033,989‌

6,000,000

CVS

Health

Corp

1

.300

08/21/27

5,625,132‌

1,000,000

CVS

Health

Corp

5

.000

01/30/29

1,015,211‌

1,500,000

CVS

Health

Corp

5

.400

06/01/29

1,543,748‌

275,000

CVS

Health

Corp

3

.250

08/15/29

261,367‌

2,000,000

CVS

Health

Corp

5

.125

02/21/30

2,036,104‌

1,825,000

CVS

Health

Corp

1

.750

08/21/30

1,577,409‌

1,000,000

CVS

Health

Corp

5

.250

01/30/31

1,022,396‌

1,525,000

CVS

Health

Corp

1

.875

02/28/31

1,305,378‌

1,000,000

CVS

Health

Corp

5

.550

06/01/31

1,038,803‌

1,000,000

CVS

Health

Corp

2

.125

09/15/31

855,417‌

2,000,000

CVS

Health

Corp

5

.250

02/21/33

2,013,362‌

850,000

CVS

Health

Corp

5

.300

06/01/33

857,203‌

500,000

CVS

Health

Corp

5

.700

06/01/34

514,798‌

4,100,000

CVS

Health

Corp

4

.780

03/25/38

3,762,687‌

400,000

CVS

Health

Corp

5

.300

12/05/43

363,218‌

1,000,000

CVS

Health

Corp

6

.000

06/01/44

988,401‌

1,800,000

CVS

Health

Corp

5

.125

07/20/45

1,594,106‌

6,525,000

CVS

Health

Corp

5

.050

03/25/48

5,633,997‌

2,000,000

CVS

Health

Corp

5

.625

02/21/53

1,850,062‌

1,500,000

CVS

Health

Corp

5

.875

06/01/53

1,433,213‌

1,500,000

CVS

Health

Corp

6

.050

06/01/54

1,470,063‌

1,500,000

CVS

Health

Corp

6

.000

06/01/63

1,433,869‌

100,000

Dartmouth-Hitchcock

Health

4

.178

08/01/48

75,408‌

1,000,000

DENTSPLY

SIRONA,

Inc

3

.250

06/01/30

912,754‌

300,000

DH

Europe

Finance

II

Sarl

2

.600

11/15/29

280,152‌

550,000

DH

Europe

Finance

II

Sarl

3

.250

11/15/39

442,436‌

200,000

Dignity

Health

5

.267

11/01/64

176,273‌

400,000

Duke

University

Health

System,

Inc

3

.920

06/01/47

315,495‌

400,000

Edwards

Lifesciences

Corp

4

.300

06/15/28

399,383‌

2,000,000

Elevance

Health,

Inc

4

.750

02/15/30

2,023,709‌

1,500,000

Elevance

Health,

Inc

2

.250

05/15/30

1,354,109‌

1,000,000

Elevance

Health,

Inc

2

.550

03/15/31

897,923‌

2,000,000

Elevance

Health,

Inc

4

.950

11/01/31

2,027,965‌

50,000

Elevance

Health,

Inc

4

.100

05/15/32

48,005‌

500,000

Elevance

Health,

Inc

5

.500

10/15/32

521,266‌

1,000,000

Elevance

Health,

Inc

4

.750

02/15/33

993,726‌

1,500,000

Elevance

Health,

Inc

5

.375

06/15/34

1,533,152‌

2,500,000

Elevance

Health,

Inc

5

.200

02/15/35

2,526,166‌

1,150,000

Elevance

Health,

Inc

4

.625

05/15/42

1,008,756‌

125,000

Elevance

Health,

Inc

4

.650

01/15/43

109,591‌

500,000

Elevance

Health,

Inc

5

.100

01/15/44

460,135‌

425,000

Elevance

Health,

Inc

4

.650

08/15/44

369,332‌

625,000

Elevance

Health,

Inc

4

.375

12/01/47

510,849‌

1,800,000

Elevance

Health,

Inc

4

.550

03/01/48

1,500,049‌

59

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

500,000

Elevance

Health,

Inc

3

.700

%

09/15/49

$

359,025‌

650,000

Elevance

Health,

Inc

3

.125

05/15/50

422,666‌

425,000

Elevance

Health,

Inc

3

.600

03/15/51

299,106‌

600,000

Elevance

Health,

Inc

4

.550

05/15/52

490,671‌

1,750,000

Elevance

Health,

Inc

6

.100

10/15/52

1,783,370‌

450,000

Elevance

Health,

Inc

5

.125

02/15/53

401,774‌

900,000

Elevance

Health,

Inc

5

.650

06/15/54

864,821‌

500,000

Elevance

Health,

Inc

5

.850

11/01/64

485,489‌

865,000

Fred

Hutchinson

Cancer

Center

4

.966

01/01/52

760,477‌

1,000,000

GE

HealthCare

Technologies,

Inc

5

.650

11/15/27

1,030,275‌

150,000

GE

HealthCare

Technologies,

Inc

4

.800

08/14/29

152,199‌

1,000,000

GE

HealthCare

Technologies,

Inc

5

.857

03/15/30

1,056,131‌

1,000,000

GE

HealthCare

Technologies,

Inc

4

.800

01/15/31

1,008,265‌

1,500,000

GE

HealthCare

Technologies,

Inc

5

.905

11/22/32

1,594,502‌

1,000,000

GE

HealthCare

Technologies,

Inc

5

.500

06/15/35

1,024,035‌

1,500,000

GE

HealthCare

Technologies,

Inc

6

.377

11/22/52

1,616,122‌

750,000

Hackensack

Meridian

Health,

Inc

2

.675

09/01/41

522,314‌

200,000

Hackensack

Meridian

Health,

Inc

4

.211

07/01/48

162,363‌

750,000

Hackensack

Meridian

Health,

Inc

2

.875

09/01/50

469,845‌

200,000

Hackensack

Meridian

Health,

Inc

4

.500

07/01/57

161,891‌

685,000

Hartford

HealthCare

Corp

3

.447

07/01/54

474,100‌

2,000,000

HCA,

Inc

3

.125

03/15/27

1,958,243‌

525,000

HCA,

Inc

5

.000

03/01/28

532,800‌

1,000,000

HCA,

Inc

3

.375

03/15/29

960,755‌

1,500,000

HCA,

Inc

4

.125

06/15/29

1,473,794‌

1,000,000

HCA,

Inc

5

.250

03/01/30

1,025,194‌

2,000,000

HCA,

Inc

3

.500

09/01/30

1,891,266‌

2,500,000

HCA,

Inc

5

.450

04/01/31

2,577,846‌

2,000,000

HCA,

Inc

2

.375

07/15/31

1,740,754‌

1,000,000

HCA,

Inc

5

.500

03/01/32

1,032,032‌

2,000,000

HCA,

Inc

3

.625

03/15/32

1,844,772‌

2,000,000

HCA,

Inc

5

.500

06/01/33

2,047,623‌

1,500,000

HCA,

Inc

5

.600

04/01/34

1,534,721‌

1,000,000

HCA,

Inc

5

.450

09/15/34

1,008,654‌

1,000,000

HCA,

Inc

5

.750

03/01/35

1,028,373‌

225,000

HCA,

Inc

5

.125

06/15/39

211,608‌

125,000

HCA,

Inc

4

.375

03/15/42

104,148‌

875,000

HCA,

Inc

5

.500

06/15/47

813,103‌

1,500,000

HCA,

Inc

5

.250

06/15/49

1,332,539‌

1,000,000

HCA,

Inc

3

.500

07/15/51

662,425‌

1,700,000

HCA,

Inc

4

.625

03/15/52

1,366,150‌

500,000

HCA,

Inc

5

.900

06/01/53

482,777‌

1,500,000

HCA,

Inc

6

.000

04/01/54

1,467,451‌

1,000,000

HCA,

Inc

5

.950

09/15/54

971,857‌

1,000,000

HCA,

Inc

6

.200

03/01/55

1,007,122‌

750,000

(a)

HCA,

Inc

6

.100

04/01/64

731,403‌

1,000,000

Hoag

Memorial

Hospital

Presbyterian

3

.803

07/15/52

753,385‌

500,000

Humana,

Inc

5

.750

03/01/28

515,922‌

750,000

Humana,

Inc

5

.750

12/01/28

779,979‌

500,000

Humana,

Inc

3

.700

03/23/29

484,554‌

175,000

Humana,

Inc

3

.125

08/15/29

164,925‌

1,000,000

Humana,

Inc

5

.375

04/15/31

1,022,927‌

325,000

Humana,

Inc

2

.150

02/03/32

273,015‌

500,000

Humana,

Inc

5

.875

03/01/33

516,718‌

750,000

Humana,

Inc

5

.950

03/15/34

779,800‌

1,500,000

Humana,

Inc

5

.550

05/01/35

1,508,389‌

200,000

Humana,

Inc

4

.625

12/01/42

165,952‌

300,000

Humana,

Inc

4

.950

10/01/44

258,586‌

600,000

Humana,

Inc

4

.800

03/15/47

496,564‌

500,000

Humana,

Inc

3

.950

08/15/49

360,412‌

1,500,000

Humana,

Inc

5

.500

03/15/53

1,346,758‌

500,000

Humana,

Inc

5

.750

04/15/54

465,759‌

Bond

Index

Fund

60

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,000,000

Humana,

Inc

6

.000

%

05/01/55

$

963,265‌

500,000

Icon

Investments

Six

Dac

5

.849

05/08/29

518,702‌

1,000,000

Icon

Investments

Six

Dac

6

.000

05/08/34

1,021,979‌

200,000

Indiana

University

Health,

Inc

Obligated

Group

3

.970

11/01/48

158,107‌

1,500,000

Indiana

University

Health,

Inc

Obligated

Group

2

.852

11/01/51

935,120‌

1,000,000

Inova

Health

System

Foundation

4

.068

05/15/52

789,998‌

760,000

Integris

Baptist

Medical

Center,

Inc

3

.875

08/15/50

539,660‌

445,000

Iowa

Health

System

3

.665

02/15/50

328,141‌

900,000

IQVIA,

Inc

5

.700

05/15/28

922,878‌

1,000,000

IQVIA,

Inc

6

.250

02/01/29

1,045,151‌

350,000

Johns

Hopkins

Health

System

Corp

3

.837

05/15/46

272,958‌

500,000

Kaiser

Foundation

Hospitals

3

.150

05/01/27

490,658‌

1,400,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

998,392‌

100,000

Kaiser

Foundation

Hospitals

4

.875

04/01/42

92,805‌

1,265,000

Kaiser

Foundation

Hospitals

4

.150

05/01/47

1,030,111‌

1,000,000

Kaiser

Foundation

Hospitals

3

.266

11/01/49

691,250‌

1,000,000

Kaiser

Foundation

Hospitals

3

.002

06/01/51

646,826‌

755,000

Koninklijke

Philips

NV

5

.000

03/15/42

676,509‌

1,000,000

Laboratory

Corp

of

America

Holdings

4

.350

04/01/30

993,215‌

1,000,000

Laboratory

Corp

of

America

Holdings

2

.700

06/01/31

899,860‌

1,000,000

Laboratory

Corp

of

America

Holdings

4

.550

04/01/32

984,508‌

1,000,000

Laboratory

Corp

of

America

Holdings

4

.800

10/01/34

977,592‌

800,000

Laboratory

Corp

of

America

Holdings

4

.700

02/01/45

701,427‌

100,000

Mass

General

Brigham,

Inc

3

.765

07/01/48

75,671‌

750,000

Mass

General

Brigham,

Inc

3

.192

07/01/49

507,765‌

100,000

(a)

Mass

General

Brigham,

Inc

4

.117

07/01/55

78,558‌

1,000,000

Mass

General

Brigham,

Inc

3

.342

07/01/60

653,254‌

200,000

Mayo

Clinic

4

.000

11/15/47

154,548‌

200,000

Mayo

Clinic

4

.128

11/15/52

160,529‌

1,500,000

Mayo

Clinic

3

.196

11/15/61

928,166‌

500,000

McKesson

Corp

1

.300

08/15/26

484,219‌

1,500,000

McKesson

Corp

4

.250

09/15/29

1,497,924‌

500,000

McKesson

Corp

4

.650

05/30/30

504,074‌

500,000

McKesson

Corp

4

.950

05/30/32

506,705‌

350,000

McKesson

Corp

5

.100

07/15/33

358,109‌

500,000

McKesson

Corp

5

.250

05/30/35

507,910‌

200,000

McLaren

Health

Care

Corp

4

.386

05/15/48

167,099‌

135,000

MedStar

Health,

Inc

3

.626

08/15/49

95,688‌

575,000

Medtronic

Global

Holdings

S.C.A

4

.250

03/30/28

577,947‌

1,000,000

Medtronic

Global

Holdings

S.C.A

4

.500

03/30/33

989,844‌

2,777,000

Medtronic,

Inc

4

.375

03/15/35

2,686,372‌

1,074,000

Medtronic,

Inc

4

.625

03/15/45

966,181‌

500,000

Memorial

Health

Services

3

.447

11/01/49

356,013‌

1,000,000

Memorial

Sloan-Kettering

Cancer

Center

2

.955

01/01/50

647,017‌

200,000

Memorial

Sloan-Kettering

Cancer

Center

4

.125

07/01/52

157,894‌

500,000

Memorial

Sloan-Kettering

Cancer

Center

4

.200

07/01/55

400,229‌

1,000,000

Methodist

Hospital

2

.705

12/01/50

602,870‌

500,000

Montefiore

Obligated

Group

5

.246

11/01/48

405,726‌

750,000

Montefiore

Obligated

Group

4

.287

09/01/50

507,637‌

1,000,000

Mount

Nittany

Medical

Center

Obligated

Group

3

.799

11/15/52

741,528‌

100,000

Mount

Sinai

Hospitals

Group,

Inc

3

.981

07/01/48

71,342‌

600,000

Mount

Sinai

Hospitals

Group,

Inc

3

.737

07/01/49

400,542‌

895,000

Mount

Sinai

Hospitals

Group,

Inc

3

.391

07/01/50

547,995‌

380,000

MyMichigan

Health

3

.409

06/01/50

267,955‌

1,000,000

Nationwide

Children's

Hospital,

Inc

4

.556

11/01/52

852,399‌

1,000,000

New

York

and

Presbyterian

Hospital

2

.256

08/01/40

687,165‌

300,000

New

York

and

Presbyterian

Hospital

4

.024

08/01/45

244,517‌

150,000

New

York

and

Presbyterian

Hospital

4

.063

08/01/56

116,128‌

1,000,000

(a)

New

York

and

Presbyterian

Hospital

2

.606

08/01/60

542,894‌

500,000

New

York

and

Presbyterian

Hospital

3

.954

08/01/19

341,367‌

140,000

Northwell

Healthcare,

Inc

3

.979

11/01/46

107,625‌

675,000

Northwell

Healthcare,

Inc

4

.260

11/01/47

536,578‌

61

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

500,000

Northwell

Healthcare,

Inc

3

.809

%

11/01/49

$

358,080‌

1,000,000

Northwestern

Memorial

Healthcare

Obligated

Group

2

.633

07/15/51

605,528‌

1,000,000

Novant

Health,

Inc

2

.637

11/01/36

783,032‌

1,000,000

(a)

Novant

Health,

Inc

3

.318

11/01/61

631,762‌

1,000,000

NY

Society

for

Relief

of

Ruptured

&

Crippled

Maintaining

Hosp

Special

Surgery

2

.667

10/01/50

593,944‌

350,000

NYU

Langone

Hospitals

5

.750

07/01/43

350,940‌

250,000

NYU

Langone

Hospitals

4

.368

07/01/47

214,225‌

915,000

(a)

NYU

Langone

Hospitals

3

.380

07/01/55

615,545‌

1,000,000

Ochsner

LSU

Health

System

of

North

Louisiana

2

.510

05/15/31

819,405‌

1,000,000

OhioHealth

Corp

2

.297

11/15/31

874,776‌

750,000

OhioHealth

Corp

3

.042

11/15/50

515,245‌

100,000

Orlando

Health

Obligated

Group

4

.089

10/01/48

80,302‌

1,000,000

Orlando

Health

Obligated

Group

3

.327

10/01/50

700,084‌

200,000

PeaceHealth

Obligated

Group

4

.787

11/15/48

166,787‌

750,000

PeaceHealth

Obligated

Group

3

.218

11/15/50

463,985‌

500,000

Piedmont

Healthcare,

Inc

2

.044

01/01/32

417,752‌

500,000

Piedmont

Healthcare,

Inc

2

.719

01/01/42

348,314‌

1,000,000

Piedmont

Healthcare,

Inc

2

.864

01/01/52

609,667‌

725,000

Presbyterian

Healthcare

Services

4

.875

08/01/52

642,000‌

200,000

Providence

St.

Joseph

Health

Obligated

Group

2

.746

10/01/26

195,773‌

570,000

Providence

St.

Joseph

Health

Obligated

Group

2

.532

10/01/29

524,844‌

1,000,000

Providence

St.

Joseph

Health

Obligated

Group

5

.369

10/01/32

1,017,051‌

945,000

Providence

St.

Joseph

Health

Obligated

Group

5

.403

10/01/33

954,027‌

100,000

Providence

St.

Joseph

Health

Obligated

Group

3

.744

10/01/47

72,967‌

350,000

Providence

St.

Joseph

Health

Obligated

Group

3

.930

10/01/48

261,159‌

1,000,000

Providence

St.

Joseph

Health

Obligated

Group

2

.700

10/01/51

557,544‌

785,000

Queen's

Health

Systems

4

.810

07/01/52

701,145‌

225,000

Quest

Diagnostics,

Inc

3

.450

06/01/26

223,109‌

500,000

Quest

Diagnostics,

Inc

4

.600

12/15/27

504,526‌

500,000

Quest

Diagnostics,

Inc

4

.200

06/30/29

497,848‌

500,000

Quest

Diagnostics,

Inc

4

.625

12/15/29

504,928‌

750,000

Quest

Diagnostics,

Inc

2

.950

06/30/30

697,968‌

500,000

Quest

Diagnostics,

Inc

2

.800

06/30/31

453,526‌

250,000

Quest

Diagnostics,

Inc

6

.400

11/30/33

273,908‌

1,000,000

Quest

Diagnostics,

Inc

5

.000

12/15/34

995,104‌

300,000

Quest

Diagnostics,

Inc

4

.700

03/30/45

261,019‌

1,500,000

Rady

Children's

Hospital-San

Diego

3

.154

08/15/51

985,640‌

390,000

Rush

Obligated

Group

3

.922

11/15/29

382,480‌

425,000

Sentara

Healthcare

2

.927

11/01/51

269,551‌

1,000,000

Sharp

HealthCare

2

.680

08/01/50

611,667‌

1,000,000

Smith

&

Nephew

plc

2

.032

10/14/30

875,821‌

500,000

Smith

&

Nephew

plc

5

.400

03/20/34

507,124‌

400,000

SSM

Health

Care

Corp

3

.823

06/01/27

396,765‌

500,000

SSM

Health

Care

Corp

4

.894

06/01/28

507,732‌

1,620,000

Stanford

Health

Care

3

.027

08/15/51

1,044,804‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

2

.700

03/15/31

898,121‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

3

.750

03/15/51

711,863‌

1,000,000

Stryker

Corp

4

.550

02/10/27

1,006,050‌

500,000

Stryker

Corp

3

.650

03/07/28

493,523‌

1,000,000

Stryker

Corp

4

.850

12/08/28

1,019,240‌

1,250,000

Stryker

Corp

4

.250

09/11/29

1,247,943‌

1,000,000

Stryker

Corp

4

.850

02/10/30

1,020,250‌

600,000

Stryker

Corp

1

.950

06/15/30

535,226‌

1,250,000

Stryker

Corp

4

.625

09/11/34

1,230,730‌

1,000,000

Stryker

Corp

5

.200

02/10/35

1,019,026‌

200,000

Stryker

Corp

4

.100

04/01/43

165,584‌

200,000

Stryker

Corp

4

.375

05/15/44

170,785‌

550,000

Stryker

Corp

4

.625

03/15/46

486,561‌

575,000

Stryker

Corp

2

.900

06/15/50

375,527‌

1,500,000

(a)

Summa

Health

3

.511

11/15/51

1,233,573‌

200,000

Sutter

Health

3

.695

08/15/28

196,988‌

1,000,000

Sutter

Health

2

.294

08/15/30

903,130‌

Bond

Index

Fund

62

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

435,000

Sutter

Health

5

.213

%

08/15/32

$

446,917‌

750,000

Sutter

Health

5

.164

08/15/33

760,265‌

745,000

Sutter

Health

5

.537

08/15/35

769,914‌

500,000

Sutter

Health

3

.161

08/15/40

386,722‌

200,000

Sutter

Health

4

.091

08/15/48

159,679‌

500,000

Sutter

Health

3

.361

08/15/50

345,117‌

135,000

(a)

Sutter

Health

5

.547

08/15/53

133,042‌

1,000,000

Texas

Health

Resources

2

.328

11/15/50

561,126‌

100,000

Texas

Health

Resources

4

.330

11/15/55

81,308‌

450,000

Toledo

Hospital

5

.750

11/15/38

449,471‌

2,000,000

Trinity

Health

Corp

2

.632

12/01/40

1,439,397‌

300,000

Trinity

Health

Corp

4

.125

12/01/45

245,271‌

185,000

Trinity

Health

Corp

3

.434

12/01/48

135,723‌

1,000,000

UMass

Memorial

Health

Care

Obligated

Group

5

.363

07/01/52

903,514‌

200,000

UnitedHealth

Group,

Inc

3

.450

01/15/27

197,849‌

2,000,000

UnitedHealth

Group,

Inc

5

.250

02/15/28

2,052,850‌

2,375,000

UnitedHealth

Group,

Inc

3

.850

06/15/28

2,354,770‌

500,000

UnitedHealth

Group,

Inc

3

.875

12/15/28

493,536‌

1,500,000

UnitedHealth

Group,

Inc

4

.250

01/15/29

1,497,338‌

1,000,000

UnitedHealth

Group,

Inc

4

.700

04/15/29

1,011,259‌

1,500,000

UnitedHealth

Group,

Inc

4

.000

05/15/29

1,482,982‌

1,000,000

UnitedHealth

Group,

Inc

2

.875

08/15/29

943,857‌

1,000,000

UnitedHealth

Group,

Inc

5

.300

02/15/30

1,035,703‌

2,200,000

UnitedHealth

Group,

Inc

2

.000

05/15/30

1,968,707‌

2,000,000

UnitedHealth

Group,

Inc

4

.900

04/15/31

2,032,444‌

1,750,000

UnitedHealth

Group,

Inc

2

.300

05/15/31

1,542,276‌

1,000,000

UnitedHealth

Group,

Inc

4

.950

01/15/32

1,012,795‌

800,000

UnitedHealth

Group,

Inc

4

.200

05/15/32

774,414‌

1,500,000

UnitedHealth

Group,

Inc

5

.350

02/15/33

1,545,499‌

1,500,000

UnitedHealth

Group,

Inc

4

.500

04/15/33

1,461,935‌

1,500,000

UnitedHealth

Group,

Inc

5

.000

04/15/34

1,499,424‌

1,500,000

(a)

UnitedHealth

Group,

Inc

5

.150

07/15/34

1,515,146‌

150,000

UnitedHealth

Group,

Inc

5

.800

03/15/36

157,680‌

365,000

UnitedHealth

Group,

Inc

6

.625

11/15/37

406,387‌

200,000

UnitedHealth

Group,

Inc

6

.875

02/15/38

227,356‌

275,000

UnitedHealth

Group,

Inc

3

.500

08/15/39

221,928‌

1,000,000

UnitedHealth

Group,

Inc

2

.750

05/15/40

725,508‌

1,500,000

UnitedHealth

Group,

Inc

3

.050

05/15/41

1,102,340‌

300,000

UnitedHealth

Group,

Inc

4

.375

03/15/42

257,226‌

350,000

UnitedHealth

Group,

Inc

3

.950

10/15/42

283,408‌

375,000

UnitedHealth

Group,

Inc

4

.250

03/15/43

314,927‌

1,500,000

UnitedHealth

Group,

Inc

5

.500

07/15/44

1,460,986‌

800,000

UnitedHealth

Group,

Inc

4

.200

01/15/47

642,700‌

300,000

UnitedHealth

Group,

Inc

4

.250

04/15/47

242,825‌

500,000

UnitedHealth

Group,

Inc

3

.750

10/15/47

372,210‌

1,700,000

UnitedHealth

Group,

Inc

4

.250

06/15/48

1,365,995‌

1,000,000

UnitedHealth

Group,

Inc

3

.700

08/15/49

727,997‌

4,000,000

UnitedHealth

Group,

Inc

2

.900

05/15/50

2,488,996‌

3,000,000

UnitedHealth

Group,

Inc

3

.250

05/15/51

1,989,896‌

450,000

UnitedHealth

Group,

Inc

4

.750

05/15/52

383,321‌

1,500,000

UnitedHealth

Group,

Inc

5

.875

02/15/53

1,502,879‌

1,500,000

UnitedHealth

Group,

Inc

5

.050

04/15/53

1,338,872‌

3,000,000

UnitedHealth

Group,

Inc

5

.375

04/15/54

2,804,452‌

100,000

UnitedHealth

Group,

Inc

5

.950

06/15/55

101,557‌

1,250,000

UnitedHealth

Group,

Inc

3

.875

08/15/59

880,819‌

1,000,000

UnitedHealth

Group,

Inc

3

.125

05/15/60

598,564‌

500,000

UnitedHealth

Group,

Inc

4

.950

05/15/62

429,072‌

1,000,000

UnitedHealth

Group,

Inc

6

.050

02/15/63

1,014,721‌

1,500,000

UnitedHealth

Group,

Inc

5

.200

04/15/63

1,336,603‌

2,000,000

UnitedHealth

Group,

Inc

5

.500

04/15/64

1,866,524‌

500,000

Universal

Health

Services,

Inc

4

.625

10/15/29

494,375‌

1,000,000

Universal

Health

Services,

Inc

2

.650

01/15/32

848,822‌

63

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

(continued)

$

1,000,000

Universal

Health

Services,

Inc

5

.050

%

10/15/34

$

954,218‌

500,000

University

of

Pittsburgh

Medical

Center

5

.035

05/15/33

501,481‌

500,000

University

of

Pittsburgh

Medical

Center

5

.377

05/15/43

475,281‌

370,000

WakeMed

3

.286

10/01/52

246,753‌

200,000

West

Virginia

United

Health

System

Obligated

Group

3

.129

06/01/50

125,452‌

500,000

Willis-Knighton

Medical

Center

3

.065

03/01/51

306,807‌

1,000,000

Yale

Haven

Health

Services

Corp

2

.496

07/01/50

575,898‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5

.050

02/19/30

1,024,795‌

1,500,000

Zimmer

Biomet

Holdings,

Inc

2

.600

11/24/31

1,325,642‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5

.200

09/15/34

1,003,216‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5

.500

02/19/35

1,025,800‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

339,415,296‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

500,000

Church

&

Dwight

Co,

Inc

3

.150

08/01/27

489,891‌

250,000

Church

&

Dwight

Co,

Inc

2

.300

12/15/31

218,128‌

500,000

Church

&

Dwight

Co,

Inc

5

.600

11/15/32

526,607‌

100,000

Church

&

Dwight

Co,

Inc

3

.950

08/01/47

77,928‌

725,000

Church

&

Dwight

Co,

Inc

5

.000

06/15/52

652,543‌

300,000

Clorox

Co

3

.100

10/01/27

292,753‌

500,000

Clorox

Co

3

.900

05/15/28

495,128‌

750,000

Clorox

Co

4

.400

05/01/29

752,176‌

1,000,000

Clorox

Co

1

.800

05/15/30

883,026‌

375,000

Clorox

Co

4

.600

05/01/32

374,186‌

1,000,000

Colgate-Palmolive

Co

3

.100

08/15/27

983,611‌

1,000,000

Colgate-Palmolive

Co

4

.600

03/01/28

1,017,114‌

60,000

Colgate-Palmolive

Co

6

.450

06/16/28

63,118‌

225,000

Colgate-Palmolive

Co

3

.250

08/15/32

208,828‌

1,000,000

(a)

Colgate-Palmolive

Co

4

.600

03/01/33

1,009,955‌

300,000

Colgate-Palmolive

Co

4

.000

08/15/45

252,092‌

550,000

Colgate-Palmolive

Co

3

.700

08/01/47

431,747‌

450,000

Estee

Lauder

Cos,

Inc

3

.150

03/15/27

442,920‌

200,000

Estee

Lauder

Cos,

Inc

2

.375

12/01/29

184,353‌

100,000

Estee

Lauder

Cos,

Inc

2

.600

04/15/30

92,206‌

1,500,000

Estee

Lauder

Cos,

Inc

1

.950

03/15/31

1,306,040‌

750,000

Estee

Lauder

Cos,

Inc

4

.650

05/15/33

738,848‌

1,000,000

(a)

Estee

Lauder

Cos,

Inc

5

.000

02/14/34

1,001,127‌

100,000

Estee

Lauder

Cos,

Inc

6

.000

05/15/37

107,363‌

300,000

Estee

Lauder

Cos,

Inc

4

.375

06/15/45

245,226‌

375,000

Estee

Lauder

Cos,

Inc

4

.150

03/15/47

291,126‌

700,000

Estee

Lauder

Cos,

Inc

3

.125

12/01/49

447,767‌

750,000

(a)

Estee

Lauder

Cos,

Inc

5

.150

05/15/53

712,560‌

1,900,000

Haleon

US

Capital

LLC

3

.375

03/24/27

1,872,225‌

725,000

Haleon

US

Capital

LLC

3

.375

03/24/29

701,076‌

1,500,000

Haleon

US

Capital

LLC

3

.625

03/24/32

1,403,371‌

1,000,000

Haleon

US

Capital

LLC

4

.000

03/24/52

772,018‌

1,000,000

Kenvue,

Inc

5

.000

03/22/30

1,030,269‌

500,000

Kenvue,

Inc

4

.850

05/22/32

506,014‌

1,250,000

Kenvue,

Inc

4

.900

03/22/33

1,268,491‌

500,000

Kenvue,

Inc

5

.100

03/22/43

483,118‌

1,250,000

Kenvue,

Inc

5

.050

03/22/53

1,162,685‌

1,000,000

Kenvue,

Inc

5

.200

03/22/63

925,146‌

200,000

Kimberly-Clark

Corp

1

.050

09/15/27

187,947‌

412,000

Kimberly-Clark

Corp

3

.950

11/01/28

410,890‌

1,500,000

Kimberly-Clark

Corp

3

.200

04/25/29

1,454,850‌

1,500,000

Kimberly-Clark

Corp

2

.000

11/02/31

1,322,760‌

500,000

Kimberly-Clark

Corp

4

.500

02/16/33

500,443‌

200,000

Kimberly-Clark

Corp

6

.625

08/01/37

230,499‌

725,000

Kimberly-Clark

Corp

3

.200

07/30/46

509,096‌

200,000

Kimberly-Clark

Corp

3

.900

05/04/47

156,979‌

300,000

Kimberly-Clark

Corp

2

.875

02/07/50

193,398‌

1,000,000

Procter

&

Gamble

Co

4

.350

01/29/29

1,013,852‌

1,000,000

Procter

&

Gamble

Co

4

.150

10/24/29

1,006,743‌

Bond

Index

Fund

64

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

(continued)

$

2,000,000

Procter

&

Gamble

Co

3

.000

%

03/25/30

$

1,908,485‌

1,150,000

Procter

&

Gamble

Co

1

.200

10/29/30

992,610‌

1,500,000

Procter

&

Gamble

Co

1

.950

04/23/31

1,330,178‌

1,500,000

Procter

&

Gamble

Co

4

.050

01/26/33

1,480,530‌

2,000,000

Procter

&

Gamble

Co

4

.550

01/29/34

2,005,899‌

1,000,000

Procter

&

Gamble

Co

4

.550

10/24/34

999,648‌

225,000

Unilever

Capital

Corp

2

.000

07/28/26

219,944‌

800,000

Unilever

Capital

Corp

2

.900

05/05/27

784,773‌

1,150,000

Unilever

Capital

Corp

3

.500

03/22/28

1,135,163‌

700,000

Unilever

Capital

Corp

4

.875

09/08/28

716,916‌

1,000,000

Unilever

Capital

Corp

2

.125

09/06/29

921,914‌

175,000

Unilever

Capital

Corp

1

.375

09/14/30

151,879‌

200,000

Unilever

Capital

Corp

1

.750

08/12/31

172,718‌

430,000

Unilever

Capital

Corp

5

.900

11/15/32

468,805‌

700,000

Unilever

Capital

Corp

5

.000

12/08/33

717,259‌

1,300,000

Unilever

Capital

Corp

4

.625

08/12/34

1,290,088‌

500,000

Unilever

Capital

Corp

2

.625

08/12/51

305,342‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

47,012,388‌

INSURANCE

-

0.8%

500,000

Aegon

NV

5

.500

04/11/48

502,144‌

200,000

Aflac,

Inc

2

.875

10/15/26

196,616‌

375,000

Aflac,

Inc

3

.600

04/01/30

364,205‌

200,000

Aflac,

Inc

4

.000

10/15/46

155,532‌

500,000

Aflac,

Inc

4

.750

01/15/49

431,819‌

1,000,000

Alleghany

Corp

3

.625

05/15/30

970,146‌

200,000

Alleghany

Corp

4

.900

09/15/44

182,033‌

1,000,000

Alleghany

Corp

3

.250

08/15/51

669,789‌

275,000

Allstate

Corp

3

.280

12/15/26

271,213‌

1,500,000

Allstate

Corp

5

.050

06/24/29

1,539,340‌

1,000,000

Allstate

Corp

1

.450

12/15/30

851,268‌

600,000

Allstate

Corp

5

.250

03/30/33

615,138‌

600,000

Allstate

Corp

4

.500

06/15/43

521,571‌

975,000

Allstate

Corp

4

.200

12/15/46

795,530‌

250,000

Allstate

Corp

3

.850

08/10/49

191,248‌

200,000

Allstate

Corp

7

.526

08/15/53

199,926‌

325,000

American

Financial

Group,

Inc

5

.250

04/02/30

336,263‌

400,000

American

Financial

Group,

Inc

4

.500

06/15/47

322,904‌

500,000

American

International

Group,

Inc

4

.850

05/07/30

507,959‌

1,500,000

American

International

Group,

Inc

5

.125

03/27/33

1,524,983‌

250,000

American

International

Group,

Inc

5

.450

05/07/35

256,381‌

1,500,000

American

International

Group,

Inc

4

.750

04/01/48

1,331,083‌

1,500,000

American

International

Group,

Inc

4

.375

06/30/50

1,255,417‌

1,000,000

American

National

Group,

Inc

5

.750

10/01/29

1,023,919‌

750,000

American

National

Group,

Inc

6

.000

07/15/35

754,417‌

200,000

Aon

Corp

4

.500

12/15/28

200,969‌

450,000

Aon

Corp

3

.750

05/02/29

439,930‌

450,000

Aon

Corp

2

.800

05/15/30

416,940‌

1,000,000

Aon

Corp

2

.050

08/23/31

863,294‌

1,000,000

Aon

Corp

2

.600

12/02/31

886,261‌

500,000

Aon

Corp

5

.000

09/12/32

507,088‌

750,000

Aon

Corp

5

.350

02/28/33

772,071‌

200,000

Aon

Corp

6

.250

09/30/40

212,486‌

1,000,000

Aon

Corp

2

.900

08/23/51

621,045‌

500,000

Aon

Corp

3

.900

02/28/52

370,791‌

550,000

Aon

Global

Ltd

4

.750

05/15/45

480,354‌

1,000,000

Aon

North

America,

Inc

5

.150

03/01/29

1,023,960‌

1,000,000

Aon

North

America,

Inc

5

.300

03/01/31

1,034,275‌

1,500,000

Aon

North

America,

Inc

5

.450

03/01/34

1,540,783‌

1,500,000

Aon

North

America,

Inc

5

.750

03/01/54

1,478,161‌

1,050,000

Arch

Capital

Group

Ltd

4

.011

12/15/26

1,045,332‌

200,000

Arch

Capital

Group

Ltd

5

.031

12/15/46

180,693‌

600,000

Arch

Capital

Group

Ltd

3

.635

06/30/50

437,317‌

65

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

300,000

Arch

Capital

Group

US,

Inc

5

.144

%

11/01/43

$

277,839‌

575,000

Arthur

J

Gallagher

&

Co

5

.000

02/15/32

582,753‌

500,000

Arthur

J

Gallagher

&

Co

5

.500

03/02/33

516,489‌

150,000

Arthur

J

Gallagher

&

Co

6

.500

02/15/34

164,570‌

1,500,000

Arthur

J

Gallagher

&

Co

5

.450

07/15/34

1,533,483‌

1,500,000

Arthur

J

Gallagher

&

Co

5

.150

02/15/35

1,500,707‌

125,000

Arthur

J

Gallagher

&

Co

3

.500

05/20/51

86,899‌

1,000,000

Arthur

J

Gallagher

&

Co

3

.050

03/09/52

630,540‌

250,000

Arthur

J

Gallagher

&

Co

6

.750

02/15/54

276,884‌

725,000

Arthur

J

Gallagher

&

Co

5

.750

07/15/54

710,873‌

1,400,000

Arthur

J

Gallagher

&

Co

5

.550

02/15/55

1,342,551‌

1,000,000

Aspen

Insurance

Holdings

Ltd

5

.750

07/01/30

1,016,528‌

300,000

Assurant,

Inc

4

.900

03/27/28

302,345‌

500,000

Assurant,

Inc

3

.700

02/22/30

475,615‌

7,000

Assurant,

Inc

6

.750

02/15/34

7,570‌

500,000

Assured

Guaranty

US

Holdings,

Inc

6

.125

09/15/28

525,448‌

1,000,000

Assured

Guaranty

US

Holdings,

Inc

3

.150

06/15/31

924,136‌

300,000

Assured

Guaranty

US

Holdings,

Inc

3

.600

09/15/51

204,344‌

500,000

Athene

Holding

Ltd

6

.150

04/03/30

530,556‌

500,000

(a)

Athene

Holding

Ltd

6

.650

02/01/33

540,619‌

1,000,000

(a)

Athene

Holding

Ltd

5

.875

01/15/34

1,035,585‌

500,000

Athene

Holding

Ltd

3

.950

05/25/51

353,234‌

500,000

Athene

Holding

Ltd

3

.450

05/15/52

317,642‌

1,000,000

Athene

Holding

Ltd

6

.250

04/01/54

986,913‌

500,000

Athene

Holding

Ltd

6

.625

10/15/54

492,200‌

1,000,000

Athene

Holding

Ltd

6

.625

05/19/55

1,030,377‌

1,000,000

Athene

Holding

Ltd

6

.875

06/28/55

995,100‌

300,000

AXIS

Specialty

Finance

LLC

3

.900

07/15/29

291,315‌

250,000

AXIS

Specialty

Finance

LLC

4

.900

01/15/40

239,453‌

200,000

AXIS

Specialty

Finance

plc

4

.000

12/06/27

197,836‌

1,500,000

Berkshire

Hathaway

Finance

Corp

2

.300

03/15/27

1,462,360‌

100,000

Berkshire

Hathaway

Finance

Corp

1

.850

03/12/30

90,558‌

1,500,000

Berkshire

Hathaway

Finance

Corp

1

.450

10/15/30

1,312,519‌

1,000,000

Berkshire

Hathaway

Finance

Corp

2

.875

03/15/32

921,849‌

300,000

Berkshire

Hathaway

Finance

Corp

4

.400

05/15/42

277,477‌

2,175,000

Berkshire

Hathaway

Finance

Corp

4

.200

08/15/48

1,825,180‌

1,725,000

Berkshire

Hathaway

Finance

Corp

4

.250

01/15/49

1,459,248‌

3,000,000

Berkshire

Hathaway

Finance

Corp

2

.500

01/15/51

1,793,802‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3

.850

03/15/52

1,160,713‌

1,000,000

(a)

Brighthouse

Financial,

Inc

5

.625

05/15/30

1,025,455‌

236,000

Brighthouse

Financial,

Inc

4

.700

06/22/47

180,774‌

425,000

Brown

&

Brown,

Inc

4

.700

06/23/28

428,585‌

1,000,000

Brown

&

Brown,

Inc

4

.900

06/23/30

1,009,305‌

1,000,000

Brown

&

Brown,

Inc

2

.375

03/15/31

880,254‌

500,000

Brown

&

Brown,

Inc

4

.200

03/17/32

478,397‌

1,000,000

Brown

&

Brown,

Inc

5

.250

06/23/32

1,019,903‌

500,000

Brown

&

Brown,

Inc

5

.650

06/11/34

513,582‌

225,000

Brown

&

Brown,

Inc

5

.550

06/23/35

229,441‌

500,000

Brown

&

Brown,

Inc

4

.950

03/17/52

432,623‌

625,000

Brown

&

Brown,

Inc

6

.250

06/23/55

644,254‌

450,000

Chubb

Corp

6

.000

05/11/37

488,460‌

2,325,000

Chubb

INA

Holdings,

Inc

3

.350

05/03/26

2,307,120‌

2,000,000

Chubb

INA

Holdings,

Inc

5

.000

03/15/34

2,037,664‌

150,000

Chubb

INA

Holdings,

Inc

4

.150

03/13/43

128,163‌

1,600,000

Chubb

INA

Holdings,

Inc

4

.350

11/03/45

1,384,397‌

425,000

Chubb

INA

Holdings,

Inc

2

.850

12/15/51

272,111‌

1,500,000

Chubb

INA

Holdings,

Inc

3

.050

12/15/61

925,706‌

200,000

Cincinnati

Financial

Corp

6

.920

05/15/28

214,865‌

650,000

CNA

Financial

Corp

2

.050

08/15/30

572,887‌

500,000

CNA

Financial

Corp

5

.500

06/15/33

512,702‌

1,000,000

CNA

Financial

Corp

5

.125

02/15/34

1,001,552‌

500,000

CNO

Financial

Group,

Inc

5

.250

05/30/29

504,382‌

Bond

Index

Fund

66

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

1,000,000

CNO

Financial

Group,

Inc

6

.450

%

06/15/34

$

1,048,736‌

650,000

Corebridge

Financial,

Inc

6

.375

09/15/54

647,842‌

1,000,000

Elevance

Health,

Inc

5

.700

02/15/55

969,053‌

500,000

Enstar

Group

Ltd

4

.950

06/01/29

503,667‌

1,000,000

Enstar

Group

Ltd

3

.100

09/01/31

888,990‌

1,375,000

Equitable

Holdings,

Inc

4

.350

04/20/28

1,372,389‌

300,000

Everest

Reinsurance

Holdings,

Inc

4

.868

06/01/44

264,510‌

250,000

Everest

Reinsurance

Holdings,

Inc

3

.500

10/15/50

170,718‌

1,200,000

Everest

Reinsurance

Holdings,

Inc

3

.125

10/15/52

743,303‌

750,000

F&G

Annuities

&

Life,

Inc

6

.500

06/04/29

773,309‌

500,000

F&G

Annuities

&

Life,

Inc

6

.250

10/04/34

494,992‌

400,000

Fairfax

Financial

Holdings

Ltd

4

.850

04/17/28

403,480‌

1,000,000

Fairfax

Financial

Holdings

Ltd

5

.625

08/16/32

1,027,018‌

950,000

Fairfax

Financial

Holdings

Ltd

6

.000

12/07/33

990,844‌

1,000,000

(c)

Fairfax

Financial

Holdings

Ltd

5

.750

05/20/35

1,013,897‌

1,000,000

Fairfax

Financial

Holdings

Ltd

6

.350

03/22/54

1,012,798‌

750,000

Fairfax

Financial

Holdings

Ltd

6

.100

03/15/55

734,625‌

1,000,000

(c)

Fairfax

Financial

Holdings

Ltd

6

.500

05/20/55

1,023,052‌

300,000

Fidelity

National

Financial,

Inc

4

.500

08/15/28

299,440‌

1,000,000

Fidelity

National

Financial,

Inc

3

.400

06/15/30

933,346‌

500,000

Fidelity

National

Financial,

Inc

2

.450

03/15/31

433,945‌

400,000

Fidelity

National

Financial,

Inc

3

.200

09/17/51

245,783‌

750,000

First

American

Financial

Corp

4

.000

05/15/30

718,470‌

400,000

First

American

Financial

Corp

2

.400

08/15/31

341,211‌

1,000,000

First

American

Financial

Corp

5

.450

09/30/34

979,472‌

350,000

Globe

Life,

Inc

4

.550

09/15/28

351,661‌

350,000

Globe

Life,

Inc

2

.150

08/15/30

308,207‌

175,000

Globe

Life,

Inc

4

.800

06/15/32

171,650‌

1,000,000

Globe

Life,

Inc

5

.850

09/15/34

1,035,363‌

200,000

Hanover

Insurance

Group,

Inc

4

.500

04/15/26

199,428‌

1,000,000

Hanover

Insurance

Group,

Inc

2

.500

09/01/30

890,043‌

750,000

Hartford

Financial

Services

Group,

Inc

2

.800

08/19/29

705,491‌

400,000

Hartford

Financial

Services

Group,

Inc

4

.300

04/15/43

337,144‌

450,000

Hartford

Financial

Services

Group,

Inc

4

.400

03/15/48

378,081‌

450,000

Hartford

Financial

Services

Group,

Inc

3

.600

08/19/49

329,233‌

475,000

Hartford

Financial

Services

Group,

Inc

2

.900

09/15/51

297,037‌

500,000

Horace

Mann

Educators

Corp

7

.250

09/15/28

533,629‌

500,000

Kemper

Corp

2

.400

09/30/30

436,899‌

1,000,000

Kemper

Corp

3

.800

02/23/32

908,760‌

600,000

Lincoln

National

Corp

3

.625

12/12/26

592,921‌

529,000

(a)

Lincoln

National

Corp

3

.050

01/15/30

497,282‌

1,000,000

Lincoln

National

Corp

3

.400

03/01/32

895,829‌

1,000,000

Lincoln

National

Corp

5

.852

03/15/34

1,029,169‌

150,000

Lincoln

National

Corp

7

.000

06/15/40

165,691‌

800,000

Loews

Corp

3

.750

04/01/26

795,790‌

400,000

Loews

Corp

3

.200

05/15/30

378,466‌

200,000

Loews

Corp

4

.125

05/15/43

169,822‌

1,300,000

Manulife

Financial

Corp

4

.061

02/24/32

1,285,178‌

1,000,000

Manulife

Financial

Corp

3

.703

03/16/32

945,416‌

200,000

Manulife

Financial

Corp

5

.375

03/04/46

197,965‌

200,000

Markel

Group,

Inc

3

.350

09/17/29

192,658‌

150,000

Markel

Group,

Inc

5

.000

04/05/46

132,865‌

100,000

Markel

Group,

Inc

4

.300

11/01/47

79,057‌

750,000

Markel

Group,

Inc

5

.000

05/20/49

657,563‌

200,000

Markel

Group,

Inc

4

.150

09/17/50

152,476‌

750,000

Markel

Group,

Inc

3

.450

05/07/52

504,715‌

1,000,000

Markel

Group,

Inc

6

.000

05/16/54

998,592‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.650

03/15/30

1,011,278‌

450,000

Marsh

&

McLennan

Cos,

Inc

2

.250

11/15/30

402,902‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.850

11/15/31

1,015,435‌

600,000

Marsh

&

McLennan

Cos,

Inc

2

.375

12/15/31

525,339‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.750

11/01/32

1,064,944‌

67

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.400

%

09/15/33

$

1,037,231‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.150

03/15/34

1,022,351‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.000

03/15/35

999,683‌

250,000

Marsh

&

McLennan

Cos,

Inc

4

.750

03/15/39

237,533‌

500,000

Marsh

&

McLennan

Cos,

Inc

5

.350

11/15/44

490,935‌

100,000

Marsh

&

McLennan

Cos,

Inc

4

.350

01/30/47

84,640‌

300,000

Marsh

&

McLennan

Cos,

Inc

4

.200

03/01/48

246,586‌

1,200,000

Marsh

&

McLennan

Cos,

Inc

4

.900

03/15/49

1,083,979‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

2

.900

12/15/51

628,110‌

250,000

Marsh

&

McLennan

Cos,

Inc

6

.250

11/01/52

268,258‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.450

03/15/53

970,706‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5

.700

09/15/53

1,004,215‌

500,000

Marsh

&

McLennan

Cos,

Inc

5

.450

03/15/54

481,623‌

800,000

Marsh

&

McLennan

Cos,

Inc

5

.400

03/15/55

770,764‌

200,000

Mercury

General

Corp

4

.400

03/15/27

198,322‌

1,030,000

Metlife,

Inc

5

.700

06/15/35

1,090,574‌

1,000,000

MetLife,

Inc

4

.550

03/23/30

1,013,494‌

1,500,000

MetLife,

Inc

5

.375

07/15/33

1,561,628‌

675,000

MetLife,

Inc

6

.375

06/15/34

748,188‌

750,000

MetLife,

Inc

5

.300

12/15/34

770,458‌

130,000

MetLife,

Inc

5

.875

02/06/41

134,682‌

450,000

MetLife,

Inc

4

.125

08/13/42

378,333‌

750,000

MetLife,

Inc

4

.875

11/13/43

687,938‌

500,000

MetLife,

Inc

4

.721

12/15/44

444,349‌

800,000

MetLife,

Inc

4

.050

03/01/45

654,737‌

1,650,000

MetLife,

Inc

4

.600

05/13/46

1,460,913‌

1,200,000

MetLife,

Inc

5

.000

07/15/52

1,087,468‌

1,000,000

MetLife,

Inc

5

.250

01/15/54

941,395‌

550,000

MetLife,

Inc

6

.350

03/15/55

564,920‌

20,000

Nationwide

Financial

Services,

Inc

6

.750

05/15/37

19,841‌

100,000

Old

Republic

International

Corp

3

.875

08/26/26

99,238‌

1,000,000

Old

Republic

International

Corp

5

.750

03/28/34

1,028,615‌

500,000

Old

Republic

International

Corp

3

.850

06/11/51

355,138‌

2,000,000

Orlando

Health

Obligated

Group

5

.475

10/01/35

2,055,743‌

500,000

PartnerRe

Finance

B

LLC

3

.700

07/02/29

484,282‌

500,000

PartnerRe

Finance

B

LLC

4

.500

10/01/50

470,457‌

1,000,000

Primerica,

Inc

2

.800

11/19/31

884,865‌

850,000

Principal

Financial

Group,

Inc

3

.100

11/15/26

835,483‌

100,000

Principal

Financial

Group,

Inc

3

.700

05/15/29

97,552‌

1,000,000

Principal

Financial

Group,

Inc

2

.125

06/15/30

890,118‌

750,000

Principal

Financial

Group,

Inc

5

.375

03/15/33

770,356‌

100,000

Principal

Financial

Group,

Inc

4

.625

09/15/42

88,640‌

200,000

Principal

Financial

Group,

Inc

4

.350

05/15/43

170,049‌

300,000

Principal

Financial

Group,

Inc

4

.300

11/15/46

249,657‌

750,000

Principal

Financial

Group,

Inc

5

.500

03/15/53

724,589‌

650,000

Progressive

Corp

2

.450

01/15/27

633,933‌

750,000

Progressive

Corp

2

.500

03/15/27

730,403‌

250,000

Progressive

Corp

4

.000

03/01/29

248,488‌

100,000

Progressive

Corp

3

.200

03/26/30

95,407‌

125,000

Progressive

Corp

3

.000

03/15/32

114,004‌

120,000

Progressive

Corp

6

.250

12/01/32

132,197‌

1,000,000

Progressive

Corp

4

.950

06/15/33

1,021,317‌

300,000

Progressive

Corp

4

.350

04/25/44

256,558‌

300,000

Progressive

Corp

3

.700

01/26/45

232,169‌

950,000

Progressive

Corp

4

.125

04/15/47

781,458‌

750,000

Progressive

Corp

4

.200

03/15/48

616,738‌

100,000

Progressive

Corp

3

.950

03/26/50

78,312‌

500,000

Progressive

Corp

3

.700

03/15/52

372,850‌

195,000

Prudential

Financial,

Inc

3

.878

03/27/28

194,139‌

500,000

Prudential

Financial,

Inc

2

.100

03/10/30

454,985‌

1,325,000

Prudential

Financial,

Inc

5

.200

03/14/35

1,339,308‌

450,000

Prudential

Financial,

Inc

5

.700

12/14/36

472,507‌

Bond

Index

Fund

68

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

0.8%

(continued)

$

500,000

Prudential

Financial,

Inc

3

.000

%

03/10/40

$

378,311‌

1,700,000

Prudential

Financial,

Inc

4

.600

05/15/44

1,497,947‌

2,300,000

(e)

Prudential

Financial,

Inc

4

.500

09/15/47

2,265,815‌

300,000

Prudential

Financial,

Inc

4

.418

03/27/48

251,912‌

2,400,000

Prudential

Financial,

Inc

5

.700

09/15/48

2,431,013‌

799,000

Prudential

Financial,

Inc

3

.935

12/07/49

611,554‌

450,000

Prudential

Financial,

Inc

4

.350

02/25/50

373,487‌

1,000,000

Prudential

Financial,

Inc

3

.700

03/13/51

735,012‌

675,000

Prudential

Financial,

Inc

5

.125

03/01/52

652,808‌

1,000,000

Prudential

Financial,

Inc

6

.000

09/01/52

1,008,481‌

1,500,000

Prudential

Financial,

Inc

6

.750

03/01/53

1,571,335‌

525,000

Prudential

Financial,

Inc

6

.500

03/15/54

539,306‌

200,000

Prudential

Funding

Asia

plc

3

.125

04/14/30

189,024‌

1,000,000

Prudential

Funding

Asia

plc

3

.625

03/24/32

930,330‌

750,000

Reinsurance

Group

of

America,

Inc

3

.900

05/15/29

735,629‌

350,000

Reinsurance

Group

of

America,

Inc

3

.150

06/15/30

326,984‌

500,000

Reinsurance

Group

of

America,

Inc

6

.000

09/15/33

524,086‌

500,000

Reinsurance

Group

of

America,

Inc

5

.750

09/15/34

513,216‌

500,000

Reinsurance

Group

of

America,

Inc

6

.650

09/15/55

498,352‌

200,000

RenaissanceRe

Finance,

Inc

3

.450

07/01/27

196,978‌

300,000

RenaissanceRe

Holdings

Ltd

3

.600

04/15/29

290,340‌

1,000,000

RenaissanceRe

Holdings

Ltd

5

.750

06/05/33

1,029,011‌

500,000

RenaissanceRe

Holdings

Ltd

5

.800

04/01/35

513,713‌

1,500,000

Selective

Insurance

Group,

Inc

5

.900

04/15/35

1,533,519‌

1,000,000

SiriusPoint

Ltd

7

.000

04/05/29

1,052,746‌

1,000,000

Stewart

Information

Services

Corp

3

.600

11/15/31

894,168‌

20,000

Transatlantic

Holdings,

Inc

8

.000

11/30/39

25,120‌

600,000

Travelers

Cos,

Inc

5

.350

11/01/40

603,316‌

200,000

Travelers

Cos,

Inc

4

.600

08/01/43

177,548‌

250,000

Travelers

Cos,

Inc

4

.300

08/25/45

211,288‌

1,100,000

Travelers

Cos,

Inc

4

.000

05/30/47

880,220‌

500,000

Travelers

Cos,

Inc

4

.050

03/07/48

399,680‌

900,000

Travelers

Cos,

Inc

4

.100

03/04/49

724,831‌

2,000,000

Travelers

Cos,

Inc

3

.050

06/08/51

1,316,190‌

1,000,000

Travelers

Cos,

Inc

5

.450

05/25/53

977,942‌

100,000

Travelers

Property

Casualty

Corp

6

.375

03/15/33

111,829‌

475,000

UnitedHealth

Group,

Inc

4

.400

06/15/28

477,353‌

1,000,000

UnitedHealth

Group,

Inc

4

.800

01/15/30

1,015,386‌

1,500,000

UnitedHealth

Group,

Inc

4

.650

01/15/31

1,507,710‌

225,000

(a)

UnitedHealth

Group,

Inc

5

.300

06/15/35

229,325‌

1,500,000

UnitedHealth

Group,

Inc

5

.625

07/15/54

1,455,032‌

900,000

UnitedHealth

Group,

Inc

5

.750

07/15/64

875,359‌

300,000

Unum

Group

5

.750

08/15/42

289,210‌

500,000

Unum

Group

4

.500

12/15/49

395,773‌

1,000,000

Unum

Group

4

.125

06/15/51

742,839‌

400,000

Unum

Group

6

.000

06/15/54

394,597‌

525,000

Verisk

Analytics,

Inc

5

.250

06/05/34

536,144‌

1,000,000

Voya

Financial,

Inc

5

.000

09/20/34

977,156‌

200,000

Voya

Financial,

Inc

4

.800

06/15/46

172,209‌

200,000

W

R

Berkley

Corp

4

.750

08/01/44

174,673‌

650,000

W

R

Berkley

Corp

4

.000

05/12/50

493,681‌

1,000,000

W

R

Berkley

Corp

3

.550

03/30/52

688,680‌

400,000

W

R

Berkley

Corp

3

.150

09/30/61

245,620‌

900,000

Willis

North

America,

Inc

2

.950

09/15/29

847,058‌

1,000,000

Willis

North

America,

Inc

5

.350

05/15/33

1,025,222‌

300,000

Willis

North

America,

Inc

5

.050

09/15/48

266,568‌

500,000

Willis

North

America,

Inc

3

.875

09/15/49

369,042‌

750,000

Willis

North

America,

Inc

5

.900

03/05/54

745,456‌

200,000

XL

Group

Ltd

5

.250

12/15/43

191,340‌

TOTAL

INSURANCE

191,630,038‌

MATERIALS

-

0.7%

2,000,000

3M

Co

4

.800

03/15/30

2,033,240‌

69

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

1,000,000

3M

Co

5

.150

%

03/15/35

$

1,008,898‌

500,000

Air

Products

and

Chemicals,

Inc

1

.850

05/15/27

480,024‌

750,000

Air

Products

and

Chemicals,

Inc

4

.300

06/11/28

753,814‌

750,000

Air

Products

and

Chemicals,

Inc

4

.600

02/08/29

760,765‌

1,125,000

Air

Products

and

Chemicals,

Inc

2

.050

05/15/30

1,017,578‌

750,000

Air

Products

and

Chemicals,

Inc

4

.750

02/08/31

763,062‌

750,000

Air

Products

and

Chemicals,

Inc

4

.900

10/11/32

760,509‌

1,000,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

1,008,046‌

750,000

Air

Products

and

Chemicals,

Inc

4

.850

02/08/34

751,860‌

125,000

Air

Products

and

Chemicals,

Inc

2

.700

05/15/40

90,939‌

1,250,000

Air

Products

and

Chemicals,

Inc

2

.800

05/15/50

789,719‌

750,000

Albemarle

Corp

4

.650

06/01/27

747,386‌

1,000,000

(a)

Albemarle

Corp

5

.650

06/01/52

833,547‌

1,000,000

Amcor

Finance

USA,

Inc

5

.625

05/26/33

1,038,141‌

1,500,000

(c)

Amcor

Flexibles

North

America,

Inc

5

.100

03/17/30

1,525,549‌

200,000

Amcor

Flexibles

North

America,

Inc

2

.630

06/19/30

181,455‌

500,000

Amcor

Flexibles

North

America,

Inc

2

.690

05/25/31

447,720‌

1,000,000

(c)

Amcor

Flexibles

North

America,

Inc

5

.500

03/17/35

1,014,565‌

500,000

(c)

Amrize

Finance

US

LLC

4

.700

04/07/28

504,542‌

750,000

(c)

Amrize

Finance

US

LLC

4

.950

04/07/30

760,053‌

750,000

(c)

Amrize

Finance

US

LLC

5

.400

04/07/35

760,996‌

1,000,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

954,623‌

375,000

AngloGold

Ashanti

Holdings

plc

3

.750

10/01/30

349,911‌

1,000,000

AptarGroup,

Inc

3

.600

03/15/32

921,473‌

500,000

ArcelorMittal

S.A.

6

.550

11/29/27

521,193‌

1,500,000

(a)

ArcelorMittal

S.A.

6

.800

11/29/32

1,648,753‌

1,000,000

ArcelorMittal

S.A.

6

.000

06/17/34

1,048,182‌

1,000,000

(a)

ArcelorMittal

S.A.

6

.350

06/17/54

1,008,791‌

300,000

Avery

Dennison

Corp

4

.875

12/06/28

304,452‌

500,000

Avery

Dennison

Corp

2

.650

04/30/30

459,209‌

1,000,000

Avery

Dennison

Corp

2

.250

02/15/32

849,704‌

1,000,000

Avery

Dennison

Corp

5

.750

03/15/33

1,045,576‌

1,500,000

Barrick

North

America

Finance

LLC

5

.750

05/01/43

1,514,794‌

100,000

Barrick

PD

Australia

Finance

Pty

Ltd

5

.950

10/15/39

103,574‌

1,000,000

Berry

Global,

Inc

5

.800

06/15/31

1,050,813‌

1,500,000

Berry

Global,

Inc

5

.650

01/15/34

1,547,973‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5

.100

09/08/28

1,538,260‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/30

1,036,498‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5

.125

02/21/32

1,023,878‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4

.900

02/28/33

1,505,803‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/33

1,536,016‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5

.300

02/21/35

1,020,824‌

825,000

BHP

Billiton

Finance

USA

Ltd

4

.125

02/24/42

708,506‌

1,425,000

BHP

Billiton

Finance

USA

Ltd

5

.000

09/30/43

1,350,392‌

575,000

BHP

Billiton

Finance

USA

Ltd

5

.500

09/08/53

568,711‌

500,000

Cabot

Corp

4

.000

07/01/29

487,601‌

1,000,000

Cabot

Corp

5

.000

06/30/32

998,169‌

375,000

Celulosa

Arauco

y

Constitucion

S.A.

3

.875

11/02/27

366,818‌

200,000

Celulosa

Arauco

y

Constitucion

S.A.

5

.500

11/02/47

174,404‌

1,000,000

CRH

America

Finance,

Inc

5

.400

05/21/34

1,025,260‌

625,000

CRH

America

Finance,

Inc

5

.500

01/09/35

640,504‌

200,000

CRH

America

Finance,

Inc

5

.875

01/09/55

203,963‌

1,000,000

CRH

SMW

Finance

DAC

5

.200

05/21/29

1,025,205‌

1,000,000

CRH

SMW

Finance

DAC

5

.125

01/09/30

1,025,291‌

35,000

Dow

Chemical

Co

7

.375

11/01/29

38,789‌

1,000,000

(a)

Dow

Chemical

Co

6

.300

03/15/33

1,072,298‌

1,000,000

(a)

Dow

Chemical

Co

5

.150

02/15/34

999,590‌

982,000

Dow

Chemical

Co

4

.250

10/01/34

901,925‌

500,000

Dow

Chemical

Co

5

.350

03/15/35

497,367‌

131,000

Dow

Chemical

Co

9

.400

05/15/39

171,512‌

275,000

Dow

Chemical

Co

5

.250

11/15/41

251,421‌

1,200,000

Dow

Chemical

Co

4

.375

11/15/42

976,450‌

Bond

Index

Fund

70

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

400,000

Dow

Chemical

Co

4

.625

%

10/01/44

$

330,165‌

825,000

Dow

Chemical

Co

5

.550

11/30/48

753,686‌

750,000

Dow

Chemical

Co

4

.800

05/15/49

613,919‌

1,000,000

Dow

Chemical

Co

3

.600

11/15/50

675,582‌

500,000

(a)

Dow

Chemical

Co

6

.900

05/15/53

537,878‌

1,500,000

Dow

Chemical

Co

5

.600

02/15/54

1,365,313‌

500,000

Dow

Chemical

Co

5

.950

03/15/55

476,559‌

2,325,000

DowDuPont,

Inc

5

.419

11/15/48

2,341,357‌

2,300,000

DuPont

de

Nemours,

Inc

4

.725

11/15/28

2,334,915‌

91,000

DuPont

de

Nemours,

Inc

5

.319

11/15/38

94,198‌

1,500,000

Eagle

Materials,

Inc

2

.500

07/01/31

1,330,135‌

700,000

Eastman

Chemical

Co

4

.500

12/01/28

701,558‌

1,650,000

Eastman

Chemical

Co

5

.750

03/08/33

1,715,492‌

1,000,000

Eastman

Chemical

Co

5

.625

02/20/34

1,019,197‌

150,000

Eastman

Chemical

Co

4

.800

09/01/42

131,183‌

525,000

Eastman

Chemical

Co

4

.650

10/15/44

444,282‌

750,000

Ecolab,

Inc

2

.700

11/01/26

735,694‌

1,000,000

Ecolab,

Inc

1

.650

02/01/27

962,580‌

300,000

Ecolab,

Inc

3

.250

12/01/27

294,374‌

1,000,000

Ecolab,

Inc

5

.250

01/15/28

1,030,058‌

1,000,000

Ecolab,

Inc

1

.300

01/30/31

849,972‌

1,000,000

Ecolab,

Inc

2

.125

02/01/32

862,925‌

150,000

Ecolab,

Inc

2

.125

08/15/50

81,923‌

1,000,000

Ecolab,

Inc

2

.700

12/15/51

613,483‌

1,370,000

Ecolab,

Inc

2

.750

08/18/55

816,484‌

175,000

EIDP,

Inc

2

.300

07/15/30

159,338‌

500,000

EIDP,

Inc

5

.125

05/15/32

509,871‌

1,250,000

EIDP,

Inc

4

.800

05/15/33

1,244,077‌

500,000

FMC

Corp

3

.200

10/01/26

490,604‌

500,000

FMC

Corp

3

.450

10/01/29

465,746‌

1,000,000

FMC

Corp

5

.650

05/18/33

988,433‌

500,000

FMC

Corp

4

.500

10/01/49

370,476‌

500,000

(a)

FMC

Corp

6

.375

05/18/53

479,086‌

1,000,000

Freeport-McMoRan,

Inc

4

.125

03/01/28

987,868‌

1,500,000

Freeport-McMoRan,

Inc

4

.375

08/01/28

1,491,908‌

1,000,000

Freeport-McMoRan,

Inc

5

.250

09/01/29

1,016,400‌

1,000,000

Freeport-McMoRan,

Inc

4

.250

03/01/30

979,125‌

1,000,000

Freeport-McMoRan,

Inc

4

.625

08/01/30

989,662‌

750,000

Georgia-Pacific

LLC

7

.750

11/15/29

852,984‌

1,000,000

Gerdau

Trade,

Inc

5

.750

06/09/35

1,000,700‌

1,000,000

Huntsman

International

LLC

2

.950

06/15/31

841,694‌

500,000

Huntsman

International

LLC

5

.700

10/15/34

464,684‌

100,000

International

Flavors

&

Fragrances,

Inc

4

.450

09/26/28

99,872‌

412,000

International

Flavors

&

Fragrances,

Inc

5

.000

09/26/48

354,622‌

450,000

International

Paper

Co

6

.000

11/15/41

456,627‌

390,000

International

Paper

Co

4

.800

06/15/44

338,446‌

2,425,000

International

Paper

Co

4

.350

08/15/48

1,941,750‌

500,000

Kinross

Gold

Corp

4

.500

07/15/27

500,465‌

500,000

Kinross

Gold

Corp

6

.250

07/15/33

537,602‌

725,000

Linde,

Inc

1

.100

08/10/30

623,516‌

625,000

Linde,

Inc

3

.550

11/07/42

492,222‌

225,000

Linde,

Inc

2

.000

08/10/50

117,871‌

150,000

Lubrizol

Corp

6

.500

10/01/34

169,442‌

575,000

LYB

International

Finance

BV

5

.250

07/15/43

512,298‌

550,000

LYB

International

Finance

BV

4

.875

03/15/44

464,708‌

150,000

LYB

International

Finance

III

LLC

2

.250

10/01/30

132,854‌

1,000,000

LYB

International

Finance

III

LLC

5

.625

05/15/33

1,022,471‌

1,000,000

(a)

LYB

International

Finance

III

LLC

5

.500

03/01/34

998,119‌

500,000

LYB

International

Finance

III

LLC

6

.150

05/15/35

518,956‌

1,150,000

LYB

International

Finance

III

LLC

3

.375

10/01/40

849,213‌

1,000,000

LYB

International

Finance

III

LLC

4

.200

10/15/49

742,155‌

750,000

LYB

International

Finance

III

LLC

4

.200

05/01/50

555,749‌

71

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

1,000,000

LYB

International

Finance

III

LLC

3

.625

%

04/01/51

$

668,782‌

500,000

LYB

International

Finance

III

LLC

3

.800

10/01/60

323,110‌

475,000

(a)

LyondellBasell

Industries

NV

4

.625

02/26/55

372,343‌

200,000

Martin

Marietta

Materials,

Inc

3

.450

06/01/27

196,629‌

325,000

Martin

Marietta

Materials,

Inc

3

.500

12/15/27

318,659‌

250,000

Martin

Marietta

Materials,

Inc

2

.500

03/15/30

229,399‌

1,000,000

Martin

Marietta

Materials,

Inc

2

.400

07/15/31

881,851‌

1,000,000

Martin

Marietta

Materials,

Inc

5

.150

12/01/34

1,004,644‌

450,000

Martin

Marietta

Materials,

Inc

4

.250

12/15/47

365,089‌

1,000,000

Martin

Marietta

Materials,

Inc

3

.200

07/15/51

662,532‌

1,000,000

Martin

Marietta

Materials,

Inc

5

.500

12/01/54

964,208‌

800,000

Mosaic

Co

4

.050

11/15/27

793,992‌

750,000

Mosaic

Co

5

.375

11/15/28

769,906‌

300,000

(a)

Mosaic

Co

5

.450

11/15/33

306,854‌

100,000

Mosaic

Co

4

.875

11/15/41

88,843‌

600,000

Mosaic

Co

5

.625

11/15/43

573,263‌

1,300,000

Newmont

Corp

2

.800

10/01/29

1,229,986‌

250,000

Newmont

Corp

2

.250

10/01/30

225,126‌

1,350,000

(a)

Newmont

Corp

2

.600

07/15/32

1,193,532‌

3,000,000

Newmont

Corp

5

.350

03/15/34

3,077,497‌

298,000

Newmont

Corp

5

.875

04/01/35

318,501‌

235,000

Newmont

Corp

6

.250

10/01/39

253,829‌

975,000

Newmont

Corp

4

.875

03/15/42

903,767‌

300,000

Newmont

Corp

5

.450

06/09/44

292,341‌

500,000

Nucor

Corp

4

.300

05/23/27

501,702‌

425,000

Nucor

Corp

3

.950

05/01/28

423,144‌

3,150,000

Nucor

Corp

2

.700

06/01/30

2,906,079‌

500,000

Nucor

Corp

4

.650

06/01/30

503,958‌

500,000

Nucor

Corp

3

.125

04/01/32

455,307‌

500,000

Nucor

Corp

5

.100

06/01/35

501,560‌

1,000,000

Nucor

Corp

2

.979

12/15/55

608,292‌

700,000

Nutrien

Ltd

4

.000

12/15/26

695,534‌

550,000

Nutrien

Ltd

4

.200

04/01/29

544,305‌

500,000

Nutrien

Ltd

2

.950

05/13/30

465,442‌

1,000,000

Nutrien

Ltd

5

.400

06/21/34

1,016,583‌

200,000

Nutrien

Ltd

4

.125

03/15/35

182,058‌

200,000

Nutrien

Ltd

5

.625

12/01/40

197,959‌

200,000

Nutrien

Ltd

4

.900

06/01/43

178,980‌

691,000

Nutrien

Ltd

5

.250

01/15/45

636,291‌

1,050,000

Nutrien

Ltd

5

.000

04/01/49

935,417‌

300,000

Nutrien

Ltd

3

.950

05/13/50

221,301‌

750,000

Nutrien

Ltd

5

.800

03/27/53

741,890‌

1,000,000

(a)

Owens

Corning

5

.950

06/15/54

1,010,997‌

550,000

Packaging

Corp

of

America

3

.400

12/15/27

538,197‌

100,000

Packaging

Corp

of

America

3

.000

12/15/29

94,394‌

500,000

Packaging

Corp

of

America

5

.700

12/01/33

522,193‌

500,000

Packaging

Corp

of

America

4

.050

12/15/49

382,070‌

750,000

Packaging

Corp

of

America

3

.050

10/01/51

469,509‌

425,000

PPG

Industries,

Inc

3

.750

03/15/28

419,906‌

500,000

PPG

Industries,

Inc

2

.550

06/15/30

455,483‌

500,000

Reliance

Steel

&

Aluminum

Co

2

.150

08/15/30

443,190‌

414,000

Rio

Tinto

Alcan,

Inc

6

.125

12/15/33

449,614‌

350,000

Rio

Tinto

Finance

USA

Ltd

5

.200

11/02/40

343,267‌

2,000,000

Rio

Tinto

Finance

USA

Ltd

2

.750

11/02/51

1,214,736‌

1,500,000

Rio

Tinto

Finance

USA

plc

4

.500

03/14/28

1,511,814‌

1,000,000

Rio

Tinto

Finance

USA

plc

4

.875

03/14/30

1,019,123‌

1,000,000

Rio

Tinto

Finance

USA

plc

5

.000

03/14/32

1,017,465‌

1,500,000

Rio

Tinto

Finance

USA

plc

5

.000

03/09/33

1,521,231‌

1,000,000

Rio

Tinto

Finance

USA

plc

5

.250

03/14/35

1,017,485‌

1,400,000

Rio

Tinto

Finance

USA

plc

4

.125

08/21/42

1,178,744‌

1,000,000

Rio

Tinto

Finance

USA

plc

5

.125

03/09/53

921,958‌

950,000

Rio

Tinto

Finance

USA

plc

5

.750

03/14/55

951,179‌

Bond

Index

Fund

72

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

1,500,000

Rio

Tinto

Finance

USA

plc

5

.875

%

03/14/65

$

1,506,421‌

100,000

RPM

International,

Inc

3

.750

03/15/27

98,763‌

300,000

RPM

International,

Inc

4

.550

03/01/29

299,580‌

1,000,000

RPM

International,

Inc

2

.950

01/15/32

881,780‌

100,000

RPM

International,

Inc

5

.250

06/01/45

91,792‌

200,000

RPM

International,

Inc

4

.250

01/15/48

164,787‌

925,000

Sherwin-Williams

Co

3

.450

06/01/27

912,385‌

500,000

Sherwin-Williams

Co

2

.950

08/15/29

472,332‌

500,000

Sherwin-Williams

Co

2

.300

05/15/30

451,968‌

500,000

Sherwin-Williams

Co

4

.800

09/01/31

505,359‌

950,000

Sherwin-Williams

Co

2

.200

03/15/32

816,209‌

200,000

Sherwin-Williams

Co

4

.000

12/15/42

160,396‌

900,000

Sherwin-Williams

Co

4

.500

06/01/47

752,881‌

900,000

Sherwin-Williams

Co

3

.800

08/15/49

661,685‌

500,000

Sherwin-Williams

Co

3

.300

05/15/50

336,654‌

1,000,000

Sherwin-Williams

Co

2

.900

03/15/52

611,311‌

225,000

Smurfit

Kappa

Treasury

ULC

5

.438

04/03/34

228,145‌

300,000

Smurfit

Kappa

Treasury

ULC

5

.777

04/03/54

296,036‌

500,000

Smurfit

Westrock

Financing

DAC

5

.418

01/15/35

506,519‌

650,000

Sonoco

Products

Co

2

.250

02/01/27

626,912‌

1,000,000

Sonoco

Products

Co

4

.600

09/01/29

997,693‌

750,000

Sonoco

Products

Co

3

.125

05/01/30

698,698‌

1,000,000

(a)

Sonoco

Products

Co

2

.850

02/01/32

878,346‌

1,000,000

Sonoco

Products

Co

5

.000

09/01/34

972,663‌

100,000

Southern

Copper

Corp

7

.500

07/27/35

114,822‌

1,180,000

Southern

Copper

Corp

6

.750

04/16/40

1,279,264‌

2,000,000

Southern

Copper

Corp

5

.875

04/23/45

1,977,572‌

750,000

Steel

Dynamics,

Inc

3

.450

04/15/30

713,452‌

100,000

Steel

Dynamics,

Inc

3

.250

01/15/31

93,279‌

1,000,000

Steel

Dynamics,

Inc

5

.375

08/15/34

1,015,399‌

500,000

Steel

Dynamics,

Inc

5

.250

05/15/35

500,531‌

500,000

Steel

Dynamics,

Inc

3

.250

10/15/50

329,625‌

500,000

Steel

Dynamics,

Inc

5

.750

05/15/55

484,638‌

700,000

Suzano

Austria

GmbH

2

.500

09/15/28

650,631‌

1,900,000

Suzano

Austria

GmbH

6

.000

01/15/29

1,950,477‌

1,000,000

Suzano

Austria

GmbH

3

.750

01/15/31

936,156‌

1,500,000

Suzano

Austria

GmbH

3

.125

01/15/32

1,321,902‌

700,000

Suzano

International

Finance

BV

5

.500

01/17/27

707,828‌

2,000,000

Vale

Overseas

Ltd

3

.750

07/08/30

1,882,741‌

2,000,000

Vale

Overseas

Ltd

6

.125

06/12/33

2,094,556‌

2,500,000

Vale

Overseas

Ltd

6

.400

06/28/54

2,456,922‌

100,000

Vulcan

Materials

Co

3

.900

04/01/27

99,314‌

1,000,000

Vulcan

Materials

Co

4

.950

12/01/29

1,019,679‌

275,000

Vulcan

Materials

Co

3

.500

06/01/30

263,091‌

600,000

Vulcan

Materials

Co

5

.350

12/01/34

610,780‌

475,000

Vulcan

Materials

Co

4

.500

06/15/47

400,738‌

200,000

Vulcan

Materials

Co

4

.700

03/01/48

173,058‌

1,000,000

Vulcan

Materials

Co

5

.700

12/01/54

992,003‌

500,000

Westlake

Corp

3

.600

08/15/26

494,862‌

1,000,000

Westlake

Corp

3

.375

06/15/30

943,562‌

500,000

Westlake

Corp

2

.875

08/15/41

336,246‌

500,000

Westlake

Corp

5

.000

08/15/46

432,276‌

200,000

Westlake

Corp

4

.375

11/15/47

156,256‌

500,000

Westlake

Corp

3

.125

08/15/51

308,325‌

500,000

Westlake

Corp

3

.375

08/15/61

298,458‌

300,000

WRKCo,

Inc

3

.375

09/15/27

293,232‌

325,000

WRKCo,

Inc

4

.000

03/15/28

321,917‌

240,000

WRKCo,

Inc

3

.900

06/01/28

236,857‌

950,000

WRKCo,

Inc

4

.900

03/15/29

962,023‌

685,000

WRKCo,

Inc

4

.200

06/01/32

657,839‌

1,400,000

WRKCo,

Inc

3

.000

06/15/33

1,224,084‌

73

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.7%

(continued)

$

750,000

Yamana

Gold,

Inc

2

.630

%

08/15/31

$

662,753‌

TOTAL

MATERIALS

184,920,913‌

MEDIA

&

ENTERTAINMENT

-

0.8%

1,250,000

Alphabet,

Inc

1

.998

08/15/26

1,222,961‌

1,000,000

Alphabet,

Inc

0

.800

08/15/27

938,940‌

850,000

Alphabet,

Inc

1

.100

08/15/30

734,299‌

1,000,000

Alphabet,

Inc

1

.900

08/15/40

671,611‌

2,800,000

Alphabet,

Inc

2

.050

08/15/50

1,563,355‌

1,100,000

(a)

Alphabet,

Inc

2

.250

08/15/60

580,776‌

1,600,000

Asian

Infrastructure

Investment

Bank

4

.500

01/16/30

1,643,414‌

200,000

Asian

Infrastructure

Investment

Bank

4

.500

05/21/35

203,910‌

1,000,000

(a)

Baidu,

Inc

1

.720

04/09/26

979,763‌

500,000

Baidu,

Inc

4

.375

03/29/28

501,401‌

500,000

Baidu,

Inc

4

.875

11/14/28

508,604‌

300,000

Baidu,

Inc

3

.425

04/07/30

287,645‌

750,000

Baidu,

Inc

2

.375

10/09/30

679,357‌

1,000,000

Baidu,

Inc

2

.375

08/23/31

890,961‌

500,000

(c)

Blue

Owl

Technology

Finance

Corp

6

.100

03/15/28

502,709‌

950,000

Charter

Communications

Operating

LLC

3

.750

02/15/28

932,431‌

650,000

Charter

Communications

Operating

LLC

2

.250

01/15/29

598,640‌

1,250,000

Charter

Communications

Operating

LLC

6

.100

06/01/29

1,308,680‌

2,000,000

Charter

Communications

Operating

LLC

2

.800

04/01/31

1,783,387‌

1,500,000

(a)

Charter

Communications

Operating

LLC

2

.300

02/01/32

1,265,614‌

500,000

Charter

Communications

Operating

LLC

4

.400

04/01/33

470,786‌

2,500,000

Charter

Communications

Operating

LLC

6

.650

02/01/34

2,677,101‌

2,625,000

Charter

Communications

Operating

LLC

6

.550

06/01/34

2,800,764‌

750,000

Charter

Communications

Operating

LLC

6

.384

10/23/35

787,731‌

1,500,000

Charter

Communications

Operating

LLC

5

.375

04/01/38

1,413,667‌

1,500,000

Charter

Communications

Operating

LLC

3

.500

06/01/41

1,088,240‌

1,000,000

Charter

Communications

Operating

LLC

3

.500

03/01/42

713,049‌

1,550,000

Charter

Communications

Operating

LLC

6

.484

10/23/45

1,535,803‌

1,400,000

Charter

Communications

Operating

LLC

5

.375

05/01/47

1,215,075‌

1,375,000

Charter

Communications

Operating

LLC

5

.750

04/01/48

1,250,360‌

1,600,000

Charter

Communications

Operating

LLC

5

.125

07/01/49

1,330,341‌

2,500,000

Charter

Communications

Operating

LLC

4

.800

03/01/50

2,000,171‌

2,500,000

Charter

Communications

Operating

LLC

3

.700

04/01/51

1,665,276‌

3,000,000

Charter

Communications

Operating

LLC

3

.900

06/01/52

2,058,930‌

1,750,000

Charter

Communications

Operating

LLC

5

.250

04/01/53

1,486,786‌

2,000,000

Charter

Communications

Operating

LLC

3

.850

04/01/61

1,281,347‌

1,500,000

Charter

Communications

Operating

LLC

4

.400

12/01/61

1,051,779‌

1,000,000

Charter

Communications

Operating

LLC

3

.950

06/30/62

644,316‌

500,000

Charter

Communications

Operating

LLC

5

.500

04/01/63

422,787‌

750,000

Comcast

Corp

5

.350

11/15/27

769,747‌

600,000

Comcast

Corp

3

.150

02/15/28

584,442‌

2,675,000

Comcast

Corp

4

.150

10/15/28

2,669,934‌

1,000,000

Comcast

Corp

4

.550

01/15/29

1,011,104‌

1,500,000

Comcast

Corp

3

.400

04/01/30

1,438,278‌

1,800,000

Comcast

Corp

4

.250

10/15/30

1,790,887‌

1,950,000

Comcast

Corp

1

.950

01/15/31

1,709,303‌

3,850,000

Comcast

Corp

1

.500

02/15/31

3,287,168‌

500,000

Comcast

Corp

4

.950

05/15/32

508,861‌

3,250,000

Comcast

Corp

5

.500

11/15/32

3,413,875‌

1,925,000

Comcast

Corp

4

.250

01/15/33

1,860,077‌

2,000,000

Comcast

Corp

4

.650

02/15/33

1,987,568‌

150,000

Comcast

Corp

7

.050

03/15/33

170,636‌

2,000,000

Comcast

Corp

4

.800

05/15/33

1,996,040‌

1,500,000

Comcast

Corp

5

.300

06/01/34

1,536,451‌

200,000

Comcast

Corp

4

.200

08/15/34

188,998‌

500,000

Comcast

Corp

5

.300

05/15/35

509,460‌

500,000

Comcast

Corp

4

.400

08/15/35

473,529‌

36,000

Comcast

Corp

6

.500

11/15/35

39,957‌

3,475,000

Comcast

Corp

3

.200

07/15/36

2,908,962‌

Bond

Index

Fund

74

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.8%

(continued)

$

3,150,000

Comcast

Corp

3

.900

%

03/01/38

$

2,739,676‌

1,000,000

Comcast

Corp

3

.250

11/01/39

783,435‌

3,800,000

Comcast

Corp

3

.750

04/01/40

3,154,351‌

1,275,000

Comcast

Corp

3

.400

07/15/46

907,803‌

631,000

Comcast

Corp

3

.969

11/01/47

486,524‌

1,500,000

Comcast

Corp

4

.000

03/01/48

1,158,320‌

1,407,000

Comcast

Corp

3

.999

11/01/49

1,069,387‌

2,525,000

Comcast

Corp

3

.450

02/01/50

1,731,414‌

425,000

Comcast

Corp

2

.800

01/15/51

254,835‌

2,237,000

Comcast

Corp

2

.887

11/01/51

1,361,387‌

1,050,000

Comcast

Corp

2

.450

08/15/52

572,457‌

3,750,000

Comcast

Corp

5

.350

05/15/53

3,474,786‌

1,000,000

Comcast

Corp

5

.650

06/01/54

971,763‌

500,000

Comcast

Corp

6

.050

05/15/55

510,551‌

2,708,000

Comcast

Corp

2

.937

11/01/56

1,590,005‌

850,000

Comcast

Corp

2

.650

08/15/62

444,312‌

3,758,000

Comcast

Corp

2

.987

11/01/63

2,113,084‌

2,000,000

Comcast

Corp

5

.500

05/15/64

1,862,574‌

1,000,000

Discovery

Communications

LLC

4

.125

05/15/29

928,800‌

250,000

Discovery

Communications

LLC

3

.625

05/15/30

202,425‌

1,000,000

Electronic

Arts,

Inc

1

.850

02/15/31

868,755‌

1,000,000

Electronic

Arts,

Inc

2

.950

02/15/51

624,454‌

2,250,000

Fox

Corp

4

.709

01/25/29

2,268,407‌

500,000

Fox

Corp

3

.500

04/08/30

478,258‌

1,000,000

Fox

Corp

6

.500

10/13/33

1,081,926‌

1,500,000

Fox

Corp

5

.476

01/25/39

1,468,083‌

650,000

Fox

Corp

5

.576

01/25/49

609,887‌

403,000

(a)

Grupo

Televisa

SAB

6

.125

01/31/46

332,875‌

1,000,000

Inter-American

Investment

Corp

3

.625

02/17/27

994,720‌

1,000,000

Inter-American

Investment

Corp

4

.250

02/14/29

1,011,183‌

350,000

Interpublic

Group

of

Cos,

Inc

4

.650

10/01/28

351,763‌

500,000

Interpublic

Group

of

Cos,

Inc

4

.750

03/30/30

504,608‌

1,000,000

Interpublic

Group

of

Cos,

Inc

2

.400

03/01/31

888,761‌

500,000

Interpublic

Group

of

Cos,

Inc

5

.375

06/15/33

507,355‌

1,000,000

Interpublic

Group

of

Cos,

Inc

3

.375

03/01/41

742,723‌

400,000

Interpublic

Group

of

Cos,

Inc

5

.400

10/01/48

371,905‌

2,000,000

Meta

Platforms,

Inc

3

.500

08/15/27

1,980,869‌

1,500,000

Meta

Platforms,

Inc

4

.600

05/15/28

1,527,487‌

1,000,000

Meta

Platforms,

Inc

4

.800

05/15/30

1,029,565‌

2,000,000

Meta

Platforms,

Inc

3

.850

08/15/32

1,923,493‌

1,500,000

Meta

Platforms,

Inc

4

.950

05/15/33

1,538,079‌

2,000,000

Meta

Platforms,

Inc

4

.450

08/15/52

1,686,215‌

2,500,000

Meta

Platforms,

Inc

5

.600

05/15/53

2,499,969‌

2,500,000

Meta

Platforms,

Inc

5

.400

08/15/54

2,438,103‌

1,500,000

Meta

Platforms,

Inc

4

.650

08/15/62

1,264,423‌

1,000,000

Meta

Platforms,

Inc

5

.750

05/15/63

1,010,855‌

500,000

Morgan

Stanley

Direct

Lending

Fund

6

.000

05/19/30

502,915‌

870,000

NBCUniversal

Media

LLC

4

.450

01/15/43

749,352‌

2,500,000

Netflix,

Inc

4

.875

04/15/28

2,552,367‌

2,500,000

Netflix,

Inc

5

.875

11/15/28

2,635,328‌

1,000,000

(a)

Netflix,

Inc

4

.900

08/15/34

1,019,375‌

500,000

Netflix,

Inc

5

.400

08/15/54

493,439‌

1,050,000

Omnicom

Group,

Inc

3

.600

04/15/26

1,042,099‌

750,000

Omnicom

Group,

Inc

2

.450

04/30/30

683,158‌

325,000

Omnicom

Group,

Inc

4

.200

06/01/30

320,271‌

700,000

Omnicom

Group,

Inc

2

.600

08/01/31

619,159‌

750,000

Omnicom

Group,

Inc

5

.300

11/01/34

756,462‌

341,000

Paramount

Global

2

.900

01/15/27

331,916‌

200,000

Paramount

Global

3

.375

02/15/28

193,506‌

1,300,000

Paramount

Global

3

.700

06/01/28

1,261,887‌

500,000

Paramount

Global

4

.200

06/01/29

486,427‌

500,000

Paramount

Global

7

.875

07/30/30

553,946‌

75

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.8%

(continued)

$

1,000,000

Paramount

Global

4

.950

%

01/15/31

$

972,329‌

1,500,000

Paramount

Global

4

.200

05/19/32

1,369,049‌

200,000

Paramount

Global

4

.850

07/01/42

157,683‌

2,179,000

Paramount

Global

4

.375

03/15/43

1,604,120‌

625,000

Paramount

Global

5

.850

09/01/43

543,949‌

200,000

Paramount

Global

4

.900

08/15/44

154,266‌

800,000

Paramount

Global

4

.600

01/15/45

591,779‌

1,000,000

Paramount

Global

4

.950

05/19/50

765,050‌

2,000,000

S&P

Global,

Inc

5

.250

09/15/33

2,077,002‌

375,000

Take-Two

Interactive

Software,

Inc

3

.700

04/14/27

371,296‌

1,500,000

Take-Two

Interactive

Software,

Inc

4

.950

03/28/28

1,523,132‌

1,000,000

Take-Two

Interactive

Software,

Inc

4

.000

04/14/32

947,198‌

750,000

Tencent

Music

Entertainment

Group

2

.000

09/03/30

663,133‌

1,075,000

Time

Warner

Cable

LLC

6

.550

05/01/37

1,110,281‌

400,000

Time

Warner

Cable

LLC

7

.300

07/01/38

436,197‌

500,000

Time

Warner

Cable

LLC

6

.750

06/15/39

518,295‌

890,000

Time

Warner

Cable

LLC

5

.875

11/15/40

854,455‌

475,000

Time

Warner

Cable

LLC

5

.500

09/01/41

431,902‌

3,375,000

Time

Warner

Cable

LLC

4

.500

09/15/42

2,688,128‌

300,000

Time

Warner

Entertainment

Co

LP

8

.375

07/15/33

349,345‌

475,000

TWDC

Enterprises

18

Corp

1

.850

07/30/26

463,445‌

1,500,000

TWDC

Enterprises

18

Corp

2

.950

06/15/27

1,473,810‌

100,000

TWDC

Enterprises

18

Corp

4

.375

08/16/41

87,997‌

200,000

TWDC

Enterprises

18

Corp

3

.700

12/01/42

158,888‌

1,275,000

TWDC

Enterprises

18

Corp

4

.125

06/01/44

1,063,729‌

100,000

TWDC

Enterprises

18

Corp

3

.000

07/30/46

67,425‌

150,000

ViacomCBS,

Inc

6

.875

04/30/36

153,609‌

2,000,000

Walt

Disney

Co

2

.200

01/13/28

1,917,982‌

425,000

Walt

Disney

Co

2

.000

09/01/29

390,233‌

1,000,000

Walt

Disney

Co

3

.800

03/22/30

984,597‌

2,000,000

Walt

Disney

Co

2

.650

01/13/31

1,843,787‌

229,000

Walt

Disney

Co

6

.400

12/15/35

258,007‌

325,000

Walt

Disney

Co

6

.650

11/15/37

371,683‌

1,000,000

Walt

Disney

Co

3

.500

05/13/40

820,845‌

1,425,000

Walt

Disney

Co

6

.150

02/15/41

1,522,224‌

225,000

Walt

Disney

Co

5

.400

10/01/43

223,124‌

500,000

Walt

Disney

Co

4

.750

09/15/44

451,932‌

300,000

Walt

Disney

Co

4

.950

10/15/45

275,623‌

700,000

Walt

Disney

Co

4

.750

11/15/46

624,450‌

1,600,000

Walt

Disney

Co

2

.750

09/01/49

1,007,051‌

3,000,000

Walt

Disney

Co

4

.700

03/23/50

2,678,742‌

4,500,000

Walt

Disney

Co

3

.600

01/13/51

3,323,863‌

2,000,000

Walt

Disney

Co

3

.800

05/13/60

1,459,050‌

948,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

882,314‌

2,325,000

Warnermedia

Holdings,

Inc

4

.054

03/15/29

1,860,000‌

1,525,000

(b)

Warnermedia

Holdings,

Inc

4

.279

03/15/32

1,269,562‌

2,750,000

Warnermedia

Holdings,

Inc

5

.050

03/15/42

1,620,850‌

0

Warnermedia

Holdings,

Inc

5

.141

03/15/52

0‌

1,307,000

(b)

Warnermedia

Holdings,

Inc

5

.141

03/15/52

807,073‌

900,000

(a)

Weibo

Corp

3

.375

07/08/30

837,764‌

TOTAL

MEDIA

&

ENTERTAINMENT

190,100,509‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

3,000,000

AbbVie,

Inc

4

.650

03/15/28

3,045,354‌

1,950,000

AbbVie,

Inc

4

.800

03/15/29

1,988,238‌

4,750,000

AbbVie,

Inc

3

.200

11/21/29

4,543,386‌

3,000,000

AbbVie,

Inc

4

.875

03/15/30

3,072,000‌

3,000,000

AbbVie,

Inc

4

.950

03/15/31

3,079,898‌

1,500,000

AbbVie,

Inc

5

.050

03/15/34

1,527,244‌

2,250,000

AbbVie,

Inc

4

.550

03/15/35

2,184,526‌

1,500,000

AbbVie,

Inc

5

.200

03/15/35

1,532,499‌

1,925,000

AbbVie,

Inc

4

.500

05/14/35

1,859,844‌

675,000

AbbVie,

Inc

4

.300

05/14/36

636,579‌

Bond

Index

Fund

76

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

(continued)

$

3,300,000

AbbVie,

Inc

4

.050

%

11/21/39

$

2,892,472‌

2,175,000

AbbVie,

Inc

4

.400

11/06/42

1,912,390‌

3,000,000

AbbVie,

Inc

5

.350

03/15/44

2,940,525‌

1,625,000

AbbVie,

Inc

4

.850

06/15/44

1,496,301‌

1,310,000

AbbVie,

Inc

4

.750

03/15/45

1,180,492‌

925,000

AbbVie,

Inc

4

.700

05/14/45

829,289‌

1,350,000

AbbVie,

Inc

4

.450

05/14/46

1,162,055‌

1,150,000

AbbVie,

Inc

4

.875

11/14/48

1,041,207‌

2,975,000

AbbVie,

Inc

4

.250

11/21/49

2,450,837‌

1,050,000

AbbVie,

Inc

5

.400

03/15/54

1,020,973‌

2,000,000

AbbVie,

Inc

5

.600

03/15/55

2,000,712‌

1,500,000

AbbVie,

Inc

5

.500

03/15/64

1,454,555‌

200,000

Agilent

Technologies,

Inc

3

.050

09/22/26

196,899‌

500,000

Agilent

Technologies,

Inc

2

.750

09/15/29

467,990‌

1,000,000

Agilent

Technologies,

Inc

2

.100

06/04/30

895,971‌

500,000

Agilent

Technologies,

Inc

2

.300

03/12/31

443,073‌

500,000

Agilent

Technologies,

Inc

4

.750

09/09/34

492,011‌

1,500,000

Amgen,

Inc

1

.650

08/15/28

1,386,520‌

1,000,000

Amgen,

Inc

4

.050

08/18/29

988,405‌

1,000,000

Amgen,

Inc

2

.450

02/21/30

915,809‌

4,175,000

Amgen,

Inc

5

.250

03/02/30

4,301,844‌

500,000

Amgen,

Inc

2

.300

02/25/31

444,664‌

850,000

Amgen,

Inc

3

.350

02/22/32

787,063‌

1,000,000

Amgen,

Inc

4

.200

03/01/33

959,824‌

2,300,000

Amgen,

Inc

5

.250

03/02/33

2,355,252‌

1,325,000

Amgen,

Inc

3

.150

02/21/40

1,020,615‌

1,500,000

Amgen,

Inc

2

.800

08/15/41

1,083,797‌

126,000

Amgen,

Inc

5

.150

11/15/41

118,735‌

3,900,000

Amgen,

Inc

5

.600

03/02/43

3,868,852‌

2,675,000

Amgen,

Inc

4

.400

05/01/45

2,275,643‌

2,128,000

Amgen,

Inc

4

.563

06/15/48

1,808,538‌

2,575,000

Amgen,

Inc

3

.375

02/21/50

1,811,346‌

2,447,000

Amgen,

Inc

4

.663

06/15/51

2,094,988‌

1,000,000

Amgen,

Inc

3

.000

01/15/52

642,048‌

1,000,000

Amgen,

Inc

4

.200

02/22/52

782,965‌

1,000,000

Amgen,

Inc

4

.875

03/01/53

873,277‌

2,950,000

Amgen,

Inc

5

.650

03/02/53

2,880,368‌

172,000

Amgen,

Inc

2

.770

09/01/53

102,000‌

1,000,000

Amgen,

Inc

4

.400

02/22/62

780,570‌

1,250,000

Amgen,

Inc

5

.750

03/02/63

1,215,237‌

1,000,000

AstraZeneca

Finance

LLC

4

.875

03/03/28

1,021,177‌

1,500,000

AstraZeneca

Finance

LLC

4

.850

02/26/29

1,533,953‌

1,000,000

AstraZeneca

Finance

LLC

4

.900

03/03/30

1,025,848‌

1,500,000

AstraZeneca

Finance

LLC

4

.900

02/26/31

1,541,342‌

1,500,000

AstraZeneca

Finance

LLC

5

.000

02/26/34

1,529,158‌

1,700,000

AstraZeneca

plc

4

.000

01/17/29

1,691,870‌

1,000,000

AstraZeneca

plc

1

.375

08/06/30

868,143‌

1,900,000

AstraZeneca

plc

6

.450

09/15/37

2,134,335‌

625,000

AstraZeneca

plc

4

.000

09/18/42

529,573‌

500,000

AstraZeneca

plc

4

.375

11/16/45

435,201‌

750,000

AstraZeneca

plc

4

.375

08/17/48

640,738‌

600,000

AstraZeneca

plc

2

.125

08/06/50

330,733‌

1,500,000

AstraZeneca

plc

3

.000

05/28/51

1,009,340‌

149,000

Baxalta,

Inc

5

.250

06/23/45

139,122‌

1,800,000

Biogen,

Inc

2

.250

05/01/30

1,621,917‌

500,000

Biogen,

Inc

5

.050

01/15/31

509,052‌

500,000

Biogen,

Inc

5

.750

05/15/35

514,909‌

1,375,000

Biogen,

Inc

3

.150

05/01/50

866,563‌

1,346,000

(a)

Biogen,

Inc

3

.250

02/15/51

859,141‌

500,000

Biogen,

Inc

6

.450

05/15/55

514,907‌

200,000

Bio-Rad

Laboratories,

Inc

3

.300

03/15/27

196,147‌

525,000

Bio-Rad

Laboratories,

Inc

3

.700

03/15/32

482,782‌

77

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

(continued)

$

500,000

Bristol-Myers

Squibb

Co

4

.900

%

02/22/29

$

511,925‌

1,150,000

Bristol-Myers

Squibb

Co

1

.450

11/13/30

995,065‌

1,500,000

Bristol-Myers

Squibb

Co

5

.750

02/01/31

1,598,024‌

1,500,000

Bristol-Myers

Squibb

Co

5

.100

02/22/31

1,553,425‌

1,400,000

Bristol-Myers

Squibb

Co

2

.950

03/15/32

1,269,257‌

1,250,000

Bristol-Myers

Squibb

Co

5

.900

11/15/33

1,340,057‌

2,000,000

Bristol-Myers

Squibb

Co

5

.200

02/22/34

2,048,282‌

1,700,000

Bristol-Myers

Squibb

Co

4

.125

06/15/39

1,512,830‌

125,000

Bristol-Myers

Squibb

Co

2

.350

11/13/40

85,787‌

375,000

Bristol-Myers

Squibb

Co

3

.550

03/15/42

296,105‌

650,000

Bristol-Myers

Squibb

Co

3

.250

08/01/42

486,366‌

2,500,000

Bristol-Myers

Squibb

Co

5

.500

02/22/44

2,478,555‌

500,000

Bristol-Myers

Squibb

Co

4

.350

11/15/47

416,267‌

1,786,000

Bristol-Myers

Squibb

Co

4

.550

02/20/48

1,535,608‌

3,900,000

Bristol-Myers

Squibb

Co

4

.250

10/26/49

3,162,042‌

1,500,000

Bristol-Myers

Squibb

Co

2

.550

11/13/50

875,373‌

2,075,000

Bristol-Myers

Squibb

Co

3

.700

03/15/52

1,511,656‌

1,250,000

Bristol-Myers

Squibb

Co

6

.250

11/15/53

1,339,496‌

2,500,000

Bristol-Myers

Squibb

Co

5

.550

02/22/54

2,438,974‌

1,000,000

Bristol-Myers

Squibb

Co

3

.900

03/15/62

715,949‌

1,250,000

Bristol-Myers

Squibb

Co

6

.400

11/15/63

1,354,026‌

1,500,000

Bristol-Myers

Squibb

Co

5

.650

02/22/64

1,456,360‌

200,000

Danaher

Corp

4

.375

09/15/45

172,720‌

400,000

Danaher

Corp

2

.600

10/01/50

240,387‌

750,000

Danaher

Corp

2

.800

12/10/51

467,034‌

1,500,000

Eli

Lilly

&

Co

4

.200

08/14/29

1,505,324‌

1,500,000

Eli

Lilly

&

Co

4

.750

02/12/30

1,537,914‌

1,500,000

Eli

Lilly

&

Co

4

.900

02/12/32

1,540,709‌

850,000

Eli

Lilly

&

Co

4

.700

02/27/33

856,688‌

1,500,000

Eli

Lilly

&

Co

4

.700

02/09/34

1,499,132‌

1,200,000

Eli

Lilly

&

Co

4

.600

08/14/34

1,189,107‌

1,500,000

Eli

Lilly

&

Co

5

.100

02/12/35

1,537,448‌

1,300,000

Eli

Lilly

&

Co

2

.250

05/15/50

741,979‌

1,550,000

Eli

Lilly

&

Co

4

.875

02/27/53

1,420,362‌

1,500,000

Eli

Lilly

&

Co

5

.000

02/09/54

1,401,750‌

1,000,000

Eli

Lilly

&

Co

5

.050

08/14/54

938,675‌

500,000

Eli

Lilly

&

Co

5

.500

02/12/55

503,116‌

750,000

Eli

Lilly

&

Co

2

.500

09/15/60

413,884‌

1,425,000

Eli

Lilly

&

Co

4

.950

02/27/63

1,294,640‌

1,500,000

Eli

Lilly

&

Co

5

.100

02/09/64

1,393,526‌

1,500,000

Eli

Lilly

&

Co

5

.200

08/14/64

1,419,891‌

1,500,000

Eli

Lilly

&

Co

5

.600

02/12/65

1,517,885‌

525,000

Gilead

Sciences,

Inc

2

.950

03/01/27

515,400‌

2,815,000

Gilead

Sciences,

Inc

1

.650

10/01/30

2,460,783‌

1,500,000

Gilead

Sciences,

Inc

5

.250

10/15/33

1,551,790‌

1,000,000

Gilead

Sciences,

Inc

5

.100

06/15/35

1,012,804‌

450,000

Gilead

Sciences,

Inc

4

.600

09/01/35

437,129‌

550,000

Gilead

Sciences,

Inc

4

.000

09/01/36

501,672‌

325,000

Gilead

Sciences,

Inc

2

.600

10/01/40

233,177‌

250,000

Gilead

Sciences,

Inc

5

.650

12/01/41

254,189‌

1,025,000

Gilead

Sciences,

Inc

4

.800

04/01/44

936,349‌

950,000

Gilead

Sciences,

Inc

4

.500

02/01/45

827,694‌

925,000

Gilead

Sciences,

Inc

4

.750

03/01/46

827,991‌

1,525,000

Gilead

Sciences,

Inc

4

.150

03/01/47

1,245,600‌

2,600,000

Gilead

Sciences,

Inc

2

.800

10/01/50

1,634,448‌

1,000,000

Gilead

Sciences,

Inc

5

.550

10/15/53

987,155‌

1,000,000

Gilead

Sciences,

Inc

5

.500

11/15/54

979,600‌

1,000,000

Gilead

Sciences,

Inc

5

.600

11/15/64

982,728‌

1,400,000

GlaxoSmithKline

Capital

plc

3

.375

06/01/29

1,359,469‌

925,000

GlaxoSmithKline

Capital,

Inc

3

.875

05/15/28

920,794‌

1,000,000

GlaxoSmithKline

Capital,

Inc

4

.500

04/15/30

1,007,954‌

350,000

GlaxoSmithKline

Capital,

Inc

5

.375

04/15/34

365,764‌

Bond

Index

Fund

78

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

(continued)

$

1,000,000

GlaxoSmithKline

Capital,

Inc

4

.875

%

04/15/35

$

999,090‌

1,243,000

GlaxoSmithKline

Capital,

Inc

6

.375

05/15/38

1,380,503‌

850,000

GlaxoSmithKline

Capital,

Inc

4

.200

03/18/43

730,917‌

1,500,000

Illumina,

Inc

2

.550

03/23/31

1,318,884‌

1,000,000

Johnson

&

Johnson

4

.700

03/01/30

1,023,544‌

2,000,000

Johnson

&

Johnson

1

.300

09/01/30

1,740,111‌

850,000

Johnson

&

Johnson

4

.900

06/01/31

878,940‌

1,000,000

Johnson

&

Johnson

4

.850

03/01/32

1,028,668‌

1,000,000

Johnson

&

Johnson

4

.375

12/05/33

1,002,466‌

1,500,000

(a)

Johnson

&

Johnson

4

.950

06/01/34

1,560,077‌

2,000,000

Johnson

&

Johnson

5

.000

03/01/35

2,050,363‌

250,000

Johnson

&

Johnson

3

.550

03/01/36

225,459‌

450,000

Johnson

&

Johnson

3

.625

03/03/37

402,716‌

250,000

Johnson

&

Johnson

5

.950

08/15/37

276,413‌

675,000

Johnson

&

Johnson

3

.400

01/15/38

582,514‌

375,000

Johnson

&

Johnson

5

.850

07/15/38

408,944‌

1,000,000

Johnson

&

Johnson

2

.100

09/01/40

687,036‌

300,000

(a)

Johnson

&

Johnson

4

.500

12/05/43

276,328‌

1,200,000

Johnson

&

Johnson

3

.700

03/01/46

962,888‌

1,625,000

Johnson

&

Johnson

3

.750

03/03/47

1,305,215‌

2,100,000

Johnson

&

Johnson

3

.500

01/15/48

1,603,748‌

1,500,000

Johnson

&

Johnson

2

.250

09/01/50

878,234‌

1,500,000

Johnson

&

Johnson

5

.250

06/01/54

1,488,039‌

1,000,000

Johnson

&

Johnson

2

.450

09/01/60

556,578‌

2,000,000

Merck

&

Co,

Inc

1

.700

06/10/27

1,916,756‌

1,000,000

Merck

&

Co,

Inc

4

.050

05/17/28

1,004,596‌

1,500,000

Merck

&

Co,

Inc

1

.900

12/10/28

1,400,587‌

1,000,000

Merck

&

Co,

Inc

4

.300

05/17/30

1,006,172‌

3,175,000

Merck

&

Co,

Inc

1

.450

06/24/30

2,777,428‌

1,150,000

Merck

&

Co,

Inc

2

.150

12/10/31

1,003,750‌

1,000,000

Merck

&

Co,

Inc

4

.500

05/17/33

997,172‌

1,475,000

Merck

&

Co,

Inc

3

.900

03/07/39

1,298,000‌

425,000

Merck

&

Co,

Inc

2

.350

06/24/40

298,440‌

100,000

Merck

&

Co,

Inc

3

.600

09/15/42

79,185‌

925,000

Merck

&

Co,

Inc

4

.150

05/18/43

789,884‌

1,250,000

Merck

&

Co,

Inc

4

.900

05/17/44

1,168,852‌

1,825,000

Merck

&

Co,

Inc

3

.700

02/10/45

1,438,281‌

1,600,000

Merck

&

Co,

Inc

4

.000

03/07/49

1,272,645‌

375,000

Merck

&

Co,

Inc

2

.450

06/24/50

219,554‌

625,000

Merck

&

Co,

Inc

2

.750

12/10/51

384,064‌

1,375,000

Merck

&

Co,

Inc

5

.000

05/17/53

1,264,057‌

1,100,000

Merck

&

Co,

Inc

2

.900

12/10/61

641,247‌

1,500,000

Merck

&

Co,

Inc

5

.150

05/17/63

1,382,312‌

500,000

Mylan,

Inc

4

.550

04/15/28

495,840‌

700,000

Mylan,

Inc

5

.200

04/15/48

555,611‌

3,500,000

Novartis

Capital

Corp

2

.000

02/14/27

3,400,168‌

2,300,000

Novartis

Capital

Corp

3

.100

05/17/27

2,265,826‌

1,000,000

Novartis

Capital

Corp

3

.800

09/18/29

991,520‌

1,000,000

Novartis

Capital

Corp

2

.200

08/14/30

909,544‌

1,000,000

Novartis

Capital

Corp

4

.000

09/18/31

984,825‌

1,500,000

Novartis

Capital

Corp

4

.200

09/18/34

1,445,699‌

400,000

Novartis

Capital

Corp

3

.700

09/21/42

326,826‌

1,025,000

Novartis

Capital

Corp

4

.400

05/06/44

914,772‌

1,000,000

Novartis

Capital

Corp

4

.000

11/20/45

834,623‌

750,000

Novartis

Capital

Corp

2

.750

08/14/50

479,884‌

350,000

Novartis

Capital

Corp

4

.700

09/18/54

313,447‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

5,040,058‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.650

05/19/30

5,069,152‌

3,300,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.750

05/19/33

3,290,079‌

3,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.110

05/19/43

3,671,425‌

4,775,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

4,507,644‌

3,500,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.340

05/19/63

3,246,145‌

79

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

(continued)

$

350,000

Pfizer,

Inc

2

.750

%

06/03/26

$

345,317‌

2,850,000

Pfizer,

Inc

3

.000

12/15/26

2,810,005‌

950,000

Pfizer,

Inc

3

.600

09/15/28

940,521‌

1,550,000

Pfizer,

Inc

3

.450

03/15/29

1,517,979‌

1,500,000

Pfizer,

Inc

1

.750

08/18/31

1,298,677‌

425,000

Pfizer,

Inc

4

.000

12/15/36

389,338‌

500,000

Pfizer,

Inc

4

.100

09/15/38

448,277‌

875,000

Pfizer,

Inc

3

.900

03/15/39

763,834‌

350,000

Pfizer,

Inc

7

.200

03/15/39

415,790‌

1,250,000

Pfizer,

Inc

2

.550

05/28/40

897,115‌

625,000

Pfizer,

Inc

4

.300

06/15/43

540,513‌

1,100,000

Pfizer,

Inc

4

.400

05/15/44

963,053‌

1,875,000

Pfizer,

Inc

4

.125

12/15/46

1,542,488‌

1,200,000

Pfizer,

Inc

4

.200

09/15/48

987,503‌

2,100,000

Pfizer,

Inc

4

.000

03/15/49

1,656,002‌

1,000,000

Pfizer,

Inc

2

.700

05/28/50

620,869‌

1,000,000

Regeneron

Pharmaceuticals,

Inc

1

.750

09/15/30

868,521‌

500,000

Regeneron

Pharmaceuticals,

Inc

2

.800

09/15/50

298,490‌

1,000,000

Revvity,

Inc

2

.550

03/15/31

878,491‌

300,000

Revvity,

Inc

2

.250

09/15/31

256,858‌

1,000,000

Revvity,

Inc

3

.625

03/15/51

683,946‌

375,000

Royalty

Pharma

plc

2

.200

09/02/30

332,420‌

1,000,000

(a)

Royalty

Pharma

plc

5

.400

09/02/34

1,013,174‌

1,000,000

Royalty

Pharma

plc

3

.300

09/02/40

753,106‌

1,000,000

Royalty

Pharma

plc

3

.550

09/02/50

677,481‌

1,000,000

Royalty

Pharma

plc

3

.350

09/02/51

648,028‌

500,000

Royalty

Pharma

plc

5

.900

09/02/54

486,520‌

500,000

Sanofi

3

.625

06/19/28

494,383‌

32,000

Shire

Acquisitions

Investments

Ireland

DAC

3

.200

09/23/26

31,583‌

1,100,000

Takeda

Pharmaceutical

Co

Ltd

5

.000

11/26/28

1,120,714‌

700,000

Takeda

Pharmaceutical

Co

Ltd

2

.050

03/31/30

626,920‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.300

07/05/34

1,015,484‌

2,050,000

Takeda

Pharmaceutical

Co

Ltd

3

.025

07/09/40

1,532,908‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.650

07/05/44

995,390‌

1,150,000

Takeda

Pharmaceutical

Co

Ltd

3

.175

07/09/50

753,120‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.650

07/05/54

972,411‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

3

.375

07/09/60

641,043‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

5

.800

07/05/64

971,247‌

500,000

Thermo

Fisher

Scientific,

Inc

4

.800

11/21/27

508,018‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.000

01/31/29

1,026,739‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2

.600

10/01/29

1,405,544‌

500,000

Thermo

Fisher

Scientific,

Inc

4

.977

08/10/30

514,567‌

275,000

Thermo

Fisher

Scientific,

Inc

2

.000

10/15/31

239,797‌

500,000

Thermo

Fisher

Scientific,

Inc

4

.950

11/21/32

511,447‌

500,000

Thermo

Fisher

Scientific,

Inc

5

.086

08/10/33

511,779‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.200

01/31/34

1,027,638‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2

.800

10/15/41

1,076,446‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.404

08/10/43

988,190‌

200,000

Thermo

Fisher

Scientific,

Inc

5

.300

02/01/44

194,491‌

200,000

Thermo

Fisher

Scientific,

Inc

4

.100

08/15/47

164,126‌

1,688,000

Utah

Acquisition

Sub,

Inc

3

.950

06/15/26

1,672,054‌

750,000

Utah

Acquisition

Sub,

Inc

5

.250

06/15/46

608,432‌

400,000

Viatris,

Inc

2

.300

06/22/27

381,151‌

375,000

Viatris,

Inc

2

.700

06/22/30

334,049‌

600,000

Viatris,

Inc

3

.850

06/22/40

443,155‌

1,950,000

Viatris,

Inc

4

.000

06/22/50

1,298,982‌

150,000

Wyeth

LLC

6

.500

02/01/34

167,226‌

275,000

Wyeth

LLC

5

.950

04/01/37

293,326‌

425,000

Zoetis,

Inc

3

.000

09/12/27

414,987‌

500,000

Zoetis,

Inc

3

.900

08/20/28

496,464‌

2,000,000

Zoetis,

Inc

5

.600

11/16/32

2,111,612‌

900,000

Zoetis,

Inc

4

.700

02/01/43

822,319‌

Bond

Index

Fund

80

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

(continued)

$

650,000

Zoetis,

Inc

3

.950

%

09/12/47

$

519,071‌

200,000

Zoetis,

Inc

4

.450

08/20/48

168,697‌

375,000

Zoetis,

Inc

3

.000

05/15/50

246,453‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

302,247,745‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

500,000

CBRE

Services,

Inc

5

.500

04/01/29

516,700‌

1,000,000

CBRE

Services,

Inc

2

.500

04/01/31

883,773‌

1,000,000

CBRE

Services,

Inc

5

.950

08/15/34

1,052,818‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,453,291‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

2,000,000

Advanced

Micro

Devices,

Inc

4

.319

03/24/28

2,014,692‌

500,000

Advanced

Micro

Devices,

Inc

3

.924

06/01/32

482,518‌

500,000

(a)

Advanced

Micro

Devices,

Inc

4

.393

06/01/52

419,183‌

1,175,000

Analog

Devices,

Inc

3

.500

12/05/26

1,164,731‌

400,000

Analog

Devices,

Inc

3

.450

06/15/27

395,877‌

1,000,000

Analog

Devices,

Inc

4

.250

06/15/28

1,004,615‌

1,000,000

Analog

Devices,

Inc

1

.700

10/01/28

927,071‌

1,000,000

Analog

Devices,

Inc

4

.500

06/15/30

1,008,166‌

600,000

Analog

Devices,

Inc

2

.100

10/01/31

524,258‌

500,000

Analog

Devices,

Inc

5

.050

04/01/34

512,525‌

300,000

Analog

Devices,

Inc

2

.800

10/01/41

218,295‌

1,000,000

Analog

Devices,

Inc

2

.950

10/01/51

649,130‌

500,000

Analog

Devices,

Inc

5

.300

04/01/54

481,899‌

1,000,000

Applied

Materials,

Inc

3

.300

04/01/27

986,920‌

1,500,000

Applied

Materials,

Inc

4

.800

06/15/29

1,533,911‌

950,000

Applied

Materials,

Inc

1

.750

06/01/30

844,288‌

250,000

Applied

Materials,

Inc

5

.100

10/01/35

257,503‌

100,000

Applied

Materials,

Inc

5

.850

06/15/41

105,923‌

1,200,000

Applied

Materials,

Inc

4

.350

04/01/47

1,029,968‌

775,000

Applied

Materials,

Inc

2

.750

06/01/50

483,143‌

1,000,000

Broadcom,

Inc

4

.800

04/15/28

1,014,463‌

300,000

(c)

Broadcom,

Inc

4

.000

04/15/29

295,905‌

1,150,000

Broadcom,

Inc

5

.050

07/12/29

1,177,621‌

1,000,000

Broadcom,

Inc

4

.350

02/15/30

996,291‌

2,500,000

Broadcom,

Inc

5

.050

04/15/30

2,560,976‌

343,000

Broadcom,

Inc

4

.150

11/15/30

337,508‌

1,500,000

(c)

Broadcom,

Inc

2

.450

02/15/31

1,341,292‌

2,000,000

Broadcom,

Inc

5

.150

11/15/31

2,057,554‌

1,000,000

Broadcom,

Inc

4

.550

02/15/32

990,748‌

625,000

(c)

Broadcom,

Inc

4

.150

04/15/32

602,089‌

1,000,000

Broadcom,

Inc

5

.200

04/15/32

1,028,320‌

1,500,000

Broadcom,

Inc

4

.300

11/15/32

1,454,993‌

1,500,000

(c)

Broadcom,

Inc

2

.600

02/15/33

1,283,001‌

5,883,000

(c)

Broadcom,

Inc

3

.419

04/15/33

5,335,461‌

2,522,000

(c)

Broadcom,

Inc

3

.469

04/15/34

2,252,886‌

1,100,000

Broadcom,

Inc

4

.800

10/15/34

1,086,711‌

3,327,000

(c)

Broadcom,

Inc

3

.137

11/15/35

2,806,122‌

3,043,000

(c)

Broadcom,

Inc

3

.187

11/15/36

2,522,618‌

3,336,000

(c)

Broadcom,

Inc

4

.926

05/15/37

3,237,668‌

850,000

(c)

Broadcom,

Inc

3

.500

02/15/41

673,666‌

1,000,000

(c)

Broadcom,

Inc

3

.750

02/15/51

748,006‌

80,000

Intel

Corp

2

.600

05/19/26

78,677‌

1,000,000

Intel

Corp

3

.750

08/05/27

986,866‌

1,000,000

Intel

Corp

4

.875

02/10/28

1,012,627‌

1,500,000

Intel

Corp

1

.600

08/12/28

1,378,283‌

1,000,000

Intel

Corp

4

.000

08/05/29

979,127‌

2,500,000

Intel

Corp

2

.450

11/15/29

2,284,274‌

1,000,000

Intel

Corp

5

.125

02/10/30

1,022,534‌

1,500,000

Intel

Corp

3

.900

03/25/30

1,454,194‌

1,500,000

Intel

Corp

5

.000

02/21/31

1,524,771‌

2,000,000

Intel

Corp

2

.000

08/12/31

1,718,018‌

1,000,000

Intel

Corp

4

.150

08/05/32

948,061‌

81

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

(continued)

$

250,000

Intel

Corp

4

.000

%

12/15/32

$

234,342‌

1,500,000

(a)

Intel

Corp

5

.200

02/10/33

1,512,680‌

2,000,000

(a)

Intel

Corp

5

.150

02/21/34

1,995,908‌

1,000,000

Intel

Corp

2

.800

08/12/41

672,028‌

1,000,000

Intel

Corp

5

.625

02/10/43

951,371‌

200,000

Intel

Corp

4

.100

05/19/46

149,977‌

675,000

Intel

Corp

4

.100

05/11/47

505,618‌

1,328,000

Intel

Corp

3

.734

12/08/47

936,879‌

2,500,000

Intel

Corp

3

.250

11/15/49

1,583,383‌

3,175,000

Intel

Corp

4

.750

03/25/50

2,590,229‌

1,000,000

Intel

Corp

3

.050

08/12/51

594,087‌

1,000,000

Intel

Corp

4

.900

08/05/52

826,912‌

1,500,000

Intel

Corp

5

.700

02/10/53

1,395,958‌

1,550,000

Intel

Corp

5

.600

02/21/54

1,421,973‌

1,000,000

Intel

Corp

3

.100

02/15/60

559,114‌

1,000,000

Intel

Corp

5

.050

08/05/62

814,004‌

1,000,000

Intel

Corp

5

.900

02/10/63

939,043‌

300,000

KLA

Corp

4

.100

03/15/29

299,566‌

850,000

KLA

Corp

4

.650

07/15/32

855,587‌

1,000,000

KLA

Corp

4

.700

02/01/34

995,759‌

500,000

KLA

Corp

5

.000

03/15/49

461,436‌

1,000,000

KLA

Corp

3

.300

03/01/50

692,814‌

1,500,000

KLA

Corp

4

.950

07/15/52

1,367,030‌

500,000

KLA

Corp

5

.250

07/15/62

469,593‌

275,000

Lam

Research

Corp

4

.000

03/15/29

272,911‌

125,000

Lam

Research

Corp

1

.900

06/15/30

111,548‌

825,000

Lam

Research

Corp

4

.875

03/15/49

751,420‌

200,000

Lam

Research

Corp

2

.875

06/15/50

129,211‌

1,200,000

Lam

Research

Corp

3

.125

06/15/60

747,475‌

1,000,000

Marvell

Technology,

Inc

1

.650

04/15/26

977,217‌

1,000,000

Marvell

Technology,

Inc

2

.450

04/15/28

950,215‌

350,000

Marvell

Technology,

Inc

4

.875

06/22/28

354,028‌

1,000,000

Marvell

Technology,

Inc

4

.750

07/15/30

1,004,427‌

1,000,000

Marvell

Technology,

Inc

5

.950

09/15/33

1,056,030‌

1,000,000

Marvell

Technology,

Inc

5

.450

07/15/35

1,006,959‌

1,000,000

Microchip

Technology,

Inc

4

.900

03/15/28

1,010,987‌

1,425,000

Microchip

Technology,

Inc

5

.050

03/15/29

1,447,716‌

1,000,000

Microchip

Technology,

Inc

5

.050

02/15/30

1,014,422‌

400,000

Micron

Technology,

Inc

5

.327

02/06/29

409,461‌

1,000,000

Micron

Technology,

Inc

6

.750

11/01/29

1,080,909‌

500,000

Micron

Technology,

Inc

4

.663

02/15/30

498,936‌

500,000

Micron

Technology,

Inc

5

.300

01/15/31

512,031‌

1,000,000

Micron

Technology,

Inc

2

.703

04/15/32

869,887‌

750,000

Micron

Technology,

Inc

5

.650

11/01/32

779,611‌

1,000,000

Micron

Technology,

Inc

5

.875

02/09/33

1,042,843‌

1,000,000

Micron

Technology,

Inc

5

.875

09/15/33

1,044,707‌

1,000,000

Micron

Technology,

Inc

5

.800

01/15/35

1,034,146‌

750,000

Micron

Technology,

Inc

6

.050

11/01/35

784,923‌

750,000

Micron

Technology,

Inc

3

.366

11/01/41

550,458‌

750,000

Micron

Technology,

Inc

3

.477

11/01/51

512,167‌

800,000

NVIDIA

Corp

3

.200

09/16/26

792,662‌

1,000,000

NVIDIA

Corp

1

.550

06/15/28

935,599‌

750,000

NVIDIA

Corp

2

.850

04/01/30

711,286‌

1,500,000

NVIDIA

Corp

2

.000

06/15/31

1,330,697‌

1,000,000

NVIDIA

Corp

3

.500

04/01/40

842,383‌

2,067,000

NVIDIA

Corp

3

.500

04/01/50

1,544,104‌

750,000

NXP

BV

3

.875

06/18/26

745,648‌

300,000

NXP

BV

3

.150

05/01/27

293,524‌

175,000

NXP

BV

4

.400

06/01/27

175,299‌

400,000

NXP

BV

5

.550

12/01/28

413,111‌

750,000

NXP

BV

4

.300

06/18/29

743,144‌

675,000

NXP

BV

3

.400

05/01/30

638,891‌

Bond

Index

Fund

82

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

(continued)

$

2,000,000

NXP

BV

2

.500

%

05/11/31

$

1,766,310‌

1,000,000

NXP

BV

2

.650

02/15/32

870,269‌

500,000

NXP

BV

5

.000

01/15/33

498,593‌

875,000

(c)

NXP

BV

3

.250

05/11/41

643,540‌

325,000

NXP

BV

3

.125

02/15/42

229,359‌

500,000

NXP

BV

3

.250

11/30/51

321,545‌

2,800,000

QUALCOMM,

Inc

3

.250

05/20/27

2,764,629‌

1,339,000

QUALCOMM,

Inc

1

.300

05/20/28

1,244,824‌

1,000,000

QUALCOMM,

Inc

2

.150

05/20/30

909,831‌

750,000

QUALCOMM,

Inc

4

.500

05/20/30

757,941‌

2,384,000

QUALCOMM,

Inc

1

.650

05/20/32

1,981,546‌

750,000

QUALCOMM,

Inc

4

.750

05/20/32

758,751‌

1,000,000

QUALCOMM,

Inc

5

.400

05/20/33

1,054,294‌

750,000

QUALCOMM,

Inc

4

.650

05/20/35

742,374‌

750,000

QUALCOMM,

Inc

5

.000

05/20/35

755,195‌

650,000

QUALCOMM,

Inc

4

.800

05/20/45

592,369‌

1,525,000

QUALCOMM,

Inc

4

.300

05/20/47

1,278,006‌

1,000,000

QUALCOMM,

Inc

4

.500

05/20/52

846,731‌

1,000,000

QUALCOMM,

Inc

6

.000

05/20/53

1,053,845‌

300,000

Skyworks

Solutions,

Inc

1

.800

06/01/26

291,793‌

1,000,000

Skyworks

Solutions,

Inc

3

.000

06/01/31

881,075‌

750,000

Texas

Instruments,

Inc

4

.600

02/08/29

762,621‌

500,000

Texas

Instruments,

Inc

2

.250

09/04/29

464,143‌

325,000

Texas

Instruments,

Inc

1

.750

05/04/30

289,800‌

500,000

Texas

Instruments,

Inc

4

.500

05/23/30

505,344‌

750,000

Texas

Instruments,

Inc

3

.650

08/16/32

710,333‌

500,000

Texas

Instruments,

Inc

4

.900

03/14/33

512,189‌

750,000

Texas

Instruments,

Inc

4

.850

02/08/34

761,563‌

500,000

Texas

Instruments,

Inc

5

.100

05/23/35

509,404‌

350,000

Texas

Instruments,

Inc

3

.875

03/15/39

309,285‌

2,700,000

Texas

Instruments,

Inc

4

.150

05/15/48

2,224,795‌

1,000,000

Texas

Instruments,

Inc

2

.700

09/15/51

607,252‌

1,000,000

Texas

Instruments,

Inc

5

.000

03/14/53

922,378‌

750,000

Texas

Instruments,

Inc

5

.150

02/08/54

706,778‌

1,050,000

Texas

Instruments,

Inc

5

.050

05/18/63

962,820‌

550,000

TSMC

Arizona

Corp

1

.750

10/25/26

532,184‌

350,000

TSMC

Arizona

Corp

3

.875

04/22/27

348,144‌

1,000,000

TSMC

Arizona

Corp

4

.125

04/22/29

994,998‌

1,000,000

TSMC

Arizona

Corp

2

.500

10/25/31

896,051‌

1,000,000

TSMC

Arizona

Corp

4

.250

04/22/32

985,384‌

1,000,000

TSMC

Arizona

Corp

3

.125

10/25/41

774,355‌

1,000,000

(a)

TSMC

Arizona

Corp

3

.250

10/25/51

723,589‌

500,000

TSMC

Arizona

Corp

4

.500

04/22/52

454,330‌

1,000,000

Xilinx,

Inc

2

.375

06/01/30

916,710‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

151,299,501‌

SOFTWARE

&

SERVICES

-

0.7%

2,000,000

Accenture

Capital,

Inc

4

.050

10/04/29

1,987,041‌

1,500,000

Accenture

Capital,

Inc

4

.250

10/04/31

1,485,979‌

550,000

Accenture

Capital,

Inc

4

.500

10/04/34

535,268‌

1,000,000

Adobe,

Inc

4

.800

04/04/29

1,025,129‌

1,000,000

Adobe,

Inc

4

.950

01/17/30

1,032,826‌

925,000

Adobe,

Inc

2

.300

02/01/30

852,978‌

1,000,000

Adobe,

Inc

4

.950

04/04/34

1,019,889‌

1,000,000

Adobe,

Inc

5

.300

01/17/35

1,045,308‌

1,000,000

Amdocs

Ltd

2

.538

06/15/30

905,918‌

1,000,000

AppLovin

Corp

5

.125

12/01/29

1,013,016‌

1,000,000

AppLovin

Corp

5

.375

12/01/31

1,017,574‌

375,000

AppLovin

Corp

5

.500

12/01/34

380,736‌

500,000

AppLovin

Corp

5

.950

12/01/54

488,316‌

1,000,000

Atlassian

Corp

5

.250

05/15/29

1,026,792‌

1,000,000

Atlassian

Corp

5

.500

05/15/34

1,026,853‌

450,000

Autodesk,

Inc

3

.500

06/15/27

444,433‌

83

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.7%

(continued)

$

750,000

Autodesk,

Inc

2

.850

%

01/15/30

$

702,069‌

1,000,000

Autodesk,

Inc

2

.400

12/15/31

877,328‌

1,000,000

Autodesk,

Inc

5

.300

06/15/35

1,017,173‌

1,000,000

Automatic

Data

Processing,

Inc

4

.750

05/08/32

1,014,363‌

1,000,000

Booz

Allen

Hamilton,

Inc

5

.950

08/04/33

1,026,514‌

1,000,000

Booz

Allen

Hamilton,

Inc

5

.950

04/15/35

1,014,889‌

1,000,000

CGI,

Inc

1

.450

09/14/26

965,841‌

1,000,000

(c)

CGI,

Inc

4

.950

03/14/30

1,009,941‌

1,000,000

CGI,

Inc

2

.300

09/14/31

864,525‌

1,000,000

DXC

Technology

Co

1

.800

09/15/26

966,375‌

1,000,000

Genpact

Luxembourg

Sarl

1

.750

04/10/26

976,096‌

500,000

Genpact

Luxembourg

SARL

6

.000

06/04/29

517,517‌

1,000,000

IBM

International

Capital

Pte

Ltd

4

.600

02/05/29

1,009,725‌

1,000,000

IBM

International

Capital

Pte

Ltd

4

.750

02/05/31

1,013,149‌

1,000,000

IBM

International

Capital

Pte

Ltd

4

.900

02/05/34

998,164‌

1,000,000

IBM

International

Capital

Pte

Ltd

5

.250

02/05/44

958,754‌

1,000,000

IBM

International

Capital

Pte

Ltd

5

.300

02/05/54

935,675‌

1,000,000

International

Business

Machines

Corp

4

.500

02/06/28

1,008,829‌

2,675,000

International

Business

Machines

Corp

3

.500

05/15/29

2,600,230‌

1,900,000

International

Business

Machines

Corp

1

.950

05/15/30

1,694,886‌

1,500,000

International

Business

Machines

Corp

2

.720

02/09/32

1,335,565‌

1,500,000

International

Business

Machines

Corp

4

.750

02/06/33

1,505,889‌

1,850,000

International

Business

Machines

Corp

4

.150

05/15/39

1,629,553‌

19,000

International

Business

Machines

Corp

5

.600

11/30/39

19,456‌

450,000

International

Business

Machines

Corp

2

.850

05/15/40

331,322‌

1,060,000

International

Business

Machines

Corp

4

.000

06/20/42

877,895‌

500,000

International

Business

Machines

Corp

4

.700

02/19/46

440,771‌

975,000

International

Business

Machines

Corp

2

.950

05/15/50

620,932‌

1,500,000

International

Business

Machines

Corp

3

.430

02/09/52

1,032,000‌

1,000,000

International

Business

Machines

Corp

4

.900

07/27/52

886,126‌

1,000,000

International

Business

Machines

Corp

5

.100

02/06/53

910,963‌

1,500,000

Intuit,

Inc

5

.125

09/15/28

1,547,732‌

350,000

Intuit,

Inc

1

.650

07/15/30

308,841‌

1,500,000

Intuit,

Inc

5

.200

09/15/33

1,554,084‌

1,500,000

Intuit,

Inc

5

.500

09/15/53

1,489,252‌

750,000

Kyndryl

Holdings,

Inc

2

.050

10/15/26

726,833‌

750,000

Kyndryl

Holdings,

Inc

2

.700

10/15/28

708,363‌

750,000

Kyndryl

Holdings,

Inc

3

.150

10/15/31

677,329‌

1,000,000

(a)

Kyndryl

Holdings,

Inc

6

.350

02/20/34

1,068,336‌

750,000

Kyndryl

Holdings,

Inc

4

.100

10/15/41

597,308‌

100,000

Leidos,

Inc

4

.375

05/15/30

98,527‌

1,000,000

Leidos,

Inc

2

.300

02/15/31

875,002‌

1,000,000

Leidos,

Inc

5

.400

03/15/32

1,020,653‌

1,000,000

Leidos,

Inc

5

.750

03/15/33

1,041,803‌

1,000,000

Leidos,

Inc

5

.500

03/15/35

1,015,245‌

1,000,000

Meta

Platforms,

Inc

4

.300

08/15/29

1,009,117‌

1,000,000

Meta

Platforms,

Inc

4

.550

08/15/31

1,014,056‌

2,000,000

Meta

Platforms,

Inc

4

.750

08/15/34

2,009,359‌

2,300,000

Meta

Platforms,

Inc

5

.550

08/15/64

2,247,646‌

2,925,000

Microsoft

Corp

2

.400

08/08/26

2,875,170‌

475,000

Microsoft

Corp

3

.400

09/15/26

472,006‌

8,739,000

Microsoft

Corp

3

.300

02/06/27

8,649,660‌

300,000

Microsoft

Corp

3

.400

06/15/27

298,277‌

250,000

Microsoft

Corp

1

.350

09/15/30

218,952‌

150,000

Microsoft

Corp

3

.500

02/12/35

140,167‌

1,072,000

Microsoft

Corp

3

.450

08/08/36

962,763‌

300,000

Microsoft

Corp

4

.500

06/15/47

272,067‌

8,038,000

Microsoft

Corp

2

.525

06/01/50

4,967,234‌

2,100,000

Microsoft

Corp

2

.500

09/15/50

1,288,603‌

6,265,000

Microsoft

Corp

2

.921

03/17/52

4,154,596‌

7,374,000

Microsoft

Corp

2

.675

06/01/60

4,360,281‌

1,073,000

Microsoft

Corp

3

.041

03/17/62

688,740‌

Bond

Index

Fund

84

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.7%

(continued)

$

1,500,000

Oracle

Corp

4

.200

%

09/27/29

$

1,489,673‌

1,500,000

Oracle

Corp

6

.150

11/09/29

1,600,495‌

1,000,000

Oracle

Corp

2

.950

04/01/30

933,847‌

1,500,000

Oracle

Corp

4

.650

05/06/30

1,513,678‌

400,000

Oracle

Corp

3

.250

05/15/30

377,677‌

3,000,000

Oracle

Corp

2

.875

03/25/31

2,736,059‌

4,000,000

Oracle

Corp

5

.250

02/03/32

4,103,144‌

1,500,000

Oracle

Corp

6

.250

11/09/32

1,623,237‌

1,750,000

Oracle

Corp

4

.900

02/06/33

1,754,683‌

2,497,000

Oracle

Corp

4

.300

07/08/34

2,371,560‌

4,000,000

Oracle

Corp

4

.700

09/27/34

3,883,661‌

650,000

Oracle

Corp

3

.900

05/15/35

586,447‌

2,875,000

Oracle

Corp

5

.500

08/03/35

2,938,698‌

1,225,000

Oracle

Corp

3

.850

07/15/36

1,078,596‌

4,000,000

Oracle

Corp

3

.800

11/15/37

3,424,149‌

100,000

Oracle

Corp

6

.500

04/15/38

108,806‌

470,000

Oracle

Corp

6

.125

07/08/39

493,626‌

675,000

Oracle

Corp

3

.600

04/01/40

540,255‌

325,000

Oracle

Corp

5

.375

07/15/40

317,422‌

2,000,000

Oracle

Corp

3

.650

03/25/41

1,576,706‌

500,000

Oracle

Corp

4

.500

07/08/44

422,367‌

325,000

Oracle

Corp

4

.125

05/15/45

258,268‌

2,025,000

Oracle

Corp

4

.000

07/15/46

1,561,782‌

3,100,000

Oracle

Corp

4

.000

11/15/47

2,372,728‌

3,350,000

Oracle

Corp

3

.600

04/01/50

2,342,798‌

2,000,000

Oracle

Corp

3

.950

03/25/51

1,476,189‌

3,500,000

Oracle

Corp

6

.900

11/09/52

3,893,189‌

2,375,000

Oracle

Corp

5

.550

02/06/53

2,233,384‌

1,000,000

Oracle

Corp

5

.375

09/27/54

914,136‌

500,000

Oracle

Corp

4

.375

05/15/55

391,362‌

1,000,000

Oracle

Corp

6

.000

08/03/55

998,315‌

1,500,000

Oracle

Corp

3

.850

04/01/60

1,033,684‌

2,000,000

Oracle

Corp

4

.100

03/25/61

1,445,882‌

1,500,000

Oracle

Corp

5

.500

09/27/64

1,366,140‌

1,000,000

Oracle

Corp

6

.125

08/03/65

1,001,008‌

300,000

Roper

Technologies,

Inc

4

.200

09/15/28

298,944‌

500,000

Roper

Technologies,

Inc

2

.950

09/15/29

472,381‌

475,000

Roper

Technologies,

Inc

2

.000

06/30/30

422,097‌

750,000

Roper

Technologies,

Inc

1

.750

02/15/31

643,967‌

1,000,000

Roper

Technologies,

Inc

4

.750

02/15/32

1,001,753‌

1,500,000

Roper

Technologies,

Inc

4

.900

10/15/34

1,479,244‌

925,000

Salesforce,

Inc

3

.700

04/11/28

918,605‌

2,000,000

Salesforce,

Inc

1

.500

07/15/28

1,858,724‌

1,250,000

Salesforce,

Inc

1

.950

07/15/31

1,096,102‌

1,075,000

Salesforce,

Inc

2

.700

07/15/41

773,292‌

1,000,000

Salesforce,

Inc

2

.900

07/15/51

639,996‌

2,000,000

Salesforce,

Inc

3

.050

07/15/61

1,224,083‌

1,000,000

ServiceNow,

Inc

1

.400

09/01/30

866,683‌

2,000,000

Synopsys,

Inc

4

.650

04/01/28

2,020,358‌

2,000,000

Synopsys,

Inc

4

.850

04/01/30

2,027,740‌

2,000,000

Synopsys,

Inc

5

.000

04/01/32

2,025,868‌

2,000,000

Synopsys,

Inc

5

.150

04/01/35

2,015,878‌

2,000,000

Synopsys,

Inc

5

.700

04/01/55

1,988,517‌

750,000

Take-Two

Interactive

Software,

Inc

5

.400

06/12/29

772,295‌

750,000

Take-Two

Interactive

Software,

Inc

5

.600

06/12/34

778,311‌

750,000

VeriSign,

Inc

2

.700

06/15/31

672,076‌

1,000,000

VeriSign,

Inc

5

.250

06/01/32

1,019,116‌

1,500,000

VMware,

Inc

1

.400

08/15/26

1,450,772‌

725,000

VMware,

Inc

3

.900

08/21/27

718,710‌

1,500,000

VMware,

Inc

1

.800

08/15/28

1,387,757‌

1,000,000

VMware,

Inc

4

.700

05/15/30

1,003,970‌

1,150,000

VMware,

Inc

2

.200

08/15/31

998,129‌

85

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

0.7%

(continued)

$

1,500,000

Workday,

Inc

3

.500

%

04/01/27

$

1,480,588‌

1,500,000

Workday,

Inc

3

.700

04/01/29

1,465,015‌

TOTAL

SOFTWARE

&

SERVICES

183,093,195‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

1,000,000

Alphabet,

Inc

4

.000

05/15/30

1,000,749‌

1,000,000

Alphabet,

Inc

4

.500

05/15/35

986,869‌

1,000,000

Alphabet,

Inc

5

.250

05/15/55

984,868‌

1,000,000

Alphabet,

Inc

5

.300

05/15/65

979,142‌

750,000

Amphenol

Corp

4

.375

06/12/28

755,222‌

1,000,000

Amphenol

Corp

2

.800

02/15/30

938,191‌

1,000,000

Amphenol

Corp

2

.200

09/15/31

875,758‌

600,000

Amphenol

Corp

5

.250

04/05/34

617,465‌

1,000,000

Amphenol

Corp

5

.000

01/15/35

1,010,734‌

500,000

Amphenol

Corp

5

.375

11/15/54

489,180‌

275,000

Apple,

Inc

3

.200

05/11/27

271,523‌

3,675,000

Apple,

Inc

3

.000

11/13/27

3,604,016‌

3,000,000

Apple,

Inc

1

.200

02/08/28

2,797,829‌

2,500,000

Apple,

Inc

1

.400

08/05/28

2,316,468‌

1,000,000

Apple,

Inc

3

.250

08/08/29

971,223‌

1,000,000

Apple,

Inc

2

.200

09/11/29

928,407‌

2,950,000

Apple,

Inc

1

.650

05/11/30

2,627,009‌

1,000,000

Apple,

Inc

4

.200

05/12/30

1,004,462‌

3,000,000

Apple,

Inc

1

.250

08/20/30

2,602,614‌

3,000,000

Apple,

Inc

1

.650

02/08/31

2,618,898‌

2,500,000

Apple,

Inc

1

.700

08/05/31

2,174,184‌

1,000,000

Apple,

Inc

4

.500

05/12/32

1,012,673‌

1,000,000

Apple,

Inc

3

.350

08/08/32

943,698‌

1,500,000

Apple,

Inc

4

.300

05/10/33

1,504,533‌

1,000,000

Apple,

Inc

4

.750

05/12/35

1,008,023‌

1,600,000

Apple,

Inc

4

.500

02/23/36

1,595,716‌

2,000,000

Apple,

Inc

2

.375

02/08/41

1,397,923‌

350,000

Apple,

Inc

3

.850

05/04/43

293,155‌

750,000

Apple,

Inc

4

.450

05/06/44

683,874‌

1,350,000

Apple,

Inc

3

.450

02/09/45

1,049,136‌

1,000,000

Apple,

Inc

4

.375

05/13/45

883,475‌

1,775,000

Apple,

Inc

4

.650

02/23/46

1,622,773‌

900,000

Apple,

Inc

3

.850

08/04/46

728,466‌

1,175,000

Apple,

Inc

4

.250

02/09/47

1,007,191‌

900,000

Apple,

Inc

3

.750

09/12/47

710,168‌

2,850,000

Apple,

Inc

3

.750

11/13/47

2,247,683‌

3,000,000

Apple,

Inc

2

.950

09/11/49

2,013,729‌

3,350,000

Apple,

Inc

2

.650

05/11/50

2,101,379‌

1,375,000

Apple,

Inc

2

.400

08/20/50

813,429‌

1,000,000

Apple,

Inc

2

.650

02/08/51

620,892‌

1,000,000

Apple,

Inc

2

.700

08/05/51

625,497‌

750,000

Apple,

Inc

3

.950

08/08/52

597,806‌

2,000,000

(a)

Apple,

Inc

4

.850

05/10/53

1,906,947‌

25,000

Apple,

Inc

2

.550

08/20/60

14,412‌

2,000,000

Apple,

Inc

2

.800

02/08/61

1,182,674‌

1,000,000

Apple,

Inc

2

.850

08/05/61

599,323‌

750,000

Apple,

Inc

4

.100

08/08/62

590,853‌

425,000

Arrow

Electronics,

Inc

3

.875

01/12/28

416,774‌

1,000,000

Arrow

Electronics,

Inc

5

.150

08/21/29

1,015,185‌

1,000,000

Arrow

Electronics,

Inc

2

.950

02/15/32

877,854‌

750,000

Arrow

Electronics,

Inc

5

.875

04/10/34

774,510‌

200,000

Avnet,

Inc

4

.625

04/15/26

199,685‌

1,000,000

Avnet,

Inc

6

.250

03/15/28

1,039,232‌

1,000,000

Avnet,

Inc

3

.000

05/15/31

895,001‌

2,000,000

CDW

LLC

2

.670

12/01/26

1,949,480‌

1,000,000

CDW

LLC

3

.276

12/01/28

954,490‌

1,000,000

CDW

LLC

5

.100

03/01/30

1,007,000‌

575,000

CDW

LLC

3

.569

12/01/31

529,244‌

Bond

Index

Fund

86

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

(continued)

$

1,000,000

CDW

LLC

5

.550

%

08/22/34

$

997,235‌

1,000,000

Cisco

Systems,

Inc

4

.550

02/24/28

1,013,220‌

3,000,000

Cisco

Systems,

Inc

4

.850

02/26/29

3,074,324‌

1,000,000

Cisco

Systems,

Inc

4

.750

02/24/30

1,022,359‌

3,000,000

Cisco

Systems,

Inc

4

.950

02/26/31

3,085,986‌

1,000,000

Cisco

Systems,

Inc

4

.950

02/24/32

1,025,036‌

3,000,000

Cisco

Systems,

Inc

5

.050

02/26/34

3,070,649‌

1,000,000

Cisco

Systems,

Inc

5

.100

02/24/35

1,023,605‌

1,000,000

Cisco

Systems,

Inc

5

.900

02/15/39

1,075,409‌

1,175,000

Cisco

Systems,

Inc

5

.500

01/15/40

1,213,690‌

1,000,000

Cisco

Systems,

Inc

5

.300

02/26/54

969,770‌

1,000,000

Cisco

Systems,

Inc

5

.500

02/24/55

997,862‌

2,000,000

Cisco

Systems,

Inc

5

.350

02/26/64

1,930,224‌

200,000

Corning,

Inc

4

.700

03/15/37

193,245‌

100,000

Corning,

Inc

5

.750

08/15/40

101,413‌

200,000

Corning,

Inc

4

.750

03/15/42

179,163‌

300,000

Corning,

Inc

5

.350

11/15/48

282,369‌

500,000

Corning,

Inc

3

.900

11/15/49

378,379‌

825,000

Corning,

Inc

4

.375

11/15/57

661,982‌

200,000

Corning,

Inc

5

.850

11/15/68

193,172‌

1,000,000

Corning,

Inc

5

.450

11/15/79

918,065‌

1,000,000

Dell

International

LLC

5

.250

02/01/28

1,023,795‌

2,000,000

Dell

International

LLC

4

.750

04/01/28

2,023,407‌

1,900,000

Dell

International

LLC

5

.300

10/01/29

1,955,400‌

1,000,000

Dell

International

LLC

4

.350

02/01/30

991,101‌

1,500,000

Dell

International

LLC

5

.000

04/01/30

1,524,000‌

1,500,000

Dell

International

LLC

5

.300

04/01/32

1,533,160‌

750,000

Dell

International

LLC

5

.750

02/01/33

787,296‌

1,000,000

Dell

International

LLC

5

.400

04/15/34

1,018,416‌

1,000,000

Dell

International

LLC

4

.850

02/01/35

964,997‌

500,000

Dell

International

LLC

5

.500

04/01/35

504,972‌

608,000

Dell

International

LLC

8

.100

07/15/36

732,815‌

377,000

Dell

International

LLC

8

.350

07/15/46

480,869‌

1,000,000

Dell

International

LLC

3

.450

12/15/51

685,321‌

500,000

Flex

Ltd

6

.000

01/15/28

515,865‌

1,000,000

Flex

Ltd

4

.875

05/12/30

1,004,307‌

1,000,000

Flex

Ltd

5

.250

01/15/32

1,010,984‌

1,000,000

Hewlett

Packard

Enterprise

Co

4

.450

09/25/26

1,001,569‌

1,000,000

Hewlett

Packard

Enterprise

Co

4

.400

09/25/27

1,000,875‌

1,000,000

Hewlett

Packard

Enterprise

Co

5

.250

07/01/28

1,025,042‌

1,500,000

Hewlett

Packard

Enterprise

Co

4

.550

10/15/29

1,492,497‌

1,500,000

Hewlett

Packard

Enterprise

Co

4

.850

10/15/31

1,496,117‌

2,000,000

Hewlett

Packard

Enterprise

Co

5

.000

10/15/34

1,940,037‌

225,000

Hewlett

Packard

Enterprise

Co

6

.200

10/15/35

237,930‌

1,175,000

Hewlett

Packard

Enterprise

Co

6

.350

10/15/45

1,205,392‌

2,000,000

Hewlett

Packard

Enterprise

Co

5

.600

10/15/54

1,847,158‌

1,000,000

HP,

Inc

1

.450

06/17/26

970,840‌

1,000,000

HP,

Inc

3

.000

06/17/27

975,515‌

500,000

HP,

Inc

4

.750

01/15/28

505,753‌

1,000,000

HP,

Inc

4

.000

04/15/29

978,887‌

750,000

HP,

Inc

5

.400

04/25/30

770,398‌

1,000,000

HP,

Inc

3

.400

06/17/30

939,934‌

1,000,000

HP,

Inc

2

.650

06/17/31

884,989‌

500,000

HP,

Inc

4

.200

04/15/32

477,803‌

500,000

HP,

Inc

5

.500

01/15/33

510,393‌

750,000

HP,

Inc

6

.100

04/25/35

776,039‌

975,000

(a)

HP,

Inc

6

.000

09/15/41

979,034‌

1,000,000

International

Business

Machines

Corp

4

.650

02/10/28

1,011,492‌

1,500,000

International

Business

Machines

Corp

4

.800

02/10/30

1,523,912‌

2,000,000

International

Business

Machines

Corp

5

.000

02/10/32

2,041,214‌

1,000,000

International

Business

Machines

Corp

5

.200

02/10/35

1,014,841‌

1,000,000

International

Business

Machines

Corp

5

.700

02/10/55

988,851‌

87

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

(continued)

$

1,000,000

Jabil,

Inc

1

.700

%

04/15/26

$

976,654‌

1,000,000

Jabil,

Inc

4

.250

05/15/27

997,252‌

100,000

Jabil,

Inc

3

.950

01/12/28

98,967‌

1,000,000

Jabil,

Inc

5

.450

02/01/29

1,025,421‌

750,000

Jabil,

Inc

3

.600

01/15/30

717,140‌

50,000

Jabil,

Inc

3

.000

01/15/31

45,585‌

600,000

Keysight

Technologies,

Inc

4

.600

04/06/27

602,359‌

500,000

Keysight

Technologies,

Inc

3

.000

10/30/29

470,405‌

500,000

Keysight

Technologies,

Inc

5

.350

07/30/30

515,714‌

1,000,000

Keysight

Technologies,

Inc

4

.950

10/15/34

988,648‌

1,000,000

Motorola

Solutions,

Inc

5

.000

04/15/29

1,016,346‌

500,000

Motorola

Solutions,

Inc

4

.600

05/23/29

502,486‌

1,000,000

Motorola

Solutions,

Inc

4

.850

08/15/30

1,010,774‌

600,000

Motorola

Solutions,

Inc

2

.300

11/15/30

532,617‌

2,250,000

Motorola

Solutions,

Inc

2

.750

05/24/31

2,017,244‌

500,000

Motorola

Solutions,

Inc

5

.600

06/01/32

520,858‌

1,000,000

Motorola

Solutions,

Inc

5

.200

08/15/32

1,016,710‌

1,000,000

Motorola

Solutions,

Inc

5

.400

04/15/34

1,019,853‌

1,000,000

Motorola

Solutions,

Inc

5

.550

08/15/35

1,019,596‌

200,000

Motorola

Solutions,

Inc

5

.500

09/01/44

195,164‌

500,000

NetApp,

Inc

2

.375

06/22/27

480,843‌

750,000

NetApp,

Inc

2

.700

06/22/30

685,320‌

1,000,000

NetApp,

Inc

5

.500

03/17/32

1,030,033‌

1,000,000

NetApp,

Inc

5

.700

03/17/35

1,026,963‌

1,000,000

TD

SYNNEX

Corp

1

.750

08/09/26

966,862‌

1,000,000

TD

SYNNEX

Corp

2

.375

08/09/28

935,821‌

1,000,000

TD

SYNNEX

Corp

2

.650

08/09/31

863,039‌

1,000,000

TD

SYNNEX

Corp

6

.100

04/12/34

1,052,444‌

2,000,000

Teledyne

Technologies,

Inc

1

.600

04/01/26

1,956,980‌

625,000

Trimble,

Inc

4

.900

06/15/28

634,173‌

1,000,000

Trimble,

Inc

6

.100

03/15/33

1,062,365‌

1,000,000

Vontier

Corp

2

.400

04/01/28

939,389‌

1,000,000

Vontier

Corp

2

.950

04/01/31

893,806‌

1,000,000

Western

Digital

Corp

2

.850

02/01/29

927,060‌

1,000,000

Western

Digital

Corp

3

.100

02/01/32

884,536‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

164,358,495‌

TELECOMMUNICATION

SERVICES

-

0.9%

2,000,000

America

Movil

SAB

de

C.V.

3

.625

04/22/29

1,938,422‌

2,000,000

America

Movil

SAB

de

C.V.

2

.875

05/07/30

1,848,788‌

1,000,000

America

Movil

SAB

de

C.V.

4

.700

07/21/32

993,077‌

2,000,000

America

Movil

SAB

de

C.V.

5

.000

01/20/33

2,003,080‌

440,000

America

Movil

SAB

de

C.V.

6

.125

03/30/40

459,028‌

1,625,000

America

Movil

SAB

de

C.V.

4

.375

07/16/42

1,368,078‌

2,000,000

America

Movil

SAB

de

C.V.

4

.375

04/22/49

1,637,461‌

1,000,000

AT&T,

Inc

2

.950

07/15/26

984,794‌

1,000,000

AT&T,

Inc

2

.300

06/01/27

964,169‌

1,150,000

AT&T,

Inc

1

.650

02/01/28

1,078,845‌

4,375,000

AT&T,

Inc

4

.350

03/01/29

4,384,178‌

1,000,000

AT&T,

Inc

4

.300

02/15/30

996,747‌

1,500,000

AT&T,

Inc

4

.700

08/15/30

1,513,614‌

3,000,000

AT&T,

Inc

2

.250

02/01/32

2,581,948‌

10,855,000

AT&T,

Inc

2

.550

12/01/33

9,084,615‌

4,500,000

AT&T,

Inc

5

.400

02/15/34

4,628,352‌

1,825,000

AT&T,

Inc

4

.500

05/15/35

1,739,024‌

1,000,000

AT&T,

Inc

5

.375

08/15/35

1,018,253‌

3,000,000

AT&T,

Inc

3

.500

06/01/41

2,353,396‌

300,000

AT&T,

Inc

4

.650

06/01/44

258,775‌

2,000,000

AT&T,

Inc

3

.650

06/01/51

1,420,885‌

7,360,000

AT&T,

Inc

3

.500

09/15/53

4,981,670‌

8,357,000

AT&T,

Inc

3

.550

09/15/55

5,638,868‌

1,000,000

AT&T,

Inc

6

.050

08/15/56

1,020,517‌

9,844,000

AT&T,

Inc

3

.800

12/01/57

6,887,859‌

Bond

Index

Fund

88

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

0.9%

(continued)

$

8,523,000

AT&T,

Inc

3

.650

%

09/15/59

$

5,718,116‌

1,000,000

AT&T,

Inc

3

.850

06/01/60

699,218‌

500,000

(a)

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5

.100

05/11/33

500,410‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5

.200

02/15/34

1,001,237‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4

.464

04/01/48

602,854‌

1,000,000

(a)

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5

.550

02/15/54

940,678‌

1,750,000

British

Telecommunications

plc

5

.125

12/04/28

1,788,647‌

1,425,000

British

Telecommunications

plc

9

.625

12/15/30

1,752,786‌

3,690,000

Deutsche

Telekom

International

Finance

BV

8

.750

06/15/30

4,356,359‌

745,000

Orange

S.A.

9

.000

03/01/31

905,222‌

900,000

Orange

S.A.

5

.375

01/13/42

877,266‌

1,725,000

Orange

S.A.

5

.500

02/06/44

1,690,944‌

200,000

Rogers

Communications,

Inc

2

.900

11/15/26

195,683‌

2,000,000

Rogers

Communications,

Inc

3

.200

03/15/27

1,960,916‌

1,000,000

Rogers

Communications,

Inc

5

.000

02/15/29

1,014,166‌

1,500,000

Rogers

Communications,

Inc

3

.800

03/15/32

1,393,886‌

1,500,000

Rogers

Communications,

Inc

5

.300

02/15/34

1,501,593‌

1,000,000

Rogers

Communications,

Inc

4

.500

03/15/42

852,121‌

125,000

Rogers

Communications,

Inc

4

.500

03/15/43

105,414‌

300,000

Rogers

Communications,

Inc

5

.450

10/01/43

281,811‌

600,000

Rogers

Communications,

Inc

5

.000

03/15/44

534,342‌

150,000

Rogers

Communications,

Inc

4

.300

02/15/48

120,281‌

1,500,000

Rogers

Communications,

Inc

4

.350

05/01/49

1,206,827‌

1,300,000

Rogers

Communications,

Inc

3

.700

11/15/49

952,204‌

2,000,000

Rogers

Communications,

Inc

4

.550

03/15/52

1,628,579‌

2,000,000

Sprint

Capital

Corp

6

.875

11/15/28

2,147,074‌

2,000,000

Sprint

Capital

Corp

8

.750

03/15/32

2,426,180‌

625,000

Telefonica

Emisiones

S.A.

7

.045

06/20/36

693,920‌

1,200,000

Telefonica

Emisiones

S.A.

4

.665

03/06/38

1,079,308‌

2,125,000

Telefonica

Emisiones

S.A.

5

.213

03/08/47

1,880,065‌

1,175,000

Telefonica

Emisiones

S.A.

4

.895

03/06/48

987,530‌

900,000

Telefonica

Emisiones

S.A.

5

.520

03/01/49

822,231‌

1,500,000

Telefonica

Emisiones

SAU

4

.103

03/08/27

1,492,402‌

567,000

Telefonica

Europe

BV

8

.250

09/15/30

655,277‌

325,000

TELUS

Corp

2

.800

02/16/27

316,927‌

300,000

TELUS

Corp

3

.700

09/15/27

295,701‌

1,000,000

TELUS

Corp

3

.400

05/13/32

912,311‌

500,000

TELUS

Corp

4

.600

11/16/48

419,183‌

750,000

TELUS

Corp

4

.300

06/15/49

582,377‌

1,000,000

T-Mobile

US,

Inc

5

.125

05/15/32

1,019,793‌

2,500,000

T-Mobile

US,

Inc

5

.750

01/15/34

2,618,251‌

1,000,000

T-Mobile

US,

Inc

5

.300

05/15/35

1,012,536‌

325,000

T-Mobile

US,

Inc

6

.000

06/15/54

330,838‌

700,000

T-Mobile

US,

Inc

5

.875

11/15/55

699,711‌

4,000,000

T-Mobile

USA,

Inc

3

.750

04/15/27

3,958,231‌

1,500,000

T-Mobile

USA,

Inc

2

.050

02/15/28

1,417,776‌

1,500,000

T-Mobile

USA,

Inc

4

.950

03/15/28

1,525,316‌

1,000,000

T-Mobile

USA,

Inc

4

.800

07/15/28

1,013,401‌

2,000,000

T-Mobile

USA,

Inc

4

.850

01/15/29

2,027,832‌

1,000,000

T-Mobile

USA,

Inc

2

.625

02/15/29

938,155‌

1,000,000

T-Mobile

USA,

Inc

2

.400

03/15/29

931,125‌

1,000,000

T-Mobile

USA,

Inc

3

.375

04/15/29

962,147‌

1,000,000

T-Mobile

USA,

Inc

4

.200

10/01/29

992,987‌

825,000

T-Mobile

USA,

Inc

3

.875

04/15/30

801,255‌

1,500,000

T-Mobile

USA,

Inc

2

.550

02/15/31

1,342,841‌

1,500,000

T-Mobile

USA,

Inc

2

.250

11/15/31

1,300,624‌

1,000,000

T-Mobile

USA,

Inc

2

.700

03/15/32

881,310‌

4,000,000

T-Mobile

USA,

Inc

5

.200

01/15/33

4,074,624‌

1,425,000

T-Mobile

USA,

Inc

5

.050

07/15/33

1,434,657‌

1,150,000

T-Mobile

USA,

Inc

5

.150

04/15/34

1,164,667‌

2,000,000

T-Mobile

USA,

Inc

4

.700

01/15/35

1,937,711‌

650,000

T-Mobile

USA,

Inc

4

.375

04/15/40

575,957‌

89

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

0.9%

(continued)

$

1,350,000

T-Mobile

USA,

Inc

3

.000

%

02/15/41

$

987,870‌

3,875,000

T-Mobile

USA,

Inc

4

.500

04/15/50

3,204,055‌

2,500,000

T-Mobile

USA,

Inc

3

.300

02/15/51

1,659,336‌

2,500,000

T-Mobile

USA,

Inc

3

.400

10/15/52

1,669,950‌

2,000,000

T-Mobile

USA,

Inc

5

.650

01/15/53

1,934,971‌

575,000

T-Mobile

USA,

Inc

5

.500

01/15/55

545,117‌

1,000,000

T-Mobile

USA,

Inc

5

.250

06/15/55

913,254‌

1,500,000

T-Mobile

USA,

Inc

3

.600

11/15/60

1,000,190‌

1,000,000

T-Mobile

USA,

Inc

5

.800

09/15/62

979,549‌

2,000,000

Verizon

Communications,

Inc

2

.100

03/22/28

1,894,979‌

350,000

Verizon

Communications,

Inc

3

.875

02/08/29

345,629‌

1,550,000

Verizon

Communications,

Inc

1

.500

09/18/30

1,338,772‌

3,000,000

Verizon

Communications,

Inc

1

.750

01/20/31

2,585,033‌

2,635,000

Verizon

Communications,

Inc

2

.550

03/21/31

2,363,300‌

11,355,000

Verizon

Communications,

Inc

2

.355

03/15/32

9,787,982‌

2,000,000

Verizon

Communications,

Inc

5

.050

05/09/33

2,028,013‌

1,000,000

Verizon

Communications,

Inc

4

.780

02/15/35

974,199‌

3,000,000

Verizon

Communications,

Inc

5

.250

04/02/35

3,024,995‌

11,752,099

(b),(c)

Verizon

Communications,

Inc

5

.401

07/02/37

11,822,956‌

2,000,000

Verizon

Communications,

Inc

2

.650

11/20/40

1,410,942‌

1,350,000

Verizon

Communications,

Inc

3

.400

03/22/41

1,041,301‌

1,000,000

Verizon

Communications,

Inc

2

.850

09/03/41

708,389‌

150,000

Verizon

Communications,

Inc

4

.000

03/22/50

114,232‌

3,000,000

Verizon

Communications,

Inc

2

.875

11/20/50

1,868,732‌

5,225,000

Verizon

Communications,

Inc

3

.550

03/22/51

3,735,761‌

1,000,000

Verizon

Communications,

Inc

3

.875

03/01/52

743,846‌

2,500,000

Verizon

Communications,

Inc

5

.500

02/23/54

2,416,050‌

8,764,000

Verizon

Communications,

Inc

2

.987

10/30/56

5,274,641‌

2,000,000

Verizon

Communications,

Inc

3

.000

11/20/60

1,178,851‌

3,000,000

Verizon

Communications,

Inc

3

.700

03/22/61

2,070,483‌

683,000

Vodafone

Group

plc

6

.150

02/27/37

733,094‌

1,000,000

Vodafone

Group

plc

4

.875

06/19/49

860,334‌

1,500,000

Vodafone

Group

plc

4

.250

09/17/50

1,169,136‌

825,000

Vodafone

Group

plc

5

.625

02/10/53

778,347‌

2,500,000

Vodafone

Group

plc

5

.750

06/28/54

2,395,210‌

500,000

Vodafone

Group

plc

5

.125

06/19/59

436,678‌

1,500,000

Vodafone

Group

plc

5

.750

02/10/63

1,406,365‌

1,500,000

Vodafone

Group

plc

5

.875

06/28/64

1,442,115‌

TOTAL

TELECOMMUNICATION

SERVICES

220,882,891‌

TRANSPORTATION

-

0.5%

346,377

American

Airlines

2

.875

07/11/34

304,919‌

2,000,000

Boeing

Co

6

.298

05/01/29

2,114,303‌

2,000,000

Boeing

Co

6

.388

05/01/31

2,149,389‌

975,000

Boeing

Co

6

.858

05/01/54

1,067,348‌

1,000,000

Boeing

Co

7

.008

05/01/64

1,098,347‌

660,000

Burlington

Northern

Santa

Fe

LLC

5

.750

05/01/40

691,062‌

250,000

Burlington

Northern

Santa

Fe

LLC

5

.050

03/01/41

239,631‌

200,000

Burlington

Northern

Santa

Fe

LLC

4

.400

03/15/42

176,869‌

300,000

Burlington

Northern

Santa

Fe

LLC

4

.450

03/15/43

264,430‌

500,000

Burlington

Northern

Santa

Fe

LLC

5

.150

09/01/43

480,339‌

500,000

Burlington

Northern

Santa

Fe

LLC

4

.900

04/01/44

466,994‌

600,000

Burlington

Northern

Santa

Fe

LLC

4

.550

09/01/44

532,011‌

1,275,000

Burlington

Northern

Santa

Fe

LLC

4

.150

04/01/45

1,068,846‌

200,000

Burlington

Northern

Santa

Fe

LLC

4

.700

09/01/45

180,314‌

1,150,000

Burlington

Northern

Santa

Fe

LLC

3

.900

08/01/46

918,454‌

400,000

Burlington

Northern

Santa

Fe

LLC

4

.125

06/15/47

328,484‌

1,675,000

Burlington

Northern

Santa

Fe

LLC

4

.050

06/15/48

1,353,314‌

1,025,000

Burlington

Northern

Santa

Fe

LLC

4

.150

12/15/48

847,014‌

750,000

Burlington

Northern

Santa

Fe

LLC

3

.550

02/15/50

551,665‌

750,000

Burlington

Northern

Santa

Fe

LLC

3

.050

02/15/51

497,794‌

2,400,000

Burlington

Northern

Santa

Fe

LLC

3

.300

09/15/51

1,664,003‌

1,000,000

Burlington

Northern

Santa

Fe

LLC

4

.450

01/15/53

844,306‌

Bond

Index

Fund

90

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

1,500,000

Burlington

Northern

Santa

Fe

LLC

5

.200

%

04/15/54

$

1,419,708‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5

.500

03/15/55

1,485,248‌

1,000,000

Burlington

Northern

Santa

Fe

LLC

5

.800

03/15/56

1,029,018‌

200,000

Canadian

National

Railway

Co

6

.900

07/15/28

214,985‌

500,000

Canadian

National

Railway

Co

3

.850

08/05/32

475,591‌

500,000

Canadian

National

Railway

Co

5

.850

11/01/33

534,693‌

200,000

Canadian

National

Railway

Co

6

.250

08/01/34

219,432‌

1,000,000

Canadian

National

Railway

Co

4

.375

09/18/34

963,945‌

250,000

Canadian

National

Railway

Co

3

.500

11/15/42

189,320‌

100,000

Canadian

National

Railway

Co

4

.500

11/07/43

86,065‌

650,000

Canadian

National

Railway

Co

3

.200

08/02/46

462,292‌

725,000

Canadian

National

Railway

Co

3

.650

02/03/48

553,337‌

325,000

Canadian

National

Railway

Co

4

.450

01/20/49

280,391‌

400,000

Canadian

National

Railway

Co

2

.450

05/01/50

235,232‌

750,000

Canadian

National

Railway

Co

4

.400

08/05/52

635,698‌

500,000

Canadian

National

Railway

Co

6

.125

11/01/53

542,490‌

100,000

Canadian

Pacific

Railway

Co

3

.125

06/01/26

98,501‌

300,000

Canadian

Pacific

Railway

Co

4

.000

06/01/28

298,381‌

500,000

Canadian

Pacific

Railway

Co

2

.875

11/15/29

469,719‌

850,000

Canadian

Pacific

Railway

Co

2

.050

03/05/30

765,341‌

1,500,000

Canadian

Pacific

Railway

Co

4

.800

03/30/30

1,524,140‌

200,000

Canadian

Pacific

Railway

Co

7

.125

10/15/31

224,890‌

600,000

Canadian

Pacific

Railway

Co

2

.450

12/02/31

526,695‌

1,000,000

Canadian

Pacific

Railway

Co

5

.200

03/30/35

1,013,931‌

250,000

Canadian

Pacific

Railway

Co

5

.950

05/15/37

265,602‌

475,000

Canadian

Pacific

Railway

Co

3

.000

12/02/41

345,398‌

100,000

Canadian

Pacific

Railway

Co

4

.300

05/15/43

85,712‌

175,000

Canadian

Pacific

Railway

Co

4

.950

08/15/45

159,049‌

800,000

Canadian

Pacific

Railway

Co

4

.700

05/01/48

705,619‌

500,000

Canadian

Pacific

Railway

Co

3

.500

05/01/50

355,776‌

1,000,000

Canadian

Pacific

Railway

Co

3

.100

12/02/51

657,092‌

500,000

Canadian

Pacific

Railway

Co

4

.200

11/15/69

376,364‌

1,275,000

Canadian

Pacific

Railway

Co

6

.125

09/15/15

1,298,774‌

400,000

CH

Robinson

Worldwide,

Inc

4

.200

04/15/28

397,813‌

825,000

CSX

Corp

4

.250

03/15/29

825,062‌

600,000

CSX

Corp

2

.400

02/15/30

553,320‌

850,000

CSX

Corp

4

.100

11/15/32

824,544‌

2,500,000

CSX

Corp

5

.200

11/15/33

2,584,044‌

1,000,000

CSX

Corp

5

.050

06/15/35

1,005,753‌

100,000

CSX

Corp

6

.000

10/01/36

107,346‌

200,000

CSX

Corp

6

.150

05/01/37

217,075‌

400,000

CSX

Corp

5

.500

04/15/41

400,089‌

350,000

CSX

Corp

4

.400

03/01/43

305,537‌

600,000

CSX

Corp

4

.100

03/15/44

499,061‌

800,000

CSX

Corp

3

.800

11/01/46

620,731‌

550,000

CSX

Corp

4

.300

03/01/48

456,427‌

850,000

CSX

Corp

4

.750

11/15/48

753,543‌

500,000

CSX

Corp

4

.500

03/15/49

424,846‌

600,000

CSX

Corp

3

.350

09/15/49

419,179‌

500,000

CSX

Corp

3

.800

04/15/50

378,511‌

200,000

CSX

Corp

3

.950

05/01/50

154,976‌

800,000

CSX

Corp

2

.500

05/15/51

461,534‌

750,000

CSX

Corp

4

.500

11/15/52

632,530‌

300,000

CSX

Corp

4

.500

08/01/54

250,883‌

625,000

CSX

Corp

4

.900

03/15/55

560,476‌

150,000

CSX

Corp

4

.250

11/01/66

115,547‌

800,000

CSX

Corp

4

.650

03/01/68

656,953‌

1,500,000

Delta

Air

Lines,

Inc

5

.250

07/10/30

1,509,629‌

500,000

(c)

FedEx

Corp

4

.200

10/17/28

498,082‌

500,000

(c)

FedEx

Corp

4

.250

05/15/30

490,147‌

500,000

(c)

FedEx

Corp

2

.400

05/15/31

442,811‌

1,000,000

(c)

FedEx

Corp

4

.900

01/15/34

972,206‌

91

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

200,000

(c)

FedEx

Corp

3

.900

%

02/01/35

$

178,835‌

1,000,000

(c)

FedEx

Corp

3

.250

05/15/41

717,198‌

275,000

(c)

FedEx

Corp

5

.100

01/15/44

241,967‌

1,100,000

(c)

FedEx

Corp

4

.750

11/15/45

916,669‌

600,000

(c)

FedEx

Corp

4

.550

04/01/46

483,545‌

450,000

(c)

FedEx

Corp

4

.400

01/15/47

353,778‌

900,000

(c)

FedEx

Corp

4

.050

02/15/48

666,055‌

500,000

(c)

FedEx

Corp

4

.950

10/17/48

422,232‌

1,500,000

(a),(c)

FedEx

Corp

5

.250

05/15/50

1,324,774‌

200,000

(c)

FedEx

Corp

4

.500

02/01/65

133,932‌

1,000,000

GXO

Logistics,

Inc

1

.650

07/15/26

967,224‌

1,000,000

GXO

Logistics,

Inc

6

.250

05/06/29

1,044,004‌

1,000,000

GXO

Logistics,

Inc

6

.500

05/06/34

1,046,013‌

1,000,000

JB

Hunt

Transport

Services,

Inc

4

.900

03/15/30

1,014,778‌

350,000

Kirby

Corp

4

.200

03/01/28

346,840‌

350,000

Norfolk

Southern

Corp

2

.900

06/15/26

345,209‌

300,000

Norfolk

Southern

Corp

3

.150

06/01/27

294,568‌

700,000

Norfolk

Southern

Corp

3

.800

08/01/28

692,283‌

500,000

Norfolk

Southern

Corp

5

.050

08/01/30

516,469‌

1,000,000

Norfolk

Southern

Corp

3

.000

03/15/32

906,998‌

1,000,000

Norfolk

Southern

Corp

4

.450

03/01/33

978,390‌

500,000

Norfolk

Southern

Corp

5

.550

03/15/34

522,486‌

16,000

Norfolk

Southern

Corp

4

.837

10/01/41

14,639‌

300,000

Norfolk

Southern

Corp

4

.450

06/15/45

256,096‌

200,000

Norfolk

Southern

Corp

4

.650

01/15/46

175,175‌

303,000

Norfolk

Southern

Corp

3

.942

11/01/47

237,454‌

1,450,000

Norfolk

Southern

Corp

4

.150

02/28/48

1,169,230‌

500,000

Norfolk

Southern

Corp

4

.100

05/15/49

395,284‌

500,000

Norfolk

Southern

Corp

3

.400

11/01/49

350,486‌

1,000,000

Norfolk

Southern

Corp

3

.050

05/15/50

655,923‌

1,000,000

Norfolk

Southern

Corp

2

.900

08/25/51

625,540‌

175,000

Norfolk

Southern

Corp

4

.050

08/15/52

135,225‌

1,000,000

Norfolk

Southern

Corp

3

.700

03/15/53

725,716‌

300,000

Norfolk

Southern

Corp

4

.550

06/01/53

253,382‌

500,000

(a)

Norfolk

Southern

Corp

5

.350

08/01/54

477,515‌

1,170,000

Norfolk

Southern

Corp

3

.155

05/15/55

749,973‌

200,000

Norfolk

Southern

Corp

5

.950

03/15/64

205,779‌

1,000,000

Norfolk

Southern

Corp

4

.100

05/15/21

690,244‌

500,000

Ryder

System,

Inc

2

.900

12/01/26

488,873‌

1,000,000

Ryder

System,

Inc

2

.850

03/01/27

974,023‌

1,000,000

Ryder

System,

Inc

5

.650

03/01/28

1,032,678‌

500,000

Ryder

System,

Inc

5

.375

03/15/29

513,651‌

500,000

Ryder

System,

Inc

5

.500

06/01/29

517,299‌

1,000,000

Ryder

System,

Inc

4

.900

12/01/29

1,014,183‌

500,000

Ryder

System,

Inc

5

.000

03/15/30

507,185‌

200,000

Southwest

Airlines

Co

3

.000

11/15/26

195,844‌

1,000,000

Southwest

Airlines

Co

5

.125

06/15/27

1,008,940‌

200,000

Southwest

Airlines

Co

3

.450

11/16/27

194,719‌

1,200,000

Southwest

Airlines

Co

2

.625

02/10/30

1,093,171‌

1,500,000

Uber

Technologies,

Inc

4

.300

01/15/30

1,493,083‌

1,500,000

Uber

Technologies,

Inc

4

.800

09/15/34

1,473,355‌

1,500,000

Uber

Technologies,

Inc

5

.350

09/15/54

1,399,138‌

1,000,000

Union

Pacific

Corp

2

.400

02/05/30

922,015‌

2,500,000

Union

Pacific

Corp

2

.375

05/20/31

2,247,672‌

2,000,000

Union

Pacific

Corp

2

.800

02/14/32

1,802,840‌

500,000

Union

Pacific

Corp

4

.500

01/20/33

496,955‌

100,000

Union

Pacific

Corp

3

.375

02/01/35

89,091‌

1,000,000

Union

Pacific

Corp

5

.100

02/20/35

1,017,052‌

2,525,000

Union

Pacific

Corp

2

.891

04/06/36

2,087,591‌

100,000

Union

Pacific

Corp

3

.600

09/15/37

86,859‌

500,000

Union

Pacific

Corp

3

.550

08/15/39

418,146‌

1,500,000

Union

Pacific

Corp

3

.200

05/20/41

1,146,063‌

Bond

Index

Fund

92

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.5%

(continued)

$

500,000

Union

Pacific

Corp

3

.375

%

02/14/42

$

388,202‌

200,000

Union

Pacific

Corp

3

.350

08/15/46

144,431‌

300,000

Union

Pacific

Corp

4

.000

04/15/47

238,846‌

1,000,000

Union

Pacific

Corp

3

.250

02/05/50

690,443‌

1,070,000

Union

Pacific

Corp

3

.799

10/01/51

806,116‌

500,000

Union

Pacific

Corp

2

.950

03/10/52

318,995‌

1,000,000

Union

Pacific

Corp

3

.500

02/14/53

707,982‌

1,000,000

Union

Pacific

Corp

4

.950

05/15/53

908,117‌

1,000,000

Union

Pacific

Corp

5

.600

12/01/54

994,639‌

200,000

Union

Pacific

Corp

3

.875

02/01/55

150,658‌

300,000

Union

Pacific

Corp

3

.950

08/15/59

221,432‌

1,000,000

Union

Pacific

Corp

3

.839

03/20/60

719,655‌

1,500,000

Union

Pacific

Corp

3

.550

05/20/61

1,005,585‌

2,000,000

Union

Pacific

Corp

2

.973

09/16/62

1,162,454‌

200,000

Union

Pacific

Corp

4

.100

09/15/67

147,872‌

500,000

Union

Pacific

Corp

3

.750

02/05/70

338,580‌

500,000

Union

Pacific

Corp

3

.799

04/06/71

342,471‌

500,000

Union

Pacific

Corp

3

.850

02/14/72

343,220‌

619,561

United

Airlines

2024-

Class

AA

Pass

Through

Trust

5

.450

02/15/37

625,273‌

991,297

United

Airlines

2024-1

Class

A

Pass

Through

Trust

5

.875

02/15/37

986,684‌

125,000

United

Parcel

Service,

Inc

2

.400

11/15/26

122,148‌

500,000

United

Parcel

Service,

Inc

3

.400

03/15/29

487,652‌

500,000

United

Parcel

Service,

Inc

2

.500

09/01/29

466,743‌

750,000

United

Parcel

Service,

Inc

4

.450

04/01/30

758,741‌

1,000,000

United

Parcel

Service,

Inc

4

.650

10/15/30

1,013,772‌

1,000,000

United

Parcel

Service,

Inc

4

.875

03/03/33

1,017,187‌

1,000,000

United

Parcel

Service,

Inc

5

.150

05/22/34

1,024,908‌

1,000,000

United

Parcel

Service,

Inc

5

.250

05/14/35

1,019,785‌

510,000

United

Parcel

Service,

Inc

6

.200

01/15/38

556,664‌

450,000

United

Parcel

Service,

Inc

3

.625

10/01/42

351,269‌

400,000

United

Parcel

Service,

Inc

3

.400

11/15/46

288,532‌

1,550,000

United

Parcel

Service,

Inc

3

.750

11/15/47

1,178,056‌

300,000

United

Parcel

Service,

Inc

4

.250

03/15/49

244,578‌

500,000

United

Parcel

Service,

Inc

3

.400

09/01/49

349,345‌

1,630,000

(a)

United

Parcel

Service,

Inc

5

.300

04/01/50

1,545,198‌

1,000,000

United

Parcel

Service,

Inc

5

.050

03/03/53

910,702‌

800,000

United

Parcel

Service,

Inc

5

.500

05/22/54

775,759‌

1,000,000

United

Parcel

Service,

Inc

5

.950

05/14/55

1,026,194‌

1,000,000

United

Parcel

Service,

Inc

5

.600

05/22/64

962,238‌

1,000,000

United

Parcel

Service,

Inc

6

.050

05/14/65

1,023,416‌

TOTAL

TRANSPORTATION

123,673,796‌

UTILITIES

-

2.4%

200,000

AEP

Texas,

Inc

3

.950

06/01/28

197,649‌

500,000

AEP

Texas,

Inc

5

.450

05/15/29

516,110‌

550,000

AEP

Texas,

Inc

2

.100

07/01/30

488,667‌

500,000

AEP

Texas,

Inc

4

.700

05/15/32

492,708‌

1,000,000

AEP

Texas,

Inc

5

.700

05/15/34

1,021,645‌

200,000

AEP

Texas,

Inc

3

.800

10/01/47

146,269‌

100,000

AEP

Texas,

Inc

4

.150

05/01/49

75,727‌

850,000

AEP

Texas,

Inc

3

.450

05/15/51

570,333‌

1,000,000

AEP

Transmission

Co

LLC

5

.150

04/01/34

1,011,421‌

75,000

AEP

Transmission

Co

LLC

5

.375

06/15/35

76,632‌

600,000

AEP

Transmission

Co

LLC

4

.000

12/01/46

474,146‌

500,000

AEP

Transmission

Co

LLC

3

.750

12/01/47

378,547‌

200,000

AEP

Transmission

Co

LLC

4

.250

09/15/48

160,191‌

300,000

AEP

Transmission

Co

LLC

3

.800

06/15/49

223,865‌

550,000

AEP

Transmission

Co

LLC

2

.750

08/15/51

336,458‌

300,000

AEP

Transmission

Co

LLC

5

.400

03/15/53

288,995‌

1,000,000

AES

Corp

5

.450

06/01/28

1,021,890‌

675,000

AES

Corp

2

.450

01/15/31

590,114‌

1,500,000

AES

Corp

5

.800

03/15/32

1,522,912‌

60,000

Alabama

Power

Co

1

.450

09/15/30

52,011‌

93

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

500,000

Alabama

Power

Co

5

.850

%

11/15/33

$

532,933‌

1,000,000

Alabama

Power

Co

5

.100

04/02/35

1,007,794‌

200,000

Alabama

Power

Co

3

.850

12/01/42

160,770‌

400,000

Alabama

Power

Co

3

.750

03/01/45

311,792‌

300,000

Alabama

Power

Co

4

.300

01/02/46

251,078‌

350,000

Alabama

Power

Co

3

.700

12/01/47

266,587‌

1,000,000

Alabama

Power

Co

4

.300

07/15/48

826,827‌

1,000,000

Alabama

Power

Co

3

.125

07/15/51

667,844‌

1,000,000

Alabama

Power

Co

3

.000

03/15/52

646,731‌

400,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

402,130‌

500,000

Ameren

Corp

5

.000

01/15/29

509,018‌

500,000

Ameren

Corp

5

.375

03/15/35

503,122‌

750,000

Ameren

Illinois

Co

1

.550

11/15/30

648,799‌

500,000

Ameren

Illinois

Co

3

.850

09/01/32

473,394‌

725,000

Ameren

Illinois

Co

4

.950

06/01/33

734,717‌

125,000

Ameren

Illinois

Co

4

.150

03/15/46

102,330‌

1,150,000

Ameren

Illinois

Co

3

.700

12/01/47

864,839‌

575,000

Ameren

Illinois

Co

4

.500

03/15/49

487,623‌

325,000

Ameren

Illinois

Co

2

.900

06/15/51

204,746‌

325,000

Ameren

Illinois

Co

5

.900

12/01/52

334,398‌

500,000

Ameren

Illinois

Co

5

.625

03/01/55

494,064‌

700,000

American

Electric

Power

Co,

Inc

4

.300

12/01/28

700,296‌

500,000

American

Electric

Power

Co,

Inc

2

.300

03/01/30

451,053‌

1,000,000

American

Electric

Power

Co,

Inc

5

.625

03/01/33

1,039,542‌

500,000

American

Electric

Power

Co,

Inc

6

.950

12/15/54

521,318‌

500,000

American

Electric

Power

Co,

Inc

7

.050

12/15/54

519,363‌

500,000

American

Electric

Power

Co,

Inc

3

.875

02/15/62

479,731‌

200,000

American

Water

Capital

Corp

2

.950

09/01/27

194,941‌

500,000

American

Water

Capital

Corp

3

.750

09/01/28

493,062‌

750,000

American

Water

Capital

Corp

3

.450

06/01/29

726,668‌

100,000

American

Water

Capital

Corp

2

.800

05/01/30

92,908‌

1,250,000

American

Water

Capital

Corp

2

.300

06/01/31

1,098,356‌

1,000,000

American

Water

Capital

Corp

5

.150

03/01/34

1,014,480‌

600,000

American

Water

Capital

Corp

5

.250

03/01/35

608,000‌

225,000

American

Water

Capital

Corp

4

.300

12/01/42

191,603‌

150,000

American

Water

Capital

Corp

4

.300

09/01/45

125,676‌

100,000

American

Water

Capital

Corp

4

.000

12/01/46

79,152‌

1,175,000

American

Water

Capital

Corp

3

.750

09/01/47

893,191‌

500,000

American

Water

Capital

Corp

4

.200

09/01/48

401,018‌

500,000

American

Water

Capital

Corp

4

.150

06/01/49

399,371‌

675,000

American

Water

Capital

Corp

3

.450

05/01/50

476,513‌

1,250,000

American

Water

Capital

Corp

3

.250

06/01/51

844,293‌

1,000,000

American

Water

Capital

Corp

5

.450

03/01/54

967,244‌

1,000,000

Appalachian

Power

Co

2

.700

04/01/31

898,205‌

500,000

Appalachian

Power

Co

4

.500

08/01/32

487,716‌

1,000,000

Appalachian

Power

Co

5

.650

04/01/34

1,028,803‌

300,000

Appalachian

Power

Co

4

.500

03/01/49

242,248‌

775,000

Appalachian

Power

Co

3

.700

05/01/50

547,464‌

200,000

Arizona

Public

Service

Co

2

.950

09/15/27

193,808‌

1,000,000

Arizona

Public

Service

Co

2

.600

08/15/29

933,699‌

750,000

Arizona

Public

Service

Co

6

.350

12/15/32

807,993‌

750,000

Arizona

Public

Service

Co

5

.550

08/01/33

767,555‌

1,000,000

Arizona

Public

Service

Co

5

.700

08/15/34

1,031,063‌

350,000

Arizona

Public

Service

Co

4

.500

04/01/42

298,662‌

200,000

Arizona

Public

Service

Co

4

.350

11/15/45

163,699‌

410,000

Arizona

Public

Service

Co

3

.750

05/15/46

305,487‌

200,000

Arizona

Public

Service

Co

4

.200

08/15/48

156,538‌

200,000

Arizona

Public

Service

Co

4

.250

03/01/49

157,367‌

300,000

Arizona

Public

Service

Co

3

.500

12/01/49

205,490‌

500,000

Arizona

Public

Service

Co

3

.350

05/15/50

338,982‌

750,000

Arizona

Public

Service

Co

2

.650

09/15/50

440,463‌

425,000

Atlantic

City

Electric

Co

2

.300

03/15/31

377,121‌

Bond

Index

Fund

94

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

1,000,000

Atmos

Energy

Corp

2

.625

%

09/15/29

$

936,281‌

750,000

Atmos

Energy

Corp

1

.500

01/15/31

640,298‌

175,000

Atmos

Energy

Corp

5

.450

10/15/32

183,064‌

1,500,000

Atmos

Energy

Corp

5

.900

11/15/33

1,610,184‌

300,000

Atmos

Energy

Corp

5

.200

08/15/35

303,507‌

100,000

Atmos

Energy

Corp

5

.500

06/15/41

100,301‌

125,000

Atmos

Energy

Corp

4

.150

01/15/43

104,841‌

600,000

Atmos

Energy

Corp

4

.125

10/15/44

496,854‌

500,000

Atmos

Energy

Corp

4

.300

10/01/48

412,925‌

300,000

Atmos

Energy

Corp

4

.125

03/15/49

239,202‌

1,500,000

Atmos

Energy

Corp

2

.850

02/15/52

926,266‌

500,000

Atmos

Energy

Corp

5

.750

10/15/52

499,788‌

125,000

Atmos

Energy

Corp

6

.200

11/15/53

135,166‌

400,000

Atmos

Energy

Corp

5

.000

12/15/54

363,732‌

625,000

Avangrid,

Inc

3

.800

06/01/29

610,561‌

150,000

Avista

Corp

4

.350

06/01/48

122,570‌

550,000

Avista

Corp

4

.000

04/01/52

405,234‌

1,500,000

Baltimore

Gas

and

Electric

Co

2

.250

06/15/31

1,331,605‌

1,000,000

Baltimore

Gas

and

Electric

Co

5

.300

06/01/34

1,023,579‌

1,000,000

Baltimore

Gas

and

Electric

Co

5

.450

06/01/35

1,024,987‌

150,000

Baltimore

Gas

and

Electric

Co

3

.500

08/15/46

110,068‌

200,000

Baltimore

Gas

and

Electric

Co

3

.750

08/15/47

151,504‌

200,000

Baltimore

Gas

and

Electric

Co

4

.250

09/15/48

162,277‌

500,000

Baltimore

Gas

and

Electric

Co

3

.200

09/15/49

339,021‌

775,000

Baltimore

Gas

and

Electric

Co

2

.900

06/15/50

484,589‌

500,000

Baltimore

Gas

and

Electric

Co

4

.550

06/01/52

418,737‌

500,000

Baltimore

Gas

and

Electric

Co

5

.400

06/01/53

476,822‌

500,000

Baltimore

Gas

and

Electric

Co

5

.650

06/01/54

495,518‌

175,000

Berkshire

Hathaway

Energy

Co

3

.250

04/15/28

171,269‌

2,500,000

Berkshire

Hathaway

Energy

Co

1

.650

05/15/31

2,129,344‌

950,000

Berkshire

Hathaway

Energy

Co

6

.125

04/01/36

1,021,720‌

1,032,000

Berkshire

Hathaway

Energy

Co

5

.950

05/15/37

1,098,148‌

725,000

Berkshire

Hathaway

Energy

Co

5

.150

11/15/43

680,726‌

975,000

Berkshire

Hathaway

Energy

Co

4

.500

02/01/45

838,090‌

1,250,000

Berkshire

Hathaway

Energy

Co

3

.800

07/15/48

943,435‌

1,025,000

Berkshire

Hathaway

Energy

Co

4

.450

01/15/49

847,353‌

2,500,000

Berkshire

Hathaway

Energy

Co

2

.850

05/15/51

1,531,002‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5

.000

02/21/30

1,024,483‌

550,000

Black

Hills

Corp

2

.500

06/15/30

494,872‌

300,000

Black

Hills

Corp

4

.350

05/01/33

281,705‌

1,000,000

Black

Hills

Corp

6

.150

05/15/34

1,049,251‌

1,000,000

Black

Hills

Corp

6

.000

01/15/35

1,037,143‌

200,000

Black

Hills

Corp

4

.200

09/15/46

157,681‌

200,000

CenterPoint

Energy

Houston

Electric

LLC

2

.400

09/01/26

195,580‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3

.000

02/01/27

294,064‌

1,500,000

CenterPoint

Energy

Houston

Electric

LLC

5

.200

10/01/28

1,546,302‌

1,000,000

CenterPoint

Energy

Houston

Electric

LLC

4

.800

03/15/30

1,017,747‌

275,000

CenterPoint

Energy

Houston

Electric

LLC

2

.350

04/01/31

244,422‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

6

.950

03/15/33

112,523‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

4

.950

04/01/33

502,036‌

1,000,000

CenterPoint

Energy

Houston

Electric

LLC

5

.150

03/01/34

1,008,709‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

5

.050

03/01/35

499,386‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3

.950

03/01/48

234,241‌

150,000

CenterPoint

Energy

Houston

Electric

LLC

2

.900

07/01/50

96,045‌

875,000

CenterPoint

Energy

Houston

Electric

LLC

3

.350

04/01/51

610,471‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

3

.600

03/01/52

359,612‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

5

.300

04/01/53

94,984‌

1,000,000

CenterPoint

Energy

Resources

Corp

5

.250

03/01/28

1,024,153‌

200,000

CenterPoint

Energy

Resources

Corp

4

.000

04/01/28

198,338‌

575,000

CenterPoint

Energy

Resources

Corp

1

.750

10/01/30

500,598‌

500,000

CenterPoint

Energy

Resources

Corp

4

.400

07/01/32

485,550‌

86,000

CenterPoint

Energy

Resources

Corp

5

.400

03/01/33

88,341‌

95

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

1,000,000

CenterPoint

Energy

Resources

Corp

5

.400

%

07/01/34

$

1,016,532‌

929,000

CenterPoint

Energy,

Inc

5

.400

06/01/29

960,184‌

750,000

CenterPoint

Energy,

Inc

2

.950

03/01/30

698,397‌

1,000,000

CenterPoint

Energy,

Inc

2

.650

06/01/31

891,577‌

500,000

CenterPoint

Energy,

Inc

6

.850

02/15/55

517,281‌

500,000

CenterPoint

Energy,

Inc

7

.000

02/15/55

523,310‌

500,000

CenterPoint

Energy,

Inc

6

.700

05/15/55

504,599‌

89,000

Cleco

Corporate

Holdings

LLC

3

.743

05/01/26

88,370‌

300,000

Cleco

Corporate

Holdings

LLC

3

.375

09/15/29

278,941‌

200,000

Cleco

Corporate

Holdings

LLC

4

.973

05/01/46

171,715‌

1,000,000

Cleco

Securitization

I

LLC

4

.646

09/01/42

950,081‌

790,000

CMS

Energy

Corp

3

.450

08/15/27

775,598‌

1,000,000

CMS

Energy

Corp

3

.750

12/01/50

898,868‌

425,000

CMS

Energy

Corp

6

.500

06/01/55

426,017‌

500,000

Commonwealth

Edison

Co

2

.200

03/01/30

455,273‌

1,000,000

Commonwealth

Edison

Co

3

.150

03/15/32

911,589‌

1,000,000

Commonwealth

Edison

Co

4

.900

02/01/33

1,007,267‌

1,000,000

Commonwealth

Edison

Co

5

.300

06/01/34

1,028,843‌

200,000

Commonwealth

Edison

Co

3

.800

10/01/42

159,638‌

300,000

Commonwealth

Edison

Co

4

.700

01/15/44

267,226‌

100,000

Commonwealth

Edison

Co

3

.700

03/01/45

77,140‌

250,000

Commonwealth

Edison

Co

3

.650

06/15/46

189,000‌

400,000

Commonwealth

Edison

Co

3

.750

08/15/47

303,380‌

1,175,000

Commonwealth

Edison

Co

4

.000

03/01/48

929,291‌

1,300,000

Commonwealth

Edison

Co

4

.000

03/01/49

1,013,310‌

500,000

Commonwealth

Edison

Co

3

.200

11/15/49

337,654‌

500,000

Commonwealth

Edison

Co

3

.000

03/01/50

323,988‌

1,000,000

Commonwealth

Edison

Co

3

.125

03/15/51

660,746‌

500,000

Commonwealth

Edison

Co

2

.750

09/01/51

302,250‌

500,000

Commonwealth

Edison

Co

5

.300

02/01/53

473,596‌

500,000

Commonwealth

Edison

Co

5

.650

06/01/54

495,417‌

175,000

Commonwealth

Edison

Co

5

.950

06/01/55

181,197‌

1,000,000

Connecticut

Light

and

Power

Co

4

.950

01/15/30

1,023,449‌

500,000

Connecticut

Light

and

Power

Co

2

.050

07/01/31

436,046‌

1,000,000

Connecticut

Light

and

Power

Co

4

.900

07/01/33

998,675‌

1,000,000

Connecticut

Light

and

Power

Co

4

.950

08/15/34

999,648‌

400,000

Connecticut

Light

and

Power

Co

4

.300

04/15/44

337,687‌

250,000

Connecticut

Light

and

Power

Co

4

.150

06/01/45

203,742‌

775,000

Connecticut

Light

and

Power

Co

4

.000

04/01/48

608,009‌

500,000

Connecticut

Light

and

Power

Co

5

.250

01/15/53

466,637‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.800

05/15/28

198,553‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.000

12/01/28

298,825‌

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.350

04/01/30

96,106‌

500,000

Consolidated

Edison

Co

of

New

York,

Inc

2

.400

06/15/31

448,510‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.200

03/01/33

1,030,089‌

750,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.500

03/15/34

779,927‌

1,500,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.375

05/15/34

1,548,247‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.125

03/15/35

1,012,807‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.200

03/15/42

168,975‌

550,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.950

03/01/43

447,403‌

725,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.450

03/15/44

624,390‌

150,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.500

12/01/45

128,412‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.850

06/15/46

309,028‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.875

06/15/47

307,687‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.650

12/01/48

254,675‌

500,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.125

05/15/49

394,557‌

700,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.950

04/01/50

545,687‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.200

12/01/51

662,715‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

6

.150

11/15/52

1,054,566‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.900

11/15/53

306,111‌

800,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.700

05/15/54

798,627‌

850,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.625

12/01/54

716,319‌

Bond

Index

Fund

96

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

500,000

Consolidated

Edison

Co

of

New

York,

Inc

5

.500

%

03/15/55

$

484,619‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.300

12/01/56

157,482‌

1,300,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.000

11/15/57

965,454‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

4

.500

05/15/58

325,218‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.700

11/15/59

693,313‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.000

12/01/60

590,331‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.600

06/15/61

679,690‌

750,000

Constellation

Energy

Generation

LLC

5

.600

03/01/28

775,945‌

750,000

Constellation

Energy

Generation

LLC

5

.800

03/01/33

793,056‌

1,000,000

Constellation

Energy

Generation

LLC

6

.125

01/15/34

1,076,915‌

900,000

Constellation

Energy

Generation

LLC

6

.250

10/01/39

960,773‌

625,000

Constellation

Energy

Generation

LLC

5

.600

06/15/42

608,114‌

1,000,000

Constellation

Energy

Generation

LLC

6

.500

10/01/53

1,073,135‌

1,000,000

Constellation

Energy

Generation

LLC

5

.750

03/15/54

979,627‌

500,000

Consumers

Energy

Co

4

.650

03/01/28

506,828‌

250,000

Consumers

Energy

Co

3

.800

11/15/28

248,078‌

1,000,000

Consumers

Energy

Co

4

.900

02/15/29

1,020,847‌

300,000

Consumers

Energy

Co

4

.600

05/30/29

303,084‌

1,000,000

Consumers

Energy

Co

4

.700

01/15/30

1,014,650‌

275,000

Consumers

Energy

Co

3

.600

08/15/32

255,701‌

500,000

Consumers

Energy

Co

4

.625

05/15/33

495,102‌

500,000

Consumers

Energy

Co

5

.050

05/15/35

503,462‌

600,000

Consumers

Energy

Co

3

.950

07/15/47

476,516‌

600,000

Consumers

Energy

Co

4

.050

05/15/48

481,169‌

350,000

Consumers

Energy

Co

4

.350

04/15/49

295,993‌

500,000

Consumers

Energy

Co

3

.750

02/15/50

378,775‌

500,000

Consumers

Energy

Co

3

.100

08/15/50

335,228‌

150,000

Consumers

Energy

Co

3

.500

08/01/51

110,522‌

287,000

Consumers

Energy

Co

2

.650

08/15/52

174,909‌

500,000

Consumers

Energy

Co

4

.200

09/01/52

408,838‌

300,000

Dayton

Power

&

Light

Co

3

.950

06/15/49

221,673‌

200,000

Delmarva

Power

&

Light

Co

4

.150

05/15/45

164,207‌

925,000

Dominion

Energy

South

Carolina,

Inc

2

.300

12/01/31

809,608‌

50,000

Dominion

Energy

South

Carolina,

Inc

5

.300

05/15/33

51,243‌

900,000

Dominion

Energy

South

Carolina,

Inc

5

.300

01/15/35

920,097‌

125,000

Dominion

Energy

South

Carolina,

Inc

5

.450

02/01/41

123,154‌

800,000

Dominion

Energy

South

Carolina,

Inc

4

.600

06/15/43

709,278‌

750,000

Dominion

Energy

South

Carolina,

Inc

6

.250

10/15/53

810,159‌

1,000,000

Dominion

Energy,

Inc

1

.450

04/15/26

976,040‌

775,000

Dominion

Energy,

Inc

3

.600

03/15/27

766,563‌

1,000,000

Dominion

Energy,

Inc

4

.600

05/15/28

1,006,588‌

500,000

Dominion

Energy,

Inc

4

.250

06/01/28

499,273‌

303,000

Dominion

Energy,

Inc

3

.375

04/01/30

287,949‌

1,000,000

Dominion

Energy,

Inc

5

.000

06/15/30

1,020,550‌

500,000

Dominion

Energy,

Inc

2

.250

08/15/31

437,187‌

500,000

Dominion

Energy,

Inc

4

.350

08/15/32

479,944‌

1,000,000

Dominion

Energy,

Inc

5

.375

11/15/32

1,024,980‌

1,000,000

Dominion

Energy,

Inc

5

.450

03/15/35

1,008,493‌

475,000

Dominion

Energy,

Inc

3

.300

04/15/41

350,594‌

200,000

Dominion

Energy,

Inc

4

.700

12/01/44

171,432‌

500,000

Dominion

Energy,

Inc

4

.600

03/15/49

409,693‌

500,000

Dominion

Energy,

Inc

4

.850

08/15/52

422,444‌

1,200,000

Dominion

Energy,

Inc

7

.000

06/01/54

1,287,518‌

1,050,000

Dominion

Energy,

Inc

6

.875

02/01/55

1,104,583‌

1,000,000

Dominion

Energy,

Inc

6

.625

05/15/55

1,014,873‌

500,000

DTE

Electric

Co

1

.900

04/01/28

471,791‌

1,500,000

DTE

Electric

Co

3

.000

03/01/32

1,362,623‌

1,000,000

DTE

Electric

Co

5

.200

04/01/33

1,027,473‌

1,000,000

DTE

Electric

Co

5

.200

03/01/34

1,021,179‌

200,000

DTE

Electric

Co

4

.000

04/01/43

163,599‌

100,000

DTE

Electric

Co

3

.700

06/01/46

76,109‌

500,000

DTE

Electric

Co

3

.750

08/15/47

380,486‌

97

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

1,000,000

DTE

Electric

Co

4

.050

%

05/15/48

$

805,351‌

525,000

DTE

Electric

Co

3

.950

03/01/49

412,033‌

1,000,000

DTE

Electric

Co

2

.950

03/01/50

650,069‌

400,000

DTE

Electric

Co

3

.250

04/01/51

273,226‌

450,000

DTE

Electric

Co

3

.650

03/01/52

330,725‌

870,768

DTE

Electric

Securitization

Funding

II

LLC

5

.970

03/01/32

912,195‌

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

6

.090

09/01/37

1,079,660‌

1,000,000

DTE

Energy

Co

5

.100

03/01/29

1,019,697‌

327,000

DTE

Energy

Co

3

.400

06/15/29

313,769‌

500,000

DTE

Energy

Co

2

.950

03/01/30

466,717‌

1,000,000

DTE

Energy

Co

5

.200

04/01/30

1,023,285‌

1,000,000

DTE

Energy

Co

5

.850

06/01/34

1,046,029‌

500,000

DTE

Energy

Co

5

.250

05/15/35

509,136‌

100,000

DTE

Energy

Co

5

.850

05/15/55

102,381‌

200,000

Duke

Energy

Carolinas

LLC

2

.950

12/01/26

196,738‌

500,000

Duke

Energy

Carolinas

LLC

3

.950

11/15/28

498,783‌

500,000

Duke

Energy

Carolinas

LLC

2

.450

08/15/29

466,364‌

1,500,000

Duke

Energy

Carolinas

LLC

4

.850

03/15/30

1,532,978‌

1,500,000

Duke

Energy

Carolinas

LLC

2

.550

04/15/31

1,357,334‌

375,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

336,405‌

1,300,000

Duke

Energy

Carolinas

LLC

4

.950

01/15/33

1,322,742‌

1,000,000

Duke

Energy

Carolinas

LLC

4

.850

01/15/34

998,431‌

1,000,000

Duke

Energy

Carolinas

LLC

5

.250

03/15/35

1,022,686‌

125,000

Duke

Energy

Carolinas

LLC

5

.300

02/15/40

124,932‌

300,000

Duke

Energy

Carolinas

LLC

3

.750

06/01/45

232,817‌

200,000

Duke

Energy

Carolinas

LLC

3

.875

03/15/46

156,063‌

1,250,000

Duke

Energy

Carolinas

LLC

3

.700

12/01/47

940,357‌

1,500,000

Duke

Energy

Carolinas

LLC

3

.950

03/15/48

1,170,501‌

1,000,000

Duke

Energy

Carolinas

LLC

3

.200

08/15/49

675,657‌

1,500,000

Duke

Energy

Carolinas

LLC

3

.450

04/15/51

1,062,250‌

1,000,000

Duke

Energy

Carolinas

LLC

5

.350

01/15/53

958,811‌

1,000,000

Duke

Energy

Carolinas

LLC

5

.400

01/15/54

961,729‌

1,700,000

Duke

Energy

Corp

2

.650

09/01/26

1,668,069‌

350,000

Duke

Energy

Corp

3

.150

08/15/27

342,907‌

1,000,000

Duke

Energy

Corp

5

.000

12/08/27

1,017,954‌

1,000,000

Duke

Energy

Corp

4

.300

03/15/28

1,001,234‌

1,000,000

Duke

Energy

Corp

4

.850

01/05/29

1,015,707‌

1,000,000

Duke

Energy

Corp

2

.450

06/01/30

907,439‌

1,000,000

Duke

Energy

Corp

2

.550

06/15/31

891,037‌

1,000,000

Duke

Energy

Corp

5

.750

09/15/33

1,050,299‌

500,000

Duke

Energy

Corp

5

.450

06/15/34

513,540‌

1,000,000

Duke

Energy

Corp

3

.300

06/15/41

750,197‌

300,000

Duke

Energy

Corp

4

.800

12/15/45

259,793‌

1,975,000

Duke

Energy

Corp

3

.750

09/01/46

1,462,381‌

500,000

Duke

Energy

Corp

4

.200

06/15/49

388,420‌

1,000,000

Duke

Energy

Corp

3

.500

06/15/51

686,761‌

500,000

Duke

Energy

Corp

5

.000

08/15/52

438,352‌

1,000,000

Duke

Energy

Corp

6

.100

09/15/53

1,017,086‌

500,000

Duke

Energy

Corp

5

.800

06/15/54

488,198‌

225,000

Duke

Energy

Corp

6

.450

09/01/54

231,258‌

750,000

Duke

Energy

Corp

3

.250

01/15/82

719,702‌

1,200,000

Duke

Energy

Florida

LLC

3

.200

01/15/27

1,184,512‌

1,000,000

Duke

Energy

Florida

LLC

2

.400

12/15/31

884,731‌

375,000

Duke

Energy

Florida

LLC

6

.400

06/15/38

411,143‌

500,000

Duke

Energy

Florida

LLC

3

.400

10/01/46

358,065‌

300,000

Duke

Energy

Florida

LLC

4

.200

07/15/48

240,319‌

1,000,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

631,553‌

1,000,000

Duke

Energy

Florida

LLC

5

.950

11/15/52

1,026,559‌

1,000,000

Duke

Energy

Indiana

LLC

5

.250

03/01/34

1,022,346‌

300,000

Duke

Energy

Indiana

LLC

3

.750

05/15/46

227,225‌

500,000

Duke

Energy

Indiana

LLC

3

.250

10/01/49

339,180‌

275,000

Duke

Energy

Indiana

LLC

2

.750

04/01/50

169,415‌

Bond

Index

Fund

98

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

500,000

Duke

Energy

Indiana

LLC

5

.400

%

04/01/53

$

476,315‌

1,000,000

Duke

Energy

Indiana

LLC

5

.900

05/15/55

1,027,848‌

200,000

Duke

Energy

Ohio,

Inc

3

.650

02/01/29

196,153‌

25,000

Duke

Energy

Ohio,

Inc

2

.125

06/01/30

22,510‌

750,000

Duke

Energy

Ohio,

Inc

5

.250

04/01/33

772,414‌

1,000,000

Duke

Energy

Ohio,

Inc

5

.300

06/15/35

1,015,370‌

200,000

Duke

Energy

Ohio,

Inc

3

.700

06/15/46

149,356‌

200,000

Duke

Energy

Ohio,

Inc

4

.300

02/01/49

160,693‌

500,000

Duke

Energy

Ohio,

Inc

5

.650

04/01/53

492,471‌

500,000

Duke

Energy

Ohio,

Inc

5

.550

03/15/54

488,465‌

300,000

Duke

Energy

Progress

LLC

3

.700

09/01/28

296,318‌

1,357,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

1,320,146‌

1,500,000

Duke

Energy

Progress

LLC

2

.000

08/15/31

1,302,266‌

750,000

Duke

Energy

Progress

LLC

5

.250

03/15/33

774,267‌

1,000,000

Duke

Energy

Progress

LLC

5

.100

03/15/34

1,014,155‌

1,000,000

Duke

Energy

Progress

LLC

5

.050

03/15/35

1,004,237‌

400,000

Duke

Energy

Progress

LLC

4

.375

03/30/44

338,779‌

500,000

Duke

Energy

Progress

LLC

4

.150

12/01/44

407,713‌

300,000

Duke

Energy

Progress

LLC

4

.200

08/15/45

246,719‌

500,000

Duke

Energy

Progress

LLC

3

.700

10/15/46

377,408‌

200,000

Duke

Energy

Progress

LLC

3

.600

09/15/47

146,518‌

600,000

Duke

Energy

Progress

LLC

2

.500

08/15/50

347,156‌

500,000

Duke

Energy

Progress

LLC

2

.900

08/15/51

310,771‌

750,000

Duke

Energy

Progress

LLC

5

.350

03/15/53

713,175‌

500,000

Duke

Energy

Progress

LLC

5

.550

03/15/55

488,718‌

1,000,000

Eastern

Energy

Gas

Holdings

LLC

5

.800

01/15/35

1,040,618‌

1,000,000

Eastern

Energy

Gas

Holdings

LLC

6

.200

01/15/55

1,033,384‌

300,000

Edison

International

4

.125

03/15/28

289,587‌

1,000,000

Edison

International

5

.250

11/15/28

989,814‌

1,000,000

Edison

International

5

.450

06/15/29

989,078‌

500,000

(a)

Edison

International

6

.950

11/15/29

519,756‌

1,000,000

Edison

International

6

.250

03/15/30

1,015,660‌

1,000,000

(a)

Edison

International

5

.250

03/15/32

948,603‌

200,000

El

Paso

Electric

Co

5

.000

12/01/44

174,997‌

2,000,000

Emera

US

Finance

LP

2

.639

06/15/31

1,756,048‌

625,000

Emera

US

Finance

LP

4

.750

06/15/46

519,627‌

400,000

Enel

Americas

S.A.

4

.000

10/25/26

396,815‌

675,000

Enel

Chile

S.A.

4

.875

06/12/28

677,655‌

500,000

Entergy

Arkansas

LLC

5

.300

09/15/33

513,208‌

800,000

Entergy

Arkansas

LLC

5

.450

06/01/34

823,842‌

200,000

Entergy

Arkansas

LLC

4

.200

04/01/49

159,123‌

425,000

Entergy

Arkansas

LLC

2

.650

06/15/51

248,708‌

500,000

Entergy

Arkansas

LLC

5

.750

06/01/54

495,243‌

625,000

Entergy

Corp

2

.400

06/15/31

552,044‌

500,000

Entergy

Corp

3

.750

06/15/50

355,672‌

650,000

Entergy

Corp

7

.125

12/01/54

672,527‌

500,000

Entergy

Louisiana

LLC

1

.600

12/15/30

432,354‌

1,000,000

Entergy

Louisiana

LLC

2

.350

06/15/32

862,271‌

500,000

Entergy

Louisiana

LLC

4

.000

03/15/33

471,246‌

1,000,000

Entergy

Louisiana

LLC

5

.350

03/15/34

1,025,733‌

500,000

Entergy

Louisiana

LLC

5

.150

09/15/34

502,846‌

500,000

Entergy

Louisiana

LLC

3

.100

06/15/41

367,303‌

300,000

Entergy

Louisiana

LLC

4

.200

09/01/48

238,951‌

300,000

Entergy

Louisiana

LLC

4

.200

04/01/50

237,971‌

500,000

Entergy

Louisiana

LLC

4

.750

09/15/52

432,363‌

1,000,000

Entergy

Louisiana

LLC

5

.700

03/15/54

986,798‌

325,000

Entergy

Louisiana

LLC

5

.800

03/15/55

325,038‌

800,000

Entergy

Mississippi

LLC

3

.850

06/01/49

589,082‌

475,000

Entergy

Mississippi

LLC

3

.500

06/01/51

326,753‌

500,000

Entergy

Mississippi

LLC

5

.850

06/01/54

501,132‌

500,000

Entergy

Mississippi

LLC

5

.800

04/15/55

500,284‌

575,000

Entergy

Texas,

Inc

1

.750

03/15/31

495,983‌

99

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

1,000,000

Entergy

Texas,

Inc

5

.250

%

04/15/35

$

1,008,158‌

200,000

Entergy

Texas,

Inc

4

.500

03/30/39

181,521‌

700,000

Entergy

Texas,

Inc

3

.550

09/30/49

488,932‌

1,000,000

Entergy

Texas,

Inc

5

.800

09/01/53

985,539‌

1,000,000

Entergy

Texas,

Inc

5

.550

09/15/54

953,870‌

775,000

Enterprise

Products

Operating

LLC

3

.700

01/31/51

559,589‌

1,500,000

Equitable

Holdings,

Inc

6

.700

03/28/55

1,535,799‌

125,000

Essential

Utilities,

Inc

3

.566

05/01/29

121,266‌

225,000

Essential

Utilities,

Inc

2

.704

04/15/30

207,171‌

1,000,000

Essential

Utilities,

Inc

2

.400

05/01/31

881,889‌

1,000,000

Essential

Utilities,

Inc

5

.375

01/15/34

1,013,102‌

200,000

Essential

Utilities,

Inc

4

.276

05/01/49

157,010‌

300,000

Essential

Utilities,

Inc

3

.351

04/15/50

198,085‌

500,000

Essential

Utilities,

Inc

5

.300

05/01/52

454,999‌

500,000

Evergy

Kansas

Central,

Inc

5

.900

11/15/33

530,063‌

500,000

Evergy

Kansas

Central,

Inc

5

.250

03/15/35

505,501‌

500,000

Evergy

Kansas

Central,

Inc

4

.125

03/01/42

414,231‌

175,000

Evergy

Kansas

Central,

Inc

4

.100

04/01/43

143,319‌

375,000

Evergy

Kansas

Central,

Inc

3

.250

09/01/49

250,217‌

425,000

Evergy

Kansas

Central,

Inc

3

.450

04/15/50

293,971‌

500,000

Evergy

Kansas

Central,

Inc

5

.700

03/15/53

492,686‌

150,000

Evergy

Metro,

Inc

2

.250

06/01/30

135,423‌

500,000

Evergy

Metro,

Inc

5

.400

04/01/34

511,449‌

100,000

Evergy

Metro,

Inc

5

.300

10/01/41

96,026‌

650,000

Evergy

Metro,

Inc

4

.200

06/15/47

520,356‌

100,000

Evergy

Metro,

Inc

4

.200

03/15/48

79,655‌

300,000

Evergy

Metro,

Inc

4

.125

04/01/49

232,857‌

750,000

Evergy,

Inc

2

.900

09/15/29

704,258‌

500,000

Evergy,

Inc

6

.650

06/01/55

507,617‌

200,000

Eversource

Energy

3

.300

01/15/28

194,709‌

1,000,000

Eversource

Energy

5

.450

03/01/28

1,025,792‌

300,000

Eversource

Energy

4

.250

04/01/29

297,073‌

100,000

Eversource

Energy

1

.650

08/15/30

86,797‌

1,000,000

Eversource

Energy

2

.550

03/15/31

888,941‌

500,000

Eversource

Energy

5

.850

04/15/31

525,959‌

1,000,000

Eversource

Energy

3

.375

03/01/32

910,853‌

500,000

Eversource

Energy

5

.500

01/01/34

509,179‌

500,000

Eversource

Energy

5

.950

07/15/34

523,213‌

600,000

Eversource

Energy

3

.450

01/15/50

419,664‌

500,000

Exelon

Corp

5

.125

03/15/31

512,153‌

1,000,000

Exelon

Corp

3

.350

03/15/32

922,458‌

750,000

Exelon

Corp

5

.300

03/15/33

768,548‌

1,000,000

Exelon

Corp

5

.450

03/15/34

1,026,029‌

500,000

Exelon

Corp

4

.950

06/15/35

485,868‌

975,000

Exelon

Corp

4

.450

04/15/46

806,274‌

100,000

Exelon

Corp

4

.700

04/15/50

84,302‌

500,000

Exelon

Corp

4

.100

03/15/52

383,330‌

500,000

Exelon

Corp

5

.600

03/15/53

480,505‌

500,000

Exelon

Corp

5

.875

03/15/55

498,878‌

475,000

Exelon

Corp

6

.500

03/15/55

483,154‌

3,000,000

FirstEnergy

Transmission

LLC

4

.550

01/15/30

3,001,510‌

2,500,000

FirstEnergy

Transmission

LLC

5

.000

01/15/35

2,473,094‌

750,000

Florida

Power

&

Light

Co

4

.400

05/15/28

755,602‌

425,000

Florida

Power

&

Light

Co

4

.625

05/15/30

430,575‌

1,000,000

Florida

Power

&

Light

Co

2

.450

02/03/32

881,869‌

750,000

Florida

Power

&

Light

Co

5

.100

04/01/33

766,548‌

150,000

Florida

Power

&

Light

Co

4

.800

05/15/33

150,386‌

2,000,000

Florida

Power

&

Light

Co

5

.300

06/15/34

2,061,470‌

100,000

Florida

Power

&

Light

Co

4

.125

02/01/42

84,954‌

200,000

Florida

Power

&

Light

Co

4

.050

06/01/42

168,998‌

450,000

Florida

Power

&

Light

Co

3

.800

12/15/42

364,999‌

400,000

Florida

Power

&

Light

Co

4

.050

10/01/44

330,095‌

Bond

Index

Fund

100

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

500,000

Florida

Power

&

Light

Co

3

.700

%

12/01/47

$

379,904‌

925,000

Florida

Power

&

Light

Co

3

.950

03/01/48

737,702‌

500,000

Florida

Power

&

Light

Co

4

.125

06/01/48

406,157‌

350,000

Florida

Power

&

Light

Co

3

.990

03/01/49

275,534‌

400,000

Florida

Power

&

Light

Co

3

.150

10/01/49

270,274‌

500,000

Florida

Power

&

Light

Co

2

.875

12/04/51

314,924‌

750,000

Florida

Power

&

Light

Co

5

.300

04/01/53

716,520‌

1,000,000

Florida

Power

&

Light

Co

5

.600

06/15/54

995,427‌

350,000

Florida

Power

&

Light

Co

5

.700

03/15/55

354,002‌

1,000,000

Florida

Power

&

Light

Co

5

.800

03/15/65

1,013,940‌

500,000

Georgia

Power

Co

4

.550

03/15/30

504,733‌

500,000

Georgia

Power

Co

4

.850

03/15/31

510,848‌

1,500,000

Georgia

Power

Co

4

.950

05/17/33

1,511,619‌

1,500,000

Georgia

Power

Co

5

.250

03/15/34

1,529,743‌

1,000,000

Georgia

Power

Co

5

.200

03/15/35

1,013,916‌

625,000

Georgia

Power

Co

4

.300

03/15/42

539,418‌

700,000

Georgia

Power

Co

4

.300

03/15/43

594,871‌

1,250,000

Georgia

Power

Co

3

.250

03/15/51

856,935‌

400,000

Iberdrola

International

BV

6

.750

07/15/36

453,513‌

425,000

Idaho

Power

Co

5

.500

03/15/53

406,997‌

1,000,000

Idaho

Power

Co

5

.800

04/01/54

1,008,630‌

1,000,000

Idaho

Power

Co

5

.700

03/15/55

981,896‌

225,000

Indiana

Michigan

Power

Co

4

.550

03/15/46

189,963‌

100,000

Indiana

Michigan

Power

Co

3

.750

07/01/47

74,323‌

300,000

Indiana

Michigan

Power

Co

4

.250

08/15/48

238,236‌

675,000

Indiana

Michigan

Power

Co

3

.250

05/01/51

441,409‌

500,000

Indiana

Michigan

Power

Co

5

.625

04/01/53

490,765‌

1,000,000

Ingersoll

Rand,

Inc

5

.700

06/15/54

990,121‌

325,000

Interstate

Power

and

Light

Co

3

.600

04/01/29

315,511‌

125,000

Interstate

Power

and

Light

Co

2

.300

06/01/30

112,567‌

1,000,000

Interstate

Power

and

Light

Co

5

.700

10/15/33

1,038,315‌

200,000

Interstate

Power

and

Light

Co

4

.950

09/30/34

196,039‌

475,000

Interstate

Power

and

Light

Co

5

.600

06/29/35

488,238‌

100,000

Interstate

Power

and

Light

Co

6

.250

07/15/39

106,033‌

100,000

Interstate

Power

and

Light

Co

3

.700

09/15/46

73,652‌

300,000

Interstate

Power

and

Light

Co

3

.500

09/30/49

211,042‌

1,000,000

Interstate

Power

and

Light

Co

3

.100

11/30/51

641,227‌

500,000

Interstate

Power

and

Light

Co

5

.450

09/30/54

480,092‌

100,000

IPALCO

Enterprises,

Inc

4

.250

05/01/30

96,014‌

500,000

IPALCO

Enterprises,

Inc

5

.750

04/01/34

502,288‌

100,000

ITC

Holdings

Corp

3

.250

06/30/26

98,729‌

900,000

ITC

Holdings

Corp

3

.350

11/15/27

880,769‌

750,000

Jersey

Central

Power

&

Light

Co

5

.100

01/15/35

747,783‌

1,490,728

Johnsonville

Aeroderivative

Combustion

Turbine

Generation

LLC

5

.078

10/01/54

1,416,486‌

1,000,000

Kentucky

Utilities

Co

5

.450

04/15/33

1,031,483‌

300,000

Kentucky

Utilities

Co

4

.375

10/01/45

251,461‌

400,000

Kentucky

Utilities

Co

3

.300

06/01/50

268,952‌

1,000,000

Louisville

Gas

and

Electric

Co

5

.450

04/15/33

1,033,844‌

300,000

Louisville

Gas

and

Electric

Co

4

.250

04/01/49

238,727‌

1,500,000

MidAmerican

Energy

Co

3

.100

05/01/27

1,475,467‌

575,000

MidAmerican

Energy

Co

3

.650

04/15/29

563,918‌

425,000

MidAmerican

Energy

Co

5

.350

01/15/34

440,397‌

200,000

MidAmerican

Energy

Co

4

.800

09/15/43

182,203‌

200,000

MidAmerican

Energy

Co

4

.400

10/15/44

171,045‌

200,000

MidAmerican

Energy

Co

4

.250

05/01/46

165,034‌

500,000

MidAmerican

Energy

Co

3

.950

08/01/47

394,615‌

1,000,000

MidAmerican

Energy

Co

3

.650

08/01/48

748,024‌

300,000

MidAmerican

Energy

Co

4

.250

07/15/49

243,956‌

300,000

MidAmerican

Energy

Co

3

.150

04/15/50

202,395‌

1,000,000

MidAmerican

Energy

Co

2

.700

08/01/52

619,007‌

400,000

MidAmerican

Energy

Co

5

.850

09/15/54

411,677‌

250,000

MidAmerican

Energy

Co

5

.300

02/01/55

237,798‌

101

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

500,000

Mississippi

Power

Co

3

.950

%

03/30/28

$

497,990‌

750,000

Mississippi

Power

Co

4

.250

03/15/42

639,611‌

1,000,000

Mississippi

Power

Co

3

.100

07/30/51

656,345‌

200,000

National

Fuel

Gas

Co

3

.950

09/15/27

196,883‌

200,000

National

Fuel

Gas

Co

4

.750

09/01/28

199,871‌

1,000,000

National

Fuel

Gas

Co

5

.500

03/15/30

1,027,724‌

1,100,000

National

Fuel

Gas

Co

2

.950

03/01/31

980,836‌

200,000

National

Fuel

Gas

Co

5

.950

03/15/35

204,433‌

1,000,000

National

Grid

plc

5

.602

06/12/28

1,035,384‌

1,000,000

National

Grid

plc

5

.809

06/12/33

1,051,003‌

1,000,000

National

Grid

plc

5

.418

01/11/34

1,027,321‌

250,000

National

Grid

USA

5

.803

04/01/35

255,984‌

1,000,000

Nevada

Power

Co

3

.700

05/01/29

978,786‌

500,000

Nevada

Power

Co

2

.400

05/01/30

458,489‌

500,000

Nevada

Power

Co

3

.125

08/01/50

316,888‌

500,000

Nevada

Power

Co

5

.900

05/01/53

496,609‌

1,000,000

Nevada

Power

Co

6

.000

03/15/54

1,016,661‌

1,000,000

Nevada

Power

Co

6

.250

05/15/55

995,153‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

1,013,462‌

2,500,000

NextEra

Energy

Capital

Holdings,

Inc

1

.900

06/15/28

2,335,993‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

1,016,030‌

300,000

NextEra

Energy

Capital

Holdings,

Inc

3

.500

04/01/29

290,536‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

2

.750

11/01/29

420,347‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5

.000

02/28/30

1,537,025‌

2,980,000

NextEra

Energy

Capital

Holdings,

Inc

2

.250

06/01/30

2,683,734‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

2

.440

01/15/32

867,655‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

5

.000

07/15/32

455,275‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5

.050

02/28/33

1,512,127‌

1,625,000

NextEra

Energy

Capital

Holdings,

Inc

5

.250

03/15/34

1,640,374‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3

.000

01/15/52

626,329‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5

.250

02/28/53

923,253‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6

.750

06/15/54

1,556,205‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6

.700

09/01/54

1,545,687‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

6

.375

08/15/55

1,021,156‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

6

.500

08/15/55

1,022,201‌

1,700,000

NextEra

Energy

Capital

Holdings,

Inc

5

.650

05/01/79

1,693,492‌

1,000,000

NiSource,

Inc

3

.490

05/15/27

984,585‌

1,500,000

NiSource,

Inc

5

.250

03/30/28

1,535,591‌

750,000

NiSource,

Inc

5

.200

07/01/29

769,936‌

750,000

NiSource,

Inc

2

.950

09/01/29

707,555‌

200,000

NiSource,

Inc

3

.600

05/01/30

191,835‌

800,000

NiSource,

Inc

1

.700

02/15/31

684,946‌

1,000,000

NiSource,

Inc

5

.400

06/30/33

1,022,708‌

1,000,000

NiSource,

Inc

5

.350

04/01/34

1,016,635‌

1,000,000

NiSource,

Inc

5

.350

07/15/35

1,008,203‌

77,000

NiSource,

Inc

5

.950

06/15/41

78,337‌

700,000

NiSource,

Inc

5

.250

02/15/43

652,949‌

450,000

NiSource,

Inc

4

.800

02/15/44

397,191‌

815,000

NiSource,

Inc

5

.650

02/01/45

794,806‌

350,000

NiSource,

Inc

4

.375

05/15/47

287,736‌

500,000

NiSource,

Inc

3

.950

03/30/48

385,860‌

200,000

NiSource,

Inc

5

.000

06/15/52

176,872‌

750,000

NiSource,

Inc

6

.950

11/30/54

780,726‌

750,000

NiSource,

Inc

6

.375

03/31/55

754,239‌

750,000

NiSource,

Inc

5

.850

04/01/55

742,130‌

300,000

Northern

States

Power

Co

2

.250

04/01/31

270,298‌

425,000

Northern

States

Power

Co

5

.350

11/01/39

430,034‌

175,000

Northern

States

Power

Co

3

.600

05/15/46

131,878‌

1,950,000

Northern

States

Power

Co

3

.600

09/15/47

1,457,062‌

325,000

Northern

States

Power

Co

2

.900

03/01/50

211,543‌

467,000

Northern

States

Power

Co

2

.600

06/01/51

281,873‌

500,000

Northern

States

Power

Co

3

.200

04/01/52

339,984‌

Bond

Index

Fund

102

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

400,000

Northern

States

Power

Co

4

.500

%

06/01/52

$

339,586‌

500,000

Northern

States

Power

Co

5

.100

05/15/53

460,912‌

1,000,000

Northern

States

Power

Co

5

.400

03/15/54

964,070‌

500,000

Northern

States

Power

Co

5

.650

06/15/54

502,980‌

500,000

Northern

States

Power

Co

5

.650

05/15/55

499,078‌

1,000,000

Northwest

Natural

Holding

Co

7

.000

09/15/55

1,011,539‌

200,000

NorthWestern

Corp

4

.176

11/15/44

162,242‌

500,000

NSTAR

Electric

Co

4

.850

03/01/30

508,403‌

1,000,000

NSTAR

Electric

Co

1

.950

08/15/31

864,289‌

1,000,000

NSTAR

Electric

Co

5

.400

06/01/34

1,024,464‌

500,000

NSTAR

Electric

Co

5

.200

03/01/35

503,379‌

500,000

NSTAR

Electric

Co

3

.100

06/01/51

326,316‌

350,000

NSTAR

Electric

Co

4

.550

06/01/52

291,060‌

1,500,000

Nutrien

Ltd

5

.250

03/12/32

1,529,638‌

500,000

Oglethorpe

Power

Corp

4

.500

04/01/47

408,999‌

500,000

Oglethorpe

Power

Corp

5

.050

10/01/48

441,768‌

750,000

Oglethorpe

Power

Corp

3

.750

08/01/50

523,447‌

500,000

Oglethorpe

Power

Corp

5

.250

09/01/50

445,670‌

500,000

Oglethorpe

Power

Corp

6

.200

12/01/53

510,764‌

1,000,000

Oglethorpe

Power

Corp

5

.800

06/01/54

974,067‌

550,000

Oglethorpe

Power

Corp

5

.900

02/01/55

540,493‌

1,000,000

Ohio

Power

Co

1

.625

01/15/31

848,830‌

750,000

Ohio

Power

Co

5

.650

06/01/34

770,218‌

500,000

Ohio

Power

Co

4

.150

04/01/48

386,354‌

1,500,000

Ohio

Power

Co

4

.000

06/01/49

1,136,827‌

500,000

Ohio

Power

Co

2

.900

10/01/51

305,300‌

100,000

Oklahoma

Gas

and

Electric

Co

3

.250

04/01/30

94,887‌

500,000

Oklahoma

Gas

and

Electric

Co

5

.400

01/15/33

516,628‌

200,000

Oklahoma

Gas

and

Electric

Co

4

.150

04/01/47

158,688‌

200,000

Oklahoma

Gas

and

Electric

Co

3

.850

08/15/47

152,156‌

1,000,000

Oklahoma

Gas

and

Electric

Co

5

.600

04/01/53

973,958‌

1,000,000

Oklahoma

Gas

and

Electric

Co

5

.800

04/01/55

997,874‌

750,000

Oncor

Electric

Delivery

Co

LLC

3

.700

11/15/28

738,186‌

1,500,000

Oncor

Electric

Delivery

Co

LLC

5

.750

03/15/29

1,571,657‌

425,000

Oncor

Electric

Delivery

Co

LLC

4

.150

06/01/32

410,107‌

500,000

Oncor

Electric

Delivery

Co

LLC

4

.550

09/15/32

493,679‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

5

.650

11/15/33

1,050,915‌

1,000,000

(c)

Oncor

Electric

Delivery

Co

LLC

5

.350

04/01/35

1,018,704‌

100,000

Oncor

Electric

Delivery

Co

LLC

5

.250

09/30/40

98,204‌

550,000

Oncor

Electric

Delivery

Co

LLC

4

.550

12/01/41

483,444‌

56,000

Oncor

Electric

Delivery

Co

LLC

5

.300

06/01/42

53,520‌

300,000

Oncor

Electric

Delivery

Co

LLC

3

.750

04/01/45

230,603‌

400,000

Oncor

Electric

Delivery

Co

LLC

3

.800

09/30/47

300,230‌

200,000

Oncor

Electric

Delivery

Co

LLC

4

.100

11/15/48

157,342‌

500,000

Oncor

Electric

Delivery

Co

LLC

3

.800

06/01/49

371,152‌

500,000

Oncor

Electric

Delivery

Co

LLC

3

.100

09/15/49

327,602‌

200,000

Oncor

Electric

Delivery

Co

LLC

3

.700

05/15/50

145,567‌

550,000

Oncor

Electric

Delivery

Co

LLC

2

.700

11/15/51

323,320‌

2,000,000

Oncor

Electric

Delivery

Co

LLC

4

.950

09/15/52

1,773,206‌

164,000

Oncor

Electric

Delivery

Co

LLC

5

.350

10/01/52

153,599‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

5

.550

06/15/54

967,653‌

1,000,000

(c)

Oncor

Electric

Delivery

Co

LLC

5

.800

04/01/55

1,004,329‌

1,000,000

ONE

Gas,

Inc

5

.100

04/01/29

1,024,180‌

100,000

ONE

Gas,

Inc

2

.000

05/15/30

89,606‌

500,000

ONE

Gas,

Inc

4

.250

09/01/32

482,794‌

100,000

ONE

Gas,

Inc

4

.658

02/01/44

87,945‌

500,000

ONE

Gas,

Inc

4

.500

11/01/48

417,126‌

1,000,000

ONEOK,

Inc

5

.650

09/01/34

1,012,599‌

1,000,000

ONEOK,

Inc

5

.450

06/01/47

887,419‌

500,000

Pacific

Gas

and

Electric

Co

5

.450

06/15/27

505,787‌

1,000,000

Pacific

Gas

and

Electric

Co

2

.100

08/01/27

947,096‌

1,000,000

Pacific

Gas

and

Electric

Co

5

.000

06/04/28

1,003,012‌

103

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

750,000

Pacific

Gas

and

Electric

Co

3

.000

%

06/15/28

$

712,275‌

500,000

Pacific

Gas

and

Electric

Co

6

.100

01/15/29

518,027‌

1,000,000

Pacific

Gas

and

Electric

Co

4

.200

03/01/29

975,891‌

2,000,000

Pacific

Gas

and

Electric

Co

4

.550

07/01/30

1,952,046‌

3,000,000

Pacific

Gas

and

Electric

Co

2

.500

02/01/31

2,604,154‌

2,000,000

Pacific

Gas

and

Electric

Co

3

.250

06/01/31

1,794,800‌

1,000,000

Pacific

Gas

and

Electric

Co

4

.400

03/01/32

936,008‌

500,000

Pacific

Gas

and

Electric

Co

5

.900

06/15/32

510,306‌

500,000

Pacific

Gas

and

Electric

Co

6

.150

01/15/33

514,977‌

1,500,000

Pacific

Gas

and

Electric

Co

6

.400

06/15/33

1,567,968‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.950

03/15/34

1,076,492‌

750,000

Pacific

Gas

and

Electric

Co

5

.800

05/15/34

749,849‌

750,000

Pacific

Gas

and

Electric

Co

5

.700

03/01/35

743,190‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.000

08/15/35

1,011,217‌

750,000

Pacific

Gas

and

Electric

Co

4

.500

07/01/40

624,944‌

1,000,000

Pacific

Gas

and

Electric

Co

3

.300

08/01/40

715,396‌

1,500,000

Pacific

Gas

and

Electric

Co

4

.200

06/01/41

1,153,561‌

1,200,000

Pacific

Gas

and

Electric

Co

4

.950

07/01/50

967,209‌

1,800,000

Pacific

Gas

and

Electric

Co

3

.500

08/01/50

1,154,132‌

1,000,000

Pacific

Gas

and

Electric

Co

5

.250

03/01/52

832,020‌

2,000,000

Pacific

Gas

and

Electric

Co

6

.750

01/15/53

2,012,291‌

400,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

401,084‌

1,500,000

Pacific

Gas

and

Electric

Co

5

.900

10/01/54

1,359,968‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.150

03/01/55

933,019‌

500,000

PacifiCorp

3

.500

06/15/29

483,392‌

500,000

PacifiCorp

2

.700

09/15/30

457,163‌

1,000,000

PacifiCorp

5

.300

02/15/31

1,029,812‌

1,000,000

PacifiCorp

5

.450

02/15/34

1,014,140‌

850,000

PacifiCorp

6

.000

01/15/39

877,986‌

300,000

PacifiCorp

4

.125

01/15/49

229,714‌

1,300,000

PacifiCorp

4

.150

02/15/50

987,270‌

250,000

PacifiCorp

3

.300

03/15/51

161,802‌

2,000,000

PacifiCorp

2

.900

06/15/52

1,184,069‌

750,000

PacifiCorp

5

.350

12/01/53

674,118‌

775,000

PacifiCorp

5

.500

05/15/54

712,774‌

1,000,000

PacifiCorp

5

.800

01/15/55

956,857‌

1,000,000

PacifiCorp

7

.375

09/15/55

1,039,560‌

1,000,000

PECO

Energy

Co

4

.900

06/15/33

1,015,286‌

200,000

PECO

Energy

Co

4

.150

10/01/44

166,214‌

200,000

PECO

Energy

Co

3

.700

09/15/47

151,709‌

700,000

PECO

Energy

Co

3

.900

03/01/48

546,064‌

125,000

PECO

Energy

Co

3

.000

09/15/49

82,043‌

100,000

PECO

Energy

Co

2

.800

06/15/50

62,699‌

475,000

PECO

Energy

Co

3

.050

03/15/51

310,921‌

1,000,000

PECO

Energy

Co

2

.850

09/15/51

629,740‌

500,000

PECO

Energy

Co

4

.600

05/15/52

427,638‌

500,000

PECO

Energy

Co

4

.375

08/15/52

413,476‌

625,000

PECO

Energy

Co

5

.250

09/15/54

592,259‌

918,668

PG&E

Recovery

Funding

LLC

4

.838

06/01/33

923,402‌

500,000

PG&E

Recovery

Funding

LLC

5

.256

01/15/38

501,965‌

1,000,000

PG&E

Recovery

Funding

LLC

5

.231

06/01/42

991,566‌

500,000

PG&E

Recovery

Funding

LLC

5

.536

07/15/47

485,035‌

1,000,000

PG&E

Recovery

Funding

LLC

5

.529

06/01/49

984,119‌

321,114

PG&E

WILDFIRE

RECOVERY

3

.594

06/01/30

315,425‌

250,000

PG&E

WILDFIRE

RECOVERY

4

.263

06/01/36

235,601‌

250,000

PG&E

WILDFIRE

RECOVERY

4

.377

06/01/39

230,570‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4

.451

12/01/47

856,722‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4

.674

12/01/51

861,901‌

364,588

PG&E

Wildfire

Recovery

Funding

LLC

4

.022

06/01/31

361,156‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

4

.722

06/01/37

483,607‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

5

.081

06/01/41

488,561‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5

.212

12/01/47

710,762‌

Bond

Index

Fund

104

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5

.099

%

06/01/52

$

691,739‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

2

.500

03/15/31

890,100‌

500,000

Piedmont

Natural

Gas

Co,

Inc

5

.400

06/15/33

515,224‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5

.100

02/15/35

1,004,273‌

200,000

Piedmont

Natural

Gas

Co,

Inc

4

.650

08/01/43

173,392‌

1,600,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

06/01/50

1,066,687‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5

.050

05/15/52

882,161‌

500,000

Pinnacle

West

Capital

Corp

5

.150

05/15/30

511,839‌

500,000

Potomac

Electric

Power

Co

5

.200

03/15/34

509,189‌

900,000

Potomac

Electric

Power

Co

4

.150

03/15/43

740,117‌

250,000

Potomac

Electric

Power

Co

5

.500

03/15/54

243,862‌

950,000

PPL

Capital

Funding,

Inc

3

.100

05/15/26

938,710‌

1,000,000

PPL

Capital

Funding,

Inc

5

.250

09/01/34

1,008,041‌

1,500,000

PPL

Electric

Utilities

Corp

5

.000

05/15/33

1,522,748‌

150,000

PPL

Electric

Utilities

Corp

4

.850

02/15/34

150,033‌

200,000

PPL

Electric

Utilities

Corp

4

.125

06/15/44

167,617‌

275,000

PPL

Electric

Utilities

Corp

4

.150

10/01/45

228,622‌

500,000

PPL

Electric

Utilities

Corp

3

.950

06/01/47

396,823‌

200,000

PPL

Electric

Utilities

Corp

4

.150

06/15/48

162,115‌

525,000

PPL

Electric

Utilities

Corp

3

.000

10/01/49

345,417‌

1,000,000

PPL

Electric

Utilities

Corp

5

.250

05/15/53

953,603‌

500,000

Public

Service

Co

of

Colorado

1

.900

01/15/31

433,788‌

300,000

Public

Service

Co

of

Colorado

1

.875

06/15/31

257,610‌

275,000

Public

Service

Co

of

Colorado

4

.100

06/01/32

263,901‌

1,750,000

Public

Service

Co

of

Colorado

5

.350

05/15/34

1,774,915‌

200,000

Public

Service

Co

of

Colorado

3

.800

06/15/47

149,353‌

100,000

Public

Service

Co

of

Colorado

4

.100

06/15/48

77,309‌

300,000

Public

Service

Co

of

Colorado

4

.050

09/15/49

228,223‌

400,000

Public

Service

Co

of

Colorado

3

.200

03/01/50

266,123‌

350,000

Public

Service

Co

of

Colorado

2

.700

01/15/51

207,372‌

1,000,000

Public

Service

Co

of

Colorado

5

.250

04/01/53

917,978‌

500,000

Public

Service

Co

of

Colorado

5

.750

05/15/54

491,760‌

500,000

Public

Service

Co

of

Colorado

5

.850

05/15/55

494,989‌

1,500,000

Public

Service

Co

of

New

Hampshire

5

.350

10/01/33

1,553,823‌

100,000

Public

Service

Co

of

New

Hampshire

3

.600

07/01/49

72,379‌

500,000

Public

Service

Co

of

New

Hampshire

5

.150

01/15/53

462,489‌

500,000

Public

Service

Co

of

Oklahoma

2

.200

08/15/31

432,558‌

1,000,000

Public

Service

Co

of

Oklahoma

5

.250

01/15/33

1,007,899‌

1,000,000

Public

Service

Co

of

Oklahoma

5

.200

01/15/35

998,199‌

1,000,000

Public

Service

Co

of

Oklahoma

5

.450

01/15/36

1,007,148‌

500,000

Public

Service

Co

of

Oklahoma

3

.150

08/15/51

312,928‌

500,000

Public

Service

Electric

and

Gas

Co

2

.450

01/15/30

462,077‌

1,000,000

Public

Service

Electric

and

Gas

Co

1

.900

08/15/31

865,501‌

225,000

Public

Service

Electric

and

Gas

Co

4

.900

12/15/32

229,028‌

500,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

496,925‌

1,000,000

Public

Service

Electric

and

Gas

Co

5

.200

08/01/33

1,030,494‌

500,000

Public

Service

Electric

and

Gas

Co

5

.200

03/01/34

512,144‌

450,000

Public

Service

Electric

and

Gas

Co

5

.050

03/01/35

454,852‌

200,000

Public

Service

Electric

and

Gas

Co

3

.800

01/01/43

159,304‌

600,000

Public

Service

Electric

and

Gas

Co

3

.800

03/01/46

467,058‌

200,000

Public

Service

Electric

and

Gas

Co

3

.600

12/01/47

148,163‌

250,000

Public

Service

Electric

and

Gas

Co

4

.050

05/01/48

200,241‌

500,000

Public

Service

Electric

and

Gas

Co

3

.850

05/01/49

387,341‌

575,000

Public

Service

Electric

and

Gas

Co

3

.200

08/01/49

398,973‌

500,000

Public

Service

Electric

and

Gas

Co

3

.150

01/01/50

339,494‌

175,000

Public

Service

Electric

and

Gas

Co

2

.700

05/01/50

108,609‌

425,000

Public

Service

Electric

and

Gas

Co

2

.050

08/01/50

225,856‌

500,000

Public

Service

Electric

and

Gas

Co

3

.000

03/01/51

325,932‌

200,000

Public

Service

Electric

and

Gas

Co

5

.125

03/15/53

188,135‌

1,500,000

Public

Service

Electric

and

Gas

Co

5

.450

08/01/53

1,470,799‌

500,000

Public

Service

Electric

and

Gas

Co

5

.450

03/01/54

489,471‌

1,000,000

Public

Service

Electric

and

Gas

Co

5

.500

03/01/55

986,200‌

105

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

500,000

Public

Service

Enterprise

Group,

Inc

4

.900

%

03/15/30

$

508,589‌

400,000

Public

Service

Enterprise

Group,

Inc

1

.600

08/15/30

345,457‌

1,000,000

Public

Service

Enterprise

Group,

Inc

2

.450

11/15/31

877,980‌

750,000

Public

Service

Enterprise

Group,

Inc

6

.125

10/15/33

796,596‌

1,000,000

Public

Service

Enterprise

Group,

Inc

5

.400

03/15/35

1,011,772‌

1,000,000

Puget

Energy,

Inc

2

.379

06/15/28

943,871‌

1,000,000

Puget

Energy,

Inc

4

.100

06/15/30

965,920‌

2,000,000

(c)

Puget

Energy,

Inc

5

.725

03/15/35

2,011,976‌

1,000,000

Puget

Sound

Energy,

Inc

5

.330

06/15/34

1,019,832‌

250,000

Puget

Sound

Energy,

Inc

5

.757

10/01/39

259,021‌

200,000

Puget

Sound

Energy,

Inc

4

.300

05/20/45

164,805‌

275,000

Puget

Sound

Energy,

Inc

3

.250

09/15/49

184,081‌

750,000

Puget

Sound

Energy,

Inc

2

.893

09/15/51

464,297‌

1,000,000

Puget

Sound

Energy,

Inc

5

.685

06/15/54

979,941‌

800,000

San

Diego

Gas

&

Electric

Co

2

.500

05/15/26

786,883‌

550,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

561,548‌

500,000

San

Diego

Gas

&

Electric

Co

1

.700

10/01/30

435,203‌

1,000,000

San

Diego

Gas

&

Electric

Co

5

.400

04/15/35

1,021,107‌

300,000

San

Diego

Gas

&

Electric

Co

3

.750

06/01/47

222,020‌

300,000

San

Diego

Gas

&

Electric

Co

4

.150

05/15/48

233,024‌

750,000

San

Diego

Gas

&

Electric

Co

4

.100

06/15/49

575,267‌

675,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

424,717‌

1,000,000

San

Diego

Gas

&

Electric

Co

3

.700

03/15/52

715,146‌

1,000,000

San

Diego

Gas

&

Electric

Co

5

.350

04/01/53

933,904‌

1,000,000

San

Diego

Gas

&

Electric

Co

5

.550

04/15/54

961,883‌

1,525,000

Sempra

3

.250

06/15/27

1,493,063‌

675,000

Sempra

3

.400

02/01/28

659,010‌

1,000,000

Sempra

5

.500

08/01/33

1,020,737‌

825,000

Sempra

3

.800

02/01/38

682,682‌

125,000

Sempra

6

.000

10/15/39

126,736‌

850,000

Sempra

4

.000

02/01/48

627,322‌

1,380,000

Sempra

4

.125

04/01/52

1,326,937‌

1,000,000

Sempra

6

.400

10/01/54

949,327‌

1,000,000

Sempra

6

.875

10/01/54

1,008,439‌

300,000

Sempra

6

.550

04/01/55

284,476‌

500,000

Sempra

6

.625

04/01/55

483,665‌

869,000

Sierra

Pacific

Power

Co

2

.600

05/01/26

855,821‌

500,000

Sierra

Pacific

Power

Co

5

.900

03/15/54

500,583‌

750,000

Southern

California

Edison

Co

3

.650

03/01/28

729,177‌

1,000,000

Southern

California

Edison

Co

5

.650

10/01/28

1,024,238‌

500,000

Southern

California

Edison

Co

4

.200

03/01/29

489,479‌

1,000,000

Southern

California

Edison

Co

5

.150

06/01/29

1,010,048‌

600,000

Southern

California

Edison

Co

2

.850

08/01/29

555,197‌

500,000

Southern

California

Edison

Co

5

.250

03/15/30

505,166‌

1,000,000

Southern

California

Edison

Co

2

.250

06/01/30

877,950‌

1,500,000

Southern

California

Edison

Co

2

.500

06/01/31

1,301,498‌

1,000,000

Southern

California

Edison

Co

5

.450

06/01/31

1,017,493‌

500,000

Southern

California

Edison

Co

2

.750

02/01/32

430,339‌

750,000

Southern

California

Edison

Co

5

.950

11/01/32

769,649‌

500,000

Southern

California

Edison

Co

5

.450

03/01/35

490,807‌

185,000

Southern

California

Edison

Co

6

.050

03/15/39

184,770‌

300,000

Southern

California

Edison

Co

4

.500

09/01/40

251,263‌

825,000

Southern

California

Edison

Co

4

.650

10/01/43

666,944‌

450,000

Southern

California

Edison

Co

3

.600

02/01/45

309,650‌

1,937,000

Southern

California

Edison

Co

4

.000

04/01/47

1,391,124‌

1,675,000

Southern

California

Edison

Co

4

.125

03/01/48

1,214,873‌

1,500,000

Southern

California

Edison

Co

2

.950

02/01/51

877,102‌

1,000,000

Southern

California

Edison

Co

3

.650

06/01/51

661,104‌

500,000

Southern

California

Edison

Co

3

.450

02/01/52

314,138‌

1,000,000

Southern

California

Edison

Co

5

.700

03/01/53

897,078‌

500,000

Southern

California

Edison

Co

5

.875

12/01/53

456,393‌

1,500,000

Southern

California

Edison

Co

5

.750

04/15/54

1,343,597‌

Bond

Index

Fund

106

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

750,000

Southern

California

Edison

Co

5

.900

%

03/01/55

$

685,772‌

500,000

Southern

California

Edison

Co

6

.200

09/15/55

478,764‌

200,000

Southern

California

Gas

Co

2

.600

06/15/26

196,492‌

1,000,000

Southern

California

Gas

Co

2

.950

04/15/27

979,559‌

500,000

Southern

California

Gas

Co

2

.550

02/01/30

459,327‌

1,000,000

Southern

California

Gas

Co

5

.200

06/01/33

1,013,566‌

500,000

Southern

California

Gas

Co

5

.050

09/01/34

503,233‌

500,000

Southern

California

Gas

Co

5

.450

06/15/35

510,512‌

150,000

Southern

California

Gas

Co

3

.750

09/15/42

116,460‌

500,000

Southern

California

Gas

Co

4

.125

06/01/48

388,043‌

300,000

Southern

California

Gas

Co

4

.300

01/15/49

240,989‌

500,000

Southern

California

Gas

Co

3

.950

02/15/50

375,532‌

500,000

Southern

California

Gas

Co

6

.350

11/15/52

535,737‌

1,000,000

Southern

California

Gas

Co

5

.750

06/01/53

984,126‌

1,000,000

Southern

California

Gas

Co

5

.600

04/01/54

973,426‌

500,000

Southern

California

Gas

Co

6

.000

06/15/55

509,275‌

2,000,000

Southern

Co

5

.113

08/01/27

2,030,037‌

500,000

Southern

Co

1

.750

03/15/28

468,662‌

1,000,000

Southern

Co

5

.500

03/15/29

1,041,027‌

2,500,000

Southern

Co

3

.700

04/30/30

2,417,736‌

1,000,000

Southern

Co

5

.200

06/15/33

1,017,447‌

1,250,000

Southern

Co

5

.700

03/15/34

1,306,216‌

1,000,000

Southern

Co

4

.850

03/15/35

977,563‌

400,000

Southern

Co

4

.250

07/01/36

365,754‌

800,000

Southern

Co

4

.400

07/01/46

666,236‌

1,000,000

Southern

Co

4

.000

01/15/51

994,221‌

1,500,000

Southern

Co

3

.750

09/15/51

1,479,332‌

1,000,000

Southern

Co

6

.375

03/15/55

1,028,973‌

400,000

Southern

Co

Gas

Capital

Corp

3

.250

06/15/26

395,558‌

500,000

Southern

Co

Gas

Capital

Corp

1

.750

01/15/31

429,756‌

1,000,000

Southern

Co

Gas

Capital

Corp

5

.750

09/15/33

1,048,601‌

2,000,000

Southern

Co

Gas

Capital

Corp

4

.950

09/15/34

1,979,623‌

275,000

Southern

Co

Gas

Capital

Corp

4

.400

06/01/43

230,738‌

100,000

Southern

Co

Gas

Capital

Corp

3

.950

10/01/46

76,856‌

900,000

Southern

Co

Gas

Capital

Corp

4

.400

05/30/47

731,339‌

175,000

Southern

Co

Gas

Capital

Corp

3

.150

09/30/51

111,819‌

300,000

Southern

Power

Co

4

.950

12/15/46

259,144‌

500,000

Southwest

Gas

Corp

5

.800

12/01/27

515,976‌

500,000

Southwest

Gas

Corp

5

.450

03/23/28

511,202‌

150,000

Southwest

Gas

Corp

3

.700

04/01/28

146,982‌

100,000

Southwest

Gas

Corp

2

.200

06/15/30

89,825‌

500,000

Southwest

Gas

Corp

4

.050

03/15/32

474,132‌

100,000

Southwest

Gas

Corp

3

.800

09/29/46

73,380‌

500,000

Southwest

Gas

Corp

4

.150

06/01/49

378,224‌

1,000,000

Southwest

Gas

Corp

3

.180

08/15/51

646,089‌

675,000

Southwestern

Electric

Power

Co

4

.100

09/15/28

668,800‌

500,000

Southwestern

Electric

Power

Co

5

.300

04/01/33

503,783‌

750,000

Southwestern

Electric

Power

Co

3

.850

02/01/48

546,579‌

750,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

484,596‌

500,000

Southwestern

Public

Service

Co

5

.300

05/15/35

502,563‌

600,000

Southwestern

Public

Service

Co

4

.500

08/15/41

517,407‌

300,000

Southwestern

Public

Service

Co

3

.400

08/15/46

208,097‌

225,000

Southwestern

Public

Service

Co

3

.700

08/15/47

164,737‌

200,000

Southwestern

Public

Service

Co

4

.400

11/15/48

159,902‌

750,000

Southwestern

Public

Service

Co

3

.750

06/15/49

542,857‌

650,000

Southwestern

Public

Service

Co

3

.150

05/01/50

420,863‌

475,000

Southwestern

Public

Service

Co

6

.000

06/01/54

478,923‌

500,000

Spire

Missouri,

Inc

4

.800

02/15/33

498,744‌

1,000,000

Spire

Missouri,

Inc

5

.150

08/15/34

1,016,558‌

1,500,000

Spire

Missouri,

Inc

3

.300

06/01/51

1,004,268‌

2,000,000

System

Energy

Resources,

Inc

5

.300

12/15/34

1,976,556‌

1,000,000

Tampa

Electric

Co

4

.900

03/01/29

1,021,329‌

107

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

1,000,000

Tampa

Electric

Co

2

.400

%

03/15/31

$

897,055‌

1,000,000

Tampa

Electric

Co

5

.150

03/01/35

1,004,669‌

100,000

Tampa

Electric

Co

4

.100

06/15/42

82,410‌

175,000

Tampa

Electric

Co

4

.350

05/15/44

146,572‌

200,000

Tampa

Electric

Co

4

.300

06/15/48

161,557‌

200,000

Tampa

Electric

Co

4

.450

06/15/49

164,372‌

575,000

Tampa

Electric

Co

3

.625

06/15/50

406,054‌

925,000

Tampa

Electric

Co

3

.450

03/15/51

637,632‌

500,000

Tucson

Electric

Power

Co

5

.200

09/15/34

501,992‌

200,000

Tucson

Electric

Power

Co

4

.850

12/01/48

173,937‌

500,000

Tucson

Electric

Power

Co

3

.250

05/01/51

328,706‌

500,000

Tucson

Electric

Power

Co

5

.500

04/15/53

473,541‌

1,000,000

Tucson

Electric

Power

Co

5

.900

04/15/55

993,406‌

300,000

Union

Electric

Co

3

.500

03/15/29

292,769‌

500,000

Union

Electric

Co

2

.950

03/15/30

471,050‌

1,000,000

Union

Electric

Co

2

.150

03/15/32

861,442‌

1,000,000

Union

Electric

Co

5

.200

04/01/34

1,016,489‌

1,000,000

Union

Electric

Co

5

.250

04/15/35

1,021,180‌

100,000

Union

Electric

Co

8

.450

03/15/39

127,432‌

100,000

Union

Electric

Co

3

.900

09/15/42

81,104‌

100,000

Union

Electric

Co

3

.650

04/15/45

76,649‌

200,000

Union

Electric

Co

4

.000

04/01/48

156,976‌

1,000,000

Union

Electric

Co

3

.250

10/01/49

682,049‌

675,000

Union

Electric

Co

2

.625

03/15/51

401,578‌

125,000

Union

Electric

Co

3

.900

04/01/52

95,240‌

325,000

Union

Electric

Co

5

.450

03/15/53

313,544‌

500,000

Union

Electric

Co

5

.250

01/15/54

461,510‌

825,000

Union

Electric

Co

5

.125

03/15/55

762,631‌

100,000

United

Utilities

plc

6

.875

08/15/28

107,431‌

1,000,000

Virginia

Electric

and

Power

Co

2

.875

07/15/29

949,355‌

1,000,000

Virginia

Electric

and

Power

Co

2

.300

11/15/31

873,851‌

1,000,000

Virginia

Electric

and

Power

Co

2

.400

03/30/32

866,715‌

750,000

Virginia

Electric

and

Power

Co

5

.000

04/01/33

757,708‌

1,000,000

Virginia

Electric

and

Power

Co

5

.300

08/15/33

1,019,716‌

500,000

Virginia

Electric

and

Power

Co

5

.000

01/15/34

500,602‌

500,000

Virginia

Electric

and

Power

Co

5

.050

08/15/34

501,061‌

500,000

Virginia

Electric

and

Power

Co

5

.150

03/15/35

501,531‌

250,000

Virginia

Electric

and

Power

Co

4

.650

08/15/43

219,138‌

400,000

Virginia

Electric

and

Power

Co

4

.450

02/15/44

339,810‌

200,000

Virginia

Electric

and

Power

Co

4

.200

05/15/45

163,008‌

1,100,000

Virginia

Electric

and

Power

Co

4

.000

11/15/46

853,676‌

700,000

Virginia

Electric

and

Power

Co

3

.800

09/15/47

525,377‌

1,300,000

Virginia

Electric

and

Power

Co

4

.600

12/01/48

1,101,921‌

500,000

Virginia

Electric

and

Power

Co

3

.300

12/01/49

337,213‌

500,000

Virginia

Electric

and

Power

Co

2

.450

12/15/50

280,514‌

500,000

Virginia

Electric

and

Power

Co

4

.625

05/15/52

420,308‌

750,000

Virginia

Electric

and

Power

Co

5

.450

04/01/53

712,246‌

1,000,000

Virginia

Electric

and

Power

Co

5

.700

08/15/53

984,667‌

1,000,000

Virginia

Electric

and

Power

Co

5

.350

01/15/54

939,290‌

200,000

Virginia

Electric

and

Power

Co

5

.550

08/15/54

193,584‌

500,000

Virginia

Electric

and

Power

Co

5

.650

03/15/55

492,458‌

327,636

Virginia

Power

Fuel

Securitization

LLC

5

.088

05/01/27

329,408‌

1,000,000

Virginia

Power

Fuel

Securitization

LLC

4

.877

05/01/31

1,015,815‌

200,000

Washington

Gas

Light

Co

3

.796

09/15/46

150,242‌

700,000

Washington

Gas

Light

Co

3

.650

09/15/49

502,438‌

500,000

WEC

Energy

Group,

Inc

1

.375

10/15/27

468,546‌

172,000

WEC

Energy

Group,

Inc

1

.800

10/15/30

150,527‌

725,000

Williams

Cos,

Inc

5

.600

03/15/35

745,259‌

1,000,000

Wisconsin

Electric

Power

Co

5

.000

05/15/29

1,025,715‌

575,000

Wisconsin

Electric

Power

Co

4

.750

09/30/32

581,297‌

200,000

Wisconsin

Electric

Power

Co

5

.625

05/15/33

212,215‌

1,000,000

Wisconsin

Electric

Power

Co

4

.600

10/01/34

988,699‌

Bond

Index

Fund

108

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.4%

(continued)

$

200,000

Wisconsin

Electric

Power

Co

4

.300

%

10/15/48

$

163,469‌

425,000

Wisconsin

Electric

Power

Co

5

.050

10/01/54

382,643‌

500,000

Wisconsin

Power

and

Light

Co

3

.000

07/01/29

474,754‌

500,000

Wisconsin

Power

and

Light

Co

3

.950

09/01/32

472,602‌

150,000

Wisconsin

Power

and

Light

Co

4

.950

04/01/33

150,158‌

500,000

Wisconsin

Power

and

Light

Co

5

.375

03/30/34

511,493‌

225,000

Wisconsin

Power

and

Light

Co

3

.650

04/01/50

160,621‌

1,500,000

Wisconsin

Public

Service

Corp

4

.550

12/01/29

1,518,348‌

200,000

Wisconsin

Public

Service

Corp

4

.752

11/01/44

178,131‌

300,000

Wisconsin

Public

Service

Corp

3

.300

09/01/49

204,932‌

550,000

Wisconsin

Public

Service

Corp

2

.850

12/01/51

337,301‌

750,000

Xcel

Energy,

Inc

3

.350

12/01/26

739,354‌

500,000

Xcel

Energy,

Inc

1

.750

03/15/27

478,558‌

900,000

Xcel

Energy,

Inc

4

.000

06/15/28

892,181‌

1,000,000

Xcel

Energy,

Inc

2

.350

11/15/31

865,048‌

1,000,000

Xcel

Energy,

Inc

5

.450

08/15/33

1,019,943‌

1,000,000

Xcel

Energy,

Inc

5

.600

04/15/35

1,020,912‌

200,000

Xcel

Energy,

Inc

4

.800

09/15/41

172,766‌

500,000

Xcel

Energy,

Inc

3

.500

12/01/49

342,438‌

350,000

Zions

Bancorp

NA

6

.816

11/19/35

363,583‌

TOTAL

UTILITIES

603,426,717‌

TOTAL

CORPORATE

BONDS

(Cost

$6,699,671,835)

6,254,925,864‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

71.6%

AGENCY

SECURITIES

-

0.6%

4,000,000

Federal

Farm

Credit

Banks

Funding

Corp

5

.125

10/10/25

4,007,928‌

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.375

06/23/26

2,006,792‌

15,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.625

07/10/26

15,089,159‌

5,000,000

(a)

Federal

Farm

Credit

Banks

Funding

Corp

4

.500

08/14/26

5,027,545‌

4,200,000

Federal

Farm

Credit

Banks

Funding

Corp

3

.750

08/16/27

4,189,682‌

5,000,000

Federal

Farm

Credit

Banks

Funding

Corp

1

.650

07/23/35

3,778,187‌

3,000,000

Federal

Home

Loan

Banks

3

.625

09/04/26

2,987,817‌

5,000,000

Federal

Home

Loan

Banks

4

.625

11/17/26

5,043,667‌

5,000,000

Federal

Home

Loan

Banks

4

.125

01/15/27

5,024,676‌

3,000,000

(a)

Federal

Home

Loan

Banks

4

.000

03/10/27

3,011,271‌

5,000,000

Federal

Home

Loan

Banks

4

.750

04/09/27

5,084,889‌

5,000,000

Federal

Home

Loan

Banks

3

.875

06/04/27

5,012,023‌

10,000,000

(a)

Federal

Home

Loan

Banks

4

.000

06/30/28

10,089,163‌

13,875,000

(a)

Federal

Home

Loan

Banks

3

.250

11/16/28

13,685,857‌

6,000,000

(a)

Federal

Home

Loan

Mortgage

Corp

0

.375

07/21/25

5,986,905‌

5,000,000

(a)

Federal

Home

Loan

Mortgage

Corp

0

.375

09/23/25

4,954,443‌

10,000,000

Federal

National

Mortgage

Association

0

.375

08/25/25

9,938,710‌

4,500,000

Federal

National

Mortgage

Association

0

.500

11/07/25

4,440,607‌

4,000,000

Federal

National

Mortgage

Association

1

.875

09/24/26

3,898,367‌

3,000,000

Federal

National

Mortgage

Association

0

.750

10/08/27

2,806,636‌

10,000,000

(a)

Federal

National

Mortgage

Association

0

.875

08/05/30

8,639,736‌

5,000,000

Federal

National

Mortgage

Association

6

.625

11/15/30

5,657,105‌

1,000,000

Federal

National

Mortgage

Association

5

.625

07/15/37

1,095,835‌

1,000,000

Private

Export

Funding

Corp

3

.900

10/15/27

1,000,299‌

1,425,000

(a)

Tennessee

Valley

Authority

2

.875

02/01/27

1,403,251‌

1,000,000

(a)

Tennessee

Valley

Authority

3

.875

03/15/28

1,003,014‌

5,000,000

Tennessee

Valley

Authority

1

.500

09/15/31

4,294,778‌

1,500,000

Tennessee

Valley

Authority

4

.375

08/01/34

1,490,261‌

1,000,000

Tennessee

Valley

Authority

4

.875

05/15/35

1,022,046‌

500,000

Tennessee

Valley

Authority

5

.880

04/01/36

552,788‌

500,000

(a)

Tennessee

Valley

Authority

5

.500

06/15/38

534,334‌

4,300,000

Tennessee

Valley

Authority

3

.500

12/15/42

3,494,885‌

750,000

Tennessee

Valley

Authority

4

.250

09/15/52

623,511‌

1,000,000

Tennessee

Valley

Authority

5

.250

02/01/55

975,412‌

1,750,000

Tennessee

Valley

Authority

4

.625

09/15/60

1,524,090‌

109

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

300,000

Tennessee

Valley

Authority

4

.250

%

09/15/65

$

241,819‌

TOTAL

AGENCY

SECURITIES

149,617,488‌

FOREIGN

GOVERNMENT

BONDS

-

2.7%

3,000,000

African

Development

Bank

0

.875

07/22/26

2,903,895‌

1,725,000

African

Development

Bank

4

.625

01/04/27

1,743,450‌

2,000,000

African

Development

Bank

4

.125

02/25/27

2,008,050‌

4,000,000

African

Development

Bank

3

.500

09/18/29

3,949,531‌

1,000,000

Asian

Development

Bank

2

.625

01/12/27

981,606‌

3,000,000

Asian

Development

Bank

1

.500

01/20/27

2,893,614‌

500,000

Asian

Development

Bank

2

.375

08/10/27

486,079‌

500,000

Asian

Development

Bank

2

.500

11/02/27

486,039‌

1,000,000

Asian

Development

Bank

2

.750

01/19/28

975,843‌

1,000,000

Asian

Development

Bank

3

.750

04/25/28

1,000,085‌

2,500,000

Asian

Development

Bank

1

.250

06/09/28

2,327,026‌

75,000

Asian

Development

Bank

5

.820

06/16/28

78,983‌

4,000,000

Asian

Development

Bank

4

.500

08/25/28

4,086,920‌

2,575,000

Asian

Development

Bank

3

.125

09/26/28

2,524,847‌

4,000,000

(a)

Asian

Development

Bank

4

.375

03/06/29

4,080,114‌

2,000,000

Asian

Development

Bank

1

.750

09/19/29

1,840,634‌

3,500,000

Asian

Development

Bank

1

.875

01/24/30

3,214,500‌

1,000,000

Asian

Development

Bank

0

.750

10/08/30

851,655‌

2,000,000

Asian

Development

Bank

1

.500

03/04/31

1,754,647‌

500,000

Asian

Development

Bank

3

.125

04/27/32

472,456‌

2,400,000

Asian

Development

Bank

3

.875

09/28/32

2,370,108‌

2,000,000

(a)

Asian

Development

Bank

4

.000

01/12/33

1,988,506‌

1,000,000

Asian

Development

Bank

3

.875

06/14/33

982,886‌

2,000,000

Asian

Development

Bank

4

.125

01/12/34

1,985,624‌

2,000,000

Asian

Infrastructure

Investment

Bank

3

.750

09/14/27

1,999,848‌

2,000,000

Asian

Infrastructure

Investment

Bank

4

.000

01/18/28

2,012,554‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.125

01/18/29

1,010,831‌

4,000,000

Asian

Infrastructure

Investment

Bank

4

.250

03/13/34

4,007,924‌

3,620,000

Canada

Government

International

Bond

3

.750

04/26/28

3,621,135‌

3,500,000

Canada

Government

International

Bond

4

.625

04/30/29

3,603,972‌

3,600,000

Canada

Government

International

Bond

4

.000

03/18/30

3,627,580‌

600,000

Chile

Government

International

Bond

2

.750

01/31/27

583,620‌

1,000,000

Chile

Government

International

Bond

4

.850

01/22/29

1,013,750‌

3,500,000

Chile

Government

International

Bond

2

.550

01/27/32

3,075,450‌

1,000,000

Chile

Government

International

Bond

2

.550

07/27/33

840,750‌

2,600,000

Chile

Government

International

Bond

3

.500

01/31/34

2,328,846‌

2,408,529

Chile

Government

International

Bond

4

.950

01/05/36

2,360,045‌

2,000,000

Chile

Government

International

Bond

5

.650

01/13/37

2,060,200‌

1,700,000

Chile

Government

International

Bond

3

.100

05/07/41

1,262,012‌

1,000,000

Chile

Government

International

Bond

4

.340

03/07/42

864,610‌

2,613,000

Chile

Government

International

Bond

3

.500

01/25/50

1,855,361‌

1,500,000

Chile

Government

International

Bond

3

.500

04/15/53

1,046,385‌

1,500,000

Chile

Government

International

Bond

5

.330

01/05/54

1,405,275‌

2,500,000

Chile

Government

International

Bond

3

.100

01/22/61

1,511,950‌

750,000

Chile

Government

International

Bond

3

.250

09/21/71

454,387‌

1,000,000

Corp

Andina

de

Fomento

1

.625

09/23/25

993,124‌

1,000,000

Corp

Andina

de

Fomento

5

.250

11/21/25

1,002,301‌

1,000,000

Corp

Andina

de

Fomento

4

.750

04/01/26

1,002,400‌

1,000,000

Corp

Andina

de

Fomento

6

.000

04/26/27

1,031,534‌

2,000,000

Council

Of

Europe

Development

Bank

0

.875

09/22/26

1,927,449‌

1,000,000

Council

Of

Europe

Development

Bank

4

.625

06/11/27

1,014,544‌

1,500,000

Council

Of

Europe

Development

Bank

3

.625

01/26/28

1,494,421‌

3,430,000

European

Bank

for

Reconstruction

&

Development

4

.125

01/25/29

3,466,846‌

2,000,000

European

Bank

for

Reconstruction

&

Development

4

.250

03/13/34

1,997,924‌

2,760,000

European

Investment

Bank

0

.750

10/26/26

2,649,278‌

5,000,000

European

Investment

Bank

1

.375

03/15/27

4,800,155‌

2,675,000

European

Investment

Bank

4

.375

03/19/27

2,699,436‌

400,000

European

Investment

Bank

2

.375

05/24/27

389,628‌

250,000

European

Investment

Bank

0

.625

10/21/27

232,995‌

Bond

Index

Fund

110

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,310,000

European

Investment

Bank

3

.250

%

11/15/27

$

1,295,776‌

4,000,000

European

Investment

Bank

3

.875

03/15/28

4,015,056‌

4,000,000

European

Investment

Bank

4

.500

10/16/28

4,093,055‌

4,550,000

European

Investment

Bank

4

.000

02/15/29

4,585,387‌

4,500,000

European

Investment

Bank

4

.750

06/15/29

4,659,055‌

550,000

European

Investment

Bank

1

.625

10/09/29

503,420‌

1,000,000

European

Investment

Bank

0

.875

05/17/30

869,244‌

2,000,000

European

Investment

Bank

3

.625

07/15/30

1,979,091‌

2,000,000

European

Investment

Bank

0

.750

09/23/30

1,708,114‌

2,500,000

European

Investment

Bank

1

.250

02/14/31

2,168,953‌

3,000,000

European

Investment

Bank

4

.375

10/10/31

3,064,849‌

3,660,000

European

Investment

Bank

3

.750

02/14/33

3,585,821‌

6,870,000

European

Investment

Bank

4

.125

02/13/34

6,826,841‌

1,705,000

European

Investment

Bank

4

.875

02/15/36

1,784,719‌

1,000,000

Export

Development

Canada

3

.750

09/07/27

999,453‌

2,700,000

Export

Development

Canada

3

.875

02/14/28

2,706,846‌

3,000,000

Export

Development

Canada

4

.125

02/13/29

3,032,587‌

2,850,000

Export

Development

Canada

4

.000

06/20/30

2,882,711‌

2,500,000

Export

Development

Canada

4

.750

06/05/34

2,589,748‌

500,000

Export-Import

Bank

of

Korea

2

.625

05/26/26

492,875‌

500,000

Export-Import

Bank

of

Korea

3

.250

08/12/26

494,869‌

750,000

Export-Import

Bank

of

Korea

1

.125

12/29/26

717,131‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/27

1,006,956‌

1,000,000

Export-Import

Bank

of

Korea

1

.625

01/18/27

962,902‌

500,000

Export-Import

Bank

of

Korea

2

.375

04/21/27

484,789‌

1,000,000

Export-Import

Bank

of

Korea

4

.250

09/15/27

1,002,480‌

1,000,000

Export-Import

Bank

of

Korea

4

.125

10/17/27

999,046‌

1,500,000

Export-Import

Bank

of

Korea

5

.000

01/11/28

1,531,259‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/14/28

1,011,916‌

1,500,000

Export-Import

Bank

of

Korea

5

.125

09/18/28

1,543,669‌

1,000,000

Export-Import

Bank

of

Korea

4

.500

01/11/29

1,009,896‌

1,000,000

Export-Import

Bank

of

Korea

4

.000

09/11/29

992,392‌

500,000

Export-Import

Bank

of

Korea

4

.875

01/14/30

514,437‌

1,000,000

Export-Import

Bank

of

Korea

1

.250

09/21/30

863,445‌

1,000,000

Export-Import

Bank

of

Korea

1

.375

02/09/31

859,651‌

1,000,000

Export-Import

Bank

of

Korea

2

.125

01/18/32

862,495‌

485,000

(a)

Export-Import

Bank

of

Korea

4

.500

09/15/32

480,775‌

1,500,000

Export-Import

Bank

of

Korea

5

.125

01/11/33

1,548,475‌

1,500,000

Export-Import

Bank

of

Korea

5

.125

09/18/33

1,546,598‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/34

994,904‌

500,000

Export-Import

Bank

of

Korea

5

.250

01/14/35

521,471‌

1,000,000

Export-Import

Bank

of

Korea

2

.500

06/29/41

708,343‌

100,000

Finland

Government

International

Bond

6

.950

02/15/26

101,422‌

1,250,000

Hungary

Government

International

Bond

7

.625

03/29/41

1,408,543‌

200,000

Hydro-Quebec

8

.500

12/01/29

233,712‌

750,000

Indonesia

Government

International

Bond

3

.500

01/11/28

739,339‌

900,000

Indonesia

Government

International

Bond

4

.750

02/11/29

915,747‌

1,000,000

Indonesia

Government

International

Bond

4

.400

03/10/29

1,005,258‌

1,250,000

Indonesia

Government

International

Bond

3

.400

09/18/29

1,209,770‌

1,000,000

Indonesia

Government

International

Bond

5

.250

01/15/30

1,036,622‌

1,000,000

Indonesia

Government

International

Bond

2

.850

02/14/30

936,621‌

675,000

Indonesia

Government

International

Bond

3

.850

10/15/30

657,421‌

1,500,000

Indonesia

Government

International

Bond

1

.850

03/12/31

1,297,480‌

1,500,000

Indonesia

Government

International

Bond

2

.150

07/28/31

1,307,011‌

300,000

Indonesia

Government

International

Bond

3

.550

03/31/32

279,550‌

1,000,000

Indonesia

Government

International

Bond

4

.650

09/20/32

992,384‌

1,275,000

Indonesia

Government

International

Bond

4

.850

01/11/33

1,279,133‌

1,000,000

Indonesia

Government

International

Bond

4

.700

02/10/34

981,432‌

1,000,000

Indonesia

Government

International

Bond

4

.750

09/10/34

982,626‌

1,775,000

Indonesia

Government

International

Bond

5

.600

01/15/35

1,852,642‌

875,000

Indonesia

Government

International

Bond

4

.350

01/11/48

733,420‌

1,125,000

(a)

Indonesia

Government

International

Bond

5

.350

02/11/49

1,088,642‌

111

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,000,000

Indonesia

Government

International

Bond

3

.700

%

10/30/49

$

747,473‌

1,000,000

Indonesia

Government

International

Bond

3

.500

02/14/50

715,378‌

1,250,000

Indonesia

Government

International

Bond

4

.200

10/15/50

1,006,850‌

485,000

Indonesia

Government

International

Bond

4

.300

03/31/52

392,540‌

500,000

Indonesia

Government

International

Bond

5

.450

09/20/52

482,727‌

1,500,000

Indonesia

Government

International

Bond

5

.650

01/11/53

1,486,152‌

1,000,000

Indonesia

Government

International

Bond

5

.100

02/10/54

928,292‌

1,000,000

Indonesia

Government

International

Bond

5

.150

09/10/54

938,299‌

1,000,000

Indonesia

Government

International

Bond

3

.200

09/23/61

629,499‌

500,000

Indonesia

Government

International

Bond

4

.450

04/15/70

396,673‌

1,750,000

Indonesia

Government

International

Bond

3

.350

03/12/71

1,099,627‌

1,500,000

(a)

Inter-American

Development

Bank

2

.000

07/23/26

1,469,007‌

5,000,000

Inter-American

Development

Bank

1

.500

01/13/27

4,824,011‌

1,000,000

Inter-American

Development

Bank

4

.375

02/01/27

1,007,610‌

1,000,000

Inter-American

Development

Bank

2

.375

07/07/27

973,005‌

2,000,000

Inter-American

Development

Bank

0

.625

09/16/27

1,868,089‌

3,000,000

Inter-American

Development

Bank

4

.000

01/12/28

3,017,434‌

4,000,000

Inter-American

Development

Bank

1

.125

07/20/28

3,697,438‌

2,000,000

Inter-American

Development

Bank

3

.125

09/18/28

1,960,990‌

4,000,000

Inter-American

Development

Bank

4

.125

02/15/29

4,043,839‌

3,000,000

Inter-American

Development

Bank

2

.250

06/18/29

2,828,656‌

2,000,000

Inter-American

Development

Bank

3

.500

09/14/29

1,976,002‌

3,000,000

Inter-American

Development

Bank

1

.125

01/13/31

2,586,222‌

2,000,000

Inter-American

Development

Bank

4

.500

09/13/33

2,039,293‌

5,000,000

Inter-American

Development

Bank

4

.375

07/17/34

5,042,518‌

1,450,000

Inter-American

Development

Bank

3

.200

08/07/42

1,159,160‌

300,000

Inter-American

Development

Bank

4

.375

01/24/44

278,178‌

750,000

Inter-American

Investment

Corp

4

.750

09/19/28

769,787‌

7,000,000

International

Bank

for

Reconstruction

&

Development

0

.875

07/15/26

6,780,990‌

2,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

11/24/27

1,863,280‌

2,000,000

International

Bank

for

Reconstruction

&

Development

3

.500

07/12/28

1,985,110‌

5,000,000

International

Bank

for

Reconstruction

&

Development

4

.625

08/01/28

5,123,745‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3

.625

09/21/29

5,956,788‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1

.750

10/23/29

1,836,876‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3

.875

02/14/30

6,009,459‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0

.875

05/14/30

4,346,055‌

5,992,000

International

Bank

for

Reconstruction

&

Development

4

.000

07/25/30

6,029,553‌

3,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

08/26/30

2,565,358‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1

.250

02/10/31

4,330,504‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1

.625

11/03/31

4,334,268‌

3,000,000

International

Bank

for

Reconstruction

&

Development

2

.500

03/29/32

2,728,426‌

1,000,000

(a)

International

Bank

for

Reconstruction

&

Development

4

.750

11/14/33

1,039,565‌

834,000

(a)

International

Bank

for

Reconstruction

&

Development

4

.750

02/15/35

861,951‌

715,000

International

Finance

Corp

4

.375

01/15/27

720,317‌

1,500,000

International

Finance

Corp

4

.500

07/13/28

1,531,772‌

2,500,000

International

Finance

Corp

4

.250

07/02/29

2,541,329‌

5,000,000

International

Finance

Corp

0

.750

08/27/30

4,275,165‌

2,000,000

Israel

Government

International

Bond

5

.375

03/12/29

2,038,443‌

2,000,000

Israel

Government

International

Bond

5

.375

02/19/30

2,038,157‌

600,000

Israel

Government

International

Bond

2

.750

07/03/30

543,010‌

1,915,000

Israel

Government

International

Bond

4

.500

01/17/33

1,827,248‌

1,500,000

Israel

Government

International

Bond

5

.500

03/12/34

1,517,868‌

8,000,000

(a)

Israel

Government

International

Bond

5

.625

02/19/35

8,129,980‌

1,500,000

Israel

Government

International

Bond

4

.500

01/30/43

1,240,342‌

200,000

Israel

Government

International

Bond

4

.125

01/17/48

150,642‌

2,050,000

Israel

Government

International

Bond

3

.375

01/15/50

1,330,377‌

1,800,000

Israel

Government

International

Bond

3

.875

07/03/50

1,265,722‌

2,000,000

Israel

Government

International

Bond

5

.750

03/12/54

1,851,047‌

300,000

Israel

Government

International

Bond

4

.500

04/03/20

211,988‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.250

04/27/26

999,814‌

1,000,000

Japan

Bank

for

International

Cooperation

2

.875

06/01/27

979,906‌

750,000

Japan

Bank

for

International

Cooperation

2

.875

07/21/27

734,485‌

Bond

Index

Fund

112

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,125,000

Japan

Bank

for

International

Cooperation

4

.625

%

07/22/27

$

1,140,147‌

300,000

Japan

Bank

for

International

Cooperation

2

.750

11/16/27

291,951‌

2,140,000

(b)

Japan

Bank

for

International

Cooperation

3

.875

07/03/28

2,142,019‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.625

07/19/28

1,020,696‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.875

10/18/28

1,028,842‌

750,000

Japan

Bank

for

International

Cooperation

3

.500

10/31/28

740,933‌

2,000,000

Japan

Bank

for

International

Cooperation

2

.125

02/16/29

1,876,519‌

1,000,000

Japan

Bank

for

International

Cooperation

2

.000

10/17/29

921,974‌

1,500,000

Japan

Bank

for

International

Cooperation

1

.250

01/21/31

1,289,679‌

1,200,000

Japan

Bank

for

International

Cooperation

4

.375

01/24/31

1,216,000‌

3,000,000

Japan

Bank

for

International

Cooperation

1

.875

04/15/31

2,656,779‌

1,000,000

Japan

Bank

for

International

Cooperation

4

.625

04/17/34

1,016,135‌

350,000

Japan

International

Cooperation

Agency

2

.125

10/20/26

341,026‌

1,900,000

Japan

International

Cooperation

Agency

3

.250

05/25/27

1,870,609‌

1,000,000

Japan

International

Cooperation

Agency

4

.000

05/23/28

999,867‌

700,000

Japan

International

Cooperation

Agency

3

.375

06/12/28

688,257‌

2,000,000

Japan

International

Cooperation

Agency

4

.750

05/21/29

2,049,204‌

230,000

Japan

International

Cooperation

Agency

4

.250

05/22/30

231,885‌

2,000,000

Japan

International

Cooperation

Agency

1

.000

07/22/30

1,715,344‌

1,500,000

Japan

International

Cooperation

Agency

1

.750

04/28/31

1,310,600‌

200,000

Korea

Development

Bank

3

.375

09/16/25

199,558‌

400,000

Korea

Development

Bank

3

.000

01/13/26

397,225‌

1,000,000

Korea

Development

Bank

0

.800

04/27/26

971,687‌

1,000,000

Korea

Development

Bank

0

.800

07/19/26

964,858‌

1,000,000

Korea

Development

Bank

1

.000

09/09/26

963,454‌

250,000

Korea

Development

Bank

2

.000

09/12/26

243,472‌

1,000,000

Korea

Development

Bank

2

.250

02/24/27

969,783‌

2,000,000

Korea

Development

Bank

4

.125

10/16/27

1,998,293‌

1,000,000

Korea

Development

Bank

4

.625

02/03/28

1,011,240‌

1,000,000

Korea

Development

Bank

5

.375

10/23/28

1,038,091‌

2,000,000

Korea

Development

Bank

4

.500

02/15/29

2,021,013‌

1,000,000

Korea

Development

Bank

4

.875

02/03/30

1,028,459‌

1,000,000

Korea

Development

Bank

1

.625

01/19/31

873,686‌

1,000,000

Korea

Development

Bank

5

.625

10/23/33

1,067,246‌

1,500,000

Korea

International

Bond

2

.750

01/19/27

1,471,650‌

2,500,000

Korea

International

Bond

4

.500

07/03/29

2,541,849‌

1,400,000

Korea

International

Bond

4

.125

06/10/44

1,215,321‌

500,000

Korea

International

Bond

3

.875

09/20/48

411,778‌

3,219,000

Kreditanstalt

fuer

Wiederaufbau

1

.000

10/01/26

3,105,540‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3

.000

05/20/27

2,956,827‌

5,500,000

(a)

Kreditanstalt

fuer

Wiederaufbau

3

.750

02/15/28

5,508,609‌

7,750,000

Kreditanstalt

fuer

Wiederaufbau

2

.875

04/03/28

7,583,725‌

2,000,000

Kreditanstalt

fuer

Wiederaufbau

3

.875

06/15/28

2,009,193‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

1

.750

09/14/29

922,315‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

4,271,547‌

3,000,000

Landwirtschaftliche

Rentenbank

3

.875

09/28/27

3,007,915‌

125,000

Landwirtschaftliche

Rentenbank

2

.500

11/15/27

121,521‌

4,000,000

Landwirtschaftliche

Rentenbank

0

.875

09/03/30

3,445,763‌

5,165,000

(b)

Mexico

Government

International

Bond

5

.850

07/02/32

5,226,980‌

10,635,000

Mexico

Government

International

Bond

4

.875

05/19/33

10,030,932‌

2,000,000

Mexico

Government

International

Bond

3

.500

02/12/34

1,676,000‌

1,000,000

Mexico

Government

International

Bond

6

.350

02/09/35

1,021,350‌

5,150,000

Mexico

Government

International

Bond

6

.000

05/07/36

5,082,535‌

2,000,000

Mexico

Government

International

Bond

6

.875

05/13/37

2,084,600‌

17,493,000

(b)

Mexico

Government

International

Bond

6

.625

01/29/38

17,755,395‌

1,000,000

Mexico

Government

International

Bond

5

.000

04/27/51

774,250‌

14,196,000

Mexico

Government

International

Bond

6

.338

05/04/53

12,997,858‌

2,575,000

Mexico

Government

International

Bond

6

.400

05/07/54

2,366,425‌

1,750,000

Mexico

Government

International

Bond

7

.375

05/13/55

1,803,795‌

2,936,000

Mexico

Government

International

Bond

3

.771

05/24/61

1,728,570‌

3,000,000

Mexico

Government

International

Bond

3

.750

04/19/71

1,694,400‌

950,000

Mexico

Government

International

Bond

5

.750

10/12/10

747,175‌

113

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,000,000

Nordic

Investment

Bank

3

.375

%

09/08/27

$

991,792‌

3,000,000

Nordic

Investment

Bank

4

.250

02/28/29

3,044,771‌

2,000,000

Oriental

Republic

of

Uruguay

5

.250

09/10/60

1,809,640‌

300,000

Panama

Government

International

Bond

7

.125

01/29/26

303,894‌

2,000,000

Panama

Government

International

Bond

3

.875

03/17/28

1,931,300‌

1,450,000

Panama

Government

International

Bond

3

.160

01/23/30

1,306,270‌

1,000,000

Panama

Government

International

Bond

7

.500

03/01/31

1,064,040‌

2,500,000

Panama

Government

International

Bond

2

.252

09/29/32

1,906,176‌

2,500,000

Panama

Government

International

Bond

3

.298

01/19/33

2,035,842‌

2,500,000

Panama

Government

International

Bond

6

.400

02/14/35

2,427,587‌

692,000

Panama

Government

International

Bond

6

.700

01/26/36

687,251‌

1,000,000

Panama

Government

International

Bond

6

.875

01/31/36

993,629‌

1,000,000

Panama

Government

International

Bond

8

.000

03/01/38

1,071,572‌

750,000

Panama

Government

International

Bond

4

.500

05/15/47

516,780‌

2,250,000

Panama

Government

International

Bond

4

.500

04/16/50

1,517,250‌

1,450,000

Panama

Government

International

Bond

4

.300

04/29/53

934,998‌

1,500,000

Panama

Government

International

Bond

6

.853

03/28/54

1,372,320‌

1,500,000

Panama

Government

International

Bond

4

.500

04/01/56

970,410‌

1,000,000

Panama

Government

International

Bond

7

.875

03/01/57

1,016,005‌

3,500,000

Panama

Government

International

Bond

3

.870

07/23/60

1,990,726‌

1,250,000

Panama

Government

International

Bond

4

.500

01/19/63

802,963‌

5,000,000

Peruvian

Government

International

Bond

2

.844

06/20/30

4,576,950‌

2,500,000

Peruvian

Government

International

Bond

2

.783

01/23/31

2,237,250‌

1,500,000

Peruvian

Government

International

Bond

1

.862

12/01/32

1,193,611‌

990,000

Peruvian

Government

International

Bond

3

.000

01/15/34

833,184‌

415,000

Peruvian

Government

International

Bond

5

.375

02/08/35

414,241‌

2,000,000

Peruvian

Government

International

Bond

5

.500

03/30/36

2,001,300‌

1,100,000

Peruvian

Government

International

Bond

6

.550

03/14/37

1,193,291‌

1,000,000

Peruvian

Government

International

Bond

3

.300

03/11/41

740,750‌

1,850,000

Peruvian

Government

International

Bond

5

.625

11/18/50

1,755,650‌

2,000,000

Peruvian

Government

International

Bond

3

.550

03/10/51

1,370,940‌

2,520,000

Peruvian

Government

International

Bond

5

.875

08/08/54

2,427,718‌

2,000,000

Peruvian

Government

International

Bond

6

.200

06/30/55

2,007,900‌

1,500,000

Peruvian

Government

International

Bond

2

.780

12/01/60

804,345‌

1,500,000

Peruvian

Government

International

Bond

3

.600

01/15/72

919,425‌

1,000,000

Peruvian

Government

International

Bond

3

.230

07/28/21

534,620‌

500,000

Philippine

Government

International

Bond

3

.229

03/29/27

490,128‌

500,000

Philippine

Government

International

Bond

5

.170

10/13/27

509,215‌

2,219,000

Philippine

Government

International

Bond

3

.000

02/01/28

2,142,890‌

500,000

(a)

Philippine

Government

International

Bond

4

.625

07/17/28

503,947‌

1,875,000

Philippine

Government

International

Bond

3

.750

01/14/29

1,839,901‌

1,000,000

Philippine

Government

International

Bond

4

.375

03/05/30

1,000,683‌

1,500,000

Philippine

Government

International

Bond

2

.457

05/05/30

1,369,934‌

2,000,000

Philippine

Government

International

Bond

1

.648

06/10/31

1,698,143‌

2,000,000

(a)

Philippine

Government

International

Bond

1

.950

01/06/32

1,694,270‌

1,000,000

Philippine

Government

International

Bond

3

.556

09/29/32

927,353‌

1,000,000

Philippine

Government

International

Bond

5

.609

04/13/33

1,047,339‌

1,500,000

Philippine

Government

International

Bond

5

.000

07/17/33

1,513,839‌

1,500,000

Philippine

Government

International

Bond

5

.250

05/14/34

1,524,707‌

1,500,000

Philippine

Government

International

Bond

5

.500

02/04/35

1,555,076‌

1,000,000

Philippine

Government

International

Bond

4

.750

03/05/35

979,805‌

4,083,000

Philippine

Government

International

Bond

3

.950

01/20/40

3,516,600‌

300,000

Philippine

Government

International

Bond

3

.700

03/01/41

243,502‌

3,793,000

Philippine

Government

International

Bond

3

.700

02/02/42

3,036,697‌

1,500,000

Philippine

Government

International

Bond

2

.950

05/05/45

1,027,801‌

1,500,000

Philippine

Government

International

Bond

2

.650

12/10/45

973,227‌

325,000

Philippine

Government

International

Bond

4

.200

03/29/47

265,425‌

1,000,000

Philippine

Government

International

Bond

5

.950

10/13/47

1,032,390‌

1,000,000

Philippine

Government

International

Bond

5

.500

01/17/48

973,461‌

1,500,000

Philippine

Government

International

Bond

5

.600

05/14/49

1,468,178‌

1,000,000

Philippine

Government

International

Bond

5

.175

09/05/49

924,195‌

1,500,000

Philippine

Government

International

Bond

5

.900

02/04/50

1,530,058‌

Bond

Index

Fund

114

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

925,000

Province

of

Alberta

Canada

3

.300

%

03/15/28

$

910,938‌

1,000,000

Province

of

Alberta

Canada

4

.500

06/26/29

1,020,628‌

2,000,000

Province

of

Alberta

Canada

1

.300

07/22/30

1,752,839‌

1,000,000

Province

of

Alberta

Canada

4

.500

01/24/34

996,632‌

5,000,000

Province

of

British

Columbia

Canada

4

.700

01/24/28

5,100,358‌

1,000,000

Province

of

British

Columbia

Canada

4

.800

11/15/28

1,027,135‌

3,500,000

Province

of

British

Columbia

Canada

4

.900

04/24/29

3,618,272‌

1,500,000

Province

of

British

Columbia

Canada

1

.300

01/29/31

1,290,324‌

850,000

Province

of

British

Columbia

Canada

4

.200

07/06/33

834,012‌

3,000,000

Province

of

British

Columbia

Canada

4

.750

06/12/34

3,043,409‌

3,000,000

Province

of

British

Columbia

Canada

4

.800

06/11/35

3,042,778‌

500,000

Province

of

Manitoba

Canada

2

.125

06/22/26

490,437‌

1,000,000

Province

of

Manitoba

Canada

1

.500

10/25/28

925,363‌

1,000,000

Province

of

Manitoba

Canada

4

.300

07/27/33

985,703‌

1,000,000

Province

of

Manitoba

Canada

4

.900

05/31/34

1,024,141‌

500,000

Province

of

New

Brunswick

Canada

3

.625

02/24/28

495,279‌

1,000,000

Province

of

Ontario

Canada

3

.100

05/19/27

985,303‌

1,000,000

Province

of

Ontario

Canada

1

.050

05/21/27

948,230‌

1,000,000

Province

of

Ontario

Canada

4

.200

01/18/29

1,009,840‌

1,500,000

Province

of

Ontario

Canada

3

.700

09/17/29

1,484,746‌

2,000,000

Province

of

Ontario

Canada

2

.000

10/02/29

1,846,878‌

3,500,000

Province

of

Ontario

Canada

4

.700

01/15/30

3,603,636‌

1,000,000

Province

of

Ontario

Canada

1

.125

10/07/30

862,345‌

3,000,000

Province

of

Ontario

Canada

1

.600

02/25/31

2,623,705‌

1,500,000

Province

of

Ontario

Canada

1

.800

10/14/31

1,300,613‌

1,500,000

Province

of

Ontario

Canada

2

.125

01/21/32

1,316,481‌

2,000,000

Province

of

Ontario

Canada

5

.050

04/24/34

2,074,027‌

1,375,000

Province

of

Ontario

Canada

4

.850

06/11/35

1,401,282‌

3,500,000

Province

of

Quebec

Canada

2

.500

04/20/26

3,453,812‌

500,000

Province

of

Quebec

Canada

2

.750

04/12/27

489,972‌

3,000,000

Province

of

Quebec

Canada

3

.625

04/13/28

2,981,438‌

1,000,000

Province

of

Quebec

Canada

4

.500

04/03/29

1,020,195‌

201,000

Province

of

Quebec

Canada

7

.500

09/15/29

228,036‌

1,500,000

Province

of

Quebec

Canada

1

.350

05/28/30

1,323,653‌

3,000,000

Province

of

Quebec

Canada

1

.900

04/21/31

2,656,258‌

2,000,000

Province

of

Quebec

Canada

4

.500

09/08/33

2,002,190‌

1,000,000

Province

of

Quebec

Canada

4

.250

09/05/34

977,203‌

1,000,000

Province

of

Saskatchewan

Canada

3

.250

06/08/27

987,432‌

1,000,000

Province

of

Saskatchewan

Canada

4

.650

01/28/30

1,026,973‌

1,500,000

Republic

of

Italy

Government

International

Bond

2

.875

10/17/29

1,406,490‌

1,599,000

Republic

of

Italy

Government

International

Bond

5

.375

06/15/33

1,671,332‌

2,000,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

1,457,029‌

3,750,000

Republic

of

Italy

Government

International

Bond

3

.875

05/06/51

2,569,305‌

1,500,000

Republic

of

Poland

Government

International

Bond

5

.500

11/16/27

1,549,266‌

1,500,000

Republic

of

Poland

Government

International

Bond

4

.625

03/18/29

1,521,089‌

2,000,000

Republic

of

Poland

Government

International

Bond

4

.875

02/12/30

2,039,042‌

850,000

Republic

of

Poland

Government

International

Bond

5

.750

11/16/32

896,863‌

2,000,000

Republic

of

Poland

Government

International

Bond

4

.875

10/04/33

1,988,196‌

2,900,000

Republic

of

Poland

Government

International

Bond

5

.125

09/18/34

2,910,853‌

4,000,000

Republic

of

Poland

Government

International

Bond

5

.375

02/12/35

4,072,756‌

1,050,000

Republic

of

Poland

Government

International

Bond

5

.500

04/04/53

978,359‌

4,150,000

Republic

of

Poland

Government

International

Bond

5

.500

03/18/54

3,846,050‌

1,000,000

State

of

Israel

2

.500

01/15/30

902,741‌

3,000,000

Svensk

Exportkredit

AB

3

.750

09/13/27

2,995,783‌

1,500,000

Svensk

Exportkredit

AB

4

.125

06/14/28

1,511,538‌

1,000,000

Svensk

Exportkredit

AB

4

.250

02/01/29

1,010,243‌

1,000,000

Svensk

Exportkredit

AB

4

.875

10/04/30

1,040,483‌

398,175

Uruguay

Government

International

Bond

4

.375

01/23/31

397,383‌

5,957,660

Uruguay

Government

International

Bond

5

.750

10/28/34

6,283,544‌

2,211,913

Uruguay

Government

International

Bond

5

.442

02/14/37

2,260,951‌

500,000

Uruguay

Government

International

Bond

4

.125

11/20/45

423,315‌

2,063,907

Uruguay

Government

International

Bond

5

.100

06/18/50

1,903,376‌

115

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

2,425,000

Uruguay

Government

International

Bond

4

.975

%

04/20/55

$

2,146,658‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

681,160,827‌

MORTGAGE

BACKED

-

24.2%

59,511,994

Fannie

Mae

2

.000

02/01/52

47,235,294‌

265

Fannie

Mae

Pool

4

.000

08/01/25

264‌

33

Fannie

Mae

Pool

5

.500

08/01/25

33‌

1,005

Fannie

Mae

Pool

3

.500

09/01/25

1,001‌

3,997

Fannie

Mae

Pool

3

.500

10/01/25

3,981‌

4,315

Fannie

Mae

Pool

3

.500

10/01/25

4,297‌

1,052

Fannie

Mae

Pool

5

.000

10/01/25

1,049‌

3,598

Fannie

Mae

Pool

4

.000

11/01/25

3,584‌

6,669

Fannie

Mae

Pool

3

.500

12/01/25

6,637‌

7,024

Fannie

Mae

Pool

3

.500

02/01/26

6,981‌

31,847

Fannie

Mae

Pool

3

.500

02/01/26

31,651‌

2,589

Fannie

Mae

Pool

4

.000

03/01/26

2,576‌

10,184

Fannie

Mae

Pool

4

.000

06/01/26

10,122‌

7,334

Fannie

Mae

Pool

3

.500

08/01/26

7,285‌

9,171

Fannie

Mae

Pool

3

.500

09/01/26

9,097‌

3,530

Fannie

Mae

Pool

4

.000

09/01/26

3,513‌

17,537

Fannie

Mae

Pool

3

.500

10/01/26

17,400‌

346

Fannie

Mae

Pool

6

.000

10/01/26

351‌

23,625

Fannie

Mae

Pool

3

.000

11/01/26

23,362‌

23,571

Fannie

Mae

Pool

3

.000

12/01/26

23,299‌

64,473

Fannie

Mae

Pool

3

.000

01/01/27

63,704‌

13,703

Fannie

Mae

Pool

4

.000

01/01/27

13,613‌

55,110

Fannie

Mae

Pool

3

.500

02/01/27

54,573‌

107,957

Fannie

Mae

Pool

3

.000

04/01/27

106,590‌

60,923

Fannie

Mae

Pool

3

.000

04/01/27

60,132‌

38,460

Fannie

Mae

Pool

3

.500

05/01/27

38,111‌

49,693

Fannie

Mae

Pool

2

.500

06/01/27

48,855‌

157,765

Fannie

Mae

Pool

3

.000

06/01/27

155,443‌

54,051

Fannie

Mae

Pool

2

.500

07/01/27

53,115‌

134,430

Fannie

Mae

Pool

2

.500

09/01/27

131,967‌

1,220

Fannie

Mae

Pool

5

.500

09/01/27

1,220‌

205,028

Fannie

Mae

Pool

2

.500

10/01/27

201,161‌

136,423

Fannie

Mae

Pool

3

.000

11/01/27

134,487‌

271

Fannie

Mae

Pool

5

.500

01/01/28

273‌

577,821

Fannie

Mae

Pool

2

.500

02/01/28

566,079‌

486,686

Fannie

Mae

Pool

2

.500

02/01/28

476,757‌

257

Fannie

Mae

Pool

5

.000

02/01/28

258‌

386,389

Fannie

Mae

Pool

2

.500

04/01/28

378,118‌

567,738

Fannie

Mae

Pool

2

.500

04/01/28

555,586‌

1,580

Fannie

Mae

Pool

5

.500

06/01/28

1,596‌

166,077

Fannie

Mae

Pool

2

.500

07/01/28

162,284‌

353,974

Fannie

Mae

Pool

2

.500

08/01/28

345,888‌

331,156

Fannie

Mae

Pool

3

.000

10/01/28

323,898‌

258

Fannie

Mae

Pool

5

.500

11/01/28

261‌

1

Fannie

Mae

Pool

7

.500

01/01/29

1‌

671,151

Fannie

Mae

Pool

3

.000

03/01/29

658,186‌

2,208

Fannie

Mae

Pool

4

.000

03/01/29

2,192‌

2,404,608

Fannie

Mae

Pool

3

.000

04/01/29

2,357,930‌

9,046

Fannie

Mae

Pool

4

.500

04/01/29

9,060‌

6,084

Fannie

Mae

Pool

4

.000

05/01/29

6,035‌

3,676

Fannie

Mae

Pool

4

.500

06/01/29

3,675‌

1,250

Fannie

Mae

Pool

4

.000

07/01/29

1,240‌

24,200

Fannie

Mae

Pool

4

.500

08/01/29

24,195‌

2,727,058

Fannie

Mae

Pool

3

.500

09/01/29

2,696,082‌

4,818

Fannie

Mae

Pool

4

.500

09/01/29

4,811‌

3,348

Fannie

Mae

Pool

4

.500

11/01/29

3,341‌

1,549

Fannie

Mae

Pool

4

.500

01/01/30

1,555‌

409,137

Fannie

Mae

Pool

2

.500

02/01/30

396,052‌

3,300

Fannie

Mae

Pool

4

.000

03/01/30

3,283‌

Bond

Index

Fund

116

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,459

Fannie

Mae

Pool

4

.500

%

05/01/30

$

1,465‌

2,274

Fannie

Mae

Pool

4

.500

06/01/30

2,279‌

1,014,696

Fannie

Mae

Pool

3

.000

07/01/30

991,038‌

20,980

Fannie

Mae

Pool

4

.500

08/01/30

21,027‌

4,613

Fannie

Mae

Pool

4

.000

09/01/30

4,582‌

24,997

Fannie

Mae

Pool

4

.000

10/01/30

24,906‌

270,323

Fannie

Mae

Pool

4

.000

11/01/30

268,474‌

42,377

Fannie

Mae

Pool

4

.000

11/01/30

42,075‌

10,077

Fannie

Mae

Pool

4

.500

12/01/30

10,112‌

1,042,151

Fannie

Mae

Pool

3

.000

02/01/31

1,015,356‌

15,796

Fannie

Mae

Pool

3

.500

02/01/31

15,564‌

16,943

Fannie

Mae

Pool

4

.000

02/01/31

16,818‌

193

Fannie

Mae

Pool

7

.500

03/01/31

200‌

1,167,122

Fannie

Mae

Pool

2

.500

04/01/31

1,123,783‌

47,514

Fannie

Mae

Pool

3

.500

04/01/31

46,650‌

5,561

Fannie

Mae

Pool

4

.000

04/01/31

5,525‌

1,138,804

Fannie

Mae

Pool

3

.000

05/01/31

1,109,495‌

476

Fannie

Mae

Pool

6

.000

05/01/31

492‌

1,352,734

Fannie

Mae

Pool

2

.500

06/01/31

1,303,134‌

303,396

Fannie

Mae

Pool

4

.500

07/01/31

303,544‌

30,592

Fannie

Mae

Pool

4

.500

07/01/31

30,724‌

182,744

Fannie

Mae

Pool

4

.000

08/01/31

181,351‌

1,794,199

Fannie

Mae

Pool

2

.500

09/01/31

1,725,994‌

903,686

Fannie

Mae

Pool

3

.000

09/01/31

880,367‌

10,779

Fannie

Mae

Pool

4

.000

09/01/31

10,697‌

115

Fannie

Mae

Pool

6

.500

09/01/31

119‌

6,748

Fannie

Mae

Pool

6

.000

11/01/31

6,990‌

952

Fannie

Mae

Pool

6

.500

11/01/31

983‌

1,971,956

Fannie

Mae

Pool

2

.500

12/01/31

1,896,016‌

330,809

Fannie

Mae

Pool

3

.500

01/01/32

324,323‌

2,154

Fannie

Mae

Pool

6

.000

01/01/32

2,231‌

134,411

Fannie

Mae

Pool

3

.500

02/01/32

131,776‌

1,524

Fannie

Mae

Pool

6

.000

02/01/32

1,590‌

1,234,992

Fannie

Mae

Pool

3

.000

03/01/32

1,199,531‌

6,262

Fannie

Mae

Pool

6

.500

04/01/32

6,544‌

4,288,624

Fannie

Mae

Pool

3

.000

06/01/32

4,170,966‌

13,041

Fannie

Mae

Pool

6

.500

07/01/32

13,616‌

2,634

Fannie

Mae

Pool

6

.500

08/01/32

2,725‌

161,730

Fannie

Mae

Pool

3

.000

09/01/32

155,651‌

2,194

Fannie

Mae

Pool

7

.500

09/01/32

2,192‌

481,312

Fannie

Mae

Pool

3

.000

10/01/32

463,660‌

17,578

Fannie

Mae

Pool

5

.500

10/01/32

17,722‌

3,894

Fannie

Mae

Pool

6

.000

11/01/32

3,985‌

2,910,623

Fannie

Mae

Pool

3

.000

12/01/32

2,809,032‌

3,477

Fannie

Mae

Pool

5

.500

12/01/32

3,572‌

192

Fannie

Mae

Pool

5

.500

12/01/32

194‌

5,269

Fannie

Mae

Pool

6

.000

12/01/32

5,365‌

30,622

Fannie

Mae

Pool

5

.500

01/01/33

31,283‌

83,512

Fannie

Mae

Pool

6

.000

01/01/33

86,264‌

28,470

Fannie

Mae

Pool

5

.000

02/01/33

28,556‌

756

Fannie

Mae

Pool

5

.000

02/01/33

763‌

363,823

Fannie

Mae

Pool

3

.000

04/01/33

349,099‌

410,269

Fannie

Mae

Pool

3

.500

04/01/33

402,365‌

1,634

Fannie

Mae

Pool

6

.000

04/01/33

1,697‌

1,939,014

Fannie

Mae

Pool

3

.500

05/01/33

1,908,199‌

210,208

Fannie

Mae

Pool

5

.500

05/01/33

214,982‌

12,150

Fannie

Mae

Pool

5

.000

06/01/33

12,293‌

22,654

Fannie

Mae

Pool

5

.500

06/01/33

23,121‌

3,187

Fannie

Mae

Pool

4

.500

07/01/33

3,151‌

13,596

Fannie

Mae

Pool

5

.000

07/01/33

13,609‌

19,976

Fannie

Mae

Pool

4

.500

08/01/33

19,601‌

2,732

Fannie

Mae

Pool

4

.500

08/01/33

2,702‌

117

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,366

Fannie

Mae

Pool

5

.000

%

08/01/33

$

5,387‌

16,831

Fannie

Mae

Pool

5

.500

09/01/33

16,832‌

20,764

Fannie

Mae

Pool

5

.500

09/01/33

21,157‌

4,382

Fannie

Mae

Pool

6

.000

09/01/33

4,539‌

32,968

Fannie

Mae

Pool

4

.500

10/01/33

32,838‌

6,241

Fannie

Mae

Pool

5

.000

10/01/33

6,315‌

2,645

Fannie

Mae

Pool

5

.000

10/01/33

2,634‌

18,026

Fannie

Mae

Pool

5

.500

10/01/33

18,059‌

117,703

Fannie

Mae

Pool

5

.500

10/01/33

118,763‌

1,850

Fannie

Mae

Pool

4

.500

11/01/33

1,841‌

6,510

Fannie

Mae

Pool

5

.000

11/01/33

6,588‌

471,139

Fannie

Mae

Pool

5

.000

11/01/33

475,955‌

52,908

Fannie

Mae

Pool

5

.000

12/01/33

53,394‌

77,004

Fannie

Mae

Pool

5

.500

12/01/33

77,994‌

704,473

Fannie

Mae

Pool

3

.000

01/01/34

672,828‌

21,021

Fannie

Mae

Pool

5

.000

02/01/34

21,255‌

91,444

Fannie

Mae

Pool

6

.000

02/01/34

95,043‌

5,301

Fannie

Mae

Pool

5

.000

03/01/34

5,360‌

2,118

Fannie

Mae

Pool

5

.000

03/01/34

2,141‌

125,854

Fannie

Mae

Pool

5

.000

03/01/34

127,260‌

2,735

Fannie

Mae

Pool

5

.000

03/01/34

2,761‌

6,276

Fannie

Mae

Pool

5

.000

03/01/34

6,347‌

1,864

Fannie

Mae

Pool

5

.000

03/01/34

1,883‌

18,960

Fannie

Mae

Pool

5

.000

04/01/34

19,218‌

19,659

Fannie

Mae

Pool

5

.500

04/01/34

20,137‌

6,830

Fannie

Mae

Pool

4

.500

05/01/34

6,751‌

2,373

Fannie

Mae

Pool

4

.500

05/01/34

2,362‌

4,600

Fannie

Mae

Pool

5

.500

07/01/34

4,725‌

6,854

Fannie

Mae

Pool

5

.500

07/01/34

7,004‌

6,483

Fannie

Mae

Pool

7

.000

07/01/34

6,835‌

52,623

Fannie

Mae

Pool

5

.000

08/01/34

53,339‌

5,697

Fannie

Mae

Pool

5

.000

08/01/34

5,762‌

30,557

Fannie

Mae

Pool

6

.000

08/01/34

31,718‌

5,217

Fannie

Mae

Pool

6

.000

08/01/34

5,405‌

3,151,758

Fannie

Mae

Pool

3

.500

09/01/34

3,092,209‌

111,599

Fannie

Mae

Pool

5

.500

09/01/34

114,624‌

4,202,756

Fannie

Mae

Pool

2

.500

11/01/34

3,965,345‌

1,005

Fannie

Mae

Pool

5

.500

11/01/34

1,035‌

7,026

Fannie

Mae

Pool

6

.000

11/01/34

7,226‌

3,645,620

Fannie

Mae

Pool

2

.500

12/01/34

3,429,567‌

887,190

Fannie

Mae

Pool

3

.000

12/01/34

855,785‌

1,654

Fannie

Mae

Pool

5

.000

12/01/34

1,670‌

1,032

Fannie

Mae

Pool

5

.500

12/01/34

1,061‌

5,462

Fannie

Mae

Pool

6

.000

12/01/34

5,657‌

150,374

Fannie

Mae

Pool

4

.500

01/01/35

149,586‌

16,588

Fannie

Mae

Pool

5

.500

01/01/35

17,042‌

2,022,101

Fannie

Mae

Pool

3

.500

02/01/35

1,970,112‌

328,108

Fannie

Mae

Pool

5

.500

02/01/35

336,406‌

14,641

Fannie

Mae

Pool

5

.500

02/01/35

15,061‌

916,241

Fannie

Mae

Pool

2

.500

03/01/35

864,452‌

55,080

Fannie

Mae

Pool

5

.500

04/01/35

56,424‌

14,266

Fannie

Mae

Pool

6

.000

04/01/35

14,907‌

13,312

Fannie

Mae

Pool

6

.000

04/01/35

13,871‌

2,513,272

Fannie

Mae

Pool

2

.500

05/01/35

2,350,320‌

4,419,536

Fannie

Mae

Pool

3

.000

05/01/35

4,235,809‌

15,636

Fannie

Mae

Pool

6

.000

05/01/35

16,249‌

5,370

Fannie

Mae

Pool

5

.000

06/01/35

5,443‌

15,994

Fannie

Mae

Pool

5

.000

07/01/35

16,112‌

886

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.570%)

7

.320

07/01/35

899‌

1,887,550

Fannie

Mae

Pool

2

.500

08/01/35

1,769,193‌

1,482,856

Fannie

Mae

Pool

3

.000

08/01/35

1,411,769‌

33,047

Fannie

Mae

Pool

4

.500

08/01/35

32,893‌

Bond

Index

Fund

118

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

31,305

Fannie

Mae

Pool

5

.000

%

08/01/35

$

31,731‌

25,036

Fannie

Mae

Pool

5

.000

08/01/35

25,398‌

1,199

Fannie

Mae

Pool

4

.500

09/01/35

1,194‌

1,368

Fannie

Mae

Pool

4

.500

09/01/35

1,362‌

4,212

Fannie

Mae

Pool

5

.500

09/01/35

4,332‌

5,298,136

Fannie

Mae

Pool

2

.500

10/01/35

4,965,879‌

15,766

Fannie

Mae

Pool

5

.000

10/01/35

15,997‌

41,131

Fannie

Mae

Pool

5

.500

10/01/35

41,459‌

12,723,024

Fannie

Mae

Pool

1

.500

11/01/35

11,370,061‌

11,561,169

Fannie

Mae

Pool

2

.000

11/01/35

10,627,835‌

5,744,958

Fannie

Mae

Pool

2

.500

11/01/35

5,372,326‌

35,869

Fannie

Mae

Pool

5

.500

11/01/35

37,019‌

4,680,020

Fannie

Mae

Pool

2

.000

12/01/35

4,302,171‌

13,512,944

Fannie

Mae

Pool

1

.500

01/01/36

12,042,487‌

1,915,646

Fannie

Mae

Pool

3

.500

01/01/36

1,857,844‌

117,867

Fannie

Mae

Pool

5

.000

02/01/36

119,594‌

4,012

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.535%)

6

.535

02/01/36

4,067‌

11,664,227

Fannie

Mae

Pool

1

.500

03/01/36

10,394,668‌

34,608,033

Fannie

Mae

Pool

2

.000

03/01/36

31,706,364‌

51,153

Fannie

Mae

Pool

6

.000

03/01/36

53,622‌

9,847,903

Fannie

Mae

Pool

1

.500

04/01/36

8,775,979‌

6,394,526

Fannie

Mae

Pool

1

.000

05/01/36

5,570,925‌

12,924,616

Fannie

Mae

Pool

1

.500

05/01/36

11,517,702‌

11,800,427

Fannie

Mae

Pool

2

.000

05/01/36

10,810,851‌

629,363

Fannie

Mae

Pool

3

.500

05/01/36

608,874‌

650

Fannie

Mae

Pool

5

.000

05/01/36

659‌

78,249

Fannie

Mae

Pool

6

.000

06/01/36

81,779‌

12,043,340

Fannie

Mae

Pool

2

.000

07/01/36

11,033,247‌

3,476

Fannie

Mae

Pool

6

.000

07/01/36

3,581‌

8,036

Fannie

Mae

Pool

6

.500

07/01/36

8,396‌

3,108

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.632%)

7

.382

07/01/36

3,146‌

3,051,748

Fannie

Mae

Pool

1

.500

08/01/36

2,719,469‌

4,860,373

Fannie

Mae

Pool

3

.000

08/01/36

4,609,126‌

42,791

Fannie

Mae

Pool

5

.500

08/01/36

43,650‌

46,620

Fannie

Mae

Pool

6

.500

08/01/36

48,205‌

9,954,562

Fannie

Mae

Pool

1

.500

09/01/36

8,861,801‌

21,146,503

Fannie

Mae

Pool

2

.000

09/01/36

19,347,692‌

11,658,878

Fannie

Mae

Pool

2

.500

09/01/36

10,898,923‌

782,837

Fannie

Mae

Pool

3

.000

09/01/36

742,056‌

4,051

Fannie

Mae

Pool

5

.500

09/01/36

4,164‌

1,386

Fannie

Mae

Pool

6

.500

09/01/36

1,469‌

5,573

Fannie

Mae

Pool

6

.500

09/01/36

5,879‌

7,405

Fannie

Mae

Pool

6

.000

10/01/36

7,762‌

20,645,862

Fannie

Mae

Pool

1

.500

11/01/36

18,346,681‌

17,489,579

Fannie

Mae

Pool

2

.000

11/01/36

15,989,643‌

1,761,322

Fannie

Mae

Pool

3

.000

11/01/36

1,667,914‌

3,474

Fannie

Mae

Pool

6

.500

11/01/36

3,663‌

4,743,090

Fannie

Mae

Pool

2

.000

12/01/36

4,333,483‌

23,234

Fannie

Mae

Pool

6

.000

12/01/36

24,355‌

3,137,849

Fannie

Mae

Pool

1

.500

01/01/37

2,788,363‌

8,314,352

Fannie

Mae

Pool

2

.000

01/01/37

7,598,904‌

8,667

Fannie

Mae

Pool

5

.500

01/01/37

8,934‌

4,464

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.723%)

6

.637

01/01/37

4,574‌

3,569,589

Fannie

Mae

Pool

1

.500

02/01/37

3,172,018‌

5,274,895

Fannie

Mae

Pool

2

.000

02/01/37

4,821,040‌

65,197

Fannie

Mae

Pool

5

.500

02/01/37

67,223‌

4,178

Fannie

Mae

Pool

6

.000

02/01/37

4,380‌

311

(d)

Fannie

Mae

Pool,

(LIBOR

6

M

+

1.460%)

6

.085

02/01/37

315‌

9,627

Fannie

Mae

Pool

7

.000

02/01/37

10,264‌

21,983,803

Fannie

Mae

Pool

2

.000

03/01/37

20,085,048‌

696

Fannie

Mae

Pool

5

.000

03/01/37

708‌

22,145

Fannie

Mae

Pool

6

.500

03/01/37

23,326‌

119

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

36,738

Fannie

Mae

Pool

6

.500

%

03/01/37

$

38,915‌

1,594

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.875%)

6

.750

03/01/37

1,637‌

18,296,119

Fannie

Mae

Pool

2

.000

04/01/37

16,715,751‌

2,055,818

Fannie

Mae

Pool

2

.500

04/01/37

1,920,687‌

15,927

Fannie

Mae

Pool

7

.000

04/01/37

16,837‌

9,560,714

Fannie

Mae

Pool

1

.500

05/01/37

8,497,865‌

29,859

Fannie

Mae

Pool

5

.000

05/01/37

30,298‌

5,026

Fannie

Mae

Pool

5

.500

06/01/37

5,176‌

4,926

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.782%)

7

.466

06/01/37

5,049‌

3,407,685

Fannie

Mae

Pool

2

.500

08/01/37

3,181,034‌

3,539,097

Fannie

Mae

Pool

3

.000

08/01/37

3,374,233‌

6,121

Fannie

Mae

Pool

5

.500

08/01/37

6,312‌

1,487

Fannie

Mae

Pool

6

.000

08/01/37

1,544‌

12,051

Fannie

Mae

Pool

5

.500

09/01/37

12,328‌

10,406

Fannie

Mae

Pool

6

.000

09/01/37

10,792‌

19,838

Fannie

Mae

Pool

6

.000

09/01/37

20,563‌

14,505

Fannie

Mae

Pool

6

.000

09/01/37

15,207‌

36,978

Fannie

Mae

Pool

6

.000

09/01/37

38,529‌

56,166

Fannie

Mae

Pool

6

.000

09/01/37

58,701‌

5,312

Fannie

Mae

Pool

6

.500

09/01/37

5,525‌

3,495

Fannie

Mae

Pool

6

.500

09/01/37

3,639‌

2,988

Fannie

Mae

Pool

6

.500

10/01/37

3,136‌

4,958

(d)

Fannie

Mae

Pool,

(DGS1

+

2.275%)

7

.275

10/01/37

5,098‌

5,160,605

Fannie

Mae

Pool

3

.000

11/01/37

4,920,155‌

4,903,424

Fannie

Mae

Pool

3

.500

11/01/37

4,726,656‌

3,529,429

Fannie

Mae

Pool

4

.000

11/01/37

3,455,658‌

47,083

Fannie

Mae

Pool

5

.500

11/01/37

48,383‌

79,244

Fannie

Mae

Pool

6

.000

11/01/37

83,075‌

2,230

Fannie

Mae

Pool

7

.000

11/01/37

2,351‌

1,596,624

Fannie

Mae

Pool

3

.000

12/01/37

1,504,841‌

1,601,206

Fannie

Mae

Pool

4

.000

01/01/38

1,575,226‌

414

Fannie

Mae

Pool

6

.500

01/01/38

430‌

2,707,553

Fannie

Mae

Pool

4

.500

02/01/38

2,693,786‌

1,805,729

Fannie

Mae

Pool

5

.000

02/01/38

1,821,125‌

22,301

Fannie

Mae

Pool

5

.500

02/01/38

22,925‌

12,754

Fannie

Mae

Pool

6

.500

02/01/38

13,340‌

6,858

Fannie

Mae

Pool

7

.000

02/01/38

7,399‌

2,377

Fannie

Mae

Pool

5

.000

03/01/38

2,410‌

1,137

Fannie

Mae

Pool

5

.000

03/01/38

1,152‌

5,596

Fannie

Mae

Pool

5

.500

03/01/38

5,748‌

1,813

Fannie

Mae

Pool

6

.000

03/01/38

1,915‌

4,161

Fannie

Mae

Pool

6

.500

03/01/38

4,389‌

5,149

Fannie

Mae

Pool

6

.500

03/01/38

5,319‌

4,208

Fannie

Mae

Pool

6

.500

03/01/38

4,376‌

6,419

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.770%)

6

.770

03/01/38

6,584‌

51,630

Fannie

Mae

Pool

5

.500

04/01/38

52,908‌

92,787

Fannie

Mae

Pool

6

.000

04/01/38

97,237‌

250,777

Fannie

Mae

Pool

5

.000

05/01/38

254,296‌

69,080

Fannie

Mae

Pool

5

.000

05/01/38

68,839‌

173,982

Fannie

Mae

Pool

6

.000

06/01/38

182,876‌

296,985

Fannie

Mae

Pool

6

.500

06/01/38

310,223‌

65,064

Fannie

Mae

Pool

6

.000

07/01/38

68,209‌

260

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.603%)

6

.631

08/01/38

267‌

201,389

Fannie

Mae

Pool

6

.000

09/01/38

211,126‌

525

Fannie

Mae

Pool

6

.000

10/01/38

543‌

3,163

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.200%)

6

.700

10/01/38

3,208‌

2,278,082

Fannie

Mae

Pool

5

.000

11/01/38

2,296,556‌

2,465

Fannie

Mae

Pool

5

.500

11/01/38

2,535‌

3,496,423

Fannie

Mae

Pool

6

.000

11/01/38

3,599,129‌

1,139

Fannie

Mae

Pool

5

.000

12/01/38

1,155‌

196,578

Fannie

Mae

Pool

5

.500

12/01/38

202,879‌

8,676

Fannie

Mae

Pool

4

.500

01/01/39

8,672‌

Bond

Index

Fund

120

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

16,374

Fannie

Mae

Pool

5

.000

%

01/01/39

$

16,504‌

720,446

Fannie

Mae

Pool

5

.000

01/01/39

727,840‌

25,328

Fannie

Mae

Pool

5

.500

01/01/39

25,893‌

101,013

Fannie

Mae

Pool

5

.500

01/01/39

103,884‌

10,363

Fannie

Mae

Pool

6

.000

01/01/39

10,812‌

985

Fannie

Mae

Pool

6

.000

01/01/39

1,001‌

33,349

Fannie

Mae

Pool

4

.500

02/01/39

33,273‌

120,048

Fannie

Mae

Pool

4

.500

02/01/39

119,775‌

47,487

Fannie

Mae

Pool

4

.500

02/01/39

47,379‌

2,370

Fannie

Mae

Pool

5

.500

02/01/39

2,428‌

107,438

Fannie

Mae

Pool

4

.000

04/01/39

104,121‌

5,528

Fannie

Mae

Pool

5

.500

04/01/39

5,651‌

194,210

Fannie

Mae

Pool

4

.500

05/01/39

193,768‌

35,944

Fannie

Mae

Pool

4

.500

05/01/39

35,895‌

104,872

Fannie

Mae

Pool

4

.500

06/01/39

104,286‌

35,818

Fannie

Mae

Pool

4

.500

06/01/39

35,736‌

83,899

Fannie

Mae

Pool

5

.500

06/01/39

86,386‌

3,573,531

Fannie

Mae

Pool

5

.500

06/01/39

3,638,614‌

19,379

Fannie

Mae

Pool

4

.500

07/01/39

19,315‌

22,339

Fannie

Mae

Pool

4

.500

07/01/39

22,288‌

2,255

Fannie

Mae

Pool

5

.000

07/01/39

2,284‌

3,623,326

Fannie

Mae

Pool

5

.500

07/01/39

3,690,184‌

1,257

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.835%)

7

.710

07/01/39

1,291‌

372,275

Fannie

Mae

Pool

4

.000

08/01/39

360,405‌

66,868

Fannie

Mae

Pool

4

.000

08/01/39

64,722‌

5,830

Fannie

Mae

Pool

4

.500

08/01/39

5,817‌

251,101

Fannie

Mae

Pool

4

.500

08/01/39

250,530‌

72,459

Fannie

Mae

Pool

4

.500

08/01/39

72,295‌

280,518

Fannie

Mae

Pool

5

.000

08/01/39

284,005‌

1,992

Fannie

Mae

Pool

5

.000

08/01/39

2,019‌

4,593

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.650%)

7

.400

08/01/39

4,684‌

2,919

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.690%)

7

.440

08/01/39

2,984‌

139,847

Fannie

Mae

Pool

4

.000

09/01/39

135,359‌

16,348

Fannie

Mae

Pool

5

.000

09/01/39

16,555‌

3,183,033

Fannie

Mae

Pool

5

.000

09/01/39

3,206,276‌

71,685

Fannie

Mae

Pool

5

.500

09/01/39

73,460‌

38,926

Fannie

Mae

Pool

6

.000

09/01/39

40,808‌

4,756,343

Fannie

Mae

Pool

4

.500

10/01/39

4,726,302‌

141,101

Fannie

Mae

Pool

6

.500

10/01/39

149,475‌

2,723,930

Fannie

Mae

Pool

4

.500

11/01/39

2,706,726‌

6,384

Fannie

Mae

Pool

5

.000

11/01/39

6,466‌

163,714

Fannie

Mae

Pool

4

.000

12/01/39

158,324‌

17,988

Fannie

Mae

Pool

4

.500

12/01/39

17,945‌

36,416

Fannie

Mae

Pool

4

.500

12/01/39

36,322‌

582,361

Fannie

Mae

Pool

4

.500

12/01/39

580,977‌

12,398

Fannie

Mae

Pool

4

.500

01/01/40

12,370‌

14,077

Fannie

Mae

Pool

5

.000

01/01/40

14,252‌

5,570

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.815%)

6

.777

01/01/40

5,773‌

87,638

Fannie

Mae

Pool

6

.000

02/01/40

91,841‌

4,534,311

Fannie

Mae

Pool

2

.500

03/01/40

4,129,633‌

120,062

Fannie

Mae

Pool

4

.500

03/01/40

119,740‌

49,081

Fannie

Mae

Pool

4

.500

03/01/40

48,929‌

5,379

Fannie

Mae

Pool

5

.000

03/01/40

5,446‌

5,855,428

Fannie

Mae

Pool

2

.500

04/01/40

5,325,908‌

5,801,198

Fannie

Mae

Pool

3

.000

04/01/40

5,416,103‌

5,454

Fannie

Mae

Pool

4

.500

04/01/40

5,441‌

201,515

Fannie

Mae

Pool

5

.000

04/01/40

204,021‌

4,941,698

Fannie

Mae

Pool

5

.000

04/01/40

4,977,825‌

136,928

Fannie

Mae

Pool

5

.000

04/01/40

138,644‌

3,709

Fannie

Mae

Pool

4

.500

05/01/40

3,685‌

18,290

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.836%)

6

.748

05/01/40

18,944‌

3,624

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.790%)

6

.790

05/01/40

3,686‌

121

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

12,488

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.835%)

6

.835

%

05/01/40

$

12,863‌

5,258,375

Fannie

Mae

Pool

2

.500

06/01/40

4,777,505‌

12,062

Fannie

Mae

Pool

4

.500

07/01/40

12,027‌

10,681

Fannie

Mae

Pool

4

.500

07/01/40

10,648‌

17,551

Fannie

Mae

Pool

5

.000

07/01/40

17,769‌

109,821

Fannie

Mae

Pool

4

.500

08/01/40

109,515‌

155,263

Fannie

Mae

Pool

4

.500

08/01/40

154,815‌

108,554

Fannie

Mae

Pool

5

.000

08/01/40

109,904‌

241,929

Fannie

Mae

Pool

4

.500

09/01/40

241,205‌

103,472

Fannie

Mae

Pool

4

.500

09/01/40

102,854‌

255,495

Fannie

Mae

Pool

6

.000

09/01/40

267,838‌

36,416

Fannie

Mae

Pool

3

.500

10/01/40

34,256‌

165,302

Fannie

Mae

Pool

4

.000

10/01/40

159,775‌

360,897

Fannie

Mae

Pool

4

.000

10/01/40

348,566‌

292,326

Fannie

Mae

Pool

4

.500

10/01/40

291,301‌

337,632

Fannie

Mae

Pool

3

.500

11/01/40

317,648‌

328,207

Fannie

Mae

Pool

4

.000

11/01/40

317,062‌

382,405

Fannie

Mae

Pool

4

.000

11/01/40

369,618‌

214,544

Fannie

Mae

Pool

4

.000

11/01/40

207,303‌

42,569

Fannie

Mae

Pool

4

.500

11/01/40

42,380‌

11,772,134

Fannie

Mae

Pool

2

.000

12/01/40

10,171,994‌

111,031

Fannie

Mae

Pool

4

.000

12/01/40

107,284‌

948,479

Fannie

Mae

Pool

4

.500

12/01/40

945,153‌

22,185

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.823%)

6

.448

12/01/40

22,814‌

10,680

Fannie

Mae

Pool

3

.500

01/01/41

10,048‌

4,040,222

Fannie

Mae

Pool

1

.500

02/01/41

3,350,110‌

9,639,024

Fannie

Mae

Pool

2

.000

02/01/41

8,318,630‌

44,716

Fannie

Mae

Pool

3

.500

02/01/41

42,069‌

316,934

Fannie

Mae

Pool

4

.000

02/01/41

306,172‌

10,968

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.818%)

6

.772

02/01/41

11,349‌

318,042

Fannie

Mae

Pool

4

.000

03/01/41

307,274‌

13,727,466

Fannie

Mae

Pool

2

.000

04/01/41

11,827,484‌

240,774

Fannie

Mae

Pool

4

.500

04/01/41

239,632‌

199,462

Fannie

Mae

Pool

4

.500

05/01/41

198,517‌

71,847

Fannie

Mae

Pool

4

.500

05/01/41

71,373‌

144,078

Fannie

Mae

Pool

4

.500

06/01/41

143,306‌

6,095,897

Fannie

Mae

Pool

2

.000

07/01/41

5,256,288‌

203,332

Fannie

Mae

Pool

4

.500

07/01/41

201,992‌

24,939

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.789%)

7

.205

07/01/41

25,845‌

10,634,624

Fannie

Mae

Pool

2

.000

08/01/41

9,168,732‌

18,900,463

Fannie

Mae

Pool

1

.500

09/01/41

15,618,701‌

3,567,771

Fannie

Mae

Pool

2

.000

09/01/41

3,075,236‌

431,456

Fannie

Mae

Pool

4

.000

09/01/41

416,402‌

278,591

Fannie

Mae

Pool

4

.500

09/01/41

276,841‌

110,179

Fannie

Mae

Pool

5

.500

09/01/41

113,646‌

11,285,202

Fannie

Mae

Pool

1

.500

10/01/41

9,322,185‌

7,160,592

Fannie

Mae

Pool

2

.000

10/01/41

6,171,306‌

11,960

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.815%)

6

.855

10/01/41

12,218‌

10,978,673

Fannie

Mae

Pool

2

.000

11/01/41

9,406,365‌

181,898

Fannie

Mae

Pool

3

.500

11/01/41

170,922‌

152,931

Fannie

Mae

Pool

3

.500

11/01/41

143,672‌

7,000,321

Fannie

Mae

Pool

3

.500

12/01/41

6,574,268‌

1,124,706

Fannie

Mae

Pool

3

.500

12/01/41

1,056,845‌

192,700

Fannie

Mae

Pool

4

.000

12/01/41

185,956‌

44,474

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.750%)

6

.746

12/01/41

46,233‌

6,892,433

Fannie

Mae

Pool

2

.000

01/01/42

5,933,024‌

10,985,810

Fannie

Mae

Pool

2

.500

01/01/42

9,790,398‌

6,014,498

Fannie

Mae

Pool

2

.000

03/01/42

5,166,068‌

538,970

Fannie

Mae

Pool

3

.500

03/01/42

506,167‌

352,371

Fannie

Mae

Pool

4

.000

03/01/42

340,113‌

5,710,158

Fannie

Mae

Pool

3

.000

04/01/42

5,200,657‌

1,314,152

Fannie

Mae

Pool

3

.500

04/01/42

1,233,889‌

Bond

Index

Fund

122

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

456,044

Fannie

Mae

Pool

3

.500

%

04/01/42

$

428,288‌

440,996

Fannie

Mae

Pool

4

.500

04/01/42

438,634‌

466,774

Fannie

Mae

Pool

5

.000

04/01/42

472,579‌

3,539,466

Fannie

Mae

Pool

2

.500

05/01/42

3,135,606‌

317,056

Fannie

Mae

Pool

4

.000

05/01/42

306,290‌

293,268

Fannie

Mae

Pool

5

.000

05/01/42

296,315‌

403,029

Fannie

Mae

Pool

3

.000

06/01/42

364,923‌

1,523,353

Fannie

Mae

Pool

3

.500

06/01/42

1,429,680‌

1,244,461

Fannie

Mae

Pool

4

.000

06/01/42

1,199,746‌

952,313

Fannie

Mae

Pool

4

.000

06/01/42

917,996‌

2,212,314

Fannie

Mae

Pool

3

.500

07/01/42

2,076,974‌

484,616

Fannie

Mae

Pool

4

.500

07/01/42

479,029‌

537,106

Fannie

Mae

Pool

3

.500

08/01/42

504,303‌

868,027

Fannie

Mae

Pool

3

.000

09/01/42

785,599‌

1,111,896

Fannie

Mae

Pool

3

.500

09/01/42

1,043,178‌

5,313,223

Fannie

Mae

Pool

4

.500

09/01/42

5,296,774‌

1,995,727

Fannie

Mae

Pool

3

.000

10/01/42

1,804,963‌

506,612

Fannie

Mae

Pool

3

.500

10/01/42

475,195‌

941,622

Fannie

Mae

Pool

2

.500

01/01/43

829,960‌

3,001,976

Fannie

Mae

Pool

3

.000

01/01/43

2,711,910‌

3,406,829

Fannie

Mae

Pool

3

.000

02/01/43

3,079,108‌

6,658,240

Fannie

Mae

Pool

3

.000

04/01/43

6,014,930‌

9,184,765

Fannie

Mae

Pool

3

.000

04/01/43

8,295,432‌

780,836

Fannie

Mae

Pool

3

.000

04/01/43

705,560‌

2,359,694

Fannie

Mae

Pool

3

.000

04/01/43

2,131,716‌

2,203,888

Fannie

Mae

Pool

3

.000

06/01/43

1,990,030‌

14,640

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.695%)

6

.320

06/01/43

15,023‌

2,054,223

Fannie

Mae

Pool

3

.000

07/01/43

1,853,607‌

5,139,560

Fannie

Mae

Pool

3

.500

07/01/43

4,816,058‌

1,498,793

Fannie

Mae

Pool

3

.500

07/01/43

1,404,765‌

22,036

(d)

Fannie

Mae

Pool,

(LIBOR

12

M

+

1.550%)

7

.425

07/01/43

22,494‌

1,860,311

Fannie

Mae

Pool

3

.000

08/01/43

1,679,416‌

958,520

Fannie

Mae

Pool

4

.000

08/01/43

922,891‌

1,593,976

Fannie

Mae

Pool

3

.000

09/01/43

1,438,647‌

1,675,747

Fannie

Mae

Pool

3

.500

09/01/43

1,570,262‌

1,645,862

Fannie

Mae

Pool

3

.500

10/01/43

1,542,432‌

149,263

Fannie

Mae

Pool

4

.500

10/01/43

146,774‌

427,532

Fannie

Mae

Pool

4

.000

11/01/43

409,127‌

882,931

Fannie

Mae

Pool

4

.000

11/01/43

849,925‌

268,275

Fannie

Mae

Pool

4

.500

12/01/43

264,023‌

964,318

Fannie

Mae

Pool

4

.500

12/01/43

945,856‌

1,108,946

Fannie

Mae

Pool

4

.000

01/01/44

1,062,236‌

13,903,537

Fannie

Mae

Pool

4

.000

03/01/44

13,386,704‌

670,545

Fannie

Mae

Pool

4

.000

05/01/44

639,194‌

685,360

Fannie

Mae

Pool

4

.000

07/01/44

653,952‌

643,615

Fannie

Mae

Pool

4

.000

07/01/44

614,119‌

458,192

Fannie

Mae

Pool

3

.500

09/01/44

426,641‌

611,610

Fannie

Mae

Pool

4

.000

09/01/44

581,500‌

1,534,253

Fannie

Mae

Pool

3

.500

10/01/44

1,430,979‌

3,850,700

Fannie

Mae

Pool

5

.000

11/01/44

3,898,528‌

597,329

Fannie

Mae

Pool

4

.000

12/01/44

567,798‌

1,621,435

Fannie

Mae

Pool

3

.000

01/01/45

1,459,420‌

5,343,379

Fannie

Mae

Pool

3

.000

01/01/45

4,826,137‌

6,185,054

Fannie

Mae

Pool

3

.500

01/01/45

5,795,681‌

2,521,524

Fannie

Mae

Pool

3

.500

02/01/45

2,344,497‌

1,667,895

Fannie

Mae

Pool

3

.000

04/01/45

1,485,692‌

2,089,789

Fannie

Mae

Pool

3

.500

05/01/45

1,942,214‌

2,544,904

Fannie

Mae

Pool

3

.500

07/01/45

2,364,675‌

2,462,342

Fannie

Mae

Pool

4

.000

07/01/45

2,335,023‌

8,400,097

Fannie

Mae

Pool

3

.500

09/01/45

7,880,424‌

3,941,434

Fannie

Mae

Pool

3

.000

11/01/45

3,514,351‌

1,619,593

Fannie

Mae

Pool

3

.500

11/01/45

1,502,535‌

123

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,019,217

Fannie

Mae

Pool

4

.000

%

11/01/45

$

4,760,198‌

1,314,337

Fannie

Mae

Pool

3

.500

12/01/45

1,216,628‌

4,272,196

Fannie

Mae

Pool

3

.500

12/01/45

3,963,422‌

2,215,564

Fannie

Mae

Pool

3

.500

12/01/45

2,053,607‌

6,327,455

Fannie

Mae

Pool

3

.500

01/01/46

5,859,680‌

1,237,562

Fannie

Mae

Pool

3

.500

02/01/46

1,146,088‌

3,397,515

Fannie

Mae

Pool

3

.500

04/01/46

3,145,193‌

1,957,750

Fannie

Mae

Pool

4

.500

05/01/46

1,911,807‌

1,758,293

Fannie

Mae

Pool

3

.000

06/01/46

1,562,395‌

2,672,409

Fannie

Mae

Pool

3

.500

07/01/46

2,467,142‌

4,592,166

Fannie

Mae

Pool

3

.500

08/01/46

4,308,547‌

2,726,415

Fannie

Mae

Pool

4

.000

08/01/46

2,583,451‌

2,767,751

Fannie

Mae

Pool

3

.000

09/01/46

2,458,521‌

3,429,379

Fannie

Mae

Pool

3

.000

10/01/46

3,042,114‌

12,478,961

Fannie

Mae

Pool

3

.000

11/01/46

11,074,457‌

1,539,572

Fannie

Mae

Pool

3

.500

12/01/46

1,419,727‌

21,128,310

Fannie

Mae

Pool

3

.000

01/01/47

18,732,859‌

2,693,063

Fannie

Mae

Pool

3

.000

02/01/47

2,386,600‌

1,748,544

Fannie

Mae

Pool

4

.000

02/01/47

1,656,214‌

3,784,133

Fannie

Mae

Pool

3

.000

03/01/47

3,353,505‌

2,242,643

Fannie

Mae

Pool

3

.500

03/01/47

2,067,129‌

506,245

Fannie

Mae

Pool

4

.000

03/01/47

479,540‌

397,590

Fannie

Mae

Pool

4

.500

03/01/47

386,033‌

3,298,480

Fannie

Mae

Pool

3

.000

04/01/47

2,939,765‌

5,211,625

Fannie

Mae

Pool

3

.000

04/01/47

4,604,327‌

2,991,442

Fannie

Mae

Pool

3

.500

04/01/47

2,756,705‌

1,510,551

Fannie

Mae

Pool

3

.500

05/01/47

1,392,332‌

2,971,208

Fannie

Mae

Pool

3

.500

07/01/47

2,786,329‌

11,426,684

Fannie

Mae

Pool

4

.000

07/01/47

10,821,536‌

2,735,900

Fannie

Mae

Pool

3

.500

10/01/47

2,515,270‌

15,340,661

Fannie

Mae

Pool

3

.500

11/01/47

14,103,575‌

1,169,705

Fannie

Mae

Pool

4

.500

11/01/47

1,134,602‌

1,531,377

Fannie

Mae

Pool

3

.500

01/01/48

1,403,776‌

5,522,238

Fannie

Mae

Pool

4

.000

01/01/48

5,227,762‌

875,837

Fannie

Mae

Pool

3

.000

02/01/48

772,306‌

1,254,413

Fannie

Mae

Pool

3

.500

02/01/48

1,149,897‌

8,696,899

Fannie

Mae

Pool

3

.500

04/01/48

7,954,777‌

1,742,043

Fannie

Mae

Pool

4

.000

04/01/48

1,648,890‌

148,489

Fannie

Mae

Pool

4

.500

04/01/48

144,385‌

2,660,572

Fannie

Mae

Pool

3

.500

06/01/48

2,431,741‌

4,508,867

Fannie

Mae

Pool

4

.000

07/01/48

4,267,512‌

2,884,595

Fannie

Mae

Pool

4

.500

07/01/48

2,805,009‌

1,637,545

Fannie

Mae

Pool

4

.000

08/01/48

1,549,801‌

1,200,271

Fannie

Mae

Pool

4

.000

10/01/48

1,135,213‌

1,628,648

Fannie

Mae

Pool

4

.500

10/01/48

1,581,358‌

14,112,713

Fannie

Mae

Pool

3

.000

11/01/48

12,519,358‌

3,377,750

Fannie

Mae

Pool

4

.000

11/01/48

3,193,971‌

1,119,957

Fannie

Mae

Pool

4

.500

11/01/48

1,088,708‌

1,232,703

Fannie

Mae

Pool

4

.000

12/01/48

1,165,123‌

1,019,295

Fannie

Mae

Pool

4

.500

01/01/49

988,432‌

2,705,588

Fannie

Mae

Pool

4

.500

02/01/49

2,628,116‌

3,653,441

Fannie

Mae

Pool

4

.000

04/01/49

3,449,486‌

3,183,108

Fannie

Mae

Pool

5

.000

04/01/49

3,191,773‌

3,998,036

Fannie

Mae

Pool

3

.500

07/01/49

3,643,638‌

14,655,250

Fannie

Mae

Pool

3

.500

08/01/49

13,396,467‌

2,292,167

Fannie

Mae

Pool

4

.000

08/01/49

2,161,604‌

8,931,995

Fannie

Mae

Pool

3

.000

09/01/49

7,827,180‌

4,929,718

Fannie

Mae

Pool

3

.000

12/01/49

4,319,170‌

10,992,753

Fannie

Mae

Pool

3

.000

12/01/49

9,774,746‌

9,764,729

Fannie

Mae

Pool

3

.000

12/01/49

8,555,396‌

12,167,697

Fannie

Mae

Pool

2

.500

01/01/50

10,223,351‌

18,952,137

Fannie

Mae

Pool

3

.000

02/01/50

16,705,354‌

Bond

Index

Fund

124

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

8,946,879

Fannie

Mae

Pool

3

.500

%

02/01/50

$

8,122,115‌

12,429,035

Fannie

Mae

Pool

3

.000

03/01/50

10,859,304‌

11,360,505

Fannie

Mae

Pool

2

.500

04/01/50

9,527,106‌

17,690,559

Fannie

Mae

Pool

3

.000

05/01/50

15,490,987‌

9,832,400

Fannie

Mae

Pool

3

.000

06/01/50

8,611,930‌

7,330,908

Fannie

Mae

Pool

4

.000

06/01/50

6,892,860‌

16,361,944

Fannie

Mae

Pool

2

.500

07/01/50

13,720,170‌

4,167,122

Fannie

Mae

Pool

3

.000

08/01/50

3,647,272‌

8,907,036

Fannie

Mae

Pool

4

.000

08/01/50

8,358,460‌

31,794,999

Fannie

Mae

Pool

2

.500

09/01/50

26,643,626‌

153,332,825

Fannie

Mae

Pool

2

.500

10/01/50

127,832,690‌

18,214,994

Fannie

Mae

Pool

1

.500

11/01/50

13,719,413‌

88,342,703

Fannie

Mae

Pool

2

.000

11/01/50

70,516,762‌

12,680,077

Fannie

Mae

Pool

2

.500

11/01/50

10,593,817‌

51,565,790

Fannie

Mae

Pool

1

.500

12/01/50

38,806,921‌

68,680,034

Fannie

Mae

Pool

2

.000

12/01/50

54,778,735‌

8,230,459

Fannie

Mae

Pool

2

.500

12/01/50

6,876,609‌

71,070,540

Fannie

Mae

Pool

2

.000

01/01/51

56,663,252‌

7,560,683

Fannie

Mae

Pool

1

.500

02/01/51

5,689,289‌

6,796,028

Fannie

Mae

Pool

2

.000

02/01/51

5,411,992‌

83,741,556

Fannie

Mae

Pool

2

.500

02/01/51

69,915,149‌

34,687,893

Fannie

Mae

Pool

1

.500

03/01/51

26,108,997‌

71,738,968

Fannie

Mae

Pool

2

.000

03/01/51

57,084,394‌

19,778,058

Fannie

Mae

Pool

1

.500

04/01/51

14,876,747‌

40,141,575

Fannie

Mae

Pool

2

.000

04/01/51

31,939,536‌

29,355,517

Fannie

Mae

Pool

2

.500

04/01/51

24,510,433‌

90,928,217

Fannie

Mae

Pool

2

.000

05/01/51

72,339,316‌

2,842,243

Fannie

Mae

Pool

3

.500

05/01/51

2,560,060‌

9,603,250

Fannie

Mae

Pool

1

.500

06/01/51

7,223,362‌

72,477,349

Fannie

Mae

Pool

2

.000

06/01/51

57,461,784‌

42,192,631

Fannie

Mae

Pool

2

.500

06/01/51

35,214,525‌

46,254,224

Fannie

Mae

Pool

2

.000

07/01/51

36,792,948‌

135,020,670

Fannie

Mae

Pool

2

.000

08/01/51

107,387,620‌

84,486,010

Fannie

Mae

Pool

2

.500

08/01/51

70,289,011‌

63,851,324

Fannie

Mae

Pool

2

.000

09/01/51

50,780,328‌

36,709,616

Fannie

Mae

Pool

2

.500

09/01/51

30,592,675‌

11,101,484

Fannie

Mae

Pool

2

.500

10/01/51

9,229,803‌

10,300,266

Fannie

Mae

Pool

1

.500

11/01/51

7,747,543‌

103,028,133

Fannie

Mae

Pool

2

.000

11/01/51

81,808,464‌

43,543,029

Fannie

Mae

Pool

2

.500

11/01/51

36,143,945‌

72,850,017

Fannie

Mae

Pool

2

.000

12/01/51

57,841,831‌

33,497,005

Fannie

Mae

Pool

2

.500

12/01/51

27,827,897‌

65,512,945

Fannie

Mae

Pool

2

.000

01/01/52

51,945,283‌

42,744,099

Fannie

Mae

Pool

2

.500

01/01/52

35,567,734‌

32,324,957

Fannie

Mae

Pool

3

.000

01/01/52

27,985,975‌

13,418,343

Fannie

Mae

Pool

3

.500

02/01/52

12,173,361‌

45,337,286

Fannie

Mae

Pool

2

.000

03/01/52

35,942,458‌

38,390,763

Fannie

Mae

Pool

2

.500

03/01/52

31,919,626‌

2,830,356

Fannie

Mae

Pool

3

.500

03/01/52

2,558,083‌

12,819,700

Fannie

Mae

Pool

2

.000

04/01/52

10,183,579‌

25,894,099

Fannie

Mae

Pool

2

.500

04/01/52

21,525,827‌

9,394,725

Fannie

Mae

Pool

3

.000

04/01/52

8,144,311‌

7,752,479

Fannie

Mae

Pool

3

.500

04/01/52

6,992,729‌

42,594,040

Fannie

Mae

Pool

2

.500

05/01/52

35,408,581‌

22,926,281

Fannie

Mae

Pool

3

.000

05/01/52

19,872,475‌

6,440,270

Fannie

Mae

Pool

3

.500

05/01/52

5,809,124‌

29,130,429

Fannie

Mae

Pool

4

.000

05/01/52

27,142,875‌

8,530,183

Fannie

Mae

Pool

2

.500

06/01/52

7,091,281‌

5,222,161

Fannie

Mae

Pool

3

.000

06/01/52

4,522,971‌

7,014,136

Fannie

Mae

Pool

3

.500

06/01/52

6,326,764‌

12,103,811

Fannie

Mae

Pool

4

.000

06/01/52

11,278,579‌

19,981,276

Fannie

Mae

Pool

4

.500

06/01/52

19,148,185‌

125

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,437,358

Fannie

Mae

Pool

3

.000

%

07/01/52

$

3,843,225‌

4,893,051

Fannie

Mae

Pool

3

.500

07/01/52

4,413,537‌

8,258,875

Fannie

Mae

Pool

4

.000

07/01/52

7,695,777‌

8,052,735

Fannie

Mae

Pool

4

.500

07/01/52

7,716,698‌

19,244,336

Fannie

Mae

Pool

5

.000

07/01/52

18,955,005‌

11,624,664

Fannie

Mae

Pool

2

.500

08/01/52

9,639,877‌

4,473,796

Fannie

Mae

Pool

3

.000

08/01/52

3,876,980‌

7,611,418

Fannie

Mae

Pool

3

.500

08/01/52

6,864,721‌

23,768,538

Fannie

Mae

Pool

4

.000

08/01/52

22,146,736‌

20,235,058

Fannie

Mae

Pool

4

.500

08/01/52

19,391,364‌

3,805,507

Fannie

Mae

Pool

5

.000

08/01/52

3,748,292‌

10,062,825

Fannie

Mae

Pool

3

.500

09/01/52

9,075,059‌

4,432,566

Fannie

Mae

Pool

4

.000

09/01/52

4,130,113‌

25,491,840

Fannie

Mae

Pool

4

.500

09/01/52

24,429,859‌

14,888,897

Fannie

Mae

Pool

5

.000

09/01/52

14,664,277‌

4,104,791

Fannie

Mae

Pool

3

.000

10/01/52

3,556,782‌

7,596,655

Fannie

Mae

Pool

4

.000

10/01/52

7,066,544‌

32,745,953

Fannie

Mae

Pool

4

.500

10/01/52

31,382,939‌

12,250,294

Fannie

Mae

Pool

5

.000

10/01/52

12,064,849‌

12,387,199

Fannie

Mae

Pool

5

.500

10/01/52

12,422,065‌

9,691,731

Fannie

Mae

Pool

3

.000

11/01/52

8,390,813‌

13,700,002

Fannie

Mae

Pool

3

.500

11/01/52

12,339,734‌

11,472,830

Fannie

Mae

Pool

4

.000

11/01/52

10,688,233‌

12,380,700

Fannie

Mae

Pool

4

.500

11/01/52

11,865,821‌

15,131,975

Fannie

Mae

Pool

5

.000

11/01/52

14,930,226‌

7,840,577

Fannie

Mae

Pool

5

.500

11/01/52

7,886,272‌

7,255,290

Fannie

Mae

Pool

6

.000

11/01/52

7,397,857‌

10,379,073

Fannie

Mae

Pool

4

.000

12/01/52

9,669,302‌

12,664,180

Fannie

Mae

Pool

5

.500

12/01/52

12,700,803‌

12,994,953

Fannie

Mae

Pool

5

.500

01/01/53

13,032,537‌

16,772,013

Fannie

Mae

Pool

6

.000

01/01/53

17,094,050‌

4,062,096

Fannie

Mae

Pool

6

.500

01/01/53

4,203,723‌

13,497,949

Fannie

Mae

Pool

5

.000

02/01/53

13,274,148‌

11,393,157

Fannie

Mae

Pool

5

.500

02/01/53

11,421,706‌

7,455,808

Fannie

Mae

Pool

6

.000

02/01/53

7,596,885‌

509,814

Fannie

Mae

Pool

7

.000

02/01/53

537,501‌

1,942,936

Fannie

Mae

Pool

3

.500

03/01/53

1,750,940‌

1,896,718

Fannie

Mae

Pool

4

.000

03/01/53

1,766,511‌

2,685,601

Fannie

Mae

Pool

4

.500

03/01/53

2,570,200‌

2,644,454

Fannie

Mae

Pool

5

.000

03/01/53

2,601,393‌

5,641,524

Fannie

Mae

Pool

6

.000

03/01/53

5,746,901‌

2,423,660

Fannie

Mae

Pool

6

.500

03/01/53

2,513,476‌

2,022,281

Fannie

Mae

Pool

3

.500

04/01/53

1,822,241‌

4,542,793

Fannie

Mae

Pool

5

.000

04/01/53

4,466,749‌

6,350,187

Fannie

Mae

Pool

5

.500

04/01/53

6,360,375‌

2,882,237

Fannie

Mae

Pool

6

.000

04/01/53

2,938,990‌

1,284,986

Fannie

Mae

Pool

6

.500

04/01/53

1,331,689‌

17,085,426

Fannie

Mae

Pool

4

.000

05/01/53

15,910,751‌

9,749,241

Fannie

Mae

Pool

5

.000

05/01/53

9,583,147‌

16,005,366

Fannie

Mae

Pool

5

.500

05/01/53

16,031,044‌

9,207,689

Fannie

Mae

Pool

4

.500

06/01/53

8,823,157‌

12,037,712

Fannie

Mae

Pool

5

.000

06/01/53

11,823,194‌

6,815,211

Fannie

Mae

Pool

5

.500

06/01/53

6,825,267‌

17,951,369

Fannie

Mae

Pool

5

.000

07/01/53

17,638,279‌

33,005,484

Fannie

Mae

Pool

5

.500

07/01/53

33,049,934‌

24,442,609

Fannie

Mae

Pool

6

.000

07/01/53

24,881,967‌

6,069,878

Fannie

Mae

Pool

6

.500

07/01/53

6,292,503‌

25,656,849

Fannie

Mae

Pool

5

.000

08/01/53

25,208,936‌

36,880,444

Fannie

Mae

Pool

5

.500

08/01/53

36,929,255‌

2,535,263

Fannie

Mae

Pool

6

.000

08/01/53

2,580,835‌

4,067,802

Fannie

Mae

Pool

6

.500

08/01/53

4,202,903‌

14,476,485

Fannie

Mae

Pool

5

.500

09/01/53

14,496,764‌

Bond

Index

Fund

126

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

17,795,460

Fannie

Mae

Pool

5

.500

%

10/01/53

$

17,814,843‌

17,501,862

Fannie

Mae

Pool

6

.000

10/01/53

17,812,433‌

6,648,373

Fannie

Mae

Pool

6

.500

10/01/53

6,869,465‌

4,784,897

Fannie

Mae

Pool

5

.000

11/01/53

4,703,575‌

6,201,751

Fannie

Mae

Pool

7

.000

11/01/53

6,538,556‌

49,889,862

Fannie

Mae

Pool

6

.000

12/01/53

50,763,674‌

21,498,253

Fannie

Mae

Pool

6

.500

12/01/53

22,204,496‌

8,820,352

Fannie

Mae

Pool

7

.000

12/01/53

9,299,368‌

13,060,137

Fannie

Mae

Pool

6

.500

01/01/54

13,489,178‌

5,094,593

Fannie

Mae

Pool

7

.000

01/01/54

5,371,271‌

6,408,661

Fannie

Mae

Pool

5

.500

02/01/54

6,410,690‌

7,179,759

Fannie

Mae

Pool

6

.000

02/01/54

7,303,034‌

20,288,325

Fannie

Mae

Pool

6

.500

02/01/54

20,958,382‌

9,098,727

Fannie

Mae

Pool

5

.500

03/01/54

9,100,435‌

7,848,551

Fannie

Mae

Pool

6

.000

03/01/54

7,982,404‌

3,349,624

Fannie

Mae

Pool

6

.500

03/01/54

3,459,663‌

4,998,190

Fannie

Mae

Pool

7

.000

03/01/54

5,269,632‌

5,055,122

Fannie

Mae

Pool

4

.500

04/01/54

4,836,983‌

3,508,404

Fannie

Mae

Pool

6

.500

04/01/54

3,623,660‌

4,892,407

Fannie

Mae

Pool

5

.000

06/01/54

4,803,321‌

19,091,864

Fannie

Mae

Pool

5

.500

06/01/54

19,095,449‌

31,411,836

Fannie

Mae

Pool

6

.000

06/01/54

31,938,298‌

7,310,455

Fannie

Mae

Pool

6

.500

06/01/54

7,564,844‌

7,722,576

Fannie

Mae

Pool

5

.000

07/01/54

7,580,759‌

14,482,940

Fannie

Mae

Pool

5

.500

07/01/54

14,485,660‌

22,895,954

Fannie

Mae

Pool

6

.000

07/01/54

23,277,444‌

8,476,204

Fannie

Mae

Pool

6

.500

07/01/54

8,754,657‌

4,615,548

Fannie

Mae

Pool

7

.000

07/01/54

4,866,210‌

19,391,503

Fannie

Mae

Pool

5

.500

08/01/54

19,395,146‌

33,390,093

Fannie

Mae

Pool

6

.000

08/01/54

33,949,722‌

26,223,573

Fannie

Mae

Pool

6

.500

08/01/54

27,085,048‌

32,604,107

Fannie

Mae

Pool

5

.500

09/01/54

32,610,232‌

42,651,460

Fannie

Mae

Pool

6

.000

09/01/54

43,353,425‌

6,699,660

Fannie

Mae

Pool

5

.000

10/01/54

6,568,849‌

10,730,617

Fannie

Mae

Pool

6

.000

10/01/54

10,907,323‌

18,587,910

Fannie

Mae

Pool

4

.500

11/01/54

17,785,735‌

34,672,322

Fannie

Mae

Pool

5

.000

11/01/54

33,989,975‌

27,238,165

Fannie

Mae

Pool

5

.500

12/01/54

27,243,284‌

24,924,067

Fannie

Mae

Pool

5

.000

01/01/55

24,435,487‌

6,362,278

Fannie

Mae

Pool

6

.500

03/01/55

6,571,286‌

10,313,346

Fannie

Mae

Pool

5

.000

06/01/55

10,110,370‌

20,098,368

Fannie

Mae

Pool

5

.500

06/01/55

20,102,149‌

24,679,900

Fannie

Mae

Pool

6

.000

06/01/55

25,088,368‌

1,313,429

Fannie

Mae

Pool

3

.500

07/01/55

1,211,727‌

19,990,000

Fannie

Mae

Pool

5

.500

07/01/55

19,993,771‌

19,660,000

Fannie

Mae

Pool

6

.000

07/01/55

19,985,394‌

9,665,000

Fannie

Mae

Pool

6

.500

07/01/55

9,982,506‌

4,745,000

Fannie

Mae

Pool

7

.000

07/01/55

5,002,692‌

2,010,458

Federal

National

Mortgage

Association

3

.000

05/01/37

1,916,814‌

5,449,248

Federal

National

Mortgage

Association

(FNMA)

3

.500

05/01/48

4,984,235‌

5

Freddie

Mac

Gold

Pool

4

.500

07/01/25

5‌

2,602

Freddie

Mac

Gold

Pool

3

.500

10/01/25

2,594‌

4,810

Freddie

Mac

Gold

Pool

3

.500

11/01/25

4,792‌

2,935

Freddie

Mac

Gold

Pool

3

.500

11/01/25

2,924‌

1,783

Freddie

Mac

Gold

Pool

3

.500

12/01/25

1,776‌

1,040

Freddie

Mac

Gold

Pool

3

.000

01/01/26

1,033‌

16,752

Freddie

Mac

Gold

Pool

3

.500

01/01/26

16,684‌

1,419

Freddie

Mac

Gold

Pool

4

.000

04/01/26

1,413‌

3,813

Freddie

Mac

Gold

Pool

4

.000

05/01/26

3,799‌

736

Freddie

Mac

Gold

Pool

5

.500

07/01/26

737‌

8,686

Freddie

Mac

Gold

Pool

4

.000

08/01/26

8,634‌

205

Freddie

Mac

Gold

Pool

6

.000

08/01/26

208‌

127

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,352

Freddie

Mac

Gold

Pool

3

.000

%

09/01/26

$

5,302‌

22,362

Freddie

Mac

Gold

Pool

3

.000

10/01/26

22,137‌

33,954

Freddie

Mac

Gold

Pool

3

.500

10/01/26

33,668‌

131

Freddie

Mac

Gold

Pool

5

.000

10/01/26

131‌

223

Freddie

Mac

Gold

Pool

5

.500

10/01/26

223‌

127,623

Freddie

Mac

Gold

Pool

3

.000

02/01/27

126,186‌

117,089

Freddie

Mac

Gold

Pool

2

.500

05/01/27

115,237‌

150,889

Freddie

Mac

Gold

Pool

2

.500

11/01/27

148,120‌

6,141

Freddie

Mac

Gold

Pool

6

.000

12/01/27

6,245‌

119,762

Freddie

Mac

Gold

Pool

2

.500

01/01/28

117,443‌

332,132

Freddie

Mac

Gold

Pool

2

.500

03/01/28

325,533‌

10,538

Freddie

Mac

Gold

Pool

5

.000

03/01/28

10,593‌

196,239

Freddie

Mac

Gold

Pool

2

.500

05/01/28

192,052‌

891

Freddie

Mac

Gold

Pool

5

.500

05/01/28

901‌

566,655

Freddie

Mac

Gold

Pool

2

.500

07/01/28

554,881‌

470,663

Freddie

Mac

Gold

Pool

2

.500

07/01/28

460,623‌

137,503

Freddie

Mac

Gold

Pool

3

.000

10/01/28

135,149‌

5,999

Freddie

Mac

Gold

Pool

5

.500

01/01/29

6,034‌

933

Freddie

Mac

Gold

Pool

4

.000

02/01/29

925‌

322,787

Freddie

Mac

Gold

Pool

3

.500

03/01/29

318,998‌

85

Freddie

Mac

Gold

Pool

6

.500

03/01/29

88‌

587,599

Freddie

Mac

Gold

Pool

3

.000

07/01/29

576,694‌

2,647

Freddie

Mac

Gold

Pool

5

.000

12/01/29

2,675‌

1,976,518

Freddie

Mac

Gold

Pool

2

.500

05/01/30

1,914,426‌

4,465

Freddie

Mac

Gold

Pool

4

.000

08/01/30

4,442‌

39,858

Freddie

Mac

Gold

Pool

4

.500

01/01/31

39,835‌

81

Freddie

Mac

Gold

Pool

8

.000

01/01/31

81‌

36,361

Freddie

Mac

Gold

Pool

4

.000

03/01/31

36,166‌

5,159

Freddie

Mac

Gold

Pool

4

.000

05/01/31

5,128‌

34,792

Freddie

Mac

Gold

Pool

4

.500

05/01/31

34,943‌

20,309

Freddie

Mac

Gold

Pool

4

.000

06/01/31

20,190‌

38,787

Freddie

Mac

Gold

Pool

4

.000

08/01/31

38,578‌

46,777

Freddie

Mac

Gold

Pool

4

.000

09/01/31

46,472‌

817

Freddie

Mac

Gold

Pool

6

.500

09/01/31

849‌

2,286

Freddie

Mac

Gold

Pool

8

.000

09/01/31

2,331‌

24,285

Freddie

Mac

Gold

Pool

3

.500

11/01/31

23,835‌

3,760,900

Freddie

Mac

Gold

Pool

2

.500

12/01/31

3,621,225‌

20,810

Freddie

Mac

Gold

Pool

7

.000

12/01/31

21,962‌

3,728

Freddie

Mac

Gold

Pool

6

.500

01/01/32

3,892‌

9,216

Freddie

Mac

Gold

Pool

6

.000

02/01/32

9,559‌

422,051

Freddie

Mac

Gold

Pool

3

.000

03/01/32

408,759‌

3,322

Freddie

Mac

Gold

Pool

7

.000

04/01/32

3,506‌

4,891

Freddie

Mac

Gold

Pool

6

.500

05/01/32

5,057‌

291,790

Freddie

Mac

Gold

Pool

3

.500

09/01/32

286,154‌

1,840

Freddie

Mac

Gold

Pool

5

.500

11/01/32

1,906‌

3,440,306

Freddie

Mac

Gold

Pool

3

.000

01/01/33

3,340,876‌

3,035

Freddie

Mac

Gold

Pool

6

.000

02/01/33

3,149‌

10,903

Freddie

Mac

Gold

Pool

5

.000

03/01/33

11,044‌

3,690

Freddie

Mac

Gold

Pool

6

.000

03/01/33

3,753‌

3,823

Freddie

Mac

Gold

Pool

6

.000

03/01/33

3,890‌

10,833

Freddie

Mac

Gold

Pool

5

.000

04/01/33

10,813‌

1,375

Freddie

Mac

Gold

Pool

6

.000

04/01/33

1,427‌

66,100

Freddie

Mac

Gold

Pool

5

.000

06/01/33

66,913‌

28,770

Freddie

Mac

Gold

Pool

5

.500

06/01/33

29,494‌

13,608,558

Freddie

Mac

Gold

Pool

2

.500

07/01/33

13,080,808‌

626,384

Freddie

Mac

Gold

Pool

3

.500

07/01/33

612,241‌

11,992

Freddie

Mac

Gold

Pool

4

.500

07/01/33

11,982‌

994,039

Freddie

Mac

Gold

Pool

4

.000

08/01/33

986,453‌

1,247

Freddie

Mac

Gold

Pool

5

.000

08/01/33

1,253‌

4,559

Freddie

Mac

Gold

Pool

6

.500

08/01/33

4,788‌

38,466

Freddie

Mac

Gold

Pool

5

.000

09/01/33

38,969‌

4,749

Freddie

Mac

Gold

Pool

5

.500

09/01/33

4,849‌

Bond

Index

Fund

128

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

31,557

Freddie

Mac

Gold

Pool

5

.500

%

09/01/33

$

31,834‌

7,486

Freddie

Mac

Gold

Pool

5

.500

09/01/33

7,527‌

16,995

Freddie

Mac

Gold

Pool

5

.500

09/01/33

17,067‌

9,088

Freddie

Mac

Gold

Pool

4

.000

10/01/33

8,924‌

2,115

Freddie

Mac

Gold

Pool

5

.000

10/01/33

2,136‌

24,751

Freddie

Mac

Gold

Pool

5

.500

10/01/33

25,413‌

1,926,834

Freddie

Mac

Gold

Pool

3

.500

11/01/33

1,895,837‌

20,067

Freddie

Mac

Gold

Pool

5

.500

12/01/33

20,515‌

6,606

Freddie

Mac

Gold

Pool

5

.500

12/01/33

6,764‌

80,881

Freddie

Mac

Gold

Pool

7

.000

12/01/33

85,359‌

57,993

Freddie

Mac

Gold

Pool

5

.000

01/01/34

58,752‌

356,454

Freddie

Mac

Gold

Pool

3

.000

02/01/34

346,003‌

1,434

Freddie

Mac

Gold

Pool

5

.500

02/01/34

1,468‌

7,947

Freddie

Mac

Gold

Pool

5

.000

03/01/34

8,065‌

9,077

Freddie

Mac

Gold

Pool

5

.500

03/01/34

9,294‌

37,669

Freddie

Mac

Gold

Pool

5

.000

05/01/34

38,228‌

10,123

Freddie

Mac

Gold

Pool

4

.500

06/01/34

10,087‌

18,964

Freddie

Mac

Gold

Pool

5

.000

06/01/34

19,246‌

8,358

Freddie

Mac

Gold

Pool

5

.500

06/01/34

8,594‌

3,169

Freddie

Mac

Gold

Pool

6

.000

06/01/34

3,283‌

13,502

Freddie

Mac

Gold

Pool

6

.000

09/01/34

14,114‌

1,056,213

Freddie

Mac

Gold

Pool

3

.500

10/01/34

1,028,368‌

2,256

Freddie

Mac

Gold

Pool

5

.000

11/01/34

2,285‌

62,907

Freddie

Mac

Gold

Pool

5

.500

11/01/34

64,800‌

52,269

Freddie

Mac

Gold

Pool

5

.000

12/01/34

53,078‌

15,881

Freddie

Mac

Gold

Pool

5

.500

12/01/34

16,170‌

2,874

Freddie

Mac

Gold

Pool

5

.500

12/01/34

2,953‌

1,164

Freddie

Mac

Gold

Pool

5

.500

01/01/35

1,200‌

571

Freddie

Mac

Gold

Pool

5

.500

01/01/35

588‌

16,418

Freddie

Mac

Gold

Pool

5

.500

01/01/35

16,958‌

28,740

Freddie

Mac

Gold

Pool

4

.500

04/01/35

28,648‌

3,367

Freddie

Mac

Gold

Pool

6

.000

05/01/35

3,533‌

14,424

Freddie

Mac

Gold

Pool

6

.000

05/01/35

14,766‌

15,514

Freddie

Mac

Gold

Pool

7

.000

05/01/35

16,373‌

5,807

Freddie

Mac

Gold

Pool

5

.500

06/01/35

5,981‌

4,031

Freddie

Mac

Gold

Pool

5

.500

06/01/35

4,154‌

3,183

Freddie

Mac

Gold

Pool

5

.000

07/01/35

3,230‌

109,369

Freddie

Mac

Gold

Pool

5

.000

07/01/35

110,994‌

126,084

Freddie

Mac

Gold

Pool

5

.000

08/01/35

128,009‌

10,877

Freddie

Mac

Gold

Pool

5

.500

08/01/35

11,202‌

1,982

Freddie

Mac

Gold

Pool

4

.500

09/01/35

1,976‌

24,230

Freddie

Mac

Gold

Pool

5

.000

10/01/35

24,615‌

11,867

Freddie

Mac

Gold

Pool

5

.000

10/01/35

12,058‌

5,445

Freddie

Mac

Gold

Pool

5

.000

10/01/35

5,441‌

74,205

Freddie

Mac

Gold

Pool

5

.500

10/01/35

76,218‌

23,675

Freddie

Mac

Gold

Pool

5

.000

12/01/35

24,081‌

2,382

Freddie

Mac

Gold

Pool

5

.000

12/01/35

2,421‌

11,480

Freddie

Mac

Gold

Pool

6

.000

01/01/36

12,012‌

4,725

Freddie

Mac

Gold

Pool

5

.000

02/01/36

4,800‌

1,748

Freddie

Mac

Gold

Pool

5

.000

02/01/36

1,775‌

1,835

Freddie

Mac

Gold

Pool

6

.000

02/01/36

1,926‌

18,912

Freddie

Mac

Gold

Pool

5

.500

04/01/36

19,482‌

4,318

Freddie

Mac

Gold

Pool

5

.500

05/01/36

4,445‌

84,242

Freddie

Mac

Gold

Pool

6

.000

06/01/36

88,402‌

24,697

Freddie

Mac

Gold

Pool

5

.000

07/01/36

25,110‌

18,508

Freddie

Mac

Gold

Pool

6

.000

07/01/36

19,300‌

3,345

Freddie

Mac

Gold

Pool

6

.000

08/01/36

3,511‌

4,930

Freddie

Mac

Gold

Pool

6

.000

09/01/36

5,114‌

79,235

Freddie

Mac

Gold

Pool

5

.500

10/01/36

81,874‌

37,027

Freddie

Mac

Gold

Pool

5

.500

10/01/36

38,261‌

7,316

Freddie

Mac

Gold

Pool

6

.500

10/01/36

7,677‌

3,826

Freddie

Mac

Gold

Pool

5

.500

11/01/36

3,951‌

129

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

9,258

Freddie

Mac

Gold

Pool

6

.000

%

11/01/36

$

9,715‌

41,418

Freddie

Mac

Gold

Pool

6

.000

12/01/36

43,465‌

71,394

Freddie

Mac

Gold

Pool

5

.500

03/01/37

73,671‌

30,757

Freddie

Mac

Gold

Pool

6

.000

03/01/37

32,276‌

4,282

Freddie

Mac

Gold

Pool

6

.500

03/01/37

4,521‌

25,676

Freddie

Mac

Gold

Pool

5

.500

04/01/37

26,474‌

3,131

Freddie

Mac

Gold

Pool

5

.000

05/01/37

3,129‌

3,003

Freddie

Mac

Gold

Pool

5

.000

06/01/37

3,054‌

10,709

Freddie

Mac

Gold

Pool

5

.500

06/01/37

11,048‌

2,858,145

Freddie

Mac

Gold

Pool

3

.000

07/01/37

2,701,936‌

52,697

Freddie

Mac

Gold

Pool

6

.000

07/01/37

55,310‌

28,861

Freddie

Mac

Gold

Pool

6

.000

08/01/37

30,199‌

10,086

Freddie

Mac

Gold

Pool

6

.000

09/01/37

10,586‌

64,450

Freddie

Mac

Gold

Pool

5

.500

10/01/37

66,198‌

2,417

Freddie

Mac

Gold

Pool

6

.000

11/01/37

2,536‌

17,402

Freddie

Mac

Gold

Pool

6

.500

11/01/37

18,415‌

8,503

Freddie

Mac

Gold

Pool

6

.000

01/01/38

8,924‌

4,135

Freddie

Mac

Gold

Pool

6

.000

02/01/38

4,337‌

31,252

Freddie

Mac

Gold

Pool

6

.000

02/01/38

32,797‌

44,316

Freddie

Mac

Gold

Pool

5

.000

03/01/38

45,048‌

135,079

Freddie

Mac

Gold

Pool

5

.000

03/01/38

137,420‌

5,643

Freddie

Mac

Gold

Pool

5

.000

04/01/38

5,757‌

55,503

Freddie

Mac

Gold

Pool

5

.000

04/01/38

56,375‌

64,466

Freddie

Mac

Gold

Pool

5

.500

04/01/38

66,291‌

14,387

Freddie

Mac

Gold

Pool

5

.500

05/01/38

14,772‌

1,679

Freddie

Mac

Gold

Pool

5

.500

06/01/38

1,726‌

3,402

Freddie

Mac

Gold

Pool

6

.000

07/01/38

3,519‌

7,782

Freddie

Mac

Gold

Pool

5

.500

08/01/38

8,041‌

53,368

Freddie

Mac

Gold

Pool

5

.500

08/01/38

55,038‌

6,946

Freddie

Mac

Gold

Pool

5

.000

09/01/38

7,052‌

92,611

Freddie

Mac

Gold

Pool

5

.500

09/01/38

95,093‌

37,587

Freddie

Mac

Gold

Pool

5

.500

09/01/38

38,472‌

2,063

Freddie

Mac

Gold

Pool

5

.500

10/01/38

2,116‌

36,604

Freddie

Mac

Gold

Pool

6

.000

11/01/38

38,370‌

257,233

Freddie

Mac

Gold

Pool

5

.500

01/01/39

264,442‌

165,327

Freddie

Mac

Gold

Pool

4

.500

02/01/39

165,153‌

93,310

Freddie

Mac

Gold

Pool

5

.000

02/01/39

94,718‌

7,209

Freddie

Mac

Gold

Pool

5

.500

02/01/39

7,396‌

343

Freddie

Mac

Gold

Pool

4

.500

03/01/39

343‌

38,554

Freddie

Mac

Gold

Pool

5

.000

03/01/39

39,100‌

5,267

Freddie

Mac

Gold

Pool

6

.000

03/01/39

5,523‌

5,151

Freddie

Mac

Gold

Pool

4

.500

04/01/39

5,145‌

278,033

Freddie

Mac

Gold

Pool

4

.500

04/01/39

277,741‌

58,504

Freddie

Mac

Gold

Pool

4

.000

05/01/39

56,781‌

1,523

Freddie

Mac

Gold

Pool

4

.500

05/01/39

1,522‌

38,970

Freddie

Mac

Gold

Pool

4

.500

05/01/39

38,929‌

917,171

Freddie

Mac

Gold

Pool

4

.500

05/01/39

916,210‌

37,976

Freddie

Mac

Gold

Pool

4

.500

05/01/39

37,612‌

34,114

Freddie

Mac

Gold

Pool

5

.000

05/01/39

34,706‌

75,767

Freddie

Mac

Gold

Pool

4

.000

06/01/39

73,442‌

395,324

Freddie

Mac

Gold

Pool

4

.500

06/01/39

394,910‌

12,786

Freddie

Mac

Gold

Pool

4

.500

06/01/39

12,772‌

5,653

Freddie

Mac

Gold

Pool

5

.000

06/01/39

5,734‌

2,364

Freddie

Mac

Gold

Pool

5

.500

06/01/39

2,425‌

119,274

Freddie

Mac

Gold

Pool

4

.000

07/01/39

115,662‌

49,096

Freddie

Mac

Gold

Pool

4

.500

07/01/39

49,045‌

10,511

Freddie

Mac

Gold

Pool

4

.500

07/01/39

10,415‌

3,786

Freddie

Mac

Gold

Pool

4

.500

07/01/39

3,782‌

33,834

Freddie

Mac

Gold

Pool

5

.000

07/01/39

34,296‌

59,881

Freddie

Mac

Gold

Pool

5

.500

07/01/39

61,553‌

4,242

Freddie

Mac

Gold

Pool

4

.500

08/01/39

4,237‌

9,984

Freddie

Mac

Gold

Pool

5

.000

08/01/39

10,122‌

Bond

Index

Fund

130

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

102,479

Freddie

Mac

Gold

Pool

4

.000

%

09/01/39

$

99,376‌

261,217

Freddie

Mac

Gold

Pool

5

.000

09/01/39

265,214‌

101,169

Freddie

Mac

Gold

Pool

5

.000

09/01/39

102,593‌

1,188

Freddie

Mac

Gold

Pool

5

.500

09/01/39

1,215‌

100,537

Freddie

Mac

Gold

Pool

6

.500

09/01/39

104,634‌

31,055

Freddie

Mac

Gold

Pool

4

.500

10/01/39

31,007‌

16,666

Freddie

Mac

Gold

Pool

4

.500

10/01/39

16,649‌

32,649

Freddie

Mac

Gold

Pool

4

.500

10/01/39

32,615‌

17,857

Freddie

Mac

Gold

Pool

5

.000

10/01/39

18,102‌

6,685

Freddie

Mac

Gold

Pool

4

.000

11/01/39

6,482‌

21,756

Freddie

Mac

Gold

Pool

4

.500

11/01/39

21,733‌

8,892

Freddie

Mac

Gold

Pool

5

.000

11/01/39

9,014‌

28,091

Freddie

Mac

Gold

Pool

4

.500

12/01/39

27,937‌

39,392

Freddie

Mac

Gold

Pool

4

.500

12/01/39

39,330‌

15,609

Freddie

Mac

Gold

Pool

4

.500

12/01/39

15,592‌

55,949

Freddie

Mac

Gold

Pool

4

.500

12/01/39

55,662‌

37,834

Freddie

Mac

Gold

Pool

5

.500

12/01/39

38,848‌

51,596

Freddie

Mac

Gold

Pool

4

.500

01/01/40

51,541‌

4,677

Freddie

Mac

Gold

Pool

5

.000

01/01/40

4,741‌

5,996

Freddie

Mac

Gold

Pool

5

.500

01/01/40

6,152‌

17,406

Freddie

Mac

Gold

Pool

5

.500

03/01/40

17,872‌

158,849

Freddie

Mac

Gold

Pool

4

.000

04/01/40

154,006‌

9,918

Freddie

Mac

Gold

Pool

4

.500

04/01/40

9,902‌

30,478

Freddie

Mac

Gold

Pool

4

.500

04/01/40

30,424‌

23,812

Freddie

Mac

Gold

Pool

5

.000

04/01/40

24,137‌

53,632

Freddie

Mac

Gold

Pool

5

.000

04/01/40

54,365‌

190,636

Freddie

Mac

Gold

Pool

6

.000

04/01/40

199,454‌

579,875

Freddie

Mac

Gold

Pool

4

.500

05/01/40

578,969‌

193,106

Freddie

Mac

Gold

Pool

5

.000

05/01/40

195,746‌

1,833

Freddie

Mac

Gold

Pool

4

.500

06/01/40

1,829‌

192,191

Freddie

Mac

Gold

Pool

5

.500

06/01/40

197,186‌

291,691

Freddie

Mac

Gold

Pool

4

.500

07/01/40

291,206‌

5,124

Freddie

Mac

Gold

Pool

4

.500

08/01/40

5,113‌

51,346

Freddie

Mac

Gold

Pool

5

.000

08/01/40

52,048‌

127,387

Freddie

Mac

Gold

Pool

5

.000

08/01/40

129,129‌

13,108

Freddie

Mac

Gold

Pool

5

.000

08/01/40

13,288‌

837,903

Freddie

Mac

Gold

Pool

5

.500

08/01/40

860,360‌

69,053

Freddie

Mac

Gold

Pool

4

.000

09/01/40

66,833‌

925,564

Freddie

Mac

Gold

Pool

4

.000

11/01/40

895,813‌

610,621

Freddie

Mac

Gold

Pool

4

.000

12/01/40

590,614‌

86,854

Freddie

Mac

Gold

Pool

3

.500

01/01/41

81,751‌

137,315

Freddie

Mac

Gold

Pool

3

.500

01/01/41

129,363‌

82,120

Freddie

Mac

Gold

Pool

4

.000

01/01/41

79,438‌

82,938

Freddie

Mac

Gold

Pool

3

.500

02/01/41

78,048‌

302,382

Freddie

Mac

Gold

Pool

4

.000

02/01/41

292,411‌

96,144

Freddie

Mac

Gold

Pool

4

.000

02/01/41

93,023‌

554,430

Freddie

Mac

Gold

Pool

4

.000

04/01/41

536,494‌

101,526

Freddie

Mac

Gold

Pool

4

.500

04/01/41

101,137‌

21,363

Freddie

Mac

Gold

Pool

5

.000

04/01/41

21,655‌

90,301

Freddie

Mac

Gold

Pool

4

.500

05/01/41

89,872‌

116,719

Freddie

Mac

Gold

Pool

4

.500

06/01/41

116,237‌

241,471

Freddie

Mac

Gold

Pool

3

.500

10/01/41

227,411‌

251,186

Freddie

Mac

Gold

Pool

5

.000

10/01/41

254,622‌

342,280

Freddie

Mac

Gold

Pool

3

.500

11/01/41

321,777‌

143,933

Freddie

Mac

Gold

Pool

4

.500

12/01/41

143,205‌

1,196,715

Freddie

Mac

Gold

Pool

3

.500

01/01/42

1,125,406‌

352,771

Freddie

Mac

Gold

Pool

3

.500

02/01/42

331,751‌

385,147

Freddie

Mac

Gold

Pool

3

.500

04/01/42

362,278‌

916,363

Freddie

Mac

Gold

Pool

4

.000

05/01/42

885,576‌

3,266,643

Freddie

Mac

Gold

Pool

4

.500

05/01/42

3,255,166‌

659,574

Freddie

Mac

Gold

Pool

3

.500

07/01/42

620,271‌

152,033

Freddie

Mac

Gold

Pool

3

.000

08/01/42

137,832‌

131

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

1,113,616

Freddie

Mac

Gold

Pool

3

.000

%

10/01/42

$

1,008,424‌

778,720

Freddie

Mac

Gold

Pool

3

.000

10/01/42

705,652‌

325,077

Freddie

Mac

Gold

Pool

3

.500

12/01/42

305,197‌

1,212,145

Freddie

Mac

Gold

Pool

2

.500

01/01/43

1,073,530‌

2,283,619

Freddie

Mac

Gold

Pool

3

.000

01/01/43

2,066,970‌

3,357,137

Freddie

Mac

Gold

Pool

3

.000

04/01/43

3,036,579‌

8,874,420

Freddie

Mac

Gold

Pool

3

.000

04/01/43

8,027,052‌

967,091

Freddie

Mac

Gold

Pool

3

.500

05/01/43

907,346‌

1,390,339

Freddie

Mac

Gold

Pool

3

.000

08/01/43

1,256,425‌

1,004,071

Freddie

Mac

Gold

Pool

3

.000

08/01/43

907,150‌

986,761

Freddie

Mac

Gold

Pool

3

.500

08/01/43

925,803‌

392,132

Freddie

Mac

Gold

Pool

4

.500

10/01/43

385,913‌

479,402

Freddie

Mac

Gold

Pool

4

.000

11/01/43

461,114‌

862,281

Freddie

Mac

Gold

Pool

3

.500

02/01/44

807,922‌

721,048

Freddie

Mac

Gold

Pool

4

.000

02/01/44

691,538‌

5,623,194

Freddie

Mac

Gold

Pool

4

.000

02/01/44

5,398,272‌

313,094

Freddie

Mac

Gold

Pool

4

.000

04/01/44

299,990‌

386,608

Freddie

Mac

Gold

Pool

4

.500

05/01/44

380,159‌

727,254

Freddie

Mac

Gold

Pool

4

.000

06/01/44

693,329‌

1,122,501

Freddie

Mac

Gold

Pool

4

.000

08/01/44

1,067,832‌

836,876

Freddie

Mac

Gold

Pool

3

.500

09/01/44

780,662‌

1,197,774

Freddie

Mac

Gold

Pool

3

.500

11/01/44

1,115,832‌

1,721,163

Freddie

Mac

Gold

Pool

3

.500

12/01/44

1,601,988‌

944,392

Freddie

Mac

Gold

Pool

3

.500

01/01/45

879,393‌

2,008,452

Freddie

Mac

Gold

Pool

3

.000

02/01/45

1,803,752‌

2,421,291

Freddie

Mac

Gold

Pool

3

.500

03/01/45

2,253,147‌

1,356,062

Freddie

Mac

Gold

Pool

4

.000

03/01/45

1,289,804‌

977,879

Freddie

Mac

Gold

Pool

3

.000

04/01/45

873,372‌

2,038,835

Freddie

Mac

Gold

Pool

3

.500

04/01/45

1,896,397‌

5,051,399

Freddie

Mac

Gold

Pool

3

.500

07/01/45

4,701,657‌

3,782,140

Freddie

Mac

Gold

Pool

4

.500

07/01/45

3,701,858‌

10,999,577

Freddie

Mac

Gold

Pool

3

.000

08/01/45

9,961,407‌

8,353,942

Freddie

Mac

Gold

Pool

3

.500

10/01/45

7,773,799‌

1,561,262

Freddie

Mac

Gold

Pool

4

.000

11/01/45

1,482,555‌

2,947,907

Freddie

Mac

Gold

Pool

3

.500

12/01/45

2,734,639‌

7,029,481

Freddie

Mac

Gold

Pool

3

.000

03/01/46

6,257,178‌

2,197,627

Freddie

Mac

Gold

Pool

3

.500

03/01/46

2,036,850‌

1,135,644

Freddie

Mac

Gold

Pool

4

.000

03/01/46

1,077,803‌

5,179,536

Freddie

Mac

Gold

Pool

3

.000

04/01/46

4,609,400‌

5,055,865

Freddie

Mac

Gold

Pool

3

.500

05/01/46

4,675,536‌

3,855,077

Freddie

Mac

Gold

Pool

3

.500

08/01/46

3,599,415‌

7,730,078

Freddie

Mac

Gold

Pool

3

.000

09/01/46

6,875,151‌

3,083,680

Freddie

Mac

Gold

Pool

4

.000

09/01/46

2,925,502‌

2,828,716

Freddie

Mac

Gold

Pool

3

.000

11/01/46

2,512,359‌

10,265,979

Freddie

Mac

Gold

Pool

3

.000

11/01/46

9,083,046‌

3,519,364

Freddie

Mac

Gold

Pool

3

.000

11/01/46

3,127,235‌

2,038,422

Freddie

Mac

Gold

Pool

3

.000

12/01/46

1,805,775‌

2,547,487

Freddie

Mac

Gold

Pool

3

.500

12/01/46

2,352,161‌

4,715,550

Freddie

Mac

Gold

Pool

3

.000

02/01/47

4,184,249‌

1,512,371

Freddie

Mac

Gold

Pool

3

.500

02/01/47

1,394,282‌

1,243,232

Freddie

Mac

Gold

Pool

4

.000

02/01/47

1,179,130‌

1,956,121

Freddie

Mac

Gold

Pool

3

.500

05/01/47

1,804,504‌

1,729,279

Freddie

Mac

Gold

Pool

3

.000

08/01/47

1,530,847‌

2,238,823

Freddie

Mac

Gold

Pool

3

.000

11/01/47

1,977,989‌

3,404,904

Freddie

Mac

Gold

Pool

3

.000

12/01/47

3,007,147‌

10,507,302

Freddie

Mac

Gold

Pool

3

.000

01/01/48

9,364,904‌

3,688,397

Freddie

Mac

Gold

Pool

3

.000

02/01/48

3,254,271‌

2,637,386

Freddie

Mac

Gold

Pool

3

.500

03/01/48

2,422,677‌

2,255,952

Freddie

Mac

Gold

Pool

3

.500

05/01/48

2,063,040‌

1,746,938

Freddie

Mac

Gold

Pool

4

.000

05/01/48

1,659,921‌

2,417,483

Freddie

Mac

Gold

Pool

3

.500

07/01/48

2,210,757‌

2,538,858

Freddie

Mac

Gold

Pool

4

.000

07/01/48

2,405,980‌

Bond

Index

Fund

132

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,699,854

Freddie

Mac

Gold

Pool

4

.000

%

08/01/48

$

4,452,654‌

875,671

Freddie

Mac

Gold

Pool

4

.500

09/01/48

852,493‌

3,728,237

Freddie

Mac

Gold

Pool

4

.000

10/01/48

3,529,829‌

2,164,336

Freddie

Mac

Gold

Pool

4

.500

12/01/48

2,106,713‌

1,126,289

Freddie

Mac

Gold

Pool

4

.500

02/01/49

1,096,195‌

3,089,346

Freddie

Mac

Gold

Pool

3

.500

05/01/49

2,811,226‌

4,098

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.500

04/01/35

4,206‌

1,025

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.125%)

6

.625

10/01/35

1,048‌

9,794

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.255%)

6

.511

02/01/36

10,058‌

53

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.345%)

7

.044

07/01/36

54‌

3,433

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.595%)

6

.220

09/01/36

3,440‌

8,477

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.724%)

6

.455

09/01/36

8,623‌

7,394

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.245%)

6

.992

09/01/36

7,571‌

6,549

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.651

01/01/37

6,763‌

465

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.603

02/01/37

481‌

1,145

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.765%)

6

.678

02/01/37

1,169‌

42,419

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.827%)

6

.656

03/01/37

43,623‌

33,984

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.250%)

6

.500

04/01/37

35,098‌

14,578

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.602%)

6

.596

04/01/37

14,818‌

3,171

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

2.087%)

7

.082

05/01/37

3,218‌

11,727

(d)

Freddie

Mac

Non

Gold

Pool,

(DGS1

+

2.248%)

6

.512

06/01/37

12,046‌

1,074

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.750%)

7

.625

06/01/37

1,088‌

23,813

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.270%)

6

.092

08/01/37

23,846‌

1,261

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

6

M

+

1.520%)

6

.195

09/01/37

1,268‌

168

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.795%)

7

.545

09/01/37

171‌

17,403

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

2.055%)

7

.055

04/01/38

18,073‌

4,627

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

2.004%)

6

.884

06/01/38

4,734‌

1,675

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.625%)

7

.375

07/01/38

1,705‌

2,833

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.861%)

7

.736

06/01/40

2,893‌

4,345

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.886%)

6

.848

01/01/41

4,440‌

2,230

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.880%)

6

.880

05/01/41

2,296‌

50,133

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.861%)

7

.064

08/01/41

51,515‌

32,954

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.750%)

7

.323

09/01/41

34,188‌

6,060

(d)

Freddie

Mac

Non

Gold

Pool,

(LIBOR

12

M

+

1.860%)

7

.360

10/01/41

6,234‌

7,380,160

Freddie

Mac

Pool

1

.500

04/01/37

6,558,191‌

10,771,395

Freddie

Mac

Pool

2

.000

05/01/37

9,840,932‌

4,722,527

Freddie

Mac

Pool

4

.000

07/01/49

4,471,401‌

2,797,144

Freddie

Mac

Pool

4

.000

07/01/49

2,647,965‌

10,486,851

Freddie

Mac

Pool

3

.000

11/01/49

9,324,904‌

9,859,382

Freddie

Mac

Pool

3

.000

11/01/49

8,722,739‌

20,608,727

Freddie

Mac

Pool

3

.000

02/01/50

18,178,318‌

14,149,041

Freddie

Mac

Pool

3

.500

04/01/50

12,908,417‌

5,958,569

Freddie

Mac

Pool

2

.000

07/01/50

4,747,604‌

11,164,663

Freddie

Mac

Pool

2

.500

07/01/50

9,375,301‌

7,030,084

Freddie

Mac

Pool

3

.500

07/01/50

6,401,211‌

8,697,421

Freddie

Mac

Pool

3

.500

08/01/50

7,902,149‌

2,357,944

Freddie

Mac

Pool

4

.000

11/01/50

2,224,849‌

6,455,149

Freddie

Mac

Pool

2

.000

02/01/51

5,140,527‌

14,241,700

Freddie

Mac

Pool

2

.500

04/01/51

11,895,188‌

6,190,945

Freddie

Mac

Pool

2

.500

02/01/52

5,147,633‌

11,617,825

Freddie

Mac

Pool

3

.000

03/01/52

10,116,413‌

12,029,859

Freddie

Mac

Pool

2

.500

05/01/52

10,007,596‌

5,480,454

Freddie

Mac

Pool

3

.000

05/01/52

4,750,450‌

4,784,522

Freddie

Mac

Pool

4

.000

06/01/52

4,529,849‌

5,633,113

Freddie

Mac

Pool

4

.000

08/01/52

5,248,746‌

5,611,379

Freddie

Mac

Pool

3

.500

10/01/52

5,060,549‌

5,070,377

Freddie

Mac

Pool

5

.000

01/01/53

4,993,098‌

9,486,354

Freddie

Mac

Pool

6

.500

10/01/54

9,797,992‌

9,641,770

Freddie

Mac

Pool

6

.500

06/01/55

9,958,513‌

385

Ginnie

Mae

I

Pool

4

.000

08/15/25

385‌

864

Ginnie

Mae

I

Pool

3

.500

03/15/26

860‌

1,193

Ginnie

Mae

I

Pool

4

.000

04/15/26

1,190‌

133

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

17,859

Ginnie

Mae

I

Pool

3

.000

%

12/15/26

$

17,683‌

42

Ginnie

Mae

I

Pool

6

.500

09/15/28

42‌

459

Ginnie

Mae

I

Pool

6

.500

11/15/28

467‌

69

Ginnie

Mae

I

Pool

7

.500

11/15/28

69‌

2,709

Ginnie

Mae

I

Pool

8

.500

10/15/30

2,723‌

130

Ginnie

Mae

I

Pool

8

.500

12/15/30

138‌

51,029

Ginnie

Mae

I

Pool

6

.000

10/15/32

53,724‌

18,970

Ginnie

Mae

I

Pool

5

.500

05/15/33

19,476‌

1,662

Ginnie

Mae

I

Pool

5

.000

07/15/33

1,674‌

7,398

Ginnie

Mae

I

Pool

5

.500

07/15/33

7,460‌

10,065

Ginnie

Mae

I

Pool

5

.000

08/15/33

10,141‌

29,064

Ginnie

Mae

I

Pool

5

.500

09/15/33

30,061‌

32,795

Ginnie

Mae

I

Pool

5

.500

11/15/34

33,854‌

14,792

Ginnie

Mae

I

Pool

6

.500

01/15/35

15,261‌

49,982

Ginnie

Mae

I

Pool

5

.000

04/15/35

50,109‌

2,621

Ginnie

Mae

I

Pool

5

.000

11/15/35

2,652‌

1,528

Ginnie

Mae

I

Pool

5

.000

11/15/35

1,547‌

2,195

Ginnie

Mae

I

Pool

5

.500

03/15/36

2,237‌

1,534

Ginnie

Mae

I

Pool

6

.500

06/15/36

1,612‌

2,931

Ginnie

Mae

I

Pool

5

.000

09/15/36

2,966‌

1,744

Ginnie

Mae

I

Pool

6

.000

09/15/36

1,796‌

3,081

Ginnie

Mae

I

Pool

5

.000

12/15/36

3,117‌

49,351

Ginnie

Mae

I

Pool

5

.500

02/15/37

51,166‌

72,338

Ginnie

Mae

I

Pool

6

.000

04/15/37

75,961‌

5,025

Ginnie

Mae

I

Pool

6

.000

06/15/37

5,213‌

6,627

Ginnie

Mae

I

Pool

6

.000

12/15/37

6,882‌

30,640

Ginnie

Mae

I

Pool

5

.000

04/15/38

30,894‌

4,789

Ginnie

Mae

I

Pool

5

.500

06/15/38

4,968‌

13,179

Ginnie

Mae

I

Pool

5

.500

07/15/38

13,473‌

3,743

Ginnie

Mae

I

Pool

5

.500

08/15/38

3,901‌

34,649

Ginnie

Mae

I

Pool

6

.000

08/15/38

36,403‌

37,338

Ginnie

Mae

I

Pool

6

.000

08/15/38

38,713‌

27,955

Ginnie

Mae

I

Pool

5

.000

10/15/38

28,192‌

3,654

Ginnie

Mae

I

Pool

5

.500

10/15/38

3,775‌

604

Ginnie

Mae

I

Pool

5

.500

11/15/38

628‌

38,377

Ginnie

Mae

I

Pool

6

.000

12/15/38

40,189‌

642

Ginnie

Mae

I

Pool

6

.500

12/15/38

671‌

7,728

Ginnie

Mae

I

Pool

5

.000

01/15/39

7,768‌

6,880

Ginnie

Mae

I

Pool

5

.000

02/15/39

6,971‌

563

Ginnie

Mae

I

Pool

6

.000

02/15/39

569‌

5,726

Ginnie

Mae

I

Pool

4

.500

03/15/39

5,629‌

80,028

Ginnie

Mae

I

Pool

4

.500

03/15/39

78,108‌

3,791

Ginnie

Mae

I

Pool

4

.500

04/15/39

3,713‌

92,988

Ginnie

Mae

I

Pool

5

.500

04/15/39

95,999‌

6,062

Ginnie

Mae

I

Pool

4

.000

05/15/39

5,804‌

106,389

Ginnie

Mae

I

Pool

4

.500

05/15/39

104,582‌

60,456

Ginnie

Mae

I

Pool

5

.000

05/15/39

60,988‌

3,479

Ginnie

Mae

I

Pool

4

.500

06/15/39

3,419‌

290,934

Ginnie

Mae

I

Pool

4

.500

06/15/39

288,703‌

466,169

Ginnie

Mae

I

Pool

5

.000

06/15/39

470,271‌

334,054

Ginnie

Mae

I

Pool

5

.000

06/15/39

335,516‌

7,760

Ginnie

Mae

I

Pool

5

.000

06/15/39

7,862‌

3,041

Ginnie

Mae

I

Pool

5

.000

06/15/39

3,054‌

3,245

Ginnie

Mae

I

Pool

5

.000

06/15/39

3,288‌

325,179

Ginnie

Mae

I

Pool

4

.000

07/15/39

309,465‌

3,528

Ginnie

Mae

I

Pool

4

.500

07/15/39

3,442‌

9,924

Ginnie

Mae

I

Pool

4

.500

07/15/39

9,685‌

390,946

Ginnie

Mae

I

Pool

4

.500

07/15/39

384,308‌

5,766

Ginnie

Mae

I

Pool

5

.000

07/15/39

5,841‌

19,350

Ginnie

Mae

I

Pool

4

.000

08/15/39

18,483‌

39,801

Ginnie

Mae

I

Pool

5

.000

08/15/39

39,963‌

1,536

Ginnie

Mae

I

Pool

5

.500

08/15/39

1,569‌

Bond

Index

Fund

134

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

16,151

Ginnie

Mae

I

Pool

6

.000

%

08/15/39

$

16,607‌

3,213

Ginnie

Mae

I

Pool

4

.500

10/15/39

3,132‌

1,670

Ginnie

Mae

I

Pool

5

.000

10/15/39

1,692‌

9,149

Ginnie

Mae

I

Pool

4

.500

11/15/39

9,028‌

228,028

Ginnie

Mae

I

Pool

4

.500

12/15/39

223,944‌

142,626

Ginnie

Mae

I

Pool

5

.500

02/15/40

147,480‌

19,252

Ginnie

Mae

I

Pool

4

.000

03/15/40

18,414‌

3,518

Ginnie

Mae

I

Pool

5

.000

03/15/40

3,521‌

1,226

Ginnie

Mae

I

Pool

4

.500

04/15/40

1,199‌

34,213

Ginnie

Mae

I

Pool

5

.000

04/15/40

34,350‌

1,427

Ginnie

Mae

I

Pool

4

.500

05/15/40

1,390‌

41,815

Ginnie

Mae

I

Pool

5

.000

05/15/40

42,326‌

878,668

Ginnie

Mae

I

Pool

4

.500

06/15/40

861,422‌

2,714

Ginnie

Mae

I

Pool

4

.500

06/15/40

2,646‌

2,513

Ginnie

Mae

I

Pool

4

.500

06/15/40

2,448‌

76,670

Ginnie

Mae

I

Pool

4

.500

07/15/40

75,131‌

25,183

Ginnie

Mae

I

Pool

4

.500

07/15/40

24,513‌

64,597

Ginnie

Mae

I

Pool

4

.000

08/15/40

61,499‌

333,525

Ginnie

Mae

I

Pool

4

.000

08/15/40

315,159‌

28,751

Ginnie

Mae

I

Pool

4

.500

08/15/40

28,236‌

10,122

Ginnie

Mae

I

Pool

4

.000

10/15/40

9,586‌

120,319

Ginnie

Mae

I

Pool

4

.000

11/15/40

114,547‌

65,766

Ginnie

Mae

I

Pool

3

.500

12/15/40

61,351‌

348,806

Ginnie

Mae

I

Pool

4

.000

01/15/41

332,689‌

69,868

Ginnie

Mae

I

Pool

4

.000

02/15/41

66,585‌

116,189

Ginnie

Mae

I

Pool

4

.500

03/15/41

113,865‌

47,705

Ginnie

Mae

I

Pool

4

.000

07/15/41

45,463‌

67,499

Ginnie

Mae

I

Pool

4

.500

08/15/41

66,019‌

185,647

Ginnie

Mae

I

Pool

4

.000

09/15/41

175,367‌

29,101

Ginnie

Mae

I

Pool

4

.000

10/15/41

27,734‌

155,924

Ginnie

Mae

I

Pool

3

.500

11/15/41

145,936‌

377,887

Ginnie

Mae

I

Pool

4

.000

11/15/41

360,129‌

337,155

Ginnie

Mae

I

Pool

3

.500

04/15/42

315,242‌

731,045

Ginnie

Mae

I

Pool

3

.500

07/15/42

681,485‌

528,478

Ginnie

Mae

I

Pool

3

.000

01/15/43

479,135‌

2,346,799

Ginnie

Mae

I

Pool

3

.000

01/15/43

2,127,634‌

206,662

Ginnie

Mae

I

Pool

3

.000

04/15/43

187,363‌

1,759

Ginnie

Mae

II

Pool

4

.000

06/20/26

1,752‌

3,819

Ginnie

Mae

II

Pool

3

.500

11/20/26

3,791‌

80,276

Ginnie

Mae

II

Pool

2

.500

04/20/27

79,045‌

76,432

Ginnie

Mae

II

Pool

2

.500

09/20/27

75,078‌

163,841

Ginnie

Mae

II

Pool

3

.500

11/20/28

162,135‌

973

Ginnie

Mae

II

Pool

8

.500

10/20/30

1,019‌

126

Ginnie

Mae

II

Pool

7

.000

06/20/31

130‌

1,179,061

Ginnie

Mae

II

Pool

3

.000

08/20/32

1,144,188‌

6,839

Ginnie

Mae

II

Pool

5

.500

12/20/32

7,030‌

1,885

Ginnie

Mae

II

Pool

5

.000

07/20/33

1,898‌

27,372

Ginnie

Mae

II

Pool

6

.000

11/20/33

28,261‌

11,581

Ginnie

Mae

II

Pool

5

.500

05/20/34

11,916‌

17,150

Ginnie

Mae

II

Pool

6

.000

09/20/34

17,853‌

1,164

Ginnie

Mae

II

Pool

5

.000

10/20/34

1,173‌

9,249

Ginnie

Mae

II

Pool

5

.500

02/20/35

9,493‌

178,277

Ginnie

Mae

II

Pool

5

.000

03/20/35

179,563‌

54,604

Ginnie

Mae

II

Pool

5

.500

05/20/35

56,045‌

1,847

Ginnie

Mae

II

Pool

5

.000

09/20/35

1,859‌

15,797

Ginnie

Mae

II

Pool

5

.500

02/20/36

16,214‌

5,046

Ginnie

Mae

II

Pool

5

.500

05/20/36

5,153‌

49,767

Ginnie

Mae

II

Pool

5

.500

06/20/36

51,082‌

4,789

Ginnie

Mae

II

Pool

6

.000

10/20/36

5,003‌

2,898

Ginnie

Mae

II

Pool

6

.000

01/20/37

3,029‌

11,279

Ginnie

Mae

II

Pool

6

.000

02/20/37

11,797‌

35,894

Ginnie

Mae

II

Pool

6

.000

04/20/37

37,167‌

135

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,737

Ginnie

Mae

II

Pool

6

.000

%

08/20/37

$

6,007‌

5,101

Ginnie

Mae

II

Pool

6

.500

08/20/37

5,416‌

23,204

Ginnie

Mae

II

Pool

6

.500

11/20/37

24,637‌

1,267

Ginnie

Mae

II

Pool

5

.000

02/20/38

1,279‌

692

Ginnie

Mae

II

Pool

5

.500

05/20/38

703‌

15,549

Ginnie

Mae

II

Pool

6

.000

06/20/38

16,279‌

104,406

Ginnie

Mae

II

Pool

5

.000

07/20/38

105,047‌

107,881

Ginnie

Mae

II

Pool

5

.500

07/20/38

110,286‌

10,280

Ginnie

Mae

II

Pool

6

.000

08/20/38

10,764‌

41,738

Ginnie

Mae

II

Pool

6

.000

09/20/38

44,520‌

5,098

Ginnie

Mae

II

Pool

6

.500

10/20/38

5,233‌

2,224

Ginnie

Mae

II

Pool

6

.500

10/20/38

2,354‌

9,494

Ginnie

Mae

II

Pool

6

.500

11/20/38

9,931‌

169,821

Ginnie

Mae

II

Pool

4

.500

01/20/39

168,504‌

22,644

Ginnie

Mae

II

Pool

6

.500

01/20/39

24,797‌

2,243

Ginnie

Mae

II

Pool

4

.500

03/20/39

2,226‌

43,705

Ginnie

Mae

II

Pool

5

.500

03/20/39

45,291‌

1,529

Ginnie

Mae

II

Pool

5

.000

04/20/39

1,548‌

7,935

Ginnie

Mae

II

Pool

4

.000

05/20/39

7,595‌

20,012

Ginnie

Mae

II

Pool

4

.500

05/20/39

19,857‌

470,647

Ginnie

Mae

II

Pool

5

.000

05/20/39

474,995‌

4,564

Ginnie

Mae

II

Pool

4

.000

06/20/39

4,335‌

2,998

Ginnie

Mae

II

Pool

5

.000

06/20/39

3,035‌

43,185

Ginnie

Mae

II

Pool

4

.500

07/20/39

42,850‌

40,167

Ginnie

Mae

II

Pool

5

.000

07/20/39

40,661‌

4,692

Ginnie

Mae

II

Pool

5

.500

07/20/39

4,816‌

13,226

Ginnie

Mae

II

Pool

4

.000

08/20/39

12,553‌

10,489

Ginnie

Mae

II

Pool

5

.000

08/20/39

10,618‌

13,921

Ginnie

Mae

II

Pool

5

.000

09/20/39

14,276‌

4,420

Ginnie

Mae

II

Pool

4

.500

10/20/39

4,386‌

6,506

Ginnie

Mae

II

Pool

4

.500

11/20/39

6,455‌

7,872

Ginnie

Mae

II

Pool

5

.000

11/20/39

7,969‌

6,562

Ginnie

Mae

II

Pool

4

.500

12/20/39

6,511‌

248,162

Ginnie

Mae

II

Pool

5

.000

12/20/39

251,212‌

215,106

Ginnie

Mae

II

Pool

4

.500

01/20/40

213,437‌

3,785

Ginnie

Mae

II

Pool

5

.500

01/20/40

3,885‌

8,727

Ginnie

Mae

II

Pool

4

.500

04/20/40

8,659‌

1,820

Ginnie

Mae

II

Pool

4

.500

05/20/40

1,806‌

66,711

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.875

05/20/40

67,810‌

45,625

Ginnie

Mae

II

Pool

5

.000

06/20/40

46,298‌

309,080

Ginnie

Mae

II

Pool

4

.500

07/20/40

306,681‌

9,304

Ginnie

Mae

II

Pool

5

.000

07/20/40

9,418‌

22,711

Ginnie

Mae

II

Pool

4

.500

08/20/40

22,535‌

20,316

Ginnie

Mae

II

Pool

4

.500

09/20/40

20,146‌

6,913

Ginnie

Mae

II

Pool

5

.500

09/20/40

7,096‌

5,925

Ginnie

Mae

II

Pool

6

.500

09/20/40

6,130‌

14,782

Ginnie

Mae

II

Pool

6

.000

10/20/40

15,430‌

263,493

Ginnie

Mae

II

Pool

4

.000

11/20/40

251,968‌

117,044

Ginnie

Mae

II

Pool

5

.500

12/20/40

120,140‌

716,015

Ginnie

Mae

II

Pool

4

.000

01/20/41

684,696‌

196,651

Ginnie

Mae

II

Pool

4

.500

02/20/41

195,125‌

219,994

Ginnie

Mae

II

Pool

4

.500

04/20/41

218,287‌

50,032

Ginnie

Mae

II

Pool

5

.000

04/20/41

50,265‌

14,493

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.875

06/20/41

14,736‌

92,436

Ginnie

Mae

II

Pool

4

.000

07/20/41

88,392‌

314,620

Ginnie

Mae

II

Pool

4

.500

07/20/41

312,178‌

275,304

Ginnie

Mae

II

Pool

5

.000

07/20/41

278,682‌

131,348

Ginnie

Mae

II

Pool

5

.000

08/20/41

132,761‌

431,232

Ginnie

Mae

II

Pool

4

.000

09/20/41

412,364‌

9,040

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.625

09/20/41

9,186‌

549,030

Ginnie

Mae

II

Pool

4

.000

10/20/41

525,009‌

19,260

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.750

10/20/41

19,697‌

Bond

Index

Fund

136

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

10,171

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.750

%

10/20/41

$

10,403‌

76,384

Ginnie

Mae

II

Pool

5

.500

10/20/41

78,403‌

721,183

Ginnie

Mae

II

Pool

4

.500

11/20/41

715,584‌

328,260

Ginnie

Mae

II

Pool

5

.000

11/20/41

332,094‌

73,795

Ginnie

Mae

II

Pool

6

.000

11/20/41

77,261‌

394,780

Ginnie

Mae

II

Pool

3

.500

01/20/42

369,766‌

46,914

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

5

.625

02/20/42

47,754‌

188,162

Ginnie

Mae

II

Pool

3

.500

03/20/42

176,201‌

358,619

Ginnie

Mae

II

Pool

4

.500

03/20/42

355,835‌

761,360

Ginnie

Mae

II

Pool

3

.500

05/20/42

696,831‌

1,792,694

Ginnie

Mae

II

Pool

3

.500

05/20/42

1,678,361‌

417,855

Ginnie

Mae

II

Pool

4

.000

05/20/42

399,569‌

417,383

Ginnie

Mae

II

Pool

3

.500

07/20/42

390,632‌

67,409

(d)

Ginnie

Mae

II

Pool,

(DGS1

+

1.500%)

4

.625

07/20/42

68,507‌

553,815

Ginnie

Mae

II

Pool

3

.000

08/20/42

507,115‌

740,407

Ginnie

Mae

II

Pool

3

.500

08/20/42

681,380‌

1,760,588

Ginnie

Mae

II

Pool

3

.500

08/20/42

1,647,567‌

357,540

Ginnie

Mae

II

Pool

6

.000

08/20/42

374,349‌

712,438

Ginnie

Mae

II

Pool

3

.500

10/20/42

666,554‌

826,072

Ginnie

Mae

II

Pool

3

.000

11/20/42

753,183‌

824,723

Ginnie

Mae

II

Pool

3

.000

12/20/42

732,439‌

973,216

Ginnie

Mae

II

Pool

3

.000

12/20/42

886,942‌

722,687

Ginnie

Mae

II

Pool

3

.000

01/20/43

658,326‌

1,238,936

Ginnie

Mae

II

Pool

3

.000

02/20/43

1,128,599‌

957,739

Ginnie

Mae

II

Pool

3

.000

02/20/43

864,439‌

225,654

Ginnie

Mae

II

Pool

5

.000

04/20/43

228,426‌

487,891

Ginnie

Mae

II

Pool

3

.000

05/20/43

443,633‌

745,772

Ginnie

Mae

II

Pool

3

.000

06/20/43

677,812‌

1,858,580

Ginnie

Mae

II

Pool

3

.500

06/20/43

1,701,055‌

1,625,055

Ginnie

Mae

II

Pool

3

.000

07/20/43

1,475,624‌

768,782

Ginnie

Mae

II

Pool

3

.500

07/20/43

718,797‌

3,140,080

Ginnie

Mae

II

Pool

4

.500

08/20/43

3,086,657‌

1,060,223

Ginnie

Mae

II

Pool

3

.500

09/20/43

990,734‌

341,196

Ginnie

Mae

II

Pool

4

.000

09/20/43

325,694‌

4,437,004

Ginnie

Mae

II

Pool

3

.500

10/20/43

4,146,189‌

2,035,548

Ginnie

Mae

II

Pool

4

.000

10/20/43

1,942,224‌

190,489

Ginnie

Mae

II

Pool

3

.500

11/20/43

177,984‌

363,298

Ginnie

Mae

II

Pool

4

.000

11/20/43

346,492‌

351,425

Ginnie

Mae

II

Pool

4

.500

12/20/43

344,361‌

390,262

Ginnie

Mae

II

Pool

4

.500

01/20/44

382,540‌

458,081

Ginnie

Mae

II

Pool

3

.500

02/20/44

427,629‌

621,772

Ginnie

Mae

II

Pool

4

.000

02/20/44

592,504‌

617,248

Ginnie

Mae

II

Pool

4

.000

05/20/44

587,684‌

652,593

Ginnie

Mae

II

Pool

4

.000

06/20/44

621,336‌

1,656,663

Ginnie

Mae

II

Pool

3

.500

07/20/44

1,543,787‌

5,187,057

Ginnie

Mae

II

Pool

3

.500

10/20/44

4,832,021‌

545,635

Ginnie

Mae

II

Pool

4

.500

10/20/44

533,547‌

1,198,620

Ginnie

Mae

II

Pool

3

.500

11/20/44

1,116,328‌

1,499,861

Ginnie

Mae

II

Pool

3

.000

12/20/44

1,351,411‌

2,792,874

Ginnie

Mae

II

Pool

4

.000

12/20/44

2,653,344‌

3,745,599

Ginnie

Mae

II

Pool

3

.500

02/20/45

3,488,099‌

2,242,423

Ginnie

Mae

II

Pool

4

.000

03/20/45

2,130,430‌

1,526,781

Ginnie

Mae

II

Pool

3

.000

04/20/45

1,373,280‌

3,271,049

Ginnie

Mae

II

Pool

3

.000

06/20/45

2,939,133‌

7,480,433

Ginnie

Mae

II

Pool

3

.000

07/20/45

6,720,989‌

2,552,416

Ginnie

Mae

II

Pool

4

.000

10/20/45

2,437,505‌

4,289,721

Ginnie

Mae

II

Pool

4

.000

11/20/45

4,068,801‌

1,936,964

Ginnie

Mae

II

Pool

3

.000

12/20/45

1,739,798‌

1,712,267

Ginnie

Mae

II

Pool

3

.500

12/20/45

1,591,441‌

9,189,969

Ginnie

Mae

II

Pool

3

.000

03/20/46

8,253,572‌

3,220,567

Ginnie

Mae

II

Pool

3

.000

04/20/46

2,892,073‌

1,947,339

Ginnie

Mae

II

Pool

4

.000

04/20/46

1,845,881‌

137

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

8,656,731

Ginnie

Mae

II

Pool

3

.000

%

05/20/46

$

7,773,299‌

5,315,843

Ginnie

Mae

II

Pool

3

.500

05/20/46

4,947,111‌

1,970,950

Ginnie

Mae

II

Pool

3

.000

06/20/46

1,769,603‌

1,198,410

Ginnie

Mae

II

Pool

3

.500

06/20/46

1,114,662‌

1,495,166

Ginnie

Mae

II

Pool

3

.000

07/20/46

1,342,344‌

2,572,667

Ginnie

Mae

II

Pool

3

.500

08/20/46

2,391,555‌

1,446,162

Ginnie

Mae

II

Pool

3

.000

09/20/46

1,298,197‌

5,943,221

Ginnie

Mae

II

Pool

3

.500

09/20/46

5,518,700‌

2,844,907

Ginnie

Mae

II

Pool

3

.000

10/20/46

2,552,836‌

1,573,805

Ginnie

Mae

II

Pool

3

.000

12/20/46

1,412,615‌

9,806,901

Ginnie

Mae

II

Pool

3

.000

01/20/47

8,797,124‌

1,118,280

Ginnie

Mae

II

Pool

4

.000

01/20/47

1,055,511‌

2,401,868

Ginnie

Mae

II

Pool

4

.000

04/20/47

2,264,823‌

2,576,192

Ginnie

Mae

II

Pool

3

.500

05/20/47

2,382,831‌

1,304,569

Ginnie

Mae

II

Pool

3

.500

06/20/47

1,205,843‌

1,663,853

Ginnie

Mae

II

Pool

3

.000

07/20/47

1,490,932‌

2,944,003

Ginnie

Mae

II

Pool

4

.500

07/20/47

2,902,995‌

3,112,445

Ginnie

Mae

II

Pool

3

.000

08/20/47

2,788,049‌

3,469,525

Ginnie

Mae

II

Pool

3

.500

08/20/47

3,205,880‌

6,153,588

Ginnie

Mae

II

Pool

3

.000

09/20/47

5,507,959‌

7,807,192

Ginnie

Mae

II

Pool

4

.000

09/20/47

7,359,281‌

5,558,445

Ginnie

Mae

II

Pool

3

.500

11/20/47

5,134,333‌

6,279,467

Ginnie

Mae

II

Pool

3

.500

12/20/47

5,824,282‌

2,615,141

Ginnie

Mae

II

Pool

3

.500

01/20/48

2,415,085‌

3,262,564

Ginnie

Mae

II

Pool

4

.000

05/20/48

3,083,385‌

2,417,040

Ginnie

Mae

II

Pool

4

.000

06/20/48

2,278,324‌

5,623,056

Ginnie

Mae

II

Pool

3

.500

07/20/48

5,192,304‌

2,533,824

Ginnie

Mae

II

Pool

4

.000

08/20/48

2,387,651‌

1,708,774

Ginnie

Mae

II

Pool

5

.000

08/20/48

1,705,538‌

1,614,011

Ginnie

Mae

II

Pool

4

.500

09/20/48

1,571,602‌

1,376,950

Ginnie

Mae

II

Pool

5

.000

10/20/48

1,377,241‌

1,127,899

Ginnie

Mae

II

Pool

4

.500

11/20/48

1,102,669‌

4,160,791

Ginnie

Mae

II

Pool

3

.500

12/20/48

3,842,055‌

2,587,309

Ginnie

Mae

II

Pool

3

.500

04/20/49

2,369,959‌

8,774,944

Ginnie

Mae

II

Pool

4

.500

04/20/49

8,569,700‌

2,689,135

Ginnie

Mae

II

Pool

4

.000

05/20/49

2,525,409‌

1,701,806

Ginnie

Mae

II

Pool

3

.500

06/20/49

1,552,915‌

3,888,988

Ginnie

Mae

II

Pool

3

.500

09/20/49

3,564,635‌

2,782,748

Ginnie

Mae

II

Pool

3

.500

11/20/49

2,535,936‌

22,372,689

Ginnie

Mae

II

Pool

2

.500

12/20/49

19,045,430‌

41,694,221

Ginnie

Mae

II

Pool

3

.000

02/20/50

37,024,133‌

5,967,704

Ginnie

Mae

II

Pool

3

.500

02/20/50

5,469,856‌

8,455,057

Ginnie

Mae

II

Pool

3

.500

04/20/50

7,748,376‌

8,182,747

Ginnie

Mae

II

Pool

3

.000

05/20/50

7,265,982‌

4,128,231

Ginnie

Mae

II

Pool

2

.000

08/20/50

3,363,541‌

8,323,783

Ginnie

Mae

II

Pool

2

.500

08/20/50

7,087,123‌

13,404,088

Ginnie

Mae

II

Pool

2

.500

10/20/50

11,406,951‌

35,667,193

Ginnie

Mae

II

Pool

2

.000

11/20/50

29,060,937‌

18,775,305

Ginnie

Mae

II

Pool

2

.500

12/20/50

15,973,957‌

20,874,800

Ginnie

Mae

II

Pool

2

.000

01/20/51

17,004,450‌

5,177,746

Ginnie

Mae

II

Pool

2

.500

01/20/51

4,404,740‌

18,562,569

Ginnie

Mae

II

Pool

2

.000

02/20/51

15,130,183‌

3,557,212

Ginnie

Mae

II

Pool

1

.500

04/20/51

2,749,975‌

14,725,857

Ginnie

Mae

II

Pool

2

.000

04/20/51

11,997,165‌

21,888,211

Ginnie

Mae

II

Pool

2

.500

04/20/51

18,610,016‌

12,580,642

Ginnie

Mae

II

Pool

2

.500

05/20/51

10,698,255‌

10,758,483

Ginnie

Mae

II

Pool

2

.000

06/20/51

8,763,210‌

3,024,468

Ginnie

Mae

II

Pool

3

.000

06/20/51

2,678,247‌

59,834,154

Ginnie

Mae

II

Pool

2

.500

07/20/51

50,860,447‌

5,430,158

Ginnie

Mae

II

Pool

2

.000

08/20/51

4,423,026‌

22,629,299

Ginnie

Mae

II

Pool

2

.500

08/20/51

19,235,384‌

6,790,516

Ginnie

Mae

II

Pool

3

.000

08/20/51

6,013,732‌

Bond

Index

Fund

138

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

23,365,364

Ginnie

Mae

II

Pool

2

.500

%

09/20/51

$

19,861,008‌

9,374,562

Ginnie

Mae

II

Pool

3

.000

09/20/51

8,302,186‌

2,017,944

Ginnie

Mae

II

Pool

3

.000

10/20/51

1,786,948‌

109,744,291

Ginnie

Mae

II

Pool

2

.000

11/20/51

89,406,177‌

1,961,340

Ginnie

Mae

II

Pool

3

.500

11/20/51

1,792,036‌

15,207,468

Ginnie

Mae

II

Pool

2

.000

12/20/51

12,386,736‌

9,588,510

Ginnie

Mae

II

Pool

2

.500

12/20/51

8,150,366‌

13,743,607

Ginnie

Mae

II

Pool

3

.000

12/20/51

12,161,825‌

3,670,019

Ginnie

Mae

II

Pool

3

.500

01/20/52

3,351,158‌

11,453,515

Ginnie

Mae

II

Pool

2

.500

02/20/52

9,735,642‌

18,356,193

Ginnie

Mae

II

Pool

3

.500

02/20/52

16,764,094‌

8,325,805

Ginnie

Mae

II

Pool

2

.000

04/20/52

6,781,517‌

14,717,385

Ginnie

Mae

II

Pool

2

.500

04/20/52

12,509,936‌

4,177,090

Ginnie

Mae

II

Pool

3

.000

04/20/52

3,696,074‌

14,640,888

Ginnie

Mae

II

Pool

2

.000

05/20/52

11,925,251‌

12,431,367

Ginnie

Mae

II

Pool

2

.500

05/20/52

10,566,791‌

7,280,701

Ginnie

Mae

II

Pool

3

.000

05/20/52

6,442,285‌

7,902,457

Ginnie

Mae

II

Pool

4

.000

05/20/52

7,383,131‌

9,413,639

Ginnie

Mae

II

Pool

3

.000

06/20/52

8,329,614‌

7,926,044

Ginnie

Mae

II

Pool

4

.000

06/20/52

7,405,563‌

2,749,790

Ginnie

Mae

II

Pool

3

.000

07/20/52

2,433,635‌

2,748,023

Ginnie

Mae

II

Pool

3

.500

07/20/52

2,506,705‌

3,968,987

Ginnie

Mae

II

Pool

4

.500

07/20/52

3,827,832‌

3,967,822

Ginnie

Mae

II

Pool

3

.500

08/20/52

3,623,684‌

8,136,102

Ginnie

Mae

II

Pool

4

.000

08/20/52

7,602,231‌

5,821,566

Ginnie

Mae

II

Pool

4

.500

08/20/52

5,619,288‌

3,884,251

Ginnie

Mae

II

Pool

5

.000

08/20/52

3,836,412‌

1,431,902

Ginnie

Mae

II

Pool

3

.500

09/20/52

1,305,712‌

9,245,689

Ginnie

Mae

II

Pool

4

.000

09/20/52

8,640,910‌

34,298,786

Ginnie

Mae

II

Pool

4

.500

09/20/52

33,114,075‌

3,910,445

Ginnie

Mae

II

Pool

5

.000

09/20/52

3,862,282‌

7,044,005

Ginnie

Mae

II

Pool

5

.500

09/20/52

7,119,998‌

6,368,567

Ginnie

Mae

II

Pool

3

.500

10/20/52

5,814,184‌

12,424,853

Ginnie

Mae

II

Pool

4

.000

10/20/52

11,634,504‌

1,828,238

Ginnie

Mae

II

Pool

3

.500

11/20/52

1,669,664‌

4,119,656

Ginnie

Mae

II

Pool

4

.500

11/20/52

3,975,687‌

17,387,000

Ginnie

Mae

II

Pool

5

.000

11/20/52

17,166,607‌

7,548,411

Ginnie

Mae

II

Pool

5

.500

11/20/52

7,629,847‌

4,648,851

Ginnie

Mae

II

Pool

3

.500

12/20/52

4,243,498‌

974,156

Ginnie

Mae

II

Pool

4

.000

12/20/52

914,294‌

2,143,721

Ginnie

Mae

II

Pool

4

.500

12/20/52

2,067,700‌

6,496,768

Ginnie

Mae

II

Pool

5

.500

12/20/52

6,560,464‌

3,573,558

Ginnie

Mae

II

Pool

6

.000

12/20/52

3,652,763‌

5,482,092

Ginnie

Mae

II

Pool

3

.500

01/20/53

5,001,342‌

2,396,853

Ginnie

Mae

II

Pool

5

.000

01/20/53

2,365,603‌

5,292,794

Ginnie

Mae

II

Pool

6

.000

01/20/53

5,376,559‌

3,069,937

Ginnie

Mae

II

Pool

6

.500

01/20/53

3,165,391‌

4,745,642

Ginnie

Mae

II

Pool

2

.500

02/20/53

4,067,657‌

4,106,408

Ginnie

Mae

II

Pool

3

.000

02/20/53

3,640,385‌

1,723,539

Ginnie

Mae

II

Pool

4

.000

02/20/53

1,609,620‌

1,389,095

Ginnie

Mae

II

Pool

4

.500

02/20/53

1,338,396‌

5,011,552

Ginnie

Mae

II

Pool

5

.000

02/20/53

4,944,408‌

4,500,057

Ginnie

Mae

II

Pool

5

.500

02/20/53

4,530,846‌

2,649,671

Ginnie

Mae

II

Pool

4

.500

03/20/53

2,552,963‌

11,991,579

Ginnie

Mae

II

Pool

5

.000

03/20/53

11,841,328‌

4,457,817

Ginnie

Mae

II

Pool

5

.500

03/20/53

4,487,002‌

2,338,919

Ginnie

Mae

II

Pool

6

.000

03/20/53

2,389,692‌

8,458,724

Ginnie

Mae

II

Pool

4

.000

04/20/53

7,898,751‌

1,974,853

Ginnie

Mae

II

Pool

5

.000

04/20/53

1,951,122‌

2,080,710

Ginnie

Mae

II

Pool

5

.500

04/20/53

2,094,332‌

1,462,569

Ginnie

Mae

II

Pool

4

.500

05/20/53

1,407,824‌

17,914,092

Ginnie

Mae

II

Pool

5

.000

05/20/53

17,654,756‌

139

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

2,918,279

Ginnie

Mae

II

Pool

3

.500

%

06/20/53

$

2,671,888‌

14,626,119

Ginnie

Mae

II

Pool

5

.500

06/20/53

14,717,564‌

3,355,009

Ginnie

Mae

II

Pool

6

.500

06/20/53

3,455,649‌

10,373,480

Ginnie

Mae

II

Pool

4

.500

07/20/53

9,972,370‌

7,355,719

Ginnie

Mae

II

Pool

5

.000

07/20/53

7,243,942‌

10,698,241

Ginnie

Mae

II

Pool

5

.500

07/20/53

10,767,233‌

6,048,471

Ginnie

Mae

II

Pool

6

.000

07/20/53

6,172,814‌

10,944,870

Ginnie

Mae

II

Pool

5

.500

08/20/53

11,003,612‌

2,001,039

Ginnie

Mae

II

Pool

6

.000

08/20/53

2,041,716‌

1,174,840

Ginnie

Mae

II

Pool

7

.000

08/20/53

1,217,062‌

4,598,007

Ginnie

Mae

II

Pool

5

.000

09/20/53

4,523,176‌

8,308,848

Ginnie

Mae

II

Pool

6

.000

09/20/53

8,477,749‌

5,099,346

Ginnie

Mae

II

Pool

5

.000

10/20/53

5,031,796‌

9,941,008

Ginnie

Mae

II

Pool

6

.000

11/20/53

10,138,512‌

6,802,462

Ginnie

Mae

II

Pool

6

.500

11/20/53

6,992,827‌

2,766,556

Ginnie

Mae

II

Pool

7

.000

11/20/53

2,859,215‌

2,809,972

Ginnie

Mae

II

Pool

7

.000

12/20/53

2,913,507‌

3,561,777

Ginnie

Mae

II

Pool

5

.500

01/20/54

3,577,381‌

5,264,914

Ginnie

Mae

II

Pool

6

.000

01/20/54

5,365,063‌

7,247,926

Ginnie

Mae

II

Pool

6

.500

01/20/54

7,454,513‌

2,960,015

Ginnie

Mae

II

Pool

4

.500

02/20/54

2,837,326‌

8,331,658

Ginnie

Mae

II

Pool

5

.000

02/20/54

8,208,456‌

5,225,689

Ginnie

Mae

II

Pool

5

.500

02/20/54

5,248,070‌

2,040,182

Ginnie

Mae

II

Pool

6

.000

02/20/54

2,078,990‌

1,669,327

Ginnie

Mae

II

Pool

6

.500

02/20/54

1,717,180‌

3,531,047

Ginnie

Mae

II

Pool

6

.000

03/20/54

3,596,227‌

4,916,257

Ginnie

Mae

II

Pool

5

.000

04/20/54

4,831,436‌

2,794,002

Ginnie

Mae

II

Pool

5

.500

04/20/54

2,803,771‌

5,367,011

Ginnie

Mae

II

Pool

6

.000

04/20/54

5,463,008‌

2,946,695

Ginnie

Mae

II

Pool

5

.000

05/20/54

2,896,460‌

15,833,921

Ginnie

Mae

II

Pool

5

.500

05/20/54

15,884,612‌

2,510,794

Ginnie

Mae

II

Pool

4

.500

06/20/54

2,408,273‌

8,268,831

Ginnie

Mae

II

Pool

6

.000

06/20/54

8,414,492‌

3,273,887

Ginnie

Mae

II

Pool

6

.500

06/20/54

3,365,505‌

5,281,888

Ginnie

Mae

II

Pool

4

.500

07/20/54

5,059,689‌

4,218,263

Ginnie

Mae

II

Pool

6

.000

07/20/54

4,289,312‌

6,407,154

Ginnie

Mae

II

Pool

6

.500

07/20/54

6,586,456‌

20,613,722

Ginnie

Mae

II

Pool

5

.500

08/20/54

20,663,504‌

11,735,625

Ginnie

Mae

II

Pool

6

.000

08/20/54

11,925,382‌

16,203,372

Ginnie

Mae

II

Pool

5

.500

09/20/54

16,246,586‌

14,060,959

Ginnie

Mae

II

Pool

6

.000

09/20/54

14,279,527‌

10,385,309

Ginnie

Mae

II

Pool

4

.500

10/20/54

9,945,187‌

5,009,398

Ginnie

Mae

II

Pool

5

.000

10/20/54

4,923,738‌

5,889,543

Ginnie

Mae

II

Pool

6

.500

10/20/54

6,054,360‌

11,916,147

Ginnie

Mae

II

Pool

5

.000

11/20/54

11,712,382‌

7,805,844

Ginnie

Mae

II

Pool

5

.500

11/20/54

7,822,056‌

2,620,093

Ginnie

Mae

II

Pool

7

.000

11/20/54

2,706,163‌

20,229,157

Ginnie

Mae

II

Pool

5

.000

12/20/54

19,883,241‌

1,982,603

Ginnie

Mae

II

Pool

5

.500

12/20/54

1,986,416‌

4,835,199

Ginnie

Mae

II

Pool

6

.500

12/20/54

4,970,511‌

5,219,928

Ginnie

Mae

II

Pool

4

.500

01/20/55

4,998,689‌

5,151,242

Ginnie

Mae

II

Pool

5

.000

05/20/55

5,062,349‌

10,027,367

Ginnie

Mae

II

Pool

5

.500

05/20/55

10,046,644‌

9,863,381

Ginnie

Mae

II

Pool

6

.000

05/20/55

10,017,377‌

5,090,000

Ginnie

Mae

II

Pool

5

.000

06/20/55

5,002,164‌

9,975,000

Ginnie

Mae

II

Pool

5

.500

06/20/55

9,994,176‌

4,915,000

Ginnie

Mae

II

Pool

6

.000

07/20/55

4,989,275‌

5,912,079

Government

National

Mortgage

Association

(GNMA)

2

.500

11/20/51

5,025,364‌

5,690,437

Government

National

Mortgage

Association

(GNMA)

3

.000

11/20/51

5,035,526‌

TOTAL

MORTGAGE

BACKED

6,079,230,714‌

MUNICIPAL

BONDS

-

0.6%

200,000

Alabama

Economic

Settlement

Authority

4

.263

09/15/32

197,087‌

Bond

Index

Fund

140

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

80,000

Alabama

Federal

Aid

Highway

Finance

Authority

2

.650

%

09/01/37

$

63,644‌

300,000

American

Municipal

Power,

Inc

7

.834

02/15/41

356,513‌

445,000

American

Municipal

Power,

Inc

6

.270

02/15/50

457,907‌

1,165,000

American

Municipal

Power,

Inc

8

.084

02/15/50

1,479,213‌

490,000

Bay

Area

Toll

Authority

6

.918

04/01/40

547,389‌

2,000,000

Bay

Area

Toll

Authority

6

.263

04/01/49

2,105,629‌

755,000

Bay

Area

Toll

Authority

3

.126

04/01/55

492,984‌

200,000

Board

of

Regents

of

the

University

of

Texas

System

3

.852

08/15/46

160,712‌

700,000

Board

of

Regents

of

the

University

of

Texas

System

4

.794

08/15/46

649,407‌

750,000

Board

of

Regents

of

the

University

of

Texas

System

2

.439

08/15/49

449,161‌

500,000

California

Earthquake

Authority

5

.603

07/01/27

505,464‌

100,000

California

Health

Facilities

Financing

Authority

4

.190

06/01/37

93,715‌

100,000

California

Health

Facilities

Financing

Authority

4

.353

06/01/41

90,783‌

200,000

California

Institute

of

Technology

4

.321

08/01/45

171,458‌

750,000

California

Institute

of

Technology

3

.650

09/01/19

471,857‌

200,000

California

State

University

3

.899

11/01/47

163,933‌

1,000,000

California

State

University

2

.897

11/01/51

693,794‌

750,000

California

State

University

2

.975

11/01/51

502,727‌

950,000

California

State

University

2

.939

11/01/52

632,137‌

2,000,000

California

State

University

5

.183

11/01/53

1,904,768‌

720,000

Central

Puget

Sound

Regional

Transit

Authority

5

.491

11/01/39

734,339‌

1,665,000

Charlotte-Mecklenburg

Hospital

Authority

3

.204

01/15/51

1,131,674‌

2,250,000

Chicago

O'Hare

International

Airport

6

.395

01/01/40

2,482,776‌

200,000

Chicago

O'Hare

International

Airport

4

.472

01/01/49

173,980‌

200,000

Chicago

O'Hare

International

Airport

4

.572

01/01/54

173,865‌

680,000

City

of

Atlanta

GA

Water

&

Wastewater

Revenue

2

.257

11/01/35

558,762‌

690,000

City

of

Houston

TX

3

.961

03/01/47

574,972‌

140,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4

.242

05/15/48

118,797‌

1,000,000

City

of

New

York

NY

4

.610

09/01/37

972,198‌

1,000,000

City

of

New

York

NY

5

.264

10/01/44

970,680‌

210,000

City

of

New

York

NY

6

.291

02/01/45

220,233‌

755,000

City

of

New

York

NY

5

.094

10/01/49

713,402‌

345,000

City

of

New

York

NY

5

.263

10/01/52

332,304‌

1,440,000

City

of

New

York

NY

5

.828

10/01/53

1,486,027‌

1,000,000

City

of

New

York

NY

5

.114

10/01/54

942,409‌

1,000,000

City

of

New

York

NY

5

.935

02/01/55

1,041,763‌

245,000

City

of

New

York

NY

6

.385

02/01/55

254,958‌

1,000,000

City

of

Riverside

CA

3

.857

06/01/45

853,564‌

750,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.808

02/01/41

758,229‌

875,000

City

of

Tucson

AZ

2

.856

07/01/47

627,929‌

200,000

Commonwealth

Financing

Authority

4

.014

06/01/33

192,732‌

100,000

Commonwealth

Financing

Authority

3

.864

06/01/38

90,531‌

100,000

Commonwealth

Financing

Authority

4

.144

06/01/38

92,319‌

645,000

Commonwealth

Financing

Authority

3

.807

06/01/41

541,528‌

825,000

Commonwealth

Financing

Authority

2

.991

06/01/42

609,661‌

1,000,000

Commonwealth

of

Massachusetts

3

.769

07/15/29

993,120‌

330,536

Commonwealth

of

Massachusetts

4

.110

07/15/31

329,843‌

100,000

Commonwealth

of

Massachusetts

3

.277

06/01/46

78,328‌

750,000

Commonwealth

of

Massachusetts

2

.900

09/01/49

504,340‌

500,000

Commonwealth

of

Massachusetts

Transportation

Fund

Revenue

5

.731

06/01/40

513,089‌

130,000

County

of

Broward

FL

Airport

System

Revenue

3

.477

10/01/43

105,290‌

200,000

County

of

Clark

Department

of

Aviation

6

.820

07/01/45

223,046‌

135,000

County

of

Miami-Dade

FL

Aviation

Revenue

4

.280

10/01/41

120,810‌

510,000

County

of

Miami-Dade

Seaport

Department

6

.224

11/01/55

525,935‌

1,000,000

County

of

Riverside

CA

3

.818

02/15/38

920,432‌

1,485,000

Dallas

Area

Rapid

Transit

2

.613

12/01/48

979,926‌

750,000

Dallas

Area

Rapid

Transit

5

.022

12/01/48

677,917‌

250,000

Dallas

Fort

Worth

International

Airport

2

.994

11/01/38

211,144‌

235,000

Dallas

Fort

Worth

International

Airport

3

.089

11/01/40

187,609‌

100,000

Dallas

Fort

Worth

International

Airport

3

.144

11/01/45

74,933‌

255,000

Dallas

Fort

Worth

International

Airport

2

.843

11/01/46

181,152‌

210,000

Dallas

Fort

Worth

International

Airport

2

.919

11/01/50

145,453‌

141

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

235,000

Dallas

Fort

Worth

International

Airport

4

.087

%

11/01/51

$

192,092‌

445,000

Dallas

Fort

Worth

International

Airport

4

.507

11/01/51

384,273‌

350,000

Denver

City

&

County

School

District

No

4

.242

12/15/37

327,852‌

445,000

District

of

Columbia

Water

&

Sewer

Authority

4

.814

10/01/14

380,008‌

500,000

Duke

University

2

.682

10/01/44

353,363‌

115,000

Duke

University

3

.299

10/01/46

81,807‌

500,000

Duke

University

2

.757

10/01/50

316,818‌

500,000

Duke

University

2

.832

10/01/55

305,136‌

190,000

Empire

State

Development

Corp

3

.900

03/15/33

188,208‌

810,000

Empire

State

Development

Corp

3

.900

03/15/33

776,527‌

360,000

Foothill-Eastern

Transportation

Corridor

Agency

4

.094

01/15/49

288,915‌

300,000

Foothill-Eastern

Transportation

Corridor

Agency

3

.924

01/15/53

230,292‌

300,000

George

Washington

University

4

.300

09/15/44

254,276‌

200,000

George

Washington

University

4

.868

09/15/45

180,383‌

375,000

George

Washington

University

4

.126

09/15/48

302,320‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

3

.487

06/01/36

834,632‌

1,500,000

Golden

State

Tobacco

Securitization

Corp

3

.115

06/01/38

1,208,380‌

430,000

Golden

State

Tobacco

Securitization

Corp

3

.714

06/01/41

329,230‌

460,000

Golden

State

Tobacco

Securitization

Corp

3

.850

06/01/50

418,804‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

4

.214

06/01/50

721,114‌

970,000

Grand

Parkway

Transportation

Corp

3

.236

10/01/52

662,680‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3

.651

01/15/46

158,422‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3

.086

09/15/51

135,235‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3

.652

08/15/57

146,569‌

1,500,000

Idaho

Energy

Resources

Authority

2

.861

09/01/46

1,033,118‌

500,000

Illinois

State

Toll

Highway

Authority

6

.184

01/01/34

536,122‌

385,000

Indiana

Finance

Authority

3

.051

01/01/51

274,465‌

770,000

JobsOhio

Beverage

System

2

.833

01/01/38

634,417‌

1,500,000

Kansas

Development

Finance

Authority

2

.774

05/01/51

1,008,337‌

240,000

Los

Angeles

Community

College

District

6

.750

08/01/49

268,561‌

1,500,000

Los

Angeles

Department

of

Water

&

Power

6

.574

07/01/45

1,577,651‌

691,578

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5

.081

06/01/31

701,633‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4

.145

02/01/33

989,989‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5

.048

12/01/34

1,023,280‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4

.275

02/01/36

973,220‌

830,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4

.475

08/01/39

788,756‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5

.198

12/01/39

1,006,201‌

765,000

Maryland

Economic

Development

Corp

5

.433

05/31/56

729,197‌

940,000

Maryland

Economic

Development

Corp

5

.942

05/31/57

933,350‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3

.052

07/01/40

761,986‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3

.197

07/01/50

663,117‌

1,000,000

Massachusetts

School

Building

Authority

1

.753

08/15/30

906,641‌

100,000

Massachusetts

School

Building

Authority

5

.715

08/15/39

103,471‌

500,000

Massachusetts

School

Building

Authority

3

.395

10/15/40

422,566‌

200,000

Metropolitan

Government

Nashville

&

Davidson

County

Health

&

Educational

Facs

Bd

4

.053

07/01/26

199,181‌

100,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Convention

Center

Auth

6

.731

07/01/43

107,155‌

940,000

Metropolitan

Transportation

Authority

6

.648

11/15/39

1,009,753‌

1,010,000

Metropolitan

Transportation

Authority

7

.336

11/15/39

1,192,813‌

25,000

Metropolitan

Transportation

Authority

5

.175

11/15/49

22,420‌

460,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5

.720

12/01/38

475,955‌

350,000

Michigan

Finance

Authority

3

.384

12/01/40

286,552‌

235,000

Michigan

State

University

4

.496

08/15/48

208,114‌

1,000,000

Michigan

State

University

4

.165

08/15/22

720,961‌

770,000

Michigan

Strategic

Fund

3

.225

09/01/47

572,272‌

500,000

Missouri

Highway

&

Transportation

Commission

5

.445

05/01/33

512,091‌

232,000

Municipal

Electric

Authority

of

Georgia

6

.637

04/01/57

250,785‌

462,000

Municipal

Electric

Authority

of

Georgia

6

.655

04/01/57

493,589‌

947,000

New

Jersey

Economic

Development

Authority

7

.425

02/15/29

1,000,628‌

1,335,000

New

Jersey

Turnpike

Authority

7

.414

01/01/40

1,596,786‌

1,000,000

New

Jersey

Turnpike

Authority

7

.102

01/01/41

1,146,419‌

2,385,000

New

York

City

Municipal

Water

Finance

Authority

5

.440

06/15/43

2,332,525‌

2,000,000

New

York

City

Transitional

Finance

Authority

4

.375

05/01/37

1,889,641‌

Bond

Index

Fund

142

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

1,000,000

New

York

State

Dormitory

Authority

5

.228

%

07/01/35

$

1,020,793‌

130,000

New

York

State

Dormitory

Authority

5

.628

03/15/39

133,799‌

545,000

New

York

State

Dormitory

Authority

5

.600

03/15/40

554,817‌

200,000

New

York

State

Dormitory

Authority

4

.946

08/01/48

173,435‌

1,000,000

New

York

State

Dormitory

Authority

5

.832

07/01/55

1,046,181‌

1,000,000

North

Texas

Tollway

Authority

6

.718

01/01/49

1,101,946‌

605,000

Ohio

Turnpike

&

Infrastructure

Commission

3

.216

02/15/48

438,412‌

559,245

Oklahoma

Development

Finance

Authority

3

.877

05/01/37

547,869‌

500,000

Oklahoma

Development

Finance

Authority

4

.623

06/01/44

480,151‌

750,000

Oklahoma

Development

Finance

Authority

4

.380

11/01/45

708,040‌

250,000

Oklahoma

Development

Finance

Authority

4

.714

05/01/52

235,970‌

308,897

Oregon

School

Boards

Association

4

.759

06/30/28

304,853‌

250,000

Oregon

School

Boards

Association

5

.680

06/30/28

250,668‌

1,000,000

Oregon

State

University

3

.424

03/01/60

693,065‌

2,500,000

Pennsylvania

Economic

Development

Financing

Authority

5

.689

06/01/54

2,466,111‌

500,000

Pennsylvania

State

University

2

.790

09/01/43

369,853‌

205,000

Pennsylvania

State

University

2

.840

09/01/50

134,696‌

300,000

Permanent

University

Fund-Texas

A&M

University

System

3

.660

07/01/47

241,289‌

200,000

Permanent

University

Fund-University

of

Texas

System

3

.376

07/01/47

151,228‌

1,215,000

Port

Authority

of

New

York

&

New

Jersey

6

.040

12/01/29

1,304,288‌

500,000

Port

Authority

of

New

York

&

New

Jersey

5

.647

11/01/40

521,241‌

300,000

Port

Authority

of

New

York

&

New

Jersey

4

.823

06/01/45

267,973‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5

.310

08/01/46

973,832‌

200,000

Port

Authority

of

New

York

&

New

Jersey

4

.031

09/01/48

163,735‌

900,000

Port

Authority

of

New

York

&

New

Jersey

3

.139

02/15/51

644,349‌

400,000

Port

Authority

of

New

York

&

New

Jersey

4

.229

10/15/57

330,338‌

1,600,000

Port

Authority

of

New

York

&

New

Jersey

3

.175

07/15/60

1,037,334‌

2,200,000

Port

Authority

of

New

York

&

New

Jersey

4

.810

10/15/65

1,975,957‌

250,000

Port

Authority

of

New

York

&

New

Jersey

3

.287

08/01/69

159,747‌

1,000,000

Port

of

Morrow

OR

2

.543

09/01/40

754,693‌

1,000,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4

.132

05/15/32

981,847‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3

.006

05/15/50

484,147‌

1,500,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4

.563

05/15/53

1,268,772‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3

.256

05/15/60

474,057‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3

.706

05/15/20

463,066‌

500,000

Rutgers

The

State

University

of

New

Jersey

3

.270

05/01/43

396,441‌

500,000

Rutgers

The

State

University

of

New

Jersey

3

.915

05/01/19

332,161‌

180,000

Sales

Tax

Securitization

Corp

4

.637

01/01/40

170,393‌

1,125,000

Sales

Tax

Securitization

Corp

3

.238

01/01/42

905,910‌

200,000

Sales

Tax

Securitization

Corp

3

.587

01/01/43

166,501‌

1,000,000

Sales

Tax

Securitization

Corp

3

.820

01/01/48

793,610‌

200,000

Sales

Tax

Securitization

Corp

4

.787

01/01/48

182,154‌

100,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

4

.839

01/01/41

93,682‌

500,000

San

Diego

County

Water

Authority

6

.138

05/01/49

513,251‌

920,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

933,195‌

1,000,000

San

Joaquin

Hills

Transportation

Corridor

Agency

3

.492

01/15/50

742,406‌

100,000

San

Jose

Redevelopment

Agency

Successor

Agency

3

.375

08/01/34

92,499‌

750,000

State

Board

of

Administration

Finance

Corp

1

.258

07/01/25

750,000‌

750,000

State

Board

of

Administration

Finance

Corp

1

.705

07/01/27

714,679‌

400,000

State

Board

of

Administration

Finance

Corp

2

.154

07/01/30

358,233‌

2,000,000

State

Board

of

Administration

Finance

Corp

5

.526

07/01/34

2,054,854‌

200,000

State

of

California

3

.500

04/01/28

197,885‌

2,000,000

State

of

California

4

.875

09/01/30

2,070,608‌

1,000,000

State

of

California

5

.750

10/01/31

1,073,112‌

1,000,000

State

of

California

6

.000

03/01/33

1,088,117‌

70,000

State

of

California

4

.500

04/01/33

71,013‌

230,000

State

of

California

4

.500

04/01/33

228,564‌

250,000

State

of

California

7

.500

04/01/34

290,301‌

1,000,000

State

of

California

5

.125

03/01/38

994,255‌

225,000

State

of

California

4

.600

04/01/38

228,836‌

1,285,000

State

of

California

7

.550

04/01/39

1,541,575‌

3,400,000

State

of

California

7

.300

10/01/39

3,935,791‌

143

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

2,740,000

State

of

California

7

.625

%

03/01/40

$

3,282,553‌

1,500,000

State

of

California

7

.600

11/01/40

1,810,480‌

595,000

State

of

California

5

.200

03/01/43

569,069‌

620,000

State

of

Connecticut

5

.850

03/15/32

665,645‌

5,191,667

State

of

Illinois

5

.100

06/01/33

5,211,651‌

996,154

State

of

Illinois

6

.725

04/01/35

1,054,129‌

46,911

State

of

Oregon

5

.892

06/01/27

48,044‌

600,000

State

of

Texas

4

.631

04/01/33

602,567‌

50,000

State

of

Texas

5

.517

04/01/39

51,515‌

1,000,000

State

of

Texas

4

.681

04/01/40

965,115‌

98,408

State

of

Utah

3

.539

07/01/25

98,408‌

200,000

State

of

Wisconsin

3

.154

05/01/27

197,389‌

200,000

State

of

Wisconsin

3

.954

05/01/36

185,873‌

604,000

State

Public

School

Building

Authority

5

.000

09/15/27

610,625‌

100,000

Sumter

Landing

Community

Development

District

4

.172

10/01/47

86,929‌

882,671

Texas

Natural

Gas

Securitization

Finance

Corp

5

.102

04/01/35

903,295‌

2,285,000

Texas

Natural

Gas

Securitization

Finance

Corp

5

.169

04/01/41

2,310,034‌

430,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

3

.922

12/31/49

336,027‌

150,000

Texas

Transportation

Commission

State

Highway

Fund

5

.028

04/01/26

150,841‌

1,190,000

Texas

Transportation

Commission

State

Highway

Fund

5

.178

04/01/30

1,213,362‌

100,000

The

Ohio

State

University

4

.910

06/01/40

97,432‌

220,000

Trustees

of

Princeton

University

5

.700

03/01/39

235,450‌

1,000,000

Trustees

of

the

University

of

Pennsylvania

2

.396

10/01/50

573,299‌

100,000

Trustees

of

the

University

of

Pennsylvania

4

.674

09/01/12

82,040‌

500,000

Trustees

of

the

University

of

Pennsylvania

3

.610

02/15/19

319,579‌

205,000

United

Nations

Development

Corp

6

.536

08/01/55

214,387‌

200,000

University

of

California

3

.063

07/01/25

200,000‌

1,000,000

University

of

California

1

.316

05/15/27

954,572‌

500,000

University

of

California

3

.349

07/01/29

489,982‌

1,000,000

University

of

California

1

.614

05/15/30

893,794‌

200,000

University

of

California

3

.931

05/15/45

180,433‌

200,000

University

of

California

4

.131

05/15/45

177,210‌

1,500,000

University

of

California

3

.071

05/15/51

993,832‌

860,000

University

of

California

4

.858

05/15/12

714,425‌

200,000

University

of

California

4

.767

05/15/15

163,298‌

500,000

University

of

Chicago

2

.761

04/01/45

385,886‌

300,000

University

of

Chicago

4

.003

10/01/53

236,855‌

750,000

University

of

Michigan

2

.437

04/01/40

557,242‌

1,000,000

University

of

Michigan

3

.599

04/01/47

826,907‌

500,000

University

of

Michigan

2

.562

04/01/50

309,231‌

750,000

University

of

Michigan

3

.504

04/01/52

553,039‌

500,000

University

of

Michigan

3

.504

04/01/52

368,692‌

750,000

University

of

Michigan

4

.454

04/01/22

589,253‌

1,500,000

University

of

Minnesota

4

.048

04/01/52

1,210,357‌

500,000

University

of

Nebraska

Facilities

Corp

3

.037

10/01/49

354,610‌

300,000

University

of

Southern

California

3

.028

10/01/39

240,189‌

200,000

University

of

Southern

California

3

.841

10/01/47

157,616‌

500,000

University

of

Southern

California

2

.805

10/01/50

314,800‌

200,000

University

of

Southern

California

5

.250

10/01/11

184,953‌

1,000,000

University

of

Virginia

2

.256

09/01/50

570,273‌

1,600,000

University

of

Virginia

2

.584

11/01/51

970,253‌

500,000

University

of

Virginia

3

.227

09/01/19

287,947‌

TOTAL

MUNICIPAL

BONDS

152,683,300‌

U.S.

TREASURY

SECURITIES

-

43.5%

95,000,000

United

States

Treasury

Note

4

.250

11/30/26

95,489,844‌

55,000,000

United

States

Treasury

Note

4

.250

12/31/26

55,320,117‌

10,000,000

United

States

Treasury

Note

4

.125

01/31/27

10,045,703‌

75,000,000

United

States

Treasury

Note

3

.875

03/31/27

75,117,188‌

1,000,000

United

States

Treasury

Note

3

.750

04/30/27

999,844‌

50,000,000

United

States

Treasury

Note

3

.750

06/30/27

50,031,250‌

15,000,000

United

States

Treasury

Note

3

.875

10/15/27

15,052,148‌

65,000,000

United

States

Treasury

Note

4

.125

11/15/27

65,601,758‌

Bond

Index

Fund

144

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

10,000,000

United

States

Treasury

Note

3

.750

%

04/15/28

$

10,012,500‌

98,000,000

United

States

Treasury

Note

3

.750

05/15/28

98,145,469‌

20,000,000

United

States

Treasury

Note

3

.875

06/15/28

20,106,250‌

80,500,000

United

States

Treasury

Note

4

.125

10/31/29

81,650,899‌

110,500,000

United

States

Treasury

Note

4

.125

11/30/29

112,122,969‌

40,000,000

United

States

Treasury

Note

4

.375

12/31/29

40,992,188‌

27,000,000

United

States

Treasury

Note

4

.250

01/31/30

27,532,617‌

7,200,000

United

States

Treasury

Note

4

.000

03/31/30

7,266,938‌

47,750,000

United

States

Treasury

Note

3

.875

04/30/30

47,936,523‌

190,000,000

United

States

Treasury

Note

4

.125

05/31/30

191,840,625‌

30,000,000

United

States

Treasury

Note

3

.875

06/30/30

30,114,844‌

62,000,000

United

States

Treasury

Note

4

.125

11/30/31

62,627,266‌

48,000,000

United

States

Treasury

Note

4

.500

12/31/31

49,492,500‌

60,000,000

United

States

Treasury

Note

4

.375

01/31/32

61,422,656‌

20,000,000

United

States

Treasury

Note

4

.125

02/29/32

20,182,812‌

7,000,000

United

States

Treasury

Note

4

.125

03/31/32

7,062,070‌

5,000,000

United

States

Treasury

Note

4

.000

04/30/32

5,006,250‌

100,000,000

United

States

Treasury

Note

4

.125

05/31/32

100,843,750‌

70,000,000

United

States

Treasury

Note

4

.125

06/30/32

70,054,688‌

9,000,000

United

States

Treasury

Note

4

.250

11/15/34

9,029,531‌

137,500,000

United

States

Treasury

Note

4

.250

05/15/35

137,714,844‌

2,500,000

United

States

Treasury

Note

4

.625

11/15/44

2,447,266‌

30,500,000

United

States

Treasury

Note

4

.750

02/15/45

30,337,969‌

101,000,000

United

States

Treasury

Note

5

.000

05/15/45

103,745,938‌

3,250,000

United

States

Treasury

Note

4

.500

11/15/54

3,097,148‌

35,950,000

United

States

Treasury

Note

4

.625

02/15/55

34,995,078‌

95,000,000

United

States

Treasury

Note

4

.750

05/15/55

94,465,625‌

30,000,000

United

States

Treasury

Note/Bond

0

.750

04/30/26

29,187,012‌

30,000,000

United

States

Treasury

Note/Bond

1

.625

05/15/26

29,377,148‌

165,000,000

United

States

Treasury

Note/Bond

0

.750

05/31/26

160,140,235‌

10,000,000

United

States

Treasury

Note/Bond

4

.875

05/31/26

10,071,484‌

10,000,000

United

States

Treasury

Note/Bond

4

.125

06/15/26

10,012,305‌

135,000,000

United

States

Treasury

Note/Bond

0

.875

06/30/26

130,891,992‌

27,500,000

United

States

Treasury

Note/Bond

4

.625

06/30/26

27,661,133‌

25,000,000

United

States

Treasury

Note/Bond

4

.500

07/15/26

25,131,592‌

85,000,000

United

States

Treasury

Note/Bond

0

.625

07/31/26

82,001,758‌

115,000,000

United

States

Treasury

Note/Bond

0

.750

08/31/26

110,835,742‌

31,500,000

United

States

Treasury

Note/Bond

4

.625

09/15/26

31,753,477‌

60,000,000

United

States

Treasury

Note/Bond

0

.875

09/30/26

57,796,875‌

71,000,000

United

States

Treasury

Note/Bond

1

.625

09/30/26

69,041,953‌

35,000,000

United

States

Treasury

Note/Bond

3

.500

09/30/26

34,819,531‌

170,000,000

United

States

Treasury

Note/Bond

1

.125

10/31/26

163,937,110‌

10,000,000

United

States

Treasury

Note/Bond

1

.625

10/31/26

9,708,984‌

30,000,000

United

States

Treasury

Note/Bond

4

.625

11/15/26

30,290,625‌

115,000,000

United

States

Treasury

Note/Bond

1

.250

11/30/26

110,885,156‌

30,000,000

United

States

Treasury

Note/Bond

4

.375

12/15/26

30,223,828‌

81,000,000

United

States

Treasury

Note/Bond

1

.250

12/31/26

77,971,992‌

89,500,000

United

States

Treasury

Note/Bond

1

.750

12/31/26

86,801,016‌

72,000,000

United

States

Treasury

Note/Bond

1

.500

01/31/27

69,449,062‌

30,000,000

United

States

Treasury

Note/Bond

4

.125

02/15/27

30,144,141‌

87,000,000

United

States

Treasury

Note/Bond

1

.875

02/28/27

84,325,429‌

45,000,000

United

States

Treasury

Note/Bond

4

.250

03/15/27

45,341,015‌

97,000,000

United

States

Treasury

Note/Bond

2

.500

03/31/27

94,927,383‌

50,000,000

United

States

Treasury

Note/Bond

4

.500

04/15/27

50,623,047‌

11,000,000

United

States

Treasury

Note/Bond

2

.750

04/30/27

10,804,922‌

30,000,000

United

States

Treasury

Note/Bond

4

.500

05/15/27

30,394,922‌

40,000,000

United

States

Treasury

Note/Bond

2

.625

05/31/27

39,173,438‌

47,600,000

United

States

Treasury

Note/Bond

4

.625

06/15/27

48,388,375‌

5,000,000

United

States

Treasury

Note/Bond

0

.500

06/30/27

4,691,992‌

96,000,000

United

States

Treasury

Note/Bond

3

.250

06/30/27

95,141,250‌

111,000,000

United

States

Treasury

Note/Bond

2

.750

07/31/27

108,836,367‌

46,000,000

United

States

Treasury

Note/Bond

2

.250

08/15/27

44,620,000‌

145

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

120,000,000

United

States

Treasury

Note/Bond

3

.750

%

08/15/27

$

120,056,250‌

48,000,000

United

States

Treasury

Note/Bond

3

.125

08/31/27

47,409,375‌

30,000,000

United

States

Treasury

Note/Bond

3

.375

09/15/27

29,792,578‌

58,000,000

United

States

Treasury

Note/Bond

4

.125

09/30/27

58,527,890‌

163,000,000

United

States

Treasury

Note/Bond

4

.125

10/31/27

164,489,921‌

75,000,000

United

States

Treasury

Note/Bond

0

.625

11/30/27

69,717,773‌

128,500,000

United

States

Treasury

Note/Bond

3

.875

11/30/27

128,991,913‌

37,000,000

United

States

Treasury

Note/Bond

3

.875

12/31/27

37,156,094‌

54,000,000

United

States

Treasury

Note/Bond

3

.500

01/31/28

53,725,782‌

48,800,000

United

States

Treasury

Note/Bond

2

.750

02/15/28

47,639,094‌

86,000,000

United

States

Treasury

Note/Bond

4

.000

02/29/28

86,651,718‌

14,500,000

United

States

Treasury

Note/Bond

3

.625

03/31/28

14,475,078‌

14,000,000

United

States

Treasury

Note/Bond

3

.500

04/30/28

13,923,984‌

66,000,000

United

States

Treasury

Note/Bond

2

.875

05/15/28

64,527,890‌

116,000,000

United

States

Treasury

Note/Bond

3

.625

05/31/28

115,755,312‌

20,000,000

United

States

Treasury

Note/Bond

1

.250

06/30/28

18,619,531‌

141,500,000

United

States

Treasury

Note/Bond

4

.000

06/30/28

142,716,016‌

81,000,000

United

States

Treasury

Note/Bond

4

.125

07/31/28

81,977,695‌

50,000,000

United

States

Treasury

Note/Bond

1

.125

08/31/28

46,167,969‌

40,000,000

United

States

Treasury

Note/Bond

4

.375

08/31/28

40,789,062‌

24,000,000

United

States

Treasury

Note/Bond

4

.625

09/30/28

24,664,687‌

10,000,000

United

States

Treasury

Note/Bond

1

.375

10/31/28

9,272,266‌

98,000,000

United

States

Treasury

Note/Bond

4

.875

10/31/28

101,521,875‌

85,000,000

United

States

Treasury

Note/Bond

3

.125

11/15/28

83,412,890‌

70,000,000

United

States

Treasury

Note/Bond

1

.500

11/30/28

65,058,984‌

47,500,000

United

States

Treasury

Note/Bond

4

.375

11/30/28

48,488,965‌

75,000,000

United

States

Treasury

Note/Bond

3

.750

12/31/28

75,067,383‌

50,000,000

United

States

Treasury

Note/Bond

1

.750

01/31/29

46,710,938‌

84,500,000

United

States

Treasury

Note/Bond

4

.000

01/31/29

85,262,481‌

50,000,000

United

States

Treasury

Note/Bond

2

.625

02/15/29

48,150,391‌

112,500,000

United

States

Treasury

Note/Bond

4

.250

02/28/29

114,481,934‌

50,000,000

United

States

Treasury

Note/Bond

2

.375

03/31/29

47,640,625‌

81,000,000

United

States

Treasury

Note/Bond

4

.125

03/31/29

82,094,765‌

30,000,000

United

States

Treasury

Note/Bond

2

.875

04/30/29

29,084,766‌

135,000,000

United

States

Treasury

Note/Bond

4

.625

04/30/29

139,218,750‌

92,000,000

United

States

Treasury

Note/Bond

2

.375

05/15/29

87,515,000‌

50,000,000

United

States

Treasury

Note/Bond

2

.750

05/31/29

48,214,844‌

162,000,000

United

States

Treasury

Note/Bond

4

.500

05/31/29

166,417,030‌

107,500,000

United

States

Treasury

Note/Bond

4

.250

06/30/29

109,498,828‌

136,500,000

United

States

Treasury

Note/Bond

4

.000

07/31/29

137,774,356‌

22,000,000

United

States

Treasury

Note/Bond

1

.625

08/15/29

20,258,906‌

79,000,000

United

States

Treasury

Note/Bond

3

.625

08/31/29

78,608,086‌

44,000,000

United

States

Treasury

Note/Bond

3

.500

09/30/29

43,556,563‌

44,000,000

United

States

Treasury

Note/Bond

4

.000

10/31/29

44,419,375‌

50,000,000

United

States

Treasury

Note/Bond

3

.875

11/30/29

50,220,703‌

15,000,000

United

States

Treasury

Note/Bond

3

.500

01/31/30

14,825,391‌

5,000,000

United

States

Treasury

Note/Bond

4

.000

02/28/30

5,048,633‌

50,000,000

United

States

Treasury

Note/Bond

3

.625

03/31/30

49,642,578‌

42,000,000

United

States

Treasury

Note/Bond

3

.500

04/30/30

41,460,234‌

50,000,000

United

States

Treasury

Note/Bond

0

.625

05/15/30

43,019,531‌

49,000,000

United

States

Treasury

Note/Bond

3

.750

05/31/30

48,890,899‌

75,000,000

United

States

Treasury

Note/Bond

3

.750

06/30/30

74,809,571‌

71,000,000

United

States

Treasury

Note/Bond

4

.000

07/31/30

71,618,477‌

37,000,000

United

States

Treasury

Note/Bond

0

.625

08/15/30

31,555,508‌

32,750,000

United

States

Treasury

Note/Bond

4

.125

08/31/30

33,223,340‌

20,000,000

United

States

Treasury

Note/Bond

4

.625

09/30/30

20,752,344‌

60,000,000

United

States

Treasury

Note/Bond

4

.875

10/31/30

62,983,594‌

64,000,000

United

States

Treasury

Note/Bond

0

.875

11/15/30

54,897,500‌

30,000,000

United

States

Treasury

Note/Bond

4

.000

01/31/31

30,212,109‌

30,000,000

United

States

Treasury

Note/Bond

1

.125

02/15/31

25,957,031‌

50,000,000

United

States

Treasury

Note/Bond

4

.250

02/28/31

50,964,844‌

35,000,000

United

States

Treasury

Note/Bond

4

.125

03/31/31

35,440,234‌

Bond

Index

Fund

146

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

121,000,000

United

States

Treasury

Note/Bond

1

.625

%

05/15/31

$

106,716,328‌

8,000,000

United

States

Treasury

Note/Bond

4

.625

05/31/31

8,305,312‌

25,000,000

United

States

Treasury

Note/Bond

4

.250

06/30/31

25,461,914‌

56,000,000

United

States

Treasury

Note/Bond

4

.125

07/31/31

56,643,125‌

39,000,000

United

States

Treasury

Note/Bond

1

.250

08/15/31

33,363,281‌

9,000,000

United

States

Treasury

Note/Bond

3

.750

08/31/31

8,915,977‌

110,000,000

United

States

Treasury

Note/Bond

3

.625

09/30/31

108,160,938‌

18,200,000

United

States

Treasury

Note/Bond

1

.375

11/15/31

15,571,664‌

48,500,000

United

States

Treasury

Note/Bond

1

.875

02/15/32

42,604,219‌

41,000,000

United

States

Treasury

Note/Bond

2

.875

05/15/32

38,254,922‌

60,500,000

United

States

Treasury

Note/Bond

2

.750

08/15/32

55,811,250‌

18,000,000

United

States

Treasury

Note/Bond

4

.125

11/15/32

18,124,453‌

4,000,000

United

States

Treasury

Note/Bond

3

.500

02/15/33

3,855,938‌

93,250,000

United

States

Treasury

Note/Bond

3

.375

05/15/33

88,889,834‌

66,510,000

United

States

Treasury

Note/Bond

3

.875

08/15/33

65,496,761‌

54,000,000

United

States

Treasury

Note/Bond

4

.500

11/15/33

55,468,125‌

88,000,000

United

States

Treasury

Note/Bond

4

.000

02/15/34

87,082,187‌

108,000,000

United

States

Treasury

Note/Bond

4

.375

05/15/34

109,683,282‌

23,000,000

United

States

Treasury

Note/Bond

3

.875

08/15/34

22,456,445‌

21,250,000

United

States

Treasury

Note/Bond

4

.500

02/15/36

21,803,662‌

22,400,000

United

States

Treasury

Note/Bond

5

.000

05/15/37

23,817,500‌

179,483,000

United

States

Treasury

Note/Bond

3

.500

02/15/39

162,060,530‌

2,000,000

United

States

Treasury

Note/Bond

4

.500

08/15/39

1,992,500‌

44,850,000

United

States

Treasury

Note/Bond

4

.375

11/15/39

43,965,264‌

57,000,000

United

States

Treasury

Note/Bond

1

.125

05/15/40

35,437,969‌

32,500,000

United

States

Treasury

Note/Bond

1

.125

08/15/40

19,993,848‌

17,585,000

United

States

Treasury

Note/Bond

3

.875

08/15/40

16,177,513‌

127,500,000

United

States

Treasury

Note/Bond

1

.375

11/15/40

81,226,465‌

11,185,000

United

States

Treasury

Note/Bond

4

.250

11/15/40

10,721,871‌

76,500,000

United

States

Treasury

Note/Bond

1

.875

02/15/41

52,617,656‌

76,000,000

United

States

Treasury

Note/Bond

2

.250

05/15/41

55,195,000‌

26,350,000

United

States

Treasury

Note/Bond

4

.375

05/15/41

25,535,826‌

70,000,000

United

States

Treasury

Note/Bond

1

.750

08/15/41

46,473,437‌

10,000,000

United

States

Treasury

Note/Bond

3

.750

08/15/41

8,958,984‌

21,150,000

United

States

Treasury

Note/Bond

2

.000

11/15/41

14,545,582‌

48,300,000

United

States

Treasury

Note/Bond

3

.125

11/15/41

39,611,660‌

13,500,000

United

States

Treasury

Note/Bond

2

.375

02/15/42

9,821,250‌

18,550,000

United

States

Treasury

Note/Bond

3

.125

02/15/42

15,147,234‌

22,000,000

United

States

Treasury

Note/Bond

3

.000

05/15/42

17,567,344‌

5,500,000

United

States

Treasury

Note/Bond

3

.250

05/15/42

4,549,316‌

20,000,000

United

States

Treasury

Note/Bond

2

.750

08/15/42

15,303,906‌

70,000,000

United

States

Treasury

Note/Bond

3

.375

08/15/42

58,753,516‌

62,300,000

United

States

Treasury

Note/Bond

4

.000

11/15/42

56,836,582‌

40,300,000

United

States

Treasury

Note/Bond

3

.875

02/15/43

36,074,797‌

10,250,000

United

States

Treasury

Note/Bond

2

.875

05/15/43

7,900,107‌

73,500,000

United

States

Treasury

Note/Bond

3

.875

05/15/43

65,650,429‌

20,500,000

United

States

Treasury

Note/Bond

4

.375

08/15/43

19,539,863‌

117,800,000

United

States

Treasury

Note/Bond

4

.750

11/15/43

117,675,758‌

91,000,000

United

States

Treasury

Note/Bond

4

.500

02/15/44

87,928,750‌

71,000,000

United

States

Treasury

Note/Bond

4

.625

05/15/44

69,627,148‌

4,750,000

United

States

Treasury

Note/Bond

4

.125

08/15/44

4,351,631‌

16,000,000

United

States

Treasury

Note/Bond

2

.500

02/15/45

11,263,750‌

6,000,000

United

States

Treasury

Note/Bond

2

.875

08/15/45

4,486,172‌

7,000,000

United

States

Treasury

Note/Bond

2

.500

05/15/46

4,834,648‌

13,300,000

United

States

Treasury

Note/Bond

2

.875

11/15/46

9,792,125‌

13,000,000

United

States

Treasury

Note/Bond

3

.000

02/15/47

9,759,648‌

30,000,000

United

States

Treasury

Note/Bond

2

.750

08/15/47

21,382,031‌

45,000,000

United

States

Treasury

Note/Bond

2

.750

11/15/47

31,999,219‌

38,500,000

United

States

Treasury

Note/Bond

3

.000

02/15/48

28,605,801‌

48,500,000

United

States

Treasury

Note/Bond

3

.125

05/15/48

36,797,481‌

35,500,000

United

States

Treasury

Note/Bond

3

.000

08/15/48

26,254,746‌

35,000,000

United

States

Treasury

Note/Bond

3

.375

11/15/48

27,686,914‌

147

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

82,500,000

United

States

Treasury

Note/Bond

3

.000

%

02/15/49

$

60,785,743‌

10,500,000

United

States

Treasury

Note/Bond

2

.875

05/15/49

7,537,441‌

7,500,000

United

States

Treasury

Note/Bond

2

.250

08/15/49

4,704,785‌

8,615,000

United

States

Treasury

Note/Bond

2

.375

11/15/49

5,540,858‌

35,850,000

United

States

Treasury

Note/Bond

1

.250

05/15/50

17,219,203‌

28,000,000

United

States

Treasury

Note/Bond

1

.375

08/15/50

13,805,313‌

68,500,000

United

States

Treasury

Note/Bond

1

.625

11/15/50

36,088,262‌

50,000,000

United

States

Treasury

Note/Bond

1

.875

02/15/51

28,085,937‌

52,500,000

United

States

Treasury

Note/Bond

2

.375

05/15/51

33,290,332‌

44,575,000

United

States

Treasury

Note/Bond

2

.000

08/15/51

25,698,532‌

47,500,000

United

States

Treasury

Note/Bond

1

.875

11/15/51

26,425,586‌

45,000,000

United

States

Treasury

Note/Bond

2

.250

02/15/52

27,486,914‌

29,000,000

United

States

Treasury

Note/Bond

2

.875

05/15/52

20,408,750‌

30,000,000

United

States

Treasury

Note/Bond

3

.000

08/15/52

21,655,078‌

55,250,000

United

States

Treasury

Note/Bond

4

.000

11/15/52

48,320,010‌

34,600,000

United

States

Treasury

Note/Bond

3

.625

02/15/53

28,244,953‌

94,000,000

United

States

Treasury

Note/Bond

3

.625

05/15/53

76,668,750‌

56,000,000

United

States

Treasury

Note/Bond

4

.125

08/15/53

50,021,563‌

55,000,000

United

States

Treasury

Note/Bond

4

.750

11/15/53

54,501,562‌

83,000,000

United

States

Treasury

Note/Bond

4

.250

02/15/54

75,711,562‌

62,250,000

United

States

Treasury

Note/Bond

4

.625

05/15/54

60,460,313‌

39,000,000

United

States

Treasury

Note/Bond

4

.250

08/15/54

35,614,922‌

TOTAL

U.S.

TREASURY

SECURITIES

10,937,203,247‌

TOTAL

GOVERNMENT

BONDS

(Cost

$19,342,571,359)

17,999,895,576‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

2.4%

ASSET

BACKED

-

0.6%

475,000

Ally

Auto

Receivables

Trust,

Series

2024

1

4

.940

10/15/29

482,024‌

114,723

American

Airlines

Pass

Through

Trust,

Series

2015

2

3

.600

09/22/27

111,613‌

119,134

American

Airlines

Pass

Through

Trust,

Series

2016

1

3

.575

01/15/28

115,387‌

349,025

American

Airlines

Pass

Through

Trust,

Series

2016

2

3

.200

06/15/28

334,531‌

493,590

American

Airlines

Pass

Through

Trust,

Series

2016

3

3

.000

10/15/28

466,880‌

184,500

American

Airlines

Pass

Through

Trust,

Series

2017

1

3

.650

02/15/29

178,351‌

546,533

American

Airlines

Pass

Through

Trust,

Series

2020

A

3

.150

02/15/32

501,880‌

3,000,000

American

Express

Credit

Account

Master

Trust,

Series

2022

3

3

.750

08/15/27

2,997,029‌

1,500,000

American

Express

Credit

Account

Master

Trust,

Series

2023

1

4

.870

05/15/28

1,507,741‌

950,000

American

Express

Credit

Account

Master

Trust,

Series

2023

3

5

.230

09/15/28

960,762‌

950,000

American

Express

Credit

Account

Master

Trust,

Series

2024

3

4

.650

07/15/29

961,159‌

2,000,000

American

Express

Credit

Account

Master

Trust,

Series

2025

1

4

.560

12/15/29

2,025,147‌

500,000

American

Express

Credit

Account

Master

Trust,

Series

2025

2

4

.280

04/15/30

503,058‌

1,000,000

American

Express

Credit

Account

Master

Trust,

Series

2023

2

4

.800

05/15/30

1,020,844‌

500,000

American

Express

Credit

Account

Master

Trust,

Series

2023

4

5

.150

09/15/30

516,393‌

261,858

AmeriCredit

Automobile

Receivables

Trust,

Series

2021

2

1

.010

01/19/27

259,367‌

1,000,000

AmeriCredit

Automobile

Receivables

Trust,

Series

2023

2

5

.810

05/18/28

1,007,500‌

1,000,000

BA

Credit

Card

Trust,

Series

2023

A2

4

.980

11/15/28

1,010,578‌

2,210,000

BA

Credit

Card

Trust,

Series

2025

A1

4

.310

05/15/30

2,224,966‌

1,000,000

BMW

Vehicle

Lease

Trust,

Series

2023

2

5

.980

02/25/27

1,008,325‌

475,000

BMW

Vehicle

Lease

Trust,

Series

2024

2

4

.210

02/25/28

475,380‌

1,000,000

BMW

Vehicle

Owner

Trust,

Series

2023

A

5

.250

11/26/29

1,016,460‌

455,000

BMW

Vehicle

Owner

Trust,

Series

2024

A

5

.040

04/25/31

465,313‌

10,000,000

Cantor

Commercial

Real

Estate

Lending,

Series

2019

CF1

3

.523

05/15/52

9,558,939‌

5,024,090

Cantor

Commercial

Real

Estate

Lending,

Series

2019

CF1

3

.623

05/15/52

4,808,280‌

3,000,000

Capital

One

MExecution

Trust,

Series

2024

A1

3

.920

09/15/29

2,990,881‌

2,500,000

Capital

One

Multi-Asset

Execution

Trust,

Series

2019

A3

2

.060

08/15/28

2,441,687‌

895,000

Capital

One

Prime

Auto

Receivables

Trust,

Series

2024

1

4

.620

07/16/29

900,657‌

500,000

Capital

One

Prime

Auto

Receivables

Trust,

Series

2024

1

4

.660

01/15/30

505,239‌

450,000

Carmax

Auto

Owner

Trust,

Series

2025

1

4

.950

08/15/30

459,360‌

121,625

CarMax

Auto

Owner

Trust,

Series

2022

1

1

.470

12/15/26

120,995‌

700,000

CarMax

Auto

Owner

Trust,

Series

2022

1

2

.200

11/15/27

686,838‌

750,000

CarMax

Auto

Owner

Trust,

Series

2023

4

6

.000

07/17/28

760,812‌

Bond

Index

Fund

148

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

750,000

CarMax

Auto

Owner

Trust,

Series

2023

4

5

.960

%

05/15/29

$

775,085‌

1,000,000

CarMax

Auto

Owner

Trust,

Series

2024

1

4

.940

08/15/29

1,015,472‌

1,000,000

CarMax

Auto

Owner

Trust,

Series

2024

2

5

.510

11/15/29

1,027,322‌

1,000,000

CarMax

Auto

Owner

Trust,

Series

2024

4

4

.640

04/15/30

1,013,007‌

500,000

Carvana

Auto

Receivables

Trust,

Series

2022

P1

3

.000

02/10/28

489,147‌

1,000,000

Carvana

Auto

Receivables

Trust,

Series

2022

P1

3

.520

02/10/28

992,752‌

500,000

Carvana

Auto

Receivables

Trust,

Series

2022

P1

3

.300

04/10/28

488,311‌

1,000,000

Carvana

Auto

Receivables

Trust,

Series

2024

P3

4

.310

09/10/30

999,261‌

450,000

Carvana

Auto

Receivables

Trust,

Series

2024

P4

4

.740

12/10/30

455,030‌

1,000,000

Chase

Issuance

Trust,

Series

2022

A1

3

.970

09/15/27

998,936‌

1,000,000

Chase

Issuance

Trust,

Series

2023

A1

5

.160

09/15/28

1,011,557‌

1,500,000

Chase

Issuance

Trust,

Series

2023

A2

5

.080

09/15/30

1,545,958‌

500,000

Citibank

Credit

Card

Issuance

Trust,

Series

2023

A1

5

.230

12/08/27

501,511‌

3,000,000

Citibank

Credit

Card

Issuance

Trust,

Series

2025

A1

4

.300

06/21/30

3,017,480‌

3,000,000

Citibank

Credit

Card

Issuance

Trust,

Series

2025

A2

4

.490

06/21/32

3,021,470‌

822,018

CNH

Equipment

Trust,

Series

2021

B

0

.700

05/17/27

815,722‌

221,383

CNH

Equipment

Trust,

Series

2022

C

5

.150

04/17/28

222,459‌

555,000

CNH

Equipment

Trust,

Series

2023

B

5

.460

03/17/31

570,272‌

575,000

CNH

Equipment

Trust,

Series

2024

A

4

.800

07/15/31

584,237‌

1,000,000

CNH

Equipment

Trust,

Series

2024

B

5

.230

11/17/31

1,028,048‌

1,000,000

CNH

Equipment

Trust,

Series

2024

C

4

.120

03/15/32

1,003,816‌

910,000

CNH

Equipment

Trust,

Series

2025

A

4

.540

09/15/32

921,883‌

475,000

Daimler

Trucks

Retail

Trust,

Series

2024

1

5

.560

07/15/31

485,443‌

73,214

Delta

Air

Lines

Pass

Through

Trust,

Series

2015

1

3

.625

07/30/27

71,828‌

210,309

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

1

2

.000

06/10/28

197,951‌

1,500,000

Discover

Card

Execution

Note

Trust,

Series

2022

A4

5

.030

10/15/27

1,502,224‌

1,500,000

Discover

Card

Execution

Note

Trust,

Series

2023

A2

4

.930

06/15/28

1,509,160‌

1,500,000

Discover

Card

Execution

Note

Trust,

Series

2021

A2

1

.030

09/15/28

1,443,216‌

1,181,234

Exeter

Automobile

Receivables

Trust,

Series

2022

1A

3

.020

06/15/28

1,170,384‌

1,000,000

Exeter

Automobile

Receivables

Trust,

Series

2025

1A

4

.670

08/15/28

1,001,332‌

759,373

FedEx

Corp

Pass

Through

Trust,

Series

2020

1

1

.875

02/20/34

655,648‌

950,000

Ford

Credit

Auto

Lease

Trust,

Series

2024

A

5

.050

06/15/27

956,501‌

455,000

Ford

Credit

Auto

Lease

Trust,

Series

2025

A

4

.720

06/15/28

458,597‌

975,644

Ford

Credit

Auto

Owner

Trust,

Series

2022

A

1

.560

05/15/27

966,249‌

1,000,000

Ford

Credit

Auto

Owner

Trust,

Series

2022

A

1

.910

07/15/27

987,540‌

1,000,000

Ford

Credit

Auto

Owner

Trust,

Series

2023

C

5

.490

05/15/29

1,024,241‌

1,000,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

A

5

.010

09/15/29

1,017,774‌

710,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

C

4

.110

07/15/30

710,006‌

500,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

D

4

.660

09/15/30

507,146‌

710,000

(c)

Ford

Credit

Floorplan

Master

Owner

Trust

A,

Series

2024

3

4

.300

09/15/29

711,120‌

975,000

(c)

Ford

Credit

Floorplan

Master

Owner

Trust

A

Series,

Series

2024

1

5

.290

04/15/29

992,221‌

870,000

Gm

Financial

Automobile

Leasing

Trust,

Series

2025

2

4

.640

04/20/29

877,137‌

1,000,000

GM

Financial

Automobile

Leasing

Trust,

Series

2024

1

5

.090

02/22/28

1,005,994‌

710,000

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2023

4

5

.780

08/16/28

718,198‌

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2024

2

5

.100

03/16/29

1,008,868‌

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2024

1

4

.860

06/18/29

1,011,727‌

450,000

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2025

1

4

.730

08/16/30

457,268‌

850,000

GM

Financial

Securitized

Term,

Series

2022

1

1

.510

04/17/28

838,500‌

1,000,000

Harley-Davidson

Motorcycle

Trust,

Series

2022

A

3

.260

01/15/30

992,359‌

1,000,000

Harley-Davidson

Motorcycle

Trust,

Series

2024

A

5

.290

12/15/31

1,022,598‌

620,000

Harley-Davidson

Motorcycle

Trust,

Series

2024

B

4

.280

04/15/32

621,233‌

1,000,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

4

4

.330

05/15/29

1,002,313‌

500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2023

4

5

.660

02/21/30

511,727‌

1,500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

1

5

.170

05/15/30

1,522,983‌

795,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

2

5

.210

07/18/30

810,945‌

475,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

3

4

.510

11/21/30

478,232‌

1,000,000

Honda

Auto

Receivables

Owner

Trust,

Series

2025

1

4

.640

05/21/31

1,013,071‌

1,000,000

Hyundai

Auto

Receivables

Trust,

Series

2023

B

5

.310

08/15/29

1,017,920‌

475,000

Hyundai

Auto

Receivables

Trust,

Series

2023

C

5

.550

12/17/29

487,930‌

380,000

Hyundai

Auto

Receivables

Trust,

Series

2024

B

4

.740

09/16/30

385,890‌

1,000,000

Hyundai

Auto

Receivables

Trust,

Series

2024

A

4

.920

01/15/31

1,018,173‌

1,000,000

Hyundai

Auto

Receivables

Trust,

Series

2025

A

4

.400

04/15/31

1,007,715‌

149

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

371,975

JetBlue

Pass

Through

Trust,

Series

2019

1

2

.750

%

05/15/32

$

325,518‌

705,534

JetBlue

Pass

Through

Trust,

Series

2020

1

4

.000

11/15/32

660,536‌

1,000,000

John

Deere

Owner

Trust,

Series

2023

B

5

.110

05/15/30

1,012,253‌

1,000,000

John

Deere

Owner

Trust,

Series

2023

C

5

.390

08/15/30

1,020,548‌

1,000,000

John

Deere

Owner

Trust,

Series

2024

B

5

.190

05/15/31

1,025,059‌

475,000

John

Deere

Owner

Trust,

Series

2024

C

4

.150

08/15/31

474,536‌

1,000,000

John

Deere

Owner

Trust

2024,

Series

2024

A

4

.910

02/18/31

1,017,011‌

750,000

John

Deere

Owner

Trust

2025,

Series

2025

A

4

.230

09/17/29

751,852‌

475,000

Mercedes-Benz

Auto

Lease

Trust,

Series

2024

A

5

.320

02/15/30

483,198‌

475,000

Mercedes-Benz

Auto

Lease

Trust,

Series

2024

B

4

.220

06/17/30

474,197‌

1,000,000

Mercedes-Benz

Auto

Receivables

Trust,

Series

2022

1

5

.250

02/15/29

1,010,082‌

450,000

Mercedes-Benz

Auto

Receivables

Trust,

Series

2025

1

4

.920

04/15/31

460,683‌

905,000

Mercedes-Benz

Auto

Receivables

Trust,

Series

2024

1

4

.790

07/15/31

918,994‌

1,000,000

Nissan

Auto

Lease

Trust,

Series

2024

A

4

.910

04/15/27

1,003,755‌

1,000,000

Nissan

Auto

Lease

Trust,

Series

2023

B

5

.610

11/15/27

1,003,167‌

1,000,000

Nissan

Auto

Lease

Trust,

Series

2025

A

4

.750

03/15/28

1,011,249‌

1,000,000

Nissan

Auto

Lease

Trust,

Series

2024

B

4

.960

08/15/28

1,012,165‌

940,000

Nissan

Auto

Receivables

Owner

Trust,

Series

2024

A

5

.180

04/15/31

960,466‌

475,000

Nissan

Auto

Receivables

Owner

Trust,

Series

2024

B

4

.350

09/15/31

478,337‌

178,581

Santander

Drive

Auto

Receivables

Trust,

Series

2021

2

1

.350

07/15/27

178,329‌

342,035

Santander

Drive

Auto

Receivables

Trust,

Series

2022

7

5

.950

01/17/28

343,037‌

864,137

Santander

Drive

Auto

Receivables

Trust,

Series

2023

5

6

.020

09/15/28

867,701‌

1,000,000

Santander

Drive

Auto

Receivables

Trust,

Series

2024

1

5

.230

12/15/28

1,005,833‌

1,715,000

Santander

Drive

Auto

Receivables

Trust,

Series

2025

2

4

.670

08/15/29

1,727,559‌

500,000

Santander

Drive

Auto

Receivables

Trust,

Series

2022

7

6

.690

03/17/31

511,284‌

1,000,000

Synchrony

Card

Funding

LLC,

Series

2023

A1

5

.540

07/15/29

1,011,424‌

955,000

Synchrony

Card

Funding

LLC,

Series

2024

A1

5

.040

03/15/30

967,692‌

1,230,000

Toyota

Auto

Receivables

Owner,

Series

2023

D

5

.490

03/15/29

1,264,946‌

388,254

Toyota

Auto

Receivables

Owner

Trust,

Series

2021

B

0

.530

10/15/26

387,596‌

500,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2022

B

3

.110

08/16/27

495,726‌

1,145,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

B

5

.280

07/16/29

1,174,645‌

1,000,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

C

4

.830

11/15/29

1,016,119‌

700,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

D

4

.430

04/15/30

705,301‌

910,000

Toyota

Auto

Receivables

Owner

Trust,

Series

2025

A

4

.760

05/15/30

925,945‌

131,330

Union

Pacific

Railroad

Co

Pass

Through

Trust,

Series

2015

1

2

.695

05/12/27

126,292‌

143,537

United

Airlines

Pass

Through

Trust,

Series

2013

1

4

.300

08/15/25

143,363‌

83,094

United

Airlines

Pass

Through

Trust,

Series

2020

1

4

.875

01/15/26

82,978‌

141,647

United

Airlines

Pass

Through

Trust,

Series

2014

2

3

.750

09/03/26

139,264‌

993,740

United

Airlines

Pass

Through

Trust,

Series

2020

A

5

.875

10/15/27

1,014,011‌

112,965

United

Airlines

Pass

Through

Trust,

Series

2015

1

3

.450

12/01/27

109,551‌

120,851

United

Airlines

Pass

Through

Trust,

Series

2016

1

3

.100

07/07/28

115,476‌

120,852

United

Airlines

Pass

Through

Trust,

Series

2016

1

3

.450

07/07/28

115,472‌

249,449

United

Airlines

Pass

Through

Trust,

Series

2016

2

2

.875

10/07/28

235,510‌

1,020,434

United

Airlines

Pass

Through

Trust,

Series

2018

1

3

.500

03/01/30

961,370‌

263,034

United

Airlines

Pass

Through

Trust,

Series

2019

1

4

.150

08/25/31

251,911‌

189,222

United

Airlines

Pass

Through

Trust,

Series

2019

2

2

.700

05/01/32

169,076‌

1,625,000

Verizon

Master

Trust,

Series

2024

3

5

.340

04/22/30

1,659,255‌

1,000,000

Verizon

Master

Trust,

Series

2024

6

4

.170

08/20/30

1,001,309‌

1,425,000

Verizon

Master

Trust,

Series

2025

5

4

.400

06/20/31

1,432,681‌

2,730,000

Verizon

Master

Trust

Series,

Series

2024

4

5

.210

06/20/29

2,753,565‌

475,000

Volkswagen

Auto

Lease

Trust,

Series

2024

A

5

.200

12/20/28

480,404‌

500,000

Volkswagen

Auto

Lease

Trust,

Series

2025

A

4

.560

03/20/30

503,854‌

1,000,000

Volkswagen

Auto

Loan

Enhanced,

Series

2023

2

5

.570

04/22/30

1,026,655‌

500,000

Volkswagen

Auto

Loan

Enhanced

Trust,

Series

2024

1

4

.630

07/20/29

505,158‌

1,000,000

Volkswagen

Auto

Loan

Enhanced

Trust,

Series

2023

1

5

.010

01/22/30

1,012,773‌

3,000,000

WF

Card

Issuance

Trust,

Series

2024

A1

4

.940

02/15/29

3,038,941‌

1,000,000

WF

Card

Issuance

Trust,

Series

2024

A2

4

.290

10/15/29

1,004,701‌

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2023

D

5

.850

08/15/29

1,028,286‌

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2024

A

4

.840

10/15/29

1,011,886‌

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2024

C

4

.440

05/15/30

1,005,396‌

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2024

B

5

.230

07/15/30

1,021,880‌

1,000,000

World

Omni

Auto

Receivables

Trust,

Series

2025

A

4

.860

11/15/30

1,022,029‌

Bond

Index

Fund

150

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

680,000

World

Omni

Automobile

Lease

Securitization

Trust,

Series

2024

A

5

.260

%

10/15/27

$

687,222‌

1,000,000

World

Omni

Automobile

Lease

Securitization

Trust,

Series

2025

A

4

.420

04/17/28

1,002,294‌

950,000

World

Omni

Select

Auto

Trust,

Series

2024

A

4

.980

02/15/30

954,974‌

TOTAL

ASSET

BACKED

153,366,754‌

OTHER

MORTGAGE

BACKED

-

1.8%

2,500,000

BANK,

Series

2020

BN30

1

.650

12/15/53

2,169,947‌

1,500,000

BANK,

Series

2020

BN30

1

.925

12/15/53

1,292,421‌

500,000

(d)

BANK,

Series

2020

BN30

2

.111

12/15/53

423,387‌

500,000

(d)

BANK,

Series

2020

BN30

2

.445

12/15/53

422,977‌

1,997,128

BANK,

Series

2021

BN31

1

.771

02/15/54

1,738,843‌

1,000,000

BANK,

Series

2021

BN31

2

.036

02/15/54

867,746‌

500,000

(d)

BANK,

Series

2021

BN31

2

.211

02/15/54

426,473‌

500,000

(d)

BANK,

Series

2021

BN31

2

.383

02/15/54

427,619‌

500,000

(d)

BANK,

Series

2021

BN31

2

.545

02/15/54

407,084‌

2,000,000

BANK,

Series

2017

BNK9

3

.538

11/15/54

1,951,946‌

500,000

BANK,

Series

2022

BNK43

4

.399

08/15/55

484,209‌

500,000

(d)

BANK,

Series

2022

BNK43

5

.403

08/15/55

452,847‌

800,000

BANK,

Series

2023

BNK45

5

.203

02/15/56

812,958‌

1,000,000

BANK,

Series

2023

BNK46

5

.745

08/15/56

1,048,733‌

1,000,000

BANK,

Series

2024

BNK47

5

.716

06/15/57

1,053,233‌

1,000,000

BANK,

Series

2024

BNK48

4

.775

10/15/57

989,093‌

1,000,000

(d)

BANK,

Series

2025

BNK49

5

.623

03/15/58

1,046,691‌

1,500,000

BANK,

Series

2017

BNK5

3

.390

06/15/60

1,469,748‌

2,515,436

BANK,

Series

2018

BN10

3

.641

02/15/61

2,489,854‌

2,000,000

(d)

BANK,

Series

2018

BN10

3

.898

02/15/61

1,929,471‌

8,000,000

BANK,

Series

2019

BN18

3

.584

05/15/62

7,597,458‌

4,864,643

BANK,

Series

2020

BN28

1

.584

03/15/63

4,237,237‌

1,000,000

BANK,

Series

2021

BN34

2

.438

06/15/63

863,790‌

1,000,000

BANK,

Series

2021

BN33

2

.556

05/15/64

888,076‌

1,000,000

BANK,

Series

2021

BN33

2

.792

05/15/64

877,945‌

500,000

BANK,

Series

2021

BN33

3

.297

05/15/64

418,816‌

1,000,000

(c),(d)

BANK,

Series

2021

BN35

2

.500

06/15/64

738,940‌

500,000

Bank5,

Series

2025

5YR13

5

.753

01/15/58

521,696‌

500,000

(d)

BANK5,

Series

2023

5YR3

6

.724

09/15/56

530,256‌

1,731,227

BANK5,

Series

2023

5YR4

6

.500

12/15/56

1,826,261‌

2,000,000

BANK5,

Series

2024

5YR7

5

.769

06/15/57

2,080,257‌

658,000

BANK5,

Series

2024

5YR9

5

.614

08/15/57

681,829‌

1,000,000

BANK5,

Series

2024

5YR11

5

.893

11/15/57

1,048,509‌

500,000

(d)

BANK5,

Series

2024

5YR12

5

.902

12/15/57

524,988‌

1,000,000

BANK5,

Series

2025

5YR14

5

.646

04/15/58

1,041,845‌

500,000

(b)

BANK5

2025-5YR15,

Series

2025

5YR15

5

.452

06/15/30

515,576‌

500,000

BANK5

Trust,

Series

2024

5YR6

6

.225

05/15/57

526,796‌

1,500,000

(d)

Barclays

Commercial

Mortgage

S,

Series

2024

C26

6

.094

05/15/57

1,575,549‌

3,000,000

BBCMS

Mortgage

Trust,

Series

2017

C1

3

.674

02/15/50

2,940,692‌

8,939,163

BBCMS

Mortgage

Trust,

Series

2020

C6

2

.690

02/15/53

8,392,150‌

500,000

BBCMS

Mortgage

Trust,

Series

2022

C17

4

.441

09/15/55

485,709‌

500,000

BBCMS

Mortgage

Trust,

Series

2023

C20

5

.310

07/15/56

512,921‌

1,000,000

(d)

BBCMS

Mortgage

Trust,

Series

2023

C21

6

.000

09/15/56

1,066,673‌

955,000

BBCMS

Mortgage

Trust,

Series

2023

C22

6

.521

11/15/56

1,046,364‌

1,500,000

BBCMS

Mortgage

Trust,

Series

2024

C24

5

.419

02/15/57

1,551,758‌

2,000,000

BBCMS

Mortgage

Trust,

Series

2024

5C25

5

.946

03/15/57

2,089,081‌

500,000

BBCMS

Mortgage

Trust,

Series

2024

5C27

6

.014

07/15/57

523,887‌

500,000

BBCMS

Mortgage

Trust,

Series

2024

5C29

5

.208

09/15/57

510,362‌

500,000

BBCMS

Mortgage

Trust,

Series

2024

C28

5

.403

09/15/57

514,733‌

500,000

(d)

BBCMS

Mortgage

Trust,

Series

2024

C28

5

.844

09/15/57

516,069‌

1,000,000

BBCMS

Mortgage

Trust,

Series

2024

C30

5

.532

11/15/57

1,037,635‌

500,000

BBCMS

Mortgage

Trust,

Series

2024

5C31

5

.609

12/15/57

518,742‌

1,000,000

BBCMS

Mortgage

Trust,

Series

2025

5C33

5

.839

03/15/58

1,047,717‌

1,000,000

BBCMS

Mortgage

Trust,

Series

2025

C32

5

.433

02/15/62

1,033,330‌

1,000,000

(d)

Benchmark

Mortgage

Trust,

Series

2018

B1

3

.878

01/15/51

970,316‌

116,339

Benchmark

Mortgage

Trust,

Series

2018

B4

3

.976

07/15/51

116,109‌

1,000,000

(d)

Benchmark

Mortgage

Trust,

Series

2018

B4

4

.669

07/15/51

889,893‌

151

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

5,850,000

Benchmark

Mortgage

Trust,

Series

2019

B11

3

.542

%

05/15/52

$

5,577,867‌

1,000,000

(d)

Benchmark

Mortgage

Trust,

Series

2020

B16

2

.944

02/15/53

901,545‌

1,500,000

(d)

Benchmark

Mortgage

Trust,

Series

2020

B16

3

.176

02/15/53

1,323,406‌

1,500,000

(d)

Benchmark

Mortgage

Trust,

Series

2020

B16

3

.523

02/15/53

1,226,539‌

2,000,000

(d)

Benchmark

Mortgage

Trust,

Series

2018

B7

4

.510

05/15/53

1,987,496‌

5,000,000

Benchmark

Mortgage

Trust,

Series

2020

B18

1

.925

07/15/53

4,362,118‌

2,500,000

Benchmark

Mortgage

Trust,

Series

2020

B21

1

.704

12/17/53

2,176,592‌

2,500,000

Benchmark

Mortgage

Trust,

Series

2020

B21

1

.978

12/17/53

2,169,232‌

2,500,000

Benchmark

Mortgage

Trust,

Series

2020

B22

1

.685

01/15/54

2,185,895‌

1,500,000

Benchmark

Mortgage

Trust,

Series

2020

B22

1

.973

01/15/54

1,290,768‌

1,500,000

Benchmark

Mortgage

Trust,

Series

2020

B22

2

.163

01/15/54

1,265,335‌

1,983,716

Benchmark

Mortgage

Trust,

Series

2021

B23

1

.620

02/15/54

1,814,619‌

1,500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

1

.823

02/15/54

1,289,371‌

1,500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2

.070

02/15/54

1,291,557‌

500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2

.095

02/15/54

377,280‌

500,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2

.274

02/15/54

416,045‌

500,000

(d)

Benchmark

Mortgage

Trust,

Series

2021

B23

2

.563

02/15/54

367,026‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2021

B25

2

.577

04/15/54

881,332‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2021

B25

2

.847

04/15/54

856,665‌

1,700,000

Benchmark

Mortgage

Trust,

Series

2021

B26

2

.613

06/15/54

1,500,163‌

702,000

(d)

Benchmark

Mortgage

Trust,

Series

2021

B26

2

.688

06/15/54

577,170‌

500,000

Benchmark

Mortgage

Trust,

Series

2021

B26

2

.825

06/15/54

425,561‌

1,500,000

Benchmark

Mortgage

Trust,

Series

2021

B27

2

.512

07/15/54

1,259,524‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2023

V2

5

.358

05/15/55

1,015,848‌

500,000

(d)

Benchmark

Mortgage

Trust,

Series

2022

B36

4

.470

07/15/55

487,317‌

500,000

(d)

Benchmark

Mortgage

Trust,

Series

2022

B36

5

.289

07/15/55

458,847‌

500,000

Benchmark

Mortgage

Trust,

Series

2024

V5

5

.805

01/10/57

519,388‌

500,000

(d)

Benchmark

Mortgage

Trust,

Series

2024

V5

6

.417

01/10/57

521,522‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2024

V8

5

.707

07/15/57

1,039,437‌

730,000

Benchmark

Mortgage

Trust,

Series

2024

V10

5

.277

09/15/57

747,552‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2024

V11

5

.423

11/15/57

1,029,916‌

1,330,000

Benchmark

Mortgage

Trust,

Series

2024

V12

5

.738

12/15/57

1,386,482‌

835,000

Benchmark

Mortgage

Trust,

Series

2025

V13

5

.216

02/15/58

854,031‌

1,856,317

Benchmark

Mortgage

Trust,

Series

2019

B15

2

.914

12/15/72

1,759,571‌

500,000

BENCHMARK

Mortgage

Trust,

Series

2025

V14

5

.660

04/15/57

521,479‌

895,000

(d)

BMARK,

Series

2023

V4

6

.841

11/15/56

952,719‌

1,500,000

(d)

BMO

Mortgage

Trust,

Series

2023

C4

5

.117

02/15/56

1,521,464‌

1,000,000

(d)

BMO

Mortgage

Trust,

Series

2023

5C1

6

.534

08/15/56

1,051,323‌

2,000,000

(d)

BMO

Mortgage

Trust,

Series

2023

C6

5

.956

09/15/56

2,114,154‌

910,000

BMO

Mortgage

Trust,

Series

2023

5C2

6

.673

11/15/56

961,538‌

1,000,000

BMO

Mortgage

Trust,

Series

2023

C7

6

.160

12/15/56

1,072,216‌

2,730,000

(d)

BMO

Mortgage

Trust,

Series

2024

C8

5

.598

03/15/57

2,847,703‌

770,000

BMO

Mortgage

Trust,

Series

2024

5C6

5

.316

09/15/57

788,905‌

673,000

(d)

BMO

Mortgage

Trust,

Series

2024

C10

5

.478

11/15/57

694,199‌

950,000

(d)

BMO

Mortgage

Trust,

Series

2024

5C7

5

.888

11/15/57

981,523‌

577,000

(d)

BMO

Mortgage

Trust,

Series

2024

5C8

5

.625

12/15/57

599,288‌

500,000

BMO

Mortgage

Trust,

Series

2025

C11

5

.687

02/15/58

523,826‌

500,000

(d)

BMO

Mortgage

Trust,

Series

2025

5C9

5

.779

04/15/58

522,448‌

500,000

(d)

BMO

Mortgage

Trust,

Series

2025

C12

5

.871

06/15/58

530,273‌

1,000,000

(d)

CD

Mortgage

Trust,

Series

2016

CD2

3

.526

11/10/49

966,165‌

2,000,000

CD

Mortgage

Trust,

Series

2017

CD3

3

.631

02/10/50

1,926,633‌

12,312

CD

Mortgage

Trust,

Series

2017

CD5

3

.025

08/15/50

12,047‌

2,500,000

CD

Mortgage

Trust,

Series

2017

CD5

3

.431

08/15/50

2,443,809‌

1,000,000

(d)

CD

Mortgage

Trust,

Series

2017

CD5

3

.684

08/15/50

971,085‌

1,750,000

CD

Mortgage

Trust,

Series

2018

CD7

4

.279

08/15/51

1,732,525‌

1,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2016

GC36

3

.616

02/10/49

987,425‌

2,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2016

GC37

3

.314

04/10/49

1,980,743‌

500,000

Citigroup

Commercial

Mortgage

Trust,

Series

2016

GC37

3

.576

04/10/49

493,076‌

1,500,000

Citigroup

Commercial

Mortgage

Trust,

Series

2016

C2

2

.832

08/10/49

1,470,035‌

1,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2017

P8

3

.465

09/15/50

964,971‌

1,290,978

Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC33

3

.778

09/10/58

1,286,620‌

14,098

COMM

Mortgage

Trust,

Series

2014

UBS4

3

.694

08/10/47

13,982‌

Bond

Index

Fund

152

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

(d)

COMM

Mortgage

Trust,

Series

2015

LC19

4

.242

%

02/10/48

$

968,436‌

348,148

COMM

Mortgage

Trust,

Series

2015

CR25

3

.759

08/10/48

347,392‌

1,500,000

COMM

Mortgage

Trust,

Series

2015

LC23

3

.774

10/10/48

1,493,964‌

3,805,981

COMM

Mortgage

Trust,

Series

2019

GC44

2

.827

08/15/57

3,640,528‌

3,000,000

COMM

Mortgage

Trust,

Series

2019

GC44

3

.263

08/15/57

2,761,050‌

650,000

(d)

CSAIL

Commercial

Mortgage

Trust,

Series

2016

C6

5

.080

01/15/49

592,309‌

2,000,000

(d)

CSAIL

Commercial

Mortgage

Trust,

Series

2018

CX12

4

.224

08/15/51

1,975,691‌

10,000,000

CSAIL

Commercial

Mortgage

Trust,

Series

2019

C15

4

.053

03/15/52

9,864,326‌

568,649

DBGS

Mortgage

Trust,

Series

2018

C1

4

.358

10/15/51

566,442‌

5,790,000

DBGS

Mortgage

Trust,

Series

2018

C1

4

.466

10/15/51

5,719,977‌

1,590,000

DBJPM

Mortgage

Trust,

Series

2017

C6

3

.328

06/10/50

1,555,610‌

3,092,449

DBJPM

Mortgage

Trust,

Series

2020

C9

1

.900

08/15/53

3,071,105‌

3,500,000

DBJPMortgage

Trust,

Series

2016

C1

3

.276

05/10/49

3,450,011‌

1,000,000

DBJPMortgage

Trust,

Series

2016

C1

3

.539

05/10/49

978,295‌

1,000,000

(d)

FHLMC

Multifamily

Structured

P,

Series

2025

K541

4

.348

02/25/30

1,007,135‌

1,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K741

1

.199

12/25/27

1,399,120‌

8,440,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K741

1

.603

12/25/27

7,968,259‌

1,224,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K742

1

.760

03/25/28

1,155,168‌

749,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K742

1

.369

04/25/28

695,781‌

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K505

4

.819

06/25/28

3,055,384‌

2,866,116

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K744

1

.712

07/25/28

2,686,003‌

8,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K506

4

.650

08/25/28

8,119,755‌

1,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K508

4

.740

08/25/28

1,017,638‌

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K507

4

.800

09/25/28

2,039,091‌

725,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K509

4

.850

09/25/28

740,214‌

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K514

4

.572

12/25/28

2,026,900‌

3,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K517

5

.355

01/25/29

3,112,924‌

2,075,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K518

5

.400

01/25/29

2,157,176‌

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K516

5

.477

01/25/29

3,125,594‌

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K520

5

.180

03/25/29

2,067,894‌

950,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K524

4

.720

05/25/29

969,003‌

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K528

4

.508

07/25/29

2,532,334‌

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K527

4

.618

07/25/29

2,542,212‌

1,725,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K529

4

.791

09/25/29

1,766,023‌

4,545,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K530

4

.792

09/25/29

4,653,603‌

3,838,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K531

4

.630

10/25/29

3,906,966‌

2,925,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K532

4

.250

11/25/29

2,933,604‌

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K535

4

.690

11/25/29

2,041,118‌

1,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K534

4

.700

11/25/29

1,020,832‌

3,015,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K533

4

.230

12/25/29

3,021,331‌

500,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K539

4

.410

01/25/30

504,828‌

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

S

K538

4

.478

01/25/30

2,024,829‌

1,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K536

4

.850

01/25/30

1,026,898‌

585,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K537

4

.430

02/25/30

590,905‌

824,328

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K128

1

.229

03/25/30

770,015‌

500,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K542

4

.404

04/25/30

504,930‌

895,620

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K125

1

.101

08/25/30

822,025‌

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K753

4

.400

10/25/30

1,008,810‌

1,845,454

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K127

1

.353

11/25/30

1,711,818‌

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

K754

4

.940

11/25/30

2,065,820‌

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K126

1

.792

01/25/31

878,758‌

9,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K125

1

.846

01/25/31

7,961,921‌

3,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K127

2

.108

01/25/31

2,690,528‌

1,332,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K127

1

.851

02/25/31

1,171,934‌

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K755

5

.203

02/25/31

1,045,429‌

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K128

1

.749

03/25/31

873,124‌

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K128

2

.020

03/25/31

1,785,188‌

1,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

K129

1

.647

05/25/31

863,398‌

4,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K756

4

.963

05/25/31

4,137,913‌

10,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K757

4

.456

08/25/31

10,086,040‌

3,600,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

K758

4

.680

10/25/31

3,671,788‌

1,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K760

4

.550

01/25/32

1,012,174‌

153

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

K759

4

.800

%

01/25/32

$

2,052,261‌

3,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2022

K148

3

.500

07/25/32

2,842,163‌

2,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2023

160

4

.500

08/25/33

2,004,042‌

4,748,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

162

5

.150

12/25/33

4,959,656‌

1,500,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

163

5

.000

03/25/34

1,550,818‌

2,500,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

165

4

.489

09/25/34

2,489,804‌

4,380,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2024

167

4

.760

10/25/34

4,446,842‌

1,000,000

(d)

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2025

169

4

.660

12/25/34

1,006,695‌

1,836,090

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

1520

2

.007

07/25/35

1,556,025‌

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

1520

2

.438

02/25/36

1,620,319‌

2,000,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2021

1521

2

.184

08/25/36

1,567,415‌

1,740,000

(d)

Freddie

Mac

Structured

Certificates,

Series

S

K526

4

.543

07/25/29

1,764,042‌

1,180,478

GS

Mortgage

Securities

Trust,

Series

2016

GS4

3

.178

11/10/49

1,162,420‌

1,350,000

(d)

GS

Mortgage

Securities

Trust,

Series

2016

GS4

4

.073

11/10/49

1,205,537‌

546,180

GS

Mortgage

Securities

Trust,

Series

2017

GS7

2

.945

08/10/50

545,482‌

1,500,000

GS

Mortgage

Securities

Trust,

Series

2017

GS7

3

.430

08/10/50

1,459,379‌

2,500,000

GS

Mortgage

Securities

Trust,

Series

2019

GC38

3

.968

02/10/52

2,435,720‌

500,000

(d)

GS

Mortgage

Securities

Trust,

Series

2019

GC38

4

.309

02/10/52

478,259‌

988,421

GS

Mortgage

Securities

Trust,

Series

2020

GC45

2

.898

02/13/53

968,357‌

4,000,000

(d)

GS

Mortgage

Securities

Trust,

Series

2020

GC45

3

.173

02/13/53

3,658,114‌

2,000,000

(d)

GS

Mortgage

Securities

Trust,

Series

2020

GC45

3

.405

02/13/53

1,811,118‌

2,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GC47

2

.125

05/12/53

1,797,385‌

4,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GC47

2

.377

05/12/53

3,609,510‌

935,429

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

1

.662

12/12/53

886,620‌

3,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

1

.721

12/12/53

2,666,405‌

2,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

2

.012

12/12/53

1,744,003‌

1,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

2

.224

12/12/53

836,622‌

1,000,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2016

JP2

2

.822

08/15/49

981,259‌

1,494,299

(d)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C29

4

.118

05/15/48

1,485,072‌

1,929,508

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C33

3

.770

12/15/48

1,920,850‌

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

3

.576

03/17/49

991,802‌

500,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

3

.970

03/17/49

489,170‌

500,000

(d)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

4

.853

03/17/49

492,344‌

681,668

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP6

3

.109

07/15/50

664,959‌

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP7

3

.454

09/15/50

2,433,124‌

1,701,295

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2019

COR5

3

.219

06/13/52

1,663,390‌

1,000,000

(d)

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2016

C2

3

.990

06/15/49

886,453‌

5,922,824

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2016

C4

3

.141

12/15/49

5,767,035‌

2,394,606

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2019

COR6

2

.946

11/13/52

2,389,500‌

236,690

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2015

C22

3

.306

04/15/48

233,248‌

169,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2015

C24

3

.732

05/15/48

168,552‌

2,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2017

C33

3

.599

05/15/50

1,952,576‌

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2025

5C1

5

.635

03/15/58

1,039,979‌

535,000

Morgan

Stanley

Capital

I

Trust,

Series

2016

UBS9

3

.594

03/15/49

529,192‌

1,000,000

(d)

Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

5

.012

07/15/51

936,018‌

983,071

(d)

Morgan

Stanley

Capital

I

Trust,

Series

2018

L1

4

.238

10/15/51

977,578‌

1,596,294

Morgan

Stanley

Capital

I

Trust,

Series

2018

L1

4

.288

10/15/51

1,593,191‌

1,500,000

(d)

Morgan

Stanley

Capital

I

Trust,

Series

2018

L1

4

.407

10/15/51

1,487,627‌

1,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2019

L2

4

.071

03/15/52

975,585‌

3,846,627

Morgan

Stanley

Capital

I

Trust,

Series

2019

H6

3

.224

06/15/52

3,772,984‌

750,000

Morgan

Stanley

Capital

I

Trust,

Series

2019

H6

3

.417

06/15/52

721,588‌

3,347,635

Morgan

Stanley

Capital

I

Trust,

Series

2020

HR8

1

.790

07/15/53

2,934,489‌

2,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2021

L5

2

.438

05/15/54

1,792,207‌

1,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2021

L5

2

.951

05/15/54

887,224‌

1,000,000

MSWF

Commercial

Mortgage

Trust,

Series

2023

1

5

.472

05/15/56

1,030,329‌

1,500,000

(d)

MSWF

Commercial

Mortgage

Trust,

Series

2023

2

6

.014

12/15/56

1,608,742‌

293,548

UBS

Commercial

Mortgage

Trust,

Series

2017

C3

2

.998

08/15/50

292,999‌

1,500,000

UBS

Commercial

Mortgage

Trust,

Series

2017

C3

3

.426

08/15/50

1,456,517‌

1,000,000

(d)

UBS

Commercial

Mortgage

Trust,

Series

2017

C3

3

.739

08/15/50

968,521‌

11,000,000

UBS

Commercial

Mortgage

Trust,

Series

2018

C10

4

.313

05/15/51

10,808,131‌

2,000,000

UBS

Commercial

Mortgage

Trust,

Series

2018

C12

4

.296

08/15/51

1,980,484‌

2,400,000

(d)

UBS

Commercial

Mortgage

Trust,

Series

2018

C14

5

.380

12/15/51

2,243,021‌

Bond

Index

Fund

154

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

C31

3

.695

%

11/15/48

$

1,991,831‌

480,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS4

4

.224

12/15/48

475,455‌

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

BNK1

2

.652

08/15/49

1,950,683‌

500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

BNK1

2

.967

08/15/49

438,238‌

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

NXS6

3

.377

11/15/49

972,733‌

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2018

C46

4

.152

08/15/51

1,971,665‌

2,700,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2019

C49

3

.760

03/15/52

2,639,560‌

1,569,761

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2019

C50

3

.635

05/15/52

1,547,579‌

3,250,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2019

C50

4

.192

05/15/52

3,037,235‌

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2019

C53

3

.040

10/15/52

9,390,422‌

2,452,077

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C58

1

.810

07/15/53

2,178,741‌

1,500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C58

2

.092

07/15/53

1,312,029‌

500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C58

2

.398

07/15/53

422,867‌

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2020

C57

1

.864

08/15/53

8,882,938‌

1,893,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2021

C59

2

.626

04/15/54

1,681,623‌

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

5C1

6

.520

07/15/57

1,048,222‌

750,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

5

.309

08/15/57

767,069‌

500,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

5C2

5

.920

11/15/57

524,135‌

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2025

5C3

6

.096

01/15/58

1,056,875‌

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2025

C64

5

.358

02/15/58

1,030,851‌

500,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2025

5C4

5

.673

05/15/58

521,460‌

117,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

C33

3

.896

03/15/59

112,369‌

TOTAL

OTHER

MORTGAGE

BACKED

460,031,040‌

TOTAL

STRUCTURED

ASSETS

(Cost

$639,702,560)

613,397,794‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$26,681,945,754)

24,868,219,234‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.4%

109,824,145

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

(g)

109,824,145‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$109,824,145)

109,824,145‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.5%

REPURCHASE

AGREEMENT

-

0.5%

114,887,000

(h)

Fixed

Income

Clearing

Corporation

4

.390

07/01/25

114,887,000‌

TOTAL

REPURCHASE

AGREEMENT

114,887,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$114,887,000)

114,887,000‌

TOTAL

INVESTMENTS

-

99.8%

(Cost

$26,906,656,899)

25,092,930,379‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.2%

39,404,173‌

NET

ASSETS

-

100.0%

$

25,132,334,552‌

DGS1

1-Year

Treasury

Constant

Maturity

Rate

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

155

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$111,425,820.

(b)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$84,800,581

or

0.3%

of

Total

Investments.

(d)

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.

(e)

Contingent

Capital

Securities

(“CoCos”)

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund’s

total

investment

in

CoCos

was

0.0%

of

Total

Investments.

(f)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(g)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(h)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.390%

dated

6/30/25

to

be

repurchased

at

$114,901,010

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

10/15/26,

valued

at

$117,184,799.

Fund

Level

1

Level

2

Level

3

Total

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$6,254,925,864

$—

$6,254,925,864

Government

bonds

—

17,999,895,576

—

17,999,895,576

Structured

assets

—

613,397,794

—

613,397,794

Investments

purchased

with

collateral

from

securities

lending

109,824,145

—

—

109,824,145

Short-Term

Investments

:

Repurchase

agreement

—

114,887,000

—

114,887,000

Total

$109,824,145

$24,983,106,234

$—

$25,092,930,379

1

1

1

1

1

Core

Bond

Portfolio

of

Investments

June

30,

2025

156

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

BANK

LOAN

OBLIGATIONS

-

1.9%

AUTOMOBILES

&

COMPONENTS

-

0.0%

$

3,096,564

(a)

Clarios

Global

LP,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

%

05/06/30

$

3,091,734‌

TOTAL

AUTOMOBILES

&

COMPONENTS

3,091,734‌

CAPITAL

GOODS

-

0.2%

1,012,846

(a)

Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR3M

+

3.000%)

7.300

12/11/31

1,019,176‌

2,254,407

(a)

Centuri

Group,

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.941

08/28/28

2,258,837‌

524,069

(a)

Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.677

11/03/28

525,557‌

962,500

(a)

Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

8.191

05/17/28

712,250‌

995,000

(a)

Construction

Partners

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

11/03/31

999,353‌

467,990

(a)

Cornerstone

Building

Brands,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.662

04/12/28

419,242‌

1,071,900

(a)

Madison

Safety

&

Flow

LLC,

(TSFR1M

+

2.750%)

7.077

09/26/31

1,075,250‌

2,679,285

(a)

Quikrete

Holdings,

Inc,

(TSFR1M

+

2.250%)

6.577

01/31/32

2,678,950‌

141,365

(a)

Quikrete

Holdings,

Inc.,

Term

Loan

B1,

(TSFR1M

+

2.250%)

6.577

04/14/31

141,277‌

687,556

(a)

QXO

Inc,

Term

Loan

B,

(TSFR3M

+

3.000%)

7.296

04/30/32

693,108‌

356,093

(a)

Resideo

Funding

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

1.750%)

6.062

02/01/28

356,539‌

84,615

(a),(b)

Signia

Aerospace

LLC,

(TSFR1M

+

3.000%)

0.000

12/11/31

85,144‌

990,000

(a)

Titan

Acquisition

Limited,

Term

Loan

B,

(TSFR3M

+

TSFR6M

+

4.500%)

8.731

02/15/29

993,886‌

395,421

(a)

TransDigm,

Inc.,

Term

Loan

J,

(TSFR3M

+

2.500%)

6.796

02/28/31

396,570‌

3,389,536

(a)

TransDigm,

Inc.,

Term

Loan

K,

(TSFR3M

+

2.750%)

7.046

03/22/30

3,405,568‌

TOTAL

CAPITAL

GOODS

15,760,707‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

1,316,558

(a)

AlixPartners,

LLP,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.941

02/04/28

1,322,983‌

257,931

(a)

CHG

Healthcare

Services

Inc.,

Term

Loan

B1,

(TSFR3M

+

3.000%)

7.333

09/29/28

259,116‌

624,065

(a)

Dun

&

Bradstreet

Corporation

(The),

Term

Loan,

(TSFR1M

+

2.250%)

6.572

01/18/29

624,300‌

1,981,270

(a)

First

Advantage

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.577

10/31/31

1,984,678‌

2,000,000

(a)

GFL

Environmental

Services,

Inc,

(TSFR1M

+

2.500%)

6.824

03/03/32

2,003,750‌

1,928,092

(a)

Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

6.320

10/15/30

1,931,225‌

645,302

(a)

Reworld

Holding

Corp,

(TSFR1M

+

2.250%)

6.562

11/30/28

647,238‌

49,826

(a)

Reworld

Holding

Corp,

Term

Loan

C,

(TSFR1M

+

2.250%)

6.562

11/30/28

49,975‌

176,846

(a)

West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

8.530

04/10/27

95,828‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

8,919,093‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

301,988

(a)

Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.191

08/06/27

299,912‌

2,388,948

(a)

Belron

Finance

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7.049

10/16/31

2,402,744‌

1,553,695

(a)

CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

2.500%)

6.780

11/08/32

1,559,280‌

238,168

(a)

Driven

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7.441

12/17/28

238,168‌

3,498,591

(a)

LS

Group

OpCo

Acquistion

LLC,

(TSFR1M

+

2.500%)

6.830

04/23/31

3,499,694‌

858,372

(a)

PetSmart,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.750%)

8.177

02/14/28

851,397‌

3,895,928

(a)

Wand

NewCo

3,

Inc.,

Repriced

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

01/30/31

3,883,032‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

12,734,227‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,474,889

(a)

AI

Aqua

Merger

Sub,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7.324

07/31/28

2,474,171‌

1,824,000

(a)

Hayward

Industries,

Inc.,

Term

Loan,

(TSFR1M

+

2.500%)

6.941

05/30/28

1,831,497‌

621,051

(a)

Samsonite

International

S.A.,

Term

Loan

B,

(TSFR1M

+

2.000%)

6.327

06/21/30

623,380‌

222,369

(a)

SRAM,

LLC

,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

02/27/32

220,145‌

955,153

(a)

Weber-Stephen

Products

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.691

10/29/27

950,095‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,099,288‌

CONSUMER

SERVICES

-

0.2%

3,748,158

(a)

101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6.077

09/20/30

3,736,839‌

391,980

(a)

Alterra

Mountain

Company,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

08/17/28

394,429‌

1,287,563

(a)

Caesars

Entertainment

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

02/06/30

1,288,528‌

997,927

(a)

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

01/31/31

988,886‌

1,998,417

(a)

Carnival

Corporation,

Term

Loan

(2028),

(TSFR1M

+

2.000%)

6.312

10/18/28

2,002,474‌

532,325

(a)

CE

Intermediate

I

LLC,

(TSFR1M

+

3.000%)

7.450

03/25/32

532,990‌

708,461

(a)

ClubCorp

Holdings,

Inc.,

Term

Loan

B2,

(TSFR3M

+

5.000%)

9.557

09/18/26

710,233‌

648,375

(a)

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.750%)

8.046

06/25/29

651,212‌

1,797,695

(a)

Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.500%)

7.827

01/29/29

1,797,767‌

5,097,375

(a)

Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.049

11/29/30

5,091,003‌

844,669

(a)

IRB

Holding

Corp,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

12/15/27

845,552‌

157

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

(continued)

$

372,018

(a)

KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.179

%

03/15/28

$

374,286‌

495,386

(a)

Light

and

Wonder

International,

Inc.,

Term

Loan

B2,

(TSFR1M

+

2.250%)

6.564

04/16/29

496,438‌

1,012,282

(a)

Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

7.799

11/30/29

966,101‌

301,185

(a)

PENN

Entertainment,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

05/03/29

301,899‌

448,667

(a)

Spin

Holdco

Inc.,

Term

Loan,

(TSFR3M

+

4.000%)

8.577

03/04/28

395,387‌

TOTAL

CONSUMER

SERVICES

20,574,024‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

801,782

(a)

US

Foods,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

11/22/28

809,800‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

809,800‌

ENERGY

-

0.0%

340,069

(a)

Buckeye

Partners,

L.P.,

Term

Loan

B5,

(TSFR1M

+

1.750%)

6.077

11/01/26

340,920‌

1,237,523

(a)

Canister

International

Group

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

7.827

03/22/29

1,241,007‌

731,191

(a)

Oryx

Midstream

Services

Permian

Basin

LLC,

(TSFR1M

+

2.250%)

6.572

10/05/28

731,834‌

TOTAL

ENERGY

2,313,761‌

FINANCIAL

SERVICES

-

0.1%

1,521,908

(a)

Ascensus

Holdings,

Inc,

(TSFR1M

+

3.000%)

7.327

08/02/28

1,526,665‌

692,753

(a)

Avolon

TLB

Borrower

1

(US)

LLC,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6.071

06/22/30

694,034‌

1,434,273

(a)

First

Eagle

Investment

Management,

LLC,

Term

Loan

B2,

(TSFR3M

+

3.000%)

7.296

03/05/29

1,437,113‌

3,402,425

(a)

Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

6.077

06/24/31

3,409,706‌

TOTAL

FINANCIAL

SERVICES

7,067,518‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

588,888

(a)

Arterra

Wines

Canada,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

8.057

11/24/27

585,117‌

1,161,181

(a)

Aspire

Bakeries

Holdings

LLC,

(TSFR1M

+

4.250%)

8.577

12/23/30

1,167,167‌

2,989,987

(a),(c)

Fiesta

Purchaser,

Inc,

(TBD)

TBD

TBD

3,001,424‌

143,266

(a)

Froneri

Lux

Finco

Sarl,

Term

Loan

B4,

(TSFR6M

+

2.000%)

6.237

09/30/31

142,013‌

137,931

(a),(b)

Sauer

Brands

Inc,

Delayed

Draw

Term

Loan,

(N/A

+

1.625%)

1.625

02/19/32

138,933‌

1,462,069

(a)

Sauer

Brands

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.577

02/19/32

1,472,691‌

1,913,498

(a)

Triton

Water

Holdings,

Inc,

Term

Loan

B,

(TSFR3M

+

2.250%)

6.546

03/31/28

1,922,530‌

821,285

(a)

UTZ

Quality

Foods,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

01/29/32

822,312‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

9,252,187‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.2%

3,474,620

(a)

Bausch

&

Lomb

Corp,

(TSFR1M

+

4.250%)

8.571

01/15/31

3,485,496‌

450,207

(a)

Global

Medical

Response,

Inc.,

PIK

Term

Loan,

(TSFR1M

+

4.750%),

,

(cash

9.079%,

PIK

7.500%)

4.914

10/02/28

451,396‌

2,807,527

(a)

ICU

Medical,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

6.946

01/08/29

2,817,311‌

5,823,892

(a)

Medline

Borrower,

LP,

Add-on

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

10/23/28

5,837,141‌

1,852,813

(a)

Onex

TSG

Intermediate

Corp.,

Term

Loan

B,

(TSFR3M

+

4.750%)

9.344

02/28/28

1,860,048‌

3,104,309

(a)

Parexel

International

Corporation,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

11/15/28

3,108,670‌

520,896

(a)

Select

Medical

Corporation,

Term

Loan

B,

(TSFR1M

+

2.000%)

6.327

12/03/31

523,177‌

1,940,823

(a)

Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

12/19/30

1,950,129‌

2,493,750

(a)

Zelis

Payments

Buyer,

Inc.,

5th

Amendment

Term

Loan,

(TSFR1M

+

3.250%)

7.577

11/26/31

2,483,875‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

22,517,243‌

INSURANCE

-

0.2%

656,964

(a)

Acrisure

LLC,

(TSFR1M

+

3.000%)

7.327

11/06/30

656,192‌

1,990,000

(a)

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B6,

(TSFR1M

+

2.750%)

7.072

09/19/31

1,992,706‌

313,368

(a)

Asurion

LLC,

Term

Loan

B13,

(TSFR1M

+

4.250%)

8.577

09/19/30

304,829‌

4,439,890

(a)

Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

3.000%)

7.327

06/13/31

4,450,213‌

919,355

(a)

CRC

Insurance

Group

LLC,

(TSFR3M

+

2.750%)

7.046

05/06/31

920,886‌

3,418,520

(a)

HUB

International

Ltd,

(TSFR3M

+

2.500%)

6.769

06/20/30

3,432,605‌

938,561

(a)

Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

09/15/31

939,734‌

4,680,353

(a)

Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.000%)

7.327

07/31/31

4,702,468‌

3,955,125

(a)

USI,

Inc,

(TSFR1M

+

2.250%)

6.546

09/27/30

3,949,311‌

1,950,424

(a)

USI,

Inc.,

Term

Loan

D,

(TSFR3M

+

2.250%)

6.546

11/21/29

1,949,361‌

TOTAL

INSURANCE

23,298,305‌

MATERIALS

-

0.1%

635,594

(a)

Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.177

09/07/27

637,780‌

3,652,072

(a)

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

7.502

04/13/29

3,648,967‌

1,174,525

(a)

ECO

Services

Operations

Corp,

Term

Loan

B,

(TSFR3M

+

2.000%)

6.280

06/12/31

1,168,863‌

196,026

(a)

H.B.

Fuller

Company,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

02/15/30

197,130‌

755,525

(a)

INEOS

Quattro

Holdings

UK

Ltd,

First

Lien

Term

Loan

B,

(TSFR1M

+

4.250%)

8.677

04/02/29

705,472‌

2,234,400

(a)

INEOS

Quattro

Holdings

UK

Ltd,

Term

Loan

B,

(TSFR1M

+

4.250%)

8.577

10/07/31

2,047,269‌

934,779

(a)

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B,

(TSFR6M

+

4.725%)

9.227

02/12/26

867,340‌

Core

Bond

158

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

(continued)

$

2,846,551

(a)

TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

7.691

%

03/03/28

$

2,846,808‌

728,444

(a)

Tronox

Finance

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6.811

09/30/31

714,785‌

130,769

(a),(b)

USALCO,

LLC,

Delayed

Draw

Term

Loan,

(N/A

+

1.000%)

1.000

09/30/31

131,652‌

1,262,885

(a)

USALCO,

LLC,

Term

Loan

B,

(TSFR1M

+

4.000%)

8.327

09/30/31

1,271,409‌

TOTAL

MATERIALS

14,237,475‌

MEDIA

&

ENTERTAINMENT

-

0.0%

473,628

(a)

Altice

Financing

SA,

Term

Loan,

(TSFR3M

+

5.000%)

9.256

10/29/27

383,440‌

109,704

(a)

DirecTV

Financing,

LLC,

Term

Loan,

(TSFR3M

+

5.000%)

9.541

08/02/27

110,261‌

TOTAL

MEDIA

&

ENTERTAINMENT

493,701‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

136,642

(a)

Avantor

Funding,

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6.427

11/08/27

137,353‌

1,184,652

(a)

Elanco

Animal

Health

Incorporated,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.174

08/02/27

1,184,954‌

205,381

(a)

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.000%)

6.483

11/15/27

205,011‌

1,114,274

(a)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

05/05/28

1,120,391‌

2,527,710

(a)

Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

6.571

05/19/31

2,491,892‌

206,774

(a)

Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6.327

04/20/29

207,204‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

5,346,805‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

494,653

(a)

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B1,

(TSFR1M

+

2.750%)

7.077

01/31/30

497,640‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

497,640‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

2,493,750

(a)

Instructure

Holdings,

Inc.,

Term

Loan,

(TSFR6M

+

3.000%)

7.205

11/13/31

2,499,299‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

2,499,299‌

SOFTWARE

&

SERVICES

-

0.3%

144,152

(a)

Avaya,

Inc,

(TSFR1M

+

7.500%),

,

(cash

11.827%,

PIK

7.500%)

5.913

08/01/28

113,880‌

2,668,313

(a)

BCPE

Pequod

Buyer

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.577

11/25/31

2,675,984‌

3,800,924

(a)

Boost

Newco

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

6.296

01/31/31

3,815,177‌

2,951,386

(a)

Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

7.333

07/30/31

2,936,437‌

641,825

(a)

CCC

Intelligent

Solutions

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6.327

01/23/32

643,031‌

2,500,000

(a)

Clearwater

Analytics,

LLC,

Term

Loan

B,

(TSFR3M

+

2.250%)

6.529

04/21/32

2,503,125‌

1,975,075

(a)

Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

7.074

05/01/31

1,968,291‌

1,772,536

(a)

Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7.327

10/09/29

1,778,908‌

2,220,251

(a)

Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.750%)

7.077

05/30/31

2,228,400‌

0

(a)

FNZ

Group

Services

Ltd,

Term

Loan

B,

(TSFR3M

+

5.000%)

9.260

11/05/31

0‌

3,090,908

(a)

Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

09/12/29

3,090,151‌

822,375

(a)

Informatica

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

10/27/28

826,746‌

2,977,500

(a)

Mitchell

International,

Inc.,

First

Lien

Term

Loan,

(TSFR1M

+

3.250%)

7.577

06/17/31

2,978,483‌

2,682,190

(a)

Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

01/31/30

2,684,711‌

97,880

(a)

Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

10.679

05/15/28

98,422‌

520,131

(a)

Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

7.179

05/15/28

240,417‌

457,188

(a)

RealPage,

Inc,

First

Lien

Term

Loan,

(TSFR3M

+

3.000%)

7.557

04/24/28

454,561‌

1,496,250

(a)

Synechron

Inc,

Term

Loan

B,

(TSFR3M

+

3.750%)

8.030

10/03/31

1,458,844‌

1,513,348

(a)

UKG

Inc.,

Term

Loan

B,

(TSFR1M

+

3.000%)

7.311

02/10/31

1,520,771‌

2,468,750

(a)

Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

09/28/29

2,455,949‌

TOTAL

SOFTWARE

&

SERVICES

34,472,288‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.0%

2,575,968

(a)

CommScope

LLC,

(TSFR1M

+

5.250%)

9.577

12/17/29

2,611,117‌

1,985,013

(a)

Delta

TopCo,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.750%)

7.074

11/30/29

1,973,132‌

144,893

(a)

Ingram

Micro

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

6.560

09/22/31

145,754‌

581,883

(a),(d)

MLN

US

HoldCo

LLC,

First

Lien

Term

Loan,

(TSFR3M

-

0.000%)

4.405

11/30/25

4,379‌

379,683

(a),(d)

MLN

US

HoldCo

LLC,

Second

Out

Term

Loan,

(Prime

-

0.000%)

0.000

10/18/27

1,917‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

4,736,299‌

TELECOMMUNICATION

SERVICES

-

0.0%

1,126,370

(a)

Altice

France

S.A.,

Term

Loan

B12,

(Prime

+

2.688%)

10.188

01/31/26

991,065‌

191,021

(a)

Cablevision

Lightpath

LLC,

Repriced

Term

Loan,

(TSFR1M

+

3.000%)

7.312

11/30/27

191,816‌

940,000

(a)

Coral-US

Co-Borrower,

LLC,

Term

Loan

B6,

(TSFR1M

+

3.000%)

7.426

10/15/29

937,716‌

187,000

(a)

Virgin

Media

Bristol

LLC,

Term

Loan

N,

(TSFR1M

+

2.500%)

6.926

01/31/28

184,858‌

2,000,000

(a)

Zayo

Group

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.000%)

7.441

03/09/27

1,907,590‌

TOTAL

TELECOMMUNICATION

SERVICES

4,213,045‌

TRANSPORTATION

-

0.0%

1,613,700

(a)

Air

Canada,

Term

Loan

B,

(TSFR3M

+

2.000%)

6.325

03/21/31

1,618,493‌

159

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

(continued)

$

487,500

(a)

American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

6.522

%

04/20/28

$

485,024‌

84,322

(a)

SkyMiles

IP

Ltd.,

Skymiles

Term

Loan

B,

(TSFR3M

+

3.750%)

8.022

10/20/27

84,970‌

642,226

(a)

XPO

Logistics,

Inc.,

Term

Loan

(2028),

(TSFR1M

+

1.750%)

6.077

05/24/28

645,668‌

TOTAL

TRANSPORTATION

2,834,155‌

UTILITIES

-

0.1%

653,019

(a)

Calpine

Corporation,

Term

Loan

B5,

(TSFR1M

+

1.750%)

6.077

02/15/32

653,636‌

1,620,000

(a),(c)

Cornerstone

Generation

LLC,

(TBD)

TBD

TBD

1,630,125‌

2,354,181

(a)

Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6.808

05/17/30

2,362,456‌

871,463

(a)

Vistra

Operations

Company

LLC,

First

Lien

Term

Loan

B3,

(TSFR1M

+

1.750%)

6.077

12/20/30

874,700‌

TOTAL

UTILITIES

5,520,917‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$208,184,316)

207,289,511‌

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

10,391

(e)

Bright

Bidco

BV

2,462‌

7,607

(e)

Bright

Bidco

BV

1,803‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

4,265‌

SOFTWARE

&

SERVICES

-

0.0%

597

(e)

Avaya,

Inc

4,328‌

2,843

(e)

Avaya,

Inc

20,612‌

TOTAL

SOFTWARE

&

SERVICES

24,940‌

TOTAL

COMMON

STOCKS

(Cost

$580,349)

29,205‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

30.7%

AUTOMOBILES

&

COMPONENTS

-

0.6%

350,000

(f)

Clarios

Global

LP

6.750

02/15/30

363,925‌

225,000

Dana,

Inc

5.375

11/15/27

225,756‌

225,000

Dana,

Inc

5.625

06/15/28

226,313‌

325,000

Dana,

Inc

4.250

09/01/30

320,323‌

7,920,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

8,360,656‌

4,000,000

(f)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

4,003,000‌

2,594,000

General

Motors

Co

6.125

10/01/25

2,598,617‌

1,400,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

1,404,549‌

5,800,000

General

Motors

Financial

Co,

Inc

4.900

10/06/29

5,790,039‌

3,550,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

3,669,886‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

2,055,045‌

12,200,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

10,680,314‌

9,350,000

General

Motors

Financial

Co,

Inc

5.600

06/18/31

9,536,455‌

2,000,000

Goodyear

Tire

&

Rubber

Co

5.000

07/15/29

1,954,808‌

5,000,000

(g)

Goodyear

Tire

&

Rubber

Co

5.250

04/30/31

4,801,894‌

500,000

(f)

IHO

Verwaltungs

GmbH,

,

(cash

6.375%,

PIK

7.125%)

6.375

05/15/29

500,393‌

2,000,000

(f)

Nemak

SAB

de

C.V.

3.625

06/28/31

1,656,961‌

1,360,000

(f)

Phinia,

Inc

6.625

10/15/32

1,381,193‌

750,000

(f)

ZF

North

America

Capital,

Inc

6.875

04/14/28

752,268‌

3,665,000

ZF

North

America

Capital,

Inc

6.750

04/23/30

3,519,550‌

TOTAL

AUTOMOBILES

&

COMPONENTS

63,801,945‌

BANKS

-

6.5%

1,500,000

(f)

Akbank

T.A.S.

6.800

06/22/31

1,492,500‌

1,500,000

(f)

Akbank

TAS

7.498

01/20/30

1,527,204‌

5,000,000

(f),(g),(h),(i)

Australia

&

New

Zealand

Banking

Group

Ltd

6.750

N/A

5,061,840‌

3,800,000

(h),(i)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9.375

N/A

4,193,657‌

1,725,000

(f),(g)

Banco

Bradesco

S.A.

6.500

01/22/30

1,805,902‌

1,428,000

(f),(i)

Banco

Davivienda

S.A.

8.125

07/02/35

1,432,712‌

700,000

(f),(h),(i)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A

738,521‌

1,800,000

(f),(h),(i)

Banco

del

Estado

de

Chile

7.950

N/A

1,869,750‌

2,000,000

(f)

Banco

do

Brasil

S.A.

6.000

03/18/31

2,025,094‌

1,725,000

(f)

Banco

Industrial

S.A.

4.875

01/29/31

1,715,512‌

Core

Bond

160

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.5%

(continued)

$

3,300,000

(f)

Banco

Internacional

del

Peru

SAA

Interbank

4.000

%

07/08/30

$

3,273,556‌

2,000,000

(f),(h),(i)

Banco

Mercantil

del

Norte

S.A.

8.375

N/A

2,025,760‌

2,725,000

(f)

Banco

Nacional

de

Comercio

Exterior

SNC

2.720

08/11/31

2,578,652‌

2,050,000

(f)

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5.621

12/10/29

2,087,925‌

7,400,000

(h),(i)

Banco

Santander

S.A.

9.625

N/A

8,630,043‌

2,600,000

(i)

Bancolombia

S.A.

8.625

12/24/34

2,733,679‌

1,800,000

(f)

Bangkok

Bank

PCL

5.650

07/05/34

1,864,571‌

2,600,000

(f)

Bangkok

Bank

PCL

3.466

09/23/36

2,312,699‌

2,500,000

(f)

Banistmo

S.A.

4.250

07/31/27

2,449,823‌

4,000,000

(f),(i)

Bank

Hapoalim

BM

3.255

01/21/32

3,823,400‌

6,000,000

(f),(i)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

5,886,000‌

1,000,000

Bank

of

America

Corp

4.450

03/03/26

998,937‌

23,880,000

Bank

of

America

Corp

2.592

04/29/31

21,831,111‌

45,500,000

Bank

of

America

Corp

5.288

04/25/34

46,411,536‌

2,375,000

Bank

of

America

Corp

5.511

01/24/36

2,442,009‌

30,375,000

Bank

of

America

Corp

5.744

02/12/36

30,865,195‌

15,175,000

Bank

of

America

Corp

2.676

06/19/41

10,823,658‌

1,150,000

(h)

Bank

of

America

Corp

4.375

N/A

1,128,412‌

15,000,000

(h)

Bank

of

America

Corp

6.625

N/A

15,534,795‌

10,175,000

(h)

Bank

of

New

York

Mellon

Corp

6.300

N/A

10,452,910‌

600,000

Barclays

plc

2.279

11/24/27

581,835‌

6,775,000

Barclays

plc

5.367

02/25/31

6,920,571‌

7,500,000

Barclays

plc

5.335

09/10/35

7,443,706‌

4,700,000

Barclays

plc

3.330

11/24/42

3,489,019‌

8,725,000

(h),(i)

Barclays

plc

9.625

N/A

9,690,927‌

3,350,000

(f),(i)

BBVA

Bancomer

S.A.

5.125

01/18/33

3,219,352‌

1,100,000

(f),(i)

BBVA

Bancomer

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

BBVA

Mexico

7.625

02/11/35

1,129,480‌

20,000,000

(f),(h),(i)

BNP

Paribas

S.A.

7.450

N/A

20,120,000‌

7,950,000

CitiBank

NA

4.914

05/29/30

8,102,632‌

3,275,000

CitiBank

NA

5.570

04/30/34

3,411,455‌

4,025,000

Citigroup,

Inc

3.200

10/21/26

3,967,494‌

2,200,000

Citigroup,

Inc

4.300

11/20/26

2,196,826‌

3,800,000

Citigroup,

Inc

4.450

09/29/27

3,803,647‌

2,250,000

Citigroup,

Inc

4.125

07/25/28

2,234,035‌

7,700,000

Citigroup,

Inc

4.542

09/19/30

7,665,097‌

20,000,000

Citigroup,

Inc

2.572

06/03/31

18,138,229‌

4,900,000

(h)

Citigroup,

Inc

6.250

N/A

4,947,878‌

8,425,000

(h)

Citigroup,

Inc

7.625

N/A

8,866,403‌

7,500,000

(h)

Citigroup,

Inc

4.000

N/A

7,447,145‌

4,175,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

4,141,419‌

8,650,000

(f)

Credit

Agricole

S.A.

5.222

05/27/31

8,811,301‌

11,275,000

(f),(g),(h),(i)

Credit

Agricole

S.A.

6.700

N/A

11,031,710‌

12,000,000

(f),(g),(h),(i)

Credit

Agricole

S.A.

8.125

N/A

12,150,000‌

4,050,000

Deutsche

Bank

AG.

5.371

09/09/27

4,154,206‌

3,750,000

Deutsche

Bank

AG.

2.311

11/16/27

3,638,522‌

5,450,000

Deutsche

Bank

AG.

6.819

11/20/29

5,813,087‌

7,075,000

Deutsche

Bank

AG.

4.999

09/11/30

7,128,573‌

7,400,000

(h),(i)

Deutsche

Bank

AG.

8.130

N/A

7,636,193‌

700,000

(f)

Development

Bank

of

Kazakhstan

JSC

2.950

05/06/31

610,447‌

1,675,000

(f)

Grupo

Aval

Ltd

4.375

02/04/30

1,535,884‌

635,000

(f),(h)

Hana

Bank

3.500

N/A

617,635‌

3,850,000

HSBC

Holdings

plc

3.973

05/22/30

3,749,339‌

590,000

HSBC

Holdings

plc

6.800

06/01/38

639,579‌

10,000,000

(h),(i)

HSBC

Holdings

plc

8.000

N/A

10,462,810‌

6,400,000

(g),(h),(i)

HSBC

Holdings

plc

6.950

N/A

6,433,894‌

UGX

8,000,000,000

(f)

ICBC

Standard

Bank

plc

14.250

06/26/34

1,768,716‌

3,000,000

(f)

Intercorp

Financial

Services,

Inc

4.125

10/19/27

2,915,799‌

4,500,000

(f),(h),(i)

Intesa

Sanpaolo

SpA

7.700

N/A

4,508,302‌

2,400,000

(f)

Itau

Unibanco

Holding

S.A.

6.000

02/27/30

2,461,860‌

2,500,000

JPMorgan

Chase

&

Co

3.200

06/15/26

2,476,036‌

3,525,000

JPMorgan

Chase

&

Co

4.323

04/26/28

3,521,608‌

10,905,000

JPMorgan

Chase

&

Co

3.702

05/06/30

10,613,702‌

161

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

6.5%

(continued)

$

9,975,000

JPMorgan

Chase

&

Co

5.140

%

01/24/31

$

10,229,153‌

3,810,000

JPMorgan

Chase

&

Co

1.953

02/04/32

3,304,069‌

10,000,000

JPMorgan

Chase

&

Co

4.912

07/25/33

10,057,893‌

29,425,000

JPMorgan

Chase

&

Co

5.350

06/01/34

30,273,075‌

5,625,000

JPMorgan

Chase

&

Co

6.254

10/23/34

6,113,478‌

16,000,000

JPMorgan

Chase

&

Co

5.766

04/22/35

16,809,421‌

5,000,000

JPMorgan

Chase

&

Co

5.294

07/22/35

5,088,111‌

6,000,000

JPMorgan

Chase

&

Co

4.946

10/22/35

5,937,150‌

12,925,000

JPMorgan

Chase

&

Co

5.572

04/22/36

13,394,737‌

3,275,000

JPMorgan

Chase

&

Co

2.525

11/19/41

2,295,523‌

14,550,000

JPMorgan

Chase

&

Co

3.157

04/22/42

10,971,243‌

700,000

JPMorgan

Chase

&

Co

4.260

02/22/48

589,779‌

7,380,000

(h)

JPMorgan

Chase

&

Co

3.650

N/A

7,260,190‌

12,500,000

(h)

JPMorgan

Chase

&

Co

6.875

N/A

13,194,000‌

2,425,000

Lloyds

Banking

Group

plc

6.068

06/13/36

2,493,140‌

7,150,000

(h)

M&T

Bank

Corp

3.500

N/A

6,904,940‌

3,000,000

(f),(i)

Mizrahi

Tefahot

Bank

Ltd

3.077

04/07/31

2,924,700‌

6,000,000

(h),(i)

NatWest

Group

plc

8.125

N/A

6,471,924‌

6,300,000

(f)

NBK

SPC

Ltd

1.625

09/15/27

6,067,278‌

3,000,000

(f),(h)

NBK

Tier  Financing

Ltd

3.625

N/A

2,892,967‌

5,470,000

(f),(g),(h),(i)

Nordea

Bank

Abp

6.625

N/A

5,501,453‌

4,720,000

PNC

Bank

NA

2.700

10/22/29

4,404,317‌

5,100,000

PNC

Financial

Services

Group,

Inc

5.575

01/29/36

5,256,416‌

4,105,000

(h)

PNC

Financial

Services

Group,

Inc

3.400

N/A

3,964,383‌

6,000,000

(h)

PNC

Financial

Services

Group,

Inc

6.200

N/A

6,113,331‌

1,960,000

Truist

Bank

2.250

03/11/30

1,764,554‌

7,000,000

(h)

Truist

Financial

Corp

4.950

N/A

6,986,497‌

4,500,000

(h)

Truist

Financial

Corp

5.100

N/A

4,451,330‌

675,000

(f)

Turkiye

Garanti

Bankasi

AS.

8.375

02/28/34

685,788‌

500,000

(f)

Turkiye

Vakiflar

Bankasi

TAO

8.994

10/05/34

515,479‌

3,000,000

(f)

United

Overseas

Bank

Ltd

1.250

04/14/26

2,932,054‌

3,700,000

(f)

United

Overseas

Bank

Ltd

2.000

10/14/31

3,580,600‌

3,400,000

US

Bancorp

4.839

02/01/34

3,357,226‌

3,425,000

Wells

Fargo

&

Co

3.550

09/29/25

3,415,365‌

5,475,000

Wells

Fargo

&

Co

2.393

06/02/28

5,274,694‌

7,900,000

Wells

Fargo

&

Co

6.303

10/23/29

8,349,413‌

10,750,000

Wells

Fargo

&

Co

5.211

12/03/35

10,791,352‌

7,975,000

Wells

Fargo

&

Co

5.605

04/23/36

8,231,950‌

6,825,000

(g),(h)

Wells

Fargo

&

Co

7.625

N/A

7,330,371‌

10,575,000

(h)

Wells

Fargo

&

Co

3.900

N/A

10,466,614‌

TOTAL

BANKS

706,859,674‌

CAPITAL

GOODS

-

1.3%

1,000,000

AECOM

5.125

03/15/27

1,003,029‌

4,350,000

Air

Lease

Corp

3.125

12/01/30

4,019,760‌

2,430,000

(f)

Airbus

SE

3.150

04/10/27

2,392,415‌

975,000

(f)

Albion

Financing  SARL

7.000

05/21/30

995,014‌

650,000

(f)

BAE

Systems

plc

1.900

02/15/31

564,803‌

22,400,000

Boeing

Co

2.196

02/04/26

22,050,387‌

1,350,000

Boeing

Co

3.250

02/01/28

1,309,412‌

3,600,000

Boeing

Co

5.705

05/01/40

3,556,579‌

24,025,000

Boeing

Co

5.805

05/01/50

23,039,994‌

1,160,000

(f)

Chart

Industries,

Inc

7.500

01/01/30

1,214,434‌

1,075,000

(f)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

1,160,688‌

400,000

(f)

Esab

Corp

6.250

04/15/29

409,544‌

455,000

(f)

Goat

Holdco

LLC

6.750

02/01/32

462,526‌

665,000

(f)

Herc

Holdings,

Inc

6.625

06/15/29

682,289‌

425,000

(f)

Herc

Holdings,

Inc

7.000

06/15/30

443,852‌

21,200,000

Honeywell

International,

Inc

5.000

03/01/35

21,336,491‌

2,000,000

(f)

IHS

Holding

Ltd

7.875

05/29/30

2,004,459‌

1,500,000

(f),(g)

IHS

Holding

Ltd

8.250

11/29/31

1,513,099‌

675,000

(f)

James

Hardie

International

Finance

DAC

5.000

01/15/28

671,654‌

390,000

(f)

JH

North

America

Holdings,

Inc

0.000

01/31/31

393,405‌

Core

Bond

162

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.3%

(continued)

$

6,958,000

L3Harris

Technologies,

Inc

5.400

%

07/31/33

$

7,147,115‌

5,000,000

L3Harris

Technologies,

Inc

5.350

06/01/34

5,110,831‌

595,000

(f)

Masterbrand,

Inc

7.000

07/15/32

607,645‌

280,000

(f)

MITER

BRAND

6.750

04/01/32

287,184‌

1,000,000

(f)

Quikrete

Holdings,

Inc

6.375

03/01/32

1,028,320‌

10,675,000

Raytheon

Technologies

Corp

4.125

11/16/28

10,631,934‌

6,500,000

Raytheon

Technologies

Corp

6.000

03/15/31

6,983,797‌

5,000,000

Raytheon

Technologies

Corp

5.375

02/27/53

4,786,071‌

1,675,000

(f)

Sisecam

UK

plc

8.625

05/02/32

1,692,782‌

1,800,000

(f)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

6.500

11/07/33

1,910,984‌

2,500,000

(f)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3.500

09/10/51

1,601,079‌

1,575,000

(f)

TransDigm,

Inc

6.875

12/15/30

1,634,201‌

1,470,000

(f)

TransDigm,

Inc

6.000

01/15/33

1,477,988‌

425,000

(f)

WESCO

Distribution,

Inc

7.250

06/15/28

430,277‌

480,000

(f)

WESCO

Distribution,

Inc

6.375

03/15/33

496,119‌

1,595,000

(f)

Windsor

Holdings

III

LLC

8.500

06/15/30

1,709,246‌

TOTAL

CAPITAL

GOODS

136,759,407‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

1,655,000

(f)

ADT

Corp

4.875

07/15/32

1,587,613‌

325,000

(f)

ASGN,

Inc

4.625

05/15/28

316,964‌

225,000

(f)

CACI

International,

Inc

6.375

06/15/33

232,188‌

1,000,000

(f)

Garda

World

Security

Corp

4.625

02/15/27

993,801‌

1,035,000

(f)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

1,098,668‌

1,338,000

(f)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

1,344,939‌

1,300,000

(f)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

1,259,049‌

2,655,000

(f)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

2,659,158‌

3,675,000

Verisk

Analytics,

Inc

5.250

03/15/35

3,695,813‌

420,000

Verisk

Analytics,

Inc

3.625

05/15/50

299,951‌

1,235,000

Waste

Management,

Inc

1.500

03/15/31

1,055,933‌

7,700,000

Waste

Management,

Inc

4.950

03/15/35

7,732,656‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

22,276,733‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.4%

2,670,000

(f)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

2,577,852‌

755,000

(f)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

718,359‌

3,550,000

AutoNation,

Inc

5.890

03/15/35

3,600,440‌

925,000

(f)

Bath

&

Body

Works,

Inc

6.625

10/01/30

953,350‌

550,000

(f)

Group

1

Automotive,

Inc

4.000

08/15/28

530,894‌

6,975,000

Home

Depot,

Inc

4.950

06/25/34

7,059,038‌

636,000

(g)

Kohl's

Corp

4.625

05/01/31

456,563‌

800,000

(f)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

777,961‌

790,000

(f)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

839,915‌

850,000

(f)

Lithia

Motors,

Inc

4.625

12/15/27

843,367‌

2,450,000

(f),(g)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

2,335,767‌

4,900,000

(f)

Magic

Mergeco,

Inc

5.250

05/01/28

3,917,559‌

4,215,000

O'Reilly

Automotive,

Inc

3.550

03/15/26

4,188,846‌

2,175,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

2,145,798‌

2,100,000

O'Reilly

Automotive,

Inc

4.200

04/01/30

2,078,694‌

9,530,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

8,201,026‌

437,000

(f)

Prosus

NV

4.850

07/06/27

437,504‌

1,425,000

(f)

Prosus

NV

4.193

01/19/32

1,334,726‌

1,500,000

(f)

Queen

MergerCo,

Inc

6.750

04/30/32

1,545,303‌

3,025,000

Walmart,

Inc

4.350

04/28/30

3,059,636‌

460,000

(f)

Wand

NewCo

3,

Inc

7.625

01/30/32

483,427‌

335,000

(f)

Wayfair

LLC

7.250

10/31/29

335,150‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

48,421,175‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

1,000,000

(f),(g)

CD&R

Smokey

Buyer,

Inc

9.500

10/15/29

814,892‌

5,000,000

Lennar

Corp

5.000

06/15/27

5,034,902‌

1,175,000

Newell

Brands,

Inc

6.375

09/15/27

1,190,777‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

7,040,571‌

CONSUMER

SERVICES

-

0.3%

1,035,000

(f)

1011778

BC

ULC

6.125

06/15/29

1,061,469‌

163

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.3%

(continued)

$

1,455,000

(f),(g)

Caesars

Entertainment,

Inc

6.000

%

10/15/32

$

1,426,936‌

2,000,000

(f)

CDI

Escrow

Issuer,

Inc

5.750

04/01/30

2,006,518‌

3,285,000

(f)

Churchill

Downs,

Inc

6.750

05/01/31

3,376,395‌

1,960,000

(f)

Flutter

Treasury

Designated

Activity

Co

6.375

04/29/29

2,018,884‌

125,000

(f)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

125,282‌

2,990,000

(f)

Hilton

Domestic

Operating

Co,

Inc

5.875

04/01/29

3,053,911‌

2,200,000

(f)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

1,992,887‌

400,000

(f)

International

Game

Technology

plc

4.125

04/15/26

399,751‌

540,000

(f)

International

Game

Technology

plc

6.250

01/15/27

546,388‌

350,000

(f)

Light

&

Wonder

International,

Inc

7.500

09/01/31

366,244‌

425,000

(f),(g)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

408,173‌

2,000,000

(f)

Meituan

4.500

04/02/28

1,999,411‌

1,475,000

MGM

Resorts

International

6.125

09/15/29

1,500,290‌

1,420,000

(f)

Motion

Finco

Sarl

8.375

02/15/32

1,300,861‌

158,000

(f)

NCL

Corp

Ltd

5.875

03/15/26

158,197‌

2,335,000

Sands

China

Ltd

2.300

03/08/27

2,240,247‌

1,400,000

Sands

China

Ltd

5.900

08/08/28

1,410,440‌

1,200,000

Service

Corp

International

5.750

10/15/32

1,212,238‌

1,980,000

(f)

Six

Flags

Entertainment

Corp

6.625

05/01/32

2,042,241‌

1,175,000

(f)

Wynn

Macau

Ltd

5.625

08/26/28

1,155,129‌

1,100,000

(f)

Wynn

Resorts

Finance

LLC

6.250

03/15/33

1,107,053‌

TOTAL

CONSUMER

SERVICES

30,908,945‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

3,505,000

(f)

Albertsons

Cos,

Inc

6.500

02/15/28

3,588,519‌

500,000

(f)

Albertsons

Cos,

Inc

6.250

03/15/33

515,413‌

18,300,000

Kroger

Co

5.000

09/15/34

18,169,118‌

7,325,000

Kroger

Co

5.500

09/15/54

6,953,272‌

1,380,000

(f)

Performance

Food

Group,

Inc

6.125

09/15/32

1,411,649‌

730,000

SYSCO

Corp

3.750

10/01/25

728,443‌

2,850,000

SYSCO

Corp

5.400

03/23/35

2,898,866‌

3,700,000

SYSCO

Corp

3.150

12/14/51

2,363,661‌

785,000

(f)

US

Foods,

Inc

6.875

09/15/28

811,669‌

5,900,000

Walmart,

Inc

2.500

09/22/41

4,166,611‌

5,150,000

Walmart,

Inc

4.500

04/15/53

4,510,684‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

46,117,905‌

ENERGY

-

3.3%

2,500,000

(f)

Antero

Midstream

Partners

LP

5.750

01/15/28

2,495,777‌

2,000,000

(f)

Antero

Midstream

Partners

LP

6.625

02/01/32

2,065,700‌

1,875,000

(f)

Archrock

Partners

LP

6.250

04/01/28

1,881,207‌

1,580,000

(f)

Archrock

Partners

LP

6.625

09/01/32

1,609,763‌

9,200,000

BP

Capital

Markets

America,

Inc

5.227

11/17/34

9,360,555‌

400,000

(f)

Buckeye

Partners

LP

6.750

02/01/30

415,215‌

12,300,000

Cheniere

Energy

Partners

LP

4.000

03/01/31

11,704,456‌

4,250,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

3,809,854‌

6,900,000

Cheniere

Energy

Partners

LP

5.750

08/15/34

7,086,096‌

2,000,000

(f)

Chord

Energy

Corp

6.750

03/15/33

2,043,246‌

1,440,000

(f)

Civitas

Resources,

Inc

8.375

07/01/28

1,474,432‌

1,750,000

(f)

Civitas

Resources,

Inc

8.750

07/01/31

1,769,441‌

1,475,000

(f)

CNX

Resources

Corp

7.250

03/01/32

1,527,233‌

2,000,000

(f)

Cosan

Ltd

5.500

09/20/29

1,943,598‌

1,790,000

(f)

DT

Midstream,

Inc

4.125

06/15/29

1,728,828‌

1,490,000

(f)

DT

Midstream,

Inc

4.375

06/15/31

1,426,801‌

1,050,000

Ecopetrol

S.A.

6.875

04/29/30

1,040,468‌

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,921,403‌

2,675,000

(f)

Empresa

Nacional

del

Petroleo

3.450

09/16/31

2,380,090‌

6,875,000

Enbridge,

Inc

5.700

03/08/33

7,127,886‌

3,960,000

Enbridge,

Inc

2.500

08/01/33

3,290,433‌

10,350,000

Enbridge,

Inc

8.500

01/15/84

11,523,359‌

2,424,000

(f)

Energean

Israel

Finance

Ltd

4.875

03/30/26

2,392,367‌

1,450,000

(f)

Energean

Israel

Finance

Ltd

8.500

09/30/33

1,485,668‌

2,675,000

Energy

Transfer

LP

4.750

01/15/26

2,674,971‌

1,235,000

Energy

Transfer

LP

3.750

05/15/30

1,184,931‌

Core

Bond

164

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.3%

(continued)

$

10,800,000

Energy

Transfer

LP

5.750

%

02/15/33

$

11,210,333‌

4,100,000

Energy

Transfer

LP

6.550

12/01/33

4,448,349‌

2,450,000

Energy

Transfer

LP

5.550

05/15/34

2,480,310‌

450,000

Energy

Transfer

LP

5.400

10/01/47

400,735‌

4,100,000

Energy

Transfer

LP

6.250

04/15/49

4,044,136‌

4,625,000

Energy

Transfer

LP

5.000

05/15/50

3,864,975‌

7,950,000

Energy

Transfer

LP

5.950

05/15/54

7,562,814‌

10,000,000

(h)

Energy

Transfer

LP

7.125

N/A

10,186,640‌

1,670,000

Energy

Transfer

Operating

LP

5.500

06/01/27

1,699,847‌

1,425,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

1,154,615‌

2,300,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

1,822,841‌

4,575,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

2,985,244‌

6,575,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

4,347,721‌

850,000

(f)

EQT

Corp

3.125

05/15/26

836,911‌

1,200,000

(f)

EQT

Corp

6.500

07/01/27

1,227,039‌

1,756,000

(f)

EQT

Corp

4.500

01/15/29

1,734,655‌

695,000

(f)

EQT

Corp

6.375

04/01/29

716,889‌

1,600,000

Expand

Energy

Corp

5.700

01/15/35

1,622,814‌

2,211,450

(f)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

1,960,650‌

2,750,000

(f)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

2,336,375‌

490,000

Genesis

Energy

LP

8.250

01/15/29

512,388‌

1,450,000

(f)

Hilcorp

Energy

I

LP

5.750

02/01/29

1,431,131‌

1,450,000

(f)

Hilcorp

Energy

I

LP

6.000

02/01/31

1,398,350‌

2,000,000

(f)

Hilcorp

Energy

I

LP

8.375

11/01/33

2,075,174‌

3,500,000

(f),(g)

KazMunayGas

National

Co

JSC

3.500

04/14/33

3,033,372‌

2,000,000

(f)

Kinetik

Holdings

LP

6.625

12/15/28

2,045,580‌

1,070,000

(f)

Kodiak

Gas

Services

LLC

7.250

02/15/29

1,106,820‌

1,325,000

(f)

Kosmos

Energy

Ltd

7.750

05/01/27

1,177,594‌

725,000

(f),(g)

Kosmos

Energy

Ltd

8.750

10/01/31

537,208‌

15,040,000

Marathon

Petroleum

Corp

3.800

04/01/28

14,827,937‌

1,000,000

Marathon

Petroleum

Corp

4.750

09/15/44

831,744‌

2,750,000

Marathon

Petroleum

Corp

5.000

09/15/54

2,257,602‌

1,500,000

(f)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

1,561,351‌

5,000,000

(f)

MEG

Energy

Corp

5.875

02/01/29

4,994,896‌

710,000

(f)

Midwest

Connector

Capital

Co

LLC

4.625

04/01/29

703,981‌

4,475,000

MPLX

LP

1.750

03/01/26

4,388,558‌

7,235,000

MPLX

LP

2.650

08/15/30

6,547,999‌

7,735,000

(f)

Northern

Natural

Gas

Co

3.400

10/16/51

5,094,815‌

5,000,000

Occidental

Petroleum

Corp

3.500

08/15/29

4,647,788‌

1,450,000

(f)

Oleoducto

Central

S.A.

4.000

07/14/27

1,412,036‌

7,750,000

ONEOK,

Inc

4.500

03/15/50

5,981,826‌

1,600,000

ONEOK,

Inc

5.700

11/01/54

1,476,869‌

1,075,000

(f)

ORLEN

S.A.

6.000

01/30/35

1,102,258‌

2,000,000

(f)

Parkland

Corp

4.500

10/01/29

1,922,570‌

1,260,000

(f)

Parkland

Corp

4.625

05/01/30

1,206,527‌

1,210,000

(f)

Permian

Resources

Operating

LLC

7.000

01/15/32

1,254,385‌

3,600,000

(f)

Pertamina

Hulu

Energi

PT

5.250

05/21/30

3,637,999‌

6,200,000

(f)

Pertamina

Persero

PT

1.400

02/09/26

6,076,014‌

850,000

(f),(g)

Pertamina

Persero

PT

3.650

07/30/29

815,843‌

1,667,000

Petrobras

Global

Finance

BV

5.999

01/27/28

1,697,461‌

1,200,000

Petrobras

Global

Finance

BV

6.900

03/19/49

1,139,003‌

1,000,000

Petroleos

Mexicanos

5.950

01/28/31

904,030‌

6,244,000

Petroleos

Mexicanos

6.700

02/16/32

5,801,162‌

3,000,000

Petroleos

Mexicanos

7.690

01/23/50

2,359,756‌

4,870,000

(f)

Petronas

Capital

Ltd

4.950

01/03/31

4,966,807‌

3,600,000

(f)

Petronas

Capital

Ltd

5.340

04/03/35

3,686,880‌

1,000,000

(f)

Petronas

Energy

Canada

Ltd

2.112

03/23/28

943,826‌

15,790,000

Phillips

66

2.150

12/15/30

13,905,180‌

860,000

Phillips

66

Co

3.150

12/15/29

814,851‌

775,000

Phillips

66

Co

4.680

02/15/45

648,250‌

2,050,000

(f)

Promigas

S.A.

ESP

3.750

10/16/29

1,906,100‌

3,000,000

(f)

Qatar

Petroleum

2.250

07/12/31

2,626,140‌

165

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.3%

(continued)

$

2,100,000

(f)

Raizen

Fuels

Finance

S.A.

5.700

%

01/17/35

$

1,966,125‌

8,670,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

8,717,183‌

8,365,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

8,351,006‌

3,175,000

(f)

Saudi

Arabian

Oil

Co

2.250

11/24/30

2,816,279‌

1,375,000

(f)

Saudi

Arabian

Oil

Co

5.250

07/17/34

1,389,293‌

880,000

(f)

SM

Energy

Co

6.750

08/01/29

876,765‌

3,425,000

(f)

Southern

Gas

Corridor

CJSC

6.875

03/24/26

3,466,927‌

1,975,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

1,960,094‌

2,235,000

(f)

Sunoco

LP

7.000

05/01/29

2,327,491‌

1,150,000

Sunoco

LP

4.500

05/15/29

1,116,409‌

300,000

Targa

Resources

Partners

LP

6.500

07/15/27

300,197‌

1,700,000

(f)

Tengizchevroil

Finance

Co

International

Ltd

2.625

08/15/25

1,693,336‌

2,200,000

(f)

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

1,919,567‌

1,450,000

TotalEnergies

Capital

International

S.A.

2.986

06/29/41

1,068,873‌

5,550,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

3,661,361‌

2,000,000

TotalEnergies

Capital

S.A.

5.488

04/05/54

1,924,628‌

6,025,000

TotalEnergies

Capital

S.A.

5.425

09/10/64

5,636,669‌

7,835,000

TransCanada

Trust

5.500

09/15/79

7,757,726‌

888,000

(f)

Transocean,

Inc

8.750

02/15/30

913,169‌

500,000

USA

Compression

Partners

LP

6.875

09/01/27

501,006‌

2,125,000

(f)

USA

Compression

Partners

LP

7.125

03/15/29

2,177,980‌

2,000,000

(f)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

1,851,184‌

2,205,000

(f)

Venture

Global

LNG,

Inc

8.125

06/01/28

2,278,965‌

3,000,000

(f)

Venture

Global

LNG,

Inc

9.875

02/01/32

3,239,889‌

635,000

(f)

Venture

Global

Plaquemines

LNG

LLC

6.500

01/15/34

635,000‌

7,050,000

Williams

Cos,

Inc

2.600

03/15/31

6,316,234‌

5,550,000

Williams

Cos,

Inc

5.650

03/15/33

5,767,514‌

TOTAL

ENERGY

360,098,602‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.2%

6,850,000

Agree

LP

2.000

06/15/28

6,420,808‌

2,175,000

American

Homes

4

Rent

LP

5.250

03/15/35

2,158,896‌

600,000

American

Tower

Corp

3.375

10/15/26

592,331‌

1,200,000

American

Tower

Corp

3.600

01/15/28

1,178,142‌

5,370,000

American

Tower

Corp

1.500

01/31/28

5,001,570‌

5,800,000

American

Tower

Corp

3.800

08/15/29

5,639,141‌

6,950,000

American

Tower

Corp

2.900

01/15/30

6,476,162‌

1,375,000

American

Tower

Corp

2.100

06/15/30

1,221,127‌

890,000

American

Tower

Corp

1.875

10/15/30

773,619‌

5,400,000

American

Tower

Corp

5.400

01/31/35

5,512,552‌

10,206,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

9,654,122‌

1,525,000

Digital

Realty

Trust

LP

3.600

07/01/29

1,478,184‌

7,735,000

Essential

Properties

LP

2.950

07/15/31

6,878,807‌

3,200,000

Essex

Portfolio

LP

3.000

01/15/30

2,992,309‌

5,575,000

Essex

Portfolio

LP

5.375

04/01/35

5,657,500‌

4,150,000

GLP

Capital

LP

4.000

01/15/30

3,988,114‌

4,125,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

4,073,310‌

3,000,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

2,926,898‌

8,015,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

7,433,529‌

1,660,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

1,479,663‌

925,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

773,248‌

7,500,000

Highwoods

Realty

LP

3.875

03/01/27

7,361,976‌

1,025,000

Highwoods

Realty

LP

4.125

03/15/28

1,003,259‌

1,350,000

Highwoods

Realty

LP

4.200

04/15/29

1,312,858‌

8,010,000

Highwoods

Realty

LP

3.050

02/15/30

7,314,290‌

2,085,000

Highwoods

Realty

LP

2.600

02/01/31

1,801,309‌

155,000

(f)

Iron

Mountain,

Inc

7.000

02/15/29

160,456‌

1,310,000

(f)

Iron

Mountain,

Inc

6.250

01/15/33

1,346,950‌

4,385,000

Kite

Realty

Group

LP

4.950

12/15/31

4,400,311‌

3,375,000

(g)

MPT

Operating

Partnership

LP

3.500

03/15/31

2,385,984‌

345,000

(f)

MPT

Operating

Partnership

LP

8.500

02/15/32

361,062‌

1,075,000

ProLogis

LP

2.875

11/15/29

1,013,318‌

1,100,000

Regency

Centers

LP

3.900

11/01/25

1,096,105‌

Core

Bond

166

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.2%

(continued)

$

950,000

Regency

Centers

LP

3.600

%

02/01/27

$

941,179‌

3,575,000

Regency

Centers

LP

2.950

09/15/29

3,382,646‌

8,398,000

(f)

SBA

Tower

Trust

1.884

01/15/26

8,260,821‌

7,500,000

(f)

SBA

Tower

Trust

1.631

11/15/26

7,195,820‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

131,648,376‌

FINANCIAL

SERVICES

-

2.8%

9,050,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

8,891,776‌

17,975,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

17,124,332‌

7,000,000

AerCap

Ireland

Capital

DAC

3.300

01/30/32

6,341,929‌

1,250,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

999,496‌

5,705,000

(h)

Bank

of

New

York

Mellon

Corp

4.700

N/A

5,689,248‌

4,690,000

Block,

Inc

6.500

05/15/32

4,838,781‌

622,500

(f)

Brazil

Minas

SPE

via

State

of

Minas

Gerais

5.333

02/15/28

617,539‌

2,490,000

Capital

One

Financial

Corp

3.750

03/09/27

2,468,974‌

5,490,000

(g),(h)

Capital

One

Financial

Corp

3.950

N/A

5,356,575‌

7,550,000

(f)

Citadel

Finance

LLC

5.900

02/10/30

7,621,684‌

600,000

(f)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

538,562‌

2,500,000

Corebridge

Financial,

Inc

6.050

09/15/33

2,631,589‌

3,475,000

Corebridge

Financial,

Inc

5.750

01/15/34

3,610,246‌

5,400,000

Discover

Bank

3.450

07/27/26

5,340,214‌

2,275,000

Discover

Bank

2.700

02/06/30

2,096,102‌

1,705,000

(f)

FirstCash,

Inc

6.875

03/01/32

1,764,322‌

5,330,000

Fiserv,

Inc

3.500

07/01/29

5,134,389‌

5,275,000

Fiserv,

Inc

5.450

03/15/34

5,403,209‌

11,000,000

(g)

Fiserv,

Inc

5.150

08/12/34

11,040,211‌

5,800,000

Goldman

Sachs

Group,

Inc

5.798

08/10/26

5,808,053‌

5,600,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

5,607,439‌

12,425,000

Goldman

Sachs

Group,

Inc

5.330

07/23/35

12,533,026‌

360,000

Goldman

Sachs

Group,

Inc

6.750

10/01/37

395,201‌

1,900,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

1,712,853‌

4,875,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

3,646,010‌

725,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

552,757‌

10,000,000

(h)

Goldman

Sachs

Group,

Inc

7.500

N/A

10,529,270‌

5,900,000

(g),(h)

Goldman

Sachs

Group,

Inc

7.500

N/A

6,265,116‌

800,000

(f)

HAT

Holdings

I

LLC

8.000

06/15/27

833,463‌

925,000

Icahn

Enterprises

LP

5.250

05/15/27

896,261‌

3,800,000

Icahn

Enterprises

LP

4.375

02/01/29

3,194,196‌

5,400,000

(f)

Indian

Railway

Finance

Corp

Ltd

2.800

02/10/31

4,860,840‌

2,500,000

(f)

Jane

Street

Group

6.125

11/01/32

2,523,865‌

715,000

(f)

Jane

Street

Group

6.750

05/01/33

735,167‌

5,900,000

(h),(i)

Lloyds

Banking

Group

plc

6.750

N/A

5,773,033‌

2,500,000

(f)

Minejesa

Capital

BV

5.625

08/10/37

2,406,737‌

1,040,000

Morgan

Stanley

4.000

07/23/25

1,039,022‌

11,950,000

Morgan

Stanley

3.125

07/27/26

11,800,595‌

685,000

Morgan

Stanley

3.950

04/23/27

680,697‌

6,825,000

Morgan

Stanley

5.192

04/17/31

6,996,510‌

15,750,000

Morgan

Stanley

5.250

04/21/34

16,021,659‌

3,625,000

Morgan

Stanley

5.424

07/21/34

3,713,459‌

3,675,000

Morgan

Stanley

5.831

04/19/35

3,850,147‌

12,525,000

Morgan

Stanley

5.320

07/19/35

12,677,900‌

11,850,000

Morgan

Stanley

5.587

01/18/36

12,164,203‌

9,475,000

Morgan

Stanley

5.664

04/17/36

9,818,445‌

2,350,000

(f)

Muthoot

Finance

Ltd

6.375

04/23/29

2,345,217‌

5,000,000

Navient

Corp

5.000

03/15/27

4,979,686‌

1,345,000

OneMain

Finance

Corp

3.500

01/15/27

1,316,767‌

5,000,000

OneMain

Finance

Corp

4.000

09/15/30

4,613,668‌

2,000,000

OneMain

Finance

Corp

7.125

11/15/31

2,080,950‌

350,000

(f)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

371,659‌

400,000

(f)

PennyMac

Financial

Services,

Inc

6.875

05/15/32

408,988‌

2,975,000

(f),(g)

Power

Finance

Corp

Ltd

3.950

04/23/30

2,851,038‌

1,065,000

(f)

Rocket

Cos,

Inc

6.125

08/01/30

1,085,267‌

1,125,000

(f)

Rocket

Cos,

Inc

6.375

08/01/33

1,151,101‌

167

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

2.8%

(continued)

$

2,000,000

(f),(g)

Rocket

Mortgage

LLC

4.000

%

10/15/33

$

1,789,336‌

550,000

Springleaf

Finance

Corp

5.375

11/15/29

541,005‌

815,000

(f)

Starwood

Property

Trust,

Inc

6.500

07/01/30

841,781‌

6,950,000

(h)

State

Street

Corp

6.700

N/A

7,257,829‌

1,000,000

(f),(g)

SURA

Asset

Management

S.A.

6.350

05/13/32

1,051,100‌

6,450,000

(f)

UBS

Group

AG.

1.305

02/02/27

6,328,326‌

4,600,000

(f)

UBS

Group

AG.

6.442

08/11/28

4,779,727‌

7,500,000

(f)

UBS

Group

AG.

5.617

09/13/30

7,787,834‌

3,500,000

(f)

UBS

Group

AG.

3.179

02/11/43

2,566,126‌

4,000,000

(f),(h),(i)

UBS

Group

AG.

9.250

N/A

4,625,644‌

800,000

(f)

UWM

Holdings

LLC

6.625

02/01/30

800,827‌

2,000,000

(f),(g)

VistaJet

Malta

Finance

plc

6.375

02/01/30

1,874,960‌

665,000

(f)

Walker

&

Dunlop,

Inc

6.625

04/01/33

682,445‌

800,000

(f)

WEX,

Inc

6.500

03/15/33

807,122‌

TOTAL

FINANCIAL

SERVICES

307,483,505‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.7%

3,100,000

(f)

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3.375

06/29/28

2,795,721‌

16,675,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

16,270,628‌

12,553,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

11,506,586‌

2,000,000

(f)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

2,090,618‌

3,250,000

(f)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

2,883,291‌

3,000,000

(f)

Coca-Cola

Icecek

AS.

4.500

01/20/29

2,916,340‌

1,875,000

(f)

Embotelladora

Andina

S.A.

3.950

01/21/50

1,411,688‌

2,250,000

(f)

Gruma

SAB

de

C.V.

5.390

12/09/34

2,259,219‌

2,000,000

(f)

Grupo

Bimbo

SAB

de

C.V.

4.700

11/10/47

1,663,081‌

5,550,000

(f)

Mars,

Inc

5.200

03/01/35

5,616,484‌

5,000,000

(f)

Mars,

Inc

5.650

05/01/45

5,012,091‌

3,950,000

(f)

Mars,

Inc

5.700

05/01/55

3,940,357‌

1,500,000

(f)

NBM

US

Holdings,

Inc

6.625

08/06/29

1,508,660‌

9,000,000

Philip

Morris

International,

Inc

5.250

02/13/34

9,179,447‌

680,000

(f)

Post

Holdings,

Inc

6.250

02/15/32

698,825‌

2,000,000

(f)

Post

Holdings,

Inc

6.375

03/01/33

2,018,234‌

5,500,000

(f)

Primo

Water

Holdings,

Inc

4.375

04/30/29

5,332,415‌

2,500,000

(f)

Ulker

Biskuvi

Sanayi

AS.

7.875

07/08/31

2,555,665‌

1,305,000

(f)

Viking

Baked

Goods

Acquisition

Corp

8.625

11/01/31

1,278,598‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

80,937,948‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.2%

980,000

Advocate

Health

&

Hospitals

Corp

3.008

06/15/50

649,685‌

285,000

Aetna,

Inc

6.625

06/15/36

305,860‌

2,100,000

Boston

Scientific

Corp

2.650

06/01/30

1,944,121‌

3,700,000

Cardinal

Health,

Inc

5.750

11/15/54

3,646,906‌

1,640,000

Centene

Corp

2.450

07/15/28

1,522,962‌

8,310,000

Centene

Corp

3.000

10/15/30

7,425,160‌

6,250,000

(f)

CHS

5.250

05/15/30

5,542,172‌

430,000

(f)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

445,206‌

495,000

CVS

Health

Corp

3.875

07/20/25

494,622‌

8,550,000

CVS

Health

Corp

4.780

03/25/38

7,846,579‌

19,325,000

CVS

Health

Corp

5.050

03/25/48

16,686,130‌

1,000,000

(f)

DaVita,

Inc

4.625

06/01/30

958,122‌

2,000,000

(f)

DaVita,

Inc

6.875

09/01/32

2,072,360‌

1,845,000

(f)

DaVita,

Inc

6.750

07/15/33

1,905,141‌

9,160,000

Elevance

Health,

Inc

2.250

05/15/30

8,269,095‌

2,625,000

Elevance

Health,

Inc

5.125

02/15/53

2,343,684‌

2,815,000

HCA,

Inc

5.625

09/01/28

2,898,204‌

5,000,000

HCA,

Inc

3.500

09/01/30

4,728,165‌

9,475,000

HCA,

Inc

3.625

03/15/32

8,739,605‌

21,525,000

HCA,

Inc

5.750

03/01/35

22,135,733‌

3,500,000

(f)

Hologic,

Inc

3.250

02/15/29

3,335,331‌

1,975,000

(f)

IQVIA,

Inc

6.250

06/01/32

2,026,781‌

800,000

(f)

Molina

Healthcare,

Inc

6.250

01/15/33

814,319‌

225,000

Tenet

Healthcare

Corp

4.625

06/15/28

222,179‌

5,400,000

Tenet

Healthcare

Corp

6.125

10/01/28

5,407,565‌

Core

Bond

168

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.2%

(continued)

$

2,500,000

Tenet

Healthcare

Corp

4.250

%

06/01/29

$

2,424,542‌

3,200,000

Tenet

Healthcare

Corp

4.375

01/15/30

3,097,601‌

7,185,000

UnitedHealth

Group,

Inc

2.300

05/15/31

6,332,143‌

2,750,000

(g)

UnitedHealth

Group,

Inc

5.150

07/15/34

2,777,768‌

1,375,000

UnitedHealth

Group,

Inc

3.750

10/15/47

1,023,576‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

128,021,317‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

3,150,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

2,748,408‌

1,170,000

(f)

Coty,

Inc

6.625

07/15/30

1,196,794‌

8,175,000

Haleon

US

Capital

LLC

3.625

03/24/32

7,648,370‌

8,350,000

Unilever

Capital

Corp

4.625

08/12/34

8,286,336‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

19,879,908‌

INSURANCE

-

1.8%

2,550,000

(f)

Acrisure

LLC

4.250

02/15/29

2,447,293‌

700,000

(f)

Acrisure

LLC

6.750

07/01/32

709,921‌

131,000

Aflac,

Inc

6.450

08/15/40

142,423‌

825,000

(f)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

809,821‌

4,360,000

(f)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

4,432,398‌

2,000,000

(f)

Alliant

Holdings

Intermediate

LLC

6.500

10/01/31

2,037,198‌

6,400,000

(f)

Allianz

SE

6.350

09/06/53

6,700,410‌

11,160,000

Aon

Corp

2.800

05/15/30

10,340,105‌

1,450,000

Aon

Corp

5.350

02/28/33

1,492,671‌

1,775,000

(f)

Ardonagh

Finco

Ltd

7.750

02/15/31

1,855,708‌

4,500,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

4,310,145‌

825,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

760,525‌

9,950,000

Berkshire

Hathaway

Finance

Corp

2.850

10/15/50

6,420,875‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

1,160,713‌

1,300,000

Brown

&

Brown,

Inc

5.550

06/23/35

1,325,658‌

8,225,000

(f)

Five

Corners

Funding

Trust

II

2.850

05/15/30

7,635,159‌

2,500,000

(f)

Hanwha

Life

Insurance

Co

Ltd

3.379

02/04/32

2,432,827‌

15,431,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

14,515,240‌

350,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

295,001‌

3,400,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

2,126,162‌

2,755,000

(f)

HUB

International

Ltd

7.250

06/15/30

2,879,071‌

1,450,000

(f)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

1,060,133‌

525,000

MetLife,

Inc

3.600

11/13/25

523,519‌

1,025,000

MetLife,

Inc

5.000

07/15/52

928,879‌

9,875,000

MetLife,

Inc

6.350

03/15/55

10,142,879‌

5,870,000

(h)

MetLife,

Inc

3.850

N/A

5,839,674‌

8,800,000

(f)

Omnis

Funding

Trust

6.722

05/15/55

9,119,221‌

3,250,000

(f)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

3,375,941‌

10,175,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

9,573,798‌

3,500,000

Principal

Financial

Group,

Inc

2.125

06/15/30

3,115,414‌

1,975,000

Prudential

Financial,

Inc

5.200

03/14/35

1,996,327‌

2,000,000

Prudential

Financial,

Inc

3.905

12/07/47

1,562,499‌

5,500,000

Prudential

Financial,

Inc

5.125

03/01/52

5,319,179‌

10,250,000

Prudential

Financial,

Inc

6.500

03/15/54

10,529,302‌

9,575,000

Reinsurance

Group

of

America,

Inc

5.750

09/15/34

9,828,095‌

5,275,000

RenaissanceRe

Holdings

Ltd

5.800

04/01/35

5,419,669‌

985,000

(f)

Ryan

Specialty

LLC

5.875

08/01/32

992,748‌

11,300,000

(f)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

11,254,800‌

16,100,000

UnitedHealth

Group,

Inc

5.625

07/15/54

15,617,342‌

3,900,000

(a),(f)

Vitality

Re

XIV

Ltd,

(3-Month

US

Treasury

Bill

+

3.500%)

7.812

01/05/27

3,992,430‌

1,900,000

(a),(f)

Vitality

Re

XV

Ltd,

(3-Month

US

Treasury

Bill

+

2.500%)

0.000

01/07/28

1,932,110‌

5,000,000

(a),(f)

Vitality

Re

XVI

Ltd,

(3-Month

U.S.

Treasury

Bill

+

1.750%)

6.049

01/08/29

5,001,000‌

TOTAL

INSURANCE

191,954,283‌

MATERIALS

-

1.1%

875,000

(f)

Alpek

SAB

de

C.V.

4.250

09/18/29

831,572‌

2,000,000

(f)

Alpek

SAB

de

C.V.

3.250

02/25/31

1,752,829‌

370,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

363,588‌

4,725,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

4,286,863‌

7,535,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

6,747,147‌

169

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.1%

(continued)

$

2,300,000

AngloGold

Ashanti

Holdings

plc

3.375

%

11/01/28

$

2,195,633‌

2,500,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

2,332,739‌

1,778,000

(f)

Antofagasta

plc

2.375

10/14/30

1,573,275‌

1,600,000

(f)

Antofagasta

plc

5.625

05/13/32

1,627,634‌

1,150,000

(f)

Antofagasta

plc

6.250

05/02/34

1,205,758‌

1,445,000

(f)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

1,542,090‌

400,000

(f)

Avient

Corp

6.250

11/01/31

403,739‌

3,570,000

Ball

Corp

6.875

03/15/28

3,653,245‌

1,850,000

Ball

Corp

2.875

08/15/30

1,667,747‌

10,105,000

Berry

Global,

Inc

1.570

01/15/26

9,924,332‌

6,100,000

Berry

Global,

Inc

1.650

01/15/27

5,850,993‌

1,350,000

(f)

Celulosa

Arauco

y

Constitucion

S.A.

6.180

05/05/32

1,375,110‌

3,475,000

(f),(h)

Cemex

SAB

de

C.V.

7.200

N/A

3,510,619‌

1,500,000

Commercial

Metals

Co

4.125

01/15/30

1,434,638‌

3,000,000

(f)

Corp

Nacional

del

Cobre

de

Chile

3.000

09/30/29

2,780,690‌

2,000,000

(f)

Corp

Nacional

del

Cobre

de

Chile

3.150

01/14/30

1,855,553‌

3,500,000

(f)

Corp

Nacional

del

Cobre

de

Chile

6.330

01/13/35

3,631,880‌

325,000

(f)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

339,961‌

265,000

DowDuPont,

Inc

4.493

11/15/25

264,601‌

800,000

(f)

Freeport

Indonesia

PT

4.763

04/14/27

797,950‌

1,860,000

(f)

Freeport

Indonesia

PT

5.315

04/14/32

1,864,724‌

1,500,000

(f)

Fresnillo

plc

4.250

10/02/50

1,093,665‌

1,500,000

(f)

Inversiones

CMPC

S.A.

4.375

04/04/27

1,486,378‌

4,900,000

(f)

Inversiones

CMPC

S.A.

3.000

04/06/31

4,322,698‌

3,000,000

(f)

Klabin

Austria

GmbH

5.750

04/03/29

3,021,414‌

3,000,000

(f)

Kraton

Corp

5.000

07/15/27

3,036,510‌

2,600,000

(f)

MEGlobal

BV

2.625

04/28/28

2,447,619‌

2,000,000

(f)

Mineral

Resources

Ltd

8.000

11/01/27

2,009,320‌

1,325,000

(f)

Mineral

Resources

Ltd

9.250

10/01/28

1,356,016‌

725,000

(f),(g)

Nexa

Resources

S.A.

6.750

04/09/34

757,292‌

6,350,000

Nutrien

Ltd

2.950

05/13/30

5,911,116‌

1,000,000

(f)

OCP

S.A.

6.100

04/30/30

1,013,302‌

1,600,000

(f)

OCP

S.A.

3.750

06/23/31

1,433,418‌

1,075,000

(f)

OCP

S.A.

6.750

05/02/34

1,113,475‌

855,000

(f)

Olin

Corp

6.625

04/01/33

841,507‌

1,150,000

(f)

Orbia

Advance

Corp

SAB

de

C.V.

6.800

05/13/30

1,175,300‌

1,750,000

(g)

Sasol

Financing

USA

LLC

4.375

09/18/26

1,722,290‌

670,000

(f)

Sealed

Air

Corp

6.125

02/01/28

679,824‌

600,000

(f)

Sealed

Air

Corp

7.250

02/15/31

631,487‌

1,280,000

(f),(g)

Sealed

Air

Corp

6.500

07/15/32

1,326,417‌

2,400,000

Suzano

Austria

GmbH

3.750

01/15/31

2,246,774‌

5,000,000

Suzano

Austria

GmbH

3.125

01/15/32

4,406,341‌

4,070,000

(f),(g)

Tronox,

Inc

4.625

03/15/29

3,512,040‌

3,675,000

(f)

UltraTech

Cement

Ltd

2.800

02/16/31

3,288,943‌

5,000,000

(f)

Windfall

Mining

Group,

Inc

5.854

05/13/32

5,106,979‌

TOTAL

MATERIALS

117,755,035‌

MEDIA

&

ENTERTAINMENT

-

0.9%

4,900,000

(f)

CCO

Holdings

LLC

5.125

05/01/27

4,884,237‌

2,500,000

(f)

CCO

Holdings

LLC

4.500

08/15/30

2,383,449‌

5,000,000

(f)

CCO

Holdings

LLC

4.250

02/01/31

4,670,867‌

6,300,000

Charter

Communications

Operating

LLC

4.400

04/01/33

5,931,906‌

10,250,000

Charter

Communications

Operating

LLC

6.550

06/01/34

10,936,317‌

10,650,000

Charter

Communications

Operating

LLC

4.800

03/01/50

8,520,727‌

5,000,000

Charter

Communications

Operating

LLC

5.250

04/01/53

4,247,961‌

3,700,000

Comcast

Corp

4.150

10/15/28

3,692,993‌

1,000,000

Comcast

Corp

3.900

03/01/38

869,739‌

10,358,000

Comcast

Corp

2.887

11/01/51

6,303,643‌

10,186,000

Comcast

Corp

2.937

11/01/56

5,980,722‌

4,100,000

(f)

CSC

Holdings

LLC

5.500

04/15/27

3,914,461‌

985,000

(f)

DIRECTV

Holdings

LLC

5.875

08/15/27

981,785‌

2,000,000

(f),(g)

Gray

Television,

Inc

10.500

07/15/29

2,148,550‌

2,985,000

Grupo

Televisa

SAB

6.625

01/15/40

2,792,707‌

Core

Bond

170

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

0.9%

(continued)

$

650,000

Lamar

Media

Corp

3.750

%

02/15/28

$

630,059‌

2,000,000

Lamar

Media

Corp

4.875

01/15/29

1,977,036‌

1,000,000

Lamar

Media

Corp

4.000

02/15/30

955,298‌

1,675,000

Lamar

Media

Corp

3.625

01/15/31

1,547,766‌

1,275,000

(f)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

751,058‌

1,145,000

(f)

McGraw-Hill

Education,

Inc

7.375

09/01/31

1,194,397‌

3,750,000

Paramount

Global

4.200

05/19/32

3,422,622‌

2,725,000

(f)

Sirius

XM

Radio,

Inc

4.000

07/15/28

2,617,154‌

1,575,000

(f)

Sirius

XM

Radio,

Inc

4.125

07/01/30

1,452,212‌

500,000

(f),(g)

Sirius

XM

Radio,

Inc

3.875

09/01/31

444,457‌

3,000,000

(f)

Sunrise

FinCo

I

BV

4.875

07/15/31

2,837,250‌

250,000

Time

Warner

Cable

LLC

5.875

11/15/40

240,016‌

1,275,000

(f),(g)

Univision

Communications,

Inc

4.500

05/01/29

1,159,232‌

2,000,000

(f)

VZ

Secured

Financing

BV

5.000

01/15/32

1,779,217‌

968,000

(c)

Warnermedia

Holdings,

Inc

5.141

03/15/52

597,740‌

2,325,000

(g)

Weibo

Corp

3.375

07/08/30

2,164,223‌

1,413,000

(f)

Ziff

Davis,

Inc

4.625

10/15/30

1,318,991‌

TOTAL

MEDIA

&

ENTERTAINMENT

93,348,792‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

6,875,000

AbbVie,

Inc

4.050

11/21/39

6,025,984‌

24,850,000

Amgen,

Inc

5.650

03/02/53

24,263,439‌

1,500,000

(f)

Avantor

Funding,

Inc

4.625

07/15/28

1,472,939‌

2,040,000

(f)

Avantor

Funding,

Inc

3.875

11/01/29

1,931,475‌

10,000,000

Bristol-Myers

Squibb

Co

5.550

02/22/54

9,755,897‌

17,900,000

Gilead

Sciences,

Inc

5.250

10/15/33

18,518,023‌

12,700,000

Gilead

Sciences,

Inc

5.100

06/15/35

12,862,614‌

635,000

Gilead

Sciences,

Inc

4.000

09/01/36

579,203‌

1,500,000

Gilead

Sciences,

Inc

2.600

10/01/40

1,076,199‌

2,500,000

(f)

Organon

Finance  LLC

4.125

04/30/28

2,404,430‌

3,150,000

(f)

Organon

Finance  LLC

5.125

04/30/31

2,733,745‌

11,125,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

10,502,103‌

1,374,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

1,347,312‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

93,473,363‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

1,400,000

Kennedy-Wilson,

Inc

4.750

03/01/29

1,312,100‌

1,475,000

(g)

Kennedy-Wilson,

Inc

5.000

03/01/31

1,329,344‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,641,444‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.4%

11,250,000

(f)

Broadcom,

Inc

3.469

04/15/34

10,049,549‌

4,850,000

Broadcom,

Inc

4.800

10/15/34

4,791,406‌

20,542,000

(f)

Broadcom,

Inc

4.926

05/15/37

19,936,502‌

260,000

Intel

Corp

3.150

05/11/27

254,724‌

1,150,000

Intel

Corp

3.734

12/08/47

811,303‌

4,735,000

NVIDIA

Corp

2.000

06/15/31

4,200,568‌

3,000,000

(f)

TSMC

Global

Ltd

0.750

09/28/25

2,973,562‌

3,000,000

(f),(g)

TSMC

Global

Ltd

1.750

04/23/28

2,798,007‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

45,815,621‌

SOFTWARE

&

SERVICES

-

1.0%

3,450,000

Accenture

Capital,

Inc

4.500

10/04/34

3,357,589‌

11,405,000

Adobe,

Inc

2.300

02/01/30

10,516,989‌

3,000,000

(f),(g)

Ahead

DB

Holdings

LLC

6.625

05/01/28

3,009,192‌

21,850,000

AppLovin

Corp

5.125

12/01/29

22,134,400‌

265,000

(f)

CA

Magnum

Holdings

5.375

10/31/26

263,055‌

570,000

(f)

Fair

Isaac

Corp

6.000

05/15/33

575,225‌

2,270,000

(f)

Gen

Digital,

Inc

6.750

09/30/27

2,310,195‌

170,000

(f)

Gen

Digital,

Inc

6.250

04/01/33

174,563‌

19,000,000

Microsoft

Corp

2.400

08/08/26

18,676,318‌

1,850,000

Microsoft

Corp

1.350

09/15/30

1,620,243‌

1,911,000

Microsoft

Corp

2.525

06/01/50

1,180,939‌

455,000

(f)

Open

Text

Corp

6.900

12/01/27

471,065‌

2,830,000

(f)

Open

Text

Corp

3.875

12/01/29

2,665,642‌

550,000

(f)

Open

Text

Holdings,

Inc

4.125

02/15/30

519,813‌

171

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOFTWARE

&

SERVICES

-

1.0%

(continued)

$

12,750,000

Oracle

Corp

4.900

%

02/06/33

$

12,784,116‌

12,075,000

Oracle

Corp

6.000

08/03/55

12,054,652‌

3,100,000

Roper

Technologies,

Inc

1.400

09/15/27

2,916,023‌

13,155,000

Roper

Technologies,

Inc

2.000

06/30/30

11,689,866‌

5,800,000

Salesforce,

Inc

2.700

07/15/41

4,172,180‌

TOTAL

SOFTWARE

&

SERVICES

111,092,065‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.1%

3,450,000

Amphenol

Corp

2.800

02/15/30

3,236,759‌

1,100,000

Apple,

Inc

4.650

02/23/46

1,005,662‌

1,590,000

Apple,

Inc

2.650

02/08/51

987,218‌

5,625,000

(f)

Imola

Merger

Corp

4.750

05/15/29

5,430,895‌

4,700,000

(f),(g)

Lenovo

Group

Ltd

3.421

11/02/30

4,379,207‌

975,000

(f)

Sensata

Technologies

BV

4.000

04/15/29

927,304‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

15,967,045‌

TELECOMMUNICATION

SERVICES

-

2.1%

12,477,000

AT&T,

Inc

2.550

12/01/33

10,442,076‌

2,300,000

AT&T,

Inc

4.500

05/15/35

2,191,646‌

54,975,000

AT&T,

Inc

3.550

09/15/55

37,094,264‌

12,174,000

AT&T,

Inc

3.800

12/01/57

8,518,163‌

8,570,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

7.000

09/15/55

8,692,521‌

2,750,000

(f),(g)

Bharti

Airtel

Ltd

3.250

06/03/31

2,547,961‌

1,335,000

(f)

C&W

Senior

Finance

Ltd

9.000

01/15/33

1,365,087‌

1,225,000

(f)

CT

Trust

5.125

02/03/32

1,142,124‌

3,850,000

(f)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

3,287,955‌

2,500,000

(f)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

2,500,948‌

892,000

(f)

Iliad

Holding

SASU

7.000

10/15/28

908,300‌

865,000

(f)

Iliad

Holding

SASU

8.500

04/15/31

925,226‌

1,200,000

(f)

Level

3

Financing,

Inc

6.875

06/30/33

1,221,028‌

1,500,000

(f)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

1,595,250‌

1,675,000

(f)

Millicom

International

Cellular

S.A.

4.500

04/27/31

1,529,887‌

2,750,000

(f)

Millicom

International

Cellular

S.A.

7.375

04/02/32

2,822,861‌

220,000

(f)

Sable

International

Finance

Ltd

7.125

10/15/32

220,585‌

1,650,000

(f)

Sitios

Latinoamerica

SAB

de

C.V.

6.000

11/25/29

1,680,096‌

3,575,000

(f)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

3,524,239‌

1,575,000

(f)

Telecomunicaciones

Digitales

S.A.

4.500

01/30/30

1,469,214‌

1,500,000

(f)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

926,751‌

7,700,000

T-Mobile

US,

Inc

5.875

11/15/55

7,696,819‌

800,000

T-Mobile

USA,

Inc

2.250

02/15/26

787,601‌

23,850,000

T-Mobile

USA,

Inc

2.625

02/15/29

22,374,987‌

23,910,000

T-Mobile

USA,

Inc

3.875

04/15/30

23,221,818‌

10,800,000

T-Mobile

USA,

Inc

5.050

07/15/33

10,873,192‌

1,275,000

T-Mobile

USA,

Inc

3.000

02/15/41

932,988‌

4,545,000

T-Mobile

USA,

Inc

3.300

02/15/51

3,016,672‌

1,850,000

(f)

Turk

Telekomunikasyon

AS.

7.375

05/20/29

1,887,100‌

1,990,000

(f)

Turkcell

Iletisim

Hizmetleri

AS.

7.650

01/24/32

2,021,491‌

15,000,000

Verizon

Communications,

Inc

1.750

01/20/31

12,925,163‌

32,800,000

Verizon

Communications,

Inc

2.550

03/21/31

29,417,931‌

4,568,000

Verizon

Communications,

Inc

2.355

03/15/32

3,937,605‌

8,250,000

Verizon

Communications,

Inc

4.780

02/15/35

8,037,145‌

2,415,000

(f)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

2,233,939‌

5,800,000

Vodafone

Group

plc

4.250

09/17/50

4,520,659‌

760,000

(f)

Windstream

Escrow

LLC

8.250

10/01/31

795,937‌

TOTAL

TELECOMMUNICATION

SERVICES

229,287,229‌

TRANSPORTATION

-

0.4%

1,000,000

(f)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.000

07/30/27

964,467‌

800,000

(f)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.200

08/04/27

770,438‌

2,300,000

(f)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

1,945,874‌

1,450,000

(f)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

1,088,950‌

640,000

(f)

Air

Transport

Services

Group,

Inc

7.250

03/15/32

678,436‌

5,000,000

(f)

Brightline

East

LLC

11.000

01/31/30

3,700,000‌

6,375,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

5,740,057‌

1,500,000

(f)

DP

World

Ltd

5.625

09/25/48

1,397,362‌

Core

Bond

172

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.4%

(continued)

$

2,300,000

(f)

ENA

Master

Trust

4.000

%

05/19/48

$

1,656,345‌

1,110,000

(f)

Genesee

&

Wyoming,

Inc

6.250

04/15/32

1,132,614‌

2,000,000

(f)

Grupo

Aeromexico

SAB

de

C.V.

8.250

11/15/29

1,964,400‌

2,000,000

(f)

Grupo

Aeromexico

SAB

de

C.V.

8.625

11/15/31

1,910,300‌

665,000

(f)

Herc

Holdings,

Inc

7.250

06/15/33

696,788‌

4,000,000

(f)

Mexico

City

Airport

Trust

5.500

07/31/47

3,289,999‌

3,000,000

(f)

Rumo

Luxembourg

Sarl

5.250

01/10/28

2,962,899‌

4,560,000

(f)

Transnet

SOC

Ltd

8.250

02/06/28

4,716,588‌

3,940,000

(f)

XPO,

Inc

6.250

06/01/28

3,998,832‌

TOTAL

TRANSPORTATION

38,614,349‌

UTILITIES

-

2.8%

1,372,625

(f)

Adani

Transmission

Ltd

4.250

05/21/36

1,167,120‌

1,000,000

AEP

Transmission

Co

LLC

4.000

12/01/46

790,244‌

1,740,000

AEP

Transmission

Co

LLC

3.750

12/01/47

1,317,342‌

2,925,000

AEP

Transmission

Co

LLC

5.400

03/15/53

2,817,699‌

725,000

Alabama

Power

Co

4.150

08/15/44

598,514‌

3,000,000

Alabama

Power

Co

3.450

10/01/49

2,128,938‌

10,350,000

Alabama

Power

Co

3.125

07/15/51

6,912,181‌

4,742,621

(f)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

3,488,587‌

14,500,000

Ameren

Illinois

Co

4.950

06/01/33

14,694,343‌

1,650,000

American

Water

Capital

Corp

3.000

12/01/26

1,621,934‌

3,075,000

American

Water

Capital

Corp

2.800

05/01/30

2,856,920‌

10,000,000

American

Water

Capital

Corp

2.300

06/01/31

8,786,844‌

1,400,000

American

Water

Capital

Corp

4.000

12/01/46

1,108,126‌

1,425,000

American

Water

Capital

Corp

3.750

09/01/47

1,083,231‌

675,000

American

Water

Capital

Corp

3.450

05/01/50

476,513‌

760,000

American

Water

Capital

Corp

3.250

06/01/51

513,330‌

2,990,000

Atmos

Energy

Corp

1.500

01/15/31

2,552,653‌

375,000

Atmos

Energy

Corp

4.125

10/15/44

310,534‌

10,075,000

Atmos

Energy

Corp

5.000

12/15/54

9,161,495‌

2,050,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

1,552,911‌

1,700,000

(f)

Banco

Nacional

de

Comercio

Exterior

SNC

5.875

05/07/30

1,722,287‌

4,950,000

Berkshire

Hathaway

Energy

Co

3.250

04/15/28

4,844,463‌

7,137,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

6,078,851‌

850,000

Black

Hills

Corp

3.150

01/15/27

831,157‌

760,000

Black

Hills

Corp

3.875

10/15/49

550,787‌

850,000

(f)

California

Buyer

Ltd

6.375

02/15/32

851,385‌

1,200,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

1,085,955‌

800,000

(f)

Chile

Electricity

Lux

Mpc

II

Sarl

5.672

10/20/35

805,903‌

2,000,000

(f)

Cikarang

Listrindo

Tbk

PT

5.650

03/12/35

1,994,206‌

1,125,000

CMS

Energy

Corp

3.600

11/15/25

1,120,283‌

6,465,000

CMS

Energy

Corp

6.500

06/01/55

6,480,471‌

850,000

(f)

Comision

Federal

de

Electricidad

5.700

01/24/30

848,725‌

3,000,000

(f),(g)

Comision

Federal

de

Electricidad

3.348

02/09/31

2,642,673‌

9,470,000

Commonwealth

Edison

Co

3.000

03/01/50

6,136,329‌

6,250,000

Commonwealth

Edison

Co

2.750

09/01/51

3,778,128‌

10,250,000

Consolidated

Edison

Co

of

New

York,

Inc

5.500

03/15/55

9,934,690‌

817,000

Consumers

Energy

Co

2.650

08/15/52

497,913‌

8,000,000

Consumers

Energy

Co

4.200

09/01/52

6,541,413‌

1,446,750

(f)

Continuum

Green

Energy

India

Pvt

7.500

06/26/33

1,487,864‌

725,000

(f)

ContourGlobal

Power

Holdings

S.A.

6.750

02/28/30

747,011‌

7,600,000

Dominion

Energy,

Inc

7.000

06/01/54

8,154,283‌

4,500,000

Dominion

Energy,

Inc

6.625

05/15/55

4,566,928‌

1,500,000

DTE

Electric

Co

3.650

03/01/52

1,102,418‌

3,875,000

DTE

Electric

Co

5.400

04/01/53

3,783,136‌

2,650,000

DTE

Energy

Co

5.850

05/15/55

2,713,084‌

7,000,000

Duke

Energy

Carolinas

LLC

5.400

01/15/54

6,732,101‌

5,310,000

Duke

Energy

Progress

LLC

2.500

08/15/50

3,072,330‌

1,500,000

(f)

Empresa

de

Transmision

Electrica

S.A.

5.125

05/02/49

1,072,500‌

2,390,000

(f)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

2,200,384‌

1,310,000

(f)

Engie

Energia

Chile

S.A.

6.375

04/17/34

1,359,190‌

1,000,000

Entergy

Arkansas

LLC

2.650

06/15/51

585,196‌

173

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

2.8%

(continued)

$

3,000,000

Entergy

Corp

0.900

%

09/15/25

$

2,977,472‌

1,800,000

Entergy

Louisiana

LLC

5.800

03/15/55

1,800,208‌

7,350,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

5,307,074‌

900,000

(f)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

945,698‌

4,020,000

Exelon

Corp

6.500

03/15/55

4,089,006‌

2,455,000

(f)

Ferrellgas

LP

5.375

04/01/26

2,431,693‌

3,225,000

(f)

Ferrellgas

LP

5.875

04/01/29

2,983,672‌

2,237,063

(f)

FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

7.250

01/31/41

2,268,718‌

10,450,000

Florida

Power

&

Light

Co

4.800

05/15/33

10,476,923‌

5,350,000

Florida

Power

&

Light

Co

3.990

03/01/49

4,211,727‌

3,850,000

Florida

Power

&

Light

Co

5.700

03/15/55

3,894,024‌

2,000,000

Georgia

Power

Co

4.650

05/16/28

2,027,484‌

2,000,000

Georgia

Power

Co

4.950

05/17/33

2,015,492‌

1,150,000

Indiana

Michigan

Power

Co

3.750

07/01/47

854,715‌

2,865,000

Indiana

Michigan

Power

Co

3.250

05/01/51

1,873,535‌

6,000,000

(f)

Israel

Electric

Corp

Ltd

4.250

08/14/28

5,825,970‌

2,000,000

(f)

Kallpa

Generacion

SA

4.125

08/16/27

1,983,809‌

1,600,000

(f)

Korea

Southern

Power

Co

Ltd

0.750

01/27/26

1,566,763‌

7,275,000

MidAmerican

Energy

Co

3.650

04/15/29

7,134,783‌

2,175,000

MidAmerican

Energy

Co

3.650

08/01/48

1,626,952‌

1,650,000

Nevada

Power

Co

2.400

05/01/30

1,513,014‌

2,000,000

(f)

Niagara

Energy

SAC

5.746

10/03/34

1,979,928‌

15,720,000

NiSource,

Inc

1.700

02/15/31

13,459,181‌

2,650,000

NiSource,

Inc

5.850

04/01/55

2,622,193‌

2,845,000

(f)

NRG

Energy,

Inc

2.450

12/02/27

2,700,221‌

1,250,000

NRG

Energy,

Inc

5.750

01/15/28

1,256,324‌

1,200,000

(f)

NRG

Energy,

Inc

6.000

02/01/33

1,211,959‌

960,000

(f)

NRG

Energy,

Inc

6.250

11/01/34

978,094‌

150,000

Oncor

Electric

Delivery

Co

LLC

7.250

01/15/33

171,242‌

500,000

(f)

ONEOK,

Inc

5.625

01/15/28

511,145‌

2,940,000

PacifiCorp

2.700

09/15/30

2,688,116‌

350,000

(f)

Pattern

Energy

Operations

LP

4.500

08/15/28

339,101‌

1,375,000

PECO

Energy

Co

3.000

09/15/49

902,478‌

1,000,000

PECO

Energy

Co

2.800

06/15/50

626,986‌

1,400,000

(f)

Perusahaan

Listrik

Negara

PT

3.875

07/17/29

1,355,679‌

2,500,000

(f)

Perusahaan

Listrik

Negara

PT

3.375

02/05/30

2,358,750‌

135,000

Potomac

Electric

Power

Co

7.900

12/15/38

167,902‌

5,440,000

Public

Service

Co

of

Colorado

3.200

03/01/50

3,619,268‌

2,825,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

2,875,577‌

3,925,000

Public

Service

Electric

and

Gas

Co

3.150

01/01/50

2,665,025‌

5,000,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

4,894,713‌

1,500,000

(f)

Saavi

Energia

Sarl

8.875

02/10/35

1,565,250‌

4,000,000

(h)

Sempra

4.875

N/A

3,983,509‌

2,075,000

Southern

Co

Gas

Capital

Corp

3.875

11/15/25

2,066,463‌

1,250,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

1,048,808‌

3,175,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

2,440,190‌

550,000

(f)

Superior

Plus

LP

4.500

03/15/29

528,976‌

2,815,000

(f)

Talen

Energy

Supply

LLC

8.625

06/01/30

3,016,740‌

4,000,000

(f)

TerraForm

Power

Operating

LLC

4.750

01/15/30

3,829,566‌

1,378,884

(f)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,220,091‌

4,600,000

Union

Electric

Co

5.450

03/15/53

4,437,856‌

2,250,000

Union

Electric

Co

5.125

03/15/55

2,079,902‌

1,025,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

1,006,352‌

2,850,000

Virginia

Electric

and

Power

Co

5.700

08/15/53

2,806,301‌

775,000

Virginia

Electric

and

Power

Co

5.550

08/15/54

750,138‌

5,000,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

5,005,282‌

1,000,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

794,119‌

470,000

Xcel

Energy,

Inc

4.800

09/15/41

405,999‌

TOTAL

UTILITIES

310,439,659‌

TOTAL

CORPORATE

BONDS

(Cost

$3,482,559,331)

3,340,644,896‌

Core

Bond

174

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

49.8%

FOREIGN

GOVERNMENT

BONDS

-

2.0%

$

3,125,000

(f)

Angolan

Government

International

Bond

8.750

%

04/14/32

$

2,758,320‌

925,000

(f)

Baiterek

National

Managing

Holding

JSC

5.450

05/08/28

935,848‌

950,000

(f)

Bank

Gospodarstwa

Krajowego

6.250

10/31/28

1,000,013‌

3,305,000

(f)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

3,331,679‌

3,415,000

(f)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

3,110,914‌

EUR

2,100,000

(f)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

2,095,600‌

1,500,000

(f)

Barbados

Government

International

Bond

8.000

06/26/35

1,505,138‌

1,500,000

(f)

Benin

Government

International

Bond

8.375

01/23/41

1,440,438‌

CLP

845,000,000

(f)

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

6.000

04/01/33

929,028‌

BRL

5,500,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/31

888,131‌

1,705,000

Brazilian

Government

International

Bond

6.000

10/20/33

1,690,330‌

3,275,000

Brazilian

Government

International

Bond

4.750

01/14/50

2,306,245‌

1,500,000

Brazilian

Government

International

Bond

7.125

05/13/54

1,434,589‌

2,278,984

Canal

Barge

Co,

Inc

4.500

11/12/34

2,253,452‌

EUR

1,150,000

Chile

Government

International

Bond

3.750

01/14/32

1,380,556‌

5,950,000

Chile

Government

International

Bond

2.550

01/27/32

5,228,265‌

1,900,000

Chile

Government

International

Bond

3.500

01/31/34

1,701,849‌

EUR

530,000

Chile

Government

International

Bond

3.800

07/01/35

621,710‌

990,000

Chile

Government

International

Bond

3.100

05/07/41

734,936‌

2,525,000

Colombia

Government

International

Bond

3.250

04/22/32

1,995,266‌

1,350,000

Colombia

Government

International

Bond

8.000

11/14/35

1,355,792‌

1,300,000

Colombia

Government

International

Bond

5.000

06/15/45

875,880‌

1,835,000

(f)

Costa

Rica

Government

International

Bond

5.625

04/30/43

1,642,325‌

1,295,000

(f)

Dominican

Republic

Government

International

Bond

5.500

02/22/29

1,288,007‌

DOP

54,000,000

(f)

Dominican

Republic

Government

International

Bond

12.000

03/05/32

988,449‌

3,850,000

(f)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

3,228,610‌

2,040,000

(f)

Dominican

Republic

International

Bond

5.300

01/21/41

1,756,644‌

857,325

(f)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/30

743,729‌

956,102

(f)

Ecuador

Government

International

Bond

(Step

Bond)

1.000

07/31/35

692,687‌

1,150,000

(f)

Egypt

Government

International

Bond

7.600

03/01/29

1,159,234‌

1,975,000

(f)

Egypt

Government

International

Bond

8.625

02/04/30

1,994,823‌

1,500,000

(f)

Egypt

Government

International

Bond

7.053

01/15/32

1,368,488‌

1,050,000

(f)

Egypt

Government

International

Bond

8.500

01/31/47

850,628‌

1,875,000

(f)

Egypt

Government

International

Bond

8.875

05/29/50

1,556,983‌

395,000

European

Investment

Bank

4.875

02/15/36

413,469‌

4,400,000

(f)

Export-Import

Bank

of

India

3.875

02/01/28

4,321,752‌

2,200,000

Export-Import

Bank

of

Korea

0.750

09/21/25

2,180,213‌

3,200,000

Export-Import

Bank

of

Korea

1.250

09/21/30

2,763,024‌

592,900

(f)

Ghana

Government

International

Bond

5.000

07/03/29

555,059‌

1,052,600

(f)

Ghana

Government

International

Bond

5.000

07/03/35

817,603‌

525,000

(f)

Guatemala

Government

Bond

3.700

10/07/33

442,313‌

575,000

(f)

Guatemala

Government

International

Bond

4.650

10/07/41

455,688‌

1,100,000

(f)

Honduras

Government

International

Bond

5.625

06/24/30

1,050,500‌

1,825,000

(f)

Honduras

Government

International

Bond

8.625

11/27/34

1,915,338‌

710,000

(f)

Hungary

Government

International

Bond

6.125

05/22/28

733,307‌

2,000,000

(f)

Hungary

Government

International

Bond

5.375

09/26/30

2,017,976‌

575,000

(f)

Hungary

Government

International

Bond

2.125

09/22/31

477,863‌

2,975,000

(f)

Hungary

Government

International

Bond

5.500

03/26/36

2,868,240‌

INR

72,000,000

India

Government

International

Bond

7.180

08/14/33

876,116‌

500,000

Indonesia

Government

International

Bond

3.550

03/31/32

465,917‌

975,000

Indonesia

Government

International

Bond

4.750

09/10/34

958,060‌

IDR

28,000,000,000

Indonesia

Treasury

Bond

7.000

09/15/30

1,764,261‌

873,750

(f)

Iraq

Government

International

Bond

5.800

01/15/28

862,731‌

1,750,000

Israel

Government

International

Bond

5.375

03/12/29

1,783,637‌

770,000

(f)

Ivory

Coast

Government

International

Bond

6.125

06/15/33

698,432‌

2,125,000

(f)

Ivory

Coast

Government

International

Bond

8.450

04/01/36

2,044,782‌

782,154

(f)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

743,056‌

2,050,000

(f)

Ivory

Coast

Government

International

Bond

(Step

Bond)

8.250

01/30/37

1,974,579‌

710,000

Jamaica

Government

International

Bond

6.750

04/28/28

732,720‌

3,050,000

Jamaica

Government

International

Bond

7.875

07/28/45

3,552,915‌

1,000,000

(f)

Jordan

Government

International

Bond

7.500

01/13/29

1,025,786‌

175

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

2,060,000

(f)

Jordan

Government

International

Bond

5.850

%

07/07/30

$

1,980,541‌

1,750,000

(f)

Kazakhstan

Government

International

Bond

5.500

07/01/37

1,760,543‌

1,000,000

(f)

Kenya

Government

International

Bond

9.750

02/16/31

1,013,404‌

1,000,000

(f)

Kenya

Government

International

Bond

8.000

05/22/32

933,730‌

2,000,000

(f)

Kommunalbanken

AS.

1.125

06/14/30

1,748,628‌

3,000,000

(f)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1.250

04/27/26

2,926,086‌

445,000

(f)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

454,760‌

900,000

Mexico

Government

International

Bond

3.250

04/16/30

827,460‌

844,000

(c)

Mexico

Government

International

Bond

5.850

07/02/32

854,128‌

1,800,000

Mexico

Government

International

Bond

3.500

02/12/34

1,508,400‌

3,424,000

Mexico

Government

International

Bond

6.050

01/11/40

3,264,784‌

5,850,000

Mexico

Government

International

Bond

4.280

08/14/41

4,482,855‌

2,025,000

Mexico

Government

International

Bond

4.750

03/08/44

1,591,954‌

3,000,000

Mexico

Government

International

Bond

6.400

05/07/54

2,757,000‌

1,750,000

Mexico

Government

International

Bond

7.375

05/13/55

1,803,795‌

2,825,000

(f)

Morocco

Government

International

Bond

5.500

12/11/42

2,521,494‌

525,000

(f)

Morocco

Government

International

Bond

4.000

12/15/50

356,987‌

2,500,000

(f)

Namibia

Government

International

Bond

5.250

10/29/25

2,475,935‌

345,000

(f)

Nigeria

Government

International

Bond

7.875

02/16/32

326,984‌

2,325,000

(f)

Nigeria

Government

International

Bond

7.375

09/28/33

2,075,415‌

1,250,000

(f)

Nigeria

Government

International

Bond

10.375

12/09/34

1,316,669‌

1,575,000

(f)

Oman

Government

International

Bond

5.375

03/08/27

1,591,249‌

2,090,000

(f)

Oman

Government

International

Bond

6.000

08/01/29

2,188,071‌

3,125,000

(f)

OPEC

Fund

for

International

Development

4.500

01/26/26

3,125,233‌

2,475,000

Oriental

Republic

of

Uruguay

5.250

09/10/60

2,239,430‌

1,325,000

Panama

Bonos

del

Tesoro

3.362

06/30/31

1,075,820‌

3,100,000

Panama

Government

International

Bond

6.700

01/26/36

3,078,724‌

1,500,000

Panama

Government

International

Bond

4.500

04/01/56

970,410‌

340,000

(f)

Paraguay

Government

International

Bond

4.700

03/27/27

339,337‌

2,200,000

(f)

Paraguay

Government

International

Bond

6.100

08/11/44

2,105,334‌

2,800,000

(f)

Paraguay

Government

International

Bond

5.400

03/30/50

2,394,000‌

1,435,000

(f)

Perusahaan

Penerbit

SBSN

Indonesia

III

2.550

06/09/31

1,279,344‌

1,315,000

Peruvian

Government

International

Bond

3.000

01/15/34

1,106,704‌

1,965,000

Peruvian

Government

International

Bond

5.875

08/08/54

1,893,042‌

975,000

Philippine

Government

International

Bond

4.750

03/05/35

955,310‌

1,320,000

Philippine

Government

International

Bond

4.200

03/29/47

1,078,035‌

620,000

Province

of

Quebec

Canada

7.500

09/15/29

703,395‌

1,125,000

(f)

Republic

of

Azerbaijan

International

Bond

3.500

09/01/32

1,006,699‌

5,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

3,642,573‌

PLN

6,600,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

1,908,726‌

2,000,000

Republic

of

Poland

Government

International

Bond

5.125

09/18/34

2,007,485‌

2,098,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

1,954,855‌

2,000,000

(f)

Republic

of

South

Africa

Government

International

Bond

7.100

11/19/36

1,984,275‌

ZAR

23,400,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

1,076,134‌

2,895,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

2,203,730‌

1,475,000

Republic

of

South

Africa

Government

International

Bond

7.300

04/20/52

1,329,682‌

UZS

7,970,000,000

(f)

Republic

of

Uzbekistan

International

Bond

16.625

05/29/27

640,742‌

1,960,000

(f)

Republic

of

Uzbekistan

International

Bond

5.375

02/20/29

1,923,273‌

1,700,000

(f)

Republic

of

Uzbekistan

International

Bond

3.700

11/25/30

1,515,538‌

2,475,000

(f)

Republic

of

Uzbekistan

International

Bond

6.900

02/28/32

2,543,281‌

1,180,000

(f)

Romanian

Government

International

Bond

5.875

01/30/29

1,187,895‌

2,000,000

(f)

Romanian

Government

International

Bond

3.000

02/14/31

1,709,822‌

726,000

(f)

Romanian

Government

International

Bond

5.750

03/24/35

670,562‌

1,425,000

(f)

Romanian

Government

International

Bond

4.000

02/14/51

890,006‌

3,825,000

(f)

Rwanda

International

Government

Bond

5.500

08/09/31

3,256,581‌

2,800,000

(f)

Saudi

Government

International

Bond

4.500

04/17/30

2,795,919‌

1,650,000

(f)

Saudi

Government

International

Bond

5.000

01/16/34

1,652,402‌

2,810,000

(f)

Saudi

Government

International

Bond

3.750

01/21/55

1,915,290‌

1,700,000

(f)

Senegal

Government

International

Bond

6.250

05/23/33

1,117,280‌

1,825,000

(f)

Serbia

Government

International

Bond

2.125

12/01/30

1,539,390‌

1,810,000

(f)

Serbia

Government

International

Bond

6.500

09/26/33

1,905,655‌

1,525,000

(f)

Serbia

International

Bond

6.000

06/12/34

1,537,362‌

Core

Bond

176

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,110,000

State

of

Israel

3.800

%

05/13/60

$

720,612‌

1,750,000

Turkey

Government

International

Bond

6.000

01/14/41

1,440,438‌

1,125,000

Turkiye

Government

International

Bond

7.125

02/12/32

1,126,403‌

2,125,000

Turkiye

Government

International

Bond

7.625

05/15/34

2,178,154‌

1,050,000

Turkiye

Government

International

Bond

6.500

01/03/35

992,551‌

295,000

(f)

Ukraine

Government

International

Bond

1.750

02/01/29

181,794‌

429,744

(f)

Ukraine

Government

International

Bond

0.000

02/01/35

201,375‌

87,287

(f)

Ukraine

Government

International

Bond

0.000

02/01/36

40,807‌

3,625,000

United

States

International

Development

Finance

Corp

3.520

09/20/32

3,530,985‌

972,947

(f)

Zambia

Government

International

Bond

5.750

06/30/33

893,037‌

556,713

(f)

Zambia

Government

International

Bond

0.500

12/31/53

382,381‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

214,048,607‌

MORTGAGE

BACKED

-

27.6%

4,335,000

(a),(f)

Angel

Oak

Mortgage

Trust

2.837

11/25/66

3,107,387‌

4,451,229

(a),(f)

Bayview

Opportunity

Master

Fund

VI

Trust

3.000

10/25/51

3,769,683‌

67,145,184

(a),(f)

Citigroup

Mortgage

Loan

Trust

0.154

02/25/52

607,308‌

7,524,342

(a),(f)

Citigroup

Mortgage

Loan

Trust

0.250

02/25/52

104,558‌

13,155,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7.405

03/25/42

13,561,199‌

20,185,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

8.956

06/25/42

21,536,071‌

3,585,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7.655

01/25/43

3,742,945‌

2,750,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7.856

05/25/43

2,906,583‌

1,475,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

9.656

05/25/43

1,614,709‌

4,335,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7.406

06/25/43

4,528,490‌

860,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.850%)

11.156

06/25/43

939,220‌

1,650,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

7.005

07/25/43

1,705,220‌

4,015,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

9.188

07/25/43

4,248,173‌

2,015,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

10.205

07/25/43

2,151,653‌

5,510,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7.855

10/25/43

5,812,490‌

29

Fannie

Mae

Pool

7.500

01/01/29

29‌

376

Fannie

Mae

Pool

7.500

03/01/31

390‌

470,655

Fannie

Mae

Pool

3.500

05/01/32

464,409‌

344,532

Fannie

Mae

Pool

5.000

05/01/35

349,222‌

274,687

Fannie

Mae

Pool

5.000

10/01/35

278,598‌

144,812

Fannie

Mae

Pool

5.000

02/01/36

146,933‌

226,901

Fannie

Mae

Pool

5.500

11/01/38

233,071‌

2,356,519

Fannie

Mae

Pool

3.000

10/01/39

2,206,877‌

1,108,175

Fannie

Mae

Pool

3.000

05/01/40

1,034,340‌

222,055

Fannie

Mae

Pool

5.000

09/01/40

224,815‌

147,160

Fannie

Mae

Pool

4.000

02/01/41

142,209‌

273,454

Fannie

Mae

Pool

5.000

05/01/41

276,857‌

3,913,937

Fannie

Mae

Pool

4.000

09/01/42

3,757,617‌

503,358

Fannie

Mae

Pool

3.500

04/01/43

471,833‌

451,913

Fannie

Mae

Pool

3.500

09/01/43

424,680‌

1,455,599

Fannie

Mae

Pool

4.500

03/01/44

1,439,878‌

29,396,823

Fannie

Mae

Pool

4.000

05/01/44

28,148,870‌

411,939

Fannie

Mae

Pool

4.500

06/01/44

402,356‌

1,713,561

Fannie

Mae

Pool

4.500

06/01/44

1,673,710‌

922,456

Fannie

Mae

Pool

4.500

08/01/44

901,003‌

1,333,201

Fannie

Mae

Pool

4.500

10/01/44

1,302,192‌

968,186

Fannie

Mae

Pool

4.500

11/01/44

945,668‌

866,354

Fannie

Mae

Pool

5.000

11/01/44

877,458‌

270,844

Fannie

Mae

Pool

4.500

12/01/44

264,545‌

947,580

Fannie

Mae

Pool

4.000

01/01/45

906,247‌

1,064,240

Fannie

Mae

Pool

3.500

05/01/45

989,971‌

2,149,270

Fannie

Mae

Pool

3.500

01/01/46

1,994,850‌

932,571

Fannie

Mae

Pool

4.000

04/01/46

883,777‌

1,610,957

Fannie

Mae

Pool

3.500

06/01/46

1,488,562‌

3,577,295

Fannie

Mae

Pool

3.500

07/01/46

3,308,463‌

7,456,967

Fannie

Mae

Pool

3.500

07/01/46

6,991,750‌

1,266,992

Fannie

Mae

Pool

3.000

10/01/46

1,101,917‌

1,028,068

Fannie

Mae

Pool

3.500

10/01/46

949,269‌

1,724,119

Fannie

Mae

Pool

4.500

05/01/47

1,716,480‌

177

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

589,098

Fannie

Mae

Pool

3.000

%

11/01/47

$

512,372‌

3,822,833

Fannie

Mae

Pool

3.500

11/01/47

3,577,599‌

5,058,254

Fannie

Mae

Pool

3.500

01/01/48

4,662,922‌

2,023,100

Fannie

Mae

Pool

4.500

01/01/48

1,968,530‌

769,344

Fannie

Mae

Pool

4.500

02/01/48

748,594‌

1,323,765

Fannie

Mae

Pool

4.500

05/01/48

1,287,856‌

908,664

Fannie

Mae

Pool

4.500

05/01/48

883,875‌

211,195

Fannie

Mae

Pool

3.000

06/01/49

181,853‌

2,142,692

Fannie

Mae

Pool

4.500

06/01/49

2,082,561‌

13,346,280

Fannie

Mae

Pool

3.000

07/01/50

11,836,151‌

9,007,672

Fannie

Mae

Pool

2.500

08/01/51

7,558,204‌

4,368,220

Fannie

Mae

Pool

3.500

08/01/51

3,983,411‌

3,822,004

Fannie

Mae

Pool

3.000

09/01/51

3,366,740‌

25,353,923

Fannie

Mae

Pool

2.500

12/01/51

21,228,157‌

2,892,902

Fannie

Mae

Pool

2.500

01/01/52

2,407,209‌

21,439,014

Fannie

Mae

Pool

2.500

02/01/52

17,995,300‌

14,098,033

Fannie

Mae

Pool

3.000

02/01/52

12,258,229‌

8,610,939

Fannie

Mae

Pool

3.500

02/01/52

7,851,232‌

19,857,640

Fannie

Mae

Pool

2.500

04/01/52

16,507,705‌

36,467,452

Fannie

Mae

Pool

3.000

04/01/52

31,922,754‌

13,032,191

Fannie

Mae

Pool

3.000

04/01/52

11,383,010‌

33,295,714

Fannie

Mae

Pool

3.000

04/01/52

28,864,139‌

4,341,174

Fannie

Mae

Pool

2.500

05/01/52

3,608,833‌

6,574,622

Fannie

Mae

Pool

3.000

05/01/52

5,757,250‌

5,472,082

Fannie

Mae

Pool

3.500

05/01/52

4,955,920‌

32,639,604

Fannie

Mae

Pool

4.000

05/01/52

30,412,621‌

15,313,805

Fannie

Mae

Pool

3.500

06/01/52

13,842,101‌

15,688,353

Fannie

Mae

Pool

3.500

06/01/52

14,174,400‌

44,125,652

Fannie

Mae

Pool

4.000

06/01/52

41,117,186‌

10,271,827

Fannie

Mae

Pool

4.500

06/01/52

9,847,749‌

66,777,133

Fannie

Mae

Pool

4.000

07/01/52

62,224,201‌

9,942,977

Fannie

Mae

Pool

4.500

07/01/52

9,527,010‌

4,109,963

Fannie

Mae

Pool

4.500

07/01/52

3,939,031‌

55,940,260

Fannie

Mae

Pool

4.000

08/01/52

52,123,279‌

44,550,833

Fannie

Mae

Pool

4.500

08/01/52

42,693,303‌

48,269,509

Fannie

Mae

Pool

5.000

08/01/52

47,543,790‌

62,621,280

Fannie

Mae

Pool

4.000

09/01/52

58,348,365‌

150,994,081

Fannie

Mae

Pool

4.500

09/01/52

144,703,725‌

36,053,352

Fannie

Mae

Pool

5.000

09/01/52

35,509,435‌

65,484,006

Fannie

Mae

Pool

4.000

10/01/52

60,914,390‌

45,002,750

Fannie

Mae

Pool

4.500

10/01/52

43,129,560‌

34,893,954

Fannie

Mae

Pool

5.000

10/01/52

34,365,730‌

20,708,327

Fannie

Mae

Pool

4.000

11/01/52

19,292,140‌

33,051,673

Fannie

Mae

Pool

4.500

11/01/52

31,677,144‌

26,093,658

Fannie

Mae

Pool

4.500

12/01/52

25,008,531‌

10,413,211

Fannie

Mae

Pool

5.500

12/01/52

10,443,325‌

3,164,800

Fannie

Mae

Pool

5.000

01/01/53

3,116,891‌

4,164,297

Fannie

Mae

Pool

4.500

02/01/53

3,991,256‌

65,829,422

Fannie

Mae

Pool

5.000

02/01/53

64,737,945‌

20,944,681

Fannie

Mae

Pool

5.500

02/01/53

20,997,164‌

6,108,011

Fannie

Mae

Pool

6.000

02/01/53

6,223,586‌

392,764

Fannie

Mae

Pool

6.000

03/01/53

400,101‌

62,237,114

Fannie

Mae

Pool

5.000

04/01/53

61,195,296‌

6,298,253

Fannie

Mae

Pool

5.000

06/01/53

6,230,450‌

63,753,202

Fannie

Mae

Pool

5.500

06/01/53

63,847,271‌

20,371,550

Fannie

Mae

Pool

4.000

07/01/53

18,964,590‌

21,015,917

Fannie

Mae

Pool

4.500

07/01/53

20,135,332‌

23,090,108

Fannie

Mae

Pool

5.000

08/01/53

22,687,006‌

14,738,771

Fannie

Mae

Pool

5.500

08/01/53

14,758,278‌

11,474,483

Fannie

Mae

Pool

5.000

10/01/53

11,284,200‌

105,778,695

Fannie

Mae

Pool

5.500

10/01/53

105,893,909‌

38,063,925

Fannie

Mae

Pool

6.000

01/01/54

38,721,852‌

Core

Bond

178

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

8,027,742

Fannie

Mae

Pool

4.000

%

02/01/54

$

7,486,188‌

15,927,474

Fannie

Mae

Pool

6.000

03/01/54

16,199,109‌

35,644,846

Fannie

Mae

Pool

5.500

04/01/54

35,651,538‌

84,100,030

Fannie

Mae

Pool

5.500

05/01/54

84,115,820‌

189,899,626

Fannie

Mae

Pool

5.500

10/01/54

189,935,308‌

46,422,449

Fannie

Mae

Pool

6.000

10/01/54

47,186,911‌

1,890,701

(a)

Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

1.530

09/25/43

197,331‌

2,829,312

Fannie

Mae

REMICS

3.000

07/25/45

2,578,181‌

5,669,563

Fannie

Mae

REMICS

3.500

02/25/48

5,019,214‌

4,146,081

Fannie

Mae

REMICS

4.000

07/25/48

3,929,979‌

5,798,496

Fannie

Mae

REMICS

2.000

08/25/50

741,016‌

19,131,745

Fannie

Mae

REMICS

2.000

08/25/50

12,684,973‌

8,626,776

Fannie

Mae

REMICS

2.000

10/25/50

5,832,217‌

15,834,402

Fannie

Mae

REMICS

2.500

11/25/50

2,211,011‌

8,111,302

Fannie

Mae

REMICS

3.000

12/25/50

1,457,790‌

5,612,734

Fannie

Mae

REMICS

3.000

02/25/51

939,931‌

9,247,916

Fannie

Mae

REMICS

2.500

11/25/51

1,066,251‌

14,011,423

Fannie

Mae

REMICS

3.500

04/25/52

10,744,685‌

3,367,728

Fannie

Mae

REMICS

4.000

05/25/52

2,701,973‌

9,002,880

Fannie

Mae

REMICS

4.500

07/25/52

7,888,819‌

5,129,878

Fannie

Mae

REMICS

4.500

08/25/52

4,401,758‌

3,857,691

Fannie

Mae

REMICS

4.000

09/25/52

3,323,630‌

4,579,958

Fannie

Mae

REMICS

4.000

09/25/52

3,811,299‌

3,733,854

Fannie

Mae

REMICS

4.500

10/25/52

3,328,149‌

4,259,988

Fannie

Mae

REMICS

4.500

10/25/52

3,861,126‌

6,953,356

Fannie

Mae

REMICS

5.500

11/25/52

6,948,376‌

739,167

Federal

National

Mortgage

Association

(FNMA)

2.500

02/01/52

614,821‌

157

Freddie

Mac

Gold

Pool

8.000

01/01/31

158‌

4,421

Freddie

Mac

Gold

Pool

8.000

09/01/31

4,508‌

40,230

Freddie

Mac

Gold

Pool

7.000

12/01/31

42,457‌

23,153

Freddie

Mac

Gold

Pool

4.500

07/01/33

23,133‌

156,207

Freddie

Mac

Gold

Pool

7.000

12/01/33

164,856‌

55,482

Freddie

Mac

Gold

Pool

4.500

04/01/35

55,305‌

29,992

Freddie

Mac

Gold

Pool

7.000

05/01/35

31,652‌

970,298

Freddie

Mac

Gold

Pool

5.000

06/01/36

985,492‌

41,630

Freddie

Mac

Gold

Pool

5.000

07/01/39

42,199‌

886,819

Freddie

Mac

Gold

Pool

5.000

08/01/44

901,280‌

54,560

Freddie

Mac

Gold

Pool

4.500

11/01/44

53,358‌

98,689

Freddie

Mac

Gold

Pool

4.500

11/01/44

96,514‌

50,706

Freddie

Mac

Gold

Pool

4.500

12/01/44

49,088‌

48,969

Freddie

Mac

Gold

Pool

4.500

12/01/44

47,890‌

447,532

Freddie

Mac

Gold

Pool

3.500

04/01/45

416,639‌

8,878,951

Freddie

Mac

Gold

Pool

3.500

08/01/45

8,269,711‌

9,517,608

Freddie

Mac

Gold

Pool

3.500

10/01/45

8,856,654‌

2,843,048

Freddie

Mac

Gold

Pool

4.500

06/01/47

2,780,399‌

2,171,191

Freddie

Mac

Gold

Pool

4.000

09/01/47

2,060,158‌

2,909,842

Freddie

Mac

Gold

Pool

3.500

12/01/47

2,687,558‌

6,644,689

Freddie

Mac

Gold

Pool

4.500

08/01/48

6,501,676‌

4,972,594

Freddie

Mac

Pool

3.000

09/01/51

4,405,853‌

8,360,776

Freddie

Mac

Pool

2.500

11/01/51

6,962,257‌

19,704,586

Freddie

Mac

Pool

3.000

11/01/51

17,407,733‌

3,525,334

Freddie

Mac

Pool

3.000

11/01/51

3,102,961‌

1,823,937

Freddie

Mac

Pool

3.000

11/01/51

1,621,017‌

2,914,525

Freddie

Mac

Pool

3.000

11/01/51

2,574,791‌

5,115,748

Freddie

Mac

Pool

2.500

02/01/52

4,294,020‌

5,787,329

Freddie

Mac

Pool

3.000

02/01/52

5,017,699‌

7,839,535

Freddie

Mac

Pool

3.000

03/01/52

6,789,904‌

11,215,028

Freddie

Mac

Pool

2.500

04/01/52

9,359,443‌

5,157,860

Freddie

Mac

Pool

3.000

04/01/52

4,528,333‌

11,101,110

Freddie

Mac

Pool

4.000

04/01/52

10,352,338‌

49,020,996

Freddie

Mac

Pool

3.000

05/01/52

42,491,340‌

3,110,450

Freddie

Mac

Pool

3.000

06/01/52

2,709,333‌

179

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

12,957,033

Freddie

Mac

Pool

3.000

%

06/01/52

$

11,217,761‌

816,024

Freddie

Mac

Pool

3.500

06/01/52

739,923‌

21,831,817

Freddie

Mac

Pool

4.500

06/01/52

20,919,271‌

32,568,644

Freddie

Mac

Pool

4.500

07/01/52

31,174,090‌

21,866,325

Freddie

Mac

Pool

4.500

07/01/52

20,952,339‌

4,105,932

Freddie

Mac

Pool

4.500

09/01/52

3,934,880‌

38,645,697

Freddie

Mac

Pool

5.000

06/01/53

37,957,006‌

8,433,495

Freddie

Mac

Pool

5.000

08/01/53

8,304,083‌

28,646,696

Freddie

Mac

Pool

5.500

08/01/53

28,688,252‌

8,264,204

Freddie

Mac

REMICS

3.500

01/15/47

7,383,166‌

1,468,143

Freddie

Mac

REMICS

4.000

10/15/47

1,382,938‌

1,000,946

Freddie

Mac

REMICS

4.000

11/15/47

954,378‌

7,258,413

Freddie

Mac

REMICS

4.000

01/15/48

6,907,488‌

8,208,387

Freddie

Mac

REMICS

4.000

03/15/48

7,793,417‌

2,143,284

Freddie

Mac

REMICS

4.000

04/15/48

2,039,169‌

4,489,044

Freddie

Mac

REMICS

4.000

04/15/48

4,241,569‌

2,512,253

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

2.851

06/15/48

2,329,265‌

2,665,684

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

2.771

10/15/48

2,335,970‌

6,911,313

Freddie

Mac

REMICS

2.000

09/25/50

4,624,185‌

3,037,356

Freddie

Mac

REMICS

2.000

09/25/50

393,661‌

12,317,544

Freddie

Mac

REMICS

3.000

09/25/50

9,004,542‌

6,306,765

Freddie

Mac

REMICS

3.000

10/25/50

4,469,997‌

19,843,923

Freddie

Mac

REMICS

2.500

02/25/51

3,266,066‌

8,039,524

Freddie

Mac

REMICS

2.500

05/25/51

5,042,942‌

3,202,051

Freddie

Mac

REMICS

4.000

08/25/52

2,682,357‌

5,725,243

Freddie

Mac

REMICS

4.500

10/25/52

5,321,405‌

7,049,662

Freddie

Mac

REMICS

5.500

11/25/52

7,140,242‌

3,705,312

Freddie

Mac

REMICS

5.500

02/25/53

3,645,214‌

720,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

11.405

01/25/42

768,453‌

3,260,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

9.055

02/25/42

3,417,311‌

6,555,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.650%)

8.647

04/25/42

7,013,198‌

14,767,800

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7.655

05/25/42

15,357,331‌

28,730,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

8.805

06/25/42

30,558,983‌

13,505,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8.305

07/25/42

14,264,324‌

1,000,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.550%)

7.855

08/25/42

1,047,268‌

12,595,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

8.005

09/25/42

13,277,222‌

715,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

8.444

03/25/43

745,508‌

4,515,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7.556

04/25/43

4,737,043‌

3,675,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

7.805

05/25/43

3,884,897‌

80,394

(a),(f)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3.782

02/25/48

78,080‌

98,323

(a),(f)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3.848

05/25/48

95,404‌

169,700

Ginnie

Mae

I

Pool

5.000

06/15/39

171,194‌

18,382

Ginnie

Mae

II

Pool

6.500

11/20/38

19,228‌

4,030,685

Ginnie

Mae

II

Pool

3.000

06/20/51

3,569,279‌

5,124,248

Ginnie

Mae

II

Pool

3.000

12/20/51

4,534,487‌

5,842,142

Ginnie

Mae

II

Pool

2.500

02/20/52

4,872,013‌

53,476,130

Ginnie

Mae

II

Pool

3.500

07/20/52

48,780,115‌

8,933,440

Ginnie

Mae

II

Pool

4.000

08/20/52

8,347,250‌

28,146,281

Ginnie

Mae

II

Pool

4.500

08/20/52

27,168,297‌

43,187,695

Ginnie

Mae

II

Pool

4.000

09/20/52

40,362,700‌

8,675,410

Ginnie

Mae

II

Pool

5.000

11/20/52

8,565,442‌

11,556,803

Ginnie

Mae

II

Pool

4.500

03/20/53

11,135,004‌

13,400,708

Government

National

Mortgage

Association

5.000

01/20/40

2,582,229‌

6,189,047

Government

National

Mortgage

Association

4.500

03/20/40

1,087,260‌

10,019,748

Government

National

Mortgage

Association

5.000

03/20/40

1,928,318‌

8,878,346

Government

National

Mortgage

Association

2.500

12/20/43

7,965,470‌

2,755,411

Government

National

Mortgage

Association

3.000

03/20/45

2,478,816‌

1,101,384

Government

National

Mortgage

Association

4.000

06/20/46

124,451‌

3,583,819

Government

National

Mortgage

Association

5.000

09/20/46

668,105‌

13,172,528

Government

National

Mortgage

Association

3.000

11/20/51

9,432,049‌

17,692,530

Government

National

Mortgage

Association

3.000

12/20/51

12,875,859‌

15,944,127

Government

National

Mortgage

Association

3.000

01/20/52

11,838,425‌

Core

Bond

180

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

14,860,717

Government

National

Mortgage

Association

3.000

%

02/20/52

$

10,103,301‌

10,241,337

Government

National

Mortgage

Association

4.000

04/20/52

8,683,666‌

10,051,701

Government

National

Mortgage

Association

5.000

04/20/52

1,833,563‌

5,505,281

Government

National

Mortgage

Association

4.000

07/20/52

4,539,634‌

8,679,777

Government

National

Mortgage

Association

4.500

09/20/52

7,705,997‌

7,569,541

Government

National

Mortgage

Association

4.500

09/20/52

7,056,773‌

6,302,293

Government

National

Mortgage

Association

4.500

09/20/52

5,974,373‌

4,593,772

Government

National

Mortgage

Association

4.500

09/20/52

4,083,897‌

5,297,049

Government

National

Mortgage

Association

4.500

02/20/53

4,847,635‌

4,694,152

Government

National

Mortgage

Association

5.500

02/20/53

4,668,757‌

8,423,025

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

2.648

05/20/53

705,367‌

6,338,863

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

6.428

08/20/53

6,966,744‌

3,926,743

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

25.350%)

8.573

08/20/53

4,645,278‌

76,761,711

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust

0.151

08/25/51

662,676‌

11,650,602

(a),(f)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

9,406,812‌

7,600,039

(a),(f)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

6,162,808‌

2,575,659

(a),(f)

GS

Mortgage-Backed

Securities

Trust

2.825

05/28/52

2,134,594‌

7,281,048

(a),(f)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

6,166,218‌

58,659

(a)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5.094

03/25/35

53,737‌

1,001,193

(a),(f)

J.P.

Morgan

Mortgage

Trust

3.242

10/25/52

812,196‌

987,076

(a),(f)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

897,847‌

677,587

(a),(f)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

606,368‌

114,912

(a),(f)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

107,372‌

21,468,812

(a),(f)

JP

Morgan

Mortgage

Trust

0.118

06/25/51

139,253‌

37,732,353

(a),(f)

JP

Morgan

Mortgage

Trust

0.108

11/25/51

225,481‌

3,401,380

(a),(f)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

2,758,405‌

37,869,670

(a),(f)

JP

Morgan

Mortgage

Trust

0.115

12/25/51

242,411‌

3,622,316

(a),(f)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

2,937,577‌

876,170

(a),(f)

JP

Morgan

Mortgage

Trust

2.845

12/25/51

703,481‌

7,556,627

(a),(f)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

6,115,630‌

8,659,270

(a),(f)

JP

Morgan

Mortgage

Trust

0.500

04/25/52

251,134‌

6,421,045

(a),(f)

JP

Morgan

Mortgage

Trust

3.343

04/25/52

5,446,476‌

4,113,281

(a),(f)

JP

Morgan

Mortgage

Trust

3.343

04/25/52

3,450,714‌

2,252,743

(a),(f)

JP

Morgan

Mortgage

Trust

3.343

04/25/52

1,835,667‌

10,874,798

(a),(f)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

8,778,249‌

2,510,043

(a),(f)

JP

Morgan

Mortgage

Trust

3.000

06/25/52

2,139,816‌

74,205,999

(f)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

717,876‌

11,373,612

(a),(f)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

9,183,167‌

18,276,476

(a),(f)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

16,180,440‌

12,452,196

(a),(f)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

10,537,200‌

7,290,696

(a),(f)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

6,169,476‌

4,759,740

(a),(f)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

4,024,899‌

6,866,732

(a),(f)

JP

Morgan

Mortgage

Trust

3.000

04/25/53

5,810,712‌

3,166,414

(a),(f)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

3,062,036‌

2,812,077

(a),(f)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

2,780,521‌

6,856,297

(a),(f)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

5,555,693‌

6,813,203

(a),(f)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

6,060,717‌

5,096,549

(a),(f)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

4,124,672‌

4,799,068

(a),(f)

OBX

3.000

01/25/52

4,061,030‌

2,239,155

(a),(f)

RCKT

Mortgage

Trust

3.006

09/25/51

1,795,307‌

12,309,734

(a),(f)

RCKT

Mortgage

Trust

2.500

02/25/52

9,981,860‌

4,422,345

(a),(f)

RCKT

Mortgage

Trust

3.000

05/25/52

3,745,222‌

337,658

(a),(f)

RCKT

Mortgage

Trust

3.189

05/25/52

280,133‌

801,296

(a),(f)

RCKT

Mortgage

Trust

4.000

06/25/52

724,479‌

116,268

(a),(f)

Sequoia

Mortgage

Trust

4.000

06/25/49

110,117‌

1,125,702

(a),(f)

Sequoia

Mortgage

Trust

3.500

12/25/49

1,011,346‌

3,423,291

(a),(f)

Sequoia

Mortgage

Trust

2.500

06/25/51

2,775,918‌

2,500,000

(a),(f)

Verus

Securitization

Trust

7.487

02/25/68

2,512,903‌

357,656

(f)

Verus

Securitization

Trust

(Step

Bond)

2.733

05/25/65

346,094‌

4,455,504

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

3,777,474‌

181

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,432,171

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.309

%

08/25/51

$

3,741,787‌

TOTAL

MORTGAGE

BACKED

3,010,109,770‌

MUNICIPAL

BONDS

-

0.1%

550,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

4.038

09/01/34

520,212‌

3,400,000

New

Jersey

Economic

Development

Authority

7.425

02/15/29

3,592,539‌

4,075,000

New

York

State

Dormitory

Authority

4.294

07/01/44

3,464,654‌

33,000

State

Public

School

Building

Authority

5.000

09/15/27

33,362‌

TOTAL

MUNICIPAL

BONDS

7,610,767‌

U.S.

TREASURY

SECURITIES

-

20.1%

8,177,920

(j)

United

States

Treasury

Inflation

Indexed

Bonds

1.875

07/15/34

8,184,190‌

98,850,000

United

States

Treasury

Note

4.125

10/31/26

99,124,155‌

2,690,000

United

States

Treasury

Note

4.125

01/31/27

2,702,294‌

31,070,000

United

States

Treasury

Note

4.125

02/28/27

31,231,418‌

6,945,000

United

States

Treasury

Note

3.875

03/31/27

6,955,852‌

1,275,000

United

States

Treasury

Note

3.750

04/30/27

1,274,801‌

640,000

United

States

Treasury

Note

4.250

01/15/28

648,275‌

15,000,000

United

States

Treasury

Note

3.875

03/15/28

15,072,070‌

11,260,000

United

States

Treasury

Note

3.750

04/15/28

11,274,075‌

32,158,000

United

States

Treasury

Note

3.750

05/15/28

32,205,735‌

20,000,000

United

States

Treasury

Note

4.250

01/31/30

20,394,531‌

169,993,000

United

States

Treasury

Note

3.875

06/30/30

170,643,754‌

8,300,000

United

States

Treasury

Note

4.375

01/31/32

8,496,801‌

16,700,000

United

States

Treasury

Note

4.125

02/29/32

16,852,648‌

59,010,000

United

States

Treasury

Note

4.125

03/31/32

59,533,253‌

129,789,000

United

States

Treasury

Note

4.125

05/31/32

130,884,095‌

25,000,000

United

States

Treasury

Note

4.125

06/30/32

25,019,531‌

41,625,000

United

States

Treasury

Note

4.250

05/15/35

41,690,039‌

3,250,000

United

States

Treasury

Note

4.625

11/15/44

3,181,445‌

1,235,000

United

States

Treasury

Note

4.750

02/15/45

1,228,439‌

4,675,000

United

States

Treasury

Note

5.000

05/15/45

4,802,102‌

97,421,000

United

States

Treasury

Note

4.625

02/15/55

94,833,255‌

5,750,000

United

States

Treasury

Note

4.750

05/15/55

5,717,656‌

6,135,000

United

States

Treasury

Note/Bond

5.000

10/31/25

6,147,522‌

18,200,000

United

States

Treasury

Note/Bond

4.250

01/31/26

18,199,289‌

650,000

United

States

Treasury

Note/Bond

4.875

05/31/26

654,646‌

2,450,000

United

States

Treasury

Note/Bond

4.625

06/30/26

2,464,355‌

8,150,000

United

States

Treasury

Note/Bond

0.875

09/30/26

7,850,742‌

3,725,000

United

States

Treasury

Note/Bond

3.500

09/30/26

3,705,793‌

30,000,000

United

States

Treasury

Note/Bond

4.625

10/15/26

30,267,187‌

16,425,000

United

States

Treasury

Note/Bond

4.625

11/15/26

16,584,117‌

23,720,000

United

States

Treasury

Note/Bond

1.250

12/31/26

22,833,280‌

3,700,000

United

States

Treasury

Note/Bond

4.500

05/15/27

3,748,707‌

865,000

United

States

Treasury

Note/Bond

3.500

04/30/28

860,303‌

200,000

United

States

Treasury

Note/Bond

1.000

07/31/28

184,383‌

1,090,000

United

States

Treasury

Note/Bond

3.250

06/30/29

1,070,073‌

1,785,000

United

States

Treasury

Note/Bond

4.000

10/31/29

1,802,013‌

1,356,000

United

States

Treasury

Note/Bond

3.500

04/30/30

1,338,573‌

7,435,000

United

States

Treasury

Note/Bond

4.625

09/30/30

7,714,684‌

11,286,000

United

States

Treasury

Note/Bond

4.000

01/31/31

11,365,796‌

30,000,000

United

States

Treasury

Note/Bond

4.250

02/28/31

30,578,906‌

24,000,000

United

States

Treasury

Note/Bond

4.125

03/31/31

24,301,875‌

8,775,000

United

States

Treasury

Note/Bond

4.625

04/30/31

9,110,918‌

25,495,000

United

States

Treasury

Note/Bond

4.125

07/31/31

25,787,794‌

7,775,000

United

States

Treasury

Note/Bond

1.250

08/15/31

6,651,270‌

6,950,000

United

States

Treasury

Note/Bond

3.625

09/30/31

6,833,805‌

122,235,000

United

States

Treasury

Note/Bond

3.375

05/15/33

116,519,559‌

1,900,000

United

States

Treasury

Note/Bond

4.750

02/15/37

1,978,895‌

10,875,000

United

States

Treasury

Note/Bond

3.500

02/15/39

9,819,360‌

16,015,000

United

States

Treasury

Note/Bond

3.875

08/15/40

14,733,174‌

2,850,000

United

States

Treasury

Note/Bond

1.875

02/15/41

1,960,266‌

33,830,000

United

States

Treasury

Note/Bond

2.000

11/15/41

23,266,054‌

12,000,000

United

States

Treasury

Note/Bond

3.125

11/15/41

9,841,406‌

Core

Bond

182

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

370,024,100

United

States

Treasury

Note/Bond

2.375

%

02/15/42

$

269,192,533‌

4,115,000

United

States

Treasury

Note/Bond

3.250

05/15/42

3,403,716‌

209,174,000

United

States

Treasury

Note/Bond

3.875

02/15/43

187,243,413‌

8,670,000

United

States

Treasury

Note/Bond

3.875

05/15/43

7,744,071‌

20,990,000

United

States

Treasury

Note/Bond

4.375

08/15/43

20,006,914‌

54,460,000

United

States

Treasury

Note/Bond

4.750

11/15/43

54,402,562‌

117,010,000

United

States

Treasury

Note/Bond

4.625

05/15/44

114,747,502‌

5,010,000

United

States

Treasury

Note/Bond

4.125

08/15/44

4,589,825‌

1,380,000

United

States

Treasury

Note/Bond

2.500

05/15/46

953,116‌

10,450,000

United

States

Treasury

Note/Bond

3.000

05/15/47

7,825,662‌

1,255,000

United

States

Treasury

Note/Bond

2.750

08/15/47

894,482‌

42,835,000

United

States

Treasury

Note/Bond

2.750

11/15/47

30,459,701‌

55,445,000

United

States

Treasury

Note/Bond

3.000

02/15/48

41,196,068‌

510,000

United

States

Treasury

Note/Bond

3.125

05/15/48

386,943‌

45,841,000

United

States

Treasury

Note/Bond

3.375

11/15/48

36,262,738‌

217,477,000

United

States

Treasury

Note/Bond

2.250

02/15/52

132,839,369‌

86,704,000

United

States

Treasury

Note/Bond

3.625

02/15/53

70,778,913‌

TOTAL

U.S.

TREASURY

SECURITIES

2,193,052,687‌

TOTAL

GOVERNMENT

BONDS

(Cost

$5,716,947,849)

5,424,821,831‌

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

0.9%

3,965,434

Nuveen

Ultra

Short

Income

ETF

100,444,443‌

TOTAL

INVESTMENT

COMPANIES

(Cost

$100,021,760)

100,444,443‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

200,000

Morgan

Stanley

4,960,000‌

208,700

Morgan

Stanley

5,369,851‌

TOTAL

FINANCIAL

SERVICES

10,329,851‌

TOTAL

PREFERRED

STOCKS

(Cost

$10,877,500)

10,329,851‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

14.4%

ASSET

BACKED

-

5.5%

4,000,000

(a),(f)

AGL

CLO

19

Ltd,

(TSFR3M

+

2.750%),

Series

2022

19A

7.022

07/21/35

4,000,200‌

4,000,000

(a),(c),(f)

AGL

CLO

19

Ltd,

(TSFR3M

+

1.650%),

Series

2022

19A

0.000

07/21/38

4,005,000‌

3,243,487

(f)

Alterna

Funding

III

LLC,

Series

2024

1A

6.260

05/16/39

3,274,124‌

5,595,974

(f)

Apollo

aviation

securitization,

Series

2021

2A

2.798

01/15/47

5,208,777‌

55,677

(f)

Asset

Backed

Funding

Corp

NIM

Trust,

Series

2005

WMC1

5.900

07/26/35

1‌

1,181,200

(f)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2020

2A

2.020

02/20/27

1,167,595‌

6,800,000

(f)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

1A

1.630

08/20/27

6,595,682‌

3,100,000

(f)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

1A

2.130

08/20/27

3,005,541‌

1,000,000

(f)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

2A

1.660

02/20/28

960,624‌

14,591,950

BMW

Vehicle

Lease

Trust,

Series

2024

2

4.290

01/25/27

14,576,496‌

392,804

(f)

BRE

Grand

Islander

Timeshare

Issuer

LLC,

Series

2019

A

3.280

09/26/33

387,037‌

10,000,000

(f)

Brex

Commercial

Charge

Card

Master

Trust,

Series

2024

1

6.050

07/15/27

10,076,562‌

1,163,014

(f)

British

Airways

Pass

Through

Trust,

Series

2020

A

3.800

09/20/31

1,124,975‌

3,798,648

(f)

Capital

Automotive

REIT,

Series

2021

1A

1.440

08/15/51

3,640,620‌

8,296,750

(f)

Capital

Automotive

REIT,

Series

2021

1A

1.920

08/15/51

7,944,203‌

5,708,250

(f)

Cars

Net

Lease

Mortgage

Notes,

Series

2020

1A

2.010

12/15/50

5,330,145‌

11,606,835

(f)

Cars

Net

Lease

Mortgage

Notes

Series,

Series

2020

1A

3.100

12/15/50

10,933,890‌

234,643

Carvana

Auto

Receivables

Trust,

Series

2021

N2

1.270

03/10/28

227,280‌

1,103,425

Carvana

Auto

Receivables

Trust,

Series

2021

N4

1.720

09/11/28

1,067,914‌

974,184

(f)

Carvana

Auto

Receivables

Trust,

Series

2022

N1

4.130

12/11/28

964,173‌

4,150,000

(a),(f)

Cayuga

Park

CLO

Ltd,

(TSFR3M

+

1.912%),

Series

2020

1A

1.000

07/17/34

4,162,620‌

38,322

(a)

C-BASS

Trust,

(TSFR1M

+

0.274%),

Series

2006

CB6

3.364

07/25/36

37,968‌

8,817,685

(a),(f)

CBRE

Realty

Finance,

(LIBOR

3

M

+

0.300%),

Series

2007

1A

4.855

04/07/52

882‌

183

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

8,769,657

(f)

CF

Hippolyta

LLC,

Series

2020

1

1.690

%

07/15/60

$

8,675,813‌

2,606,397

(f)

CF

Hippolyta

LLC,

Series

2020

1

1.990

07/15/60

2,409,136‌

1,798,904

(f)

CF

Hippolyta

LLC,

Series

2020

1

2.280

07/15/60

1,779,925‌

27,500,000

Chase

Issuance

Trust,

Series

2022

A1

3.970

09/15/27

27,470,746‌

5,855,000

(a),(f)

CIFC

Funding

Ltd,

(LIBOR

3

M

+

1.862%),

Series

2020

2A

6.131

10/20/34

5,862,383‌

5,625,000

(a),(f)

CIFC

Funding

Ltd,

(TSFR3M

+

1.912%),

Series

2020

1A

6.168

07/15/36

5,634,563‌

430

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond),

Series

2002

1

6.200

02/25/30

428‌

1,500,000

CNH

Equipment

Trust,

Series

2024

B

5.190

09/17/29

1,520,512‌

9,035,000

CNH

Equipment

Trust,

Series

2024

C

4.030

01/15/30

9,020,717‌

11,450,000

(f)

Cologix

Data

Centers

US

Issuer

LLC,

Series

2021

1A

3.300

12/26/51

11,079,803‌

1,060,313

(f)

DB

Master

Finance

LLC,

Series

2019

1A

4.352

05/20/49

1,040,659‌

16,405,000

(f)

DB

Master

Finance

LLC,

Series

2021

1A

2.045

11/20/51

15,793,371‌

12,931,000

(f)

DB

Master

Finance

LLC,

Series

2021

1A

2.493

11/20/51

11,973,234‌

921,877

(f)

Diamond

Resorts

Owner

Trust,

Series

2021

1A

2.050

11/21/33

916,953‌

649,250

(f)

Domino's

Pizza

Master

Issuer

LLC,

Series

2015

1A

4.474

10/25/45

647,868‌

2,274,000

(f)

Domino's

Pizza

Master

Issuer

LLC,

Series

2018

1A

4.116

07/25/48

2,266,787‌

13,566,375

(f)

Domino's

Pizza

Master

Issuer

LLC,

Series

2021

1A

2.662

04/25/51

12,657,965‌

3,800,000

(a),(f)

Dryden

49

Senior

Loan

Fund,

(TSFR3M

+

1.862%),

Series

2017

49A

6.131

07/18/30

3,805,388‌

10,040,000

(f)

Flexential

Issuer,

LLC,

Series

2021

1A

3.250

11/27/51

9,715,908‌

6,161,487

(f)

FNA

VI

LLC,

Series

2021

1A

1.350

01/10/32

5,728,886‌

7,000,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

A

5.090

12/15/28

7,068,310‌

24,625,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

C

4.070

07/15/29

24,590,720‌

4,604,348

GM

Financial

Consumer

Automobile

Receivables

Trust,

Series

2024

4

4.530

10/18/27

4,604,608‌

1,910,000

(f)

Hardee's

Funding

LLC,

Series

2020

1A

3.981

12/20/50

1,816,371‌

505,812

(f)

HERO

Funding

Trust,

Series

2017

3A

3.190

09/20/48

446,779‌

181,421

(f)

HERO

Funding

Trust,

Series

2017

2A

3.280

09/20/48

161,720‌

657,556

(f)

HERO

Funding

Trust,

Series

2017

3A

3.950

09/20/48

594,420‌

362,841

(f)

HERO

Funding

Trust,

Series

2017

2A

4.070

09/20/48

331,175‌

2,350,000

(f)

Hertz

Vehicle

Financing

LLC,

Series

2022

4A

4.120

09/25/26

2,345,835‌

1,850,000

(f)

Hertz

Vehicle

Financing

LLC,

Series

2022

4A

4.610

09/25/26

1,846,297‌

324,467

(f)

Hilton

Grand

Vacations

Trust,

Series

2019

AA

2.340

07/25/33

318,861‌

37,555

(a)

Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%),

Series

2003

1

3.986

06/25/33

36,902‌

32,500,000

Honda

Auto

Receivables

Owner

Trust,

Series

2024

4

4.330

05/15/29

32,575,186‌

18,000,000

Honda

Auto

Receivables

Owner

Trust,

Series

2025

1

4.570

09/21/29

18,173,957‌

1,308,803

(f)

Horizon

Aircraft

Finance

II

Ltd,

Series

2019

1

3.721

07/15/39

1,264,263‌

2,747,157

(f)

Horizon

Aircraft

Finance

III

Ltd,

Series

2019

2

3.425

11/15/39

2,611,156‌

3,750,000

(f),(k)

Industrial

DPR

Funding

Ltd,

Series

2022

1A

5.380

04/15/34

3,351,338‌

1,850,000

(a),(f)

KKR

Clo

32

Ltd,

(TSFR3M

+

2.100%),

Series

2024

32A

6.356

04/15/37

1,859,150‌

8,400,000

(f)

Kubota

Credit

Owner

Trust,

Series

2025

1A

4.670

06/15/29

8,511,082‌

2,250,000

(f)

M&T

Bank

Auto

Receivables

Trust,

Series

2025

1A

4.730

06/17/30

2,275,996‌

653,587

(f)

MAPS

Trust,

Series

2021

1A

2.521

06/15/46

615,737‌

2,700,000

(a),(f)

Massachusetts

St,

(TSFR3M

+

1.912%),

Series

2021

3A

6.168

01/15/35

2,704,520‌

515,633

(f)

MVW

LLC,

Series

2021

2A

1.830

05/20/39

486,924‌

1,014,089

(f)

MVW

LLC,

Series

2021

1WA

1.440

01/22/41

967,352‌

638,876

(f)

MVW

LLC,

Series

2021

1WA

1.940

01/22/41

607,924‌

842,466

(f)

Navient

Private

Education

Refi

Loan

Trust,

Series

2020

HA

1.310

01/15/69

791,631‌

657,406

(f)

Navient

Student

Loan

Trust,

Series

2019

BA

3.390

12/15/59

642,814‌

1,100,000

(a),(f)

Neuberger

Berman

CLO

Ltd,

(TSFR3M

+

1.750%),

Series

2024

56A

6.772

07/24/37

1,103,332‌

6,750,000

(a),(f)

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd,

(TSFR3M

+

1.662%),

Series

2021

40A

5.922

04/16/33

6,757,985‌

5,018,421

(f)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series,

Series

2021

1A

1.480

01/20/51

4,892,944‌

4,466,935

(f)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series,

Series

2021

2A

2.380

11/20/51

4,259,757‌

5,450,000

(a),(f)

OHA

Credit

Funding

10

Ltd,

(TSFR3M

+

1.912%),

Series

2021

10A

6.181

01/18/36

5,458,398‌

10,000,000

(f)

OneMain

Financial

Issuance

Trust,

Series

2020

2A

1.750

09/14/35

9,749,575‌

1,280,553

(f)

Oportun

Issuance

Trust,

Series

2021

B

1.960

05/08/31

1,250,393‌

1,600,000

(f)

Oscar

US

Funding

XVII

LLC,

Series

2024

2A

4.470

03/12/29

1,597,186‌

6,340,000

(f)

PFS

Financing

Corp,

Series

2024

D

5.340

04/15/29

6,448,526‌

18,750,000

(f)

PFS

Financing

Corp,

Series

2025

B

4.850

02/15/30

18,979,894‌

17,017,180

(f)

Porsche

Innovative

Lease

Owner

Trust,

Series

2024

2A

4.470

12/21/26

17,013,146‌

1,500,000

(f)

Progress

Residential

Trust,

Series

2021

SFR9

2.711

11/17/40

1,413,908‌

2,750,000

(f)

Regional

Management

Issuance

Trust,

Series

2024

2

5.490

12/15/33

2,776,709‌

2,579,518

(f)

Renew,

Series

2018

1

3.950

09/20/53

2,410,346‌

6,873,508

(f)

SBNA

Auto

Lease

Trust,

Series

2024

B

5.670

11/20/26

6,881,967‌

Core

Bond

184

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

1,320,000

(f)

SCCU

Auto

Receivables

Trust,

Series

2024

1A

5.160

%

05/15/30

$

1,337,909‌

3,905,000

(f)

SCCU

Auto

Receivables

Trust,

Series

2024

1A

5.620

12/16/30

3,943,217‌

11,051,775

(f)

SERVPRO

Master

Issuer

LLC,

Series

2019

1A

3.882

10/25/49

10,869,620‌

3,216,000

(f)

SERVPRO

Master

Issuer

LLC,

Series

2021

1A

2.394

04/25/51

2,998,707‌

512,650

(f)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2021

1A

0.990

11/20/37

503,529‌

555,851

(f)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2021

1A

1.340

11/20/37

546,101‌

308,166

(f)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2021

1A

1.790

11/20/37

302,582‌

1,353,602

(f)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2024

3A

4.830

08/20/41

1,358,742‌

6,774,512

(f)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2024

1A

5.350

01/20/43

6,819,235‌

86,855

(f)

SMB

Private

Education

Loan

Trust,

Series

2017

A

2.880

09/15/34

86,635‌

264,818

(f)

SMB

Private

Education

Loan

Trust,

Series

2017

B

2.820

10/15/35

261,809‌

189,955

(f)

SoFi

Professional

Loan

Program

LLC,

Series

2017

F

2.840

01/25/41

188,851‌

375,289

(f)

SoFi

Professional

Loan

Program

LLC,

Series

2019

A

3.690

06/15/48

371,094‌

2,058,581

(f)

SpringCastle

America

Funding

LLC,

Series

2020

AA

1.970

09/25/37

1,937,770‌

235,308

(a)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%),

Series

2004

8

5.334

09/25/34

225,534‌

15,472,250

(f)

Subway

Funding

LLC,

Series

2024

1A

6.028

07/30/54

15,733,695‌

1,700,000

Synchrony

Card

Funding

LLC,

Series

2024

A1

5.040

03/15/30

1,722,592‌

14,987,055

(f)

Taco

Bell

Funding

LLC,

Series

2021

1A

1.946

08/25/51

14,284,501‌

9,667,800

(f)

Taco

Bell

Funding

LLC,

Series

2021

1A

2.294

08/25/51

8,791,096‌

34,350,000

(f)

T-Mobile

US

Trust,

Series

2025

1A

4.910

11/20/29

34,784,905‌

1,314,992

Toyota

Auto

Receivables

Owner

Trust,

Series

2024

D

4.550

08/16/27

1,315,039‌

20,000,000

(f)

Toyota

Lease

Owner

Trust,

Series

2025

A

4.750

02/22/28

20,169,336‌

4,789,912

(f)

Vine,

Series

2020

1A

2.790

11/15/50

4,525,719‌

7,600,000

Volkswagen

Auto

Lease

Trust,

Series

2024

A

5.210

06/21/27

7,667,681‌

9,747,114

(f)

Wendy's

Funding

LLC,

Series

2021

1A

2.370

06/15/51

8,958,555‌

9,250,000

(f)

Zayo

Issuer

LLC,

Series

2025

1A

5.648

03/20/55

9,443,026‌

TOTAL

ASSET

BACKED

598,435,928‌

OTHER

MORTGAGE

BACKED

-

8.9%

61,723

(a),(f)

Agate

Bay

Mortgage

Trust,

Series

2015

6

3.500

09/25/45

57,259‌

3,000,000

(a),(f)

ARDN

Mortgage

Trust,

(TSFR1M

+

1.750%),

Series

2025

ARCP

6.092

06/15/35

3,006,970‌

5,000,000

(a),(f)

ARDN

Mortgage

Trust,

(TSFR1M

+

2.000%),

Series

2025

ARCP

6.342

06/15/35

5,012,887‌

3,000,000

(a),(f)

ARDN

Mortgage

Trust,

(TSFR1M

+

3.000%),

Series

2025

ARCP

7.300

06/15/35

3,011,090‌

2,500,000

(a),(f)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

6.692

02/15/42

2,500,801‌

2,486,000

Banc

of

America

Commercial

Mortgage

Trust,

Series

2015

UBS7

3.705

09/15/48

2,476,844‌

2,071,000

(a)

Banc

of

America

Commercial

Mortgage

Trust,

Series

2015

UBS7

3.989

09/15/48

2,059,250‌

1,910,000

(a)

Banc

of

America

Commercial

Mortgage

Trust,

Series

2015

UBS7

4.451

09/15/48

1,845,455‌

5,055,000

BANK,

Series

2017

BNK8

3.731

11/15/50

4,797,734‌

4,250,000

(a)

BANK,

Series

2017

BNK8

4.083

11/15/50

3,845,238‌

1,000,000

(a)

BANK,

Series

2017

BNK8

4.227

11/15/50

820,756‌

3,000,000

(f)

BANK,

Series

2019

BN21

2.500

10/17/52

2,195,710‌

1,000,000

BANK,

Series

2019

BN21

3.093

10/17/52

911,499‌

2,500,000

BANK,

Series

2019

BN23

3.203

12/15/52

2,313,388‌

1,637,000

BANK,

Series

2019

BN23

3.455

12/15/52

1,514,073‌

4,621,000

BANK,

Series

2020

BN30

1.925

12/15/53

3,981,519‌

8,864,000

(a)

BANK,

Series

2022

BNK39

2.928

02/15/55

7,907,637‌

2,000,000

BANK,

Series

2024

BNK48

5.053

10/15/57

2,012,904‌

1,370,304

BANK,

Series

2017

BNK6

3.289

07/15/60

1,358,056‌

1,750,000

BANK,

Series

2019

BN20

3.011

09/15/62

1,624,307‌

2,550,000

(a)

BANK,

Series

2019

BN24

3.283

11/15/62

2,369,690‌

11,716,000

BANK,

Series

2021

BN34

2.438

06/15/63

10,120,165‌

3,330,000

(a)

BANK,

Series

2022

BNK41

3.916

04/15/65

3,130,899‌

1,747,864

Bank

of

America

Merrill

Lynch

Commercial

Mortgage

Trust,

Series

2017

BNK3

3.366

02/15/50

1,732,365‌

2,000,000

(a)

BANK5,

Series

2023

5YR1

6.260

04/15/56

2,080,343‌

6,633,025

(a),(f)

Bayview

MSR

Opportunity

Master

Fund

Trust,

Series

2022

5

3.000

02/25/52

5,617,416‌

1,250,000

(a),(f)

BBCMS

Mortgage

Trust,

Series

2018

CHRS

4.409

08/05/38

1,044,256‌

13,865,000

BBCMS

Mortgage

Trust,

Series

2023

C19

5.753

04/15/56

14,128,565‌

4,320,940

(a)

BBCMS

Mortgage

Trust,

Series

2023

C20

6.383

07/15/56

4,473,660‌

4,000,000

(a)

BBCMS

Mortgage

Trust,

Series

2023

C21

6.506

09/15/56

4,257,808‌

4,367,000

(a)

BBCMS

Mortgage

Trust,

Series

2024

C30

5.831

11/15/57

4,506,132‌

2,500,000

(f)

BBCMS

Trust,

Series

2015

SRCH

4.798

08/10/35

2,376,194‌

2,500,000

(a),(f)

BBCMS

Trust,

Series

2015

SRCH

5.122

08/10/35

2,343,286‌

3,000,000

(a)

Benchmark,

Series

2018

B4

4.311

07/15/51

2,921,672‌

185

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,575,000

(a),(f)

Benchmark

Mortgage

Trust,

Series

2020

IG2

2.791

%

09/15/48

$

2,237,091‌

2,500,000

(a),(f)

Benchmark

Mortgage

Trust,

Series

2020

IG3

3.199

09/15/48

2,063,800‌

2,500,000

(a),(f)

Benchmark

Mortgage

Trust,

Series

2020

IG3

3.654

09/15/48

2,382,859‌

3,200,000

(a)

Benchmark

Mortgage

Trust,

Series

2018

B1

3.666

01/15/51

3,131,332‌

1,500,000

(a)

Benchmark

Mortgage

Trust,

Series

2018

B3

4.553

04/10/51

1,297,434‌

2,145,000

Benchmark

Mortgage

Trust,

Series

2018

B6

4.261

10/10/51

2,117,148‌

1,380,000

Benchmark

Mortgage

Trust,

Series

2019

B9

4.016

03/15/52

1,344,505‌

2,000,000

Benchmark

Mortgage

Trust,

Series

2019

B9

4.267

03/15/52

1,908,440‌

1,624,000

Benchmark

Mortgage

Trust,

Series

2019

B9

4.468

03/15/52

1,504,346‌

1,250,000

(a)

Benchmark

Mortgage

Trust,

Series

2019

B9

4.971

03/15/52

1,097,100‌

2,500,000

Benchmark

Mortgage

Trust,

Series

2019

B11

3.542

05/15/52

2,383,704‌

1,717,000

Benchmark

Mortgage

Trust,

Series

2019

B12

3.419

08/15/52

1,598,382‌

1,050,000

Benchmark

Mortgage

Trust,

Series

2021

B23

2.095

02/15/54

792,287‌

18,500,000

Benchmark

Mortgage

Trust,

Series

2021

B24

2.584

03/15/54

16,264,593‌

15,830,000

Benchmark

Mortgage

Trust,

Series

2021

B27

2.390

07/15/54

13,777,517‌

2,500,000

Benchmark

Mortgage

Trust,

Series

2021

B28

2.224

08/15/54

2,168,468‌

5,250,000

(a)

Benchmark

Mortgage

Trust,

Series

2021

B28

2.244

08/15/54

4,315,047‌

3,000,000

Benchmark

Mortgage

Trust,

Series

2023

B38

5.626

04/15/56

3,071,572‌

8,000,000

Benchmark

Mortgage

Trust,

Series

2023

B39

5.750

07/15/56

8,440,914‌

1,680,000

(f)

Benchmark

Mortgage

Trust,

Series

2019

B14

2.500

12/15/62

594,370‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2019

B14

3.352

12/15/62

897,824‌

3,800,000

Benchmark

Mortgage

Trust,

Series

2019

B14

3.493

12/15/62

3,171,065‌

3,000,000

(a)

Benchmark

Mortgage

Trust,

Series

2019

B14

3.763

12/15/62

2,297,773‌

4,000,000

Benchmark

Mortgage

Trust,

Series

2019

B15

2.928

12/15/72

3,700,149‌

2,000,000

Benchmark

Mortgage

Trust

Series

-

2019

B12

(Class

C),

Series

0.000

08/15/52

1,602,991‌

1,530,000

(a)

BMO

Mortgage

Trust,

Series

2024

C8

5.911

03/15/57

1,597,329‌

6,400,000

(a)

BMO

Mortgage

Trust,

Series

2024

C9

6.127

07/15/57

6,704,643‌

1,797,313

(a),(f)

BX

Commercial

Mortgage

Trust,

(LIBOR

1

M

+

1.914%),

Series

2021

SOAR

1.910

06/15/38

1,798,104‌

1,000,000

(a),(f)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

3.927%),

Series

2024

BRBK

8.240

10/15/41

1,005,886‌

2,000,000

(a),(f)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

4.874%),

Series

2024

BRBK

9.188

10/15/41

2,013,187‌

2,100,000

(a),(f)

BX

Mortgage

Trust,

(TSFR1M

+

2.062%),

Series

2021

PAC

6.404

10/15/36

2,091,058‌

1,155,000

(a),(f)

BX

TRUST,

(TSFR1M

+

2.949%),

Series

2022

PSB

7.261

08/15/39

1,156,444‌

2,000,000

(a),(f)

BXP

Trust,

Series

2021

601L

2.868

01/15/44

1,571,901‌

6,500,000

(a)

CD

Mortgage

Trust,

Series

2016

CD2

3.879

11/10/49

5,690,771‌

3,030,000

(a)

CD

Mortgage

Trust,

Series

2016

CD2

4.107

11/10/49

1,839,667‌

5,555,000

CD

Mortgage

Trust,

Series

2017

CD3

3.833

02/10/50

4,970,216‌

6,635,000

(a)

CD

Mortgage

Trust,

Series

2017

CD3

3.984

02/10/50

4,413,897‌

3,630,000

(a)

CD

Mortgage

Trust,

Series

2017

CD3

4.682

02/10/50

1,697,912‌

1,750,000

CD

Mortgage

Trust,

Series

2017

CD4

3.746

05/10/50

1,688,652‌

5,000,000

(a)

CD

Mortgage

Trust,

Series

2017

CD5

3.684

08/15/50

4,855,427‌

1,000,000

CD

Mortgage

Trust,

Series

2017

CD6

3.456

11/13/50

972,769‌

1,594,172

CD

Mortgage

Trust,

Series

2019

CD8

2.812

08/15/57

1,539,349‌

1,000,000

(a),(f)

Century

Plaza

Towers,

Series

2019

CPT

3.097

11/13/39

816,268‌

47,954

(a),(f)

CF

Mortgage

Trust,

Series

2020

P1

2.840

04/15/52

47,638‌

1,500,000

(a),(f)

CF

Mortgage

Trust,

Series

2020

P1

3.603

04/15/52

1,374,893‌

1,175,400

CGMS

Commercial

Mortgage

Trust,

Series

2017

B1

3.458

08/15/50

1,151,719‌

38,630

(a)

CHL

Mortgage

Pass-Through

Trust,

Series

2004

HYB9

5.393

02/20/35

39,057‌

338,809

(a),(f)

CIM

Trust,

Series

2021

J2

2.671

04/25/51

275,088‌

568,758

(a),(f)

Citigroup

Commercial

Mortgage

Trust,

Series

2014

GC23

4.741

07/10/47

539,681‌

600,369

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

3.758

04/10/48

578,456‌

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

4.113

04/10/48

1,821,700‌

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2018

B2

4.179

03/10/51

1,956,779‌

227,620

COMM

Mortgage

Trust,

Series

2012

CR4

2.853

10/15/45

217,681‌

3,950,601

(a)

COMM

Mortgage

Trust,

Series

2014

CR14

3.793

02/10/47

3,807,174‌

2,488,758

COMM

Mortgage

Trust,

Series

2014

CR17

4.377

05/10/47

2,404,009‌

3,896,000

(a)

COMM

Mortgage

Trust,

Series

2014

UBS3

4.742

06/10/47

2,787,861‌

5,150,000

(a),(f)

COMM

Mortgage

Trust,

Series

2014

UBS3

4.767

06/10/47

2,214,500‌

2,498,000

(a)

COMM

Mortgage

Trust,

Series

2015

LC19

3.829

02/10/48

2,467,377‌

2,497,000

(f)

COMM

Mortgage

Trust,

Series

2015

CR22

3.000

03/10/48

1,716,563‌

2,438,545

(a)

COMM

Mortgage

Trust,

Series

2015

CR22

3.603

03/10/48

2,398,279‌

5,315,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR22

3.926

03/10/48

5,075,659‌

2,000,000

(a),(f)

COMM

Mortgage

Trust,

Series

2015

CR22

3.975

03/10/48

1,544,285‌

Core

Bond

186

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

1,000,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR22

3.975

%

03/10/48

$

904,763‌

1,090,492

(a)

COMM

Mortgage

Trust,

Series

2015

CR23

4.221

05/10/48

1,059,779‌

1,500,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

3.463

08/10/48

1,361,435‌

3,640,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

4.028

08/10/48

3,634,092‌

2,000,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

4.320

08/10/48

1,908,066‌

1,000,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

4.474

08/10/48

992,058‌

2,250,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR25

4.689

08/10/48

2,239,798‌

2,353,148

COMM

Mortgage

Trust,

Series

2015

CR26

3.630

10/10/48

2,342,630‌

1,000,000

COMM

Mortgage

Trust,

Series

2015

CR27

3.984

10/10/48

990,911‌

8,357,000

(a)

COMM

Mortgage

Trust,

Series

2015

LC23

4.570

10/10/48

8,038,690‌

1,627,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR26

4.668

10/10/48

1,599,381‌

3,731,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR26

4.668

10/10/48

3,498,939‌

5,075,000

(a)

COMM

Mortgage

Trust,

Series

2016

CR28

4.737

02/10/49

4,940,225‌

2,969,412

(a)

COMM

Mortgage

Trust,

Series

2018

COR3

4.497

05/10/51

2,741,581‌

2,500,000

(a)

COMM

Mortgage

Trust,

Series

2018

COR3

4.668

05/10/51

2,103,058‌

1,250,000

COMM

Mortgage

Trust,

Series

2019

GC44

3.263

08/15/57

1,150,437‌

17,805,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%),

Series

2022

R03

7.805

03/25/42

18,511,185‌

4,779,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%),

Series

2022

R05

7.305

04/25/42

4,909,774‌

29,920,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

8.155

05/25/42

31,312,611‌

7,825,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%),

Series

2022

R08

7.950

07/25/42

8,170,813‌

10,195,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

9.056

09/25/42

10,931,199‌

17,280,000

(a),(f)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

8.056

12/25/42

18,245,619‌

2,500,000

(a),(f)

CSMC,

Series

2019

NQM1

3.388

10/25/59

2,396,695‌

5,343,112

(a),(f)

CSMC,

Series

2021

NQM8

2.405

10/25/66

4,682,879‌

1,750,000

(a),(f)

CSTL

Commercial

Mortgage

Trust,

Series

2024

GATE

5.052

11/10/41

1,742,261‌

4,750,000

DBGS

Mortgage

Trust,

Series

2018

C1

4.466

10/15/51

4,692,555‌

5,400,000

DBJPM

Mortgage

Trust,

Series

2020

C9

2.340

08/15/53

4,697,673‌

3,398,000

DBJPMortgage

Trust,

Series

2020

C9

1.926

08/15/53

2,988,601‌

1,415,000

(a),(f)

DBSG

Mortgage

Trust,

Series

2024

ALTA

6.144

06/10/37

1,440,754‌

4,860,000

(a),(f)

DBSG

Mortgage

Trust,

Series

2024

ALTA

6.595

06/10/37

4,951,333‌

3,250,000

(a),(f)

DBWF

Mortgage

Trust,

Series

2015

LCM

3.535

06/10/34

3,106,676‌

1,698,024

(a),(f)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.434%),

Series

2021

ELP

5.746

11/15/38

1,696,753‌

3,600,000

(a),(f)

EQT

Trust,

Series

2024

EXTR

5.655

07/05/41

3,664,864‌

1,086,685

(a),(f)

Flagstar

Mortgage

Trust,

Series

2017

2

3.978

10/25/47

994,510‌

40,144

(a),(f)

Flagstar

Mortgage

Trust,

Series

2018

5

4.000

09/25/48

37,946‌

1,727,777

(a),(f)

Flagstar

Mortgage

Trust,

Series

2021

2

2.500

04/25/51

1,401,040‌

5,624,463

(a),(f)

Flagstar

Mortgage

Trust,

Series

2021

4

2.500

06/01/51

4,560,830‌

2,289,930

(a),(f)

Flagstar

Mortgage

Trust,

Series

2021

5INV

3.339

07/25/51

1,870,750‌

751,316

(a),(f)

Flagstar

Mortgage

Trust,

Series

2021

7

2.925

08/25/51

612,036‌

19,220,671

(a),(f)

Flagstar

Mortgage

Trust,

Series

2021

10IN

3.000

10/25/51

16,277,717‌

3,237,121

(a),(f)

Flagstar

Mortgage

Trust,

Series

2021

10IN

3.501

10/25/51

2,645,182‌

1,215,000

(a),(f)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%),

Series

2023

HQA3

7.702

11/25/43

1,283,373‌

2,000,000

(a),(f)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.747%),

Series

2018

TWR

6.089

07/15/31

421,029‌

1,238,000

(a),(f)

GS

Mortgage

Securities

Corp

Trust,

Series

2017

375H

3.591

09/10/37

1,193,616‌

3,741,400

(a)

GS

Mortgage

Securities

Trust,

Series

2015

GC32

4.018

07/10/48

3,736,294‌

3,779,000

(a)

GS

Mortgage

Securities

Trust,

Series

2016

GS3

4.101

10/10/49

3,550,721‌

4,185,000

(a)

GS

Mortgage

Securities

Trust,

Series

2016

GS4

4.073

11/10/49

3,737,165‌

2,380,051

GS

Mortgage

Securities

Trust,

Series

2017

GS5

3.467

03/10/50

2,355,432‌

9,100,951

GS

Mortgage

Securities

Trust,

Series

2017

GS5

3.674

03/10/50

8,901,928‌

4,300,000

GS

Mortgage

Securities

Trust,

Series

2017

GS6

3.433

05/10/50

4,187,787‌

1,500,000

GS

Mortgage

Securities

Trust,

Series

2017

GS6

3.638

05/10/50

1,418,372‌

343,819

(a)

GS

Mortgage

Securities

Trust,

Series

2015

GC30

3.777

05/10/50

337,139‌

3,000,000

GS

Mortgage

Securities

Trust,

Series

2017

GS8

3.837

11/10/50

2,937,026‌

3,500,000

(a)

GS

Mortgage

Securities

Trust,

Series

2017

GS8

4.460

11/10/50

3,182,090‌

3,010,000

(a)

GS

Mortgage

Securities

Trust,

Series

2018

GS9

3.992

03/10/51

2,962,526‌

1,725,000

(a)

GS

Mortgage

Securities

Trust,

Series

2018

GS10

4.155

07/10/51

1,688,371‌

2,400,000

(a)

GS

Mortgage

Securities

Trust,

Series

2019

GC38

4.158

02/10/52

2,314,159‌

1,219,888

(a)

GS

Mortgage

Securities

Trust,

Series

2019

GC38

4.761

02/10/52

1,134,212‌

5,510,000

GS

Mortgage

Securities

Trust,

Series

2019

GC42

3.001

09/10/52

5,144,152‌

1,000,000

(a)

GS

Mortgage

Securities

Trust,

Series

2020

GC45

3.173

02/13/53

914,528‌

1,361,000

(a)

GS

Mortgage

Securities

Trust,

Series

2020

GC45

3.405

02/13/53

1,232,466‌

5,500,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

2.012

12/12/53

4,796,008‌

187

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

104,356

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

4.000

%

11/25/49

$

98,604‌

272,393

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

4.000

11/25/49

257,379‌

653,863

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ4

3.000

01/25/51

561,256‌

30,737,148

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

0.251

03/27/51

399,727‌

997,663

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

3.000

03/27/51

856,466‌

1,959,703

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ6

2.500

05/25/51

1,601,912‌

8,136,134

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2021

PJ5

2.500

10/25/51

6,596,507‌

9,729,454

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ2

3.000

06/25/52

8,233,183‌

3,138,955

(a),(f)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ4

3.000

09/25/52

2,654,342‌

945,172

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2020

PJ1

3.611

05/25/50

834,093‌

838,631

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

GR1

3.091

11/25/51

704,414‌

1,122,082

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

INV1

3.022

12/25/51

901,229‌

17,059,981

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

2.500

01/25/52

13,833,795‌

8,491,313

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ8

2.500

01/25/52

6,886,170‌

3,108,088

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

2.721

01/25/52

2,499,048‌

2,139,323

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

LTV1

3.243

06/25/52

1,758,075‌

5,745,923

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

INV1

3.000

07/25/52

4,875,105‌

6,862,246

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

HP1

3.000

09/25/52

5,811,540‌

5,599,927

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ5

3.000

10/25/52

4,738,727‌

4,384,969

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ6

3.000

01/25/53

3,712,694‌

6,679,551

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2023

PJ1

3.500

02/25/53

5,841,847‌

1,496,121

(a),(f)

GS

Mortgage-Backed

Securities

Trust,

Series

2025

PJ4

6.000

09/25/55

1,500,633‌

3,350,000

(a),(c),(f)

GSAT

Trust,

(TSFR1M

+

1.500%),

Series

2025

BMF

5.820

07/15/30

3,356,408‌

4,000,000

(a),(c),(f)

GSAT

Trust,

(TSFR1M

+

1.950%),

Series

2025

BMF

6.270

07/15/30

4,008,258‌

10,000,000

(a),(f)

Houston

Galleria

Mall

Trust,

Series

2025

HGLR

5.462

02/05/45

10,279,906‌

6,500,000

(a),(f)

HTL

Commercial

Mortgage

Trust,

Series

2024

T53

7.324

05/10/39

6,583,370‌

3,000,000

(a),(f)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

3.076

08/10/38

2,924,371‌

1,500,000

(a),(f)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

3.076

08/10/38

1,457,636‌

3,450,000

(a),(f)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

3.041

12/10/41

3,051,649‌

2,500,000

(a),(f)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

3.041

12/10/41

2,151,423‌

5,320,000

(a),(f)

ILPT

Commercial

Mortgage

Trust,

Series

2025

LPF2

5.292

07/15/42

5,405,355‌

1,671,336

(a),(f)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

2.051

10/25/55

1,580,939‌

1,000,000

(a),(f)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

3.531

10/25/55

922,121‌

5,175,000

(a),(f)

IP

Mortgage

Trust,

Series

2025

IP

5.250

06/10/42

5,256,798‌

1,025,850

(a),(f)

J.P.

Morgan

Mortgage

Trust,

Series

2022

5

2.953

09/25/52

810,250‌

5,000,000

(f)

Jackson

Park

Trust,

Series

2019

LIC

2.766

10/14/39

4,526,864‌

3,000,000

(f)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2018

AON

4.379

07/05/31

2,358,749‌

165,519

(a),(f)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2013

C13

4.115

01/15/46

159,276‌

1,000,000

(f)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2020

NNN

3.620

01/16/37

420,010‌

3,000,000

(f)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2025

NSLB

6.234

06/05/42

3,119,544‌

1,466,250

(a),(f)

JP

Morgan

Mortgage

Trust,

(LIBOR

1

M

-

0.000%),

Series

2015

1

5.661

12/25/44

1,428,165‌

57,042

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2015

3

3.500

05/25/45

53,189‌

330,705

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2015

6

3.500

10/25/45

305,446‌

1,176,717

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2018

3

3.500

09/25/48

1,056,026‌

2,220,677

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2018

5

3.500

10/25/48

2,009,420‌

1,374,697

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2017

5

4.921

10/26/48

1,377,090‌

111,151

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2018

9

4.000

02/25/49

104,057‌

39,842

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2019

1

4.000

05/25/49

37,381‌

3,333,804

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2020

1

3.818

06/25/50

2,998,775‌

24,198,299

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

3

0.136

07/25/51

184,106‌

17,075,306

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

4

0.130

08/25/51

125,036‌

2,045,926

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

4

2.880

08/25/51

1,649,515‌

32,983,601

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

6

0.133

10/25/51

250,929‌

4,161,550

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

6

2.500

10/25/51

3,375,864‌

9,015,075

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

INV2

0.400

12/25/51

222,659‌

1,997,654

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

10

2.500

12/25/51

1,619,881‌

1,814,738

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

INV4

3.205

01/25/52

1,462,103‌

2,056,398

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

12

2.500

02/25/52

1,671,622‌

1,331,610

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2022

INV1

3.293

03/25/52

1,112,911‌

3,252,838

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

14

2.500

05/25/52

2,637,699‌

1,997,524

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

LTV2

2.927

05/25/52

1,727,408‌

618,615

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2021

INV8

3.281

05/25/52

503,284‌

Core

Bond

188

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

13,750,295

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2022

2

3.000

%

08/25/52

$

11,644,939‌

6,075,618

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2022

INV3

3.000

09/25/52

5,147,252‌

8,463,779

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2022

LTV2

3.500

09/25/52

7,391,642‌

5,736,875

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2022

7

3.000

12/25/52

4,849,817‌

1,915,126

(a),(f)

JP

Morgan

Mortgage

Trust,

Series

2022

7

4.000

12/25/52

1,731,531‌

3,261,801

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

4.110

09/15/47

3,174,548‌

1,624,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

4.508

09/15/47

1,554,749‌

4,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

4.700

09/15/47

4,207,338‌

1,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

4.700

09/15/47

1,373,196‌

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C27

3.898

02/15/48

863,105‌

1,275,135

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C29

4.118

05/15/48

1,267,262‌

6,000,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4.106

08/15/48

5,910,962‌

3,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4.593

08/15/48

2,378,460‌

5,885,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4.754

08/15/48

5,567,580‌

511,320

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C33

3.770

12/15/48

509,025‌

3,016,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C33

4.023

12/15/48

2,975,479‌

745,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C33

4.784

12/15/48

707,850‌

10,425,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

3.576

03/17/49

10,339,539‌

2,645,000

(a),(f)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

4.353

03/17/49

2,321,744‌

1,606,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

4.695

03/17/49

1,533,822‌

310,719

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP5

3.457

03/15/50

306,932‌

822,000

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP5

3.723

03/15/50

809,328‌

174,526

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP7

3.379

09/15/50

170,503‌

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP7

3.821

09/15/50

1,682,418‌

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2019

COR5

3.123

06/13/52

2,392,021‌

5,554,000

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2020

COR7

2.180

05/13/53

4,637,472‌

3,625,000

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2020

COR7

2.536

05/13/53

2,916,816‌

4,000,000

(a),(f)

KRE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.300%),

Series

2025

AIP4

5.612

03/15/42

3,995,681‌

755,062

(f)

Ladder

Capital

Commercial

Mortgage

Securities,

Series

2013

GCP

3.575

02/15/36

731,289‌

2,200,000

(f)

LSTAR

Commercial

Mortgage

Trust,

Series

2017

5

4.021

03/10/50

2,113,471‌

1,081,907

(a)

Merrill

Lynch

Mortgage

Investors

Trust,

(TSFR1M

+

0.634%),

Series

2006

WMC1

2.278

01/25/37

1,058,759‌

2,250,000

(a),(f)

MF1

LLC,

(TSFR1M

+

1.488%),

Series

2025

FL19

5.838

05/18/42

2,254,919‌

132,492

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2015

C21

3.652

03/15/48

132,212‌

3,360,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust,

Series

2015

C22

3.561

04/15/48

3,278,376‌

1,300,000

Morgan

Stanley

Capital

I

Trust,

Series

2017

HR2

3.587

12/15/50

1,268,118‌

1,000,000

Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

4.177

07/15/51

986,613‌

3,732,803

(a)

Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

4.429

07/15/51

3,663,297‌

3,000,000

(a),(f)

Morgan

Stanley

Capital

I

Trust,

Series

2024

NSTB

3.900

09/24/57

2,855,742‌

2,175,481

(a),(f)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2021

4

2.500

07/25/51

1,936,449‌

4,667,755

(a),(f)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2023

1

4.000

02/25/53

4,229,132‌

2,500,000

(f)

MRCD

Mortgage

Trust,

Series

2019

PARK

2.718

12/15/36

2,226,875‌

2,000,000

(f)

MRCD

Mortgage

Trust,

Series

2019

PARK

2.718

12/15/36

1,482,440‌

3,500,000

(f)

MRCD

Mortgage

Trust,

Series

2019

PARK

2.718

12/15/36

2,454,900‌

1,500,000

(a),(f)

MSDB

Trust,

Series

2017

712F

3.427

07/11/39

1,439,660‌

5,517,572

(a),(f)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

5.915

07/15/36

5,257,948‌

2,500,000

(a),(f)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.879%),

Series

2019

MILE

6.191

07/15/36

2,303,338‌

565,499

(f)

Natixis

Commercial

Mortgage

Securities

Trust,

Series

2020

2PAC

2.966

12/15/38

536,230‌

1,607,608

(a),(f)

New

Residential

Mortgage

Loan

Trust,

Series

2022

INV1

3.514

03/25/52

1,302,424‌

54,302

(a)

New

York

Mortgage

Trust,

(TSFR1M

+

0.594%),

Series

2005

3

4.914

02/25/36

54,044‌

4,750,000

(a),(f)

NRTH

Mortgage

Trust,

(TSFR1M

+

1.641%),

Series

2024

PARK

5.953

03/15/39

4,759,425‌

3,750,000

(a),(f)

NYC

Trust,

(TSFR1M

+

2.840%),

Series

2024

3ELV

7.151

08/15/29

3,732,588‌

9,224,519

(a),(f)

OBX

Trust,

Series

2021

J2

2.500

07/25/51

7,480,085‌

368,160

(a),(f)

OBX

Trust,

Series

2022

J2

3.436

08/25/52

312,661‌

7,421,562

(a),(f)

OBX

Trust,

Series

2022

INV5

4.000

10/25/52

6,710,090‌

1,890,311

(a),(f)

Oceanview

Mortgage

Trust,

Series

2021

1

2.500

05/25/51

1,532,838‌

2,042,606

(a),(f)

Oceanview

Mortgage

Trust,

Series

2022

1

4.500

11/25/52

1,924,296‌

3,850,000

(f)

Olympic

Tower

Mortgage

Trust,

Series

2017

OT

3.566

05/10/39

3,408,279‌

10,030,000

(f)

One

Bryant

Park

Trust,

Series

2019

OBP

2.516

09/15/54

9,141,565‌

14,934,004

(f)

One

Market

Plaza

Trust,

Series

2017

1MKT

3.614

02/10/32

14,283,372‌

3,000,000

(a),(f)

ONNI

Commerical

Mortgage

Trust,

Series

2024

APT

5.753

07/15/39

3,069,521‌

3,200,000

(a),(f)

OPEN

Trust,

(TSFR1M

+

5.236%),

Series

2023

AIR

9.548

11/15/40

3,213,512‌

2,500,000

(a),(f)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

0.994%),

Series

2021

MF

5.306

07/15/38

2,365,987‌

189

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,363,823

(a),(f)

RCKT

Mortgage

Trust,

Series

2022

4

3.500

%

06/25/52

$

2,067,339‌

260,630

(a),(f)

Sequoia

Mortgage

Trust,

Series

2015

2

3.500

05/25/45

240,387‌

194,542

(a),(f)

Sequoia

Mortgage

Trust,

Series

2017

2

3.500

02/25/47

176,709‌

716,286

(a),(f)

Sequoia

Mortgage

Trust,

Series

2017

6

3.720

09/25/47

680,044‌

439,344

(a),(f)

Sequoia

Mortgage

Trust,

Series

2018

3

3.500

03/25/48

398,633‌

34,643

(a),(f)

Sequoia

Mortgage

Trust,

Series

2018

7

4.000

09/25/48

32,898‌

2,332,564

(a),(f)

Sequoia

Mortgage

Trust,

Series

2020

3

3.000

04/25/50

1,996,117‌

369,883

(a),(f)

Sequoia

Mortgage

Trust,

Series

2021

1

2.658

03/25/51

303,698‌

3,963,813

(a),(f)

Sequoia

Mortgage

Trust,

Series

2023

1

5.000

01/25/53

3,793,392‌

167,357

(a),(f)

Shellpoint

Co-Originator

Trust,

Series

2017

1

3.500

04/25/47

152,773‌

3,800,000

(a),(f)

SHR

Trust,

(TSFR1M

+

2.950%),

Series

2024

LXRY

7.262

10/15/41

3,807,836‌

1,500,000

(f)

SLG

Office

Trust,

Series

2021

OVA

2.851

07/15/41

1,265,915‌

1,800,000

UBS

Commercial

Mortgage

Trust,

Series

2017

C4

3.563

10/15/50

1,752,771‌

1,330,000

(a)

UBS

Commercial

Mortgage

Trust,

Series

2018

C11

4.713

06/15/51

1,249,858‌

2,500,000

(a)

UBS

Commercial

Mortgage

Trust,

Series

2018

C11

5.044

06/15/51

2,311,414‌

2,250,000

UBS

Commercial

Mortgage

Trust,

Series

2018

C13

4.334

10/15/51

2,213,038‌

5,881,480

(a),(f)

Verus

Securitization

Trust,

Series

2021

7

2.240

10/25/66

5,121,945‌

1,500,000

(a),(f)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%),

Series

2017

SMP

6.258

12/15/34

1,390,507‌

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS1

4.041

05/15/48

1,941,273‌

2,029,830

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

P2

4.818

12/15/48

1,995,406‌

387,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2017

RB1

3.635

03/15/50

374,262‌

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2017

RB1

3.757

03/15/50

1,911,002‌

1,750,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2017

C38

3.917

07/15/50

1,650,316‌

2,100,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2018

C43

4.012

03/15/51

2,068,020‌

3,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2018

C48

4.703

01/15/52

2,960,236‌

1,700,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2021

21-C60

2.547

08/15/54

1,464,055‌

9,313,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

5.820

08/15/57

9,668,311‌

1,200,000

(f)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS3

3.153

09/15/57

1,175,128‌

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS3

3.972

09/15/57

2,486,449‌

3,350,000

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

C32

3.952

01/15/59

3,321,672‌

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

C32

4.858

01/15/59

2,476,091‌

230,332

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

C36

2.933

11/15/59

228,250‌

72,682

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

2

4.000

04/25/49

69,214‌

967,402

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

4

3.500

09/25/49

873,597‌

704,321

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2020

4

3.000

07/25/50

600,859‌

10,259,854

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

2

2.500

06/25/51

8,332,433‌

1,223,271

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

INV2

3.641

09/25/51

1,019,958‌

2,720,806

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

2

2.500

12/25/51

2,206,278‌

3,028,087

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

3.000

03/25/52

2,566,334‌

3,841,968

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

3.426

03/25/52

3,181,362‌

5,236,809

(a),(f)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

3.500

03/25/52

4,582,854‌

189,733

(a),(f)

WinWater

Mortgage

Loan

Trust,

Series

2014

1

3.928

06/20/44

161,228‌

TOTAL

OTHER

MORTGAGE

BACKED

972,408,478‌

TOTAL

STRUCTURED

ASSETS

(Cost

$1,640,190,026)

1,570,844,406‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$11,159,361,131)

10,654,404,143‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.6%

66,294,246

(l)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4.350

(m)

66,294,246‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$66,294,246)

66,294,246‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0.2%

10,515,000

Federal

Home

Loan

Bank

Discount

Notes

0.000

08/06/25

10,469,394‌

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0.000

09/24/25

4,949,833‌

Core

Bond

190

Portfolio

of

Investments

June

30,

2025

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

AGENCY

DEBT

(continued)

$

1,946,000

Freddie

Mac

Discount

Notes

0.000

%

07/28/25

$

1,939,689‌

TOTAL

GOVERNMENT

AGENCY

DEBT

17,358,916‌

REPURCHASE

AGREEMENT

-

0.5%

58,623,000

(n)

Fixed

Income

Clearing

Corporation

4.390

07/01/25

58,623,000‌

TOTAL

REPURCHASE

AGREEMENT

58,623,000‌

TREASURY

DEBT

-

0.2%

1,350,000

United

States

Treasury

Bill

0.000

07/08/25

1,348,912‌

25,000,000

United

States

Treasury

Bill

0.000

07/15/25

24,959,628‌

1,200,000

United

States

Treasury

Bill

0.000

10/30/25

1,183,128‌

TOTAL

TREASURY

DEBT

27,491,668‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$103,474,475)

103,473,584‌

TOTAL

INVESTMENTS

-

99.3%

(Cost

$11,329,129,852)

10,824,171,973‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.7%

70,919,088‌

NET

ASSETS

-

100.0%

$

10,895,091,061‌

BRL

Brazilian

Real

CLP

Chilean

Peso

DOP

Dominican

Republic

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

PIK

Payment-in-kind

(“PIK”)

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

6

Month

UGX

Ugandan

Shilling

UZS

Uzbekistani

Som

ZAR

South

African

Rand

(a)

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.

(b)

All

or

a

portion

of

these

securities

represent

an

outstanding

unfunded

commitment.

(c)

When-issued

or

delayed

delivery

security.

(d)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(e)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(f)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,295,435,222

or

21.2%

of

Total

Investments.

(g)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$72,171,949.

(h)

Perpetual

security.

Maturity

date

is

not

applicable.

(i)

Contingent

Capital

Securities

(“CoCos”)

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund’s

total

investment

in

CoCos

was

1.4%

of

Total

Investments.

(j)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(k)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(l)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(m)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(n)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.390%

dated

6/30/25

to

be

repurchased

at

$58,630,149

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

10/15/26,

valued

at

$59,795,569.

191

Investments

in

Derivatives

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

2,084,084

EUR

1,880,379

Bank

of

America,

N.A.

07/11/25

$

(132,590‌)

EUR

111,570

$

125,193

Citibank

N.A.

07/11/25

6,331‌

$

1,358,141

EUR

1,186,461

Morgan

Stanley

Capital

Services

07/11/25

(40,513‌)

$

620,597

EUR

528,225

Morgan

Stanley

Capital

Services

07/11/25

(2,098‌)

EUR

528,225

$

620,188

Morgan

Stanley

Capital

Services

07/01/25

2,075‌

Total

 $

(166,795‌)

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

8,406‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

(175,201‌)

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

SOLD

Counterparty

Reference

Entity

Fixed

Rate

(Annualized)

Current

Credit

Spread(a)

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00%

Quarterly

06/20/30

$50,000,000‌

$3,837,473‌

$3,332,104‌

$505,369‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/27/30

333,000,000‌

(25,636,534‌)

(18,610,062‌)

(7,026,472‌)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

29,000,000‌

(2,225,734‌)

(1,386,938‌)

(838,796‌)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

30,000,000‌

2,302,483‌

1,903,975‌

398,508‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

30,000,000‌

2,302,483‌

1,965,953‌

336,530‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

25,000,000‌

1,918,736‌

1,646,793‌

271,943‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

15,000,000‌

1,151,242‌

929,344‌

221,898‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

20,000,000‌

1,534,990‌

1,253,025‌

281,965‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

20,000,000‌

1,534,989‌

1,391,932‌

143,057‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

35,000,000‌

(2,686,231‌)

(1,317,662‌)

(1,368,569‌)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

35,000,000‌

(2,686,231‌)

(1,506,547‌)

(1,179,684‌)

Total

$(18,652,334‌)

$(10,398,083‌)

$

(8,254,251‌)

(a)

The

credit

spread

generally

serves

as

an

indication

of

the

current

status

of

the

payment/performance

risk

and

therefore

the

likelihood

of

default

of

the

credit

derivative.

The

credit

spread

also

reflects

the

cost

of

buying/selling

protection

and

may

include

upfront

payments

required

to

be

made

to

enter

into

a

credit

default

swap

contract.

Higher

credit

spreads

are

indicative

of

higher

likelihood

of

performance

by

the

seller

of

protection.

(b)

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.

(a)

The

credit

spread

generally

serves

as

an

indication

of

the

current

status

of

the

payment/performance

risk

and

therefore

the

likelihood

of

default

of

the

credit

derivative.

The

credit

spread

also

reflects

the

cost

of

buying/selling

protection

and

may

include

upfront

payments

required

to

be

made

to

enter

into

a

credit

default

swap

contract.

Higher

credit

spreads

are

indicative

of

higher

likelihood

of

performance

by

the

seller

of

protection.

(b)

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.

Core

Bond

192

Portfolio

of

Investments

June

30,

2025

(continued)

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$207,289,511

$—

$207,289,511

Common

stocks

—

29,205

—

29,205

Corporate

bonds

—

3,340,644,896

—

3,340,644,896

Government

bonds

—

5,424,821,831

—

5,424,821,831

Investment

companies

100,444,443

—

—

100,444,443

Preferred

stocks

10,329,851

—

—

10,329,851

Structured

assets

—

1,567,493,068

3,351,338

1,570,844,406

Investments

purchased

with

collateral

from

securities

lending

66,294,246

—

—

66,294,246

Short-Term

Investments

:

Government

agency

debt

—

17,358,916

—

17,358,916

Repurchase

agreement

—

58,623,000

—

58,623,000

Treasury

debt

—

27,491,668

—

27,491,668

Investments

in

Derivatives

:

Credit

default

swap

contracts*

—

(8,254,251)

—

(8,254,251)

Forward

foreign

currency

contracts*

—

(166,795)

—

(166,795)

Total

$177,068,540

$10,635,331,049

$3,351,338

$10,815,750,927

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Consolidated

Portfolio

of

Investments

June

30,

2025

Core

Impact

Bond

193

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.9%

BANK

LOAN

OBLIGATIONS

-

0.6%

CAPITAL

GOODS

-

0.0%

$

450,366

(a),(b)

KDC

Agribusiness

Fairless

Hills

LLC

12

.000

%

09/17/25

$

45‌

TOTAL

CAPITAL

GOODS

45‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

13,768,049

(c)

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.941

05/05/28

13,366,504‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,366,504‌

UTILITIES

-

0.4%

6,126,064

(c)

Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.250%)

6

.583

12/15/27

6,149,037‌

14,496,320

(c)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.296

05/21/29

14,517,485‌

6,980,000

(c)

Vistra

Zero

Operating

Company,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.327

04/30/31

6,902,033‌

TOTAL

UTILITIES

27,568,555‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$41,527,094)

40,935,104‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

29

.7

%

AUTOMOBILES

&

COMPONENTS

-

0.3%

6,650,000

Ford

Motor

Co

3

.250

02/12/32

5,606,608‌

10,650,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

9,682,012‌

2,260,000

(d)

ZF

North

America

Capital,

Inc

6

.875

04/14/28

2,266,834‌

4,980,000

(d)

ZF

North

America

Capital,

Inc

7

.125

04/14/30

4,869,168‌

TOTAL

AUTOMOBILES

&

COMPONENTS

22,424,622‌

BANKS

-

4.3%

12,125,000

(e)

Bank

of

America

Corp

6

.625

N/A

12,557,293‌

10,000,000

Bank

of

Montreal

3

.803

12/15/32

9,739,967‌

8,875,000

Bank

of

Montreal

7

.700

05/26/84

9,164,183‌

8,225,000

(e)

Bank

of

New

York

Mellon

Corp

6

.300

N/A

8,449,649‌

5,900,000

(e),(f)

Barclays

plc

7

.625

N/A

5,925,329‌

10,400,000

(d),(e),(f)

BNP

Paribas

S.A.

7

.450

N/A

10,462,400‌

2,500,000

(d),(e),(f)

BNP

Paribas

S.A.

8

.500

N/A

2,643,672‌

5,350,000

(d),(g)

CaixaBank

S.A.

5

.581

07/03/36

5,404,875‌

16,750,000

Canadian

Imperial

Bank

of

Commerce

6

.950

01/28/85

16,797,335‌

12,375,000

CitiBank

NA

4

.876

11/19/27

12,450,278‌

9,100,000

(d)

Credit

Agricole

S.A.

5

.222

05/27/31

9,269,692‌

7,025,000

Deutsche

Bank

AG.

6

.819

11/20/29

7,493,015‌

4,950,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5

.147

11/27/28

5,130,002‌

9,125,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5

.250

04/26/29

9,369,226‌

10,050,000

HSBC

Holdings

plc

5

.240

05/13/31

10,232,782‌

12,500,000

ING

Groep

NV

5

.525

03/25/36

12,724,748‌

3,650,000

(d)

Intesa

Sanpaolo

S.p.A

6

.625

06/20/33

3,963,003‌

13,800,000

(d)

Intesa

Sanpaolo

S.p.A

7

.200

11/28/33

15,497,068‌

15,000,000

(d)

Intesa

Sanpaolo

S.p.A

7

.800

11/28/53

17,544,082‌

2,000,000

(d),(e),(f)

Intesa

Sanpaolo

SpA

7

.700

N/A

2,003,690‌

5,000,000

JPMorgan

Chase

&

Co

6

.070

10/22/27

5,108,582‌

12,575,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

12,833,040‌

4,500,000

JPMorgan

Chase

&

Co

5

.766

04/22/35

4,727,650‌

12,475,000

(e)

JPMorgan

Chase

&

Co

6

.875

N/A

13,167,612‌

3,250,000

Lloyds

Banking

Group

plc

6

.068

06/13/36

3,341,322‌

7,170,000

M&T

Bank

Corp

4

.833

01/16/29

7,228,818‌

7,750,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

7,913,643‌

3,700,000

(e),(f),(h)

NatWest

Group

plc

8

.125

N/A

3,991,020‌

3,375,000

(d)

Royal

Bank

of

Canada

1

.050

09/14/26

3,254,800‌

10,000,000

(d)

Royal

Bank

of

Canada

4

.851

12/14/26

10,109,452‌

19,100,000

Royal

Bank

of

Canada

6

.750

08/24/85

19,114,134‌

TOTAL

BANKS

277,612,362‌

CAPITAL

GOODS

-

0.4%

8,875,000

Air

Lease

Corp

5

.100

03/01/29

9,064,077‌

9,000,000

Conservation

Fund

3

.474

12/15/29

8,497,128‌

Core

Impact

Bond

194

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

0.4%

(continued)

$

6,200,000

(d)

Siemens

Funding

BV

5

.200

%

05/28/35

$

6,313,670‌

TOTAL

CAPITAL

GOODS

23,874,875‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

1,631,000

(d)

Ambipar

Lux

Sarl

9

.875

02/06/31

1,541,494‌

9,500,000

Automatic

Data

Processing,

Inc

1

.700

05/15/28

8,933,300‌

12,875,000

Automatic

Data

Processing,

Inc

1

.250

09/01/30

11,151,120‌

8,200,000

Automatic

Data

Processing,

Inc

4

.450

09/09/34

8,041,344‌

12,760,000

Rockefeller

Foundation

2

.492

10/01/50

7,518,452‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

37,185,710‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

5,525,000

Lowe's

Cos,

Inc

2

.800

09/15/41

3,859,864‌

5,300,000

Lowe's

Cos,

Inc

5

.750

07/01/53

5,181,459‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

9,041,323‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

5,270,000

Whirlpool

Corp

2

.400

05/15/31

4,482,726‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

4,482,726‌

CONSUMER

SERVICES

-

0.6%

1,250,000

Bush

Foundation

2

.754

10/01/50

777,819‌

5,820,000

Enterprise

Community

Loan

Fund,

Inc

4

.152

11/01/28

5,695,854‌

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

3

.786

04/01/51

1,564,482‌

11,525,000

Massachusetts

Higher

Education

Assistance

Corp

2

.673

07/01/31

10,016,766‌

9,500,000

Mather

Foundation

2

.675

10/01/31

8,145,707‌

30,000

Salvation

Army

5

.637

09/01/26

30,198‌

5,000,000

Salvation

Army

4

.528

09/01/48

4,329,947‌

6,100,000

Starbucks

Corp

2

.450

06/15/26

5,985,284‌

TOTAL

CONSUMER

SERVICES

36,546,057‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.8%

2,476,000

(d)

Alimentation

Couche-Tard,

Inc

3

.625

05/13/51

1,674,529‌

10,625,000

SYSCO

Corp

5

.750

01/17/29

11,077,656‌

12,150,000

SYSCO

Corp

2

.400

02/15/30

11,113,547‌

6,100,000

SYSCO

Corp

5

.100

09/23/30

6,249,608‌

6,000,000

SYSCO

Corp

5

.400

03/23/35

6,102,876‌

18,025,000

Walmart,

Inc

1

.800

09/22/31

15,702,838‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

51,921,054‌

ENERGY

-

3.3%

10,300,000

(d)

Amazon

Conservation

DAC

6

.034

01/16/42

10,325,750‌

9,875,000

BP

Capital

Markets

America,

Inc

2

.772

11/10/50

6,025,336‌

6,950,000

(e)

BP

Capital

Markets

plc

6

.450

N/A

7,104,700‌

2,773,000

Canadian

Natural

Resources

Ltd

7

.200

01/15/32

3,048,476‌

13,588,000

Cheniere

Energy

Partners

LP

4

.000

03/01/31

12,930,093‌

4,850,000

Cheniere

Energy

Partners

LP

5

.950

06/30/33

5,062,601‌

14,500,000

CIF

Capital

Markets

Mechanism

plc

4

.750

01/22/28

14,775,965‌

7,525,000

ConocoPhillips

Co

5

.050

09/15/33

7,658,535‌

8,875,000

ConocoPhillips

Co

5

.300

05/15/53

8,184,642‌

4,510,000

ConocoPhillips

Co

5

.550

03/15/54

4,310,185‌

6,100,000

Diamondback

Energy,

Inc

5

.550

04/01/35

6,166,224‌

10,000,000

Enbridge,

Inc

5

.625

04/05/34

10,274,151‌

7,725,000

Equinor

ASA

2

.375

05/22/30

7,091,401‌

13,750,000

Equinor

ASA

5

.125

06/03/35

13,986,383‌

3,000,000

Equinor

ASA

3

.950

05/15/43

2,513,154‌

9,110,000

Equinor

ASA

3

.250

11/18/49

6,368,066‌

2,950,000

Kinder

Morgan,

Inc

5

.850

06/01/35

3,057,925‌

6,725,000

MPLX

LP

5

.500

06/01/34

6,752,336‌

5,000,000

(d)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

5,182,414‌

2,000,000

(d)

New

York

State

Electric

&

Gas

Corp

5

.850

08/15/33

2,098,351‌

2,025,000

Occidental

Petroleum

Corp

6

.050

10/01/54

1,855,324‌

6,800,000

(d)

Raizen

Fuels

Finance

S.A.

6

.950

03/05/54

6,308,554‌

7,875,000

TotalEnergies

Capital

S.A.

4

.724

09/10/34

7,824,162‌

4,350,000

TotalEnergies

Capital

S.A.

5

.488

04/05/54

4,186,067‌

14,025,000

TotalEnergies

Capital

S.A.

5

.275

09/10/54

13,127,796‌

10,550,000

TotalEnergies

Capital

S.A.

5

.638

04/05/64

10,227,126‌

10,850,000

TotalEnergies

Capital

S.A.

5

.425

09/10/64

10,150,682‌

195

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.3%

(continued)

$

3,000,000

Williams

Cos,

Inc

5

.300

%

08/15/28

$

3,081,531‌

15,000,000

Woodside

Finance

Ltd

5

.100

09/12/34

14,523,951‌

TOTAL

ENERGY

214,201,881‌

FINANCIAL

SERVICES

-

4.1%

10,750,000

Ameriprise

Financial,

Inc

5

.200

04/15/35

10,829,088‌

3,419,800

BB

Blue

Financing

DAC

4

.395

09/20/29

3,436,260‌

10,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

9,747,997‌

2,000,000

(d)

Clearinghouse

Community

Development

Financial

Institution

7

.000

10/15/30

2,000,196‌

11,645,000

Community

Preservation

Corp

2

.867

02/01/30

10,707,491‌

10,400,000

Ford

Foundation

2

.815

06/01/70

5,799,947‌

10,000,000

(d)

GPS

Blue

Financing

DAC

5

.645

11/09/41

9,700,000‌

20,500,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.150

01/15/31

20,755,566‌

16,363,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.375

07/01/34

16,364,015‌

9,900,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.750

07/15/35

10,079,519‌

3,500,000

(d)

HAT

Holdings

I

LLC

3

.375

06/15/26

3,425,825‌

3,000,000

(d),(h)

HAT

Holdings

I

LLC

3

.750

09/15/30

2,741,569‌

1,988,918

HNA

LLC

2

.369

09/18/27

1,927,626‌

6,935,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

7,010,448‌

4,500,000

Low

Income

Investment

Fund

3

.386

07/01/26

4,414,601‌

10,000,000

Low

Income

Investment

Fund

3

.711

07/01/29

9,402,794‌

7,725,000

Mastercard,

Inc

1

.900

03/15/31

6,818,613‌

2,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.350

03/15/31

2,103,944‌

6,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

6,232,728‌

1,925,000

NHP

Foundation

5

.850

12/01/28

2,012,626‌

4,850,000

NHP

Foundation

6

.000

12/01/33

5,193,040‌

885,000

Private

Export

Funding

Corp

1

.400

07/15/28

824,584‌

10,245,000

Private

Export

Funding

Corp

4

.300

12/15/28

10,413,797‌

12,255,000

Private

Export

Funding

Corp

4

.600

02/15/34

12,410,238‌

5,000,000

Reinvestment

Fund,

Inc

3

.513

11/01/25

4,940,557‌

5,000,000

Reinvestment

Fund,

Inc

3

.880

02/15/27

4,753,969‌

2,200,000

(d)

Siemens

Funding

BV

5

.800

05/28/55

2,265,375‌

13,175,000

(d)

Starwood

Property

Trust,

Inc

6

.000

04/15/30

13,325,762‌

6,668,944

Thirax  LLC

1

.462

03/07/33

5,937,864‌

9,375,000

(d)

UBS

Group

AG.

5

.617

09/13/30

9,734,793‌

9,950,000

(d)

UBS

Group

AG.

6

.301

09/22/34

10,685,799‌

4,050,000

(d),(e),(f),(h)

UBS

Group

AG.

9

.250

N/A

4,420,470‌

3,375,000

(d),(e),(f)

UBS

Group

AG.

9

.250

N/A

3,902,887‌

10,000,000

Visa,

Inc

1

.100

02/15/31

8,530,321‌

321,337

Washington

Aircraft  Co

DAC

2

.637

09/15/26

316,678‌

5,235,826

(d)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

5,112,857‌

10,000,000

(d)

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

9,556,762‌

9,750,000

(d)

WLB

Asset

VI

Pte

Ltd

7

.250

12/21/27

10,124,985‌

TOTAL

FINANCIAL

SERVICES

267,961,591‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.7%

3,725,000

Campbell

Soup

Co

5

.200

03/21/29

3,814,279‌

11,825,000

(d)

Mars,

Inc

4

.650

04/20/31

11,970,784‌

7,000,000

(d)

NBM

US

Holdings,

Inc

6

.625

08/06/29

7,040,411‌

10,000,000

PepsiCo,

Inc

3

.900

07/18/32

9,664,939‌

20,310,000

PepsiCo,

Inc

2

.875

10/15/49

13,339,673‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

45,830,086‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.6%

14,625,000

(i)

International

Finance

Facility

for

Immunisation

Co

4

.125

10/29/27

14,708,625‌

16,525,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

11,784,590‌

11,175,000

McKesson

Corp

5

.250

05/30/35

11,351,799‌

3,350,000

Seattle

Children's

Hospital

2

.719

10/01/50

2,045,758‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

39,890,772‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.0%

3,825,000

Ecolab,

Inc

4

.300

06/15/28

3,851,643‌

5,300,000

Procter

&

Gamble

Co

3

.000

03/25/30

5,057,487‌

12,125,000

Procter

&

Gamble

Co

1

.200

10/29/30

10,465,562‌

10,875,000

Procter

&

Gamble

Co

4

.550

01/29/34

10,907,074‌

9,500,000

Unilever

Capital

Corp

4

.875

09/08/28

9,729,571‌

Core

Impact

Bond

196

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.0%

(continued)

$

6,125,000

Unilever

Capital

Corp

1

.375

%

09/14/30

$

5,315,767‌

11,600,000

Unilever

Capital

Corp

4

.625

08/12/34

11,511,557‌

9,425,000

Unilever

Capital

Corp

2

.625

08/12/51

5,755,691‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

62,594,352‌

INSURANCE

-

1.2%

7,850,000

(d)

200

Park

Funding

Trust

5

.740

02/15/55

7,744,610‌

12,075,000

(d)

Five

Corners

Funding

Trust

II

2

.850

05/15/30

11,209,062‌

5,400,000

MetLife,

Inc

6

.350

03/15/55

5,546,486‌

11,400,000

(d)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

11,656,500‌

15,100,000

(d)

Omnis

Funding

Trust

6

.722

05/15/55

15,647,755‌

EUR

5,300,000

(i)

Pacific

Life

Global

Funding

II

3

.125

06/18/31

6,200,044‌

9,850,000

Prudential

Financial,

Inc

5

.200

03/14/35

9,956,364‌

11,135,000

(d)

USAA

Capital

Corp

2

.125

05/01/30

10,127,145‌

TOTAL

INSURANCE

78,087,966‌

MATERIALS

-

1.0%

10,500,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

10,584,480‌

2,755,000

(d)

Alcoa

Nederland

Holding

BV

7

.125

03/15/31

2,891,340‌

10,000,000

Amcor

Group

Finance

plc

5

.450

05/23/29

10,281,904‌

7,000,000

(h)

Dow

Chemical

Co

5

.150

02/15/34

6,997,131‌

8,000,000

Dow

Chemical

Co

5

.600

02/15/54

7,281,669‌

10,750,000

(d)

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

10,934,642‌

3,775,000

(d),(h)

LD

Celulose

International

GmbH

7

.950

01/26/32

3,973,188‌

11,125,000

Nutrien

Ltd

5

.400

06/21/34

11,309,488‌

3,970,100

(d)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

4,033,673‌

TOTAL

MATERIALS

68,287,515‌

MEDIA

&

ENTERTAINMENT

-

0.4%

5,500,000

Alphabet,

Inc

1

.100

08/15/30

4,751,346‌

10,275,000

Asian

Infrastructure

Investment

Bank

4

.500

01/16/30

10,553,798‌

12,000,000

Comcast

Corp

4

.650

02/15/33

11,925,411‌

TOTAL

MEDIA

&

ENTERTAINMENT

27,230,555‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.7%

13,250,000

Johnson

&

Johnson

4

.900

06/01/31

13,701,130‌

7,399,000

Johnson

&

Johnson

2

.100

09/01/40

5,083,381‌

8,300,000

Johnson

&

Johnson

2

.250

09/01/50

4,859,562‌

15,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

5

.300

05/19/53

14,160,139‌

2,500,000

Pfizer,

Inc

2

.625

04/01/30

2,327,444‌

5,400,000

Pfizer,

Inc

1

.750

08/18/31

4,675,237‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

44,806,893‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.3%

4,000,000

Bridge

Housing

Corp

3

.250

07/15/30

3,666,006‌

8,000,000

National

Community

Renaissance

of

California

3

.270

12/01/32

6,896,825‌

9,775,000

Preservation

Of

Affordable

Housing,

Inc

4

.479

12/01/32

9,163,227‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

19,726,058‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.1%

10,050,000

Intel

Corp

4

.150

08/05/32

9,528,009‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

9,528,009‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

11,850,000

Apple,

Inc

3

.000

06/20/27

11,644,485‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

11,644,485‌

TELECOMMUNICATION

SERVICES

-

0.3%

7,250,000

(d)

Central

American

Bank

for

Economic

Integration

4

.750

01/24/28

7,366,464‌

6,100,000

(d)

Turkcell

Iletisim

Hizmetleri

AS.

7

.650

01/24/32

6,196,530‌

9,547,000

Verizon

Communications,

Inc

2

.550

03/21/31

8,562,591‌

TOTAL

TELECOMMUNICATION

SERVICES

22,125,585‌

TRANSPORTATION

-

0.3%

1,955,150

(d)

Air

Canada

2015-, Cl A

Pass

Through

Trust

3

.600

03/15/27

1,908,857‌

6,603,614

(d)

Air

Canada

2015-2

Class

AA

Pass

Through

Trust

3

.750

12/15/27

6,419,628‌

5,027,352

(d)

Air

Canada

Pass

Through

Trust

3

.300

01/15/30

4,701,627‌

197

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TRANSPORTATION

-

0.3%

(continued)

$

6,000,000

Norfolk

Southern

Corp

2

.300

%

05/15/31

$

5,332,988‌

TOTAL

TRANSPORTATION

18,363,100‌

UTILITIES

-

8.3%

4,950,000

(d)

AIB

Group

plc

5

.320

05/15/31

5,036,829‌

6,725,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

6,760,807‌

3,325,000

(d)

AltaGas

Ltd

7

.200

10/15/54

3,325,735‌

12,350,000

Ameren

Illinois

Co

2

.900

06/15/51

7,780,345‌

9,500,000

American

Water

Capital

Corp

5

.250

03/01/35

9,626,663‌

4,500,000

Atlantic

City

Electric

Co

2

.300

03/15/31

3,993,046‌

10,000,000

Avangrid,

Inc

3

.800

06/01/29

9,768,980‌

CAD

4,125,000

(i)

Brookfield

Renewable

Partners

ULC

4

.542

10/12/35

3,002,140‌

7,050,000

(d)

Brooklyn

Union

Gas

Co

4

.632

08/05/27

7,068,574‌

10,000,000

(d)

Brooklyn

Union

Gas

Co

4

.866

08/05/32

9,662,793‌

EUR

4,400,000

(i)

California

Buyer

Ltd

5

.625

02/15/32

5,339,039‌

5,815,000

(d)

California

Buyer

Ltd

6

.375

02/15/32

5,824,478‌

5,575,000

CMS

Energy

Corp

6

.500

06/01/55

5,588,341‌

3,850,000

(d)

Colbun

S.A.

3

.150

01/19/32

3,420,187‌

2,000,000

(d)

Comision

Federal

de

Electricidad

6

.450

01/24/35

1,975,085‌

14,500,000

Commonwealth

Edison

Co

2

.750

09/01/51

8,765,256‌

5,600,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

5,668,965‌

6,475,000

(d)

Consorcio

Transmantaro

SA

4

.700

04/16/34

6,216,427‌

4,200,000

Consumers

Energy

Co

4

.600

05/30/29

4,243,173‌

13,437,295

(d)

Continental

Wind

LLC

6

.000

02/28/33

13,806,312‌

2,250,000

(d)

ContourGlobal

Power

Holdings

S.A.

6

.750

02/28/30

2,318,310‌

6,938,000

Dominion

Energy,

Inc

2

.250

08/15/31

6,066,404‌

11,750,000

Dominion

Energy,

Inc

7

.000

06/01/54

12,606,951‌

16,725,000

DTE

Electric

Co

1

.900

04/01/28

15,781,398‌

9,025,000

DTE

Electric

Co

3

.250

04/01/51

6,164,664‌

3,688,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

3,308,432‌

10,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

9,285,809‌

10,000,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

6,315,532‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

972,841‌

3,950,000

Exelon

Corp

6

.500

03/15/55

4,017,805‌

6,375,000

Florida

Power

&

Light

Co

4

.625

05/15/30

6,458,620‌

6,250,000

Georgia

Power

Co

3

.250

03/15/51

4,284,673‌

2,700,000

Georgia

Power

Co

5

.125

05/15/52

2,523,230‌

3,865,000

International

Development

Association

0

.375

09/23/25

3,829,268‌

12,100,000

(d)

International

Development

Association

4

.375

11/27/29

12,342,864‌

13,375,000

(d)

International

Development

Association

4

.000

06/11/30

13,432,137‌

2,375,000

(d)

International

Development

Association

4

.500

02/12/35

2,405,472‌

10,750,000

(d)

Liberty

Utilities

Finance

GP

2

.050

09/15/30

9,438,673‌

5,550,000

(i)

Masdar

Abu

Dhabi

Future

Energy

Co

4

.875

05/21/30

5,609,447‌

2,498,000

(d)

Massachusetts

Electric

Co

1

.729

11/24/30

2,142,921‌

6,875,000

MidAmerican

Energy

Co

3

.100

05/01/27

6,762,555‌

5,000,000

MidAmerican

Energy

Co

5

.350

01/15/34

5,181,137‌

200,000

National

Fuel

Gas

Co

3

.950

09/15/27

196,883‌

11,274,000

National

Fuel

Gas

Co

2

.950

03/01/31

10,052,681‌

3,375,000

National

Fuel

Gas

Co

5

.950

03/15/35

3,449,804‌

11,250,000

(d)

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

9,647,109‌

6,275,000

NextEra

Energy

Capital

Holdings,

Inc

6

.750

06/15/54

6,510,124‌

2,034,000

(d),(h)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

2,085,119‌

11,750,000

(d)

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

10,373,111‌

5,200,000

Northern

States

Power

Co

2

.900

03/01/50

3,384,680‌

7,050,000

Northern

States

Power

Co

3

.200

04/01/52

4,793,773‌

8,125,000

Northern

States

Power

Co

5

.400

03/15/54

7,833,070‌

5,250,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

3,200,342‌

2,060,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

2,039,635‌

3,763,000

Oncor

Electric

Delivery

Co

LLC

4

.150

06/01/32

3,631,139‌

17,028,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

17,074,149‌

5,512,008

PG&E

Recovery

Funding

LLC

4

.838

06/01/33

5,540,414‌

11,375,000

PG&E

Recovery

Funding

LLC

5

.231

06/01/42

11,279,061‌

4,750,000

PG&E

Recovery

Funding

LLC

5

.529

06/01/49

4,674,566‌

Core

Impact

Bond

198

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

8.3%

(continued)

$

7,075,000

Piedmont

Natural

Gas

Co,

Inc

3

.350

%

06/01/50

$

4,716,758‌

1,900,000

PPL

Electric

Utilities

Corp

4

.850

02/15/34

1,900,418‌

10,600,000

Public

Service

Co

of

Colorado

5

.750

05/15/54

10,425,311‌

6,061,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

6,023,722‌

6,150,000

Public

Service

Electric

and

Gas

Co

3

.200

08/01/49

4,267,281‌

10,000,000

(d)

RWE

Finance

US

LLC

6

.250

04/16/54

9,956,609‌

4,175,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

4,262,662‌

15,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

9,438,161‌

1,801,527

SCE

Recovery

Funding

LLC

1

.977

11/15/28

1,718,987‌

7,100,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

5,724,446‌

2,640,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

1,869,712‌

3,336,238

(d)

Solar

Star

Funding

LLC

3

.950

06/30/35

3,170,867‌

8,118,793

(d)

Solar

Star

Funding

LLC

5

.375

06/30/35

8,354,282‌

4,320,000

Southern

California

Edison

Co

3

.700

08/01/25

4,314,584‌

8,430,000

Southern

California

Edison

Co

2

.750

02/01/32

7,255,512‌

8,325,000

Southern

California

Edison

Co

5

.200

06/01/34

8,073,958‌

5,000,000

Southern

California

Edison

Co

3

.450

02/01/52

3,141,377‌

7,000,000

Southwestern

Electric

Power

Co

3

.250

11/01/51

4,522,899‌

18,529,000

Southwestern

Public

Service

Co

3

.150

05/01/50

11,997,176‌

1,270,000

(b),(d)

Sunnova

Energy

Corp

5

.875

09/01/26

25,400‌

15,678,080

(d)

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

12,926,357‌

2,000,000

(d)

TerraForm

Power

Operating

LLC

5

.000

01/31/28

1,979,629‌

6,128,060

(d)

Topaz

Solar

Farms

LLC

4

.875

09/30/39

5,392,693‌

11,666,102

(d)

Topaz

Solar

Farms

LLC

5

.750

09/30/39

11,453,896‌

5,479,038

(d)

UEP

Penonome

II

S.A.

6

.500

10/01/38

4,848,067‌

10,000,000

Union

Electric

Co

2

.150

03/15/32

8,614,418‌

16,400,000

Union

Electric

Co

2

.625

03/15/51

9,756,858‌

5,425,000

(d),(e)

Vistra

Corp

7

.000

N/A

5,490,279‌

TOTAL

UTILITIES

545,510,297‌

TOTAL

CORPORATE

BONDS

(Cost

$2,033,929,476)

1,938,877,874‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

54.9%

AGENCY

SECURITIES

-

1.8%

11,616,583

Crowley

Conro

LLC

4

.181

08/15/43

10,270,524‌

131,830

Ethiopian

Leasing

LLC

2

.566

08/14/26

129,030‌

25,000,000

Federal

Home

Loan

Mortgage

Corp

1

.540

08/17/35

18,640,983‌

9,000,000

Federal

National

Mortgage

Association

1

.625

08/24/35

6,798,997‌

890,000

(c)

Housing

and

Urban

Development

Corp

Ltd,

(LIBOR

6

M

+

0.035%)

4

.717

09/15/30

885,565‌

7,099,000

Private

Export

Funding

Corp

3

.900

10/15/27

7,101,120‌

18,867,965

Thirax  LLC

0

.968

01/14/33

16,562,193‌

3,023,579

Thirax

2

LLC

2

.320

01/22/34

2,756,196‌

3,410,000

Tote

Shipholdings

LLC

3

.400

10/16/40

2,996,949‌

2,265,000

Tote

Shipholdings

LLC

3

.450

01/22/41

1,997,977‌

1,775,000

United

States

International

Development

Finance

Corp

1

.440

04/15/28

1,677,273‌

1,000,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

949,560‌

1,012,520

United

States

International

Development

Finance

Corp

1

.050

10/15/29

949,219‌

3,283,848

United

States

International

Development

Finance

Corp

1

.790

10/15/29

3,127,002‌

8,209,619

United

States

International

Development

Finance

Corp

2

.360

10/15/29

7,905,338‌

1,009,800

United

States

International

Development

Finance

Corp

4

.140

05/15/30

1,006,619‌

3,573,598

United

States

International

Development

Finance

Corp

1

.670

07/15/38

2,936,557‌

8,310,692

United

States

International

Development

Finance

Corp

2

.290

07/15/38

7,104,683‌

4,570,881

United

States

International

Development

Finance

Corp

2

.450

07/15/38

3,946,676‌

3,726,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.870

08/01/27

3,645,026‌

420,000

US

Department

of

Housing

and

Urban

Development

(HUD)

5

.380

08/01/27

420,345‌

4,675,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2

.985

08/01/28

4,531,359‌

1,931,000

US

Department

of

Housing

and

Urban

Development

(HUD)

3

.185

08/01/29

1,855,974‌

1,750,000

US

Department

of

Housing

and

Urban

Development

(HUD)

3

.585

08/01/37

1,534,460‌

375,000

VCM

Lease

S.A.

2

.516

09/28/27

365,830‌

3,502,000

Vessel

Management

Services,

Inc

3

.432

08/15/36

3,148,022‌

199

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

6,853,000

Vessel

Management

Services,

Inc

3

.477

%

01/16/37

$

6,142,192‌

TOTAL

AGENCY

SECURITIES

119,385,669‌

FOREIGN

GOVERNMENT

BONDS

-

8.4%

2,000,000

African

Development

Bank

4

.125

02/25/27

2,008,050‌

6,100,000

African

Development

Bank

3

.500

09/18/29

6,023,035‌

7,350,000

African

Development

Bank

5

.750

08/07/73

7,082,716‌

10,400,000

(i)

Agence

Francaise

de

Developpement

EPIC

4

.875

01/16/30

10,706,551‌

11,850,000

(d)

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

11,412,972‌

14,000,000

(d)

Arab

Petroleum

Investments

Corp

5

.428

05/02/29

14,389,200‌

12,694,000

Asian

Development

Bank

3

.125

09/26/28

12,446,760‌

10,000,000

Asian

Development

Bank

3

.875

06/14/33

9,828,864‌

5,375,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

5,432,518‌

8,000,000

Asian

Infrastructure

Investment

Bank

4

.125

01/18/29

8,086,647‌

5,000,000

Asian

Infrastructure

Investment

Bank

4

.250

03/13/34

5,009,905‌

EUR

7,925,000

(d)

Banque

Ouest

Africaine

de

Developpement

2

.750

01/22/33

7,908,393‌

17,250,000

(d)

BNG

Bank

NV

3

.500

05/19/28

17,098,985‌

8,500,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

0

.375

09/23/25

8,420,780‌

950,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

1

.375

01/20/31

821,899‌

5,000,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

2

.125

01/26/32

4,391,387‌

5,795,000

Canada

Government

International

Bond

3

.750

04/26/28

5,796,816‌

13,600,000

Canada

Government

International

Bond

4

.000

03/18/30

13,704,192‌

1,148,058

Canal

Barge

Co,

Inc

4

.500

11/12/34

1,135,196‌

1,455,000

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

1,458,857‌

8,025,000

Colombia

Government

International

Bond

8

.000

11/14/35

8,059,427‌

5,725,000

(d)

Dominican

Republic

International

Bond

6

.600

06/01/36

5,756,201‌

3,725,000

European

Investment

Bank

0

.625

10/21/27

3,471,625‌

3,750,000

European

Investment

Bank

3

.250

11/15/27

3,709,281‌

10,500,000

European

Investment

Bank

1

.625

10/09/29

9,610,755‌

10,279,000

European

Investment

Bank

0

.750

09/23/30

8,778,852‌

5,000,000

European

Investment

Bank

4

.375

10/10/31

5,108,082‌

8,975,000

Export

Development

Canada

3

.375

08/26/25

8,958,947‌

11,250,000

Export

Development

Canada

3

.750

09/07/27

11,243,842‌

13,050,000

Export

Development

Canada

3

.875

02/14/28

13,083,087‌

10,000,000

Export

Development

Canada

4

.125

02/13/29

10,108,624‌

11,400,000

Export

Development

Canada

4

.000

06/20/30

11,530,846‌

14,925,000

Export

Development

Canada

4

.750

06/05/34

15,460,796‌

4,500,000

Inter-American

Development

Bank

4

.500

05/15/26

4,516,051‌

2,500,000

Inter-American

Development

Bank

1

.125

01/13/31

2,155,185‌

12,250,000

(h)

Inter-American

Development

Bank

3

.500

04/12/33

11,724,997‌

17,500,000

Inter-American

Investment

Corp

4

.126

02/15/28

17,617,805‌

20,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

18,640,380‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

4,907,615‌

26,000,000

International

Bank

for

Reconstruction

&

Development

1

.745

07/31/33

26,000,000‌

2,900,000

International

Bank

for

Reconstruction

&

Development

2

.750

05/31/36

2,362,032‌

5,000,000

(d)

International

Development

Association

0

.875

04/28/26

4,869,114‌

5,000,000

International

Finance

Corp

4

.750

03/16/26

5,008,691‌

4,575,000

International

Finance

Corp

2

.126

04/07/26

4,506,794‌

9,893,000

International

Finance

Facility

for

Immunisation

Co

1

.000

04/21/26

9,641,952‌

2,500,000

Japan

Bank

for

International

Cooperation

1

.625

01/20/27

2,410,600‌

3,250,000

Japan

Bank

for

International

Cooperation

4

.375

10/05/27

3,282,733‌

3,940,000

Japan

International

Cooperation

Agency

4

.250

05/22/30

3,972,296‌

8,750,000

Japan

International

Cooperation

Agency

1

.750

04/28/31

7,645,165‌

4,175,000

(d)

Kommuninvest

I

Sverige

AB

4

.625

09/29/28

4,285,213‌

7,250,000

(d)

Korea

Electric

Power

Corp

4

.875

01/31/27

7,310,852‌

3,586,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

3,063,553‌

13,250,000

Landwirtschaftliche

Rentenbank

0

.875

09/03/30

11,414,091‌

12,375,000

(d)

Nederlandse

Waterschapsbank

NV

4

.000

06/01/28

12,431,795‌

4,450,000

(d)

Nederlandse

Waterschapsbank

NV

4

.375

02/28/29

4,520,310‌

10,250,000

(d)

Nederlandse

Waterschapsbank

NV

4

.500

01/16/30

10,494,121‌

15,391,000

OMERS

Finance

Trust

3

.500

04/19/32

14,563,461‌

7,666,000

(d)

OMERS

Finance

Trust

3

.500

04/19/32

7,253,817‌

3,825,000

(d)

OMERS

Finance

Trust

4

.000

04/19/52

2,957,490‌

Core

Impact

Bond

200

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,250,000

OPEC

Fund

for

International

Development

4

.500

%

01/26/26

$

1,250,093‌

8,750,000

(d)

OPEC

Fund

for

International

Development

4

.500

01/26/26

8,750,652‌

11,750,000

Province

of

Ontario

Canada

5

.050

04/24/34

12,184,908‌

5,450,000

Province

of

Ontario

Canada

4

.850

06/11/35

5,554,174‌

5,000,000

Province

of

Quebec

Canada

2

.750

04/12/27

4,899,719‌

10,625,000

Province

of

Quebec

Canada

4

.500

09/08/33

10,636,634‌

10,500,000

Province

of

Quebec

Canada

4

.250

09/05/34

10,260,627‌

10,750,000

Republic

of

Italy

Government

International

Bond

4

.000

10/17/49

7,831,532‌

5,100,000

(d)

Serbia

International

Bond

6

.000

06/12/34

5,141,341‌

4,250,000

Seychelles

International

Bond

6

.500

10/11/28

4,080,874‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

546,190,755‌

MORTGAGE

BACKED

-

29.2%

1,900,000

(c),(d)

Angel

Oak

Mortgage

Trust

2

.837

11/25/66

1,361,946‌

50,302

(c)

CHL

Mortgage

Pass-Through

Trust

5

.796

11/20/34

48,449‌

40,299,864

(c),(d)

Citigroup

Mortgage

Loan

Trust

0

.154

02/25/52

364,500‌

4,515,402

(c),(d)

Citigroup

Mortgage

Loan

Trust

0

.250

02/25/52

62,746‌

7,500,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.405

03/25/42

7,731,584‌

14,777,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

8

.956

06/25/42

15,766,090‌

2,755,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7

.655

01/25/43

2,876,378‌

3,035,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7

.856

05/25/43

3,207,810‌

2,885,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

9

.656

05/25/43

3,158,261‌

11,256,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.406

06/25/43

11,758,405‌

3,805,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

7

.005

07/25/43

3,932,340‌

4,390,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

9

.188

07/25/43

4,644,951‌

1,200,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

10

.205

07/25/43

1,281,381‌

3,550,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7

.855

10/25/43

3,744,889‌

10,312

Fannie

Mae

Pool

3

.500

07/01/26

10,229‌

156,885

Fannie

Mae

Pool

3

.500

05/01/32

154,803‌

98,482

Fannie

Mae

Pool

5

.500

11/01/38

101,160‌

2,730,007

Fannie

Mae

Pool

3

.000

05/01/40

2,548,113‌

753,063

Fannie

Mae

Pool

3

.500

05/01/40

720,642‌

188,030

Fannie

Mae

Pool

5

.000

09/01/40

190,368‌

1,044,399

Fannie

Mae

Pool

4

.000

09/01/42

1,002,686‌

31,844,109

Fannie

Mae

Pool

4

.000

05/01/44

30,492,264‌

35,821

Fannie

Mae

Pool

4

.500

06/01/44

34,987‌

197,337

Fannie

Mae

Pool

4

.500

06/01/44

192,748‌

80,213

Fannie

Mae

Pool

4

.500

08/01/44

78,348‌

162,113

Fannie

Mae

Pool

4

.500

11/01/44

158,342‌

9,113

Fannie

Mae

Pool

5

.000

11/01/44

9,229‌

475,210

Fannie

Mae

Pool

4

.000

01/01/45

454,481‌

160,013

Fannie

Mae

Pool

4

.500

03/01/45

156,291‌

477,616

Fannie

Mae

Pool

3

.500

01/01/46

443,300‌

540,175

Fannie

Mae

Pool

4

.000

04/01/46

511,912‌

690,410

Fannie

Mae

Pool

3

.500

06/01/46

637,955‌

991,179

Fannie

Mae

Pool

3

.500

07/01/46

916,693‌

1,321,917

Fannie

Mae

Pool

3

.500

07/01/46

1,239,447‌

1,440,131

Fannie

Mae

Pool

3

.500

08/01/46

1,330,716‌

2,002,219

Fannie

Mae

Pool

3

.000

10/01/46

1,741,353‌

100,222

Fannie

Mae

Pool

4

.500

05/01/47

99,778‌

344,092

Fannie

Mae

Pool

4

.000

10/01/47

325,849‌

3,274,673

Fannie

Mae

Pool

3

.500

11/01/47

3,064,604‌

195,140

Fannie

Mae

Pool

4

.500

11/01/47

190,088‌

124,487

Fannie

Mae

Pool

3

.500

01/01/48

114,757‌

2,554,337

Fannie

Mae

Pool

3

.500

01/01/48

2,341,498‌

707,952

Fannie

Mae

Pool

4

.500

01/01/48

688,856‌

174,905

Fannie

Mae

Pool

4

.500

02/01/48

170,187‌

463,623

Fannie

Mae

Pool

4

.500

05/01/48

451,046‌

319,735

Fannie

Mae

Pool

4

.500

05/01/48

311,013‌

8,257,110

Fannie

Mae

Pool

4

.500

10/01/48

8,211,016‌

11,966,240

Fannie

Mae

Pool

3

.000

07/01/50

10,612,261‌

4,641,428

Fannie

Mae

Pool

2

.500

08/01/51

3,894,553‌

1,781,198

Fannie

Mae

Pool

3

.000

09/01/51

1,569,028‌

201

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,743,155

Fannie

Mae

Pool

2

.500

%

12/01/51

$

3,971,316‌

2,537,694

Fannie

Mae

Pool

2

.500

01/01/52

2,111,637‌

6,147,611

Fannie

Mae

Pool

3

.500

02/01/52

5,605,233‌

26,120,972

Fannie

Mae

Pool

3

.000

04/01/52

22,644,337‌

9,084,559

Fannie

Mae

Pool

3

.500

05/01/52

8,227,646‌

2,471,454

Fannie

Mae

Pool

3

.500

05/01/52

2,229,252‌

18,292,013

Fannie

Mae

Pool

4

.000

05/01/52

17,043,958‌

10,280,165

Fannie

Mae

Pool

3

.000

06/01/52

8,903,763‌

11,476,129

Fannie

Mae

Pool

3

.500

06/01/52

10,373,237‌

26,105,093

Fannie

Mae

Pool

3

.500

06/01/52

23,585,906‌

45,098,798

Fannie

Mae

Pool

4

.000

06/01/52

42,023,984‌

3,656,380

Fannie

Mae

Pool

4

.500

06/01/52

3,505,425‌

16,468,197

Fannie

Mae

Pool

4

.000

07/01/52

15,345,378‌

3,382,339

Fannie

Mae

Pool

4

.500

07/01/52

3,240,838‌

20,328,265

Fannie

Mae

Pool

4

.000

08/01/52

18,941,203‌

31,230,788

Fannie

Mae

Pool

4

.500

08/01/52

29,928,632‌

15,222,026

Fannie

Mae

Pool

5

.000

08/01/52

14,993,167‌

71,648,660

Fannie

Mae

Pool

4

.000

09/01/52

66,759,769‌

179,011,362

Fannie

Mae

Pool

4

.500

09/01/52

171,553,817‌

8,150,948

Fannie

Mae

Pool

5

.000

09/01/52

8,027,979‌

31,893,288

Fannie

Mae

Pool

4

.000

10/01/52

29,667,705‌

8,154,888

Fannie

Mae

Pool

4

.500

10/01/52

7,815,450‌

37,522,340

Fannie

Mae

Pool

5

.000

10/01/52

36,954,327‌

39,507,143

Fannie

Mae

Pool

4

.500

11/01/52

37,864,149‌

5,454,728

Fannie

Mae

Pool

5

.500

12/01/52

5,470,503‌

112,868

Fannie

Mae

Pool

5

.000

01/01/53

111,159‌

28,397,036

Fannie

Mae

Pool

5

.000

02/01/53

27,926,202‌

17,449,023

Fannie

Mae

Pool

6

.000

02/01/53

17,779,190‌

13,811,022

Fannie

Mae

Pool

6

.000

03/01/53

14,068,994‌

23,530,316

Fannie

Mae

Pool

5

.000

04/01/53

23,136,430‌

6,427,565

Fannie

Mae

Pool

5

.000

06/01/53

6,358,370‌

44,542,567

Fannie

Mae

Pool

5

.500

06/01/53

44,608,291‌

12,110,567

Fannie

Mae

Pool

4

.500

07/01/53

11,603,123‌

8,200,711

Fannie

Mae

Pool

5

.000

07/01/53

8,057,682‌

14,293,877

Fannie

Mae

Pool

5

.000

08/01/53

14,044,337‌

21,995,040

Fannie

Mae

Pool

5

.500

08/01/53

22,024,150‌

102,762,515

Fannie

Mae

Pool

5

.500

10/01/53

102,874,444‌

514,797

Fannie

Mae

Pool

6

.000

01/01/54

523,695‌

12,978,732

Fannie

Mae

Pool

4

.000

02/01/54

12,103,181‌

31,842,817

Fannie

Mae

Pool

5

.500

05/01/54

31,848,796‌

255,143

Fannie

Mae

Pool

6

.000

06/01/54

259,419‌

22,981,186

Fannie

Mae

Pool

5

.500

10/01/54

22,985,504‌

476,177

(c)

Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

1

.530

09/25/43

49,698‌

1,839,313

Fannie

Mae

REMICS

3

.000

07/25/45

1,676,055‌

3,259,189

Fannie

Mae

REMICS

3

.500

02/25/48

2,885,331‌

2,433,426

Fannie

Mae

REMICS

4

.000

07/25/48

2,306,591‌

3,830,116

Fannie

Mae

REMICS

2

.000

08/25/50

489,468‌

12,168,039

Fannie

Mae

REMICS

2

.000

08/25/50

8,067,808‌

4,910,226

Fannie

Mae

REMICS

2

.000

10/25/50

3,319,606‌

10,337,647

Fannie

Mae

REMICS

2

.500

11/25/50

1,443,481‌

3,682,211

Fannie

Mae

REMICS

3

.000

12/25/50

661,779‌

3,642,264

Fannie

Mae

REMICS

3

.000

02/25/51

609,949‌

4,128,534

Fannie

Mae

REMICS

2

.500

11/25/51

476,005‌

9,376,798

Fannie

Mae

REMICS

3

.500

04/25/52

7,190,614‌

1,954,133

Fannie

Mae

REMICS

4

.000

05/25/52

1,567,827‌

5,738,157

Fannie

Mae

REMICS

4

.500

07/25/52

5,028,089‌

2,462,337

Fannie

Mae

REMICS

4

.500

08/25/52

2,112,840‌

1,870,056

Fannie

Mae

REMICS

4

.000

09/25/52

1,611,165‌

2,128,732

Fannie

Mae

REMICS

4

.000

09/25/52

1,771,465‌

1,810,354

Fannie

Mae

REMICS

4

.500

10/25/52

1,613,648‌

2,064,935

Fannie

Mae

REMICS

4

.500

10/25/52

1,871,595‌

3,501,679

Fannie

Mae

REMICS

5

.500

11/25/52

3,499,171‌

Core

Impact

Bond

202

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

3,043,724

(c)

Fannie

Mae-Aces

2

.907

%

02/25/27

$

2,982,624‌

8,977,754

(c)

Fannie

Mae-Aces

3

.413

06/25/28

8,799,010‌

8,250,000

(c)

Fannie

Mae-Aces

1

.517

11/25/30

7,159,721‌

15,500,000

(c)

Fannie

Mae-Aces

1

.286

01/25/31

13,293,105‌

7,998,990

Federal

National

Mortgage

Association

(FNMA)

2

.500

02/01/52

6,653,362‌

62,770

Freddie

Mac

Gold

Pool

5

.000

06/01/36

63,753‌

64,855

Freddie

Mac

Gold

Pool

4

.000

06/01/42

62,341‌

64,216

Freddie

Mac

Gold

Pool

4

.500

02/01/44

63,118‌

538,297

Freddie

Mac

Gold

Pool

5

.000

08/01/44

547,075‌

111,883

Freddie

Mac

Gold

Pool

3

.500

04/01/45

104,160‌

2,331,231

Freddie

Mac

Gold

Pool

3

.500

08/01/45

2,171,271‌

1,366,168

Freddie

Mac

Gold

Pool

3

.500

02/01/47

1,258,265‌

17,700

Freddie

Mac

Gold

Pool

3

.000

04/01/47

15,662‌

142,153

Freddie

Mac

Gold

Pool

4

.500

06/01/47

139,020‌

218,529

Freddie

Mac

Gold

Pool

4

.000

09/01/47

207,354‌

52,242

Freddie

Mac

Gold

Pool

3

.500

12/01/47

48,251‌

1,065,085

Freddie

Mac

Gold

Pool

4

.500

08/01/48

1,042,161‌

5,160,957

Freddie

Mac

Pool

2

.310

12/01/31

4,594,407‌

6,799,386

Freddie

Mac

Pool

3

.740

06/01/37

6,149,491‌

2,236,631

Freddie

Mac

Pool

3

.400

12/01/37

1,970,027‌

5,646,500

Freddie

Mac

Pool

4

.300

12/01/37

5,365,362‌

1,817,045

Freddie

Mac

Pool

3

.500

03/01/38

1,630,467‌

640,000

Freddie

Mac

Pool

4

.330

05/01/38

611,596‌

3,143,189

Freddie

Mac

Pool

2

.970

07/01/38

2,638,917‌

3,365,384

Freddie

Mac

Pool

4

.550

07/01/38

3,240,619‌

5,775,000

Freddie

Mac

Pool

3

.500

10/01/38

5,065,862‌

395,071

Freddie

Mac

Pool

3

.160

11/01/38

335,530‌

1,853,500

Freddie

Mac

Pool

3

.910

01/01/39

1,687,535‌

2,293,500

Freddie

Mac

Pool

4

.750

12/01/39

2,255,752‌

3,338,301

Freddie

Mac

Pool

3

.000

01/01/41

2,712,056‌

759,540

Freddie

Mac

Pool

4

.250

09/01/42

719,554‌

4,308,927

Freddie

Mac

Pool

2

.500

11/01/51

3,588,166‌

6,896,605

Freddie

Mac

Pool

3

.000

11/01/51

6,092,706‌

317,039

Freddie

Mac

Pool

3

.000

11/01/51

279,054‌

824,921

Freddie

Mac

Pool

3

.000

11/01/51

733,145‌

1,274,189

Freddie

Mac

Pool

3

.000

11/01/51

1,125,662‌

4,924,841

Freddie

Mac

Pool

2

.500

01/01/52

4,095,074‌

9,118,486

Freddie

Mac

Pool

2

.500

02/01/52

7,653,810‌

2,122,530

Freddie

Mac

Pool

3

.000

02/01/52

1,840,264‌

307,674

Freddie

Mac

Pool

3

.000

03/01/52

266,480‌

5,772,310

Freddie

Mac

Pool

2

.500

04/01/52

4,817,251‌

8,568,610

Freddie

Mac

Pool

4

.000

04/01/52

7,990,655‌

32,903,481

Freddie

Mac

Pool

3

.000

05/01/52

28,520,697‌

7,243,567

Freddie

Mac

Pool

3

.000

06/01/52

6,309,451‌

1,669,980

Freddie

Mac

Pool

3

.000

06/01/52

1,445,812‌

7,771,495

Freddie

Mac

Pool

4

.500

06/01/52

7,446,655‌

186,849

Freddie

Mac

Pool

4

.500

07/01/52

178,849‌

7,784,678

Freddie

Mac

Pool

4

.500

07/01/52

7,459,288‌

8,817,621

Freddie

Mac

Pool

6

.000

11/01/52

8,987,171‌

7,256,348

Freddie

Mac

Pool

5

.000

01/01/53

7,145,751‌

23,196,979

Freddie

Mac

Pool

5

.000

06/01/53

22,783,594‌

21,182,385

Freddie

Mac

Pool

5

.000

08/01/53

20,857,340‌

17,208,932

Freddie

Mac

Pool

5

.500

08/01/53

17,233,896‌

4,733,673

Freddie

Mac

REMICS

3

.500

01/15/47

4,229,021‌

954,890

Freddie

Mac

REMICS

4

.000

10/15/47

899,472‌

1,843,515

Freddie

Mac

REMICS

4

.000

11/15/47

1,757,747‌

4,161,934

Freddie

Mac

REMICS

4

.000

01/15/48

3,960,716‌

4,935,719

Freddie

Mac

REMICS

4

.000

03/15/48

4,686,196‌

1,391,359

Freddie

Mac

REMICS

4

.000

04/15/48

1,323,770‌

4,694,472

Freddie

Mac

REMICS

4

.000

04/15/48

4,435,673‌

604,375

(c)

Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

2

.851

06/15/48

560,353‌

525,628

(c)

Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

2

.771

10/15/48

460,614‌

203

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,400,111

Freddie

Mac

REMICS

2

.000

%

09/25/50

$

2,944,003‌

2,178,973

Freddie

Mac

REMICS

2

.000

09/25/50

282,409‌

8,119,637

Freddie

Mac

REMICS

3

.000

09/25/50

5,935,730‌

4,027,850

Freddie

Mac

REMICS

3

.000

10/25/50

2,854,788‌

13,004,328

Freddie

Mac

REMICS

2

.500

02/25/51

2,140,353‌

4,605,110

Freddie

Mac

REMICS

2

.500

05/25/51

2,888,642‌

1,489,600

Freddie

Mac

REMICS

4

.000

08/25/52

1,247,837‌

2,776,995

Freddie

Mac

REMICS

4

.500

10/25/52

2,581,116‌

3,427,887

Freddie

Mac

REMICS

5

.500

11/25/52

3,471,931‌

2,227,733

Freddie

Mac

REMICS

5

.500

02/25/53

2,191,601‌

575,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

11

.405

01/25/42

613,695‌

2,610,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

9

.055

02/25/42

2,735,945‌

1,830,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

5.650%)

8

.647

04/25/42

1,957,918‌

11,323,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7

.655

05/25/42

11,775,014‌

12,648,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

8

.805

06/25/42

13,453,186‌

6,384,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8

.305

07/25/42

6,742,943‌

2,535,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.550%)

7

.855

08/25/42

2,654,824‌

6,170,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

8

.005

09/25/42

6,504,205‌

280,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

8

.444

03/25/43

291,947‌

1,625,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7

.556

04/25/43

1,704,916‌

6,505,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

7

.805

05/25/43

6,876,532‌

66,739

(c),(d)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3

.782

02/25/48

64,818‌

462,915

Ginnie

Mae

I

Pool

2

.690

06/15/33

431,231‌

10,523,747

Ginnie

Mae

I

Pool

2

.750

01/15/45

9,836,583‌

22,234

Ginnie

Mae

II

Pool

5

.000

06/20/42

22,507‌

2,020,171

Ginnie

Mae

II

Pool

3

.500

12/20/46

1,869,754‌

1,384,208

Ginnie

Mae

II

Pool

3

.500

01/20/47

1,282,456‌

1,176,438

Ginnie

Mae

II

Pool

3

.500

10/20/50

1,081,742‌

20,659,440

Ginnie

Mae

II

Pool

3

.000

06/20/51

18,294,487‌

28,782,630

Ginnie

Mae

II

Pool

3

.000

12/20/51

25,469,974‌

16,560,671

Ginnie

Mae

II

Pool

3

.000

01/20/52

14,658,844‌

3,830,385

Ginnie

Mae

II

Pool

2

.500

02/20/52

3,194,322‌

27,072,989

Ginnie

Mae

II

Pool

3

.500

04/20/52

24,699,781‌

39,653,167

Ginnie

Mae

II

Pool

3

.500

07/20/52

36,171,017‌

6,297,343

Ginnie

Mae

II

Pool

4

.000

08/20/52

5,884,127‌

36,480,765

Ginnie

Mae

II

Pool

4

.000

09/20/52

34,094,484‌

12,293,514

Ginnie

Mae

II

Pool

5

.000

11/20/52

12,137,684‌

21,524,645

Ginnie

Mae

II

Pool

3

.500

12/20/52

19,647,818‌

14,235,644

Ginnie

Mae

II

Pool

4

.500

12/20/52

13,730,819‌

13,368,988

Ginnie

Mae

II

Pool

4

.500

02/20/53

12,881,043‌

2,562,633

Ginnie

Mae

II

Pool

5

.000

02/20/53

2,528,299‌

3,501,726

Ginnie

Mae

II

Pool

3

.000

08/20/53

3,101,506‌

8,229,808

Government

National

Mortgage

Association

5

.000

01/20/40

1,585,831‌

3,733,010

Government

National

Mortgage

Association

4

.500

03/20/40

655,796‌

6,032,517

Government

National

Mortgage

Association

5

.000

03/20/40

1,160,968‌

6,437,005

Government

National

Mortgage

Association

2

.500

12/20/43

5,775,149‌

2,265,560

Government

National

Mortgage

Association

3

.000

03/20/45

2,038,137‌

345,131

Government

National

Mortgage

Association

4

.000

06/20/46

38,998‌

2,233,091

Government

National

Mortgage

Association

5

.000

09/20/46

416,298‌

9,324,132

Government

National

Mortgage

Association

3

.000

11/20/51

6,676,446‌

10,171,948

Government

National

Mortgage

Association

3

.000

12/20/51

7,402,705‌

8,119,955

Government

National

Mortgage

Association

3

.000

01/20/52

6,029,021‌

8,451,745

Government

National

Mortgage

Association

3

.000

02/20/52

5,746,056‌

5,887,505

Government

National

Mortgage

Association

4

.000

04/20/52

4,992,036‌

6,519,596

Government

National

Mortgage

Association

5

.000

04/20/52

1,189,260‌

2,516,700

Government

National

Mortgage

Association

4

.000

07/20/52

2,075,262‌

4,508,975

Government

National

Mortgage

Association

4

.500

09/20/52

4,003,115‌

3,673,886

Government

National

Mortgage

Association

4

.500

09/20/52

3,425,014‌

3,066,934

Government

National

Mortgage

Association

4

.500

09/20/52

2,907,355‌

2,613,698

Government

National

Mortgage

Association

4

.500

09/20/52

2,323,597‌

3,070,512

Government

National

Mortgage

Association

4

.500

02/20/53

2,810,002‌

2,824,448

Government

National

Mortgage

Association

5

.500

02/20/53

2,809,167‌

Core

Impact

Bond

204

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

4,793,538

(c)

Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

2

.648

%

05/20/53

$

401,424‌

3,538,751

(c)

Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

6

.428

08/20/53

3,889,273‌

2,037,560

(c)

Government

National

Mortgage

Association,

(SOFR30A

+

25.350%)

8

.573

08/20/53

2,410,403‌

5,620,290

Government

National

Mortgage

Association

5

.000

12/20/53

5,366,555‌

5,047,572

Government

National

Mortgage

Association

2

.500

04/20/54

3,607,654‌

3,853,096

Government

National

Mortgage

Association

(GNMA)

3

.000

02/20/51

3,419,209‌

7,597,343

Government

National

Mortgage

Association

(GNMA)

4

.500

10/20/52

7,336,490‌

43,644,298

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0

.151

08/25/51

376,777‌

1,661,649

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2

.500

08/25/51

1,343,788‌

6,393,165

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

11/25/51

5,161,904‌

3,646,149

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.500

03/25/52

2,956,632‌

1,567,009

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2

.825

05/28/52

1,298,669‌

13,302,479

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3

.000

01/25/53

11,319,136‌

7,342

(c)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5

.094

03/25/35

6,726‌

1,019,733

(c),(d)

J.P.

Morgan

Mortgage

Trust

3

.242

10/25/52

827,236‌

49,003

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

05/25/47

44,573‌

304,714

(c),(d)

JP

Morgan

Mortgage

Trust

3

.500

10/25/48

272,686‌

39,858

(c),(d)

JP

Morgan

Mortgage

Trust

4

.000

01/25/49

37,242‌

12,117,706

(c),(d)

JP

Morgan

Mortgage

Trust

0

.118

06/25/51

78,599‌

21,290,526

(c),(d)

JP

Morgan

Mortgage

Trust

0

.108

11/25/51

127,228‌

1,859,275

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

11/25/51

1,507,810‌

21,368,007

(c),(d)

JP

Morgan

Mortgage

Trust

0

.115

12/25/51

136,781‌

2,250,227

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

12/25/51

1,824,859‌

2,276,235

(c),(d)

JP

Morgan

Mortgage

Trust

2

.845

12/25/51

1,827,600‌

3,202,273

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

01/25/52

2,591,621‌

5,189,474

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

06/25/52

4,188,997‌

2,648,634

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

06/25/52

2,257,965‌

9,202,010

(d)

JP

Morgan

Mortgage

Trust

0

.224

07/25/52

89,021‌

4,961,590

(c),(d)

JP

Morgan

Mortgage

Trust

2

.500

07/25/52

4,006,037‌

2,265,900

(c),(d)

JP

Morgan

Mortgage

Trust

3

.250

07/25/52

2,006,036‌

7,838,482

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

08/25/52

6,633,019‌

3,928,831

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

10/25/52

3,324,624‌

3,688,362

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

11/25/52

3,118,927‌

4,602,820

(c),(d)

JP

Morgan

Mortgage

Trust

3

.000

04/25/53

3,894,962‌

1,771,684

(c),(d)

JP

Morgan

Mortgage

Trust

5

.000

06/25/53

1,713,282‌

1,831,996

(c),(d)

JP

Morgan

Mortgage

Trust

5

.500

06/25/53

1,811,439‌

3,007,595

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

08/25/51

2,437,070‌

2,815,644

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

2,504,669‌

1,941,684

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2

.500

09/25/51

1,571,418‌

1,349,878

(c),(d)

RCKT

Mortgage

Trust

3

.006

09/25/51

1,082,303‌

5,449,214

(c),(d)

RCKT

Mortgage

Trust

2

.500

02/25/52

4,418,722‌

2,528,201

(c),(d)

RCKT

Mortgage

Trust

3

.000

05/25/52

2,141,098‌

906,144

(c),(d)

RCKT

Mortgage

Trust

3

.189

05/25/52

751,769‌

26,424

(c),(d)

Sequoia

Mortgage

Trust

4

.000

06/25/49

25,027‌

138,476

(c),(d)

Sequoia

Mortgage

Trust

3

.500

12/25/49

124,409‌

2,260,735

(c),(d)

Sequoia

Mortgage

Trust

2

.500

06/25/51

1,833,211‌

282,220

(c),(d)

Shellpoint

Co-Originator

Trust

3

.500

10/25/47

259,244‌

255,468

(d)

Verus

Securitization

Trust

(Step

Bond)

2

.733

05/25/65

247,210‌

TOTAL

MORTGAGE

BACKED

1,908,820,233‌

MUNICIPAL

BONDS

-

4.6%

1,950,000

California

Health

Facilities

Financing

Authority

4

.353

06/01/41

1,770,272‌

6,400,000

(d)

California

Municipal

Finance

Authority

6

.375

11/15/48

6,063,081‌

625,000

Chula

Vista

Municipal

Financing

Authority

3

.775

12/01/33

589,649‌

740,000

Chula

Vista

Municipal

Financing

Authority

4

.075

12/01/41

627,339‌

935,000

City

&

County

of

San

Francisco

CA

3

.700

04/01/34

836,681‌

440,000

City

&

County

of

San

Francisco

CA

3

.750

04/01/35

387,033‌

5,835,000

City

&

County

of

San

Francisco

CA

3

.900

04/01/42

4,709,817‌

7,760,000

City

&

County

of

San

Francisco

CA

5

.770

06/15/45

7,835,486‌

5,000,000

City

&

County

of

San

Francisco

CA

5

.450

06/15/64

4,791,809‌

4,610,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4

.221

09/01/39

4,156,585‌

5,405,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

3

.750

09/01/37

4,811,559‌

5,000,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

4

.000

09/01/48

3,999,490‌

205

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

7,805,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

3

.482

%

09/01/50

$

5,558,644‌

1,225,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

6

.332

09/01/51

1,263,210‌

1,925,000

City

of

Berkeley

CA

3

.250

09/01/35

1,739,263‌

745,000

City

of

Detroit

MI

2

.711

04/01/26

735,900‌

525,000

City

of

Detroit

MI

3

.644

04/01/34

475,765‌

4,000,000

City

of

Los

Angeles

CA

3

.500

09/01/37

3,407,375‌

9,060,000

City

of

Los

Angeles

CA

3

.880

09/01/38

8,099,531‌

7,000,000

City

of

Los

Angeles

CA

5

.000

09/01/42

6,632,730‌

870,000

(d)

City

of

Miami

FL

4

.808

01/01/39

834,019‌

3,200,000

City

of

New

York

NY

5

.094

10/01/49

3,023,690‌

2,950,000

City

of

New

York

NY

5

.828

10/01/53

3,044,291‌

2,685,000

City

of

Oakland

CA

1

.830

01/15/27

2,588,916‌

3,025,000

City

of

Port

Lions

AK

7

.500

10/01/52

3,143,416‌

1,385,000

City

of

San

Juan

Capistrano

CA

4

.190

08/01/40

1,250,483‌

5,255,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

2

.999

11/01/43

4,394,224‌

5,240,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

3

.079

11/01/43

4,330,017‌

1,140,000

Cleveland-Cuyahoga

County

Port

Authority

5

.900

11/15/49

1,092,682‌

4,000,000

Columbus

Metropolitan

Housing

Authority

5

.050

04/01/30

3,995,195‌

1,250,000

Connecticut

Green

Bank

2

.900

11/15/35

1,080,234‌

1,000,000

(d)

County

of

Gallatin

MT

11

.500

09/01/27

1,030,524‌

3,500,000

(d)

County

of

Gallatin

MT

11

.500

09/01/27

3,606,836‌

3,500,000

District

of

Columbia

3

.432

04/01/42

2,542,229‌

17,179,148

Freddie

Mac

Multifamily

Variable

Rate

Certificate

4

.050

08/25/38

16,256,280‌

450,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

386,046‌

1,000,000

Lavaca-Navidad

River

Authority

4

.430

08/01/35

984,953‌

1,300,000

Maine

State

Housing

Authority

2

.481

11/15/31

1,128,488‌

2,490,000

Maryland

Community

Development

Administration

Housing

Revenue

3

.797

03/01/39

2,170,635‌

1,500,000

Maryland

Economic

Development

Corp

5

.433

05/31/56

1,429,798‌

4,000,000

Maryland

Economic

Development

Corp

5

.942

05/31/57

3,971,701‌

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.020

07/01/28

2,822,455‌

16,465,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5

.720

12/01/38

17,036,087‌

4,225,000

Minnesota

Housing

Finance

Agency

5

.897

08/01/49

4,223,954‌

6,585,000

Minnesota

Housing

Finance

Agency

5

.947

08/01/54

6,593,806‌

1,135,000

Montgomery

County

Housing

Opportunities

Commission

5

.418

12/01/44

1,101,153‌

170,000

Mount

Shasta

Public

Financing

Authority

4

.000

08/01/29

178,903‌

190,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/32

185,276‌

22,775,000

(c),(d)

New

Hampshire

Business

Finance

Authority

4

.650

02/01/29

22,775,000‌

8,300,000

(c),(d)

New

Hampshire

Business

Finance

Authority

4

.520

07/01/33

8,300,000‌

6,750,000

New

Hampshire

Business

Finance

Authority

5

.876

12/01/35

7,007,370‌

2,740,000

New

Hampshire

Business

Finance

Authority

5

.694

11/01/45

2,646,849‌

3,460,000

New

Hampshire

Business

Finance

Authority

5

.775

11/01/54

3,293,208‌

700,000

New

Jersey

Economic

Development

Authority

5

.198

03/01/31

720,144‌

2,500,000

New

York

City

Housing

Development

Corp

3

.720

11/01/39

2,070,723‌

5,250,000

New

York

City

Housing

Development

Corp

5

.448

08/01/54

4,941,564‌

625,000

New

York

State

Energy

Research

&

Development

Authority

5

.739

04/01/26

625,208‌

1,090,000

New

York

State

Energy

Research

&

Development

Authority

2

.465

10/01/26

1,062,547‌

965,000

New

York

State

Energy

Research

&

Development

Authority

2

.665

10/01/27

927,292‌

835,000

New

York

State

Energy

Research

&

Development

Authority

2

.879

10/01/28

792,630‌

1,800,000

New

York

State

Energy

Research

&

Development

Authority

5

.947

04/01/29

1,808,349‌

865,000

New

York

State

Energy

Research

&

Development

Authority

6

.456

04/01/33

873,752‌

7,500,000

New

York

Transportation

Development

Corp

5

.000

01/01/26

7,532,131‌

6,920,000

(a),(b),(d)

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

692‌

275,000

Pharr

Economic

Development

Corp

3

.216

08/15/27

270,430‌

1,110,000

Pharr

Economic

Development

Corp

3

.401

08/15/29

1,078,849‌

405,000

(a),(b)

Public

Finance

Authority

15

.000

12/31/25

41‌

1,735,000

(d)

Public

Finance

Authority

7

.500

06/01/29

1,681,244‌

6,650,000

Public

Finance

Authority

5

.292

07/01/29

6,780,171‌

5,385,000

(d)

Public

Finance

Authority

6

.250

06/01/31

5,417,514‌

645,000

Redevelopment

Authority

of

the

City

of

Philadelphia

4

.711

09/01/30

657,475‌

1,935,000

Redevelopment

Authority

of

the

City

of

Philadelphia

5

.226

09/01/40

1,892,206‌

1,000,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.300

10/01/39

800,456‌

1,450,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.400

10/01/44

1,074,423‌

Core

Impact

Bond

206

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

6,950,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3

.500

%

10/01/51

$

4,768,941‌

995,000

Sales

Tax

Securitization

Corp

5

.293

01/01/41

973,727‌

2,550,000

San

Diego

Unified

School

District

3

.915

07/01/28

2,547,582‌

10,060,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

10,204,282‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

3

.533

08/01/25

999,258‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

4

.375

08/01/44

840,976‌

2,500,000

San

Jose

Financing

Authority

4

.662

05/01/37

2,401,167‌

3,000,000

Semitropic

Improvement

District

2

.499

12/01/25

2,981,041‌

1,565,000

South

Dakota

Housing

Development

Authority

5

.460

05/01/53

1,591,569‌

1,000,000

South

Davis

Sewer

District

4

.125

12/01/32

965,336‌

1,100,000

South

Davis

Sewer

District

4

.500

12/01/37

1,004,043‌

1,475,488

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

1,447,737‌

3,775,000

State

of

Oregon

5

.832

05/01/45

3,890,580‌

2,400,000

(d)

Syracuse

Industrial

Development

Agency

5

.000

01/01/36

1,788,560‌

7,500,000

Texas

Water

Development

Board

4

.190

10/15/43

6,671,074‌

3,000,000

Texas

Water

Development

Board

4

.648

04/15/50

2,716,806‌

2,155,000

(d)

Toledo-Lucas

County

Port

Authority

5

.600

11/15/39

2,143,652‌

1,830,000

United

Nations

Development

Corp

6

.536

08/01/55

1,913,797‌

2,000,000

University

of

New

Mexico

3

.532

06/20/32

1,950,162‌

1,000,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3

.300

11/01/27

981,156‌

1,250,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3

.550

11/01/32

1,158,411‌

360,000

Washington

County

Clean

Water

Services

5

.701

10/01/30

372,508‌

TOTAL

MUNICIPAL

BONDS

302,260,143‌

U.S.

TREASURY

SECURITIES

-

10.9%

143,888,000

United

States

Treasury

Note

3

.750

06/30/27

143,977,930‌

3,848,000

United

States

Treasury

Note

3

.750

05/15/28

3,853,712‌

12,281,000

United

States

Treasury

Note

3

.875

06/15/28

12,346,243‌

102,065,000

United

States

Treasury

Note

3

.875

06/30/30

102,455,717‌

47,007,000

United

States

Treasury

Note

4

.125

06/30/32

47,043,724‌

83,742,000

United

States

Treasury

Note

4

.250

05/15/35

83,872,847‌

71,900,000

United

States

Treasury

Note

5

.000

05/15/45

73,854,781‌

121,037,000

United

States

Treasury

Note

4

.625

02/15/55

117,821,955‌

14,543,000

United

States

Treasury

Note/Bond

1

.875

02/15/41

10,002,857‌

9,700,000

United

States

Treasury

Note/Bond

2

.250

05/15/41

7,044,625‌

114,908,400

United

States

Treasury

Note/Bond

2

.375

02/15/42

83,595,861‌

2,500,000

United

States

Treasury

Note/Bond

3

.125

05/15/48

1,896,778‌

2,500,000

United

States

Treasury

Note/Bond

3

.000

02/15/49

1,841,992‌

31,783,000

United

States

Treasury

Note/Bond

2

.250

02/15/52

19,413,702‌

TOTAL

U.S.

TREASURY

SECURITIES

709,022,724‌

TOTAL

GOVERNMENT

BONDS

(Cost

$3,680,576,407)

3,585,679,524‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.4%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.2%

400,000

Brookfield

Property

Partners

LP

6,056,000‌

629,610

Brookfield

Property

Partners

LP

8,184,930‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

14,240,930‌

UTILITIES

-

0.2%

454,177

Brookfield

Infrastructure

Partners

LP

7,598,381‌

276,951

Brookfield

Renewable

Partners

LP

4,799,561‌

TOTAL

UTILITIES

12,397,942‌

TOTAL

PREFERRED

STOCKS

(Cost

$44,018,450)

26,638,872‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

12.3%

ASSET

BACKED

-

4.4%

2,001,600

(d)

Air

Canada

Pass

Through

Trust,

Series

2017

1

3

.550

01/15/30

1,870,538‌

1,250,000

(c),(d)

BFLD

Trust,

(TSFR1M

+

2.214%),

Series

2020

EYP

6

.526

10/15/35

52,487‌

13,394

(c)

C-BASS

Trust,

(TSFR1M

+

0.274%),

Series

2006

CB6

3

.364

07/25/36

13,270‌

1,447,025

(c),(d)

CBRE

Realty

Finance,

(LIBOR

3

M

+

0.300%),

Series

2007

1A

4

.855

04/07/52

145‌

207

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

5,880,000

(d)

Centersquare

Issuer

LLC,

Series

2025

1A

5

.500

%

03/26/55

$

5,686,289‌

6,160,532

Delta

Air

Lines

Pass

Through

Trust,

Series

2015

1

3

.625

07/30/27

6,043,931‌

5,397,934

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

1

2

.000

06/10/28

5,080,741‌

12,667,383

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

1

2

.500

06/10/28

11,966,747‌

834,750

(d)

Domino's

Pizza

Master

Issuer

LLC,

Series

2015

1A

4

.474

10/25/45

832,972‌

758,000

(d)

Domino's

Pizza

Master

Issuer

LLC,

Series

2018

1A

4

.116

07/25/48

755,596‌

3,521,964

(d)

EnFin

Residential

Solar

Receivables

Trust,

Series

2024

2A

5

.980

09/20/55

3,390,410‌

11,875,000

(d)

Frontier

Issuer

LLC,

Series

2023

1

6

.600

08/20/53

12,062,663‌

5,750,000

(d)

Frontier

Issuer

LLC,

Series

2023

1

8

.300

08/20/53

5,934,921‌

7,540,000

(d)

Frontier

Issuer

LLC,

Series

2024

1

6

.190

06/20/54

7,764,088‌

1,500,000

(d)

Frontier

Issuer

LLC,

Series

2024

1

11

.160

06/20/54

1,683,767‌

2,733,837

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

3CS

2

.100

05/20/48

2,140,855‌

2,923,334

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

4GS

1

.930

07/20/48

2,342,357‌

10,643,246

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

2

.310

10/20/48

8,770,974‌

4,347,302

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

2

.560

10/20/48

3,265,941‌

3,705,974

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

1GS

2

.700

01/20/49

3,197,868‌

2,912,593

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

1GS

2

.940

01/20/49

2,102,291‌

12,450,794

(d)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

3CS

4

.950

07/20/49

11,224,764‌

3,250,000

(d)

Grace

Trust,

Series

2020

GRCE

2

.347

12/10/40

2,858,522‌

6,500,000

(d)

GSCG

Trust,

Series

2019

600C

2

.936

09/06/34

5,199,421‌

426,820

(d)

HERO

Funding

Trust,

Series

2015

1A

3

.840

09/21/40

401,218‌

98,132

(d)

HERO

Funding

Trust,

Series

2014

2A

3

.990

09/21/40

91,904‌

513,865

(d)

HERO

Funding

Trust,

Series

2016

2A

3

.750

09/20/41

480,697‌

412,684

(d)

HERO

Funding

Trust,

Series

2016

1A

4

.050

09/20/41

390,127‌

1,048,348

(d)

HERO

Funding

Trust,

Series

2016

3A

3

.080

09/20/42

954,489‌

945,830

(d)

HERO

Funding

Trust,

Series

2016

3A

3

.910

09/20/42

881,762‌

962,640

(d)

HERO

Funding

Trust,

Series

2016

4A

3

.570

09/20/47

885,314‌

1,019,987

(d)

HERO

Funding

Trust,

Series

2017

1A

3

.710

09/20/47

921,105‌

142,613

(d)

HERO

Funding

Trust,

Series

2016

4A

4

.290

09/20/47

133,906‌

1,666,146

(d)

HERO

Funding

Trust,

Series

2017

3A

3

.190

09/20/48

1,471,689‌

1,559,116

(d)

HERO

Funding

Trust,

Series

2017

3A

3

.950

09/20/48

1,409,417‌

634,972

(d)

HERO

Funding

Trust,

Series

2017

2A

4

.070

09/20/48

579,556‌

2,245,487

(d)

HERO

Funding

Trust,

Series

2018

1A

4

.670

09/20/48

2,087,913‌

1,688,533

(d)

HERO

Funding

Trust,

Series

2020

1A

2

.590

09/20/57

1,407,483‌

7,375,000

(d)

Hertz

Vehicle

Financing

III

LLC,

Series

2023

2A

5

.570

09/25/29

7,526,794‌

11,649

(c)

Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%),

Series

2003

1

3

.986

06/25/33

11,446‌

3,001,808

(d)

Loanpal

Solar

Loan

Ltd,

Series

2020

2GF

2

.750

07/20/47

2,533,642‌

1,520,484

(d)

Loanpal

Solar

Loan

Ltd,

Series

2021

1GS

2

.290

01/20/48

1,267,219‌

2,060,210

(d)

Loanpal

Solar

Loan

Ltd,

Series

2021

1GS

2

.840

01/20/48

1,558,453‌

4,654,822

(d)

Loanpal

Solar

Loan

Ltd,

Series

2021

2GS

2

.220

03/20/48

3,767,133‌

1,058,674

(d)

Mosaic

Solar

Loan

Trust,

Series

2020

1A

2

.100

04/20/46

940,051‌

1,345,036

(d)

Mosaic

Solar

Loan

Trust,

Series

2020

1A

3

.100

04/20/46

1,180,769‌

1,305,000

(d)

Mosaic

Solar

Loan

Trust,

Series

2024

1A

10

.000

09/20/49

813,254‌

1,800,402

(d)

Mosaic

Solar

Loan

Trust,

Series

2025

1A

7

.120

08/22/50

1,778,776‌

4,165,290

(d)

Mosaic

Solar

Loan

Trust,

Series

2021

3A

1

.920

06/20/52

3,189,609‌

3,473,089

(d)

Mosaic

Solar

Loan

Trust,

Series

2022

3A

6

.100

06/20/53

3,481,793‌

1,353,166

(d)

Mosaic

Solar

Loans

LLC,

Series

2017

2A

3

.820

06/22/43

1,267,755‌

2,666,328

(d)

Mosaic

Solar

Loans

LLC,

Series

2021

2A

1

.640

04/22/47

2,195,752‌

700,000

(d)

Progress

Residential

Trust,

Series

2021

SFR9

2

.711

11/17/40

659,824‌

2,061,458

PSNH

Funding

LLC,

Series

2018

1

3

.506

08/01/28

2,049,613‌

572,218

(d)

Renew,

Series

2017

1A

3

.670

09/20/52

530,722‌

1,483,223

(d)

Renew,

Series

2018

1

3

.950

09/20/53

1,385,949‌

3,087,573

(d)

Renew,

Series

2021

1

2

.060

11/20/56

2,473,293‌

7,253,249

SCE

Recovery

Funding

LLC,

Series

2021

A-1

0

.861

11/15/31

6,444,609‌

153,349

(c)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%),

Series

2004

8

5

.334

09/25/34

146,979‌

5,844,491

(d)

Sunnova

Helios

VII

Issuer

LLC,

Series

2021

C

2

.030

10/20/48

4,834,687‌

3,316,464

(d)

Sunnova

Helios

VIII

Issuer

LLC,

Series

2022

A

2

.790

02/22/49

2,770,655‌

2,341,005

(d)

Sunnova

Helios

XI

Issuer

LLC,

Series

2023

A

5

.300

05/20/50

2,154,612‌

2,169,510

(d)

Sunnova

Helios

XII

Issuer

LLC,

Series

2023

B

5

.600

08/22/50

1,615,248‌

3,805,673

(d)

Sunnova

Hestia

I

Issuer

LLC,

Series

2023

GRID1

5

.750

12/20/50

3,833,399‌

4,579,292

(d)

Sunrun

Athena

Issuer

LLC,

Series

2018

1

5

.310

04/30/49

4,348,687‌

5,967,072

(d)

Sunrun

Atlas

Issuer

LLC,

Series

2019

2

3

.610

02/01/55

5,649,435‌

Core

Impact

Bond

208

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

10,442,700

(d)

Sunrun

Callisto

Issuer

LLC,

Series

2019

1A

3

.980

%

06/30/54

$

9,676,219‌

4,970,583

(d)

Sunrun

Callisto

Issuer

LLC,

Series

2021

2A

2

.270

01/30/57

4,398,371‌

4,914,715

(d)

Sunrun

Julius

Issuer

LLC,

Series

2023

2A

6

.600

01/30/59

4,918,379‌

6,512,371

(d)

Sunrun

Jupiter

Issuer

LLC,

Series

2022

1A

4

.750

07/30/57

6,164,691‌

8,113,446

(d)

Sunrun

Vulcan

Issuer

LLC,

Series

2021

1A

2

.460

01/30/52

7,286,426‌

8,250,000

(d)

Switch

ABS

Issuer

LLC,

Series

2025

1A

5

.036

03/25/55

8,137,987‌

804,293

(d)

Tesla

Auto

Lease

Trust,

Series

2023

A

5

.890

06/22/26

805,076‌

4,585,535

(d)

Tesla

Auto

Lease

Trust,

Series

2023

B

6

.130

09/21/26

4,600,138‌

1,413,319

(d)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.790

01/20/27

1,413,737‌

2,385,000

(d)

Tesla

Auto

Lease

Trust,

Series

2023

B

6

.220

03/22/27

2,397,737‌

5,390,000

(d)

Tesla

Auto

Lease

Trust,

Series

2024

A

5

.300

06/21/27

5,406,038‌

10,265,000

(d)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.820

10/20/27

10,311,518‌

10,012,000

(d)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.880

06/20/28

10,066,765‌

2,232,229

(d)

Tesla

Electric

Vehicle

Trust,

Series

2023

1

5

.540

12/21/26

2,235,590‌

4,650,000

(d)

Tesla

Electric

Vehicle

Trust,

Series

2023

1

5

.380

06/20/28

4,688,969‌

2,562,476

Toyota

Auto

Receivables

Owner

Trust,

Series

2021

B

0

.530

10/15/26

2,558,135‌

4,734,300

(d)

Vivint

Colar

Financing

V

LLC,

Series

2018

1A

4

.730

04/30/48

4,482,029‌

4,487,177

(d)

Vivint

Colar

Financing

V

LLC,

Series

2018

1A

7

.370

04/30/48

4,279,208‌

3,967,554

(d)

Vivint

Solar

Financing

VII

LLC,

Series

2020

1A

2

.210

07/31/51

3,553,798‌

TOTAL

ASSET

BACKED

284,129,107‌

OTHER

MORTGAGE

BACKED

-

7.9%

1,085,000

(c),(d)

20

Times

Square

Trust,

Series

2018

20TS

3

.203

05/15/35

1,011,017‌

8,000,000

(d)

225

Liberty

Street

Trust,

Series

2016

225L

3

.597

02/10/36

7,640,206‌

9,258

(c),(d)

Agate

Bay

Mortgage

Trust,

Series

2015

6

3

.500

09/25/45

8,589‌

1,500,000

(c),(d)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%),

Series

2021

ACEN

6

.676

04/15/34

1,368,469‌

4,000,000

(d)

BANK,

Series

2019

BN21

2

.500

10/17/52

2,927,614‌

6,500,000

(c)

BANK,

Series

2019

BN21

3

.517

10/17/52

5,605,359‌

2,500,000

(c)

BANK,

Series

2020

BN30

3

.016

12/15/53

1,706,294‌

8,000,000

(c)

BANK,

Series

2019

BN22

3

.570

11/15/62

7,066,474‌

68,462

Bank

of

America

Merrill

Lynch

Commercial

Mortgage

Trust,

Series

2016

UB10

3

.019

07/15/49

68,157‌

3,000,000

(c),(d)

BBCMS

Mortgage

Trust,

Series

2020

C6

3

.811

02/15/53

2,543,054‌

2,800,000

(d)

BBCMS

Trust,

Series

2015

SRCH

4

.197

08/10/35

2,744,651‌

3,250,000

(d)

BBCMS

Trust,

Series

2015

SRCH

4

.798

08/10/35

3,089,052‌

1,316,000

(c),(d)

BBCMS

Trust,

Series

2015

SRCH

5

.122

08/10/35

1,233,506‌

5,500,000

(c),(d)

Benchmark

Mortgage

Trust,

Series

2019

B10

4

.029

03/15/62

4,109,323‌

5,200,000

(d)

BMO

360A,

Series

2022

C1

3

.776

02/17/55

4,647,704‌

3,500,000

(c),(d)

BMO

360C,

Series

2022

C1

4

.070

02/17/55

2,737,405‌

6,965,000

(c),(d)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.312%),

Series

2021

XL2

5

.624

10/15/38

6,965,664‌

4,250,000

(c),(d)

BX

TRUST,

(TSFR1M

+

1.490%),

Series

2022

AHP

5

.802

01/17/39

4,241,954‌

10,000,000

(c),(d)

BX

TRUST,

(TSFR1M

+

1.840%),

Series

2022

AHP

6

.182

01/17/39

9,976,208‌

2,901,500

(c),(d)

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust,

Series

2017

Q005

5

.631

06/25/34

2,646,858‌

2,000,000

(c)

CD

Mortgage

Trust,

Series

2016

CD2

3

.879

11/10/49

1,751,007‌

11,227,500

(d)

Century

Plaza

Towers,

Series

2019

CPT

2

.865

11/13/39

10,249,312‌

1,000,000

(c),(d)

Century

Plaza

Towers,

Series

2019

CPT

3

.097

11/13/39

898,621‌

2,500,000

(c),(d)

Century

Plaza

Towers,

Series

2019

CPT

3

.097

11/13/39

2,190,773‌

1,750,000

(c),(d)

Century

Plaza

Towers,

Series

2019

CPT

3

.097

11/13/39

1,428,469‌

15,025,000

(c),(d)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

0

.310

04/15/42

154,831‌

3,800,000

(c),(d)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

5

.665

04/15/42

3,875,843‌

938,653

(c),(d)

CIM

Trust,

Series

2021

J2

2

.671

04/25/51

762,117‌

3,001,847

(c)

Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

3

.758

04/10/48

2,892,280‌

2,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2019

GC43

3

.300

11/10/52

1,823,956‌

5,000,000

Citigroup

Commercial

Mortgage

Trust,

Series

2019

GC41

3

.018

08/10/56

4,565,930‌

3,315,000

(d)

COMM

Mortgage

Trust,

Series

2013

300P

4

.353

08/10/30

3,310,719‌

4,375,000

(d)

COMM

Mortgage

Trust,

Series

2022

HC

3

.376

01/10/39

4,078,771‌

3,500,000

(c),(d)

COMM

Mortgage

Trust,

Series

2015

CR22

3

.975

03/10/48

2,702,499‌

872,393

(c)

COMM

Mortgage

Trust,

Series

2015

CR23

4

.221

05/10/48

847,824‌

1,000,000

COMM

Mortgage

Trust,

Series

2019

GC44

3

.263

08/15/57

920,350‌

4,000,000

(c),(d)

Commercial

Mortgage

Pass

Through

Certificates,

Series

2022

HC

4

.084

01/10/39

3,697,012‌

21,084,884

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.500%),

Series

2022

R03

7

.805

03/25/42

21,921,157‌

4,435,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%),

Series

2022

R05

7

.305

04/25/42

4,556,360‌

13,780,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

8

.155

05/25/42

14,421,383‌

4,706,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%),

Series

2022

R08

7

.950

07/25/42

4,913,974‌

209

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

8,035,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

9

.056

%

09/25/42

$

8,615,222‌

21,175,000

(c),(d)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

8

.056

12/25/42

22,358,274‌

3,600,000

(c),(d)

CSAIL

Commercial

Mortgage

Trust,

Series

2017

C8

3

.800

06/15/37

3,260,088‌

1,600,000

(c),(d)

CSMC,

Series

2019

NQM1

3

.388

10/25/59

1,533,885‌

2,339,058

(c),(d)

CSMC,

Series

2021

NQM8

2

.405

10/25/66

2,050,027‌

5,000,000

(c),(d)

CSMC

Trust,

Series

2017

CALI

3

.854

11/10/32

3,387,750‌

102,725,000

(c),(d)

DOLP

Trust,

Series

2021

NYC

0

.665

05/10/41

3,069,818‌

3,065,000

(c),(d)

EFMT,

Series

2023

1

6

.746

02/25/68

3,063,210‌

12,485,467

(c),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.434%),

Series

2021

ELP

5

.746

11/15/38

12,476,124‌

3,995,350

(c),(d)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.233%),

Series

2021

ELP

6

.545

11/15/38

3,993,355‌

232,861

(c),(d)

Flagstar

Mortgage

Trust,

Series

2017

2

3

.978

10/25/47

213,109‌

2,014,570

(c),(d)

Flagstar

Mortgage

Trust,

Series

2018

2

4

.002

04/25/48

1,847,835‌

7,299

(c),(d)

Flagstar

Mortgage

Trust,

Series

2018

5

4

.000

09/25/48

6,899‌

800,714

(c),(d)

Flagstar

Mortgage

Trust,

Series

2019

2

4

.001

12/25/49

722,435‌

1,091,504

(c),(d)

Flagstar

Mortgage

Trust,

Series

2021

2

2

.500

04/25/51

885,092‌

3,434,996

(c),(d)

Flagstar

Mortgage

Trust,

Series

2021

4

2

.500

06/01/51

2,785,409‌

1,946,181

(c),(d)

Flagstar

Mortgage

Trust,

Series

2021

7

2

.925

08/25/51

1,585,394‌

2,130,960

(c),(d)

Flagstar

Mortgage

Trust,

Series

2021

12

2

.964

11/25/51

1,708,256‌

7,700,000

Freddie

Mac

Multiclass

Certificates

Series,

Series

2021

P009

1

.878

01/25/31

6,844,486‌

1,465,603

Freddie

Mac

Multiclass

Certificates

Series,

Series

2021

P011

1

.204

09/25/31

1,350,226‌

7,324,000

(c)

Freddie

Mac

Multiclass

Certificates

Series,

Series

2022

P013

2

.852

02/25/32

6,566,503‌

13,750,000

(c)

Freddie

Mac

Multiclass

Certificates

Series,

Series

2024

P016

4

.764

09/25/33

13,844,905‌

7,975,723

Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

21-ML08

1

.877

07/25/37

6,409,801‌

38,207,614

(d)

Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

ML08

1

.746

11/25/37

4,080,573‌

8,834,180

Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

ML12

2

.340

07/25/41

7,268,000‌

3,170,446

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2015

Q002

3

.871

07/25/33

3,038,680‌

3,578,430

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2020

Q014

1

.555

01/25/36

2,968,077‌

4,245,906

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates,

Series

2020

Q014

2

.298

10/25/55

2,986,511‌

9,613,478

Freddie

Mac

Multifamily

Variable

Rate

Certificate,

Series

2022

M068

3

.150

10/15/36

8,447,926‌

1,685,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate,

Series

2022

M069

4

.013

04/15/37

1,622,581‌

5,820,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate,

Series

2020

M061

1

.761

09/15/38

4,688,296‌

3,110,000

(c),(d)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%),

Series

2023

HQA3

7

.702

11/25/43

3,285,012‌

20,479

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

4

.000

11/25/49

19,350‌

53,581

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

4

.000

11/25/49

50,628‌

360,292

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ4

3

.000

01/25/51

309,263‌

17,158,274

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

0

.251

03/27/51

223,138‌

578,797

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

3

.000

03/27/51

496,881‌

1,419,095

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ6

2

.500

05/25/51

1,160,005‌

4,215,461

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2021

PJ5

2

.500

10/25/51

3,417,755‌

4,203,124

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ2

3

.000

06/25/52

3,556,735‌

1,793,689

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ4

3

.000

09/25/52

1,516,767‌

451,105

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2020

PJ1

3

.611

05/25/50

398,090‌

8,231,874

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

2

.500

01/25/52

6,675,157‌

3,721,082

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ8

2

.500

01/25/52

3,017,673‌

1,870,266

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

2

.721

01/25/52

1,503,781‌

4,018,268

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ5

3

.000

10/25/52

3,400,308‌

2,555,088

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ6

3

.000

01/25/53

2,163,358‌

4,182,722

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2023

PJ1

3

.500

02/25/53

3,658,153‌

981,222

(c),(d)

GS

Mortgage-Backed

Securities

Trust,

Series

2025

PJ4

6

.000

09/25/55

984,181‌

2,000,000

(d)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

2

.835

08/10/38

1,952,743‌

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

3

.076

08/10/38

2,436,976‌

5,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust,

Series

2016

10HY

3

.076

08/10/38

4,858,788‌

10,250,000

(c),(d)

Hudson

Yards

Mortgage

Trust,

Series

2019

30HY

3

.558

07/10/39

9,322,691‌

5,545,000

(c),(d)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

3

.041

12/10/41

5,132,282‌

1,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

3

.041

12/10/41

1,326,804‌

4,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

3

.041

12/10/41

3,872,561‌

440,000

(c),(d)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

3

.531

10/25/55

405,733‌

2,135,000

(c),(d)

Imperial

Fund

Mortgage

Trust,

Series

2022

NQM6

7

.100

10/25/67

2,130,693‌

1,109,027

(c),(d)

J.P.

Morgan

Mortgage

Trust,

Series

2022

5

2

.953

09/25/52

875,946‌

3,500,000

(d)

Jackson

Park

Trust,

Series

2019

LIC

2

.766

10/14/39

3,168,805‌

155,783

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2013

C13

4

.115

01/15/46

149,907‌

5,300,000

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.734%),

Series

2020

609M

6

.046

10/15/33

5,274,753‌

Core

Impact

Bond

210

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

699,875

(c),(d)

JP

Morgan

Mortgage

Trust,

(LIBOR

1

M

-

0.000%),

Series

2015

1

5

.661

%

12/25/44

$

681,697‌

9,997

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2015

3

3

.500

05/25/45

9,322‌

166,346

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2015

6

3

.500

10/25/45

153,640‌

717,124

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2018

3

3

.500

09/25/48

643,572‌

1,027,946

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2018

5

3

.500

10/25/48

930,155‌

958,339

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2017

5

4

.921

10/26/48

960,008‌

829,693

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2017

4

3

.870

11/25/48

726,986‌

63,294

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2018

9

4

.000

02/25/49

59,254‌

73,628

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2019

1

4

.000

05/25/49

69,080‌

793,140

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2020

1

3

.818

06/25/50

713,434‌

14,538,364

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

3

0

.136

07/25/51

110,611‌

10,245,184

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

4

0

.130

08/25/51

75,021‌

2,144,633

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

4

2

.880

08/25/51

1,729,097‌

19,813,141

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

6

0

.133

10/25/51

150,732‌

2,570,897

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

6

2

.500

10/25/51

2,085,521‌

921,994

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

10

2

.500

12/25/51

747,637‌

858,323

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

12

2

.500

02/25/52

697,720‌

2,798,957

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

13

3

.138

04/25/52

2,247,047‌

1,441,513

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

14

2

.500

05/25/52

1,168,911‌

1,737,132

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2021

LTV2

2

.927

05/25/52

1,502,228‌

1,703,927

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

2

3

.000

08/25/52

1,443,033‌

4,843,364

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

LTV2

3

.500

09/25/52

4,229,838‌

2,585,940

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

7

3

.000

12/25/52

2,186,092‌

1,066,507

(c),(d)

JP

Morgan

Mortgage

Trust,

Series

2022

7

4

.000

12/25/52

964,266‌

14,653,300

(c),(d)

JP

Morgan

Mortgage

Trust

Series,

Series

2024

3

3

.000

05/25/54

12,399,801‌

2,400,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

4

.700

09/15/47

2,197,114‌

377,531

(d)

Ladder

Capital

Commercial

Mortgage

Securities,

Series

2013

GCP

3

.575

02/15/36

365,644‌

2,350,000

(c),(d)

Manhattan

West

Mortgage

Trust,

Series

2020

1MW

2

.413

09/10/39

2,179,168‌

2,250,000

(c),(d)

MFT

Mortgage

Trust,

Series

2020

B6

3

.392

08/10/40

1,539,451‌

900,990

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2021

4

2

.500

07/25/51

801,993‌

5,073,461

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2023

1

4

.000

02/25/53

4,596,715‌

1,500,000

(c),(d)

MSDB

Trust,

Series

2017

712F

3

.427

07/11/39

1,439,660‌

4,250,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%),

Series

2019

MILE

6

.591

07/15/36

3,586,941‌

4,000,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

8

.641

07/15/36

2,677,108‌

22,198

(c)

New

York

Mortgage

Trust,

(TSFR1M

+

0.594%),

Series

2005

3

4

.914

02/25/36

22,092‌

4,131,816

(c),(d)

OBX

Trust,

Series

2021

J2

2

.500

07/25/51

3,350,455‌

966,420

(c),(d)

OBX

Trust,

Series

2022

J2

3

.436

08/25/52

820,736‌

1,149,999

(c),(d)

Oceanview

Mortgage

Trust,

Series

2021

1

2

.500

05/25/51

932,525‌

1,243,503

(c),(d)

Oceanview

Mortgage

Trust,

Series

2022

1

4

.500

11/25/52

1,171,478‌

15,670,000

(d)

One

Bryant

Park

Trust,

Series

2019

OBP

2

.516

09/15/54

14,281,986‌

2,008,731

(d)

One

Market

Plaza

Trust,

Series

2017

1MKT

3

.614

02/10/32

1,921,217‌

1,922,154

(c),(d)

RCKT

Mortgage

Trust,

Series

2021

3

2

.775

07/25/51

1,510,097‌

3,948,624

(c),(d)

RCKT

Mortgage

Trust,

Series

2021

4

2

.500

09/25/51

3,201,906‌

4,755,961

(c),(d)

RCKT

Mortgage

Trust,

Series

2021

5

2

.919

11/25/51

3,775,509‌

3,858,241

(c),(d)

RCKT

Mortgage

Trust,

Series

2022

4

3

.500

06/25/52

3,374,319‌

147,858

(c),(d)

Sequoia

Mortgage

Trust,

Series

2015

2

3

.500

05/25/45

136,374‌

41,592

(c),(d)

Sequoia

Mortgage

Trust,

Series

2016

1

3

.500

06/25/46

38,274‌

183,287

(c),(d)

Sequoia

Mortgage

Trust,

Series

2017

6

3

.720

09/25/47

174,013‌

10,823

(c),(d)

Sequoia

Mortgage

Trust,

Series

2018

3

3

.500

03/25/48

9,820‌

13,351

(c),(d)

Sequoia

Mortgage

Trust,

Series

2018

7

4

.000

09/25/48

12,678‌

1,523,424

(c),(d)

Sequoia

Mortgage

Trust,

Series

2020

3

3

.000

04/25/50

1,303,687‌

935,847

(c),(d)

Sequoia

Mortgage

Trust,

Series

2021

1

2

.658

03/25/51

768,392‌

2,538,159

(c),(d)

Sequoia

Mortgage

Trust,

Series

2023

1

5

.000

01/25/53

2,429,033‌

10,000,000

(d)

SLG

Office

Trust,

Series

2021

OVA

2

.585

07/15/41

8,783,840‌

1,125,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

+

1.371%),

Series

2021

LIH

5

.683

11/15/36

1,122,077‌

2,000,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

+

1.770%),

Series

2021

LIH

6

.082

11/15/36

1,992,614‌

2,050,000

(c),(d)

STWD

Mortgage

Trust,

(TSFR1M

+

2.069%),

Series

2021

LIH

6

.381

11/15/36

2,042,610‌

4,000,000

(d)

SUMIT

Mortgage

Trust,

Series

2022

BVUE

2

.789

02/12/41

3,575,182‌

2,572,550

(c),(d)

Verus

Securitization

Trust,

Series

2021

7

2

.240

10/25/66

2,240,330‌

3,000,000

(c),(d)

VNDO

Trust,

Series

2016

350P

4

.033

01/10/35

2,954,426‌

1,095,000

(c),(d)

WB

Commercial

Mortgage

Trust,

Series

2024

HQ

6

.134

03/15/40

1,099,675‌

1,000,000

(c),(d)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%),

Series

2017

SMP

6

.258

12/15/34

927,005‌

211

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

5,000,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

6

.011

%

06/10/37

$

5,150,093‌

2,450,000

(c),(d)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

6

.323

06/10/37

2,479,296‌

65,206

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

BNK1

2

.514

08/15/49

64,910‌

16,526

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2016

C33

3

.185

03/15/59

16,488‌

72,682

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

2

4

.000

04/25/49

69,214‌

604,154

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2020

4

3

.000

07/25/50

515,406‌

5,079,532

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

2

2

.500

06/25/51

4,125,288‌

1,300,495

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

2

2

.500

12/25/51

1,054,561‌

118,754

(c),(d)

WinWater

Mortgage

Loan

Trust,

Series

2014

1

3

.928

06/20/44

100,913‌

TOTAL

OTHER

MORTGAGE

BACKED

518,341,426‌

TOTAL

STRUCTURED

ASSETS

(Cost

$864,185,461)

802,470,533‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$6,664,236,888)

6,394,601,907‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

20,395,464

(j)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

(k)

20,395,464‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$20,395,464)

20,395,464‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.2%

REPURCHASE

AGREEMENT

-

1.1%

73,916,000

(l)

Fixed

Income

Clearing

Corporation

4

.390

07/01/25

73,916,000‌

TOTAL

REPURCHASE

AGREEMENT

73,916,000‌

TREASURY

DEBT

-

0.1%

5,000,000

United

States

Treasury

Bill

0

.000

07/15/25

4,991,926‌

TOTAL

TREASURY

DEBT

4,991,926‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$78,907,765)

78,907,926‌

TOTAL

INVESTMENTS

-

99.4%

(Cost

$6,763,540,117)

6,493,905,297‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.6%

41,015,882‌

NET

ASSETS

-

100.0%

$

6,534,921,179‌

CAD

Canadian

Dollar

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

M

Month

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(b)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(c)

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.

(d)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,594,179,303

or

24.5%

of

Total

Investments.

(e)

Perpetual

security.

Maturity

date

is

not

applicable.

(f)

Contingent

Capital

Securities

(“CoCos”)

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund’s

total

investment

in

CoCos

was

0.5%

of

Total

Investments.

(g)

When-issued

or

delayed

delivery

security.

(h)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$20,839,942.

(i)

All

or

a

portion

of

this

security

is

owned

by

Nuveen

Core

Impact

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(j)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(k)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(l)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.390%

dated

6/30/25

to

be

repurchased

at

$73,925,014

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

10/15/26,

valued

at

$75,394,377.

Core

Impact

Bond

212

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

2,866,950

CAD

4,047,429

Bank

of

America,

N.A.

07/11/25

$

(

107,032‌

)

$

12,280,964

EUR

11,078,276

Citibank

N.A.

07/11/25

(

778,604‌

)

$

6,116,948

EUR

5,264,702

Morgan

Stanley

Capital

Services

07/11/25

(

89,319‌

)

Total

 $

(

974,955‌

)

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

–‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

(

974,955‌

)

CAD

Canadian

Dollar

EUR

Euro

Fund

Level

1

Level

2

Level

3

Total

Core

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$40,935,059

$45

$40,935,104

Corporate

bonds

—

1,938,877,874

—

1,938,877,874

Government

bonds

—

3,585,678,791

733

3,585,679,524

Preferred

stocks

26,638,872

—

—

26,638,872

Structured

assets

—

802,470,533

—

802,470,533

Investments

purchased

with

collateral

from

securities

lending

20,395,464

—

—

20,395,464

Short-Term

Investments

:

Repurchase

agreement

—

73,916,000

—

73,916,000

Treasury

debt

—

4,991,926

—

4,991,926

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

(974,955)

—

(974,955)

Total

$47,034,336

$6,445,895,228

$778

$6,492,930,342

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

June

30,

2025

Core

Plus

Bond

213

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.1%

BANK

LOAN

OBLIGATIONS

-

4.0%

CAPITAL

GOODS

-

0.3%

$

1,012,846

(a)

Air

Comm

Corporation,

LLC,

Term

Loan,

(TSFR3M

+

3.000%)

7.300

%

12/11/31

$

1,019,176‌

2,254,407

(a)

Centuri

Group,

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.941

08/28/28

2,258,837‌

436,523

(a)

Chamberlain

Group

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.677

11/03/28

437,762‌

962,500

(a)

Conair

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.750%)

8.191

05/17/28

712,250‌

995,000

(a)

Construction

Partners

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

11/03/31

999,353‌

1,071,900

(a)

Madison

Safety

&

Flow

LLC,

(TSFR1M

+

2.750%)

7.077

09/26/31

1,075,250‌

332,322

(a)

Quikrete

Holdings,

Inc.,

Term

Loan

B1,

(TSFR1M

+

2.250%)

6.577

04/14/31

332,114‌

687,556

(a)

QXO

Inc,

Term

Loan

B,

(TSFR3M

+

3.000%)

7.296

04/30/32

693,108‌

356,093

(a)

Resideo

Funding

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

1.750%)

6.062

02/01/28

356,539‌

84,615

(a),(b)

Signia

Aerospace

LLC,

(TSFR1M

+

3.000%)

0.000

12/11/31

85,144‌

990,000

(a)

Titan

Acquisition

Limited,

Term

Loan

B,

(TSFR3M

+

TSFR6M

+

4.500%)

8.731

02/15/29

993,886‌

1,620,220

(a)

TransDigm,

Inc.,

Term

Loan

J,

(TSFR3M

+

2.500%)

6.796

02/28/31

1,624,927‌

1,984,925

(a)

TransDigm,

Inc.,

Term

Loan

K,

(TSFR3M

+

2.750%)

7.046

03/22/30

1,994,313‌

1,413,155

(a)

Zekelman

Industries,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.563

01/24/31

1,416,561‌

TOTAL

CAPITAL

GOODS

13,999,220‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

284,347

(a)

AlixPartners,

LLP,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.941

02/04/28

285,735‌

257,931

(a)

CHG

Healthcare

Services

Inc.,

Term

Loan

B1,

(TSFR3M

+

3.000%)

7.333

09/29/28

259,116‌

1,566,766

(a)

Corporation

Service

Company,

Term

Loan

B,

(TSFR1M

+

2.000%)

6.327

11/05/29

1,567,549‌

1,981,270

(a)

First

Advantage

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.577

10/31/31

1,984,678‌

1,809,288

(a)

Prime

Security

Services

Borrower,

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.000%)

6.320

10/15/30

1,812,228‌

537,000

(a)

Reworld

Holding

Corp,

(TSFR1M

+

2.250%)

6.562

11/30/28

538,611‌

41,463

(a)

Reworld

Holding

Corp,

Term

Loan

C,

(TSFR1M

+

2.250%)

6.562

11/30/28

41,588‌

215,232

(a)

West

Corporation,

Term

Loan

B3,

(TSFR3M

+

4.000%)

8.530

04/10/27

116,629‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

6,606,134‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.3%

2,388,948

(a)

Belron

Finance

LLC,

Term

Loan

B,

(TSFR3M

+

2.750%)

7.049

10/16/31

2,402,744‌

1,673,741

(a)

CNT

Holdings

I

Corp,

Term

Loan,

(TSFR3M

+

2.500%)

6.780

11/08/32

1,679,758‌

238,168

(a)

Driven

Holdings,

LLC,

Term

Loan

B,

(TSFR1M

+

3.000%)

7.441

12/17/28

238,168‌

3,497,621

(a)

LS

Group

OpCo

Acquistion

LLC,

(TSFR1M

+

2.500%)

6.830

04/23/31

3,498,723‌

1,336,524

(a)

PetSmart,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.750%)

8.177

02/14/28

1,325,664‌

3,854,733

(a)

Wand

NewCo

3,

Inc.,

Repriced

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

01/30/31

3,841,974‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

12,987,031‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,474,889

(a)

AI

Aqua

Merger

Sub,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7.324

07/31/28

2,474,171‌

212,500

(a)

Crocs,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

6.577

02/20/29

213,937‌

222,369

(a)

SRAM,

LLC

,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

02/27/32

220,145‌

847,076

(a)

Weber-Stephen

Products

LLC,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.691

10/29/27

842,590‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,750,843‌

CONSUMER

SERVICES

-

0.3%

2,456,087

(a)

101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6.077

09/20/30

2,448,669‌

391,980

(a)

Alterra

Mountain

Company,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

08/17/28

394,430‌

1,287,563

(a)

Caesars

Entertainment

Inc.,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

02/06/30

1,288,528‌

645,055

(a)

Camelot

U.S.

Acquisition

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

01/31/31

639,211‌

1,884,686

(a)

Carnival

Corporation,

Term

Loan

(2028),

(TSFR1M

+

2.000%)

6.312

10/18/28

1,888,512‌

648,375

(a)

Element

Materials

Technology

Group

US

Holdings

Inc.,

Term

Loan,

(TSFR3M

+

3.750%)

8.046

06/25/29

651,212‌

1,797,695

(a)

Fertitta

Entertainment,

LLC,

Term

Loan

B,

(TSFR1M

+

3.500%)

7.827

01/29/29

1,797,767‌

2,142,375

(a)

Flutter

Financing

B.V.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.049

11/29/30

2,139,697‌

470,479

(a)

IRB

Holding

Corp,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

12/15/27

470,971‌

714,067

(a)

KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.179

03/15/28

718,419‌

495,386

(a)

Light

and

Wonder

International,

Inc.,

Term

Loan

B2,

(TSFR1M

+

2.250%)

6.564

04/16/29

496,438‌

1,320,058

(a)

Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

7.799

11/30/29

1,259,837‌

301,185

(a)

PENN

Entertainment,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

05/03/29

301,899‌

437,498

(a)

Spin

Holdco

Inc.,

Term

Loan,

(TSFR3M

+

4.000%)

8.577

03/04/28

385,545‌

TOTAL

CONSUMER

SERVICES

14,881,135‌

ENERGY

-

0.0%

1,237,523

(a)

Canister

International

Group

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.500%)

7.827

03/22/29

1,241,007‌

Core

Plus

Bond

214

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

(continued)

$

731,191

(a)

Oryx

Midstream

Services

Permian

Basin

LLC,

(TSFR1M

+

2.250%)

6.572

%

10/05/28

$

731,834‌

TOTAL

ENERGY

1,972,841‌

FINANCIAL

SERVICES

-

0.1%

2,796,677

(a)

Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

6.077

06/24/31

2,802,661‌

TOTAL

FINANCIAL

SERVICES

2,802,661‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

590,432

(a)

Arterra

Wines

Canada,

Inc.,

Term

Loan,

(TSFR3M

+

3.500%)

8.057

11/24/27

586,650‌

1,161,181

(a)

Aspire

Bakeries

Holdings

LLC,

(TSFR1M

+

4.250%)

8.577

12/23/30

1,167,167‌

48,008

(a)

City

Brewing

Company,

LLC,

First

Out

New

Money

Term

Loan,

(TSFR3M

+

6.250%)

10.506

04/05/28

13,202‌

125,626

(a)

City

Brewing

Company,

LLC,

FLFO

Roll

Up

Term

Loan,

(TSFR3M

+

3.500%)

8.018

04/05/28

34,547‌

14,052

(a)

City

Brewing

Company,

LLC,

PIK

Super

Priority

Term

Loan,

(TSFR3M

+

9.000%),

,

(cash

13.585%,

PIK

7.500%)

13.585

01/05/26

13,349‌

573,064

(a)

Froneri

Lux

Finco

Sarl,

Term

Loan

B4,

(TSFR6M

+

2.000%)

6.237

09/30/31

568,052‌

1,790,640

(a)

Triton

Water

Holdings,

Inc,

Term

Loan

B,

(TSFR3M

+

2.250%)

6.546

03/31/28

1,799,092‌

182,555

(a)

UTZ

Quality

Foods,

LLC,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

01/29/32

182,783‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

4,364,842‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.5%

3,943,134

(a)

Bausch

&

Lomb

Corp,

(TSFR1M

+

4.250%)

8.571

01/15/31

3,955,476‌

449,083

(a)

Global

Medical

Response,

Inc.,

PIK

Term

Loan,

(TSFR1M

+

4.750%),

,

(cash

9.079%,

PIK

7.500%)

4.914

10/02/28

450,269‌

2,807,527

(a)

ICU

Medical,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.500%)

6.946

01/08/29

2,817,311‌

5,470,388

(a)

Medline

Borrower,

LP,

Add-on

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

10/23/28

5,482,833‌

1,852,813

(a)

Onex

TSG

Intermediate

Corp.,

Term

Loan

B,

(TSFR3M

+

4.750%)

9.344

02/28/28

1,860,048‌

3,272,025

(a)

Parexel

International

Corporation,

Term

Loan

B,

(TSFR1M

+

2.500%)

6.827

11/15/28

3,276,622‌

707,209

(a)

Select

Medical

Corporation,

Term

Loan

B,

(TSFR1M

+

2.000%)

6.327

12/03/31

710,306‌

2,426,028

(a)

Surgery

Center

Holdings,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

12/19/30

2,437,661‌

2,493,750

(a)

Zelis

Payments

Buyer,

Inc.,

5th

Amendment

Term

Loan,

(TSFR1M

+

3.250%)

7.577

11/26/31

2,483,875‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

23,474,401‌

INSURANCE

-

0.6%

208,511

(a)

Acrisure

LLC,

(TSFR1M

+

3.000%)

7.327

11/06/30

208,266‌

3,980,000

(a)

Alliant

Holdings

Intermediate,

LLC,

Term

Loan

B6,

(TSFR1M

+

2.750%)

7.072

09/19/31

3,985,413‌

425,000

(a)

Asurion

LLC,

2nd

Lien

Term

Loan

B3,

(TSFR1M

+

5.250%)

9.691

01/31/28

407,603‌

544,655

(a)

Asurion

LLC,

Term

Loan

B13,

(TSFR1M

+

4.250%)

8.577

09/19/30

529,813‌

4,934,373

(a)

Broadstreet

Partners,

Inc.,

Term

Loan

B4,

(TSFR1M

+

3.000%)

7.327

06/13/31

4,945,845‌

919,355

(a)

CRC

Insurance

Group

LLC,

(TSFR3M

+

2.750%)

7.046

05/06/31

920,885‌

3,250,949

(a)

HUB

International

Ltd,

(TSFR3M

+

2.500%)

6.769

06/20/30

3,264,342‌

1,201,811

(a)

Ryan

Specialty

Group,

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

09/15/31

1,203,313‌

4,962,563

(a)

Sedgwick

Claims

Management

Services,

Inc.,

Term

Loan

B,

(TSFR1M

+

3.000%)

7.327

07/31/31

4,986,011‌

3,955,125

(a)

USI,

Inc,

(TSFR1M

+

2.250%)

6.546

09/27/30

3,949,311‌

1,950,424

(a)

USI,

Inc.,

Term

Loan

D,

(TSFR3M

+

2.250%)

6.546

11/21/29

1,949,361‌

TOTAL

INSURANCE

26,350,163‌

MATERIALS

-

0.3%

635,594

(a)

Asplundh

Tree

Expert,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.177

09/07/27

637,780‌

4,339,119

(a)

Clydesdale

Acquisition

Holdings

Inc,

Term

Loan

B,

(TSFR1M

+

3.175%)

7.502

04/13/29

4,335,430‌

196,026

(a)

H.B.

Fuller

Company,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

02/15/30

197,130‌

738,413

(a)

INEOS

Quattro

Holdings

UK

Ltd,

First

Lien

Term

Loan

B,

(TSFR1M

+

4.250%)

8.677

04/02/29

689,493‌

3,231,900

(a)

INEOS

Quattro

Holdings

UK

Ltd,

Term

Loan

B,

(TSFR1M

+

4.250%)

8.577

10/07/31

2,961,229‌

845,709

(a)

Klockner-Pentaplast

of

America,

Inc.,

Term

Loan

B,

(TSFR6M

+

4.725%)

9.227

02/12/26

784,696‌

1,861,923

(a)

TricorBraun

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.250%)

7.691

03/03/28

1,862,090‌

290,032

(a)

Tronox

Finance

LLC,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.500%)

6.811

09/30/31

284,594‌

130,769

(a),(b)

USALCO,

LLC,

Delayed

Draw

Term

Loan,

(N/A

+

1.000%)

1.000

09/30/31

131,652‌

1,262,885

(a)

USALCO,

LLC,

Term

Loan

B,

(TSFR1M

+

4.000%)

8.327

09/30/31

1,271,409‌

TOTAL

MATERIALS

13,155,503‌

MEDIA

&

ENTERTAINMENT

-

0.0%

473,628

(a)

Altice

Financing

SA,

Term

Loan,

(TSFR3M

+

5.000%)

9.256

10/29/27

383,440‌

539,899

(a)

CSC

Holdings,

LLC,

Term

Loan

B6,

(TSFR1M

+

4.500%)

8.812

01/18/28

533,456‌

89,554

(a)

DirecTV

Financing,

LLC,

Term

Loan,

(TSFR3M

+

5.000%)

9.541

08/02/27

90,009‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,006,905‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

136,642

(a)

Avantor

Funding,

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6.427

11/08/27

137,354‌

1,184,652

(a)

Elanco

Animal

Health

Incorporated,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.174

08/02/27

1,184,954‌

2,128,001

(a)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

05/05/28

2,139,684‌

215

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

(continued)

$

2,527,710

(a)

Organon

&

Co,

Term

Loan,

(TSFR1M

+

2.250%)

6.571

%

05/19/31

$

2,491,892‌

206,774

(a)

Perrigo

Investments,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6.327

04/20/29

207,204‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

6,161,088‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

330,059

(a)

Cushman

&

Wakefield

U.S.

Borrower,

LLC,

Term

Loan

B1,

(TSFR1M

+

2.750%)

7.077

01/31/30

332,052‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

332,052‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.1%

3,491,250

(a)

Instructure

Holdings,

Inc.,

Term

Loan,

(TSFR6M

+

3.000%)

7.205

11/13/31

3,499,018‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

3,499,018‌

SOFTWARE

&

SERVICES

-

0.7%

144,152

(a)

Avaya,

Inc,

(TSFR1M

+

7.500%),

,

(cash

11.827%,

PIK

7.500%)

5.913

08/01/28

113,880‌

2,668,313

(a)

BCPE

Pequod

Buyer

Inc,

Term

Loan

B,

(TSFR1M

+

3.250%)

7.577

11/25/31

2,675,984‌

4,795,930

(a)

Boost

Newco

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

6.296

01/31/31

4,813,915‌

2,951,386

(a)

Boxer

Parent

Company

Inc.,

Term

Loan

B,

(TSFR3M

+

3.000%)

7.333

07/30/31

2,936,437‌

3,960,075

(a)

Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

7.074

05/01/31

3,946,472‌

1,168,705

(a)

Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7.327

10/09/29

1,172,906‌

2,220,251

(a)

Epicor

Software

Corporation,

Term

Loan

E,

(TSFR1M

+

2.750%)

7.077

05/30/31

2,228,400‌

0

(a)

FNZ

Group

Services

Ltd,

Term

Loan

B,

(TSFR3M

+

5.000%)

9.260

11/05/31

0‌

3,090,908

(a)

Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

09/12/29

3,090,151‌

822,375

(a)

Informatica

LLC,

Term

Loan

B,

(TSFR1M

+

2.250%)

6.577

10/27/28

826,746‌

2,977,500

(a)

Mitchell

International,

Inc.,

First

Lien

Term

Loan,

(TSFR1M

+

3.250%)

7.577

06/17/31

2,978,483‌

2,682,190

(a)

Open

Text

Corporation,

Term

Loan

B,

(TSFR1M

+

1.750%)

6.077

01/31/30

2,684,711‌

64,888

(a)

Rackspace

Finance,

LLC,

First

Lien

First

Out

Term

Loan,

(TSFR1M

+

6.250%)

10.679

05/15/28

65,247‌

310,588

(a)

Rackspace

Finance,

LLC,

First

Lien

Second

Out

Term

Loan,

(TSFR1M

+

2.750%)

7.179

05/15/28

143,562‌

457,188

(a)

RealPage,

Inc,

First

Lien

Term

Loan,

(TSFR3M

+

3.000%)

7.557

04/24/28

454,561‌

1,496,250

(a)

Synechron

Inc,

Term

Loan

B,

(TSFR3M

+

3.750%)

8.030

10/03/31

1,458,844‌

1,606,052

(a)

UKG

Inc.,

Term

Loan

B,

(TSFR1M

+

3.000%)

7.311

02/10/31

1,613,929‌

2,468,750

(a)

Zelis

Payments

Buyer,

Inc.,

Term

Loan

B,

(TSFR1M

+

2.750%)

7.077

09/28/29

2,455,949‌

TOTAL

SOFTWARE

&

SERVICES

33,660,177‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.1%

2,536,882

(a)

CommScope

LLC,

(TSFR1M

+

5.250%)

9.577

12/17/29

2,571,497‌

3,975,013

(a)

Delta

TopCo,

Inc.,

Term

Loan

B,

(TSFR3M

+

2.750%)

7.074

11/30/29

3,951,222‌

144,893

(a)

Ingram

Micro

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

6.560

09/22/31

145,754‌

378,724

(a),(c)

MLN

US

HoldCo

LLC,

First

Lien

Term

Loan,

(TSFR3M

-

0.000%)

4.405

11/30/25

2,850‌

247,119

(a),(c)

MLN

US

HoldCo

LLC,

Second

Out

Term

Loan,

(Prime

-

0.000%)

0.000

10/18/27

1,248‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

6,672,571‌

TELECOMMUNICATION

SERVICES

-

0.1%

918,794

(a)

Altice

France

S.A.,

Term

Loan

B12,

(Prime

+

2.688%)

10.188

01/31/26

808,424‌

191,021

(a)

Cablevision

Lightpath

LLC,

Repriced

Term

Loan,

(TSFR1M

+

3.000%)

7.312

11/30/27

191,816‌

250,000

(a)

Virgin

Media

Bristol

LLC,

Term

Loan

N,

(TSFR1M

+

2.500%)

6.926

01/31/28

247,136‌

2,000,000

(a)

Zayo

Group

Holdings,

Inc.,

Term

Loan,

(TSFR1M

+

3.000%)

7.441

03/09/27

1,907,590‌

TOTAL

TELECOMMUNICATION

SERVICES

3,154,966‌

TRANSPORTATION

-

0.1%

1,767,150

(a)

Air

Canada,

Term

Loan

B,

(TSFR3M

+

2.000%)

6.325

03/21/31

1,772,398‌

487,500

(a)

American

Airlines,

Inc.,

Term

Loan,

(TSFR3M

+

2.250%)

6.522

04/20/28

485,024‌

84,322

(a)

SkyMiles

IP

Ltd.,

Skymiles

Term

Loan

B,

(TSFR3M

+

3.750%)

8.022

10/20/27

84,970‌

383,239

(a)

XPO

Logistics,

Inc.,

Term

Loan

(2028),

(TSFR1M

+

1.750%)

6.077

05/24/28

385,294‌

TOTAL

TRANSPORTATION

2,727,686‌

UTILITIES

-

0.1%

1,620,000

(a),(d)

Cornerstone

Generation

LLC,

(TBD)

TBD

TBD

1,630,125‌

2,483,015

(a)

Talen

Energy

Supply,

LLC,

Term

Loan

B,

(TSFR3M

+

2.500%)

6.808

05/17/30

2,491,743‌

TOTAL

UTILITIES

4,121,868‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$186,524,974)

185,681,105‌

Core

Plus

Bond

216

Portfolio

of

Investments

June

30,

2025

(continued)

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

1,538

(e),(f)

Cloud

Peak

Energy,

Inc

$

15‌

TOTAL

ENERGY

15‌

SOFTWARE

&

SERVICES

-

0.0%

596

(f)

Avaya,

Inc

4,321‌

2,843

(f)

Avaya,

Inc

20,612‌

TOTAL

SOFTWARE

&

SERVICES

24,933‌

TOTAL

COMMON

STOCKS

(Cost

$39,480)

24,948‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

35.2%

AUTOMOBILES

&

COMPONENTS

-

0.8%

$

350,000

(g)

Clarios

Global

LP

6.750

%

02/15/30

363,925‌

575,000

Dana,

Inc

5.375

11/15/27

576,931‌

350,000

Dana,

Inc

5.625

06/15/28

352,043‌

325,000

Dana,

Inc

4.250

09/01/30

320,323‌

4,525,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

4,776,764‌

2,000,000

(g)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

2,001,500‌

1,563,000

General

Motors

Co

6.125

10/01/25

1,565,782‌

800,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

802,599‌

3,500,000

General

Motors

Financial

Co,

Inc

4.900

10/06/29

3,493,989‌

2,825,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

2,920,402‌

900,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

924,770‌

3,200,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

2,801,394‌

3,750,000

General

Motors

Financial

Co,

Inc

5.600

06/18/31

3,824,781‌

2,000,000

(h)

General

Motors

Financial

Co,

Inc

5.750

N/A

1,973,894‌

5,000,000

Goodyear

Tire

&

Rubber

Co

5.250

04/30/31

4,801,894‌

1,000,000

(g)

Nemak

SAB

de

C.V.

3.625

06/28/31

828,480‌

1,360,000

(g)

Phinia,

Inc

6.625

10/15/32

1,381,194‌

750,000

(g)

ZF

North

America

Capital,

Inc

6.875

04/14/28

752,268‌

3,665,000

ZF

North

America

Capital,

Inc

6.750

04/23/30

3,519,550‌

TOTAL

AUTOMOBILES

&

COMPONENTS

37,982,483‌

BANKS

-

7.4%

1,500,000

(g)

Akbank

T.A.S.

6.800

06/22/31

1,492,500‌

1,500,000

(g)

Akbank

TAS

7.498

01/20/30

1,527,204‌

4,000,000

(h),(i)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9.375

N/A

4,414,376‌

1,500,000

(g)

Banco

Bradesco

S.A.

6.500

01/22/30

1,570,350‌

1,270,000

(g),(i)

Banco

Davivienda

S.A.

8.125

07/02/35

1,274,191‌

700,000

(g),(h),(i)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A

738,521‌

1,800,000

(g),(h),(i)

Banco

del

Estado

de

Chile

7.950

N/A

1,869,750‌

2,000,000

(g)

Banco

do

Brasil

S.A.

6.000

03/18/31

2,025,094‌

3,000,000

(g)

Banco

Internacional

del

Peru

SAA

Interbank

4.000

07/08/30

2,975,960‌

925,000

(g),(h),(i)

Banco

Mercantil

del

Norte

S.A.

7.500

N/A

915,669‌

2,000,000

(g),(h),(i)

Banco

Mercantil

del

Norte

S.A.

8.375

N/A

2,025,760‌

2,025,000

(g)

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5.621

12/10/29

2,062,462‌

2,400,000

(h),(i)

Banco

Santander

S.A.

9.625

N/A

2,798,933‌

2,000,000

(i)

Bancolombia

S.A.

8.625

12/24/34

2,102,830‌

2,600,000

(g)

Bangkok

Bank

PCL

3.466

09/23/36

2,312,699‌

4,000,000

(g),(i)

Bank

Hapoalim

BM

3.255

01/21/32

3,823,400‌

3,000,000

(g),(i)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

2,943,000‌

22,795,000

Bank

of

America

Corp

2.592

04/29/31

20,839,203‌

9,000,000

Bank

of

America

Corp

5.288

04/25/34

9,180,304‌

3,000,000

Bank

of

America

Corp

5.511

01/24/36

3,084,644‌

8,975,000

Bank

of

America

Corp

5.744

02/12/36

9,119,839‌

5,700,000

Bank

of

America

Corp

2.676

06/19/41

4,065,559‌

2,850,000

(h),(j)

Bank

of

America

Corp

4.375

N/A

2,796,498‌

5,000,000

(h)

Bank

of

America

Corp

6.625

N/A

5,178,265‌

4,075,000

(h)

Bank

of

New

York

Mellon

Corp

6.300

N/A

4,186,300‌

3,025,000

Barclays

plc

5.367

02/25/31

3,089,997‌

2,225,000

Barclays

plc

3.330

11/24/42

1,651,716‌

4,525,000

(h),(i)

Barclays

plc

9.625

N/A

5,025,954‌

217

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.4%

(continued)

$

1,850,000

(g),(i)

BBVA

Bancomer

S.A.

5.125

%

01/18/33

$

1,777,851‌

1,000,000

(g),(i)

BBVA

Bancomer

S.A.

8.450

06/29/38

1,057,683‌

1,100,000

(g),(i)

BBVA

Bancomer

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

BBVA

Mexico

7.625

02/11/35

1,129,480‌

100,000

(g)

BNP

Paribas

S.A.

4.375

05/12/26

99,772‌

1,800,000

(g)

BNP

Paribas

S.A.

2.159

09/15/29

1,668,613‌

8,000,000

(g),(h),(i)

BNP

Paribas

S.A.

7.450

N/A

8,048,000‌

3,300,000

CitiBank

NA

4.914

05/29/30

3,363,357‌

5,895,000

Citigroup,

Inc

3.200

10/21/26

5,810,777‌

2,805,000

Citigroup,

Inc

4.300

11/20/26

2,800,953‌

400,000

Citigroup,

Inc

4.450

09/29/27

400,384‌

275,000

Citigroup,

Inc

4.125

07/25/28

273,049‌

6,025,000

Citigroup,

Inc

4.542

09/19/30

5,997,690‌

2,135,000

Citigroup,

Inc

2.572

06/03/31

1,936,256‌

3,075,000

Citigroup,

Inc

6.020

01/24/36

3,157,771‌

1,750,000

(h),(j)

Citigroup,

Inc

7.375

N/A

1,841,013‌

2,600,000

(h)

Citigroup,

Inc

7.625

N/A

2,736,219‌

2,500,000

(h)

Citigroup,

Inc

4.000

N/A

2,482,382‌

3,575,000

(g)

Credit

Agricole

S.A.

5.222

05/27/31

3,641,665‌

4,600,000

(g),(h),(i),(j)

Credit

Agricole

S.A.

6.700

N/A

4,500,742‌

5,000,000

(g),(h),(i)

Credit

Agricole

S.A.

8.125

N/A

5,062,500‌

2,450,000

Deutsche

Bank

AG.

5.371

09/09/27

2,513,038‌

2,275,000

Deutsche

Bank

AG.

2.311

11/16/27

2,207,370‌

1,500,000

Deutsche

Bank

AG.

6.819

11/20/29

1,599,932‌

2,025,000

Deutsche

Bank

AG.

4.999

09/11/30

2,040,334‌

3,400,000

(h),(i)

Deutsche

Bank

AG.

8.130

N/A

3,508,521‌

1,550,000

(g)

Ecobank

Transnational,

Inc

10.125

10/15/29

1,582,937‌

2,500,000

(g)

Grupo

Aval

Ltd

4.375

02/04/30

2,292,364‌

635,000

(g),(h)

Hana

Bank

3.500

N/A

617,635‌

3,750,000

HSBC

Holdings

plc

7.390

11/03/28

3,982,461‌

2,200,000

HSBC

Holdings

plc

3.973

05/22/30

2,142,480‌

2,000,000

HSBC

Holdings

plc

5.130

03/03/31

2,026,704‌

4,800,000

(h),(i)

HSBC

Holdings

plc

8.000

N/A

5,022,149‌

2,700,000

(h),(i),(j)

HSBC

Holdings

plc

6.950

N/A

2,714,299‌

4,000,000

(h)

Huntington

Bancshares,

Inc

5.625

N/A

4,063,585‌

UGX

6,000,000,000

(g)

ICBC

Standard

Bank

plc

14.250

06/26/34

1,326,537‌

3,000,000

(g)

Intercorp

Financial

Services,

Inc

4.125

10/19/27

2,915,799‌

1,825,000

(g)

Itau

Unibanco

Holding

S.A.

6.000

02/27/30

1,872,039‌

660,000

JPMorgan

Chase

&

Co

3.900

07/15/25

659,751‌

350,000

JPMorgan

Chase

&

Co

3.200

06/15/26

346,645‌

6,325,000

JPMorgan

Chase

&

Co

4.323

04/26/28

6,318,913‌

7,805,000

JPMorgan

Chase

&

Co

3.702

05/06/30

7,596,510‌

4,400,000

JPMorgan

Chase

&

Co

5.140

01/24/31

4,512,107‌

725,000

JPMorgan

Chase

&

Co

1.953

02/04/32

628,727‌

4,250,000

JPMorgan

Chase

&

Co

5.350

06/01/34

4,372,492‌

1,075,000

JPMorgan

Chase

&

Co

6.254

10/23/34

1,168,354‌

6,750,000

JPMorgan

Chase

&

Co

5.766

04/22/35

7,091,475‌

3,900,000

JPMorgan

Chase

&

Co

4.946

10/22/35

3,859,147‌

5,300,000

JPMorgan

Chase

&

Co

5.572

04/22/36

5,492,620‌

2,750,000

JPMorgan

Chase

&

Co

2.525

11/19/41

1,927,538‌

12,350,000

JPMorgan

Chase

&

Co

3.157

04/22/42

9,312,360‌

1,250,000

JPMorgan

Chase

&

Co

4.260

02/22/48

1,053,178‌

2,250,000

(h)

JPMorgan

Chase

&

Co

3.650

N/A

2,213,473‌

5,625,000

(h)

JPMorgan

Chase

&

Co

6.875

N/A

5,937,300‌

1,000,000

Lloyds

Banking

Group

plc

6.068

06/13/36

1,028,099‌

4,175,000

(h)

M&T

Bank

Corp

3.500

N/A

4,031,906‌

3,000,000

(g),(i)

Mizrahi

Tefahot

Bank

Ltd

3.077

04/07/31

2,924,700‌

3,000,000

(h),(i)

NatWest

Group

plc

8.125

N/A

3,235,962‌

1,975,000

(g)

NBK

SPC

Ltd

1.625

09/15/27

1,902,043‌

3,000,000

(g),(h)

NBK

Tier  Financing

Ltd

3.625

N/A

2,892,967‌

2,275,000

PNC

Financial

Services

Group,

Inc

5.575

01/29/36

2,344,774‌

5,225,000

(h)

PNC

Financial

Services

Group,

Inc

3.400

N/A

5,046,017‌

3,275,000

(h),(j)

PNC

Financial

Services

Group,

Inc

6.200

N/A

3,336,860‌

Core

Plus

Bond

218

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

7.4%

(continued)

$

5,000,000

Royal

Bank

of

Canada

6.750

%

08/24/85

$

5,003,700‌

5,000,000

(h)

Truist

Financial

Corp

4.950

N/A

4,990,355‌

3,055,000

(h)

Truist

Financial

Corp

6.669

N/A

3,059,274‌

3,000,000

(g)

United

Overseas

Bank

Ltd

2.000

10/14/31

2,903,190‌

2,000,000

US

Bancorp

4.839

02/01/34

1,974,839‌

1,050,000

Wells

Fargo

&

Co

3.550

09/29/25

1,047,046‌

5,825,000

Wells

Fargo

&

Co

2.393

06/02/28

5,611,889‌

2,600,000

Wells

Fargo

&

Co

6.303

10/23/29

2,747,908‌

4,000,000

Wells

Fargo

&

Co

5.211

12/03/35

4,015,387‌

3,975,000

Wells

Fargo

&

Co

5.605

04/23/36

4,103,072‌

4,125,000

(h),(j)

Wells

Fargo

&

Co

7.625

N/A

4,430,444‌

7,000,000

(h)

Wells

Fargo

&

Co

3.900

N/A

6,928,255‌

2,000,000

(g)

Yapi

ve

Kredi

Bankasi

AS.

7.250

03/03/30

2,000,000‌

TOTAL

BANKS

343,354,596‌

CAPITAL

GOODS

-

1.7%

5,300,000

Air

Lease

Corp

3.125

12/01/30

4,897,638‌

1,690,000

(g)

Airbus

SE

3.150

04/10/27

1,663,861‌

975,000

(g)

Albion

Financing  SARL

7.000

05/21/30

995,014‌

600,000

(g)

BAE

Systems

plc

1.900

02/15/31

521,357‌

10,500,000

Boeing

Co

2.196

02/04/26

10,336,119‌

1,050,000

Boeing

Co

3.250

02/01/28

1,018,431‌

1,375,000

Boeing

Co

5.705

05/01/40

1,358,416‌

13,650,000

Boeing

Co

5.805

05/01/50

13,090,361‌

1,160,000

(g)

Chart

Industries,

Inc

7.500

01/01/30

1,214,434‌

400,000

(g)

Esab

Corp

6.250

04/15/29

409,544‌

455,000

(g)

Goat

Holdco

LLC

6.750

02/01/32

462,526‌

665,000

(g)

Herc

Holdings,

Inc

6.625

06/15/29

682,289‌

425,000

(g)

Herc

Holdings,

Inc

7.000

06/15/30

443,852‌

7,200,000

Honeywell

International,

Inc

5.000

03/01/35

7,246,355‌

2,000,000

(g)

IHS

Holding

Ltd

7.875

05/29/30

2,004,459‌

1,000,000

(g),(j)

IHS

Holding

Ltd

8.250

11/29/31

1,008,733‌

390,000

(g)

JH

North

America

Holdings,

Inc

0.000

01/31/31

393,406‌

4,900,000

L3Harris

Technologies,

Inc

5.400

07/31/33

5,033,179‌

595,000

(g)

Masterbrand,

Inc

7.000

07/15/32

607,645‌

280,000

(g)

MITER

BRAND

6.750

04/01/32

287,184‌

1,000,000

(g)

Quikrete

Holdings,

Inc

6.375

03/01/32

1,028,320‌

4,450,000

Raytheon

Technologies

Corp

4.125

11/16/28

4,432,048‌

1,080,000

Raytheon

Technologies

Corp

2.250

07/01/30

975,907‌

3,250,000

Raytheon

Technologies

Corp

6.000

03/15/31

3,491,898‌

3,900,000

(g),(j)

Sisecam

UK

plc

8.625

05/02/32

3,941,402‌

3,000,000

(g)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3.500

09/10/51

1,921,294‌

2,200,000

(g)

Standard

Industries,

Inc

5.000

02/15/27

2,195,025‌

1,575,000

(g)

TransDigm,

Inc

6.875

12/15/30

1,634,201‌

1,470,000

(g)

TransDigm,

Inc

6.000

01/15/33

1,477,988‌

725,000

(g)

WESCO

Distribution,

Inc

7.250

06/15/28

734,002‌

480,000

(g)

WESCO

Distribution,

Inc

6.375

03/15/33

496,119‌

1,595,000

(g)

Windsor

Holdings

III

LLC

8.500

06/15/30

1,709,246‌

TOTAL

CAPITAL

GOODS

77,712,253‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

2,125,000

(g)

ADT

Corp

4.875

07/15/32

2,038,476‌

800,000

(g)

ASGN,

Inc

4.625

05/15/28

780,220‌

225,000

(g)

CACI

International,

Inc

6.375

06/15/33

232,188‌

1,000,000

(g)

Garda

World

Security

Corp

4.625

02/15/27

993,801‌

1,035,000

(g)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

1,098,668‌

1,732,000

(g)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

1,740,982‌

1,200,000

(g)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

1,162,199‌

2,725,000

(g)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

2,729,267‌

1,330,000

Verisk

Analytics,

Inc

4.125

03/15/29

1,321,058‌

1,675,000

Verisk

Analytics,

Inc

5.250

03/15/35

1,684,486‌

75,000

Verisk

Analytics,

Inc

3.625

05/15/50

53,563‌

219

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

(continued)

$

2,575,000

Waste

Management,

Inc

4.950

%

03/15/35

$

2,585,921‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

16,420,829‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

2,670,000

(g)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

2,577,852‌

755,000

(g)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

718,359‌

1,575,000

AutoNation,

Inc

5.890

03/15/35

1,597,378‌

925,000

(g)

Bath

&

Body

Works,

Inc

6.625

10/01/30

953,350‌

635,000

(j)

Kohl's

Corp

4.625

05/01/31

455,846‌

800,000

(g)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

777,961‌

790,000

(g)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

839,915‌

2,175,000

(g)

Lithia

Motors,

Inc

4.625

12/15/27

2,158,027‌

2,500,000

(g)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

2,383,435‌

1,900,000

(g)

Magic

Mergeco,

Inc

5.250

05/01/28

1,519,053‌

790,000

O'Reilly

Automotive,

Inc

3.550

03/15/26

785,098‌

1,400,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

1,381,203‌

1,225,000

O'Reilly

Automotive,

Inc

4.200

04/01/30

1,212,572‌

2,200,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

1,893,206‌

1,500,000

(g)

Queen

MergerCo,

Inc

6.750

04/30/32

1,545,303‌

335,000

Veritiv

Operating

Co

10.500

11/30/30

362,636‌

1,250,000

Walmart,

Inc

4.350

04/28/30

1,264,313‌

460,000

(g)

Wand

NewCo

3,

Inc

7.625

01/30/32

483,427‌

335,000

(g)

Wayfair

LLC

7.250

10/31/29

335,150‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

23,244,084‌

CONSUMER

DURABLES

&

APPAREL

-

0.0%

1,000,000

(g),(j)

CD&R

Smokey

Buyer,

Inc

9.500

10/15/29

814,892‌

1,175,000

Newell

Brands,

Inc

6.375

09/15/27

1,190,777‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,005,669‌

CONSUMER

SERVICES

-

0.6%

1,035,000

(g)

1011778

BC

ULC

6.125

06/15/29

1,061,469‌

1,455,000

(g),(j)

Caesars

Entertainment,

Inc

6.000

10/15/32

1,426,936‌

2,000,000

(g)

CDI

Escrow

Issuer,

Inc

5.750

04/01/30

2,006,518‌

3,285,000

(g)

Churchill

Downs,

Inc

6.750

05/01/31

3,376,395‌

1,960,000

(g)

Flutter

Treasury

Designated

Activity

Co

6.375

04/29/29

2,018,884‌

150,000

(g)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

150,339‌

2,990,000

(g)

Hilton

Domestic

Operating

Co,

Inc

5.875

04/01/29

3,053,911‌

2,200,000

(g)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

1,992,887‌

400,000

(g)

International

Game

Technology

plc

4.125

04/15/26

399,751‌

350,000

(g)

Light

&

Wonder

International,

Inc

7.500

09/01/31

366,244‌

425,000

(g),(j)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

408,173‌

200,000

(g)

MGM

China

Holdings

Ltd

7.125

06/26/31

207,884‌

1,475,000

MGM

Resorts

International

6.125

09/15/29

1,500,290‌

1,420,000

(g)

Motion

Finco

Sarl

8.375

02/15/32

1,300,861‌

158,000

(g)

NCL

Corp

Ltd

5.875

03/15/26

158,197‌

1,665,000

Sands

China

Ltd

2.300

03/08/27

1,597,436‌

1,200,000

Service

Corp

International

5.750

10/15/32

1,212,238‌

1,980,000

(g),(j)

Six

Flags

Entertainment

Corp

6.625

05/01/32

2,042,241‌

450,000

(g)

Wynn

Macau

Ltd

5.625

08/26/28

442,390‌

1,100,000

(g)

Wynn

Resorts

Finance

LLC

6.250

03/15/33

1,107,053‌

TOTAL

CONSUMER

SERVICES

25,830,097‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

3,505,000

(g)

Albertsons

Cos,

Inc

6.500

02/15/28

3,588,519‌

500,000

(g)

Albertsons

Cos,

Inc

6.250

03/15/33

515,413‌

1,525,000

Kroger

Co

5.000

09/15/34

1,514,093‌

2,200,000

Kroger

Co

5.500

09/15/54

2,088,355‌

1,380,000

(g)

Performance

Food

Group,

Inc

6.125

09/15/32

1,411,649‌

975,000

SYSCO

Corp

5.400

03/23/35

991,717‌

2,250,000

SYSCO

Corp

3.150

12/14/51

1,437,361‌

785,000

(g)

US

Foods,

Inc

6.875

09/15/28

811,669‌

2,375,000

Walmart,

Inc

2.500

09/22/41

1,677,238‌

Core

Plus

Bond

220

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

(continued)

$

1,150,000

Walmart,

Inc

4.500

%

04/15/53

$

1,007,240‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

15,043,254‌

ENERGY

-

3.6%

2,000,000

(g)

Antero

Midstream

Partners

LP

6.625

02/01/32

2,065,700‌

1,419,000

(g)

Archrock

Partners

LP

6.875

04/01/27

1,420,449‌

375,000

(g)

Archrock

Partners

LP

6.250

04/01/28

376,241‌

1,580,000

(g)

Archrock

Partners

LP

6.625

09/01/32

1,609,763‌

4,100,000

BP

Capital

Markets

America,

Inc

5.227

11/17/34

4,171,552‌

400,000

(g)

Buckeye

Partners

LP

6.750

02/01/30

415,215‌

3,750,000

Cheniere

Energy

Partners

LP

4.000

03/01/31

3,568,432‌

2,750,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

2,465,200‌

3,075,000

Cheniere

Energy

Partners

LP

5.750

08/15/34

3,157,934‌

2,000,000

(g)

Chord

Energy

Corp

6.750

03/15/33

2,043,246‌

1,440,000

(g)

Civitas

Resources,

Inc

8.375

07/01/28

1,474,432‌

1,750,000

(g)

Civitas

Resources,

Inc

8.750

07/01/31

1,769,441‌

76,198

Cloud

Peak

Energy,

Inc,

,

(cash

12.000%,

PIK

10.000%)

12.000

12/31/99

76,198‌

1,475,000

(g)

CNX

Resources

Corp

7.250

03/01/32

1,527,233‌

1,500,000

(g)

Cosan

Ltd

5.500

09/20/29

1,457,698‌

1,790,000

(g)

DT

Midstream,

Inc

4.125

06/15/29

1,728,828‌

1,490,000

(g)

DT

Midstream,

Inc

4.375

06/15/31

1,426,801‌

2,300,000

Ecopetrol

S.A.

6.875

04/29/30

2,279,120‌

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,921,403‌

300,000

Ecopetrol

S.A.

8.875

01/13/33

309,482‌

3,450,000

Enbridge,

Inc

5.700

03/08/33

3,576,903‌

2,340,000

Enbridge,

Inc

8.500

01/15/84

2,605,281‌

500,000

(g)

Energean

Israel

Finance

Ltd

4.875

03/30/26

493,475‌

897,000

(g)

Energean

Israel

Finance

Ltd

5.375

03/30/28

853,271‌

1,450,000

(g)

Energean

Israel

Finance

Ltd

8.500

09/30/33

1,485,668‌

950,000

Energy

Transfer

LP

4.750

01/15/26

949,990‌

1,100,000

Energy

Transfer

LP

5.550

05/15/34

1,113,609‌

600,000

Energy

Transfer

LP

5.400

10/01/47

534,313‌

2,100,000

Energy

Transfer

LP

6.250

04/15/49

2,071,387‌

2,700,000

Energy

Transfer

LP

5.000

05/15/50

2,256,309‌

4,300,000

Energy

Transfer

LP

5.950

05/15/54

4,090,579‌

3,900,000

(h)

Energy

Transfer

LP

7.125

N/A

3,972,790‌

575,000

Energy

Transfer

Operating

LP

5.500

06/01/27

585,277‌

1,025,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

830,513‌

2,105,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

1,668,296‌

825,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

538,323‌

1,225,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

810,032‌

850,000

(g)

EQT

Corp

3.125

05/15/26

836,911‌

800,000

(g)

EQT

Corp

6.500

07/01/27

818,026‌

1,849,000

(g)

EQT

Corp

4.500

01/15/29

1,826,524‌

695,000

(g)

EQT

Corp

6.375

04/01/29

716,889‌

3,650,000

Expand

Energy

Corp

5.700

01/15/35

3,702,045‌

2,211,450

(g)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

1,960,650‌

2,750,000

(g)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

2,336,375‌

490,000

Genesis

Energy

LP

8.250

01/15/29

512,388‌

500,000

Genesis

Energy

LP

7.875

05/15/32

519,873‌

700,000

(g)

Gran

Tierra

Energy,

Inc

9.500

10/15/29

532,745‌

450,000

(g)

Hilcorp

Energy

I

LP

5.750

02/01/29

444,144‌

1,000,000

(g)

Hilcorp

Energy

I

LP

6.000

04/15/30

972,144‌

450,000

(g)

Hilcorp

Energy

I

LP

6.000

02/01/31

433,971‌

3,000,000

(g)

Hilcorp

Energy

I

LP

8.375

11/01/33

3,112,761‌

2,000,000

(g)

Hunt

Oil

Co

of

Peru

LLC

Sucursal

Del

Peru

7.750

11/05/38

2,104,280‌

1,800,000

(g)

Indika

Energy

Tbk

PT

8.750

05/07/29

1,732,679‌

1,500,000

(g)

KazMunayGas

National

Co

JSC

5.375

04/24/30

1,510,380‌

2,000,000

(g),(j)

KazMunayGas

National

Co

JSC

3.500

04/14/33

1,733,355‌

2,000,000

(g)

Kinetik

Holdings

LP

6.625

12/15/28

2,045,580‌

1,070,000

(g)

Kodiak

Gas

Services

LLC

7.250

02/15/29

1,106,820‌

1,050,000

(g)

Kosmos

Energy

Ltd

7.750

05/01/27

933,187‌

1,075,000

(g),(j)

Kosmos

Energy

Ltd

8.750

10/01/31

796,550‌

221

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

3.6%

(continued)

$

2,200,000

Marathon

Petroleum

Corp

3.800

%

04/01/28

$

2,168,980‌

4,150,000

Marathon

Petroleum

Corp

4.750

09/15/44

3,451,736‌

1,650,000

Marathon

Petroleum

Corp

5.000

09/15/54

1,354,561‌

400,000

(g)

Matador

Resources

Co

6.250

04/15/33

397,043‌

1,500,000

(g)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

1,561,351‌

485,000

(g)

Midwest

Connector

Capital

Co

LLC

4.625

04/01/29

480,888‌

2,625,000

MPLX

LP

1.750

03/01/26

2,574,294‌

2,275,000

MPLX

LP

2.650

08/15/30

2,058,977‌

2,375,000

Occidental

Petroleum

Corp

3.500

08/15/29

2,207,699‌

1,650,000

ONEOK,

Inc

4.500

03/15/50

1,273,550‌

900,000

ONEOK,

Inc

5.700

11/01/54

830,739‌

2,000,000

(g)

Parkland

Corp

4.500

10/01/29

1,922,570‌

1,260,000

(g)

Parkland

Corp

4.625

05/01/30

1,206,527‌

1,210,000

(g)

Permian

Resources

Operating

LLC

7.000

01/15/32

1,254,385‌

2,760,000

(g)

Pertamina

Hulu

Energi

PT

5.250

05/21/30

2,789,132‌

2,500,000

(g)

Pertamina

Persero

PT

1.400

02/09/26

2,450,006‌

2,000,000

(g)

Pertamina

Persero

PT

2.300

02/09/31

1,737,205‌

1,700,000

(j)

Petrobras

Global

Finance

BV

6.000

01/13/35

1,665,124‌

2,700,000

Petroleos

Mexicanos

5.950

01/28/31

2,440,882‌

3,300,000

Petroleos

Mexicanos

6.700

02/16/32

3,065,957‌

3,600,000

(g)

Petronas

Capital

Ltd

5.340

04/03/35

3,686,880‌

715,000

Phillips

66

Co

4.680

02/15/45

598,063‌

1,500,000

(g)

Raizen

Fuels

Finance

S.A.

5.700

01/17/35

1,404,375‌

2,675,000

(g)

Saudi

Arabian

Oil

Co

2.250

11/24/30

2,372,770‌

880,000

(g)

SM

Energy

Co

6.750

08/01/29

876,765‌

1,400,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

1,389,433‌

2,235,000

(g)

Sunoco

LP

7.000

05/01/29

2,327,491‌

1,150,000

Sunoco

LP

4.500

05/15/29

1,116,409‌

525,000

Targa

Resources

Partners

LP

6.500

07/15/27

525,344‌

3,300,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

2,177,025‌

900,000

TotalEnergies

Capital

S.A.

5.488

04/05/54

866,083‌

1,200,000

TotalEnergies

Capital

S.A.

5.425

09/10/64

1,122,656‌

2,000,000

TransCanada

Trust

5.500

09/15/79

1,980,275‌

888,000

(g)

Transocean,

Inc

8.750

02/15/30

913,169‌

1,075,000

USA

Compression

Partners

LP

6.875

09/01/27

1,077,162‌

1,415,000

(g)

USA

Compression

Partners

LP

7.125

03/15/29

1,450,279‌

2,000,000

(g)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

1,851,184‌

2,205,000

(g)

Venture

Global

LNG,

Inc

8.125

06/01/28

2,278,965‌

3,000,000

(g)

Venture

Global

LNG,

Inc

9.875

02/01/32

3,239,889‌

635,000

(g)

Venture

Global

Plaquemines

LNG

LLC

6.500

01/15/34

635,000‌

1,800,000

Williams

Cos,

Inc

2.600

03/15/31

1,612,656‌

3,075,000

Williams

Cos,

Inc

5.650

03/15/33

3,195,514‌

TOTAL

ENERGY

167,977,654‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.0%

2,050,000

Agree

LP

2.000

06/15/28

1,921,555‌

1,000,000

American

Homes

4

Rent

LP

5.250

03/15/35

992,596‌

475,000

American

Tower

Corp

3.375

10/15/26

468,928‌

1,200,000

American

Tower

Corp

3.600

01/15/28

1,178,142‌

1,480,000

American

Tower

Corp

3.800

08/15/29

1,438,953‌

4,100,000

American

Tower

Corp

2.900

01/15/30

3,820,470‌

825,000

American

Tower

Corp

2.100

06/15/30

732,676‌

1,390,000

American

Tower

Corp

1.875

10/15/30

1,208,236‌

2,400,000

American

Tower

Corp

5.400

01/31/35

2,450,023‌

2,375,000

Essential

Properties

LP

2.950

07/15/31

2,112,110‌

1,890,000

Essex

Portfolio

LP

3.000

01/15/30

1,767,332‌

2,475,000

Essex

Portfolio

LP

5.375

04/01/35

2,511,626‌

1,850,000

GLP

Capital

LP

4.000

01/15/30

1,777,834‌

1,225,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

1,209,650‌

1,500,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

1,463,449‌

3,055,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

2,833,366‌

525,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

467,966‌

550,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

459,769‌

Core

Plus

Bond

222

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.0%

(continued)

$

375,000

Highwoods

Realty

LP

3.875

%

03/01/27

$

368,099‌

725,000

Highwoods

Realty

LP

4.125

03/15/28

709,622‌

700,000

Highwoods

Realty

LP

4.200

04/15/29

680,741‌

3,369,000

Highwoods

Realty

LP

2.600

02/01/31

2,910,605‌

3,845,000

(g)

Iron

Mountain,

Inc

7.000

02/15/29

3,980,348‌

1,675,000

Kite

Realty

Group

LP

4.950

12/15/31

1,680,848‌

3,375,000

MPT

Operating

Partnership

LP

3.500

03/15/31

2,385,984‌

345,000

(g)

MPT

Operating

Partnership

LP

8.500

02/15/32

361,062‌

875,000

Regency

Centers

LP

3.900

11/01/25

871,902‌

425,000

Regency

Centers

LP

3.600

02/01/27

421,054‌

1,025,000

Regency

Centers

LP

2.950

09/15/29

969,850‌

589,000

(g)

Uniti

Group

LP

10.500

02/15/28

624,365‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

44,779,161‌

FINANCIAL

SERVICES

-

3.5%

2,150,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

2,112,411‌

8,375,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

7,978,652‌

750,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

599,698‌

4,086,000

(h)

Bank

of

New

York

Mellon

Corp

4.700

N/A

4,074,718‌

4,690,000

Block,

Inc

6.500

05/15/32

4,838,781‌

75,000

Capital

One

Financial

Corp

3.750

03/09/27

74,367‌

3,940,000

(h),(j)

Capital

One

Financial

Corp

3.950

N/A

3,844,245‌

3,250,000

(g)

Citadel

Finance

LLC

5.900

02/10/30

3,280,858‌

600,000

(g)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

538,562‌

1,210,000

Corebridge

Financial,

Inc

6.050

09/15/33

1,273,689‌

1,575,000

Corebridge

Financial,

Inc

5.750

01/15/34

1,636,298‌

800,000

Discover

Bank

4.250

03/13/26

798,358‌

1,625,000

Discover

Bank

3.450

07/27/26

1,607,009‌

1,375,000

Discover

Bank

2.700

02/06/30

1,266,875‌

1,705,000

(g)

FirstCash,

Inc

6.875

03/01/32

1,764,322‌

2,135,000

Fiserv,

Inc

3.500

07/01/29

2,056,645‌

2,350,000

Fiserv,

Inc

5.450

03/15/34

2,407,117‌

5,000,000

Fiserv,

Inc

5.150

08/12/34

5,018,278‌

8,200,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

8,210,893‌

3,000,000

Goldman

Sachs

Group,

Inc

5.330

07/23/35

3,026,083‌

1,050,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

946,576‌

1,625,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

1,215,337‌

1,450,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

1,105,514‌

4,200,000

(h)

Goldman

Sachs

Group,

Inc

6.850

N/A

4,334,351‌

3,000,000

(h)

Goldman

Sachs

Group,

Inc

7.379

N/A

3,011,019‌

4,925,000

(h)

Goldman

Sachs

Group,

Inc

7.500

N/A

5,229,779‌

800,000

(g)

HAT

Holdings

I

LLC

8.000

06/15/27

833,463‌

35,714

(a),(g)

Hestia

Re

Ltd,

(1-Month

U.S.

Treasury

Bill

+

10.080%)

14.374

04/22/29

14,286‌

925,000

Icahn

Enterprises

LP

5.250

05/15/27

896,261‌

3,850,000

Icahn

Enterprises

LP

4.375

02/01/29

3,236,225‌

3,000,000

(g)

Indian

Railway

Finance

Corp

Ltd

2.800

02/10/31

2,700,466‌

2,500,000

(g)

Jane

Street

Group

6.125

11/01/32

2,523,865‌

715,000

(g)

Jane

Street

Group

6.750

05/01/33

735,167‌

4,000,000

(h),(i)

Lloyds

Banking

Group

plc

6.750

N/A

3,913,920‌

1,105,160

(g)

Minejesa

Capital

BV

4.625

08/10/30

1,089,764‌

1,000,000

(g)

Minejesa

Capital

BV

5.625

08/10/37

962,695‌

6,625,000

Morgan

Stanley

3.125

07/27/26

6,542,171‌

1,480,000

Morgan

Stanley

3.950

04/23/27

1,470,703‌

2,800,000

Morgan

Stanley

5.192

04/17/31

2,870,363‌

4,000,000

Morgan

Stanley

5.250

04/21/34

4,068,993‌

3,200,000

Morgan

Stanley

5.424

07/21/34

3,278,088‌

2,000,000

Morgan

Stanley

5.831

04/19/35

2,095,318‌

3,125,000

Morgan

Stanley

5.320

07/19/35

3,163,149‌

5,275,000

Morgan

Stanley

5.587

01/18/36

5,414,866‌

5,275,000

Morgan

Stanley

5.664

04/17/36

5,466,206‌

2,225,000

(g)

Muthoot

Finance

Ltd

6.375

04/23/29

2,220,471‌

2,000,000

(j)

Navient

Corp

5.500

03/15/29

1,958,752‌

1,345,000

OneMain

Finance

Corp

3.500

01/15/27

1,316,767‌

223

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.5%

(continued)

$

2,000,000

OneMain

Finance

Corp

7.125

%

11/15/31

$

2,080,950‌

350,000

(g)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

371,659‌

400,000

(g)

PennyMac

Financial

Services,

Inc

6.875

05/15/32

408,988‌

2,375,000

(g)

Power

Finance

Corp

Ltd

3.950

04/23/30

2,276,039‌

1,065,000

(g)

Rocket

Cos,

Inc

6.125

08/01/30

1,085,267‌

1,125,000

(g)

Rocket

Cos,

Inc

6.375

08/01/33

1,151,101‌

2,000,000

(g)

Rocket

Mortgage

LLC

4.000

10/15/33

1,789,336‌

1,350,000

Springleaf

Finance

Corp

5.375

11/15/29

1,327,922‌

815,000

(g)

Starwood

Property

Trust,

Inc

6.500

07/01/30

841,781‌

3,750,000

(h)

State

Street

Corp

6.700

N/A

3,916,095‌

1,000,000

(g)

SURA

Asset

Management

S.A.

6.350

05/13/32

1,051,100‌

5,900,000

(g)

UBS

Group

AG.

1.305

02/02/27

5,788,702‌

2,050,000

(g)

UBS

Group

AG.

6.442

08/11/28

2,130,096‌

2,100,000

(g)

UBS

Group

AG.

3.179

02/11/43

1,539,675‌

2,100,000

(g),(h),(i)

UBS

Group

AG.

9.250

N/A

2,428,463‌

800,000

(g)

UWM

Holdings

LLC

6.625

02/01/30

800,827‌

2,000,000

(g),(j)

VistaJet

Malta

Finance

plc

6.375

02/01/30

1,874,960‌

665,000

(g)

Walker

&

Dunlop,

Inc

6.625

04/01/33

682,445‌

800,000

(g)

WEX,

Inc

6.500

03/15/33

807,122‌

TOTAL

FINANCIAL

SERVICES

161,374,922‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.7%

7,050,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

6,879,037‌

4,240,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

3,886,555‌

2,700,000

(g)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

2,395,349‌

1,350,000

(g)

Gruma

SAB

de

C.V.

5.390

12/09/34

1,355,532‌

2,500,000

(g)

MARB

BondCo

plc

3.950

01/29/31

2,215,374‌

2,450,000

(g)

Mars,

Inc

5.200

03/01/35

2,479,349‌

2,200,000

(g)

Mars,

Inc

5.650

05/01/45

2,205,320‌

1,750,000

(g)

Mars,

Inc

5.700

05/01/55

1,745,728‌

4,000,000

Philip

Morris

International,

Inc

5.250

02/13/34

4,079,754‌

680,000

(g)

Post

Holdings,

Inc

6.250

02/15/32

698,825‌

2,000,000

(g)

Post

Holdings,

Inc

6.375

03/01/33

2,018,234‌

1,500,000

(g)

Primo

Water

Holdings,

Inc

4.375

04/30/29

1,454,295‌

1,800,000

(g)

Ulker

Biskuvi

Sanayi

AS.

7.875

07/08/31

1,840,079‌

1,305,000

(g)

Viking

Baked

Goods

Acquisition

Corp

8.625

11/01/31

1,278,598‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

34,532,029‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.7%

150,000

Aetna,

Inc

6.625

06/15/36

160,979‌

1,600,000

Cardinal

Health,

Inc

5.750

11/15/54

1,577,041‌

1,640,000

Centene

Corp

2.450

07/15/28

1,522,962‌

6,410,000

Centene

Corp

3.000

10/15/30

5,727,470‌

1,250,000

(g)

CHS

5.250

05/15/30

1,108,434‌

430,000

(g)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

445,206‌

5,175,000

CVS

Health

Corp

4.780

03/25/38

4,749,245‌

7,375,000

CVS

Health

Corp

5.050

03/25/48

6,367,928‌

2,000,000

(g)

DaVita,

Inc

4.625

06/01/30

1,916,243‌

2,000,000

(g)

DaVita,

Inc

6.875

09/01/32

2,072,360‌

1,845,000

(g)

DaVita,

Inc

6.750

07/15/33

1,905,141‌

4,200,000

Elevance

Health,

Inc

2.250

05/15/30

3,791,506‌

1,575,000

Elevance

Health,

Inc

5.125

02/15/53

1,406,211‌

4,630,000

Encompass

Health

Corp

4.500

02/01/28

4,588,319‌

9,000,000

HCA,

Inc

3.500

09/01/30

8,510,697‌

2,075,000

HCA,

Inc

3.625

03/15/32

1,913,950‌

9,600,000

HCA,

Inc

5.750

03/01/35

9,872,383‌

3,500,000

(g)

Hologic,

Inc

3.250

02/15/29

3,335,331‌

1,975,000

(g)

IQVIA,

Inc

6.250

06/01/32

2,026,781‌

800,000

(g)

Molina

Healthcare,

Inc

6.250

01/15/33

814,319‌

375,000

Tenet

Healthcare

Corp

4.625

06/15/28

370,298‌

3,400,000

Tenet

Healthcare

Corp

6.125

10/01/28

3,404,763‌

5,600,000

Tenet

Healthcare

Corp

4.375

01/15/30

5,420,801‌

3,625,000

UnitedHealth

Group,

Inc

2.300

05/15/31

3,194,714‌

950,000

(j)

UnitedHealth

Group,

Inc

5.150

07/15/34

959,593‌

Core

Plus

Bond

224

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.7%

(continued)

$

1,085,000

UnitedHealth

Group,

Inc

3.750

%

10/15/47

$

807,695‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

77,970,370‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

1,170,000

(g)

Coty,

Inc

6.625

07/15/30

1,196,794‌

4,925,000

Haleon

US

Capital

LLC

3.625

03/24/32

4,607,734‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,804,528‌

INSURANCE

-

1.7%

2,550,000

(g)

Acrisure

LLC

4.250

02/15/29

2,447,293‌

700,000

(g)

Acrisure

LLC

6.750

07/01/32

709,921‌

53,000

Aflac,

Inc

6.450

08/15/40

57,622‌

825,000

(g)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

809,821‌

4,360,000

(g)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

4,432,398‌

2,000,000

(g)

Alliant

Holdings

Intermediate

LLC

6.500

10/01/31

2,037,198‌

1,250,000

Aon

Corp

2.800

05/15/30

1,158,166‌

1,450,000

Aon

Corp

5.350

02/28/33

1,492,671‌

1,775,000

(g)

Ardonagh

Finco

Ltd

7.750

02/15/31

1,855,707‌

3,895,000

Berkshire

Hathaway

Finance

Corp

2.850

10/15/50

2,513,498‌

400,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

309,523‌

525,000

Brown

&

Brown,

Inc

5.550

06/23/35

535,362‌

1,690,000

(g)

Five

Corners

Funding

Trust

II

2.850

05/15/30

1,568,805‌

7,425,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

6,984,360‌

250,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

210,715‌

850,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

531,540‌

2,755,000

(g)

HUB

International

Ltd

7.250

06/15/30

2,879,071‌

1,521,000

(g)

Liberty

Mutual

Group,

Inc

4.569

02/01/29

1,521,985‌

1,750,000

(g)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

1,279,471‌

625,000

MetLife,

Inc

5.000

07/15/52

566,390‌

3,575,000

(g)

Omnis

Funding

Trust

6.722

05/15/55

3,704,684‌

3,250,000

(g)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

3,375,941‌

2,000,000

(g)

Principal

Financial

Group,

Inc

4.111

02/15/28

1,980,645‌

500,000

Principal

Financial

Group,

Inc

2.125

06/15/30

445,059‌

2,200,000

Prudential

Financial,

Inc

5.200

03/14/35

2,223,756‌

500,000

Prudential

Financial,

Inc

3.905

12/07/47

390,625‌

4,000,000

Prudential

Financial,

Inc

5.125

03/01/52

3,868,494‌

2,350,000

Prudential

Financial,

Inc

6.500

03/15/54

2,414,035‌

3,825,000

Reinsurance

Group

of

America,

Inc

5.750

09/15/34

3,926,106‌

2,350,000

RenaissanceRe

Holdings

Ltd

5.800

04/01/35

2,414,450‌

125,000

(a),(g)

Residential

Reinsurance

2021

Ltd,

(3-Month

US

Treasury

Bill

+

0.500%)

4.794

06/06/28

112,500‌

985,000

(g)

Ryan

Specialty

LLC

5.875

08/01/32

992,748‌

900,000

(g)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

896,400‌

5,875,000

UnitedHealth

Group,

Inc

5.625

07/15/54

5,698,875‌

1,500,000

(a),(g)

Vitality

Re

XIV

Ltd,

(3-Month

US

Treasury

Bill

+

3.500%)

7.812

01/05/27

1,535,550‌

1,850,000

(a),(g)

Vitality

Re

XV

Ltd,

(3-Month

US

Treasury

Bill

+

2.500%)

0.000

01/07/28

1,881,265‌

8,500,000

(a),(g)

Vitality

Re

XVI

Ltd,

(3-Month

U.S.

Treasury

Bill

+

1.750%)

6.049

01/08/29

8,501,700‌

TOTAL

INSURANCE

78,264,350‌

MATERIALS

-

1.6%

270,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

265,321‌

1,200,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

1,088,727‌

3,700,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

3,313,131‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

2,195,633‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

1,399,644‌

1,400,000

(g)

Antofagasta

plc

6.250

05/02/34

1,467,879‌

1,445,000

(g)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

1,542,090‌

400,000

(g)

Avient

Corp

6.250

11/01/31

403,739‌

3,570,000

Ball

Corp

6.875

03/15/28

3,653,245‌

2,425,000

Ball

Corp

2.875

08/15/30

2,186,101‌

5,375,000

Berry

Global,

Inc

1.570

01/15/26

5,278,900‌

3,125,000

Berry

Global,

Inc

1.650

01/15/27

2,997,435‌

1,350,000

(g)

Celulosa

Arauco

y

Constitucion

S.A.

6.180

05/05/32

1,375,110‌

2,600,000

(g),(h)

Cemex

SAB

de

C.V.

7.200

N/A

2,626,650‌

2,000,000

(g)

Cia

de

Minas

Buenaventura

SAA

6.800

02/04/32

2,029,000‌

1,500,000

Commercial

Metals

Co

4.125

01/15/30

1,434,638‌

225

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

1.6%

(continued)

$

2,000,000

(g)

Corp

Nacional

del

Cobre

de

Chile

3.150

%

01/14/30

$

1,855,553‌

2,200,000

(g)

Corp

Nacional

del

Cobre

de

Chile

6.330

01/13/35

2,282,896‌

1,050,000

(g)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

1,098,336‌

1,785,000

(g)

Freeport

Indonesia

PT

5.315

04/14/32

1,789,534‌

2,500,000

(g)

Klabin

Austria

GmbH

5.750

04/03/29

2,517,845‌

2,000,000

(g)

Kraton

Corp

5.000

07/15/27

2,024,340‌

725,000

(g),(j)

LD

Celulose

International

GmbH

7.950

01/26/32

763,062‌

1,500,000

(g)

Limak

Cimento

Sanayi

ve

Ticaret

AS.

9.750

07/25/29

1,500,720‌

2,000,000

(g)

Mineral

Resources

Ltd

8.000

11/01/27

2,009,320‌

1,325,000

(g)

Mineral

Resources

Ltd

9.250

10/01/28

1,356,016‌

2,500,000

Nutrien

Ltd

2.950

05/13/30

2,327,211‌

1,000,000

(g)

OCP

S.A.

6.100

04/30/30

1,013,302‌

1,100,000

(g)

OCP

S.A.

3.750

06/23/31

985,475‌

1,075,000

(g)

OCP

S.A.

6.750

05/02/34

1,113,475‌

855,000

(g)

Olin

Corp

6.625

04/01/33

841,507‌

1,150,000

(g)

Orbia

Advance

Corp

SAB

de

C.V.

6.800

05/13/30

1,175,300‌

1,500,000

Sasol

Financing

USA

LLC

4.375

09/18/26

1,476,249‌

670,000

(g)

Sealed

Air

Corp

6.125

02/01/28

679,824‌

600,000

(g)

Sealed

Air

Corp

7.250

02/15/31

631,487‌

1,280,000

(g),(j)

Sealed

Air

Corp

6.500

07/15/32

1,326,417‌

1,500,000

Suzano

Austria

GmbH

3.125

01/15/32

1,321,902‌

3,911,000

(g),(j)

Tronox,

Inc

4.625

03/15/29

3,374,837‌

2,100,000

(g)

UltraTech

Cement

Ltd

2.800

02/16/31

1,879,396‌

4,300,000

(g)

Windfall

Mining

Group,

Inc

5.854

05/13/32

4,392,002‌

TOTAL

MATERIALS

72,993,249‌

MEDIA

&

ENTERTAINMENT

-

1.3%

6,000,000

(g)

CCO

Holdings

LLC

5.125

05/01/27

5,980,698‌

1,800,000

(g)

CCO

Holdings

LLC

4.500

08/15/30

1,716,083‌

2,200,000

Charter

Communications

Operating

LLC

4.400

04/01/33

2,071,459‌

4,550,000

Charter

Communications

Operating

LLC

6.550

06/01/34

4,854,658‌

3,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

2,139,146‌

3,500,000

Charter

Communications

Operating

LLC

4.800

03/01/50

2,800,239‌

1,000,000

Comcast

Corp

3.900

03/01/38

869,739‌

6,185,000

Comcast

Corp

2.887

11/01/51

3,764,050‌

5,000,000

(g)

CSC

Holdings

LLC

5.500

04/15/27

4,773,733‌

980,000

(g)

CSC

Holdings

LLC

11.250

05/15/28

976,312‌

985,000

(g)

DIRECTV

Holdings

LLC

5.875

08/15/27

981,785‌

2,000,000

(g),(j)

Gray

Television,

Inc

10.500

07/15/29

2,148,550‌

1,275,000

Lamar

Media

Corp

3.750

02/15/28

1,235,885‌

3,000,000

Lamar

Media

Corp

4.875

01/15/29

2,965,554‌

1,000,000

(j)

Lamar

Media

Corp

4.000

02/15/30

955,298‌

825,000

Lamar

Media

Corp

3.625

01/15/31

762,333‌

1,275,000

(g)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

751,058‌

2,550,000

(g)

Live

Nation

Entertainment,

Inc

6.500

05/15/27

2,587,584‌

1,145,000

(g)

McGraw-Hill

Education,

Inc

7.375

09/01/31

1,194,397‌

2,000,000

Paramount

Global

4.200

05/19/32

1,825,398‌

3,500,000

Paramount

Global

6.375

03/30/62

3,438,874‌

590,000

(g)

Sirius

XM

Radio,

Inc

3.125

09/01/26

578,869‌

2,725,000

(g)

Sirius

XM

Radio,

Inc

4.000

07/15/28

2,617,154‌

1,575,000

(g)

Sirius

XM

Radio,

Inc

4.125

07/01/30

1,452,212‌

500,000

(g),(j)

Sirius

XM

Radio,

Inc

3.875

09/01/31

444,458‌

3,000,000

(g)

Sunrise

FinCo

I

BV

4.875

07/15/31

2,837,250‌

1,230,000

Time

Warner

Cable

LLC

5.875

11/15/40

1,180,877‌

475,000

Time

Warner

Cable

LLC

4.500

09/15/42

378,329‌

1,275,000

(g),(j)

Univision

Communications,

Inc

4.500

05/01/29

1,159,232‌

2,000,000

(g)

VZ

Secured

Financing

BV

5.000

01/15/32

1,779,217‌

434,000

(d)

Warnermedia

Holdings,

Inc

5.141

03/15/52

267,995‌

1,413,000

(g)

Ziff

Davis,

Inc

4.625

10/15/30

1,318,991‌

TOTAL

MEDIA

&

ENTERTAINMENT

62,807,417‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.8%

3,325,000

AbbVie,

Inc

4.050

11/21/39

2,914,385‌

10,350,000

Amgen,

Inc

5.650

03/02/53

10,105,698‌

Core

Plus

Bond

226

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.8%

(continued)

$

1,500,000

(g)

Avantor

Funding,

Inc

4.625

%

07/15/28

$

1,472,939‌

2,040,000

(g)

Avantor

Funding,

Inc

3.875

11/01/29

1,931,475‌

4,750,000

Gilead

Sciences,

Inc

5.250

10/15/33

4,914,000‌

5,800,000

Gilead

Sciences,

Inc

5.100

06/15/35

5,874,265‌

450,000

Gilead

Sciences,

Inc

4.000

09/01/36

410,459‌

600,000

Gilead

Sciences,

Inc

2.600

10/01/40

430,480‌

2,000,000

(g)

Organon

Finance  LLC

4.125

04/30/28

1,923,544‌

3,150,000

(g)

Organon

Finance  LLC

5.125

04/30/31

2,733,745‌

4,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

4,130,040‌

1,178,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

1,155,119‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

37,996,149‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

1,850,000

(g)

Cushman

&

Wakefield

US

Borrower

LLC

6.750

05/15/28

1,865,801‌

1,400,000

Kennedy-Wilson,

Inc

4.750

03/01/29

1,312,100‌

1,475,000

(j)

Kennedy-Wilson,

Inc

5.000

03/01/31

1,329,344‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

4,507,245‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.4%

3,000,000

(g)

Broadcom,

Inc

3.469

04/15/34

2,679,880‌

2,350,000

Broadcom,

Inc

4.800

10/15/34

2,321,609‌

8,558,000

(g)

Broadcom,

Inc

4.926

05/15/37

8,305,743‌

1,035,000

Intel

Corp

3.734

12/08/47

730,173‌

3,595,000

NVIDIA

Corp

2.000

06/15/31

3,189,238‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

17,226,643‌

SOFTWARE

&

SERVICES

-

0.8%

1,600,000

Accenture

Capital,

Inc

4.500

10/04/34

1,557,143‌

3,000,000

(g),(j)

Ahead

DB

Holdings

LLC

6.625

05/01/28

3,009,192‌

9,650,000

AppLovin

Corp

5.125

12/01/29

9,775,605‌

265,000

(g)

CA

Magnum

Holdings

5.375

10/31/26

263,055‌

570,000

(g)

Fair

Isaac

Corp

6.000

05/15/33

575,225‌

2,270,000

(g)

Gen

Digital,

Inc

6.750

09/30/27

2,310,195‌

170,000

(g)

Gen

Digital,

Inc

6.250

04/01/33

174,563‌

1,149,000

Microsoft

Corp

2.525

06/01/50

710,046‌

565,000

(g)

Open

Text

Corp

6.900

12/01/27

584,948‌

2,830,000

(g)

Open

Text

Corp

3.875

12/01/29

2,665,642‌

550,000

(g)

Open

Text

Holdings,

Inc

4.125

02/15/30

519,813‌

4,300,000

Oracle

Corp

4.900

02/06/33

4,311,506‌

5,500,000

Oracle

Corp

6.000

08/03/55

5,490,732‌

1,300,000

Roper

Technologies,

Inc

1.400

09/15/27

1,222,848‌

4,100,000

Roper

Technologies,

Inc

2.000

06/30/30

3,643,364‌

3,525,000

Salesforce,

Inc

2.700

07/15/41

2,535,679‌

TOTAL

SOFTWARE

&

SERVICES

39,349,556‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

1,470,000

Amphenol

Corp

2.800

02/15/30

1,379,141‌

1,000,000

Apple,

Inc

3.850

05/04/43

837,585‌

640,000

Apple,

Inc

4.650

02/23/46

585,113‌

4,125,000

(g)

Imola

Merger

Corp

4.750

05/15/29

3,982,656‌

1,500,000

(g)

Lenovo

Group

Ltd

3.421

11/02/30

1,397,619‌

975,000

(g)

Sensata

Technologies

BV

4.000

04/15/29

927,304‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

9,109,418‌

TELECOMMUNICATION

SERVICES

-

2.4%

6,563,000

AT&T,

Inc

2.550

12/01/33

5,492,614‌

2,085,000

AT&T,

Inc

4.500

05/15/35

1,986,775‌

23,520,000

AT&T,

Inc

3.550

09/15/55

15,870,070‌

4,917,000

AT&T,

Inc

3.800

12/01/57

3,440,431‌

3,855,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

7.000

09/15/55

3,910,113‌

1,500,000

(g),(j)

Bharti

Airtel

Ltd

3.250

06/03/31

1,389,797‌

1,665,000

(g)

C&W

Senior

Finance

Ltd

9.000

01/15/33

1,702,525‌

1,225,000

(g)

CT

Trust

5.125

02/03/32

1,142,124‌

2,575,000

(g)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

2,199,087‌

2,000,000

(g)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

2,000,758‌

893,000

(g)

Iliad

Holding

SASU

7.000

10/15/28

909,318‌

865,000

(g)

Iliad

Holding

SASU

8.500

04/15/31

925,226‌

227

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

2.4%

(continued)

$

735,000

(g)

Iliad

Holding

SASU

7.000

%

04/15/32

$

753,067‌

1,200,000

(g)

Level

3

Financing,

Inc

6.875

06/30/33

1,221,028‌

1,500,000

(g)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

1,595,250‌

1,025,000

(g)

Millicom

International

Cellular

S.A.

7.375

04/02/32

1,052,157‌

220,000

(g)

Sable

International

Finance

Ltd

7.125

10/15/32

220,584‌

1,650,000

(g)

Sitios

Latinoamerica

SAB

de

C.V.

6.000

11/25/29

1,680,096‌

2,075,000

(g)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

2,045,537‌

1,500,000

(g)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

926,751‌

3,425,000

T-Mobile

US,

Inc

5.875

11/15/55

3,423,585‌

800,000

T-Mobile

USA,

Inc

2.250

02/15/26

787,601‌

10,850,000

T-Mobile

USA,

Inc

2.625

02/15/29

10,178,977‌

8,650,000

T-Mobile

USA,

Inc

3.875

04/15/30

8,401,034‌

3,750,000

T-Mobile

USA,

Inc

5.050

07/15/33

3,775,414‌

750,000

T-Mobile

USA,

Inc

3.000

02/15/41

548,817‌

3,000,000

T-Mobile

USA,

Inc

3.300

02/15/51

1,991,203‌

1,990,000

(g)

Turkcell

Iletisim

Hizmetleri

AS.

7.650

01/24/32

2,021,491‌

1,700,000

Verizon

Communications,

Inc

1.750

01/20/31

1,464,852‌

9,800,000

Verizon

Communications,

Inc

2.550

03/21/31

8,789,504‌

8,158,000

Verizon

Communications,

Inc

2.355

03/15/32

7,032,176‌

4,000,000

Verizon

Communications,

Inc

4.780

02/15/35

3,896,798‌

2,835,000

(g)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

2,622,449‌

2,620,000

Vodafone

Group

plc

4.250

09/17/50

2,042,091‌

6,000,000

Vodafone

Group

plc

5.125

06/04/81

4,539,395‌

760,000

(g)

Windstream

Escrow

LLC

8.250

10/01/31

795,937‌

TOTAL

TELECOMMUNICATION

SERVICES

112,774,632‌

TRANSPORTATION

-

0.7%

3,600,000

(g)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

3,045,716‌

1,400,000

(g)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

1,051,400‌

2,000,000

(g)

Aeropuertos

Dominicanos

Siglo

XXI

S.A.

7.000

06/30/34

2,081,860‌

640,000

(g)

Air

Transport

Services

Group,

Inc

7.250

03/15/32

678,436‌

5,000,000

(g)

Brightline

East

LLC

11.000

01/31/30

3,700,000‌

5,500,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

4,952,206‌

2,300,000

(g)

ENA

Master

Trust

4.000

05/19/48

1,656,345‌

1,110,000

(g)

Genesee

&

Wyoming,

Inc

6.250

04/15/32

1,132,614‌

2,100,000

(g)

Grupo

Aeromexico

SAB

de

C.V.

8.250

11/15/29

2,062,620‌

665,000

(g)

Herc

Holdings,

Inc

7.250

06/15/33

696,788‌

975,000

(g)

Kingston

Airport

Revenue

Finance

Ltd

6.750

12/15/36

980,294‌

614,722

(g)

Lima

Metro

Line

2

Finance

Ltd

4.350

04/05/36

578,315‌

2,260,000

(g)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

2,228,933‌

3,200,000

(g),(j)

Rumo

Luxembourg

Sarl

4.200

01/18/32

2,868,000‌

3,000,000

(g)

Transnet

SOC

Ltd

8.250

02/06/28

3,103,018‌

3,940,000

(g)

XPO,

Inc

6.250

06/01/28

3,998,832‌

TOTAL

TRANSPORTATION

34,815,377‌

UTILITIES

-

3.0%

2,030,000

(g)

Adani

Electricity

Mumbai

Ltd

3.867

07/22/31

1,734,612‌

350,000

AEP

Transmission

Co

LLC

4.000

12/01/46

276,585‌

700,000

Alabama

Power

Co

4.150

08/15/44

577,876‌

2,964,139

(g)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

2,180,367‌

3,000,000

Ameren

Illinois

Co

4.950

06/01/33

3,040,209‌

525,000

American

Water

Capital

Corp

3.000

12/01/26

516,070‌

1,927,000

American

Water

Capital

Corp

2.800

05/01/30

1,790,336‌

5,000,000

American

Water

Capital

Corp

2.300

06/01/31

4,393,422‌

500,000

American

Water

Capital

Corp

4.000

12/01/46

395,759‌

900,000

American

Water

Capital

Corp

3.750

09/01/47

684,146‌

3,100,000

Atmos

Energy

Corp

1.500

01/15/31

2,646,563‌

250,000

Atmos

Energy

Corp

4.125

10/15/44

207,022‌

3,450,000

Atmos

Energy

Corp

5.000

12/15/54

3,137,187‌

1,325,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

1,003,711‌

1,150,000

(g)

Banco

Nacional

de

Comercio

Exterior

SNC

5.875

05/07/30

1,165,076‌

850,000

(g)

California

Buyer

Ltd

6.375

02/15/32

851,385‌

725,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

656,098‌

2,000,000

(g)

Cikarang

Listrindo

Tbk

PT

5.650

03/12/35

1,994,206‌

Core

Plus

Bond

228

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.0%

(continued)

$

525,000

(g)

Clearway

Energy

Operating

LLC

4.750

%

03/15/28

$

518,745‌

1,000,000

CMS

Energy

Corp

3.600

11/15/25

995,807‌

3,000,000

CMS

Energy

Corp

6.500

06/01/55

3,007,179‌

1,650,000

Commonwealth

Edison

Co

2.750

09/01/51

997,426‌

4,350,000

Consolidated

Edison

Co

of

New

York,

Inc

5.500

03/15/55

4,216,186‌

740,000

Consumers

Energy

Co

2.650

08/15/52

450,986‌

1,750,000

Consumers

Energy

Co

4.200

09/01/52

1,430,934‌

1,446,750

(g)

Continuum

Green

Energy

India

Pvt

7.500

06/26/33

1,487,864‌

725,000

(g)

ContourGlobal

Power

Holdings

S.A.

6.750

02/28/30

747,011‌

3,025,000

Dominion

Energy,

Inc

7.000

06/01/54

3,245,619‌

1,325,000

Dominion

Energy,

Inc

6.625

05/15/55

1,344,707‌

750,000

DTE

Electric

Co

3.650

03/01/52

551,209‌

1,875,000

DTE

Electric

Co

5.400

04/01/53

1,830,549‌

1,100,000

DTE

Energy

Co

5.850

05/15/55

1,126,186‌

5,000,000

Duke

Energy

Florida

LLC

3.400

10/01/46

3,580,650‌

1,500,000

(g)

Empresa

de

Transmision

Electrica

S.A.

5.125

05/02/49

1,072,500‌

2,525,000

(g)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

2,324,674‌

800,000

Entergy

Louisiana

LLC

5.800

03/15/55

800,092‌

3,125,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

2,256,409‌

3,450,000

(g)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

3,625,174‌

1,900,000

Exelon

Corp

6.500

03/15/55

1,932,615‌

1,645,000

(g)

Ferrellgas

LP

5.375

04/01/26

1,629,383‌

2,225,000

(g)

Ferrellgas

LP

5.875

04/01/29

2,058,502‌

1,988,501

(g)

FIEMEX

Energia-Banco

Actinver

S.A.

Institucion

de

Banca

Multiple

7.250

01/31/41

2,016,638‌

3,225,000

Florida

Power

&

Light

Co

4.800

05/15/33

3,233,309‌

2,520,000

Florida

Power

&

Light

Co

3.990

03/01/49

1,983,842‌

1,700,000

Florida

Power

&

Light

Co

5.700

03/15/55

1,719,439‌

750,000

Indiana

Michigan

Power

Co

3.750

07/01/47

557,423‌

1,140,000

Indiana

Michigan

Power

Co

3.250

05/01/51

745,490‌

2,000,000

(g)

Israel

Electric

Corp

Ltd

4.250

08/14/28

1,941,990‌

1,400,000

(g)

Korea

Southern

Power

Co

Ltd

0.750

01/27/26

1,370,917‌

775,000

MidAmerican

Energy

Co

3.650

04/15/29

760,063‌

1,550,000

MidAmerican

Energy

Co

3.650

08/01/48

1,159,437‌

1,000,000

Nevada

Power

Co

5.450

05/15/41

986,610‌

8,135,000

NiSource,

Inc

1.700

02/15/31

6,965,040‌

1,175,000

NiSource,

Inc

5.850

04/01/55

1,162,671‌

1,400,000

Northern

States

Power

Co

3.600

09/15/47

1,046,096‌

1,955,000

(g)

NRG

Energy,

Inc

2.450

12/02/27

1,855,512‌

1,350,000

NRG

Energy,

Inc

5.750

01/15/28

1,356,830‌

1,200,000

(g)

NRG

Energy,

Inc

6.000

02/01/33

1,211,959‌

960,000

(g)

NRG

Energy,

Inc

6.250

11/01/34

978,094‌

525,000

(g)

ONEOK,

Inc

5.625

01/15/28

536,702‌

600,000

(g)

Pattern

Energy

Operations

LP

4.500

08/15/28

581,317‌

825,000

PECO

Energy

Co

3.000

09/15/49

541,486‌

2,325,000

PECO

Energy

Co

2.800

06/15/50

1,457,743‌

4,000,000

PG&E

Corp

7.375

03/15/55

3,788,081‌

50,000

Potomac

Electric

Power

Co

7.900

12/15/38

62,186‌

550,000

Public

Service

Co

of

Colorado

4.750

08/15/41

478,639‌

1,410,000

Public

Service

Co

of

Colorado

4.050

09/15/49

1,072,648‌

1,700,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

1,730,436‌

4,000,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

3,915,771‌

8,400,000

(h)

Sempra

4.875

N/A

8,365,370‌

1,928,462

(g)

Solar

Star

Funding

LLC

3.950

06/30/35

1,832,871‌

75,000

Southern

Co

Gas

Capital

Corp

3.875

11/15/25

74,691‌

625,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

524,404‌

425,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

326,639‌

550,000

(g)

Superior

Plus

LP

4.500

03/15/29

528,976‌

2,815,000

(g)

Talen

Energy

Supply

LLC

8.625

06/01/30

3,016,740‌

2,000,000

(g)

TerraForm

Power

Operating

LLC

4.750

01/15/30

1,914,783‌

550,000

(g)

Trinidad

Generation

UnLtd

7.750

06/16/33

569,800‌

1,378,884

(g)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,220,091‌

1,575,000

Union

Electric

Co

5.450

03/15/53

1,519,483‌

229

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

3.0%

(continued)

$

975,000

Union

Electric

Co

5.125

%

03/15/55

$

901,291‌

775,000

Virginia

Electric

and

Power

Co

3.800

09/15/47

581,668‌

1,775,000

Virginia

Electric

and

Power

Co

5.550

08/15/54

1,718,058‌

1,500,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

1,501,585‌

850,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

675,002‌

215,000

Xcel

Energy,

Inc

4.800

09/15/41

185,723‌

TOTAL

UTILITIES

139,154,581‌

TOTAL

CORPORATE

BONDS

(Cost

$1,700,652,898)

1,643,030,546‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

43.9%

FOREIGN

GOVERNMENT

BONDS

-

2.7%

2,675,000

(g)

Angolan

Government

International

Bond

8.750

04/14/32

2,361,122‌

1,780,000

(g)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

1,794,368‌

550,000

(g)

Banque

Ouest

Africaine

de

Developpement

5.000

07/27/27

539,287‌

EUR

1,575,000

(g)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

1,571,700‌

1,000,000

(g)

Barbados

Government

International

Bond

8.000

06/26/35

1,003,426‌

1,000,000

(g)

Benin

Government

International

Bond

8.375

01/23/41

960,292‌

CLP

320,000,000

(g)

Bonos

de

la

Tesoreria

de

la

Republica

en

pesos

6.000

04/01/33

351,821‌

BRL

2,500,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/31

403,696‌

1,705,000

Brazilian

Government

International

Bond

6.000

10/20/33

1,690,330‌

1,500,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,056,296‌

1,050,000

Brazilian

Government

International

Bond

7.125

05/13/54

1,004,212‌

EUR

875,000

Chile

Government

International

Bond

3.750

01/14/32

1,050,423‌

3,575,000

Chile

Government

International

Bond

2.550

01/27/32

3,141,353‌

1,400,000

Chile

Government

International

Bond

3.500

01/31/34

1,253,994‌

EUR

530,000

Chile

Government

International

Bond

3.800

07/01/35

621,710‌

975,000

Colombia

Government

International

Bond

3.250

04/22/32

770,449‌

825,000

Colombia

Government

International

Bond

8.000

11/14/35

828,539‌

1,500,000

Colombia

Government

International

Bond

5.000

06/15/45

1,010,630‌

1,850,000

(g)

Costa

Rica

Government

International

Bond

5.625

04/30/43

1,655,750‌

DOP

84,000,000

(g)

Dominican

Republic

Government

International

Bond

12.000

03/05/32

1,537,588‌

600,000

(g)

Dominican

Republic

Government

International

Bond

4.875

09/23/32

553,410‌

3,850,000

(g)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

3,228,610‌

928,125

(g)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/30

805,148‌

650,162

(g)

Ecuador

Government

International

Bond

(Step

Bond)

1.000

07/31/35

471,036‌

188,000

(g)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/40

118,101‌

1,225,000

(g)

Egypt

Government

International

Bond

8.625

02/04/30

1,237,295‌

1,500,000

(g)

Egypt

Government

International

Bond

7.053

01/15/32

1,368,488‌

2,475,000

(g)

Egypt

Government

International

Bond

8.500

01/31/47

2,005,052‌

2,250,000

(g)

Egypt

Government

International

Bond

8.875

05/29/50

1,868,380‌

1,375,000

(g)

Export-Import

Bank

of

India

3.875

02/01/28

1,350,548‌

2,000,000

(g)

Export-Import

Bank

of

India

2.250

01/13/31

1,757,641‌

532,400

(g)

Ghana

Government

International

Bond

5.000

07/03/29

498,420‌

940,600

(g)

Ghana

Government

International

Bond

5.000

07/03/35

730,608‌

950,000

(g)

Guatemala

Government

Bond

3.700

10/07/33

800,375‌

700,000

(g)

Guatemala

Government

International

Bond

4.650

10/07/41

554,750‌

1,250,000

(g)

Honduras

Government

International

Bond

5.625

06/24/30

1,193,750‌

1,575,000

(g)

Honduras

Government

International

Bond

8.625

11/27/34

1,652,963‌

710,000

(g)

Hungary

Government

International

Bond

6.125

05/22/28

733,307‌

1,250,000

(g)

Hungary

Government

International

Bond

5.375

09/26/30

1,261,235‌

425,000

(g)

Hungary

Government

International

Bond

2.125

09/22/31

353,203‌

750,000

(g)

Hungary

Government

International

Bond

5.500

03/26/36

723,086‌

INR

40,000,000

India

Government

International

Bond

7.180

08/14/33

486,731‌

225,000

Indonesia

Government

International

Bond

3.550

03/31/32

209,663‌

875,000

Indonesia

Government

International

Bond

5.600

01/15/35

913,274‌

IDR

14,160,000,000

International

Bank

for

Reconstruction

&

Development

6.250

01/19/29

879,298‌

881,250

(g)

Iraq

Government

International

Bond

5.800

01/15/28

870,136‌

1,500,000

Israel

Government

International

Bond

5.375

03/12/29

1,528,832‌

2,125,000

(g)

Ivory

Coast

Government

International

Bond

8.450

04/01/36

2,044,782‌

670,417

(g)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

636,905‌

Core

Plus

Bond

230

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

1,500,000

Jamaica

Government

International

Bond

8.000

%

03/15/39

$

1,761,285‌

875,000

(g)

Jordan

Government

International

Bond

7.375

10/10/47

774,354‌

1,000,000

(g)

Kazakhstan

Government

International

Bond

5.500

07/01/37

1,006,024‌

1,000,000

(g)

Kenya

Government

International

Bond

9.750

02/16/31

1,013,404‌

445,000

(g)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

454,760‌

525,000

Mexico

Government

International

Bond

3.250

04/16/30

482,685‌

563,000

(d)

Mexico

Government

International

Bond

5.850

07/02/32

569,756‌

1,859,000

Mexico

Government

International

Bond

6.050

01/11/40

1,772,557‌

3,000,000

Mexico

Government

International

Bond

4.280

08/14/41

2,298,900‌

2,325,000

Mexico

Government

International

Bond

5.000

04/27/51

1,800,131‌

2,500,000

Mexico

Government

International

Bond

6.400

05/07/54

2,297,500‌

1,100,000

Mexico

Government

International

Bond

7.375

05/13/55

1,133,814‌

2,575,000

(g)

Morocco

Government

International

Bond

5.500

12/11/42

2,298,353‌

525,000

(g)

Morocco

Government

International

Bond

4.000

12/15/50

356,987‌

1,250,000

(g)

Nigeria

Government

International

Bond

7.375

09/28/33

1,115,815‌

1,000,000

(g)

Nigeria

Government

International

Bond

10.375

12/09/34

1,053,335‌

800,000

(g)

Oman

Government

International

Bond

6.000

08/01/29

837,539‌

1,350,000

(g)

Oman

Government

International

Bond

6.500

03/08/47

1,365,909‌

2,675,000

(g)

OPEC

Fund

for

International

Development

4.500

01/26/26

2,675,199‌

1,500,000

Oriental

Republic

of

Uruguay

5.250

09/10/60

1,357,230‌

900,000

Panama

Bonos

del

Tesoro

3.362

06/30/31

730,746‌

2,250,000

Panama

Government

International

Bond

4.500

04/01/56

1,455,615‌

500,000

(g)

Paraguay

Government

International

Bond

6.000

02/09/36

507,650‌

1,475,000

(g)

Paraguay

Government

International

Bond

5.400

03/30/50

1,261,125‌

350,000

(g)

Paraguay

Government

International

Bond

6.650

03/04/55

349,370‌

780,000

Peruvian

Government

International

Bond

5.875

08/08/54

751,436‌

3,040,000

Philippine

Government

International

Bond

4.200

03/29/47

2,482,747‌

1,728,227

(g)

Provincia

de

Buenos

Aires

(Step

Bond)

6.625

09/01/37

1,240,003‌

5,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

3,642,573‌

PLN

3,775,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

1,091,734‌

3,248,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

3,026,392‌

1,500,000

Republic

of

South

Africa

Government

International

Bond

4.300

10/12/28

1,448,130‌

1,500,000

(g)

Republic

of

South

Africa

Government

International

Bond

7.100

11/19/36

1,488,206‌

ZAR

9,300,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

427,694‌

2,150,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

1,636,622‌

UZS

5,990,000,000

(g)

Republic

of

Uzbekistan

International

Bond

16.625

05/29/27

481,562‌

1,000,000

(g)

Republic

of

Uzbekistan

International

Bond

3.700

11/25/30

891,493‌

1,150,000

(g)

Republic

of

Uzbekistan

International

Bond

6.900

02/28/32

1,181,727‌

750,000

(g)

Romanian

Government

International

Bond

5.875

01/30/29

755,018‌

1,100,000

(g)

Romanian

Government

International

Bond

5.750

03/24/35

1,016,003‌

1,425,000

(g)

Romanian

Government

International

Bond

4.000

02/14/51

890,006‌

3,150,000

(g)

Rwanda

International

Government

Bond

5.500

08/09/31

2,681,890‌

2,050,000

(g)

Saudi

Government

International

Bond

5.000

01/16/34

2,052,985‌

2,000,000

(g)

Saudi

Government

International

Bond

3.750

01/21/55

1,363,196‌

1,425,000

(g)

Senegal

Government

International

Bond

6.750

03/13/48

855,304‌

1,225,000

(g)

Serbia

Government

International

Bond

2.125

12/01/30

1,033,289‌

1,400,000

(g)

Serbia

Government

International

Bond

6.500

09/26/33

1,473,987‌

2,400,000

State

of

Israel

3.800

05/13/60

1,558,081‌

1,000,000

Turkiye

Government

International

Bond

7.125

07/17/32

1,000,497‌

1,575,000

Turkiye

Government

International

Bond

7.625

05/15/34

1,614,397‌

1,050,000

Turkiye

Government

International

Bond

6.500

01/03/35

992,551‌

280,000

(g)

Ukraine

Government

International

Bond

1.750

02/01/29

172,550‌

410,057

(g)

Ukraine

Government

International

Bond

0.000

02/01/35

192,150‌

83,380

(g)

Ukraine

Government

International

Bond

0.000

02/01/36

38,980‌

619,602

(g)

Zambia

Government

International

Bond

5.750

06/30/33

568,713‌

695,891

(g)

Zambia

Government

International

Bond

0.500

12/31/53

477,976‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

124,699,948‌

MORTGAGE

BACKED

-

25.3%

24,194

Alternative

Loan

Trust

5.000

12/25/56

10,405‌

1,425,969

(a),(g)

Bayview

Opportunity

Master

Fund

VI

Trust

3.000

10/25/51

1,207,633‌

217,975

(a)

CHL

Mortgage

Pass-Through

Trust

5.796

11/20/34

209,946‌

13,431

CHL

Mortgage

Pass-Through

Trust

5.250

09/25/35

13,263‌

231

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

88,336

Citicorp

Mortgage

Securities

REMIC

Pass-Through

Certificates

Trust

Series

5.500

%

07/25/35

$

87,538‌

31,217,250

(a),(g)

Citigroup

Mortgage

Loan

Trust

0.154

02/25/52

282,351‌

3,499,138

(a),(g)

Citigroup

Mortgage

Loan

Trust

0.250

02/25/52

48,624‌

7,555,870

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7.405

03/25/42

7,789,179‌

3,650,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

9.850%)

14.823

03/25/42

4,089,615‌

8,665,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

8.956

06/25/42

9,244,987‌

1,525,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7.655

01/25/43

1,592,187‌

1,340,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7.856

05/25/43

1,416,298‌

800,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.350%)

9.656

05/25/43

875,774‌

2,025,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7.406

06/25/43

2,115,385‌

425,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

6.850%)

11.156

06/25/43

464,150‌

2,665,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.900%)

9.188

07/25/43

2,819,771‌

7,060,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

5.900%)

10.205

07/25/43

7,538,794‌

2,170,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7.855

10/25/43

2,289,130‌

542

Fannie

Mae

Pool

7.000

05/01/26

571‌

253

Fannie

Mae

Pool

7.500

01/01/29

255‌

156

Fannie

Mae

Pool

7.500

02/01/30

159‌

627,540

Fannie

Mae

Pool

3.500

05/01/32

619,212‌

70,983

Fannie

Mae

Pool

7.000

07/01/32

74,838‌

17,051

Fannie

Mae

Pool

7.000

07/01/32

17,977‌

19,508

Fannie

Mae

Pool

4.500

10/01/33

19,431‌

918,752

Fannie

Mae

Pool

5.000

05/01/35

931,258‌

549,374

Fannie

Mae

Pool

5.000

10/01/35

557,195‌

418,755

Fannie

Mae

Pool

5.000

02/01/36

424,889‌

453,801

Fannie

Mae

Pool

5.500

11/01/38

466,142‌

4,424,598

Fannie

Mae

Pool

3.000

05/01/40

4,129,797‌

1,457,120

Fannie

Mae

Pool

3.500

05/01/40

1,394,388‌

140,612

Fannie

Mae

Pool

5.000

09/01/40

142,360‌

273,454

Fannie

Mae

Pool

5.000

05/01/41

276,857‌

1,908,253

Fannie

Mae

Pool

4.000

09/01/42

1,832,038‌

504,292

Fannie

Mae

Pool

4.500

02/01/44

492,567‌

123,813

Fannie

Mae

Pool

4.500

03/01/44

122,475‌

4,659,396

Fannie

Mae

Pool

4.000

05/01/44

4,461,596‌

469,340

Fannie

Mae

Pool

4.500

06/01/44

458,425‌

1,319,564

Fannie

Mae

Pool

4.500

10/01/44

1,288,872‌

366,832

Fannie

Mae

Pool

5.000

11/01/44

371,533‌

375,573

Fannie

Mae

Pool

4.000

01/01/45

359,191‌

137,168

Fannie

Mae

Pool

4.500

03/01/45

133,976‌

1,030,982

Fannie

Mae

Pool

3.500

05/01/45

959,035‌

477,616

Fannie

Mae

Pool

3.500

01/01/46

443,300‌

324,665

Fannie

Mae

Pool

4.000

04/01/46

307,678‌

230,137

Fannie

Mae

Pool

3.500

06/01/46

212,652‌

2,639,280

Fannie

Mae

Pool

3.500

07/01/46

2,440,939‌

3,218,171

Fannie

Mae

Pool

3.500

07/01/46

3,017,399‌

63,064

Fannie

Mae

Pool

3.000

08/01/46

55,939‌

1,290,366

Fannie

Mae

Pool

3.000

10/01/46

1,122,246‌

897,458

Fannie

Mae

Pool

3.500

10/01/46

828,670‌

1,234,090

Fannie

Mae

Pool

4.500

05/01/47

1,228,622‌

957,762

Fannie

Mae

Pool

3.500

11/01/47

896,321‌

7,847,385

Fannie

Mae

Pool

3.500

01/01/48

7,234,066‌

4,154,911

Fannie

Mae

Pool

4.500

01/01/48

4,042,839‌

797,707

Fannie

Mae

Pool

4.500

02/01/48

776,192‌

2,723,175

Fannie

Mae

Pool

4.500

05/01/48

2,649,304‌

1,867,870

Fannie

Mae

Pool

4.500

05/01/48

1,816,913‌

5,158,773

Fannie

Mae

Pool

2.500

08/01/51

4,328,650‌

2,794,390

Fannie

Mae

Pool

3.000

09/01/51

2,461,531‌

3,776,957

Fannie

Mae

Pool

2.500

12/01/51

3,162,345‌

429,015

Fannie

Mae

Pool

2.500

01/01/52

356,987‌

7,643,100

Fannie

Mae

Pool

2.500

02/01/52

6,415,402‌

12,962,558

Fannie

Mae

Pool

3.500

02/01/52

11,818,925‌

6,639,007

Fannie

Mae

Pool

3.000

04/01/52

5,811,631‌

4,529,672

Fannie

Mae

Pool

3.000

04/01/52

3,926,784‌

Core

Plus

Bond

232

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

786,877

Fannie

Mae

Pool

3.500

%

04/01/52

$

709,762‌

2,545,845

Fannie

Mae

Pool

3.000

05/01/52

2,229,339‌

23,340,096

Fannie

Mae

Pool

4.000

05/01/52

21,747,613‌

1,905,451

Fannie

Mae

Pool

3.500

06/01/52

1,721,572‌

9,533,768

Fannie

Mae

Pool

4.000

06/01/52

8,883,760‌

2,695,316

Fannie

Mae

Pool

4.500

06/01/52

2,584,038‌

18,983,024

Fannie

Mae

Pool

4.000

07/01/52

17,688,742‌

2,507,325

Fannie

Mae

Pool

4.500

07/01/52

2,402,431‌

1,686,139

Fannie

Mae

Pool

4.500

07/01/52

1,616,013‌

21,986,542

Fannie

Mae

Pool

4.000

08/01/52

20,486,331‌

16,066,636

Fannie

Mae

Pool

4.500

08/01/52

15,396,743‌

22,490,543

Fannie

Mae

Pool

5.000

08/01/52

22,152,404‌

53,416,212

Fannie

Mae

Pool

4.000

09/01/52

49,771,398‌

73,044,161

Fannie

Mae

Pool

4.500

09/01/52

70,001,169‌

15,752,657

Fannie

Mae

Pool

5.000

09/01/52

15,515,005‌

20,907,682

Fannie

Mae

Pool

4.000

10/01/52

19,448,698‌

16,383,170

Fannie

Mae

Pool

4.500

10/01/52

15,701,239‌

7,885,157

Fannie

Mae

Pool

5.000

10/01/52

7,765,792‌

4,682,788

Fannie

Mae

Pool

4.000

11/01/52

4,362,544‌

23,260,735

Fannie

Mae

Pool

4.500

11/01/52

22,293,385‌

4,545,429

Fannie

Mae

Pool

4.500

12/01/52

4,356,404‌

4,954,513

Fannie

Mae

Pool

5.500

12/01/52

4,968,841‌

133,769

Fannie

Mae

Pool

5.000

01/01/53

131,744‌

12,297,212

Fannie

Mae

Pool

5.000

02/01/53

12,093,319‌

7,546,016

Fannie

Mae

Pool

5.500

02/01/53

7,564,925‌

17,968,143

Fannie

Mae

Pool

5.000

04/01/53

17,667,366‌

2,571,026

Fannie

Mae

Pool

5.000

06/01/53

2,543,348‌

17,058,680

Fannie

Mae

Pool

5.500

06/01/53

17,083,850‌

25,852,125

Fannie

Mae

Pool

5.000

08/01/53

25,400,804‌

3,510,827

Fannie

Mae

Pool

5.500

08/01/53

3,515,474‌

42,655,577

Fannie

Mae

Pool

5.500

10/01/53

42,702,038‌

8,494,514

Fannie

Mae

Pool

6.000

01/01/54

8,641,340‌

5,552,770

Fannie

Mae

Pool

6.000

03/01/54

5,647,470‌

34,264,055

Fannie

Mae

Pool

5.500

05/01/54

34,270,488‌

10,247,536

Fannie

Mae

Pool

6.000

06/01/54

10,419,285‌

85,561,585

Fannie

Mae

Pool

5.500

10/01/54

85,577,662‌

282,790

(a)

Fannie

Mae

REMIC

Trust

2.371

12/25/42

126,960‌

513

Fannie

Mae

REMICS

7.000

07/25/26

511‌

1,617,398

(a)

Fannie

Mae

REMICS,

(SOFR30A

+

5.836%)

1.530

09/25/43

168,806‌

1,276,577

Fannie

Mae

REMICS

3.000

07/25/45

1,163,268‌

2,552,923

Fannie

Mae

REMICS

3.500

02/25/48

2,260,080‌

1,871,357

Fannie

Mae

REMICS

4.000

07/25/48

1,773,818‌

4,509,603

Fannie

Mae

REMICS

2.000

08/25/50

576,302‌

8,611,064

Fannie

Mae

REMICS

2.000

08/25/50

5,709,417‌

3,935,478

Fannie

Mae

REMICS

2.000

10/25/50

2,660,619‌

11,118,436

Fannie

Mae

REMICS

2.500

11/25/50

1,552,505‌

3,825,717

Fannie

Mae

REMICS

3.000

12/25/50

687,570‌

71,322

Fannie

Mae

REMICS

3.000

02/25/51

11,944‌

4,541,387

Fannie

Mae

REMICS

2.500

11/25/51

523,606‌

6,540,232

Fannie

Mae

REMICS

3.500

04/25/52

5,015,389‌

1,568,034

Fannie

Mae

REMICS

4.000

05/25/52

1,258,055‌

4,176,540

Fannie

Mae

REMICS

4.500

07/25/52

3,659,714‌

2,462,342

Fannie

Mae

REMICS

4.500

08/25/52

2,112,844‌

1,858,858

Fannie

Mae

REMICS

4.000

09/25/52

1,601,517‌

2,161,203

Fannie

Mae

REMICS

4.000

09/25/52

1,798,486‌

1,799,039

Fannie

Mae

REMICS

4.500

10/25/52

1,603,563‌

2,053,620

Fannie

Mae

REMICS

4.500

10/25/52

1,861,340‌

3,322,254

Fannie

Mae

REMICS

5.500

11/25/52

3,319,875‌

1,350,479

Federal

National

Mortgage

Association

(FNMA)

2.500

02/01/52

1,123,295‌

247

Freddie

Mac

Gold

Pool

8.000

01/01/31

247‌

68,732

Freddie

Mac

Gold

Pool

7.000

12/01/33

72,538‌

12,433

Freddie

Mac

Gold

Pool

4.500

10/01/34

12,309‌

233

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

13,188

Freddie

Mac

Gold

Pool

7.000

%

05/01/35

$

13,918‌

710,354

Freddie

Mac

Gold

Pool

5.000

06/01/36

721,477‌

310,584

Freddie

Mac

Gold

Pool

4.500

10/01/44

303,741‌

54,560

Freddie

Mac

Gold

Pool

4.500

11/01/44

53,358‌

98,689

Freddie

Mac

Gold

Pool

4.500

11/01/44

96,515‌

50,706

Freddie

Mac

Gold

Pool

4.500

12/01/44

49,088‌

48,969

Freddie

Mac

Gold

Pool

4.500

12/01/44

47,890‌

447,532

Freddie

Mac

Gold

Pool

3.500

04/01/45

416,639‌

1,600,328

Freddie

Mac

Gold

Pool

3.500

08/01/45

1,490,520‌

909,069

Freddie

Mac

Gold

Pool

3.500

10/01/45

845,938‌

915,106

Freddie

Mac

Gold

Pool

4.500

06/01/47

894,941‌

958,708

Freddie

Mac

Gold

Pool

4.000

09/01/47

909,680‌

1,174,764

Freddie

Mac

Gold

Pool

3.500

12/01/47

1,085,023‌

6,368,015

Freddie

Mac

Gold

Pool

4.500

08/01/48

6,230,956‌

30,067,172

Freddie

Mac

Pool

3.000

11/01/49

26,600,866‌

4,040,338

Freddie

Mac

Pool

2.500

11/01/51

3,364,505‌

4,785,400

Freddie

Mac

Pool

3.000

11/01/51

4,227,592‌

3,056,668

Freddie

Mac

Pool

3.000

11/01/51

2,690,446‌

582,935

Freddie

Mac

Pool

3.000

11/01/51

518,081‌

878,751

Freddie

Mac

Pool

3.000

11/01/51

776,319‌

2,660,797

Freddie

Mac

Pool

3.000

02/01/52

2,306,950‌

3,605,940

Freddie

Mac

Pool

3.000

03/01/52

3,123,143‌

5,420,449

Freddie

Mac

Pool

2.500

04/01/52

4,523,607‌

1,996,591

Freddie

Mac

Pool

3.000

04/01/52

1,752,903‌

2,760,997

Freddie

Mac

Pool

4.000

04/01/52

2,574,767‌

15,303,751

Freddie

Mac

Pool

3.000

05/01/52

13,265,273‌

460,961

Freddie

Mac

Pool

3.000

06/01/52

401,517‌

444,769

Freddie

Mac

Pool

3.000

06/01/52

385,066‌

5,730,419

Freddie

Mac

Pool

4.500

06/01/52

5,490,893‌

5,828,886

Freddie

Mac

Pool

4.500

07/01/52

5,579,299‌

5,733,920

Freddie

Mac

Pool

4.500

07/01/52

5,494,249‌

15,574,742

Freddie

Mac

Pool

5.000

06/01/53

15,297,190‌

349,751

Freddie

Mac

Pool

5.000

08/01/53

344,385‌

11,800,150

Freddie

Mac

Pool

5.500

08/01/53

11,817,268‌

3,800,088

Freddie

Mac

REMICS

3.500

01/15/47

3,394,964‌

656,487

Freddie

Mac

REMICS

4.000

10/15/47

618,387‌

1,216,340

Freddie

Mac

REMICS

4.000

11/15/47

1,159,751‌

3,274,055

Freddie

Mac

REMICS

4.000

01/15/48

3,115,763‌

3,559,862

Freddie

Mac

REMICS

4.000

03/15/48

3,379,895‌

970,991

Freddie

Mac

REMICS

4.000

04/15/48

923,822‌

3,172,598

Freddie

Mac

REMICS

4.000

04/15/48

2,997,697‌

2,413,658

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.737%)

2.851

06/15/48

2,237,851‌

1,712,983

(a)

Freddie

Mac

REMICS,

(SOFR30A

+

9.657%)

2.771

10/15/48

1,501,107‌

3,111,468

Freddie

Mac

REMICS

2.000

09/25/50

2,081,804‌

1,980,885

Freddie

Mac

REMICS

2.000

09/25/50

256,736‌

2,914,891

Freddie

Mac

REMICS

3.000

10/25/50

2,065,965‌

13,004,328

Freddie

Mac

REMICS

2.500

02/25/51

2,140,353‌

3,695,185

Freddie

Mac

REMICS

2.500

05/25/51

2,317,874‌

1,505,526

Freddie

Mac

REMICS

4.000

08/25/52

1,261,178‌

2,772,104

Freddie

Mac

REMICS

4.500

10/25/52

2,576,570‌

3,374,346

Freddie

Mac

REMICS

5.500

11/25/52

3,417,702‌

1,721,947

Freddie

Mac

REMICS

5.500

02/25/53

1,694,018‌

4,425,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

7.100%)

11.405

01/25/42

4,722,783‌

890,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.750%)

9.055

02/25/42

932,947‌

4,982,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

8.500%)

13.788

02/25/42

5,445,865‌

1,890,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

9.750%)

15.087

04/25/42

2,114,464‌

7,508,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7.655

05/25/42

7,807,719‌

13,520,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

8.805

06/25/42

14,380,698‌

6,685,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8.305

07/25/42

7,060,867‌

625,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.550%)

7.855

08/25/42

654,542‌

6,065,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.700%)

8.005

09/25/42

6,393,517‌

510,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.100%)

8.444

03/25/43

531,761‌

Core

Plus

Bond

234

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

285,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7.556

%

04/25/43

$

299,016‌

1,795,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.500%)

7.805

05/25/43

1,897,521‌

12,859

(a),(g)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3.782

02/25/48

12,489‌

219,003

(a),(g)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3.848

05/25/48

213,336‌

226,398

(a),(g)

Freddie

Mac

STACR

Securitized

Participation

Interests

Trust

3.848

05/25/48

219,677‌

25,314

Ginnie

Mae

I

Pool

5.000

02/15/33

25,351‌

54,095

Ginnie

Mae

I

Pool

5.000

09/15/33

54,990‌

2,752,094

Ginnie

Mae

I

Pool

3.700

10/15/33

2,660,887‌

6,244

Ginnie

Mae

I

Pool

5.500

04/15/34

6,428‌

8,124

Ginnie

Mae

I

Pool

5.000

04/15/38

8,192‌

2,494,578

Ginnie

Mae

II

Pool

2.500

02/20/52

2,080,336‌

6,880,087

Ginnie

Mae

II

Pool

3.500

07/20/52

6,275,911‌

4,015,166

Ginnie

Mae

II

Pool

4.000

08/20/52

3,751,701‌

11,060,178

Ginnie

Mae

II

Pool

4.500

08/20/52

10,675,875‌

8,496,817

Ginnie

Mae

II

Pool

4.000

09/20/52

7,941,023‌

4,553,194

Ginnie

Mae

II

Pool

4.500

03/20/53

4,387,012‌

6,167,777

Government

National

Mortgage

Association

5.000

01/20/40

1,188,491‌

2,836,647

Government

National

Mortgage

Association

4.500

03/20/40

498,328‌

4,602,970

Government

National

Mortgage

Association

5.000

03/20/40

885,849‌

3,116,780

Government

National

Mortgage

Association

2.500

12/20/43

2,796,311‌

1,102,164

Government

National

Mortgage

Association

3.000

03/20/45

991,526‌

1,594,428

Government

National

Mortgage

Association

4.000

06/20/46

180,162‌

1,622,546

Government

National

Mortgage

Association

5.000

09/20/46

302,479‌

5,611,091

Government

National

Mortgage

Association

3.000

11/20/51

4,017,762‌

7,979,231

Government

National

Mortgage

Association

3.000

12/20/51

5,806,939‌

5,221,983

Government

National

Mortgage

Association

3.000

01/20/52

3,877,293‌

6,602,926

Government

National

Mortgage

Association

3.000

02/20/52

4,489,107‌

4,617,871

Government

National

Mortgage

Association

4.000

04/20/52

3,915,509‌

4,538,459

Government

National

Mortgage

Association

5.000

04/20/52

827,875‌

2,359,406

Government

National

Mortgage

Association

4.000

07/20/52

1,945,558‌

3,736,813

Government

National

Mortgage

Association

4.500

09/20/52

3,317,582‌

3,648,994

Government

National

Mortgage

Association

4.500

09/20/52

3,401,807‌

3,015,370

Government

National

Mortgage

Association

4.500

09/20/52

2,858,475‌

2,090,062

Government

National

Mortgage

Association

4.500

09/20/52

1,858,081‌

2,459,741

Government

National

Mortgage

Association

4.500

02/20/53

2,251,051‌

2,182,269

Government

National

Mortgage

Association

5.500

02/20/53

2,170,463‌

3,845,294

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

6.950%)

2.648

05/20/53

322,015‌

14,464,670

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

26.100%)

7.387

07/20/53

15,640,837‌

2,873,976

(a)

Government

National

Mortgage

Association,

(SOFR30A

+

23.205%)

6.428

08/20/53

3,158,651‌

35,023,823

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust

0.151

08/25/51

302,357‌

6,468,378

(a),(g)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

5,222,633‌

3,724,058

(a),(g)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

3,019,807‌

1,206,777

(a),(g)

GS

Mortgage-Backed

Securities

Trust

2.825

05/28/52

1,000,125‌

3,331,730

(a),(g)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

2,821,595‌

181,260

GSR

Mortgage

Loan

Trust

6.000

01/25/35

163,649‌

43,976

(a)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5.094

03/25/35

40,286‌

4,810,000

(a),(g)

Imperial

Fund

Mortgage

Trust

2.383

06/25/56

3,613,600‌

278,109

(a),(g)

J.P.

Morgan

Mortgage

Trust

3.242

10/25/52

225,610‌

87,976

(a)

JP

Morgan

Mortgage

Trust

7.107

11/25/33

87,310‌

166,165

(a),(g)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

151,144‌

284,667

(a),(g)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

254,746‌

84,376

(a),(g)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

78,840‌

9,683,098

(a),(g)

JP

Morgan

Mortgage

Trust

0.118

06/25/51

62,807‌

17,025,129

(a),(g)

JP

Morgan

Mortgage

Trust

0.108

11/25/51

101,739‌

2,030,620

(a),(g)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

1,646,765‌

17,087,088

(a),(g)

JP

Morgan

Mortgage

Trust

0.115

12/25/51

109,378‌

2,378,288

(a),(g)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

1,928,712‌

409,180

(a),(g)

JP

Morgan

Mortgage

Trust

2.845

12/25/51

328,533‌

3,459,927

(a),(g)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

2,800,142‌

4,022,417

(a),(g)

JP

Morgan

Mortgage

Trust

0.500

04/25/52

116,657‌

2,047,948

(a),(g)

JP

Morgan

Mortgage

Trust

3.343

04/25/52

1,737,116‌

1,310,687

(a),(g)

JP

Morgan

Mortgage

Trust

3.343

04/25/52

1,099,562‌

235

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

996,668

(a),(g)

JP

Morgan

Mortgage

Trust

3.343

%

04/25/52

$

812,144‌

5,062,432

(a),(g)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

4,086,448‌

712,205

(a),(g)

JP

Morgan

Mortgage

Trust

3.000

06/25/52

607,156‌

7,719,442

(g)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

74,679‌

5,468,845

(a),(g)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

4,415,599‌

1,902,285

(a),(g)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

1,684,121‌

5,696,688

(a),(g)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

4,820,607‌

3,645,348

(a),(g)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

3,084,738‌

2,042,807

(a),(g)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

1,727,425‌

3,206,037

(a),(g)

JP

Morgan

Mortgage

Trust

3.000

04/25/53

2,712,988‌

961,233

(a),(g)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

929,547‌

1,345,726

(a),(g)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

1,330,625‌

3,018,519

(a),(g)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

2,445,921‌

2,547,175

(a),(g)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

2,265,852‌

2,435,998

(a),(g)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

1,971,470‌

2,232,125

(a),(g)

OBX

3.000

01/25/52

1,888,851‌

2,700,000

(a),(g)

OBX

Trust

2.451

05/25/61

1,607,368‌

1,024,265

(a),(g)

RCKT

Mortgage

Trust

3.006

09/25/51

821,234‌

5,582,504

(a),(g)

RCKT

Mortgage

Trust

2.500

02/25/52

4,526,805‌

2,255,316

(a),(g)

RCKT

Mortgage

Trust

3.000

05/25/52

1,909,995‌

157,383

(a),(g)

RCKT

Mortgage

Trust

3.189

05/25/52

130,570‌

79,273

(a),(g)

Sequoia

Mortgage

Trust

4.000

06/25/49

75,080‌

525,120

(a),(g)

Sequoia

Mortgage

Trust

3.500

12/25/49

471,775‌

2,150,917

(a),(g)

Sequoia

Mortgage

Trust

2.500

06/25/51

1,744,161‌

221,528

(a),(g)

Shellpoint

Co-Originator

Trust

3.500

10/25/47

203,492‌

13,031,000

(a),(g)

Verus

Securitization

Trust

3.288

11/25/66

10,127,635‌

965,000

(a),(g)

Verus

Securitization

Trust

7.487

02/25/68

969,980‌

255,468

(g)

Verus

Securitization

Trust

(Step

Bond)

2.733

05/25/65

247,210‌

1,100,124

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

932,710‌

7,277,993

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.309

08/25/51

6,101,651‌

TOTAL

MORTGAGE

BACKED

1,182,435,765‌

MUNICIPAL

BONDS

-

0.1%

4,195,000

(g)

Virgin

Islands

Water

&

Power

Authority-Electric

System

10.250

07/01/26

4,200,242‌

TOTAL

MUNICIPAL

BONDS

4,200,242‌

U.S.

TREASURY

SECURITIES

-

15.8%

1,442,000

United

States

Treasury

Note

3.750

06/30/27

1,442,845‌

16,565,000

United

States

Treasury

Note

3.875

06/15/28

16,653,002‌

51,662,000

United

States

Treasury

Note

3.875

06/30/30

51,859,768‌

1,061,000

United

States

Treasury

Note

4.125

11/30/31

1,071,734‌

4,025,000

United

States

Treasury

Note

4.375

01/31/32

4,120,436‌

127,231,000

United

States

Treasury

Note

4.125

05/31/32

128,304,512‌

74,640,000

United

States

Treasury

Note

4.250

05/15/35

74,756,625‌

24,425,000

United

States

Treasury

Note

4.625

11/15/44

23,909,785‌

7,085,000

United

States

Treasury

Note

4.750

02/15/45

7,047,361‌

2,750,000

United

States

Treasury

Note

5.000

05/15/45

2,824,766‌

84,293,000

United

States

Treasury

Note

4.625

02/15/55

82,053,967‌

6,000,000

United

States

Treasury

Note

4.750

05/15/55

5,966,250‌

100,000

United

States

Treasury

Note/Bond

3.500

04/30/30

98,715‌

300

United

States

Treasury

Note/Bond

4.250

02/28/31

306‌

30,500,000

United

States

Treasury

Note/Bond

1.750

08/15/41

20,249,141‌

14,775,000

United

States

Treasury

Note/Bond

2.000

11/15/41

10,161,275‌

1,823,000

United

States

Treasury

Note/Bond

3.250

05/15/42

1,507,892‌

9,440,000

United

States

Treasury

Note/Bond

3.875

05/15/43

8,431,837‌

237,155,000

United

States

Treasury

Note/Bond

4.125

08/15/44

217,265,534‌

135,110,000

United

States

Treasury

Note/Bond

2.250

02/15/52

82,527,932‌

TOTAL

U.S.

TREASURY

SECURITIES

740,253,683‌

TOTAL

GOVERNMENT

BONDS

(Cost

$2,160,332,987)

2,051,589,638‌

Core

Plus

Bond

236

Portfolio

of

Investments

June

30,

2025

(continued)

SHARES

DESCRIPTION

VALUE

INVESTMENT

COMPANIES

-

1.1%

1,982,716

Nuveen

Ultra

Short

Income

ETF

$

50,222,196‌

TOTAL

INVESTMENT

COMPANIES

(Cost

$50,010,855)

50,222,196‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

34,686

Morgan

Stanley

860,213‌

139,125

Morgan

Stanley

3,579,686‌

TOTAL

FINANCIAL

SERVICES

4,439,899‌

TOTAL

PREFERRED

STOCKS

(Cost

$4,394,529)

4,439,899‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

13.8%

ASSET

BACKED

-

4.3%

$

1,083,147

(g)

AASET

Trust,

Series

2020

1A

6.413

%

01/16/40

1,016,695‌

2,100,000

(a),(g)

AGL

CLO

19

Ltd,

(TSFR3M

+

2.750%),

Series

2022

19A

7.022

07/21/35

2,100,105‌

10,000,000

(a),(d),(g)

AGL

CLO

19

Ltd,

(TSFR3M

+

1.650%),

Series

2022

19A

0.000

07/21/38

10,012,500‌

2,096,377

(g)

Apollo

aviation

securitization,

Series

2021

2A

2.798

01/15/47

1,951,324‌

5,000,000

(g)

Applebee's

Funding

LLC

/

IHOP

Funding

LLC,

Series

6.720

06/07/55

4,980,862‌

654,412

(g)

BRE

Grand

Islander

Timeshare

Issuer

LLC,

Series

2019

A

3.280

09/26/33

644,803‌

362,521

(g)

British

Airways

Pass

Through

Trust,

Series

2020

A

8.375

11/15/28

382,090‌

1,550,685

(g)

British

Airways

Pass

Through

Trust,

Series

2020

A

3.800

09/20/31

1,499,967‌

5,100,000

(g)

Capital

Automotive

REIT,

Series

2020

1A

4.520

02/15/50

4,926,082‌

3,131,035

(g)

Capital

Automotive

REIT,

Series

2021

1A

1.920

08/15/51

2,997,991‌

2,443,750

(g)

Cars

Net

Lease

Mortgage

Notes

Series,

Series

2020

1A

3.100

12/15/50

2,302,066‌

2,500,000

(g)

Cars

Net

Lease

Mortgage

Notes

Series,

Series

2020

1A

4.690

12/15/50

2,328,840‌

1,250,000

(a),(g)

Cayuga

Park

CLO

Ltd,

(TSFR3M

+

6.262%),

Series

2020

1A

1.000

07/17/34

1,256,281‌

78,705

(a)

C-BASS

Trust,

(TSFR1M

+

0.274%),

Series

2006

CB6

3.364

07/25/36

77,977‌

6,451,318

(a),(g)

CBRE

Realty

Finance,

(LIBOR

3

M

+

0.300%),

Series

2007

1A

4.855

04/07/52

645‌

3,627

Centex

Home

Equity,

Series

2002

A

5.540

01/25/32

3,619‌

6,296,164

(g)

CF

Hippolyta

LLC,

Series

2020

1

2.280

07/15/60

6,229,736‌

2,806,290

(g)

CF

Hippolyta

LLC,

Series

2020

1

2.600

07/15/60

2,519,725‌

10,131,311

(g)

CF

Hippolyta

LLC,

Series

2021

1A

1.530

03/15/61

9,747,574‌

8,482,028

(g)

CF

Hippolyta

LLC,

Series

2021

1A

1.980

03/15/61

7,966,951‌

1,675,000

(g)

Cologix

Data

Centers

US

Issuer

LLC,

Series

2021

1A

3.300

12/26/51

1,620,845‌

5,500,000

(g)

Compass

Datacenters

Issuer

III

LLC,

Series

2025

1A

5.656

02/25/50

5,555,480‌

17,684

Countrywide

Asset-Backed

Certificates

(Step

Bond),

Series

2002

S4

5.216

10/25/27

15,385‌

9,850,000

(g)

Crescendo

Royalty

Funding

LP,

Series

2021

1

3.567

12/20/51

9,581,876‌

3,063,125

(g)

DB

Master

Finance

LLC,

Series

2019

1A

4.352

05/20/49

3,006,347‌

2,291,875

(g)

DB

Master

Finance

LLC,

Series

2021

1A

2.045

11/20/51

2,206,427‌

2,798,500

(g)

DB

Master

Finance

LLC,

Series

2021

1A

2.493

11/20/51

2,591,222‌

375,001

(g)

Diamond

Resorts

Owner

Trust,

Series

2021

1A

2.700

11/21/33

372,973‌

195,313

(g)

Diamond

Resorts

Owner

Trust,

Series

2021

1A

3.830

11/21/33

194,097‌

3,250,000

(a),(g)

Elmwood

CLO

26

Ltd,

(TSFR3M

+

3.600%),

Series

2024

1A

7.869

04/18/37

3,276,065‌

4,850,000

(g)

EWC

Master

Issuer

LLC,

Series

2022

1A

5.500

03/15/52

4,778,345‌

181,421

(g)

HERO

Funding

Trust,

Series

2017

2A

3.280

09/20/48

161,720‌

362,841

(g)

HERO

Funding

Trust,

Series

2017

2A

4.070

09/20/48

331,175‌

7,550,000

(g)

HIFI

A2,

Series

2022

1A

3.939

02/01/62

7,374,564‌

590,531

(g)

Hilton

Grand

Vacations

Trust,

Series

2019

AA

2.840

07/25/33

580,382‌

13,909

(a)

Home

Equity

Asset

Trust,

(TSFR1M

+

1.614%),

Series

2003

1

3.986

06/25/33

13,667‌

727,113

(g)

Horizon

Aircraft

Finance

II

Ltd,

Series

2019

1

3.721

07/15/39

702,368‌

5,060,553

(g)

Horizon

Aircraft

Finance

III

Ltd,

Series

2019

2

3.425

11/15/39

4,810,025‌

3,000,000

(e),(g)

Industrial

DPR

Funding

Ltd,

Series

2022

1A

5.380

04/15/34

2,681,070‌

1,126,476

(g)

Jonah

Energy

Abs

I

LLC,

Series

2022

1

7.200

12/10/37

1,132,822‌

1,663,356

(g)

Lunar

Structured

Aircraft

Portfolio

Notes,

Series

2021

1

5.682

10/15/46

1,598,743‌

1,000,000

(a),(g)

Magnetite

XXIII

Ltd,

(TSFR3M

+

6.562%),

Series

2019

23A

7.484

01/25/35

1,002,647‌

147,246

Mid-State

Capital

Corp

Trust,

Series

2005

1

5.745

01/15/40

146,961‌

530,962

(g)

MVW

LLC,

Series

2021

2A

2.230

05/20/39

499,615‌

1,500,000

(g)

NBC

Funding

LLC,

Series

2021

1

4.970

07/30/51

1,447,565‌

1,000,000

(g)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series,

Series

2021

1A

4.230

01/20/51

969,380‌

237

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

4,425,000

(g)

Onemain

Financial

Issuance

Trust,

Series

2025

1A

5.200

%

07/14/38

$

4,436,062‌

10,000,000

(g)

Oportun

Issuance

Trust,

Series

2025

B

6.450

05/09/33

10,063,173‌

1,000,000

(a),(g)

Palmer

Square

CLO

Ltd,

(TSFR3M

+

3.212%),

Series

2021

3A

5.462

01/15/35

1,003,591‌

2,500,000

(a),(g)

Palmer

Square

CLO

Ltd,

(TSFR3M

+

3.050%),

Series

2022

1A

7.322

04/20/35

2,506,485‌

600,000

(g)

Progress

Residential

Trust,

Series

2021

SFR9

2.711

11/17/40

565,563‌

4,930,000

(g)

QTS

Issuer

ABS

I

LLC,

Series

2025

1A

5.439

05/25/55

4,995,941‌

576,011

(g)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2021

1A

1.790

11/20/37

565,573‌

5,875,000

(g)

Stack

Infrastructure

Issuer

LLC,

Series

2021

1A

1.877

03/26/46

5,737,531‌

2,094,846

(g)

START

Ireland,

Series

2019

1

5.095

03/15/44

2,074,331‌

105,880

(a)

Structured

Asset

Investment

Loan

Trust,

(TSFR1M

+

1.014%),

Series

2004

8

5.334

09/25/34

101,481‌

10,248,500

(g)

Subway

Funding

LLC,

Series

2024

1A

6.028

07/30/54

10,421,676‌

4,563,713

(g)

Taco

Bell

Funding

LLC,

Series

2021

1A

1.946

08/25/51

4,349,778‌

4,833,900

(g)

Taco

Bell

Funding

LLC,

Series

2021

1A

2.294

08/25/51

4,395,548‌

2,500,000

(a),(g)

TCW

CLO

Ltd,

(LIBOR

3

M

+

7.122%),

Series

2021

2A

6.985

07/25/34

2,487,413‌

3,401,448

United

Airlines

Pass

Through

Trust,

Series

2018

1

3.700

03/01/30

3,171,291‌

8,399,471

(g)

Vine,

Series

2020

1A

2.790

11/15/50

7,936,189‌

565,251

(g)

Vine,

Series

2020

1A

6.420

11/15/50

557,176‌

1,573,344

(g)

Vivint

Colar

Financing

V

LLC,

Series

2018

1A

7.370

04/30/48

1,500,423‌

924,786

(g)

Wendys

Funding

LLC,

Series

2018

1A

3.884

03/15/48

902,172‌

5,573,891

(g)

Wendy's

Funding

LLC,

Series

2021

1A

2.370

06/15/51

5,122,953‌

6,000,000

(g)

Zayo

Issuer

LLC,

Series

2025

1A

5.648

03/20/55

6,125,206‌

2,250,000

(g)

Zayo

Issuer

LLC,

Series

2025

1A

8.659

03/20/55

2,308,914‌

TOTAL

ASSET

BACKED

200,926,069‌

OTHER

MORTGAGE

BACKED

-

9.5%

8,000,000

(g)

225

Liberty

Street

Trust,

Series

2016

225L

3.597

02/10/36

7,640,206‌

130,668

(a),(g)

Agate

Bay

Mortgage

Trust,

Series

2015

6

3.500

09/25/45

121,218‌

2,000,000

(a),(g)

ARDN

Mortgage

Trust,

(TSFR1M

+

1.750%),

Series

2025

ARCP

6.092

06/15/35

2,004,647‌

4,500,000

(a),(g)

ARDN

Mortgage

Trust,

(TSFR1M

+

2.000%),

Series

2025

ARCP

6.342

06/15/35

4,511,598‌

2,500,000

(a),(g)

ARDN

Mortgage

Trust,

(TSFR1M

+

3.000%),

Series

2025

ARCP

7.300

06/15/35

2,509,242‌

1,895,000

(a),(g)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.692%),

Series

2024

IND

7.012

07/15/41

1,900,795‌

3,000,000

(a),(g)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

6.692

02/15/42

3,000,961‌

2,406,469

(a)

BANK,

Series

2017

BNK8

4.083

11/15/50

2,177,281‌

3,000,000

(g)

BANK,

Series

2019

BN21

2.500

10/17/52

2,195,710‌

1,000,000

BANK,

Series

2019

BN21

3.093

10/17/52

911,498‌

1,000,000

BANK,

Series

2019

BN23

3.455

12/15/52

924,907‌

2,000,000

BANK,

Series

2020

BN30

1.925

12/15/53

1,723,228‌

1,750,000

BANK,

Series

2024

BNK48

5.053

10/15/57

1,761,291‌

1,696,000

BANK,

Series

2019

BN20

3.011

09/15/62

1,574,186‌

4,500,000

(a),(g)

BBCMS

Mortgage

Trust,

Series

2018

CHRS

4.409

08/05/38

3,759,322‌

2,500,000

(a),(g)

BBCMS

Trust,

Series

2015

SRCH

5.122

08/10/35

2,343,286‌

1,791,968

(a)

Benchmark,

Series

2018

B4

4.311

07/15/51

1,745,181‌

1,769,000

(a),(g)

Benchmark

Mortgage

Trust,

Series

2020

IG2

2.791

09/15/48

1,536,860‌

2,800,000

(a),(g)

Benchmark

Mortgage

Trust,

Series

2020

IG3

3.199

09/15/48

2,311,456‌

5,000,000

(a),(g)

Benchmark

Mortgage

Trust,

Series

2020

IG3

3.654

09/15/48

4,765,718‌

1,000,000

(a)

Benchmark

Mortgage

Trust,

Series

2018

B2

4.450

02/15/51

802,771‌

1,500,000

(a)

Benchmark

Mortgage

Trust,

Series

2018

B3

4.553

04/10/51

1,297,434‌

2,000,000

Benchmark

Mortgage

Trust,

Series

2018

B8

4.232

01/15/52

1,960,104‌

1,100,000

Benchmark

Mortgage

Trust,

Series

2019

B9

4.267

03/15/52

1,049,642‌

1,000,000

Benchmark

Mortgage

Trust,

Series

2019

B12

3.419

08/15/52

930,915‌

1,000,000

(a)

Benchmark

Mortgage

Trust,

Series

2018

B7

4.510

05/15/53

993,748‌

9,100,000

(g)

Benchmark

Mortgage

Trust,

Series

2020

B18

4.139

07/15/53

8,997,314‌

6,500,000

(a)

Benchmark

Mortgage

Trust,

Series

2021

B23

2.563

02/15/54

4,771,341‌

3,770,000

Benchmark

Mortgage

Trust,

Series

2021

B24

2.584

03/15/54

3,314,460‌

2,230,000

Benchmark

Mortgage

Trust,

Series

2021

B27

2.390

07/15/54

1,940,863‌

2,000,000

Benchmark

Mortgage

Trust,

Series

2023

B38

5.626

04/15/56

2,047,714‌

1,675,000

Benchmark

Mortgage

Trust,

Series

2023

B39

5.750

07/15/56

1,767,316‌

3,915,000

Benchmark

Mortgage

Trust,

Series

2019

B14

3.493

12/15/62

3,267,031‌

1,900,000

(a)

Benchmark

Mortgage

Trust,

Series

2019

B14

3.763

12/15/62

1,455,256‌

1,500,000

Benchmark

Mortgage

Trust

Series

-

2019

B12

(Class

C),

Series

0.000

08/15/52

1,202,243‌

1,556,210

(a),(g)

BX

Commercial

Mortgage

Trust,

(LIBOR

1

M

+

1.914%),

Series

2021

SOAR

1.910

06/15/38

1,556,895‌

2,000,000

(a),(g)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

4.874%),

Series

2024

BRBK

9.188

10/15/41

2,013,187‌

2,000,000

(a),(g)

BXP

Trust,

Series

2021

601L

2.868

01/15/44

1,571,901‌

Core

Plus

Bond

238

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,250,000

(a)

Cantor

Commercial

Real

Estate

Lending,

Series

2019

CF1

4.352

%

05/15/52

$

1,884,942‌

1,800,000

(a)

CD

Mortgage

Trust,

Series

2016

CD2

3.879

11/10/49

1,575,906‌

1,000,000

(a)

CD

Mortgage

Trust,

Series

2016

CD2

4.107

11/10/49

607,151‌

1,400,000

(a)

CD

Mortgage

Trust,

Series

2017

CD3

4.682

02/10/50

654,842‌

4,000,000

(a),(g)

Century

Plaza

Towers,

Series

2019

CPT

3.097

11/13/39

3,265,073‌

215,792

(a),(g)

CF

Mortgage

Trust,

Series

2020

P1

2.840

04/15/52

214,369‌

8,750,000

(a),(g)

CF

Mortgage

Trust,

Series

2020

P1

3.603

04/15/52

8,020,211‌

5,000,000

(a)

CFCRE

Commercial

Mortgage

Trust,

Series

2016

C6

3.502

11/10/49

4,853,210‌

156,442

(a),(g)

CIM

Trust,

Series

2021

J2

2.671

04/25/51

127,019‌

3,400,000

(a),(g)

Citigroup

Commercial

Mortgage

Trust,

(TSFR1M

+

2.014%),

Series

2021

PRM2

6.326

10/15/38

3,390,151‌

642,277

(a),(g)

Citigroup

Commercial

Mortgage

Trust,

Series

2014

GC23

4.741

07/10/47

609,441‌

1,560,961

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

3.758

04/10/48

1,503,986‌

1,650,000

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2015

GC29

4.113

04/10/48

1,502,902‌

2,717,806

Citigroup

Commercial

Mortgage

Trust,

Series

2016

GC37

4.233

04/10/49

2,661,516‌

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2016

P3

4.271

04/15/49

1,869,475‌

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust,

Series

2018

B2

4.179

03/10/51

1,956,779‌

1,670,000

Citigroup

Commercial

Mortgage

Trust,

Series

2019

GC41

3.018

08/10/56

1,525,021‌

2,943,193

(a),(g)

COMM

Mortgage

Trust,

Series

2013

LC13

5.549

08/10/46

2,700,034‌

4,507,024

(a)

COMM

Mortgage

Trust,

Series

2014

CR14

3.793

02/10/47

4,343,396‌

2,916,223

COMM

Mortgage

Trust,

Series

2014

CR17

4.377

05/10/47

2,816,917‌

5,150,000

(a),(g)

COMM

Mortgage

Trust,

Series

2014

UBS3

4.767

06/10/47

2,214,500‌

2,500,000

(g)

COMM

Mortgage

Trust,

Series

2015

CR22

3.000

03/10/48

1,718,625‌

2,600,000

(a),(g)

COMM

Mortgage

Trust,

Series

2015

CR22

3.975

03/10/48

2,007,570‌

3,340,500

(a)

COMM

Mortgage

Trust,

Series

2015

CR22

3.975

03/10/48

3,022,359‌

1,090,492

(a)

COMM

Mortgage

Trust,

Series

2015

CR23

4.221

05/10/48

1,059,779‌

2,500,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

3.463

08/10/48

2,269,058‌

3,000,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

4.320

08/10/48

2,862,100‌

2,500,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

4.474

08/10/48

2,480,146‌

3,175,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR26

4.668

10/10/48

2,977,521‌

2,500,000

(a)

COMM

Mortgage

Trust,

Series

2018

COR3

4.668

05/10/51

2,103,058‌

2,475,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.000%),

Series

2022

R05

7.305

04/25/42

2,542,726‌

2,500,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

7.000%),

Series

2022

R05

11.305

04/25/42

2,707,641‌

15,060,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

8.155

05/25/42

15,760,960‌

3,565,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.600%),

Series

2022

R08

7.950

07/25/42

3,722,549‌

6,005,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

9.056

09/25/42

6,438,632‌

9,681,000

(a),(g)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

8.056

12/25/42

10,221,981‌

1,850,000

(a),(g)

CSMC,

Series

2019

NQM1

3.388

10/25/59

1,773,554‌

1,799,583

(a),(g)

CSMC,

Series

2021

NQM1

2.130

05/25/65

1,418,842‌

1,621,608

(a),(g)

CSMC,

Series

2021

NQM8

2.405

10/25/66

1,421,230‌

5,065,000

DBJPMortgage

Trust,

Series

2016

C1

3.539

05/10/49

4,955,067‌

2,425,000

DBJPMortgage

Trust,

Series

2020

C9

1.926

08/15/53

2,132,830‌

1,498,256

(a),(g)

ELP

Commercial

Mortgage

Trust,

(TSFR1M

+

2.233%),

Series

2021

ELP

6.545

11/15/38

1,497,508‌

776,203

(a),(g)

Flagstar

Mortgage

Trust,

Series

2017

2

3.978

10/25/47

710,364‌

27,371

(a),(g)

Flagstar

Mortgage

Trust,

Series

2018

5

4.000

09/25/48

25,873‌

1,171,884

(a),(g)

Flagstar

Mortgage

Trust,

Series

2021

2

2.500

04/25/51

950,271‌

1,566,703

(a),(g)

Flagstar

Mortgage

Trust,

Series

2021

4

2.500

06/01/51

1,270,426‌

1,007,569

(a),(g)

Flagstar

Mortgage

Trust,

Series

2021

5INV

3.339

07/25/51

823,130‌

353,028

(a),(g)

Flagstar

Mortgage

Trust,

Series

2021

7

2.925

08/25/51

287,583‌

7,365,272

(a),(g)

Flagstar

Mortgage

Trust,

Series

2021

10IN

3.000

10/25/51

6,237,545‌

1,294,848

(a),(g)

Flagstar

Mortgage

Trust,

Series

2021

10IN

3.501

10/25/51

1,058,073‌

540,000

(a),(g)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%),

Series

2023

HQA3

7.702

11/25/43

570,388‌

2,250,000

(a)

GS

Mortgage

Securities

Trust,

Series

2016

GS3

4.101

10/10/49

2,114,084‌

3,725,000

(a)

GS

Mortgage

Securities

Trust,

Series

2016

GS4

4.073

11/10/49

3,326,390‌

2,000,000

(g)

GS

Mortgage

Securities

Trust,

Series

2017

GS7

3.000

08/10/50

1,774,548‌

1,500,000

(a)

GS

Mortgage

Securities

Trust,

Series

2018

GS10

4.384

07/10/51

1,423,062‌

3,800,000

(a)

GS

Mortgage

Securities

Trust,

Series

2019

GC38

4.158

02/10/52

3,664,085‌

1,500,000

(a)

GS

Mortgage

Securities

Trust,

Series

2019

GC38

4.761

02/10/52

1,394,651‌

1,000,000

(a)

GS

Mortgage

Securities

Trust,

Series

2020

GC45

3.405

02/13/53

905,559‌

3,000,000

GS

Mortgage

Securities

Trust,

Series

2020

GSA2

2.012

12/12/53

2,616,004‌

41,799

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

4.000

11/25/49

39,495‌

98,185

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2019

PJ2

4.000

11/25/49

92,773‌

213,506

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ4

3.000

01/25/51

183,267‌

239

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

13,933,768

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

0.251

%

03/27/51

$

181,204‌

397,542

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

3.000

03/27/51

341,279‌

928,435

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ6

2.500

05/25/51

758,927‌

4,819,775

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2021

PJ5

2.500

10/25/51

3,907,713‌

3,318,444

(a),(g)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2022

PJ2

3.000

06/25/52

2,808,108‌

257,774

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2020

PJ1

3.611

05/25/50

227,480‌

402,543

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

GR1

3.091

11/25/51

338,118‌

508,387

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

INV1

3.022

12/25/51

408,324‌

7,751,040

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

2.500

01/25/52

6,285,253‌

3,736,178

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ8

2.500

01/25/52

3,029,915‌

1,443,524

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2021

PJ7

2.721

01/25/52

1,160,661‌

993,422

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

LTV1

3.243

06/25/52

816,385‌

1,900,286

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

INV1

3.000

07/25/52

1,612,290‌

3,392,552

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

HP1

3.000

09/25/52

2,873,105‌

2,393,862

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ5

3.000

10/25/52

2,025,715‌

4,311,264

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

LTV2

4.337

12/25/52

3,861,432‌

2,108,158

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2022

PJ6

3.000

01/25/53

1,784,949‌

3,051,680

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2023

PJ1

3.500

02/25/53

2,668,959‌

582,904

(a),(g)

GS

Mortgage-Backed

Securities

Trust,

Series

2025

PJ4

6.000

09/25/55

584,662‌

1,450,000

(a),(d),(g)

GSAT

Trust,

(TSFR1M

+

1.500%),

Series

2025

BMF

5.820

07/15/30

1,452,774‌

3,000,000

(a),(d),(g)

GSAT

Trust,

(TSFR1M

+

1.950%),

Series

2025

BMF

6.270

07/15/30

3,006,194‌

160,600

(g)

GSMPS

Mortgage

Loan

Trust,

Series

2005

RP2

7.500

03/25/35

160,321‌

136,449

(g)

GSMPS

Mortgage

Loan

Trust,

Series

2005

RP3

7.500

09/25/35

137,755‌

6,000,000

(a),(g)

Houston

Galleria

Mall

Trust,

Series

2025

HGLR

5.462

02/05/45

6,167,944‌

5,500,000

(a),(g)

HTL

Commercial

Mortgage

Trust,

Series

2024

T53

7.324

05/10/39

5,570,544‌

2,250,000

(a),(g)

Hudson

Yards

Mortgage

Trust,

Series

2019

30HY

3.558

07/10/39

2,046,444‌

1,000,000

(a),(g)

Hudson

Yards

Mortgage

Trust,

Series

2019

55HY

3.041

12/10/41

884,536‌

3,325,000

(a),(g)

ILPT

Commercial

Mortgage

Trust,

Series

2025

LPF2

5.292

07/15/42

3,378,347‌

2,000,000

(a),(g)

ILPT

Commercial

Mortgage

Trust,

Series

2025

LPF2

8.199

07/15/42

2,055,493‌

445,690

(a),(g)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

2.051

10/25/55

421,584‌

440,000

(a),(g)

Imperial

Fund

Mortgage

Trust,

Series

2020

NQM1

3.531

10/25/55

405,733‌

3,500,000

(a),(g)

IP

Mortgage

Trust,

Series

2025

IP

5.540

06/10/42

3,553,073‌

300,362

(a),(g)

J.P.

Morgan

Mortgage

Trust,

Series

2022

5

2.953

09/25/52

237,235‌

23,790

(a)

JP

Morgan

Alternative

Loan

Trust,

(TSFR1M

+

0.674%),

Series

2007

S1

4.994

04/25/47

22,883‌

165,519

(a),(g)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp,

Series

2013

C13

4.115

01/15/46

159,276‌

2,500,000

(g)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2020

NNN

3.065

01/16/37

2,025,024‌

1,000,000

(g)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2020

NNN

3.267

01/16/37

685,010‌

1,140,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2016

JP2

2.822

08/15/49

1,118,635‌

672,911

(a),(g)

JP

Morgan

Mortgage

Trust,

(LIBOR

1

M

-

0.000%),

Series

2015

1

5.661

12/25/44

655,433‌

55,278

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2015

3

3.500

05/25/45

51,544‌

272,112

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2015

6

3.500

10/25/45

251,328‌

594,301

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2018

3

3.500

09/25/48

533,347‌

851,390

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2018

5

3.500

10/25/48

770,396‌

574,286

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2017

5

4.921

10/26/48

575,286‌

105,748

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2018

9

4.000

02/25/49

98,998‌

165,309

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2019

1

4.000

05/25/49

155,097‌

2,244,325

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2020

1

3.818

06/25/50

2,018,783‌

11,275,309

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

3

0.136

07/25/51

85,785‌

7,940,017

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

4

0.130

08/25/51

58,142‌

951,176

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

4

2.880

08/25/51

766,880‌

15,360,750

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

6

0.133

10/25/51

116,860‌

2,746,838

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

6

2.500

10/25/51

2,228,245‌

4,188,136

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

INV2

0.400

12/25/51

103,441‌

921,994

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

10

2.500

12/25/51

747,637‌

804,228

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

INV4

3.205

01/25/52

647,953‌

983,495

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

12

2.500

02/25/52

799,471‌

624,192

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2022

INV1

3.293

03/25/52

521,677‌

1,479,249

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

14

2.500

05/25/52

1,199,511‌

945,257

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

LTV2

2.927

05/25/52

817,434‌

274,940

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2021

INV8

3.281

05/25/52

223,682‌

1,426,544

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2022

2

3.000

08/25/52

1,208,121‌

2,001,838

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2022

INV3

3.000

09/25/52

1,695,953‌

Core

Plus

Bond

240

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

3,705,174

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2022

LTV2

3.500

%

09/25/52

$

3,235,826‌

2,738,054

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2022

7

3.000

12/25/52

2,314,686‌

867,732

(a),(g)

JP

Morgan

Mortgage

Trust,

Series

2022

7

4.000

12/25/52

784,546‌

1,482,637

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

4.110

09/15/47

1,442,976‌

1,100,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C22

4.508

09/15/47

1,053,093‌

1,778,355

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

4.700

09/15/47

1,662,698‌

1,550,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

4.700

09/15/47

1,418,969‌

5,000,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C27

3.634

02/15/48

4,689,287‌

3,500,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4.106

08/15/48

3,448,061‌

5,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4.754

08/15/48

5,203,346‌

2,500,000

(a),(g)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2016

C1

4.353

03/17/49

2,194,465‌

969,588

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP7

3.379

09/15/50

947,238‌

2,800,000

JPMDB

Commercial

Mortgage

Securities

Trust,

Series

2020

COR7

2.536

05/13/53

2,252,989‌

1,500,000

(a),(g)

KRE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.300%),

Series

2025

AIP4

5.612

03/15/42

1,498,380‌

297,664

MASTR

Alternative

Loan

Trust,

Series

2004

1

7.000

01/25/34

302,683‌

1,250,000

(a),(g)

MF1

LLC,

(TSFR1M

+

1.488%),

Series

2025

FL19

5.838

05/18/42

1,252,733‌

2,750,000

(a)

Morgan

Stanley

Capital

I

Trust,

Series

2018

H3

4.429

07/15/51

2,698,794‌

2,000,000

(a),(g)

Morgan

Stanley

Capital

I

Trust,

Series

2024

NSTB

3.900

09/24/57

1,903,828‌

812,529

(a),(g)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2021

4

2.500

07/25/51

723,252‌

2,318,931

(a),(g)

Morgan

Stanley

Residential

Mortgage

Loan

Trust,

Series

2023

1

4.000

02/25/53

2,101,024‌

1,500,000

(g)

MRCD

Mortgage

Trust,

Series

2019

PARK

2.718

12/15/36

1,052,100‌

9,507,202

(a),(g)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

5.915

07/15/36

9,059,850‌

3,000,000

(a),(g)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

3.579%),

Series

2019

MILE

7.891

07/15/36

2,174,813‌

4,500,000

(a),(g)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

8.641

07/15/36

3,011,747‌

818,672

(a),(g)

New

Residential

Mortgage

Loan

Trust,

Series

2022

INV1

3.514

03/25/52

663,257‌

49,863

(a)

New

York

Mortgage

Trust,

(TSFR1M

+

0.594%),

Series

2005

3

4.914

02/25/36

49,626‌

4,900,000

(a),(g)

NRTH

Mortgage

Trust,

(TSFR1M

+

1.641%),

Series

2024

PARK

5.953

03/15/39

4,909,723‌

3,750,000

(a),(g)

NYC

Trust,

(TSFR1M

+

2.840%),

Series

2024

3ELV

7.151

08/15/29

3,732,588‌

4,612,260

(a),(g)

OBX

Trust,

Series

2021

J2

2.500

07/25/51

3,740,043‌

184,080

(a),(g)

OBX

Trust,

Series

2022

J2

3.436

08/25/52

156,331‌

3,511,835

(a),(g)

OBX

Trust,

Series

2022

INV5

4.000

10/25/52

3,175,171‌

1,369,218

(a),(g)

Oceanview

Mortgage

Trust,

Series

2021

1

2.500

05/25/51

1,110,287‌

954,032

(a),(g)

Oceanview

Mortgage

Trust,

Series

2022

1

4.500

11/25/52

898,773‌

6,000,000

(g)

One

Bryant

Park

Trust,

Series

2019

OBP

2.516

09/15/54

5,468,533‌

2,000,000

(a),(g)

ONNI

Commerical

Mortgage

Trust,

Series

2024

APT

6.150

07/15/39

2,042,719‌

2,800,000

(a),(g)

OPEN

Trust,

(TSFR1M

+

5.236%),

Series

2023

AIR

9.548

11/15/40

2,811,823‌

1,500,000

(a),(g)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

0.994%),

Series

2021

MF

5.306

07/15/38

1,419,592‌

1,217,970

(a),(g)

RCKT

Mortgage

Trust,

Series

2022

4

3.500

06/25/52

1,065,205‌

130,275

(a),(g)

Sequoia

Mortgage

Trust,

Series

2015

2

3.500

05/25/45

120,157‌

166,366

(a),(g)

Sequoia

Mortgage

Trust,

Series

2016

1

3.500

06/25/46

153,095‌

486,874

(a),(g)

Sequoia

Mortgage

Trust,

Series

2017

2

3.500

02/25/47

442,245‌

1,011,745

(a),(g)

Sequoia

Mortgage

Trust,

Series

2017

6

3.720

09/25/47

960,553‌

186,696

(a),(g)

Sequoia

Mortgage

Trust,

Series

2018

3

3.500

03/25/48

169,396‌

13,811

(a),(g)

Sequoia

Mortgage

Trust,

Series

2018

7

4.000

09/25/48

13,115‌

1,537,796

(a),(g)

Sequoia

Mortgage

Trust,

Series

2020

3

3.000

04/25/50

1,315,986‌

178,257

(a),(g)

Sequoia

Mortgage

Trust,

Series

2021

1

2.658

03/25/51

146,360‌

2,500,000

(g)

SLG

Office

Trust,

Series

2021

OVA

2.851

07/15/41

2,109,859‌

2,269,709

(a),(g)

Verus

Securitization

Trust,

Series

2021

7

2.240

10/25/66

1,976,599‌

4,651

(a)

Washington

Mutual

Mortgage

Pass-Through

Certificates

Trust,

Series

2004

RA3

5.548

08/25/38

4,631‌

1,500,000

(a),(g)

Wells

Fargo

Commercial

Mortgage

Trust,

(TSFR1M

+

0.921%),

Series

2017

SMP

6.258

12/15/34

1,390,507‌

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS1

4.041

05/15/48

1,941,273‌

1,300,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

P2

4.818

12/15/48

1,277,953‌

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

C63

5.820

08/15/57

2,076,304‌

1,200,000

(g)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2015

NXS3

3.153

09/15/57

1,175,128‌

55,672

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2019

2

4.000

04/25/49

53,015‌

259,553

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2020

4

3.000

07/25/50

221,426‌

6,016,652

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2021

2

2.500

06/25/51

4,886,361‌

1,135,749

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

2

2.500

12/25/51

920,969‌

1,409,940

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

3.000

03/25/52

1,194,939‌

1,818,407

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

3.426

03/25/52

1,505,742‌

2,442,261

(a),(g)

Wells

Fargo

Mortgage

Backed

Securities

Trust,

Series

2022

INV1

3.500

03/25/52

2,137,280‌

241

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

81,899

(a),(g)

WinWater

Mortgage

Loan

Trust,

Series

2014

1

3.928

%

06/20/44

$

69,595‌

TOTAL

OTHER

MORTGAGE

BACKED

442,644,705‌

TOTAL

STRUCTURED

ASSETS

(Cost

$682,297,898)

643,570,774‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$4,784,253,621)

4,578,559,106‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.7%

32,466,617

(k)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4.350

(l)

32,466,617‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$32,466,617)

32,466,617‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.7%

GOVERNMENT

AGENCY

DEBT

-

0.0%

1,000,000

Tennessee

Valley

Authority

Discount

Notes

0.000

07/09/25

998,958‌

TOTAL

GOVERNMENT

AGENCY

DEBT

998,958‌

REPURCHASE

AGREEMENT

-

0.6%

26,596,000

(m)

Fixed

Income

Clearing

Corporation

4.350

07/01/25

26,596,000‌

TOTAL

REPURCHASE

AGREEMENT

26,596,000‌

TREASURY

DEBT

-

0.1%

5,000,000

United

States

Treasury

Bill

0.000

07/08/25

4,995,970‌

TOTAL

TREASURY

DEBT

4,995,970‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$32,590,963)

32,590,928‌

TOTAL

INVESTMENTS

-

99.5%

(Cost

$4,849,311,201)

4,643,616,651‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.5%

23,403,244‌

NET

ASSETS

-

100.0%

$

4,667,019,895‌

BRL

Brazilian

Real

CLP

Chilean

Peso

DOP

Dominican

Republic

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

PIK

Payment-in-kind

(“PIK”)

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

6

Month

UGX

Ugandan

Shilling

UZS

Uzbekistani

Som

ZAR

South

African

Rand

Core

Plus

Bond

242

Portfolio

of

Investments

June

30,

2025

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

Investments

in

Derivatives

(a)

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.

(b)

All

or

a

portion

of

these

securities

represent

an

outstanding

unfunded

commitment.

(c)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(d)

When-issued

or

delayed

delivery

security.

(e)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(f)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(g)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,344,272,710

or

28.9%

of

Total

Investments.

(h)

Perpetual

security.

Maturity

date

is

not

applicable.

(i)

Contingent

Capital

Securities

(“CoCos”)

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund’s

total

investment

in

CoCos

was

1.6%

of

Total

Investments.

(j)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$38,027,573.

(k)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(l)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(m)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.350%

dated

6/30/25

to

be

repurchased

at

$26,599,214

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

12/31/31,

valued

at

$27,127,931.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

5-Year

Note

340‌

09/30/25

 $

36,773,778‌

$

37,060,000‌

$

286,222‌

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

1,591,610

EUR

1,436,593

Bank

of

America,

N.A.

07/11/25

$

(101,910‌)

EUR

111,570

$

125,193

Citibank

N.A.

07/11/25

6,331‌

$

1,033,368

EUR

902,742

Morgan

Stanley

Capital

Services

07/11/25

(30,825‌)

$

620,597

EUR

528,225

Morgan

Stanley

Capital

Services

07/11/25

(2,098‌)

EUR

528,225

$

620,188

Morgan

Stanley

Capital

Services

07/01/25

2,075‌

Total

 $

(126,427‌)

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

8,406‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

(134,833‌)

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

SOLD

Counterparty

Reference

Entity

Fixed

Rate

(Annualized)

Current

Credit

Spread(a)

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000%

5.00%

Quarterly

06/20/30

$24,000,000‌

$1,841,987‌

$1,544,818‌

$297,169‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/27/30

403,500,000‌

(31,064,088‌)

(22,550,030‌)

(8,514,058‌)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

10,000,000‌

767,495‌

532,531‌

234,964‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

20,000,000‌

1,534,989‌

1,200,086‌

334,903‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

20,000,000‌

1,534,989‌

1,269,317‌

265,672‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

19,000,000‌

1,458,240‌

1,245,104‌

213,136‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

28,000,000‌

2,148,985‌

1,911,985‌

237,000‌

243

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

SOLD

Counterparty

Reference

Entity

Fixed

Rate

(Annualized)

Current

Credit

Spread(a)

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount(b)

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

15,000,000‌

1,151,242‌

929,344‌

221,898‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

10,000,000‌

767,495‌

626,513‌

140,982‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

20,000,000‌

1,534,989‌

1,391,932‌

143,057‌

Citigroup

Global

Markets,

Inc

CDX-NAHYS44V1-5Y

5.000

5.00%

Quarterly

06/20/30

14,000,000‌

(1,074,493‌)

(527,065‌)

(547,428‌)

Total

$(19,398,170‌)

$(12,425,465‌)

$

(6,972,705‌)

(a)

The

credit

spread

generally

serves

as

an

indication

of

the

current

status

of

the

payment/performance

risk

and

therefore

the

likelihood

of

default

of

the

credit

derivative.

The

credit

spread

also

reflects

the

cost

of

buying/selling

protection

and

may

include

upfront

payments

required

to

be

made

to

enter

into

a

credit

default

swap

contract.

Higher

credit

spreads

are

indicative

of

higher

likelihood

of

performance

by

the

seller

of

protection.

(b)

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.

(a)

The

credit

spread

generally

serves

as

an

indication

of

the

current

status

of

the

payment/performance

risk

and

therefore

the

likelihood

of

default

of

the

credit

derivative.

The

credit

spread

also

reflects

the

cost

of

buying/selling

protection

and

may

include

upfront

payments

required

to

be

made

to

enter

into

a

credit

default

swap

contract.

Higher

credit

spreads

are

indicative

of

higher

likelihood

of

performance

by

the

seller

of

protection.

(b)

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.

Core

Plus

Bond

244

Portfolio

of

Investments

June

30,

2025

(continued)

Fund

Level

1

Level

2

Level

3

Total

Core

Plus

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$185,681,105

$—

$185,681,105

Common

stocks

—

24,933

15

24,948

Corporate

bonds

—

1,643,030,546

—

1,643,030,546

Government

bonds

—

2,051,589,638

—

2,051,589,638

Investment

companies

50,222,196

—

—

50,222,196

Preferred

stocks

4,439,899

—

—

4,439,899

Structured

assets

—

640,889,704

2,681,070

643,570,774

Investments

purchased

with

collateral

from

securities

lending

32,466,617

—

—

32,466,617

Short-Term

Investments

:

Government

agency

debt

—

998,958

—

998,958

Repurchase

agreement

—

26,596,000

—

26,596,000

Treasury

debt

—

4,995,970

—

4,995,970

Investments

in

Derivatives

:

Credit

default

swap

contracts*

—

(6,972,705)

—

(6,972,705)

Forward

foreign

currency

contracts*

—

(126,427)

—

(126,427)

Futures

contracts*

286,222

—

—

286,222

Total

$87,414,934

$4,546,707,722

$2,681,085

$4,636,803,741

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

June

30,

2025

5-15

Year

Laddered

Tax

Exempt

Bond

245

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.5%

LONG-TERM

MUNICIPAL

BONDS

-

98.5%

ALABAMA

-

1.1%

$

220,000

City

of

Andalusia

AL

4

.000

%

10/01/33

$

220,525‌

500,000

City

of

Birmingham

AL

5

.000

12/01/30

527,153‌

600,000

County

of

Jefferson

AL

Sewer

Revenue

5

.000

10/01/39

628,265‌

630,000

County

of

Mobile

AL

5

.000

02/01/34

667,044‌

250,000

Jackson

County

Board

of

Education

3

.000

03/01/39

205,057‌

TOTAL

ALABAMA

2,248,044‌

ALASKA

-

0.3%

500,000

Alaska

Municipal

Bond

Bank

Authority

5

.000

12/01/31

510,062‌

TOTAL

ALASKA

510,062‌

ARIZONA

-

0.7%

150,000

Maricopa

County

Unified

School

District

No

60

Higley

5

.000

06/01/38

158,884‌

190,000

Pinal

County

Electric

District

No

3

5

.000

07/01/33

192,804‌

1,005,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

5

.000

01/01/38

1,030,533‌

TOTAL

ARIZONA

1,382,221‌

ARKANSAS

-

0.5%

1,000,000

City

of

Fort

Smith

AR

Water

&

Sewer

Revenue

5

.000

10/01/32

1,042,876‌

TOTAL

ARKANSAS

1,042,876‌

CALIFORNIA

-

6.0%

800,000

California

Community

Choice

Financing

Authority

5

.000

11/01/32

852,861‌

1,510,000

California

Health

Facilities

Financing

Authority

5

.000

09/01/33

1,547,580‌

1,200,000

California

Housing

Finance

Agency

3

.650

09/01/34

1,181,809‌

1,400,000

(a)

California

Infrastructure

&

Economic

Development

Bank

9

.500

01/01/65

1,327,484‌

2,500,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/33

2,669,817‌

1,000,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/35

1,053,018‌

800,000

Sacramento

City

Unified

School

District

5

.000

08/01/39

844,919‌

50,000

State

of

California

4

.000

03/01/36

52,858‌

2,425,000

State

of

California

4

.000

03/01/36

2,437,474‌

TOTAL

CALIFORNIA

11,967,820‌

COLORADO

-

0.6%

1,000,000

Colorado

Health

Facilities

Authority

4

.000

11/15/38

976,579‌

250,000

Colorado

Health

Facilities

Authority

5

.000

12/01/41

250,080‌

TOTAL

COLORADO

1,226,659‌

CONNECTICUT

-

2.9%

765,000

Capital

Region

Development

Authority

5

.000

06/15/33

802,701‌

1,900,000

City

of

Bridgeport

CT

5

.000

06/01/34

2,030,916‌

330,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/30

339,236‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/32

360,484‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/33

359,628‌

1,540,000

State

of

Connecticut

3

.000

01/15/36

1,389,632‌

255,000

State

of

Connecticut

5

.000

11/15/38

272,671‌

200,000

State

of

Connecticut

5

.000

01/15/39

216,473‌

TOTAL

CONNECTICUT

5,771,741‌

DISTRICT

OF

COLUMBIA

-

0.9%

1,435,000

Metropolitan

Washington

Airports

Authority

Aviation

Revenue

5

.000

10/01/32

1,504,575‌

300,000

Washington

Metropolitan

Area

Transit

Authority

5

.000

07/01/32

309,280‌

TOTAL

DISTRICT

OF

COLUMBIA

1,813,855‌

FLORIDA

-

7.0%

2,500,000

Brevard

County

School

District

5

.000

07/01/31

2,591,945‌

210,000

City

of

Mount

Dora

FL

Fire

Protection

Assessment

Revenue

5

.000

05/01/30

220,116‌

1,200,000

County

of

Miami-Dade

FL

Aviation

Revenue

5

.500

10/01/55

1,234,038‌

1,000,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

5

.000

10/01/32

1,129,845‌

550,000

County

of

Okaloosa

FL

Sales

Tax

Revenue

5

.000

10/01/33

583,523‌

490,000

(a)

Florida

Development

Finance

Corp

12

.000

07/15/32

487,550‌

750,000

Florida

Development

Finance

Corp

4

.000

11/15/39

702,640‌

1,000,000

Florida

Development

Finance

Corp

5

.000

07/01/41

911,475‌

1,200,000

Greater

Orlando

Aviation

Authority

4

.000

10/01/35

1,195,467‌

175,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/31

181,332‌

5-15

Year

Laddered

Tax

Exempt

Bond

246

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FLORIDA

(continued)

$

190,000

Hillsborough

County

Aviation

Authority

5

.000

%

10/01/33

$

195,664‌

1,000,000

Hillsborough

County

Port

District

5

.000

06/01/33

1,037,780‌

250,000

Palm

Beach

County

School

District

5

.000

08/01/39

266,877‌

500,000

School

District

of

Broward

County

5

.000

07/01/31

507,972‌

2,040,000

School

District

of

Broward

County

5

.000

07/01/32

2,208,686‌

540,000

Volusia

County

Educational

Facility

Authority

5

.000

10/15/32

558,197‌

TOTAL

FLORIDA

14,013,107‌

GEORGIA

-

6.5%

1,000,000

Athens-Clarke

County

Unified

Government

Development

Authority

5

.000

06/15/40

1,064,201‌

2,500,000

City

of

Atlanta

GA

Department

of

Aviation

4

.000

07/01/34

2,506,043‌

1,000,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/37

969,981‌

1,250,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/38

1,205,367‌

1,000,000

Dahlonega

Downtown

Development

Authority

5

.000

07/01/39

1,016,266‌

865,000

Dalton

Whitfield

County

Joint

Development

Authority

5

.000

08/15/39

918,280‌

750,000

Gainesville

&

Hall

County

Hospital

Authority

5

.000

10/15/34

830,890‌

2,000,000

Macon

Water

Authority

5

.000

10/01/54

2,049,101‌

1,000,000

Main

Street

Natural

Gas,

Inc

5

.000

12/01/30

1,051,636‌

1,250,000

Main

Street

Natural

Gas,

Inc

5

.000

12/01/32

1,333,532‌

TOTAL

GEORGIA

12,945,297‌

GUAM

-

0.2%

200,000

Port

Authority

of

Guam

5

.000

07/01/29

207,131‌

200,000

Port

Authority

of

Guam

5

.000

07/01/30

206,626‌

TOTAL

GUAM

413,757‌

ILLINOIS

-

9.0%

500,000

Chicago

Housing

Authority

5

.000

01/01/33

516,351‌

250,000

City

of

Chicago

IL

6

.000

01/01/50

258,116‌

270,000

City

of

LeRoy

IL

3

.000

12/01/35

236,295‌

200,000

City

of

Waukegan

IL

Water

&

Sewer

System

Revenue

5

.000

12/30/31

216,159‌

1,750,000

County

of

Cook

IL

5

.000

11/15/31

1,784,940‌

1,355,000

County

of

Cook

IL

Sales

Tax

Revenue

4

.000

11/15/39

1,271,325‌

2,000,000

Illinois

Finance

Authority

5

.000

10/01/34

2,008,954‌

475,000

Illinois

Finance

Authority

5

.000

10/01/36

477,504‌

1,825,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/37

1,986,066‌

275,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/39

292,866‌

225,000

Madison

&

Jersey

Counties

Unit

School

District

No

11-Alton

5

.000

12/01/30

234,980‌

300,000

Metropolitan

Pier

&

Exposition

Authority

5

.000

12/15/34

307,983‌

2,500,000

Sales

Tax

Securitization

Corp

5

.000

01/01/31

2,719,974‌

1,655,000

State

of

Illinois

4

.000

02/01/30

1,663,582‌

1,043,000

Village

of

Bolingbrook

IL

4

.000

03/01/30

1,052,432‌

545,000

Village

of

Broadview

IL

5

.000

12/01/30

568,526‌

745,000

Village

of

Broadview

IL

5

.000

12/01/33

772,806‌

1,005,000

Village

of

Lyons

IL

4

.000

12/01/36

1,003,581‌

500,000

Village

of

Matteson

IL

5

.000

12/01/35

518,663‌

TOTAL

ILLINOIS

17,891,103‌

INDIANA

-

1.4%

500,000

Brownsburg

1999

School

Building

Corp

5

.000

01/15/30

522,712‌

1,045,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/37

1,215,257‌

1,000,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/39

1,141,774‌

TOTAL

INDIANA

2,879,743‌

IOWA

-

1.9%

3,470,000

Iowa

Finance

Authority

5

.000

08/01/37

3,692,355‌

TOTAL

IOWA

3,692,355‌

KENTUCKY

-

1.4%

200,000

Kentucky

State

Property

&

Building

Commission

3

.500

05/01/32

198,838‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/34

1,272,831‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/35

1,272,524‌

TOTAL

KENTUCKY

2,744,193‌

LOUISIANA

-

0.9%

500,000

New

Orleans

Aviation

Board

5

.000

10/01/33

522,112‌

247

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LOUISIANA

(continued)

$

1,250,000

St.

Tammany

Parish

Hospital

Service

District

No

5

.000

%

07/01/33

$

1,296,005‌

TOTAL

LOUISIANA

1,818,117‌

MASSACHUSETTS

-

1.5%

1,500,000

Commonwealth

of

Massachusetts

5

.000

01/01/39

1,629,887‌

750,000

Massachusetts

Development

Finance

Agency

4

.000

07/01/45

686,830‌

585,000

Town

of

Littleton

MA

4

.000

11/15/40

581,348‌

TOTAL

MASSACHUSETTS

2,898,065‌

MICHIGAN

-

3.7%

200,000

City

of

Monroe

MI

4

.000

05/01/36

201,210‌

500,000

Michigan

Finance

Authority

5

.000

02/28/37

537,195‌

4,380,000

Michigan

State

Housing

Development

Authority

4

.500

12/01/38

4,345,375‌

2,270,000

Wayne-Westland

Community

Schools

4

.000

11/01/38

2,223,929‌

TOTAL

MICHIGAN

7,307,709‌

MINNESOTA

-

3.3%

1,055,000

City

of

Minneapolis

MN

5

.000

11/15/33

1,087,105‌

70,000

Duluth

Economic

Development

Authority

5

.000

02/15/33

72,154‌

250,000

Forest

Lake

Independent

School

District

No

831

3

.000

02/01/30

245,531‌

400,000

Hawley

Independent

School

District

No

150

5

.000

02/01/38

418,494‌

1,500,000

Howard

Lake-Waverly-Winsted

Independent

School

District

No

2687

5

.000

02/01/36

1,644,454‌

2,500,000

Osseo

Independent

School

District

No

279

5

.000

02/01/35

2,744,745‌

285,000

Plymouth

Intermediate

District

No

287

4

.000

05/01/31

285,254‌

TOTAL

MINNESOTA

6,497,737‌

MISSISSIPPI

-

2.2%

1,000,000

Mississippi

Development

Bank

5

.000

03/01/35

1,005,671‌

800,000

Mississippi

Development

Bank

4

.000

10/01/38

754,514‌

2,485,000

State

of

Mississippi

Gaming

Tax

Revenue

5

.000

10/15/33

2,584,430‌

TOTAL

MISSISSIPPI

4,344,615‌

MISSOURI

-

0.5%

425,000

Missouri

Joint

Municipal

Electric

Utility

Commission

5

.250

12/01/38

459,142‌

555,000

North

Kansas

City

School

District

No

74

3

.000

03/01/32

532,685‌

TOTAL

MISSOURI

991,827‌

NEBRASKA

-

0.5%

1,000,000

Nebraska

Investment

Finance

Authority

4

.150

09/01/40

967,374‌

TOTAL

NEBRASKA

967,374‌

NEVADA

-

1.2%

1,425,000

Clark

County

School

District

4

.000

06/15/40

1,358,085‌

700,000

County

of

Clark

NV

3

.125

11/01/35

652,228‌

500,000

(a)

State

of

Nevada

Department

of

Business

&

Industry

9

.500

01/01/65

473,750‌

TOTAL

NEVADA

2,484,063‌

NEW

JERSEY

-

7.5%

2,500,000

New

Jersey

Economic

Development

Authority

5

.000

11/01/35

2,600,155‌

765,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

12/15/33

798,131‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/38

2,637,273‌

1,025,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/39

972,279‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/39

2,644,668‌

3,900,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/40

3,671,265‌

500,000

South

Jersey

Port

Corp

5

.000

01/01/48

493,520‌

1,300,000

Toms

River

Board

of

Education

3

.000

07/15/38

1,072,840‌

TOTAL

NEW

JERSEY

14,890,131‌

NEW

YORK

-

5.3%

650,000

City

of

New

York

NY

5

.000

08/01/39

672,428‌

200,000

Long

Island

Power

Authority

3

.000

09/01/36

181,518‌

545,000

Metropolitan

Transportation

Authority

4

.000

11/15/34

545,322‌

220,000

Metropolitan

Transportation

Authority

4

.000

11/15/37

212,647‌

1,250,000

Metropolitan

Transportation

Authority

5

.000

11/15/50

1,239,515‌

200,000

New

York

City

Municipal

Water

Finance

Authority

3

.500

06/15/32

200,020‌

350,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

4

.000

05/01/37

348,050‌

125,000

New

York

State

Dormitory

Authority

5

.000

07/01/38

132,779‌

750,000

New

York

State

Dormitory

Authority

5

.000

10/01/38

808,031‌

1,000,000

New

York

State

Dormitory

Authority

5

.000

10/01/39

1,069,297‌

535,000

New

York

State

Dormitory

Authority

5

.250

10/01/40

579,164‌

5-15

Year

Laddered

Tax

Exempt

Bond

248

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

NEW

YORK

(continued)

$

305,000

New

York

State

Urban

Development

Corp

5

.000

%

03/15/38

$

313,422‌

375,000

New

York

Transportation

Development

Corp

5

.000

07/01/30

375,393‌

1,080,000

New

York

Transportation

Development

Corp

4

.000

10/01/30

1,061,872‌

715,000

New

York

Transportation

Development

Corp

5

.000

01/01/36

720,868‌

140,000

New

York

Transportation

Development

Corp

5

.500

06/30/39

146,809‌

1,250,000

State

of

New

York

Mortgage

Agency

Homeowner

Mortgage

Revenue

4

.650

10/01/50

1,204,292‌

500,000

Triborough

Bridge

&

Tunnel

Authority

5

.000

11/15/37

544,931‌

100,000

Watervliet

City

School

District

3

.500

06/15/34

95,847‌

TOTAL

NEW

YORK

10,452,205‌

NORTH

CAROLINA

-

2.2%

100,000

Appalachian

State

University

3

.000

10/01/31

97,113‌

300,000

North

Carolina

Housing

Finance

Agency

4

.000

07/01/39

290,176‌

830,000

North

Carolina

Housing

Finance

Agency

4

.900

07/01/43

818,151‌

1,350,000

North

Carolina

State

Education

Assistance

Authority

5

.000

06/01/34

1,396,595‌

750,000

Town

of

Fuquay-Varina

NC

Combined

Utilities

Revenue

4

.000

06/01/45

690,003‌

920,000

Town

of

Huntersville

NC

5

.000

12/01/36

1,038,448‌

TOTAL

NORTH

CAROLINA

4,330,486‌

OHIO

-

1.8%

1,000,000

American

Municipal

Power,

Inc

5

.000

02/15/34

1,050,047‌

200,000

City

of

Akron

OH

Income

Tax

Revenue

3

.500

12/01/33

194,419‌

250,000

City

of

Toledo

OH

4

.000

12/01/30

256,109‌

200,000

City

of

Toledo

OH

4

.000

12/01/31

203,828‌

1,500,000

County

of

Miami

OH

5

.000

08/01/32

1,565,277‌

235,000

Jackson

Milton

Local

School

District

4

.000

06/01/31

235,154‌

TOTAL

OHIO

3,504,834‌

OKLAHOMA

-

2.3%

3,500,000

Cushing

Educational

Facilities

Authority

5

.000

09/01/32

3,838,240‌

695,000

Marshall

County

Educational

Facilities

Authority

5

.000

09/01/31

719,049‌

TOTAL

OKLAHOMA

4,557,289‌

PENNSYLVANIA

-

2.6%

2,000,000

Commonwealth

of

Pennsylvania

4

.000

08/15/40

1,940,379‌

1,025,000

Norristown

Area

School

District

4

.000

09/01/31

1,035,170‌

725,000

Pennsylvania

State

University

5

.000

09/01/40

784,115‌

505,000

State

Public

School

Building

Authority

5

.000

10/01/34

542,722‌

915,000

Township

of

Northampton

PA

4

.000

05/15/33

916,162‌

TOTAL

PENNSYLVANIA

5,218,548‌

RHODE

ISLAND

-

0.8%

1,435,000

Rhode

Island

Health

and

Educational

Building

Corp

5

.000

05/15/36

1,568,000‌

TOTAL

RHODE

ISLAND

1,568,000‌

TENNESSEE

-

1.6%

2,000,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

01/01/38

1,988,699‌

1,140,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/38

1,121,511‌

TOTAL

TENNESSEE

3,110,210‌

TEXAS

-

10.8%

1,105,000

Canyon

Independent

School

District

4

.000

02/15/38

1,083,770‌

205,000

City

of

Dallas

TX

5

.000

02/15/30

211,218‌

1,970,000

City

of

Houston

TX

5

.000

03/01/32

2,021,808‌

1,650,000

City

of

Houston

TX

Airport

System

Revenue

5

.000

07/01/35

1,754,673‌

2,500,000

City

of

McKinney

TX

5

.000

08/15/39

2,681,936‌

2,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.000

02/01/46

2,023,659‌

1,225,000

El

Paso

County

Community

College

District

5

.000

04/01/38

1,233,611‌

400,000

Harris

County

Municipal

Utility

District

No

367

3

.000

09/01/31

380,629‌

1,000,000

Lower

Colorado

River

Authority

5

.000

05/15/36

1,096,440‌

1,000,000

North

Texas

Tollway

Authority

5

.000

01/01/30

1,047,665‌

865,000

Port

Freeport

TX

5

.000

06/01/30

891,085‌

935,000

Port

Freeport

TX

5

.000

06/01/32

958,937‌

1,250,000

Tarrant

County

Cultural

Education

Facilities

Finance

Corp

5

.000

12/01/37

1,370,163‌

1,385,000

Texas

Municipal

Power

Agency

3

.000

09/01/40

1,116,122‌

2,000,000

Texas

Water

Development

Board

4

.000

10/15/41

1,888,279‌

1,370,000

University

of

Houston

4

.000

02/15/37

1,358,198‌

249

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TEXAS

(continued)

$

285,000

Williamson

County

Municipal

Utility

District

No

19

4

.250

%

08/15/37

$

282,809‌

TOTAL

TEXAS

21,401,002‌

UTAH

-

1.3%

475,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/31

491,298‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/32

1,031,509‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/33

1,028,501‌

TOTAL

UTAH

2,551,308‌

VIRGINIA

-

3.2%

1,065,000

County

of

Fairfax

VA

Sewer

Revenue

4

.000

07/15/38

1,065,705‌

700,000

Virginia

College

Building

Authority

3

.000

02/01/32

687,990‌

1,750,000

Virginia

Commonwealth

Transportation

Board

5

.000

05/15/37

1,942,301‌

350,000

Virginia

Housing

Development

Authority

4

.375

07/01/38

353,199‌

2,000,000

Virginia

Small

Business

Financing

Authority

4

.000

01/01/36

1,920,875‌

400,000

Virginia

Small

Business

Financing

Authority

5

.000

12/31/47

400,312‌

TOTAL

VIRGINIA

6,370,382‌

WASHINGTON

-

1.4%

1,610,000

City

of

Tukwila

WA

3

.000

12/01/31

1,571,448‌

1,000,000

State

of

Washington

5

.000

02/01/39

1,026,651‌

270,000

State

of

Washington

5

.000

06/01/39

279,650‌

TOTAL

WASHINGTON

2,877,749‌

WEST

VIRGINIA

-

1.6%

735,000

Berkeley

County

Public

Service

District

5

.000

12/01/37

779,536‌

685,000

Berkeley

County

Public

Service

District

5

.000

12/01/39

716,467‌

500,000

Berkeley

County

Public

Service

District

5

.000

12/01/40

522,283‌

1,215,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/30

1,253,653‌

TOTAL

WEST

VIRGINIA

3,271,939‌

WISCONSIN

-

1.9%

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/33

1,012,634‌

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/34

1,008,297‌

755,000

State

of

Wisconsin

4

.000

05/01/41

718,362‌

1,000,000

(b)

Wisconsin

Health

&

Educational

Facilities

Authority

5

.000

04/01/40

1,052,195‌

TOTAL

WISCONSIN

3,791,488‌

TOTAL

LONG-TERM

MUNICIPAL

BONDS

(Cost

$200,050,765)

195,747,911‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$200,050,765)

195,747,911‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.9%

REPURCHASE

AGREEMENT

-

0.9%

1,721,000

(c)

Fixed

Income

Clearing

Corporation

4

.350

07/01/25

1,721,000‌

TOTAL

REPURCHASE

AGREEMENT

1,721,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$1,721,000)

1,721,000‌

TOTAL

INVESTMENTS

-

99.4%

(Cost

$201,771,765)

197,468,911‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.6%

1,170,635‌

NET

ASSETS

-

100.0%

$

198,639,546‌

(a)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,288,784

or

1.2%

of

Total

Investments.

(b)

When-issued

or

delayed

delivery

security.

(c)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.350%

dated

6/30/25

to

be

repurchased

at

$1,721,208

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.375%

and

maturity

date

5/15/34,

valued

at

$1,755,464.

5-15

Year

Laddered

Tax

Exempt

Bond

250

Portfolio

of

Investments

June

30,

2025

(continued)

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

5-15

Year

Laddered

Tax

Exempt

Bond

Long-Term

Investments

:

Long-term

municipal

bonds

$—

$195,747,911

$—

$195,747,911

Short-Term

Investments

:

Repurchase

agreement

—

1,721,000

—

1,721,000

Total

$—

$197,468,911

$—

$197,468,911

1

1

1

1

1

Consolidated

Portfolio

of

Investments

June

30,

2025

Green

Bond

251

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.5%

BANK

LOAN

OBLIGATIONS

-

1.7%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

$

481,250

(a)

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.941

%

05/05/28

$

467,214‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

467,214‌

UTILITIES

-

1.4%

397,796

(a)

Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.250%)

6

.583

12/15/27

399,288‌

1,144,250

(a)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.296

05/21/29

1,145,921‌

995,000

(a)

Vistra

Zero

Operating

Company,

LLC,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.327

04/30/31

983,886‌

TOTAL

UTILITIES

2,529,095‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$3,004,081)

2,996,309‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

59

.0

%

AUTOMOBILES

&

COMPONENTS

-

1.1%

1,250,000

Ford

Motor

Co

3

.250

02/12/32

1,053,874‌

1,000,000

Toyota

Motor

Credit

Corp

2

.150

02/13/30

909,109‌

TOTAL

AUTOMOBILES

&

COMPONENTS

1,962,983‌

BANKS

-

3.1%

500,000

Arab

Energy

Fund

5

.428

05/02/29

513,900‌

1,000,000

(b)

Bank

of

Ireland

Group

plc

6

.253

09/16/26

1,003,207‌

1,000,000

(b)

Cooperatieve

Rabobank

UA

1

.106

02/24/27

978,070‌

1,000,000

JPMorgan

Chase

&

Co

6

.070

10/22/27

1,021,716‌

1,000,000

M&T

Bank

Corp

4

.833

01/16/29

1,008,203‌

1,000,000

Wells

Fargo

&

Co

4

.540

08/15/26

999,788‌

TOTAL

BANKS

5,524,884‌

CAPITAL

GOODS

-

0.7%

1,250,000

Conservation

Fund

3

.474

12/15/29

1,180,157‌

TOTAL

CAPITAL

GOODS

1,180,157‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

500,000

Nature

Conservancy

1

.511

07/01/29

442,928‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

442,928‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

250,000

Whirlpool

Corp

2

.400

05/15/31

212,653‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

212,653‌

CONSUMER

SERVICES

-

0.4%

750,000

Family

Forest

Impact

Foundation

LLC

5

.500

07/01/32

747,076‌

TOTAL

CONSUMER

SERVICES

747,076‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.3%

1,000,000

SYSCO

Corp

2

.400

02/15/30

914,695‌

1,575,000

Walmart,

Inc

1

.800

09/22/31

1,372,093‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

2,286,788‌

ENERGY

-

2.8%

800,000

(b)

Amazon

Conservation

DAC

6

.034

01/16/42

802,000‌

2,500,000

CIF

Capital

Markets

Mechanism

plc

4

.750

01/22/28

2,547,580‌

1,000,000

(b)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

1,036,483‌

575,000

(b)

Raizen

Fuels

Finance

S.A.

6

.450

03/05/34

575,565‌

TOTAL

ENERGY

4,961,628‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.4%

1,170,000

ERP

Operating

LP

4

.150

12/01/28

1,169,424‌

1,225,000

Host

Hotels

&

Resorts

LP

5

.700

07/01/34

1,232,753‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2,402,177‌

FINANCIAL

SERVICES

-

5.6%

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/29

1,004,813‌

1,000,000

BB

Blue

Financing

DAC

4

.395

09/20/37

974,800‌

1,000,000

Goldman

Sachs

Group,

Inc

4

.387

06/15/27

998,498‌

1,000,000

(b)

GPS

Blue

Financing

DAC

5

.645

11/09/41

970,000‌

1,000,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.375

07/01/34

1,000,062‌

250,000

(b)

HAT

Holdings

I

LLC

3

.375

06/15/26

244,702‌

Green

Bond

252

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

5.6%

(continued)

$

250,000

(b)

HAT

Holdings

I

LLC

8

.000

%

06/15/27

$

260,457‌

1,100,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

02/28/34

1,111,967‌

1,000,000

Mastercard,

Inc

1

.900

03/15/31

882,668‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1

.350

03/15/31

841,578‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.150

12/15/32

958,881‌

285,000

(b)

Starwood

Property

Trust,

Inc

4

.375

01/15/27

282,328‌

482,565

(b)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

471,231‌

TOTAL

FINANCIAL

SERVICES

10,001,985‌

FOOD,

BEVERAGE

&

TOBACCO

-

2.2%

2,000,000

(b)

Mars,

Inc

4

.650

04/20/31

2,024,657‌

250,000

(b)

NBM

US

Holdings,

Inc

6

.625

08/06/29

251,443‌

1,000,000

PepsiCo,

Inc

3

.900

07/18/32

966,494‌

1,000,000

PepsiCo,

Inc

2

.875

10/15/49

656,803‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

3,899,397‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

1,000,000

Kaiser

Foundation

Hospitals

2

.810

06/01/41

713,137‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

713,137‌

INSURANCE

-

3.3%

1,300,000

(b)

Metropolitan

Life

Global

Funding

I

0

.950

07/02/25

1,299,870‌

1,000,000

(b)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5

.875

05/23/42

1,022,500‌

EUR

600,000

(c)

Pacific

Life

Global

Funding

II

3

.125

06/18/31

701,892‌

1,000,000

Prudential

Financial,

Inc

1

.500

03/10/26

981,004‌

2,000,000

(b)

USAA

Capital

Corp

2

.125

05/01/30

1,818,975‌

TOTAL

INSURANCE

5,824,241‌

MATERIALS

-

2.9%

750,000

Air

Products

and

Chemicals,

Inc

4

.800

03/03/33

756,034‌

1,000,000

Air

Products

and

Chemicals,

Inc

4

.850

02/08/34

1,002,480‌

685,000

(b)

Alcoa

Nederland

Holding

BV

7

.125

03/15/31

718,899‌

1,000,000

(b)

FMG

Resources

August

2006

Pty

Ltd

6

.125

04/15/32

1,017,176‌

570,000

(b)

LG

Chem

Ltd

4

.375

07/14/25

569,903‌

900,000

Smurfit

Kappa

Treasury

ULC

5

.200

01/15/30

916,783‌

171,125

(b)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6

.750

04/24/33

173,865‌

TOTAL

MATERIALS

5,155,140‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.5%

1,000,000

Pfizer,

Inc

2

.625

04/01/30

930,978‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

930,978‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

1,000,000

Intel

Corp

4

.150

08/05/32

948,061‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

948,061‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1.1%

2,000,000

Apple,

Inc

3

.000

06/20/27

1,965,314‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,965,314‌

TELECOMMUNICATION

SERVICES

-

1.4%

1,025,000

(b)

Turkcell

Iletisim

Hizmetleri

AS.

7

.650

01/24/32

1,041,220‌

1,000,000

Verizon

Communications,

Inc

2

.850

09/03/41

708,389‌

1,000,000

Verizon

Communications,

Inc

3

.875

03/01/52

743,846‌

TOTAL

TELECOMMUNICATION

SERVICES

2,493,455‌

TRANSPORTATION

-

1.0%

2,000,000

Norfolk

Southern

Corp

2

.300

05/15/31

1,777,663‌

TOTAL

TRANSPORTATION

1,777,663‌

UTILITIES

-

28.9%

1,000,000

AES

Corp

2

.450

01/15/31

874,243‌

1,000,000

AES

Corp

7

.600

01/15/55

1,029,600‌

527,000

Ameren

Illinois

Co

2

.900

06/15/51

332,003‌

325,000

American

Water

Capital

Corp

5

.250

03/01/35

329,333‌

900,000

(b)

California

Buyer

Ltd

6

.375

02/15/32

901,467‌

570,000

CenterPoint

Energy

Houston

Electric

LLC

5

.300

04/01/53

541,409‌

1,075,000

(b)

Comision

Federal

de

Electricidad

6

.450

01/24/35

1,061,608‌

215,000

(b)

Consorcio

Transmantaro

SA

4

.700

04/16/34

206,414‌

602,679

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/28

606,899‌

888,416

(b)

Continental

Wind

LLC

6

.000

02/28/33

912,814‌

253

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

28.9%

(continued)

$

500,000

(b)

ContourGlobal

Power

Holdings

S.A.

6

.750

%

02/28/30

$

515,180‌

1,000,000

Dominion

Energy,

Inc

2

.250

08/15/31

874,374‌

2,000,000

DTE

Electric

Co

1

.900

04/01/28

1,887,163‌

1,000,000

DTE

Electric

Co

3

.950

03/01/49

784,825‌

1,000,000

DTE

Electric

Co

3

.250

04/01/51

683,065‌

1,000,000

Duke

Energy

Carolinas

LLC

2

.850

03/15/32

897,080‌

1,500,000

Duke

Energy

Carolinas

LLC

3

.550

03/15/52

1,081,327‌

1,000,000

Duke

Energy

Florida

LLC

2

.500

12/01/29

928,581‌

1,000,000

Duke

Energy

Florida

LLC

3

.000

12/15/51

631,553‌

1,000,000

Duke

Energy

Progress

LLC

3

.450

03/15/29

972,841‌

1,000,000

Duke

Energy

Progress

LLC

4

.000

04/01/52

767,277‌

500,000

(b)

Electricite

de

France

S.A.

3

.625

10/13/25

497,983‌

1,000,000

Georgia

Power

Co

3

.250

04/01/26

991,463‌

350,000

(b)

International

Development

Association

4

.500

02/12/35

354,491‌

1,000,000

(b)

Liberty

Utilities

Finance

GP

2

.050

09/15/30

878,016‌

600,000

(c)

Masdar

Abu

Dhabi

Future

Energy

Co

4

.875

05/21/30

606,427‌

1,000,000

MidAmerican

Energy

Co

3

.100

05/01/27

983,644‌

500,000

MidAmerican

Energy

Co

2

.700

08/01/52

309,504‌

975,000

MidAmerican

Energy

Co

5

.850

09/15/54

1,003,464‌

1,050,000

MidAmerican

Energy

Co

5

.300

02/01/55

998,750‌

2,000,000

(b)

New

York

State

Electric

&

Gas

Corp

2

.150

10/01/31

1,715,042‌

1,016,000

(b),(d)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

1,041,534‌

2,000,000

(b)

Niagara

Mohawk

Power

Corp

1

.960

06/27/30

1,765,636‌

1,000,000

Northern

States

Power

Co

5

.400

03/15/54

964,070‌

500,000

Northwest

Natural

Gas

Co

3

.078

12/01/51

304,795‌

2,000,000

Oncor

Electric

Delivery

Co

LLC

0

.550

10/01/25

1,980,228‌

250,000

Oncor

Electric

Delivery

Co

LLC

4

.150

06/01/32

241,240‌

1,000,000

Pacific

Gas

and

Electric

Co

6

.700

04/01/53

1,002,710‌

1,000,000

PG&E

Recovery

Funding

LLC

5

.529

06/01/49

984,119‌

529,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

523,191‌

1,000,000

Public

Service

Co

of

Colorado

4

.100

06/15/48

773,091‌

500,000

Public

Service

Co

of

Colorado

5

.750

05/15/54

491,760‌

1,000,000

Public

Service

Co

of

Oklahoma

2

.200

08/15/31

865,116‌

1,000,000

Public

Service

Electric

and

Gas

Co

3

.100

03/15/32

914,350‌

250,000

Public

Service

Electric

and

Gas

Co

4

.650

03/15/33

248,462‌

175,000

(b)

RWE

Finance

US

LLC

5

.875

04/16/34

181,036‌

1,000,000

(b)

RWE

Finance

US

LLC

6

.250

04/16/54

995,661‌

550,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

561,548‌

1,000,000

San

Diego

Gas

&

Electric

Co

2

.950

08/15/51

629,211‌

1,000,000

SCE

Recovery

Funding

LLC

2

.943

11/15/42

806,260‌

960,000

SCE

Recovery

Funding

LLC

3

.240

11/15/46

679,895‌

642,821

(b)

Solar

Star

Funding

LLC

3

.950

06/30/35

610,957‌

171,413

(b)

Solar

Star

Funding

LLC

5

.375

06/30/35

176,385‌

1,000,000

Southern

California

Edison

Co

2

.750

02/01/32

860,678‌

1,162,000

Southern

California

Edison

Co

3

.650

06/01/51

768,203‌

1,000,000

Southwestern

Public

Service

Co

3

.150

05/01/50

647,481‌

922,240

(b)

Sweihan

PV

Power

Co

PJSC

3

.625

01/31/49

760,374‌

906,154

(b)

Topaz

Solar

Farms

LLC

4

.875

09/30/39

797,416‌

866,998

(b)

Topaz

Solar

Farms

LLC

5

.750

09/30/39

851,227‌

162,222

(b)

UEP

Penonome

II

S.A.

6

.500

10/01/38

143,540‌

1,000,000

Union

Electric

Co

2

.150

03/15/32

861,442‌

1,000,000

Union

Electric

Co

2

.625

03/15/51

594,930‌

2,000,000

(b),(e)

Vistra

Corp

7

.000

N/A

2,024,066‌

1,000,000

Wisconsin

Power

and

Light

Co

3

.950

09/01/32

945,204‌

TOTAL

UTILITIES

51,153,656‌

TOTAL

CORPORATE

BONDS

(Cost

$108,302,131)

104,584,301‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

20.2%

AGENCY

SECURITIES

-

0.5%

250,000

United

States

International

Development

Finance

Corp

1

.650

04/15/28

237,390‌

Green

Bond

254

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AGENCY

SECURITIES

(continued)

$

136,827

United

States

International

Development

Finance

Corp

1

.050

%

10/15/29

$

128,273‌

136,827

United

States

International

Development

Finance

Corp

1

.790

10/15/29

130,292‌

136,827

United

States

International

Development

Finance

Corp

2

.360

10/15/29

131,755‌

207,767

United

States

International

Development

Finance

Corp

1

.630

07/15/38

170,286‌

TOTAL

AGENCY

SECURITIES

797,996‌

FOREIGN

GOVERNMENT

BONDS

-

11.7%

1,000,000

African

Development

Bank

5

.750

08/07/73

963,635‌

700,000

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

674,184‌

300,000

(b)

Arab

Petroleum

Investments

Corp

1

.483

10/06/26

288,936‌

1,000,000

(b)

Arab

Petroleum

Investments

Corp

5

.428

05/02/29

1,027,800‌

750,000

Asian

Development

Bank

3

.125

09/26/28

735,392‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

1,010,701‌

250,000

(b)

CDP

Financial,

Inc

1

.000

05/26/26

243,204‌

150,000

(b)

Dominican

Republic

International

Bond

6

.600

06/01/36

150,817‌

2,500,000

European

Investment

Bank

2

.125

04/13/26

2,461,987‌

830,000

European

Investment

Bank

3

.250

11/15/27

820,988‌

250,000

European

Investment

Bank

1

.625

10/09/29

228,828‌

1,500,000

European

Investment

Bank

0

.750

09/23/30

1,281,085‌

1,000,000

European

Investment

Bank

3

.750

02/14/33

979,733‌

1,000,000

Export

Development

Canada

4

.750

06/05/34

1,035,899‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

932,019‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

490,762‌

1,500,000

International

Bank

for

Reconstruction

&

Development

1

.745

07/31/33

1,500,000‌

180,000

International

Finance

Corp

2

.126

04/07/26

177,316‌

2,053,000

Kreditanstalt

fuer

Wiederaufbau

0

.750

09/30/30

1,753,897‌

1,610,000

OMERS

Finance

Trust

3

.500

04/19/32

1,523,434‌

2,000,000

(b)

OMERS

Finance

Trust

4

.000

04/19/52

1,546,400‌

1,000,000

(b)

OPEC

Fund

for

International

Development

4

.500

01/26/26

1,000,074‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

20,827,091‌

MORTGAGE

BACKED

-

0.2%

250,000

(a)

Fannie

Mae-Aces

1

.517

11/25/30

216,961‌

250,000

(a)

Fannie

Mae-Aces

1

.286

01/25/31

214,405‌

TOTAL

MORTGAGE

BACKED

431,366‌

MUNICIPAL

BONDS

-

7.0%

800,000

California

Community

Choice

Financing

Authority

5

.950

08/01/29

817,768‌

1,000,000

California

Community

Choice

Financing

Authority

6

.125

04/01/30

1,036,567‌

180,000

(b)

California

Municipal

Finance

Authority

6

.375

11/15/48

170,524‌

500,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014-1

6

.332

09/01/51

515,596‌

300,000

City

of

Cleveland

OH

Income

Tax

Revenue

3

.072

10/01/41

224,365‌

142,958

(f)

City

of

Fort

Wayne

IN

10

.750

12/01/29

14‌

250,000

(b)

County

of

Gallatin

MT

11

.500

09/01/27

257,631‌

290,000

Klickitat

County

Public

Utilities

3

.688

12/01/38

248,785‌

350,000

Maryland

Economic

Development

Corp

5

.942

05/31/57

347,524‌

315,000

Massachusetts

Clean

Energy

Cooperative

Corp

2

.485

07/01/32

276,200‌

170,000

Morris

County

Improvement

Authority

1

.298

06/15/27

161,654‌

210,000

Mount

Shasta

Public

Financing

Authority

3

.000

08/01/35

194,595‌

220,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/36

188,393‌

120,000

Mount

Shasta

Public

Financing

Authority

2

.625

08/01/37

100,465‌

160,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/38

131,579‌

165,000

Mount

Shasta

Public

Financing

Authority

2

.750

08/01/39

132,204‌

2,000,000

(a),(b)

New

Hampshire

Business

Finance

Authority

4

.650

02/01/29

2,000,000‌

850,000

(a),(b)

New

Hampshire

Business

Finance

Authority

4

.520

07/01/33

850,000‌

1,840,000

New

York

State

Energy

Research

&

Development

Authority

4

.521

04/01/26

1,837,759‌

100,000

New

York

State

Energy

Research

&

Development

Authority

3

.927

04/01/27

99,015‌

240,000

(b),(f),(g)

Pennsylvania

Economic

Development

Financing

Authority

10

.000

12/01/29

24‌

1,000,000

Philadelphia

Energy

Authority

5

.048

11/01/27

1,019,077‌

750,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

760,757‌

250,000

San

Jose

Financing

Authority

4

.662

05/01/37

240,117‌

737,744

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

723,869‌

TOTAL

MUNICIPAL

BONDS

12,334,482‌

U.S.

TREASURY

SECURITIES

-

0.8%

276,000

United

States

Treasury

Note

3

.750

06/30/27

276,172‌

255

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

SECURITIES

(continued)

$

1,102,000

United

States

Treasury

Note

5

.000

%

05/15/45

$

1,131,961‌

60,000

United

States

Treasury

Note

4

.625

02/15/55

58,406‌

TOTAL

U.S.

TREASURY

SECURITIES

1,466,539‌

TOTAL

GOVERNMENT

BONDS

(Cost

$36,777,273)

35,857,474‌

SHARES

DESCRIPTION

VALUE

PREFERRED

STOCKS

-

0.4%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

10,000

Brookfield

Property

Partners

LP

151,400‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

151,400‌

UTILITIES

-

0.3%

20,000

Brookfield

Infrastructure

Partners

LP

334,600‌

16,000

Brookfield

Renewable

Partners

LP

277,280‌

TOTAL

UTILITIES

611,880‌

TOTAL

PREFERRED

STOCKS

(Cost

$1,150,000)

763,280‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

16.2%

ASSET

BACKED

-

10.9%

125,000

(a),(b)

BFLD

Trust,

(TSFR1M

+

2.214%),

Series

2020

EYP

6

.526

10/15/35

5,249‌

469,595

(b)

EnFin

Residential

Solar

Receivables

Trust,

Series

2024

2A

5

.980

09/20/55

452,055‌

1,000,000

(b)

Frontier

Issuer

LLC,

Series

2023

1

11

.500

08/20/53

1,051,791‌

65,091

(b)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

3CS

2

.100

05/20/48

50,973‌

228,642

(b)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

4GS

1

.930

07/20/48

183,202‌

227,226

(b)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

2

.560

10/20/48

170,705‌

358,643

(b)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

1GS

2

.700

01/20/49

309,471‌

803,277

(b)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2022

3CS

4

.950

07/20/49

724,178‌

911,150

(b)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2023

1GS

5

.520

02/22/55

882,743‌

216,951

(b)

Helios

Issuer,

LLC,

Series

2023

B

5

.300

08/22/50

200,083‌

77,378

(b)

HERO

Funding

Trust,

Series

2016

1A

4

.050

09/20/41

73,149‌

118,793

(b)

HERO

Funding

Trust,

Series

2016

3A

3

.910

09/20/42

110,746‌

71,307

(b)

HERO

Funding

Trust,

Series

2016

4A

4

.290

09/20/47

66,953‌

35,478

(b)

HERO

Funding

Trust,

Series

2017

1A

4

.460

09/20/47

32,756‌

80,930

(b)

HERO

Funding

Trust,

Series

2017

3A

3

.190

09/20/48

71,485‌

163,074

(b)

HERO

Funding

Trust,

Series

2017

3A

3

.950

09/20/48

147,416‌

89,835

(b)

HERO

Funding

Trust,

Series

2020

1A

2

.590

09/20/57

74,882‌

900,000

(b)

Hertz

Vehicle

Financing

III

LLC,

Series

2023

2A

7

.130

09/25/29

919,233‌

133,376

(b)

Loanpal

Solar

Loan

Ltd,

Series

2021

1GS

2

.290

01/20/48

111,160‌

288,098

(b)

Mosaic

Solar

Loan

Trust,

Series

2020

1A

2

.100

04/20/46

255,817‌

98,596

(b)

Mosaic

Solar

Loan

Trust,

Series

2020

2A

1

.440

08/20/46

83,621‌

566,078

(b)

Mosaic

Solar

Loan

Trust,

Series

2021

1A

2

.050

12/20/46

450,299‌

186,985

(b)

Mosaic

Solar

Loan

Trust,

Series

2021

1A

2

.250

12/20/46

157,777‌

810,181

(b)

Mosaic

Solar

Loan

Trust,

Series

2025

1A

6

.120

08/22/50

802,601‌

398,678

(b)

Mosaic

Solar

Loan

Trust,

Series

2021

3A

1

.440

06/20/52

324,526‌

846,729

(b)

Mosaic

Solar

Loan

Trust,

Series

2021

3A

1

.770

06/20/52

580,254‌

731,420

(b)

Mosaic

Solar

Loan

Trust,

Series

2022

3A

6

.100

06/20/53

733,253‌

500,000

(b)

Mosaic

Solar

Loan

Trust,

Series

2023

2A

8

.180

09/22/53

341,958‌

134,242

(b)

Renew,

Series

2021

1

2

.060

11/20/56

107,534‌

996,372

(b)

Renew,

Series

2024

2A

5

.326

11/20/60

944,169‌

976,627

(b)

Sunnova

Helios

VIII

Issuer

LLC,

Series

2022

A

2

.790

02/22/49

815,898‌

845,705

(b)

Sunnova

Hestia

I

Issuer

LLC,

Series

2023

GRID1

5

.750

12/20/50

851,866‌

1,055,289

(b)

Sunnova

Hestia

II

Issuer

LLC,

Series

2024

GRID1

5

.630

07/20/51

1,054,159‌

199,100

(b)

Sunrun

Athena

Issuer

LLC,

Series

2018

1

5

.310

04/30/49

189,073‌

413,232

(b)

Sunrun

Atlas

Issuer

LLC,

Series

2019

2

3

.610

02/01/55

391,235‌

274,808

(b)

Sunrun

Callisto

Issuer

LLC,

Series

2019

1A

3

.980

06/30/54

254,637‌

449,749

(b)

Sunrun

Jupiter

Issuer

LLC,

Series

2022

1A

4

.750

07/30/57

425,738‌

202,836

(b)

Sunrun

Vulcan

Issuer

LLC,

Series

2021

1A

2

.460

01/30/52

182,161‌

86,951

(b)

Tesla

Auto

Lease

Trust,

Series

2023

A

5

.890

06/22/26

87,035‌

632,689

(b)

Tesla

Auto

Lease

Trust,

Series

2023

B

6

.130

09/21/26

634,704‌

353,330

(b)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.790

01/20/27

353,434‌

Green

Bond

256

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

1,170,000

(b)

Tesla

Auto

Lease

Trust,

Series

2024

A

5

.300

%

06/21/27

$

1,173,481‌

1,000,000

(b)

Tesla

Auto

Lease

Trust,

Series

2023

A

5

.940

07/20/27

1,002,152‌

500,000

(b)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.820

10/20/27

502,266‌

236,002

(b)

Vivint

Colar

Financing

V

LLC,

Series

2018

1A

7

.370

04/30/48

225,064‌

793,511

(b)

Vivint

Solar

Financing

VII

LLC,

Series

2020

1A

2

.210

07/31/51

710,760‌

TOTAL

ASSET

BACKED

19,273,702‌

OTHER

MORTGAGE

BACKED

-

5.3%

250,000

(a),(b)

Alen

Mortgage

Trust,

(TSFR1M

+

1.764%),

Series

2021

ACEN

6

.076

04/15/34

234,172‌

100,000

(b)

BBCMS

Trust,

Series

2015

SRCH

4

.498

08/10/35

96,364‌

100,000

(b)

BBCMS

Trust,

Series

2015

SRCH

4

.798

08/10/35

95,048‌

500,000

(b)

Century

Plaza

Towers,

Series

2019

CPT

2

.865

11/13/39

456,438‌

1,975,000

(a),(b)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

0

.310

04/15/42

20,352‌

500,000

(a),(b)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

5

.665

04/15/42

509,979‌

100,000

(b)

COMM

Mortgage

Trust,

Series

2022

HC

3

.376

01/10/39

93,229‌

1,370,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.499%),

Series

2021

DM

5

.811

11/15/36

1,358,967‌

1,255,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.734%),

Series

2020

609M

6

.046

10/15/33

1,249,022‌

1,000,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.134%),

Series

2020

609M

6

.476

10/15/33

990,375‌

250,000

(a),(b)

MFT

Mortgage

Trust,

Series

2020

B6

3

.392

08/10/40

171,050‌

297,597

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

5

.915

07/15/36

283,594‌

500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.829%),

Series

2019

MILE

7

.141

07/15/36

393,538‌

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

8

.641

07/15/36

167,319‌

11,470,000

(a),(b)

NYC

Commercial

Mortgage

Trust,

Series

2021

909

0

.333

04/10/43

141,964‌

1,000,000

(b)

One

Bryant

Park

Trust,

Series

2019

OBP

2

.516

09/15/54

911,422‌

730,448

(b)

One

Market

Plaza

Trust,

Series

2017

1MKT

3

.614

02/10/32

698,624‌

125,000

(b)

SLG

Office

Trust,

Series

2021

OVA

2

.851

07/15/41

105,493‌

400,000

(a),(b)

STWD

Mortgage

Trust,

(TSFR1M

+

2.419%),

Series

2021

LIH

6

.761

11/15/36

398,844‌

1,000,000

(b)

Wells

Fargo

Commercial

Mortgage

Trust,

Series

2024

SVEN

6

.011

06/10/37

1,030,019‌

TOTAL

OTHER

MORTGAGE

BACKED

9,405,813‌

TOTAL

STRUCTURED

ASSETS

(Cost

$30,321,070)

28,679,515‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$179,554,555)

172,880,879‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.6%

1,091,115

(h)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

(i)

1,091,115‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$1,091,115)

1,091,115‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.7%

REPURCHASE

AGREEMENT

-

1.7%

3,009,000

(j)

Fixed

Income

Clearing

Corporation

4

.350

07/01/25

3,009,000‌

TOTAL

REPURCHASE

AGREEMENT

3,009,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$3,009,000)

3,009,000‌

TOTAL

INVESTMENTS

-

99.8%

(Cost

$183,654,670)

176,980,994‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.2%

346,164‌

NET

ASSETS

-

100.0%

$

177,327,158‌

EUR

Euro

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

257

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

(a)

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.

(b)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$69,168,324

or

39.1%

of

Total

Investments.

(c)

All

or

a

portion

of

this

security

is

owned

by

Nuveen

Green

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,030,258.

(e)

Perpetual

security.

Maturity

date

is

not

applicable.

(f)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(i)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(j)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.350%

dated

6/30/25

to

be

repurchased

at

$3,009,364

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.375%

and

maturity

date

5/15/34,

valued

at

$3,069,265.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

691,172

EUR

596,004

Bank

of

America,

N.A.

07/11/25

$

(

10,710‌

)

Total

 $

(

10,710‌

)

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

 $

–‌

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

 $

(

10,710‌

)

EUR

Euro

Green

Bond

258

Consolidated

Portfolio

of

Investments

June

30,

2025

(continued)

Fund

Level

1

Level

2

Level

3

Total

Green

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$2,996,309

$—

$2,996,309

Corporate

bonds

—

104,584,301

—

104,584,301

Government

bonds

—

35,857,450

24

35,857,474

Preferred

stocks

763,280

—

—

763,280

Structured

assets

—

28,679,515

—

28,679,515

Investments

purchased

with

collateral

from

securities

lending

1,091,115

—

—

1,091,115

Short-Term

Investments

:

Repurchase

agreement

—

3,009,000

—

3,009,000

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

(10,710)

—

(10,710)

Total

$1,854,395

$175,115,865

$24

$176,970,284

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

June

30,

2025

High

Yield

Fund

259

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.1%

BANK

LOAN

OBLIGATIONS

-

5.0%

CAPITAL

GOODS

-

0.8%

$

9,825,750

(a)

TransDigm,

Inc.,

Term

Loan

J,

(TSFR3M

+

2.500%)

6

.796

%

02/28/31

$

9,854,294‌

5,974,281

(a)

Windsor

Holdings

III,

LLC,

Term

Loan

B,

(TSFR1M

+

2.750%)

7

.072

08/01/30

5,982,734‌

TOTAL

CAPITAL

GOODS

15,837,028‌

CONSUMER

SERVICES

-

0.5%

9,950,063

(a)

Motion

Finco

Sarl,

Term

Loan

B,

(TSFR3M

+

3.500%)

7

.799

11/30/29

9,496,141‌

TOTAL

CONSUMER

SERVICES

9,496,141‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.5%

9,220,419

(a)

Triton

Water

Holdings,

Inc,

Term

Loan

B,

(TSFR3M

+

2.250%)

6

.546

03/31/28

9,263,940‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

9,263,940‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.0%

4,974,874

(a)

Heartland

Dental,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.827

04/28/28

4,987,336‌

8,995,002

(a)

Medline

Borrower,

LP,

Add-on

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.577

10/23/28

9,015,466‌

4,925,250

(a)

Phoenix

Guarantor

Inc,

Term

Loan

B,

(TSFR1M

+

2.500%)

6

.827

02/21/31

4,947,069‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

18,949,871‌

INSURANCE

-

0.2%

4,975,000

(a)

Acrisure

LLC,

(TSFR1M

+

3.000%)

7

.327

11/06/30

4,969,154‌

TOTAL

INSURANCE

4,969,154‌

MEDIA

&

ENTERTAINMENT

-

0.2%

4,945,815

(a)

Gray

Television,

Inc.,

Term

Loan

D,

(TSFR1M

+

3.000%)

7

.439

12/01/28

4,801,372‌

TOTAL

MEDIA

&

ENTERTAINMENT

4,801,372‌

SOFTWARE

&

SERVICES

-

1.4%

9,950,063

(a)

Boost

Newco

Borrower,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.296

01/31/31

9,987,375‌

7,762,045

(a)

Cotiviti

Corporation,

Term

Loan,

(TSFR1M

+

2.750%)

7

.074

05/01/31

7,735,382‌

9,938,093

(a)

Ellucian

Holdings,

Inc.,

First

Lien

Term

Loan

B,

(TSFR1M

+

3.000%)

7

.327

10/09/29

9,973,820‌

TOTAL

SOFTWARE

&

SERVICES

27,696,577‌

TELECOMMUNICATION

SERVICES

-

0.4%

5,000,000

(a),(b)

LCPR

Loan

Financing

LLC,

(TBD)

TBD

TBD

3,292,700‌

4,987,322

(a)

Lumen

Technologies,

Inc.,

Extended

Term

Loan

B2,

(TSFR1M

+

2.350%)

6

.791

04/15/30

4,932,411‌

TOTAL

TELECOMMUNICATION

SERVICES

8,225,111‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$100,310,063)

99,239,194‌

SHARES

DESCRIPTION

VALUE

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

7,963

(c),(d)

Cloud

Peak

Energy,

Inc

80‌

TOTAL

ENERGY

80‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

22,100

(d)

Bright

Bidco

BV

5,238‌

5,572

(d)

Bright

Bidco

BV

1,320‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

6,558‌

TOTAL

COMMON

STOCKS

(Cost

$779,433)

6,638‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

92

.1

%

AUTOMOBILES

&

COMPONENTS

-

3.1%

2,535,000

(e)

Clarios

Global

LP

6

.750

02/15/30

2,635,860‌

4,520,000

Dana,

Inc

5

.375

11/15/27

4,535,178‌

6,815,000

Goodyear

Tire

&

Rubber

Co

5

.000

07/15/29

6,661,009‌

4,650,000

(f)

Goodyear

Tire

&

Rubber

Co

5

.250

07/15/31

4,458,686‌

17,350,000

(e)

IHO

Verwaltungs

GmbH,

,

(cash

6.375%,

PIK

7.125%)

6

.375

05/15/29

17,363,620‌

6,615,000

(e)

Phinia,

Inc

6

.750

04/15/29

6,827,871‌

5,770,000

(e)

Phinia,

Inc

6

.625

10/15/32

5,859,916‌

High

Yield

Fund

260

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

AUTOMOBILES

&

COMPONENTS

-

3.1%

(continued)

$

13,535,000

ZF

North

America

Capital,

Inc

6

.750

%

04/23/30

$

12,997,847‌

TOTAL

AUTOMOBILES

&

COMPONENTS

61,339,987‌

CAPITAL

GOODS

-

4.8%

7,277,000

(e)

Albion

Financing  SARL

7

.000

05/21/30

7,426,377‌

7,675,000

(e),(f)

Alta

Equipment

Group,

Inc

9

.000

06/01/29

7,157,122‌

7,135,000

(e)

Chart

Industries,

Inc

7

.500

01/01/30

7,469,817‌

3,655,000

(e)

Efesto

Bidco

S.p.A

Efesto

US

LLC

7

.500

02/15/32

3,700,710‌

2,335,000

(e)

Gates

Corp

6

.875

07/01/29

2,424,587‌

2,555,000

(e)

Goat

Holdco

LLC

6

.750

02/01/32

2,597,260‌

2,870,000

(e)

Herc

Holdings,

Inc

6

.625

06/15/29

2,944,617‌

5,645,000

(e)

Herc

Holdings,

Inc

7

.000

06/15/30

5,895,397‌

1,305,000

(e)

JH

North

America

Holdings,

Inc

0

.000

01/31/31

1,316,395‌

5,775,000

(e)

Masterbrand,

Inc

7

.000

07/15/32

5,897,730‌

3,655,000

(e)

New

Flyer

Holdings,

Inc

9

.250

07/01/30

3,856,177‌

9,675,000

(e)

Quikrete

Holdings,

Inc

6

.375

03/01/32

9,948,995‌

5,790,000

(e)

TransDigm,

Inc

6

.875

12/15/30

6,007,633‌

4,035,000

(e)

TransDigm,

Inc

6

.625

03/01/32

4,177,813‌

10,000,000

(e)

TransDigm,

Inc

6

.375

05/31/33

10,009,064‌

7,430,000

(e)

Trinity

Industries,

Inc

7

.750

07/15/28

7,738,612‌

2,505,000

(e)

WESCO

Distribution,

Inc

6

.375

03/15/33

2,589,123‌

3,975,000

(e)

Windsor

Holdings

III

LLC

8

.500

06/15/30

4,259,719‌

TOTAL

CAPITAL

GOODS

95,417,148‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2.4%

9,685,000

(e)

ASGN,

Inc

4

.625

05/15/28

9,445,536‌

1,135,000

(e)

CACI

International,

Inc

6

.375

06/15/33

1,171,261‌

5,500,000

(e)

Garda

World

Security

Corp

4

.625

02/15/27

5,465,905‌

5,000,000

(e)

GTCR

W-2

MERGER

SUB

LLC

7

.500

01/15/31

5,307,575‌

3,195,000

(e)

Prime

Security

Services

Borrower

LLC

5

.750

04/15/26

3,211,569‌

5,325,000

(e)

Prime

Security

Services

Borrower

LLC

3

.375

08/31/27

5,157,256‌

7,960,000

(e)

Prime

Security

Services

Borrower

LLC

6

.250

01/15/28

7,972,465‌

9,925,000

(e)

RR

Donnelley

&

Sons

Co

9

.500

08/01/29

9,925,000‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

47,656,567‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5.3%

8,000,000

(e)

Academy

Ltd

6

.000

11/15/27

8,020,132‌

6,000,000

(e)

Asbury

Automotive

Group,

Inc

4

.625

11/15/29

5,792,926‌

5,240,000

(e)

Asbury

Automotive

Group,

Inc

5

.000

02/15/32

4,985,695‌

7,440,000

(e)

Bath

&

Body

Works,

Inc

6

.625

10/01/30

7,668,029‌

2,845,000

(e)

Group  Automotive,

Inc

6

.375

01/15/30

2,921,425‌

6,675,000

(e)

Group

1

Automotive,

Inc

4

.000

08/15/28

6,443,124‌

9,725,000

Kohl's

Corp

4

.625

05/01/31

6,981,257‌

7,835,000

(e)

LCM

Investments

Holdings

II

LLC

4

.875

05/01/29

7,619,151‌

620,000

(e)

LCM

Investments

Holdings

II

LLC

8

.250

08/01/31

659,173‌

11,955,000

(e),(f)

Macy's

Retail

Holdings

LLC

6

.125

03/15/32

11,397,588‌

16,130,000

(e)

Magic

Mergeco,

Inc

5

.250

05/01/28

12,895,964‌

10,000,000

(e)

Magic

Mergeco,

Inc

7

.875

05/01/29

6,550,000‌

7,650,000

(e)

Queen

MergerCo,

Inc

6

.750

04/30/32

7,881,045‌

10,000,000

(e)

Staples,

Inc

10

.750

09/01/29

9,464,251‌

1,515,000

Veritiv

Operating

Co

10

.500

11/30/30

1,639,980‌

3,395,000

(e)

Wayfair

LLC

7

.250

10/31/29

3,396,521‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

104,316,261‌

CONSUMER

DURABLES

&

APPAREL

-

1.6%

9,650,000

(e)

CD&R

Smokey

Buyer,

Inc

9

.500

10/15/29

7,863,712‌

3,180,000

(e)

Champ

Acquisition

Corp

8

.375

12/01/31

3,379,154‌

5,200,000

Newell

Rubbermaid,

Inc

5

.750

04/01/46

4,442,572‌

7,680,000

(e)

S&S

Holdings

LLC

8

.375

10/01/31

7,505,609‌

8,880,000

(e)

Wolverine

World

Wide,

Inc

4

.000

08/15/29

7,961,819‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

31,152,866‌

CONSUMER

SERVICES

-

5.5%

2,400,000

(e)

Caesars

Entertainment,

Inc

6

.500

02/15/32

2,462,678‌

7,260,000

(e),(f)

Caesars

Entertainment,

Inc

6

.000

10/15/32

7,119,968‌

5,000,000

(e)

Carnival

Corp

4

.000

08/01/28

4,893,750‌

7,680,000

(e)

Carnival

Corp

5

.875

06/15/31

7,824,000‌

261

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

5.5%

(continued)

$

15,230,000

(e)

CDI

Escrow

Issuer,

Inc

5

.750

%

04/01/30

$

15,279,633‌

5,515,000

(e)

Cinemark

USA,

Inc

5

.250

07/15/28

5,488,869‌

4,315,000

(e)

Cinemark

USA,

Inc

7

.000

08/01/32

4,479,682‌

10,245,000

(e)

Fertitta

Entertainment

LLC

4

.625

01/15/29

9,812,831‌

7,330,000

(e)

Flutter

Treasury

DAC

5

.875

06/04/31

7,384,975‌

3,445,000

(e)

Life

Time,

Inc

6

.000

11/15/31

3,499,948‌

6,900,000

(e)

Merlin

Entertainments

Group

US

Holdings,

Inc

7

.375

02/15/31

6,165,938‌

7,355,000

MGM

Resorts

International

6

.125

09/15/29

7,481,107‌

5,350,000

(e)

Motion

Finco

Sarl

8

.375

02/15/32

4,901,131‌

1,658,000

(e)

NCL

Corp

Ltd

5

.875

03/15/26

1,660,072‌

6,000,000

Service

Corp

International

5

.750

10/15/32

6,061,188‌

5,425,000

(e)

Six

Flags

Entertainment

Corp

6

.625

05/01/32

5,595,533‌

3,910,000

(e)

Vail

Resorts,

Inc

5

.625

07/15/30

3,924,663‌

5,510,000

(e)

Wynn

Resorts

Finance

LLC

6

.250

03/15/33

5,545,330‌

TOTAL

CONSUMER

SERVICES

109,581,296‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.0%

8,020,000

(e),(f)

Albertsons

Cos,

Inc

6

.500

02/15/28

8,211,105‌

3,545,000

(e)

Albertsons

Cos,

Inc

6

.250

03/15/33

3,654,278‌

6,915,000

(e)

Performance

Food

Group,

Inc

6

.125

09/15/32

7,073,589‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

18,938,972‌

ENERGY

-

12.6%

9,000,000

(e)

Antero

Midstream

Partners

LP

5

.750

03/01/27

8,988,996‌

2,582,000

(e)

Archrock

Partners

LP

6

.875

04/01/27

2,584,636‌

2,000,000

(e)

Archrock

Partners

LP

6

.250

04/01/28

2,006,621‌

3,945,000

(e)

Archrock

Partners

LP

6

.625

09/01/32

4,019,314‌

6,800,000

(e)

Ascent

Resources

Utica

Holdings

LLC

6

.625

10/15/32

6,920,652‌

2,315,000

(e)

Ascent

Resources

Utica

Holdings

LLC

6

.625

07/15/33

2,348,562‌

12,050,000

(e)

Baytex

Energy

Corp

7

.375

03/15/32

11,506,413‌

2,010,000

(e)

Blue

Racer

Midstream

LLC

7

.000

07/15/29

2,097,755‌

1,602,439

(e)

BORR

IHC

Ltd

10

.000

11/15/28

1,463,495‌

6,040,000

(e)

Buckeye

Partners

LP

6

.750

02/01/30

6,269,743‌

8,500,000

(e)

Chord

Energy

Corp

6

.750

03/15/33

8,683,795‌

6,090,000

(e)

Civitas

Resources,

Inc

8

.375

07/01/28

6,235,618‌

3,235,000

(e)

Civitas

Resources,

Inc

8

.750

07/01/31

3,270,938‌

394,513

Cloud

Peak

Energy,

Inc,

,

(cash

12.000%,

PIK

10.000%)

12

.000

12/31/99

394,513‌

8,620,000

(e)

CNX

Resources

Corp

7

.250

03/01/32

8,925,252‌

5,055,000

(e)

Delek

Logistics

Partners

LP

7

.375

06/30/33

5,031,446‌

10,000,000

(g)

Energy

Transfer

LP

7

.125

N/A

10,186,640‌

1,715,000

Genesis

Energy

LP

7

.875

05/15/32

1,783,164‌

2,420,000

Genesis

Energy

LP

8

.000

05/15/33

2,530,163‌

7,470,000

(e)

Harvest

Midstream

I

LP

7

.500

05/15/32

7,889,582‌

6,185,000

(e)

Hilcorp

Energy

I

LP

6

.000

04/15/30

6,012,709‌

6,166,000

(e)

Hilcorp

Energy

I

LP

6

.000

02/01/31

5,946,363‌

7,585,000

(e)

Hilcorp

Energy

I

LP

6

.250

04/15/32

7,242,703‌

2,830,000

(e)

Hilcorp

Energy

I

LP

8

.375

11/01/33

2,936,371‌

10,000,000

(e)

Kinetik

Holdings

LP

6

.625

12/15/28

10,227,900‌

5,350,000

(e)

Kodiak

Gas

Services

LLC

7

.250

02/15/29

5,534,099‌

2,560,000

(e)

Matador

Resources

Co

6

.250

04/15/33

2,541,074‌

7,395,000

(e)

Noble

Finance

II

LLC

8

.000

04/15/30

7,529,758‌

4,925,000

(e)

PBF

Holding

Co

LLC

7

.875

09/15/30

4,421,596‌

3,898,000

(e)

Rockies

Express

Pipeline

LLC

6

.750

03/15/33

4,068,222‌

7,735,000

SM

Energy

Co

6

.625

01/15/27

7,741,613‌

5,200,000

(e)

South

Bow

Canadian

Infrastructure

Holdings

Ltd

7

.625

03/01/55

5,398,416‌

4,460,000

(e)

Sunoco

LP

7

.000

05/01/29

4,644,568‌

10,000,000

(e)

Sunoco

LP

6

.250

07/01/33

10,166,988‌

5,000,000

(e)

Talos

Production,

Inc

9

.000

02/01/29

5,119,320‌

1,002,923

(e)

TRANSOCEAN

AQUILA

Ltd

8

.000

09/30/28

1,010,537‌

4,048,810

(e)

Transocean

Titan

Financing

Ltd

8

.375

02/01/28

4,112,628‌

4,340,000

(e)

Transocean,

Inc

8

.750

02/15/30

4,463,013‌

2,720,000

USA

Compression

Partners

LP

6

.875

09/01/27

2,725,471‌

9,520,000

(e)

USA

Compression

Partners

LP

7

.125

03/15/29

9,757,353‌

4,535,000

(e)

Venture

Global

LNG,

Inc

8

.125

06/01/28

4,687,122‌

High

Yield

Fund

262

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

12.6%

(continued)

$

8,275,000

(e)

Venture

Global

LNG,

Inc

7

.000

%

01/15/30

$

8,365,305‌

10,375,000

(e)

Venture

Global

LNG,

Inc

9

.875

02/01/32

11,204,616‌

7,900,000

(e),(g)

Venture

Global

LNG,

Inc

9

.000

N/A

7,680,371‌

2,100,000

(e)

Venture

Global

Plaquemines

LNG

LLC

6

.500

01/15/34

2,100,000‌

TOTAL

ENERGY

248,775,414‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.7%

7,690,000

(e)

Iron

Mountain,

Inc

7

.000

02/15/29

7,960,696‌

6,542,000

(e)

Iron

Mountain,

Inc

6

.250

01/15/33

6,726,524‌

9,130,000

(f)

MPT

Operating

Partnership

LP

5

.000

10/15/27

8,433,271‌

2,175,000

(e)

MPT

Operating

Partnership

LP

8

.500

02/15/32

2,276,259‌

5,432,000

(e)

Uniti

Group

LP

10

.500

02/15/28

5,758,151‌

2,430,000

(e)

Uniti

Group

LP

8

.625

06/15/32

2,454,660‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

33,609,561‌

FINANCIAL

SERVICES

-

11.5%

6,658,000

(b),(e)

Azorra

Finance

Ltd

7

.250

01/15/31

6,797,301‌

8,060,000

Block,

Inc

6

.500

05/15/32

8,315,687‌

5,000,000

(e)

Compass

Group

Diversified

Holdings

LLC

5

.250

04/15/29

4,488,019‌

8,900,000

(e),(f)

Compass

Group

Diversified

Holdings

LLC

5

.000

01/15/32

7,529,049‌

15,210,000

(e)

Encore

Capital

Group,

Inc

8

.500

05/15/30

16,314,170‌

9,270,000

(e)

FirstCash,

Inc

6

.875

03/01/32

9,592,531‌

7,850,000

(e)

Freedom

Mortgage

Holdings

LLC

8

.375

04/01/32

7,934,600‌

7,915,000

(e)

HAT

Holdings

I

LLC

3

.375

06/15/26

7,747,258‌

10,900,000

(e)

Hunt

Cos,

Inc

5

.250

04/15/29

10,502,728‌

1,350,000

Icahn

Enterprises

LP

6

.250

05/15/26

1,340,406‌

10,320,000

Icahn

Enterprises

LP

5

.250

05/15/27

9,999,369‌

14,275,000

Icahn

Enterprises

LP

4

.375

02/01/29

11,999,250‌

12,650,000

(e)

Jane

Street

Group

6

.125

11/01/32

12,770,759‌

2,858,000

(e)

Jane

Street

Group

6

.750

05/01/33

2,938,613‌

4,000,000

Navient

Corp

5

.000

03/15/27

3,983,749‌

9,260,000

Navient

Corp

4

.875

03/15/28

9,130,823‌

5,450,000

(f)

Navient

Corp

5

.500

03/15/29

5,337,600‌

75,000

OneMain

Finance

Corp

7

.125

03/15/26

76,110‌

5,000,000

OneMain

Finance

Corp

3

.500

01/15/27

4,895,043‌

10,000,000

OneMain

Finance

Corp

4

.000

09/15/30

9,227,336‌

13,120,000

(e)

PennyMac

Financial

Services,

Inc

7

.875

12/15/29

13,931,905‌

5,000,000

(e)

PennyMac

Financial

Services,

Inc

7

.125

11/15/30

5,181,925‌

3,095,000

(e)

Phoenix

Aviation

Capital

Ltd

9

.250

07/15/30

3,205,607‌

5,310,000

(e)

Rocket

Cos,

Inc

6

.125

08/01/30

5,411,049‌

5,645,000

(e)

Rocket

Cos,

Inc

6

.375

08/01/33

5,775,967‌

5,000,000

Springleaf

Finance

Corp

5

.375

11/15/29

4,918,228‌

4,820,000

(e)

Starwood

Property

Trust,

Inc

6

.000

04/15/30

4,875,155‌

6,465,000

(e)

Starwood

Property

Trust,

Inc

6

.500

07/01/30

6,677,440‌

2,000,000

(b),(e)

Stonex

Escrow

Issuer

LLC

6

.875

07/15/32

2,020,117‌

6,000,000

(e)

UWM

Holdings

LLC

6

.625

02/01/30

6,006,201‌

8,900,000

(e),(f)

VistaJet

Malta

Finance

plc

6

.375

02/01/30

8,343,571‌

5,635,000

(e)

Walker

&

Dunlop,

Inc

6

.625

04/01/33

5,782,823‌

4,000,000

(e)

WEX,

Inc

6

.500

03/15/33

4,035,608‌

TOTAL

FINANCIAL

SERVICES

227,085,997‌

FOOD,

BEVERAGE

&

TOBACCO

-

2.0%

5,615,000

(e)

Darling

Ingredients,

Inc

6

.000

06/15/30

5,689,140‌

10,000,000

(e)

Post

Holdings,

Inc

6

.375

03/01/33

10,091,170‌

5,000,000

(e)

Primo

Water

Holdings,

Inc

6

.250

04/01/29

5,034,853‌

9,145,000

(e)

Primo

Water

Holdings,

Inc

4

.375

04/30/29

8,866,352‌

9,515,000

(e)

Viking

Baked

Goods

Acquisition

Corp

8

.625

11/01/31

9,322,499‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

39,004,014‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4.4%

6,000,000

(e)

CHS

5

.250

05/15/30

5,320,485‌

7,030,000

(e)

CHS

10

.875

01/15/32

7,450,865‌

5,000,000

CVS

Health

Corp

7

.000

03/10/55

5,157,051‌

11,160,000

(e)

DaVita,

Inc

4

.625

06/01/30

10,692,637‌

6,540,000

(e)

DaVita,

Inc

3

.750

02/15/31

5,948,135‌

2,400,000

(e)

DaVita,

Inc

6

.875

09/01/32

2,486,832‌

263

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4.4%

(continued)

$

5,360,000

(e)

DaVita,

Inc

6

.750

%

07/15/33

$

5,534,720‌

14,188,697

(e)

Global

Medical

Response,

Inc,

,

(cash

9.500%,

PIK

10.000%)

10

.000

10/31/28

14,188,697‌

1,050,000

(e)

Insulet

Corp

6

.500

04/01/33

1,094,715‌

6,578,000

(e)

IQVIA,

Inc

6

.250

06/01/32

6,750,463‌

7,000,000

(e)

LifePoint

Health,

Inc

11

.000

10/15/30

7,722,372‌

7,545,000

(e)

Prime

Healthcare

Services,

Inc

9

.375

09/01/29

7,488,413‌

6,580,000

(e)

Radiology

Partners,

Inc

8

.500

07/15/32

6,595,331‌

1,000,000

(e)

Star

Parent,

Inc

9

.000

10/01/30

1,051,819‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

87,482,535‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

5,840,000

(e)

Coty,

Inc

6

.625

07/15/30

5,973,742‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,973,742‌

INSURANCE

-

4.6%

10,000,000

(e)

Acrisure

LLC

4

.250

02/15/29

9,597,226‌

3,710,000

(e)

Acrisure

LLC

6

.750

07/01/32

3,762,582‌

10,625,000

(e)

Alliant

Holdings

Intermediate

LLC

4

.250

10/15/27

10,429,512‌

9,305,000

(e)

Alliant

Holdings

Intermediate

LLC

6

.750

04/15/28

9,459,510‌

10,000,000

(e)

Alliant

Holdings

Intermediate

LLC

6

.500

10/01/31

10,185,990‌

2,400,000

(e)

APH

Somerset

Investor

2

LLC

7

.875

11/01/29

2,454,984‌

9,640,000

(e)

Ardonagh

Finco

Ltd

7

.750

02/15/31

10,078,321‌

1,855,000

(e)

Ardonagh

Group

Finance

Ltd

8

.875

02/15/32

1,951,918‌

8,270,000

(e)

HUB

International

Ltd

7

.250

06/15/30

8,642,439‌

18,520,000

(e)

Panther

Escrow

Issuer

LLC

7

.125

06/01/31

19,237,668‌

4,965,000

(e)

Ryan

Specialty

LLC

5

.875

08/01/32

5,004,055‌

TOTAL

INSURANCE

90,804,205‌

MATERIALS

-

3.4%

5,000,000

(e)

,NV

Chemicals

Corp

7

.000

12/01/31

5,238,514‌

7,225,000

(e)

Arsenal

AIC

Parent

LLC

8

.000

10/01/30

7,710,448‌

6,110,000

(e)

Avient

Corp

7

.125

08/01/30

6,301,938‌

2,000,000

(e)

Avient

Corp

6

.250

11/01/31

2,018,696‌

5,940,000

(e)

Compass

Minerals

International,

Inc

8

.000

07/01/30

6,136,853‌

8,900,000

(e)

EverArc

Escrow

Sarl

5

.000

10/30/29

8,618,611‌

14,685,000

(e)

Mineral

Resources

Ltd

8

.000

11/01/27

14,753,432‌

4,800,000

(e)

Olin

Corp

6

.625

04/01/33

4,724,252‌

6,410,000

(e),(f)

Sealed

Air

Corp

6

.500

07/15/32

6,642,446‌

6,700,000

(e),(f)

Tronox,

Inc

4

.625

03/15/29

5,781,490‌

TOTAL

MATERIALS

67,926,680‌

MEDIA

&

ENTERTAINMENT

-

9.7%

1,800,000

(e)

Advantage

Sales

&

Marketing,

Inc

6

.500

11/15/28

1,403,136‌

8,860,000

(e)

Arches

Buyer,

Inc

4

.250

06/01/28

8,480,267‌

5,120,000

(e)

CCO

Holdings

LLC

5

.375

06/01/29

5,101,279‌

12,250,000

(e)

CCO

Holdings

LLC

4

.500

08/15/30

11,678,900‌

9,025,000

(e)

CCO

Holdings

LLC

4

.250

02/01/31

8,430,916‌

10,800,000

CCO

Holdings

LLC

4

.500

05/01/32

10,057,422‌

10,000,000

Charter

Communications

Operating

LLC

4

.400

12/01/61

7,011,858‌

5,980,000

(e)

CSC

Holdings

LLC

5

.500

04/15/27

5,709,384‌

4,688,000

(e)

CSC

Holdings

LLC

11

.250

05/15/28

4,670,357‌

4,135,000

(e)

CSC

Holdings

LLC

11

.750

01/31/29

3,933,029‌

11,170,000

(e)

DIRECTV

Holdings

LLC

5

.875

08/15/27

11,133,544‌

4,200,000

(e)

DISH

Network

Corp

11

.750

11/15/27

4,329,469‌

6,000,000

(e),(f)

Gray

Television,

Inc

10

.500

07/15/29

6,445,650‌

4,900,000

(e)

Gray

Television,

Inc

4

.750

10/15/30

3,699,500‌

7,025,000

(e)

LCPR

Senior

Secured

Financing

DAC

6

.750

10/15/27

4,731,970‌

8,550,000

(e)

LCPR

Senior

Secured

Financing

DAC

5

.125

07/15/29

5,036,508‌

7,500,000

(e)

McGraw-Hill

Education,

Inc

7

.375

09/01/31

7,823,559‌

4,000,000

(e)

Sirius

XM

Radio,

Inc

5

.000

08/01/27

3,965,735‌

4,650,000

(e)

Sirius

XM

Radio,

Inc

4

.000

07/15/28

4,465,969‌

4,380,000

(e)

Sirius

XM

Radio,

Inc

4

.125

07/01/30

4,038,533‌

3,745,000

(e),(f)

Sirius

XM

Radio,

Inc

3

.875

09/01/31

3,328,987‌

9,425,000

(e)

Sunrise

FinCo

I

BV

4

.875

07/15/31

8,913,694‌

5,000,000

(e)

Sunrise

HoldCo

IV

BV

5

.500

01/15/28

4,967,909‌

10,900,000

(e)

Univision

Communications,

Inc

4

.500

05/01/29

9,910,299‌

High

Yield

Fund

264

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MEDIA

&

ENTERTAINMENT

-

9.7%

(continued)

$

6,214,000

(e)

Univision

Communications,

Inc

8

.500

%

07/31/31

$

6,220,883‌

17,665,000

(e)

Virgin

Media

Secured

Finance

plc

5

.500

05/15/29

17,374,986‌

11,175,000

(e)

VZ

Secured

Financing

BV

5

.000

01/15/32

9,941,374‌

9,672,000

(e)

Ziff

Davis,

Inc

4

.625

10/15/30

9,028,509‌

TOTAL

MEDIA

&

ENTERTAINMENT

191,833,626‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.0%

9,350,000

(e)

Bausch

Health

Cos,

Inc

4

.875

06/01/28

7,887,146‌

4,610,000

(e)

Organon

&

Co

7

.875

05/15/34

4,163,052‌

7,900,000

(e)

Organon

Finance  LLC

5

.125

04/30/31

6,856,060‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

18,906,258‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1.6%

12,655,400

(e),(f)

Anywhere

Real

Estate

Group

LLC

7

.000

04/15/30

11,823,204‌

9,145,000

(e)

Cushman

&

Wakefield

US

Borrower

LLC

6

.750

05/15/28

9,223,108‌

3,472,000

Kennedy-Wilson,

Inc

4

.750

03/01/29

3,254,009‌

7,000,000

(f)

Kennedy-Wilson,

Inc

5

.000

03/01/31

6,308,750‌

742,000

(e),(f)

Realogy

Group

LLC

5

.250

04/15/30

608,068‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

31,217,139‌

SOFTWARE

&

SERVICES

-

1.7%

12,900,000

(e),(f)

Ahead

DB

Holdings

LLC

6

.625

05/01/28

12,939,526‌

3,375,000

(e)

CA

Magnum

Holdings

5

.375

10/31/26

3,350,230‌

1,800,000

(e)

Cloud

Software

Group,

Inc

8

.250

06/30/32

1,915,612‌

2,847,000

(e)

Fair

Isaac

Corp

6

.000

05/15/33

2,873,095‌

930,000

(e)

Gen

Digital,

Inc

6

.250

04/01/33

954,963‌

11,000,180

(e)

Rackspace

Finance

LLC

3

.500

05/15/28

4,421,998‌

6,000,000

(e)

Rocket

Software,

Inc

9

.000

11/28/28

6,184,830‌

TOTAL

SOFTWARE

&

SERVICES

32,640,254‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.5%

9,335,000

(e)

Imola

Merger

Corp

4

.750

05/15/29

9,012,872‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

9,012,872‌

TELECOMMUNICATION

SERVICES

-

4.9%

813,824

Digicel

Intermediate

Holdings

Ltd,

,

(cash

9.000%,

PIK

3.000%)

12

.000

05/25/27

820,945‌

230,000

(e)

Frontier

Communications

Corp

5

.000

05/01/28

229,903‌

8,210,000

(e)

Frontier

Communications

Holdings

LLC

8

.625

03/15/31

8,723,189‌

8,720,000

(e)

Iliad

Holding

SASU

7

.000

10/15/28

8,879,342‌

5,000,000

(e)

Iliad

Holding

SASU

8

.500

04/15/31

5,348,125‌

6,160,000

(e)

Iliad

Holding

SASU

7

.000

04/15/32

6,311,419‌

5,000,000

(e)

Level

3

Financing,

Inc

10

.750

12/15/30

5,668,750‌

5,560,000

(e)

Level

3

Financing,

Inc

6

.875

06/30/33

5,657,428‌

10,000,000

Rogers

Communications,

Inc

7

.000

04/15/55

10,223,576‌

7,700,000

(e)

Sable

International

Finance

Ltd

7

.125

10/15/32

7,720,459‌

7,500,000

TELUS

Corp

6

.625

10/15/55

7,544,818‌

2,050,000

(e)

Vmed

O2

UK

Financing

I

plc

4

.250

01/31/31

1,878,044‌

6,350,000

(e)

Windstream

Escrow

LLC

8

.250

10/01/31

6,650,266‌

10,800,000

(e)

Zayo

Group

Holdings,

Inc

4

.000

03/01/27

10,127,986‌

10,525,000

(e)

Zegona

Finance

plc

8

.625

07/15/29

11,235,438‌

TOTAL

TELECOMMUNICATION

SERVICES

97,019,688‌

TRANSPORTATION

-

2.9%

4,460,000

(e)

Air

Transport

Services

Group,

Inc

7

.250

03/15/32

4,727,850‌

6,805,000

(e),(f)

American

Airlines,

Inc

7

.250

02/15/28

6,949,599‌

2,500,000

(e)

American

Airlines,

Inc

5

.750

04/20/29

2,497,807‌

30,900,000

(e)

Brightline

East

LLC

11

.000

01/31/30

22,866,000‌

4,410,000

(e)

Genesee

&

Wyoming,

Inc

6

.250

04/15/32

4,499,845‌

3,335,000

(e)

Herc

Holdings,

Inc

7

.250

06/15/33

3,494,417‌

3,550,000

(e)

United

Airlines,

Inc

4

.625

04/15/29

3,445,861‌

5,000,000

(e),(f)

VistaJet

Malta

Finance

plc

7

.875

05/01/27

5,030,890‌

1,800,000

(e),(f)

VistaJet

Malta

Finance

plc

9

.500

06/01/28

1,850,027‌

2,805,000

(e)

XPO,

Inc

7

.125

06/01/31

2,932,302‌

TOTAL

TRANSPORTATION

58,294,598‌

UTILITIES

-

5.6%

2,425,000

(e)

AltaGas

Ltd

7

.200

10/15/54

2,425,536‌

6,400,000

(e)

California

Buyer

Ltd

6

.375

02/15/32

6,410,432‌

265

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

5.6%

(continued)

$

6,020,000

(e)

ContourGlobal

Power

Holdings

S.A.

6

.750

%

02/28/30

$

6,202,767‌

4,290,000

(e)

Ferrellgas

LP

5

.375

04/01/26

4,249,272‌

18,678,000

(e)

Ferrellgas

LP

5

.875

04/01/29

17,280,316‌

7,500,000

(e)

NRG

Energy,

Inc

6

.000

02/01/33

7,574,745‌

6,000,000

(e)

NRG

Energy,

Inc

6

.250

11/01/34

6,113,088‌

7,075,000

Suburban

Propane

Partners

LP

5

.875

03/01/27

7,072,962‌

1,800,000

(e)

Suburban

Propane

Partners

LP

5

.000

06/01/31

1,702,975‌

9,836,000

(e)

Superior

Plus

LP

4

.500

03/15/29

9,460,006‌

20,090,000

(e)

Talen

Energy

Supply

LLC

8

.625

06/01/30

21,529,773‌

10,000,000

(e)

TerraForm

Power

Operating

LLC

5

.000

01/31/28

9,898,147‌

4,310,000

(e)

Vistra

Operations

Co

LLC

7

.750

10/15/31

4,580,856‌

2,400,000

(e),(f)

XPLR

Infrastructure

Operating

Partners

LP

8

.375

01/15/31

2,563,450‌

4,185,000

(e),(f)

XPLR

Infrastructure

Operating

Partners

LP

8

.625

03/15/33

4,485,387‌

TOTAL

UTILITIES

111,549,712‌

TOTAL

CORPORATE

BONDS

(Cost

$1,840,232,610)

1,819,539,392‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$1,941,322,106)

1,918,785,224‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

4.3%

85,167,871

(h)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

(i)

85,167,871‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$85,167,871)

85,167,871‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0.2%

5,000,000

Federal

Home

Loan

Bank

Discount

Notes

0

.000

08/29/25

4,964,833‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,964,833‌

TREASURY

DEBT

-

0.4%

2,350,000

United

States

Treasury

Bill

0

.000

07/08/25

2,348,106‌

5,000,000

United

States

Treasury

Bill

0

.000

07/15/25

4,991,926‌

TOTAL

TREASURY

DEBT

7,340,032‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$12,305,156)

12,304,865‌

TOTAL

INVESTMENTS

-

102.0%

(Cost

$2,038,795,133)

2,016,257,960‌

BORROWINGS

-

(0.0)%

(

84,829‌

)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(2.0)%

(

39,341,006‌

)

NET

ASSETS

-

100.0%

$

1,976,832,125‌

PIK

Payment-in-kind

(“PIK”)

security.

Depending

on

the

terms

of

the

security,

income

may

be

received

in

the

form

of

cash,

securities,

or

a

combination

of

both.

The

PIK

rate

shown,

where

applicable,

represents

the

annualized

rate

of

the

last

PIK

payment

made

by

the

issuer

as

of

the

end

of

the

reporting

period.

TBD

Bank

loan

purchased

on

a

when-issued

or

delayed-delivery

basis.

Certain

details

associated

with

this

purchase

are

not

known

prior

to

the

settlement

date

of

the

transaction.

In

addition,

senior

loans

typically

trade

without

accrued

interest

and

therefore

a

coupon

rate

is

not

available

prior

to

settlement.

At

settlement,

if

still

unknown,

the

borrower

or

counterparty

will

provide

the

Fund

with

the

final

coupon

rate

and

maturity

date.

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

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.

(b)

When-issued

or

delayed

delivery

security.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(e)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,603,810,737

or

79.5%

of

Total

Investments.

(f)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$94,472,925.

(g)

Perpetual

security.

Maturity

date

is

not

applicable.

(h)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(i)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

High

Yield

Fund

266

Portfolio

of

Investments

June

30,

2025

(continued)

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

High

Yield

Long-Term

Investments

:

Bank

loan

obligations

$—

$99,239,194

$—

$99,239,194

Common

stocks

—

6,558

80

6,638

Corporate

bonds

—

1,819,539,392

—

1,819,539,392

Investments

purchased

with

collateral

from

securities

lending

85,167,871

—

—

85,167,871

Short-Term

Investments

:

Government

agency

debt

—

4,964,833

—

4,964,833

Treasury

debt

—

7,340,032

—

7,340,032

Total

$85,167,871

$1,931,090,009

$80

$2,016,257,960

1

1

1

1

1

Portfolio

of

Investments

June

30,

2025

Short

Duration

Impact

Bond

267

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.4%

BANK

LOAN

OBLIGATIONS

-

1.9%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

$

481,250

(a)

Liberty

Tire

Recycling

Holdco,

LLC,

Term

Loan,

(TSFR1M

+

4.500%)

8

.941

%

05/05/28

$

467,214‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

467,214‌

UTILITIES

-

1.3%

397,796

(a)

Constellation

Renewables,

LLC,

Term

Loan,

(TSFR3M

+

2.250%)

6

.583

12/15/27

399,288‌

646,750

(a)

TerraForm

Power

Operating,

LLC,

Term

Loan

B,

(TSFR3M

+

2.000%)

6

.296

05/21/29

647,695‌

TOTAL

UTILITIES

1,046,983‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$1,515,960)

1,514,197‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

36

.3

%

AUTOMOBILES

&

COMPONENTS

-

0.2%

200,000

Toyota

Motor

Corp

4

.450

06/30/30

200,818‌

TOTAL

AUTOMOBILES

&

COMPONENTS

200,818‌

BANKS

-

12.7%

500,000

(b)

Bank

of

America

Corp

6

.625

N/A

517,827‌

250,000

(c)

BNP

Paribas

S.A.

1

.675

06/30/27

242,932‌

1,000,000

CitiBank

NA

4

.876

11/19/27

1,006,083‌

500,000

(a)

Citigroup,

Inc,

(TSFR3M

+

1.512%)

5

.809

07/01/26

500,000‌

250,000

(c)

Cooperatieve

Rabobank

UA

1

.004

09/24/26

247,917‌

275,000

Deutsche

Bank

AG.

6

.819

11/20/29

293,321‌

500,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

4

.400

08/23/25

499,573‌

600,000

(c)

Federation

des

Caisses

Desjardins

du

Quebec

5

.147

11/27/28

621,818‌

500,000

(c)

ING

Groep

NV

1

.400

07/01/26

500,000‌

1,000,000

(b),(c),(d)

Intesa

Sanpaolo

SpA

7

.700

N/A

1,001,845‌

1,000,000

JPMorgan

Chase

&

Co

6

.070

10/22/27

1,021,716‌

925,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

943,981‌

500,000

M&T

Bank

Corp

4

.833

01/16/29

504,102‌

550,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

561,613‌

250,000

(c)

Royal

Bank

of

Canada

1

.050

09/14/26

241,096‌

1,000,000

(c)

Royal

Bank

of

Canada

4

.851

12/14/26

1,010,945‌

350,000

Royal

Bank

of

Canada

6

.750

08/24/85

350,259‌

TOTAL

BANKS

10,065,028‌

CAPITAL

GOODS

-

0.9%

500,000

Johnson

Controls

International

plc

1

.750

09/15/30

438,869‌

300,000

Nature

Conservancy

2

.668

03/01/26

295,853‌

TOTAL

CAPITAL

GOODS

734,722‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.6%

500,000

SYSCO

Corp

5

.100

09/23/30

512,263‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

512,263‌

ENERGY

-

1.0%

500,000

(c)

New

York

State

Electric

&

Gas

Corp

5

.650

08/15/28

518,241‌

250,000

Williams

Cos,

Inc

5

.400

03/02/26

251,425‌

TOTAL

ENERGY

769,666‌

FINANCIAL

SERVICES

-

3.8%

250,000

BB

Blue

Financing

DAC

4

.395

09/20/29

251,203‌

250,000

(c)

Clearinghouse

Community

Development

Financial

Institution

7

.000

10/15/30

250,024‌

250,000

HA

Sustainable

Infrastructure

Capital,

Inc

6

.150

01/15/31

253,117‌

250,000

(c)

HAT

Holdings

I

LLC

3

.375

06/15/26

244,702‌

250,000

(c)

HAT

Holdings

I

LLC

8

.000

06/15/27

260,457‌

500,000

Private

Export

Funding

Corp

1

.400

07/15/28

465,867‌

250,000

Private

Export

Funding

Corp

4

.300

12/15/28

254,119‌

263,000

(c)

Starwood

Property

Trust,

Inc

6

.500

10/15/30

271,532‌

241,282

(c)

WLB

Asset

II

C

Pte

Ltd

3

.900

12/23/25

235,616‌

250,000

(c)

WLB

Asset

II

D

Pte

Ltd

6

.500

12/21/26

238,919‌

Short

Duration

Impact

Bond

268

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.8%

(continued)

$

250,000

(c)

WLB

Asset

VI

Pte

Ltd

7

.250

%

12/21/27

$

259,615‌

TOTAL

FINANCIAL

SERVICES

2,985,171‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.4%

275,000

Campbell

Soup

Co

5

.200

03/21/29

281,591‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

281,591‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.3%

1,000,000

Unilever

Capital

Corp

4

.875

09/08/28

1,024,165‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,024,165‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.3%

250,000

Bridge

Housing

Corp

3

.250

07/15/30

229,125‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

229,125‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

500,000

Apple,

Inc

3

.000

06/20/27

491,329‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

491,329‌

TRANSPORTATION

-

2.3%

412,595

(c)

Air

Canada

2015-, Cl A

Pass

Through

Trust

3

.600

03/15/27

402,826‌

764,111

(c)

Air

Canada

2015-2

Class

AA

Pass

Through

Trust

3

.750

12/15/27

742,821‌

24,598

Ethiopian

Leasing

2012

LLC

2

.646

05/12/26

24,387‌

750,000

Norfolk

Southern

Corp

2

.300

05/15/31

666,624‌

TOTAL

TRANSPORTATION

1,836,658‌

UTILITIES

-

12.2%

580,000

AES

Corp

2

.450

01/15/31

507,061‌

475,000

Algonquin

Power

&

Utilities

Corp

5

.365

06/15/26

477,529‌

600,000

(c)

Brooklyn

Union

Gas

Co

4

.632

08/05/27

601,581‌

250,000

(c)

Comision

Federal

de

Electricidad

5

.700

01/24/30

249,625‌

500,000

Connecticut

Light

and

Power

Co

4

.650

01/01/29

506,158‌

301,339

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/28

303,450‌

444,208

(c)

Continental

Wind

LLC

6

.000

02/28/33

456,407‌

250,000

(c)

ContourGlobal

Power

Holdings

S.A.

6

.750

02/28/30

257,590‌

1,000,000

DTE

Electric

Co

1

.900

04/01/28

943,581‌

560,000

(c)

Electricite

de

France

S.A.

3

.625

10/13/25

557,741‌

1,000,000

International

Development

Association

0

.375

09/23/25

990,755‌

425,000

(c)

International

Development

Association

4

.375

11/27/29

433,530‌

450,000

(c)

International

Development

Association

4

.000

06/11/30

451,923‌

500,000

MidAmerican

Energy

Co

3

.650

04/15/29

490,363‌

237,000

(c),(e)

NextEra

Energy

Operating

Partners

LP

7

.250

01/15/29

242,956‌

459,334

PG&E

Recovery

Funding

LLC

4

.838

06/01/33

461,701‌

250,000

Public

Service

Co

of

Colorado

3

.700

06/15/28

247,255‌

275,000

San

Diego

Gas

&

Electric

Co

4

.950

08/15/28

280,774‌

258,146

SCE

Recovery

Funding

LLC

1

.977

11/15/28

246,318‌

685,651

(c)

Solar

Star

Funding

LLC

5

.375

06/30/35

705,539‌

275,000

Southern

California

Edison

Co

4

.875

02/01/27

276,550‌

TOTAL

UTILITIES

9,688,387‌

TOTAL

CORPORATE

BONDS

(Cost

$28,478,780)

28,818,923‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

39.1%

AGENCY

SECURITIES

-

1.4%

66,041

Harar

Leasing

2013

LLC

2

.582

07/02/25

66,032‌

16,717

Sandalwood

LLC

2

.821

02/12/26

16,636‌

658,724

Thirax  LLC

0

.968

01/14/33

578,224‌

136,827

United

States

International

Development

Finance

Corp

1

.050

10/15/29

128,273‌

136,827

United

States

International

Development

Finance

Corp

1

.790

10/15/29

130,292‌

184,054

Windermere

Aviation

LLC

2

.351

05/27/26

181,586‌

TOTAL

AGENCY

SECURITIES

1,101,043‌

FOREIGN

GOVERNMENT

BONDS

-

11.2%

500,000

African

Development

Bank

4

.125

02/25/27

502,012‌

1,000,000

(c)

Arab

Petroleum

Investments

Corp

5

.428

05/02/29

1,027,800‌

250,000

Asian

Infrastructure

Investment

Bank

0

.500

01/27/26

244,694‌

250,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

252,675‌

269

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

200,000

(a)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%)

4

.986

%

08/16/27

$

201,273‌

300,000

(a),(c)

Asian

Infrastructure

Investment

Bank,

(SOFR

Compounded

Index

+

0.620%)

4

.986

08/16/27

301,910‌

250,000

(c)

BNG

Bank

NV

3

.500

05/19/28

247,811‌

250,000

Canada

Government

International

Bond

4

.000

03/18/30

251,915‌

790,000

European

Investment

Bank

2

.125

04/13/26

777,988‌

450,000

Export

Development

Canada

3

.875

02/14/28

451,141‌

250,000

Inter-American

Investment

Corp

0

.625

02/10/26

244,474‌

500,000

Inter-American

Investment

Corp

4

.126

02/15/28

503,366‌

250,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/27

233,005‌

500,000

International

Bank

for

Reconstruction

&

Development

0

.000

03/31/28

490,762‌

1,000,000

International

Finance

Corp

2

.126

04/07/26

985,092‌

250,000

International

Finance

Facility

for

Immunisation

Co

1

.000

04/21/26

243,656‌

500,000

Japan

Bank

for

International

Cooperation

4

.375

10/05/27

505,036‌

250,000

Japan

International

Cooperation

Agency

4

.000

05/23/28

249,967‌

200,000

Japan

International

Cooperation

Agency

4

.250

05/22/30

201,639‌

500,000

Kreditanstalt

fuer

Wiederaufbau

1

.000

10/01/26

482,377‌

500,000

OPEC

Fund

for

International

Development

4

.500

01/26/26

500,037‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

8,898,630‌

MORTGAGE

BACKED

-

0.1%

50,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.406

06/25/43

52,232‌

30,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

7

.005

07/25/43

31,004‌

TOTAL

MORTGAGE

BACKED

83,236‌

MUNICIPAL

BONDS

-

7.7%

550,000

Broomfield

Urban

Renewal

Authority

4

.650

12/01/27

557,220‌

117,179

(f)

City

of

Fort

Wayne

IN

10

.750

12/01/29

12‌

250,000

(c)

County

of

Gallatin

MT

11

.500

09/01/27

257,631‌

350,000

(c)

Iowa

Finance

Authority

7

.000

11/01/27

354,641‌

250,000

Jersey

City

Municipal

Utilities

Authority

4

.800

05/01/26

250,138‌

250,000

Montgomery

County

Housing

Opportunities

Commission

4

.352

12/01/26

250,825‌

200,000

Mount

Diablo

Unified

School

District

5

.548

08/01/27

202,615‌

1,000,000

(a),(c)

New

Hampshire

Business

Finance

Authority

4

.650

02/01/29

1,000,000‌

250,000

New

York

State

Energy

Research

&

Development

Authority

5

.739

04/01/26

250,083‌

815,000

New

York

State

Energy

Research

&

Development

Authority

5

.822

04/01/27

816,609‌

350,000

New

York

State

Energy

Research

&

Development

Authority

6

.222

04/01/40

352,543‌

250,000

Pharr

Economic

Development

Corp

3

.016

08/15/26

246,962‌

275,000

Redevelopment

Authority

of

the

City

of

Philadelphia

4

.653

09/01/25

275,118‌

600,000

San

Diego

Unified

School

District

3

.915

07/01/28

599,431‌

245,915

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3

.242

01/01/31

241,290‌

250,000

Village

of

Deerfield

IL

4

.000

12/01/28

248,937‌

250,000

(c)

Warm

Springs

Reservation

Confederated

Tribe

2

.165

11/01/26

241,554‌

TOTAL

MUNICIPAL

BONDS

6,145,609‌

U.S.

TREASURY

SECURITIES

-

18.7%

4,694,000

United

States

Treasury

Note

3

.750

06/30/27

4,696,934‌

960,000

United

States

Treasury

Note

3

.875

06/15/28

965,100‌

1,604,000

United

States

Treasury

Note

3

.875

06/30/30

1,610,140‌

7,600,000

United

States

Treasury

Note/Bond

5

.000

09/30/25

7,611,727‌

TOTAL

U.S.

TREASURY

SECURITIES

14,883,901‌

TOTAL

GOVERNMENT

BONDS

(Cost

$31,151,722)

31,112,419‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

21.1%

ASSET

BACKED

-

14.3%

446,542

(c)

Air

Canada

2020-2,

Class

A

Pass

Through

Trust,

Series

2020

A

5

.250

04/01/29

450,556‌

250,000

(c)

Centersquare

Issuer

LLC,

Series

2025

1A

5

.500

03/26/55

241,764‌

798,327

Delta

Air

Lines

Pass

Through

Trust,

Series

2015

1

3

.625

07/30/27

783,217‌

175,258

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

1

2

.000

06/10/28

164,959‌

164,462

Delta

Air

Lines

Pass

Through

Trust,

Series

2020

1

2

.500

06/10/28

155,365‌

250,000

(c)

Frontier

Issuer

LLC,

Series

2023

1

6

.600

08/20/53

253,951‌

250,000

(c)

Frontier

Issuer

LLC,

Series

2023

1

11

.500

08/20/53

262,948‌

300,000

(c)

Frontier

Issuer

LLC,

Series

2024

1

6

.190

06/20/54

308,916‌

228,641

(c)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

4GS

1

.930

07/20/48

183,201‌

Short

Duration

Impact

Bond

270

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

227,226

(c)

GoodLeap

Sustainable

Home

Solutions

Trust,

Series

2021

5CS

2

.560

%

10/20/48

$

170,705‌

433,902

(c)

Helios

Issuer,

LLC,

Series

2023

B

5

.300

08/22/50

400,166‌

77,378

(c)

HERO

Funding

Trust,

Series

2016

1A

4

.050

09/20/41

73,149‌

118,793

(c)

HERO

Funding

Trust,

Series

2016

3A

3

.910

09/20/42

110,746‌

89,835

(c)

HERO

Funding

Trust,

Series

2020

1A

2

.590

09/20/57

74,882‌

500,000

(c)

Hertz

Vehicle

Financing

III

LLC,

Series

2023

2A

5

.570

09/25/29

510,291‌

86,777

(c)

Mosaic

Solar

Loan

Trust,

Series

2020

1A

2

.100

04/20/46

77,053‌

197,193

(c)

Mosaic

Solar

Loan

Trust,

Series

2020

2A

1

.440

08/20/46

167,242‌

249,917

(c)

Mosaic

Solar

Loan

Trust,

Series

2021

3A

1

.440

06/20/52

203,434‌

211,682

(c)

Mosaic

Solar

Loan

Trust,

Series

2021

3A

1

.770

06/20/52

145,063‌

22,889

(c)

Renew,

Series

2017

1A

3

.670

09/20/52

21,229‌

181,163

(c)

Sunnova

Helios

VII

Issuer

LLC,

Series

2021

C

2

.030

10/20/48

149,862‌

236,018

(c)

Sunnova

Helios

VIII

Issuer

LLC,

Series

2022

A

2

.790

02/22/49

197,175‌

220,850

(c)

Sunnova

Helios

XI

Issuer

LLC,

Series

2023

A

5

.300

05/20/50

203,265‌

413,232

(c)

Sunrun

Atlas

Issuer

LLC,

Series

2019

2

3

.610

02/01/55

391,235‌

274,808

(c)

Sunrun

Callisto

Issuer

LLC,

Series

2019

1A

3

.980

06/30/54

254,637‌

261,610

(c)

Sunrun

Callisto

Issuer

LLC,

Series

2021

2A

2

.270

01/30/57

231,493‌

250,000

(c)

Switch

ABS

Issuer

LLC,

Series

2025

1A

5

.036

03/25/55

246,606‌

43,475

(c)

Tesla

Auto

Lease

Trust,

Series

2023

A

5

.890

06/22/26

43,518‌

396,647

(c)

Tesla

Auto

Lease

Trust,

Series

2023

B

6

.130

09/21/26

397,911‌

529,995

(c)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.790

01/20/27

530,152‌

580,000

(c)

Tesla

Auto

Lease

Trust,

Series

2024

A

5

.300

06/21/27

581,726‌

1,000,000

(c)

Tesla

Auto

Lease

Trust,

Series

2023

A

5

.940

07/20/27

1,002,152‌

500,000

(c)

Tesla

Auto

Lease

Trust,

Series

2024

B

4

.820

10/20/27

502,266‌

202,930

(c)

Tesla

Electric

Vehicle

Trust,

Series

2023

1

5

.540

12/21/26

203,236‌

1,450,034

(c)

Tesla

Sustainable

Energy

Trust,

Series

2024

1A

5

.080

06/21/50

1,454,881‌

236,002

(c)

Vivint

Colar

Financing

V

LLC,

Series

2018

1A

7

.370

04/30/48

225,064‌

TOTAL

ASSET

BACKED

11,374,016‌

OTHER

MORTGAGE

BACKED

-

6.8%

200,000

(a),(c)

Alen

Mortgage

Trust,

(TSFR1M

+

2.364%),

Series

2021

ACEN

6

.676

04/15/34

182,462‌

250,000

(c)

BX

Trust,

Series

2022

CLS

6

.300

10/13/27

252,520‌

250,000

(a),(c)

BX

TRUST,

(TSFR1M

+

1.490%),

Series

2022

AHP

5

.802

01/17/39

249,527‌

250,000

(a),(c)

BX

TRUST,

(TSFR1M

+

2.090%),

Series

2022

AHP

6

.402

01/17/39

249,273‌

975,000

(a),(c)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

0

.310

04/15/42

10,047‌

250,000

(a),(c)

CHI

Commercial

Mortgage

Trust,

Series

2025

SFT

5

.665

04/15/42

254,990‌

27,000

(a),(c)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%),

Series

2022

R08

7

.950

07/25/42

28,193‌

1,000,000

(a),(c)

GS

Mortgage

Securities

Corp

Trust,

(TSFR1M

+

1.499%),

Series

2021

DM

5

.811

11/15/36

991,947‌

20,255

GS

Mortgage

Securities

Trust,

Series

2016

GS2

2

.922

05/10/49

20,169‌

500,000

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.734%),

Series

2020

609M

6

.046

10/15/33

497,618‌

212,214

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

5

.915

07/15/36

202,229‌

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.879%),

Series

2019

MILE

6

.191

07/15/36

230,334‌

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%),

Series

2019

MILE

6

.591

07/15/36

210,997‌

250,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

4.329%),

Series

2019

MILE

8

.641

07/15/36

167,319‌

182,612

(c)

One

Market

Plaza

Trust,

Series

2017

1MKT

3

.614

02/10/32

174,656‌

27,382,754

(a),(c)

SLG

Office

Trust,

Series

2021

OVA

0

.258

07/15/41

337,188‌

500,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

1.371%),

Series

2021

LIH

5

.683

11/15/36

498,701‌

500,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

1.770%),

Series

2021

LIH

6

.082

11/15/36

498,153‌

270,000

(a),(c)

STWD

Mortgage

Trust,

(TSFR1M

+

2.069%),

Series

2021

LIH

6

.381

11/15/36

269,027‌

72,608

(c)

Verus

Securitization

Trust,

Series

2020

1

3

.417

01/25/60

71,296‌

TOTAL

OTHER

MORTGAGE

BACKED

5,396,646‌

TOTAL

STRUCTURED

ASSETS

(Cost

$17,253,162)

16,770,662‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$78,399,624)

78,216,201‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

256,955

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

(h)

256,955‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$256,955)

256,955‌

271

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.9%

REPURCHASE

AGREEMENT

-

0.9%

$

708,000

(i)

Fixed

Income

Clearing

Corporation

4

.350

%

07/01/25

$

708,000‌

TOTAL

REPURCHASE

AGREEMENT

708,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$708,000)

708,000‌

TOTAL

INVESTMENTS

-

99.6%

(Cost

$79,364,579)

79,181,156‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.4%

320,523‌

NET

ASSETS

-

100.0%

$

79,501,679‌

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

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.

(b)

Perpetual

security.

Maturity

date

is

not

applicable.

(c)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$30,909,307

or

39.0%

of

Total

Investments.

(d)

Contingent

Capital

Securities

(“CoCos”)

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund’s

total

investment

in

CoCos

was

1.3%

of

Total

Investments.

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$239,881.

(f)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(g)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(i)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.350%

dated

6/30/25

to

be

repurchased

at

$708,086

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.375%

and

maturity

date

5/15/34,

valued

at

$722,204.

Short

Duration

Impact

Bond

272

Portfolio

of

Investments

June

30,

2025

(continued)

Fund

Level

1

Level

2

Level

3

Total

Short

Duration

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,514,197

$—

$1,514,197

Corporate

bonds

—

28,818,923

—

28,818,923

Government

bonds

—

31,112,419

—

31,112,419

Structured

assets

—

16,770,662

—

16,770,662

Investments

purchased

with

collateral

from

securities

lending

256,955

—

—

256,955

Short-Term

Investments

:

Repurchase

agreement

—

708,000

—

708,000

Total

$256,955

$78,924,201

$—

$79,181,156

1

1

1

1

1

Portfolio

of

Investments

June

30,

2025

Short

Term

Bond

273

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

96.1%

BANK

LOAN

OBLIGATIONS

-

0.8%

CAPITAL

GOODS

-

0.1%

$

1,253,564

(a)

Core

&

Main

LP,

Term

Loan

B,

(TSFR1M

+

2.000%)

6

.270

%

07/27/28

$

1,255,921‌

TOTAL

CAPITAL

GOODS

1,255,921‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

661,872

(a)

American

Builders

&

Contractors

Supply

Co.,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.077

01/31/31

665,085‌

1,744,299

(a)

Avis

Budget

Car

Rental,

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.191

08/06/27

1,732,307‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

2,397,392‌

CONSUMER

SERVICES

-

0.3%

1,443,881

(a)

101B.C.

Unlimited

Liability

Company,

Term

Loan

B6,

(TSFR1M

+

1.750%)

6

.077

09/20/30

1,439,521‌

1,943,891

(a)

Hilton

Domestic

Operating

Company,

Inc.,

Term

Loan

B4,

(TSFR1M

+

1.750%)

6

.069

11/08/30

1,952,697‌

778,076

(a)

KFC

Holding

Co.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.179

03/15/28

782,818‌

1,405,082

(a)

Wyndham

Hotels

&

Resorts,

Inc.,

Term

Loan,

(TSFR1M

+

1.750%)

6

.077

05/24/30

1,412,354‌

TOTAL

CONSUMER

SERVICES

5,587,390‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

730,720

(a)

US

Foods,

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.077

11/22/28

738,027‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

738,027‌

FINANCIAL

SERVICES

-

0.0%

698,297

(a)

Trans

Union,

LLC,

Term

Loan

B9,

(TSFR1M

+

1.750%)

6

.077

06/24/31

699,791‌

TOTAL

FINANCIAL

SERVICES

699,791‌

MEDIA

&

ENTERTAINMENT

-

0.1%

995,854

(a)

CSC

Holdings,

LLC,

Term

Loan

B6,

(TSFR1M

+

4.500%)

8

.812

01/18/28

983,969‌

674,453

(a)

Outfront

Media

Capital

LLC,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.077

11/18/26

675,154‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,659,123‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

100,389

(a)

Avantor

Funding,

Inc.,

Term

Loan,

(TSFR1M

+

2.000%)

6

.427

11/08/27

100,911‌

1,564,963

(a)

Jazz

Financing

Lux

S.a.r.l.,

First

Lien

Term

Loan

B,

(TSFR1M

+

2.250%)

6

.577

05/05/28

1,573,555‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

1,674,466‌

SOFTWARE

&

SERVICES

-

0.1%

1,283,333

(a)

Gen

Digital

Inc.,

Term

Loan

B,

(TSFR1M

+

1.750%)

6

.077

09/12/29

1,283,019‌

TOTAL

SOFTWARE

&

SERVICES

1,283,019‌

TOTAL

BANK

LOAN

OBLIGATIONS

(Cost

$15,206,799)

15,295,129‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

BONDS

-

34

.3

%

AUTOMOBILES

&

COMPONENTS

-

2.1%

2,725,000

(b)

Denso

Corp

1

.239

09/16/26

2,625,997‌

2,200,000

(b)

Ford

Otomotiv

Sanayi

AS.

7

.125

04/25/29

2,201,650‌

11,000,000

General

Motors

Financial

Co,

Inc

5

.400

04/06/26

11,049,922‌

5,000,000

General

Motors

Financial

Co,

Inc

5

.400

05/08/27

5,072,608‌

850,000

General

Motors

Financial

Co,

Inc

6

.000

01/09/28

875,431‌

7,500,000

Toyota

Motor

Credit

Corp

4

.550

08/07/26

7,526,055‌

10,000,000

Toyota

Motor

Credit

Corp

4

.500

05/14/27

10,069,546‌

TOTAL

AUTOMOBILES

&

COMPONENTS

39,421,209‌

BANKS

-

13.4%

1,125,000

(b),(c)

Banco

Bradesco

S.A.

6

.500

01/22/30

1,177,763‌

2,855,000

(b)

Banco

do

Brasil

S.A.

3

.250

09/30/26

2,808,838‌

3,000,000

(b)

Banco

Santander

Mexico

S.A.

Institucion

de

Banca

Multiple

Grupo

Financiero

Santand

5

.621

12/10/29

3,055,500‌

3,000,000

(b)

Bank

Leumi

Le-Israel

BM

5

.125

07/27/27

3,003,510‌

25,000,000

Bank

of

America

Corp

4

.979

01/24/29

25,356,597‌

5,000,000

Bank

of

America

Corp

5

.819

09/15/29

5,208,589‌

1,800,000

Barclays

plc

4

.837

09/10/28

1,813,893‌

5,000,000

Barclays

plc

6

.490

09/13/29

5,286,319‌

2,900,000

(b)

Caixa

Economica

Federal

5

.625

05/13/30

2,894,200‌

15,000,000

CitiBank

NA

5

.438

04/30/26

15,116,389‌

7,250,000

CitiBank

NA

4

.929

08/06/26

7,299,762‌

10,000,000

CitiBank

NA

4

.576

05/29/27

10,054,922‌

5,000,000

CitiBank

NA

4

.876

11/19/27

5,030,415‌

Short

Term

Bond

274

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

13.4%

(continued)

$

10,000,000

Citigroup,

Inc

5

.610

%

09/29/26

$

10,022,459‌

2,150,000

(b)

Credit

Agricole

S.A.

5

.222

05/27/31

2,190,092‌

20,000,000

Goldman

Sachs

Bank

USA

5

.283

03/18/27

20,098,690‌

10,000,000

Goldman

Sachs

Bank

USA

5

.414

05/21/27

10,082,530‌

14,450,000

HSBC

Holdings

plc

5

.130

11/19/28

14,633,764‌

1,600,000

(b),(c)

Itau

Unibanco

Holding

S.A.

6

.000

02/27/30

1,641,240‌

10,000,000

JPMorgan

Chase

&

Co

5

.581

04/22/30

10,383,569‌

3,000,000

JPMorgan

Chase

&

Co

4

.995

07/22/30

3,054,787‌

10,000,000

JPMorgan

Chase

&

Co

4

.603

10/22/30

10,034,158‌

10,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

10,126,599‌

5,000,000

Morgan

Stanley

Bank

NA

5

.882

10/30/26

5,105,216‌

8,400,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

8,577,368‌

5,000,000

Morgan

Stanley

Bank

NA

4

.968

07/14/28

5,059,893‌

4,275,000

(b),(c)

NatWest

Markets

plc

5

.416

05/17/27

4,365,480‌

11,200,000

PNC

Bank

NA

4

.543

05/13/27

11,205,629‌

10,000,000

Royal

Bank

of

Canada

4

.650

01/27/26

9,996,944‌

4,000,000

(b)

United

Overseas

Bank

Ltd

1

.250

04/14/26

3,909,405‌

21,900,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

22,179,183‌

TOTAL

BANKS

250,773,703‌

CAPITAL

GOODS

-

1.3%

10,000,000

Boeing

Co

2

.196

02/04/26

9,843,923‌

10,000,000

Caterpillar

Financial

Services

Corp

4

.350

05/15/26

10,005,677‌

3,000,000

(b)

Embraer

Netherlands

Finance

BV

7

.000

07/28/30

3,239,130‌

2,000,000

(b)

Sisecam

UK

plc

8

.250

05/02/29

2,023,948‌

TOTAL

CAPITAL

GOODS

25,112,678‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.7%

2,700,000

O'Reilly

Automotive,

Inc

5

.750

11/20/26

2,747,840‌

10,000,000

Walmart,

Inc

4

.100

04/28/27

10,042,326‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

12,790,166‌

ENERGY

-

2.7%

5,000,000

BP

Capital

Markets

America,

Inc

5

.017

11/17/27

5,091,220‌

3,000,000

Canadian

Natural

Resources

Ltd

2

.050

07/15/25

2,996,535‌

1,000,000

Ecopetrol

S.A.

4

.625

11/02/31

844,573‌

4,125,000

Enbridge,

Inc

4

.600

06/20/28

4,155,969‌

3,000,000

Energy

Transfer

LP

5

.250

07/01/29

3,073,470‌

2,275,000

Energy

Transfer

LP

5

.200

04/01/30

2,325,723‌

3,500,000

Enterprise

Products

Operating

LLC

5

.050

01/10/26

3,507,877‌

2,991,000

Hess

Corp

4

.300

04/01/27

2,983,985‌

3,600,000

(b)

Pertamina

Hulu

Energi

PT

5

.250

05/21/30

3,637,999‌

1,000,000

Petroleos

Mexicanos

4

.500

01/23/26

986,450‌

1,000,000

Petroleos

Mexicanos

5

.350

02/12/28

960,242‌

3,840,000

(b)

Petronas

Capital

Ltd

4

.950

01/03/31

3,916,333‌

1,315,789

Reliance

Industries

Ltd

2

.444

01/15/26

1,308,076‌

2,275,000

(b)

South

Bow

USA

Infrastructure

Holdings

LLC

4

.911

09/01/27

2,289,598‌

2,000,000

(b)

Tengizchevroil

Finance

Co

International

Ltd

2

.625

08/15/25

1,992,160‌

10,000,000

Williams

Cos,

Inc

5

.400

03/02/26

10,056,992‌

TOTAL

ENERGY

50,127,202‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.8%

3,000,000

American

Tower

Corp

5

.250

07/15/28

3,075,435‌

3,000,000

Essex

Portfolio

LP

1

.700

03/01/28

2,797,408‌

5,000,000

GLP

Capital

LP

5

.750

06/01/28

5,123,480‌

3,000,000

Healthcare

Realty

Holdings

LP

3

.750

07/01/27

2,958,110‌

4,800,000

Kite

Realty

Group

LP

4

.000

10/01/26

4,757,670‌

13,365,000

(b)

SBA

Tower

Trust

1

.884

01/15/26

13,146,687‌

2,500,000

(b)

SBA

Tower

Trust

1

.631

11/15/26

2,398,606‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

34,257,396‌

FINANCIAL

SERVICES

-

1.6%

5,500,000

AerCap

Ireland

Capital

DAC

6

.100

01/15/27

5,622,054‌

3,000,000

American

Express

Co

5

.532

04/25/30

3,118,625‌

10,000,000

Morgan

Stanley

4

.994

04/12/29

10,145,474‌

1,675,000

Morgan

Stanley

5

.449

07/20/29

1,722,655‌

4,000,000

(b)

Rocket

Mortgage

LLC

2

.875

10/15/26

3,901,078‌

275

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

1.6%

(continued)

$

5,000,000

State

Street

Corp

5

.272

%

08/03/26

$

5,050,208‌

TOTAL

FINANCIAL

SERVICES

29,560,094‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

3,000,000

(b)

Bimbo

Bakeries

USA,

Inc

6

.050

01/15/29

3,135,927‌

7,550,000

(b)

Mars,

Inc

4

.800

03/01/30

7,649,660‌

5,000,000

Philip

Morris

International,

Inc

4

.125

04/28/28

4,990,218‌

3,000,000

Philip

Morris

International,

Inc

4

.875

02/13/29

3,052,932‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

18,828,737‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.9%

8,750,000

CVS

Health

Corp

4

.300

03/25/28

8,714,096‌

3,200,000

HCA,

Inc

5

.200

06/01/28

3,269,375‌

5,000,000

UnitedHealth

Group,

Inc

4

.250

01/15/29

4,991,126‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

16,974,597‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

5,000,000

Unilever

Capital

Corp

4

.250

08/12/27

5,021,632‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,021,632‌

INSURANCE

-

0.5%

5,000,000

Arthur

J

Gallagher

&

Co

4

.850

12/15/29

5,073,475‌

2,050,000

Brown

&

Brown,

Inc

4

.700

06/23/28

2,067,294‌

2,500,000

(b)

Principal

Life

Global

Funding

II

0

.875

01/12/26

2,453,313‌

TOTAL

INSURANCE

9,594,082‌

MATERIALS

-

0.6%

3,401,000

Amcor

Finance

USA,

Inc

3

.625

04/28/26

3,372,666‌

2,200,000

AngloGold

Ashanti

Holdings

plc

3

.375

11/01/28

2,100,171‌

1,200,000

(b)

Freeport

Indonesia

PT

4

.763

04/14/27

1,196,925‌

2,000,000

(b)

Kraton

Corp

5

.000

07/15/27

2,024,340‌

1,000,000

(b)

OCP

S.A.

6

.100

04/30/30

1,013,302‌

960,000

(b)

Orbia

Advance

Corp

SAB

de

C.V.

6

.800

05/13/30

981,120‌

1,600,000

(b)

POSCO

5

.750

01/17/28

1,644,185‌

TOTAL

MATERIALS

12,332,709‌

MEDIA

&

ENTERTAINMENT

-

1.0%

2,000,000

(b)

CCO

Holdings

LLC

5

.125

05/01/27

1,993,566‌

10,000,000

Charter

Communications

Operating

LLC

6

.150

11/10/26

10,191,423‌

6,000,000

Comcast

Corp

3

.300

02/01/27

5,915,597‌

TOTAL

MEDIA

&

ENTERTAINMENT

18,100,586‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.6%

5,000,000

AbbVie,

Inc

4

.650

03/15/28

5,075,590‌

9,600,000

Amgen,

Inc

5

.150

03/02/28

9,808,913‌

3,000,000

AstraZeneca

Finance

LLC

4

.800

02/26/27

3,033,035‌

8,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

8,064,094‌

633,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4

.750

05/09/27

631,892‌

3,000,000

Zoetis,

Inc

5

.400

11/14/25

3,006,406‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

29,619,930‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

1,800,000

Broadcom,

Inc

4

.150

02/15/28

1,794,762‌

5,800,000

Broadcom,

Inc

5

.050

07/12/29

5,939,308‌

3,000,000

(b)

TSMC

Global

Ltd

0

.750

09/28/25

2,973,563‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

10,707,633‌

SOFTWARE

&

SERVICES

-

0.5%

5,000,000

Accenture

Capital,

Inc

3

.900

10/04/27

4,984,714‌

925,000

(b)

Gen

Digital,

Inc

6

.750

09/30/27

941,379‌

3,100,000

Oracle

Corp

5

.800

11/10/25

3,112,462‌

TOTAL

SOFTWARE

&

SERVICES

9,038,555‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

3,000,000

Amphenol

Corp

5

.050

04/05/29

3,085,963‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

3,085,963‌

TELECOMMUNICATION

SERVICES

-

1.1%

5,500,000

AT&T,

Inc

1

.700

03/25/26

5,389,782‌

2,650,000

(b)

Sitios

Latinoamerica

SAB

de

C.V.

6

.000

11/25/29

2,698,336‌

8,000,000

T-Mobile

USA,

Inc

3

.750

04/15/27

7,916,462‌

Short

Term

Bond

276

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TELECOMMUNICATION

SERVICES

-

1.1%

(continued)

$

5,500,000

Verizon

Communications,

Inc

2

.100

%

03/22/28

$

5,211,193‌

TOTAL

TELECOMMUNICATION

SERVICES

21,215,773‌

TRANSPORTATION

-

0.3%

2,000,000

(b)

Grupo

Aeromexico

SAB

de

C.V.

8

.250

11/15/29

1,964,400‌

3,170,000

(b)

Transnet

SOC

Ltd

8

.250

02/06/28

3,278,856‌

TOTAL

TRANSPORTATION

5,243,256‌

UTILITIES

-

2.1%

1,400,000

(b)

Banco

Nacional

de

Comercio

Exterior

SNC

5

.875

05/07/30

1,418,354‌

3,400,000

(b)

Comision

Federal

de

Electricidad

5

.700

01/24/30

3,394,900‌

1,160,157

Consumers

2023

Securitization

Funding

LLC

5

.550

03/01/28

1,168,280‌

2,675,000

DTE

Electric

Co

4

.250

05/14/27

2,678,688‌

5,000,000

DTE

Energy

Co

5

.200

04/01/30

5,116,427‌

5,000,000

Florida

Power

&

Light

Co

4

.400

05/15/28

5,037,345‌

2,500,000

(b)

Israel

Electric

Corp

Ltd

4

.250

08/14/28

2,427,487‌

1,575,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

1,596,203‌

3,000,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

03/15/29

3,048,090‌

6,218,393

Virginia

Power

Fuel

Securitization

LLC

5

.088

05/01/27

6,252,031‌

5,000,000

WEC

Energy

Group,

Inc

4

.750

01/09/26

5,001,118‌

1,378,000

WEC

Energy

Group,

Inc

5

.600

09/12/26

1,396,127‌

TOTAL

UTILITIES

38,535,050‌

TOTAL

CORPORATE

BONDS

(Cost

$634,123,962)

640,340,951‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

40.1%

AGENCY

SECURITIES

-

1.2%

20,036,250

Federal

Home

Loan

Banks

1

.000

03/23/26

19,578,376‌

765,000

Montefiore

Medical

Center

2

.152

10/20/26

745,752‌

1,052,631

Reliance

Industries

Ltd

1

.870

01/15/26

1,043,151‌

1,000,000

Reliance

Industries

Ltd

2

.060

01/15/26

991,369‌

TOTAL

AGENCY

SECURITIES

22,358,648‌

FOREIGN

GOVERNMENT

BONDS

-

2.3%

925,000

(b)

Baiterek

National

Managing

Holding

JSC

5

.450

05/08/28

935,848‌

2,500,000

Brazilian

Government

International

Bond

5

.500

11/06/30

2,504,500‌

6,250,000

(b)

Central

American

Bank

for

Economic

Integration

5

.000

02/09/26

6,266,567‌

1,000,000

(b)

Hungary

Government

International

Bond

6

.125

05/22/28

1,032,827‌

2,800,000

(b)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1

.250

04/27/26

2,731,014‌

2,800,000

(b)

Magyar

Export-Import

Bank

Zrt

6

.125

12/04/27

2,861,413‌

4,350,000

Mexico

Government

International

Bond

3

.750

01/11/28

4,255,823‌

4,300,000

(b)

Morocco

Government

International

Bond

2

.375

12/15/27

4,055,915‌

3,575,000

(b)

OPEC

Fund

for

International

Development

4

.500

01/26/26

3,575,266‌

4,250,000

Peruvian

Government

International

Bond

4

.125

08/25/27

4,241,611‌

900,000

Philippine

Government

International

Bond

2

.457

05/05/30

821,960‌

4,000,000

(b)

Qatar

Government

International

Bond

4

.000

03/14/29

3,967,224‌

1,000,000

(b)

Romanian

Government

International

Bond

6

.625

02/17/28

1,033,635‌

5,200,000

(b)

Saudi

Government

International

Bond

3

.250

10/26/26

5,117,237‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

43,400,840‌

MORTGAGE

BACKED

-

8.1%

7,351

Citicorp

Mortgage

Securities

Trust

Series

5

.500

02/25/26

7,316‌

10,094,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.405

03/25/42

10,405,682‌

6,170,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.650%)

8

.956

06/25/42

6,582,985‌

7,277,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.350%)

7

.655

01/25/43

7,597,604‌

8,880,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.550%)

7

.856

05/25/43

9,385,619‌

1,175,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.100%)

7

.406

06/25/43

1,227,445‌

460,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.700%)

7

.005

07/25/43

475,395‌

6,375

Deutsche

Mortgage

Securities,

Inc

Mortgage

Loan

Trust

(Step

Bond)

5

.940

07/25/34

6,351‌

51,481,655

(a)

Fannie

Mae

REMICS,

(SOFR30A

+

1.400%)

5

.705

08/25/54

51,643,817‌

17,171,799

(a)

Fannie

Mae

REMICS,

(SOFR30A

+

1.250%)

5

.555

10/25/54

17,171,469‌

20,000,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.350%)

7

.655

05/25/42

20,798,400‌

1,097,357

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.500%)

8

.805

06/25/42

1,167,216‌

1,805,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

4.000%)

8

.305

07/25/42

1,906,487‌

3,830,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust,

(SOFR30A

+

3.250%)

7

.556

04/25/43

4,018,356‌

277

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE

BACKED

(continued)

$

5,168,243

Ginnie

Mae

I

Pool

2

.000

%

05/15/31

$

4,808,386‌

15,235,218

Ginnie

Mae

I

Pool

1

.730

07/15/37

12,904,646‌

43,976

(a)

Impac

CMB

Trust,

(TSFR1M

+

0.774%)

5

.094

03/25/35

40,286‌

223,972

(a),(b)

New

Residential

Mortgage

Loan

Trust

3

.750

11/25/54

215,929‌

359,183

(a),(b)

New

Residential

Mortgage

Loan

Trust

3

.750

03/25/56

347,091‌

606,050

(a),(b)

New

Residential

Mortgage

Loan

Trust

4

.000

12/25/57

591,613‌

80,590

(a)

Structured

Adjustable

Rate

Mortgage

Loan

Trust,

(TSFR1M

+

0.484%)

4

.804

07/25/34

80,386‌

TOTAL

MORTGAGE

BACKED

151,382,479‌

U.S.

TREASURY

SECURITIES

-

28.5%

68,366,000

United

States

Treasury

Note

3

.750

06/30/27

68,408,729‌

52,616,000

United

States

Treasury

Note

3

.875

06/15/28

52,895,522‌

68,411,000

United

States

Treasury

Note

3

.875

04/30/30

68,678,230‌

66,176,000

United

States

Treasury

Note

3

.875

06/30/30

66,429,330‌

13,611,100

United

States

Treasury

Note/Bond

3

.000

10/31/25

13,553,147‌

54,652,100

United

States

Treasury

Note/Bond

3

.625

05/15/26

54,449,289‌

186,169,000

United

States

Treasury

Note/Bond

1

.500

08/15/26

181,172,980‌

16,050,000

United

States

Treasury

Note/Bond

0

.500

06/30/27

15,061,295‌

11,000,000

United

States

Treasury

Note/Bond

1

.375

10/31/28

10,199,492‌

TOTAL

U.S.

TREASURY

SECURITIES

530,848,014‌

TOTAL

GOVERNMENT

BONDS

(Cost

$747,278,447)

747,989,981‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

20.9%

ASSET

BACKED

-

10.3%

46,676

Aames

Mortgage

Trust

(Step

Bond),

Series

2002

1

7

.396

06/25/32

45,887‌

4,059,459

(b)

Alterna

Funding

III

LLC,

Series

2024

1A

6

.260

05/16/39

4,097,803‌

55,677

(b)

Asset

Backed

Funding

Corp

NIM

Trust,

Series

2005

WMC1

5

.900

07/26/35

1‌

323,266

(a)

Asset

Backed

Securities

Corp

Home

Equity

Loan

Trust

Series,

(TSFR1M

+

1.764%),

Series

2002

HE1

6

.076

03/15/32

341,146‌

9,000,000

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2024

1A

5

.360

06/20/30

9,234,361‌

1,899,324

(b)

Capital

Automotive

REIT,

Series

2021

1A

1

.440

08/15/51

1,820,310‌

2,089,003

(b)

Capital

Automotive

REIT,

Series

2021

1A

1

.920

08/15/51

2,000,237‌

7,000,000

CarMax

Auto

Owner

Trust,

Series

2021

3

1

.000

03/15/27

6,924,783‌

16,085,000

CarMax

Auto

Owner

Trust,

Series

2024

4

4

.600

10/15/29

16,203,038‌

484

Centex

Home

Equity,

Series

2002

A

5

.540

01/25/32

483‌

35,599

(a)

Centex

Home

Equity,

(TSFR1M

+

0.759%),

Series

2004

B

5

.079

03/25/34

35,274‌

9,579,164

(b)

CF

Hippolyta

LLC,

Series

2020

1

1

.690

07/15/60

9,476,657‌

122,341

(a)

Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates,

Series

2004

2

5

.700

02/26/35

108,438‌

2,540,000

CNH

Equipment

Trust,

Series

2021

B

0

.900

01/16/29

2,517,716‌

6,562,000

(b)

DB

Master

Finance

LLC,

Series

2021

1A

2

.045

11/20/51

6,317,348‌

10,697,500

(b)

Domino's

Pizza

Master

Issuer

LLC,

Series

2021

1A

2

.662

04/25/51

9,981,191‌

957,124

(b)

FNA

VI

LLC,

Series

2021

1A

1

.350

01/10/32

889,924‌

3,100,000

Ford

Credit

Auto

Owner

Trust,

Series

2024

D

4

.610

08/15/29

3,131,023‌

1,500,000

(b)

Ford

Credit

Auto

Owner

Trust,

Series

2021

1

1

.610

10/17/33

1,462,610‌

18,050,000

GM

Financial

Automobile

Leasing

Trust,

Series

2024

2

5

.390

07/20/27

18,193,994‌

5,000,000

(a),(b)

Goldentree

Loan

Management

US

CLO

6

Ltd,

(TSFR3M

+

0.970%),

Series

2019

6A

5

.295

04/20/35

4,979,350‌

2,915,000

(a),(b)

Gracie

Point

International

Funding

LLC,

(SOFR90A

+

1.700%),

Series

2024

1A

6

.122

03/01/28

2,920,411‌

1,115,000

(a),(b)

Gracie

Point

International

Funding

LLC,

(SOFR90A

+

2.100%),

Series

2024

1A

6

.522

03/01/28

1,113,462‌

4,381,657

(b)

Hilton

Grand

Vacations

Trust,

Series

2024

2A

5

.500

03/25/38

4,463,163‌

250,746

IMC

Home

Equity

Loan

Trust

(Step

Bond),

Series

1998

3

5

.432

08/20/29

248,918‌

7,753,658

(b)

MVW

LLC,

Series

2025

1A

4

.970

09/22/42

7,829,015‌

8,743,601

(b)

MVW

LLC,

Series

2024

1A

5

.320

02/20/43

8,901,158‌

1,571,801

(b)

Navient

Private

Education

Refi

Loan

Trust,

Series

2021

A

0

.840

05/15/69

1,432,523‌

5,000,000

(a),(b)

Neuberger

Berman

Loan

Advisers

Clo

42

Ltd,

(TSFR3M

+

0.950%),

Series

2021

42A

5

.211

07/16/35

4,987,500‌

4,250,000

(b)

Onemain

Financial

Issuance

Trust,

Series

2025

1A

5

.170

07/14/38

4,273,056‌

728,622

(b)

Oportun

Issuance

Trust,

Series

2021

B

1

.960

05/08/31

711,461‌

8,425,000

(b)

PFS

Financing

Corp,

Series

2024

B

4

.950

02/15/29

8,506,946‌

9,630,000

(b)

PFS

Financing

Corp,

Series

2024

D

5

.340

04/15/29

9,794,842‌

5,050,000

(b)

SCCU

Auto

Receivables

Trust,

Series

2024

1A

5

.110

06/15/29

5,078,609‌

4,908,185

SCE

Recovery

Funding

LLC,

Series

2021

A-1

0

.861

11/15/31

4,360,989‌

2,351,150

(b)

ServiceMaster

Funding

LLC,

Series

2020

1

2

.841

10/30/51

2,184,181‌

Short

Term

Bond

278

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET

BACKED

(continued)

$

5,520,000

(b)

SERVPRO

Master

Issuer

LLC,

Series

2021

1A

2

.394

%

04/25/51

$

5,147,035‌

576,011

(b)

Sierra

Timeshare

Receivables

Funding

LLC,

Series

2021

1A

0

.990

11/20/37

565,763‌

12,615,300

(b)

Taco

Bell

Funding

LLC,

Series

2021

1A

1

.946

08/25/51

12,023,928‌

4,000,000

(a),(b)

Thayer

Park

CLO

Ltd,

(TSFR3M

+

1.302%),

Series

2017

1A

5

.571

04/20/34

4,007,548‌

5,573,891

(b)

Wendy's

Funding

LLC,

Series

2021

1A

2

.370

06/15/51

5,122,953‌

TOTAL

ASSET

BACKED

191,435,035‌

OTHER

MORTGAGE

BACKED

-

10.6%

2,000,000

(a),(b)

Arbor

Realty

Collateralized

Loan

Obligation

Ltd,

(TSFR1M

+

1.925%),

Series

2025

BTR1

6

.340

01/20/41

2,003,626‌

2,750,000

(a),(b)

ARDN

Mortgage

Trust,

(TSFR1M

+

1.750%),

Series

2025

ARCP

6

.092

06/15/35

2,756,389‌

1,185,000

(a),(b)

ARES

Commercial

Mortgage

Trust,

(TSFR1M

+

1.692%),

Series

2024

IND

7

.012

07/15/41

1,188,624‌

2,500,000

(a),(b)

BAMLL

Trust,

(TSFR1M

+

2.350%),

Series

2025

ASHF

6

.692

02/15/42

2,500,801‌

4,119,000

(a),(b)

BBCMS

Trust,

(TSFR1M

+

1.297%),

Series

2018

CBM

5

.609

07/15/37

4,024,199‌

5,692,964

(a),(b)

BLP

Commercial

Mortgage

Trust,

(TSFR1M

+

1.342%),

Series

2024

IND2

5

.654

03/15/41

5,706,359‌

3,500,000

(a),(b)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.112%),

Series

2021

XL2

5

.454

10/15/38

3,499,964‌

5,005,000

(a),(b)

BX

Commercial

Mortgage

Trust,

(TSFR1M

+

1.312%),

Series

2021

XL2

5

.624

10/15/38

5,005,477‌

2,600,000

(a),(b)

BX

Trust,

(TSFR1M

+

2.690%),

Series

2023

DELC

7

.002

05/15/38

2,621,857‌

7,000,000

(a),(b)

BX

Trust,

(TSFR1M

+

1.500%),

Series

2025

LUNR

5

.812

06/15/40

7,019,713‌

1,000,000

(a),(b)

BX

TRUST,

(TSFR1M

+

1.840%),

Series

2022

AHP

6

.182

01/17/39

997,621‌

3,000,000

(b)

COMM

Mortgage

Trust,

Series

2022

HC

3

.376

01/10/39

2,796,872‌

1,280,024

(b)

COMM

Mortgage

Trust,

Series

2013

CR6

3

.397

03/10/46

1,225,215‌

4,534,633

COMM

Mortgage

Trust,

Series

2014

CR17

4

.377

05/10/47

4,380,216‌

1,671,963

COMM

Mortgage

Trust,

Series

2014

UBS3

4

.012

06/10/47

1,604,905‌

3,264,690

(a)

COMM

Mortgage

Trust,

Series

2015

LC21

4

.518

07/10/48

3,240,384‌

1,150,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR24

3

.463

08/10/48

1,043,767‌

4,170,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR25

4

.689

08/10/48

4,151,092‌

2,500,000

(a)

COMM

Mortgage

Trust,

Series

2015

CR26

4

.668

10/10/48

2,457,562‌

165,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.850%),

Series

2022

R06

8

.155

05/25/42

172,680‌

1,123,816

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR

+

3.600%),

Series

2022

R08

7

.950

07/25/42

1,173,481‌

8,295,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

4.750%),

Series

2022

R09

9

.056

09/25/42

8,893,997‌

3,277,041

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

2.400%),

Series

2023

R01

7

.696

12/25/42

3,363,179‌

12,515,000

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

3.750%),

Series

2023

R01

8

.056

12/25/42

13,214,347‌

10,037,066

(a),(b)

Connecticut

Avenue

Securities

Trust,

(SOFR30A

+

1.450%),

Series

2025

R03

5

.755

03/25/45

10,103,015‌

2,523,039

(b)

CSMC

OA

LLC,

Series

2014

USA

3

.304

09/15/37

2,338,724‌

1,291,293

(b)

CSMC

Trust,

Series

2020

NQM1

2

.414

05/25/65

1,225,333‌

5,000,000

(a),(b)

DBSG

Mortgage

Trust,

Series

2024

ALTA

6

.595

06/10/37

5,093,964‌

1,400,000

(a),(b)

DBWF

Mortgage

Trust,

Series

2015

LCM

3

.535

06/10/34

1,338,261‌

2,643,882

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust,

Series

2020

PJ5

3

.000

03/27/51

2,269,700‌

4,300,000

(a),(b),(d)

GSAT

Trust,

(TSFR1M

+

1.500%),

Series

2025

BMF

5

.820

07/15/30

4,308,225‌

5,000,000

(a),(b)

HYT

Commercial

Mortgage

Trust,

(TSFR1M

+

1.841%),

Series

2024

RGCY

6

.153

09/15/41

5,011,661‌

1,500,000

(a),(b)

IP

Mortgage

Trust,

Series

2025

IP

5

.540

06/10/42

1,522,745‌

1,000,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.064%),

Series

2021

MHC

6

.376

04/15/38

1,001,478‌

602,123

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2011

C3

5

.013

02/15/46

582,479‌

2,300,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust,

Series

2016

JP3

2

.870

08/15/49

2,247,637‌

4,700,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2014

C23

4

.700

09/15/47

4,394,331‌

1,570,000

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4

.106

08/15/48

1,546,702‌

5,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4

.593

08/15/48

3,964,100‌

1,200,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust,

Series

2015

C31

4

.754

08/15/48

1,135,275‌

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust,

Series

2017

JP5

3

.904

03/15/50

1,756,146‌

5,000,000

(a),(b)

KRE

Commercial

Mortgage

Trust,

(TSFR1M

+

1.300%),

Series

2025

AIP4

5

.612

03/15/42

4,994,602‌

1,422,047

(a),(b)

MCR

Mortgage

Trust,

(TSFR1M

+

1.758%),

Series

2024

HTL

6

.070

02/15/37

1,422,793‌

518,251

(a),(b)

MHC

Commercial

Mortgage

Trust,

(TSFR1M

+

0.915%),

Series

2021

MHC

5

.227

04/15/38

518,457‌

2,000,000

(a),(b)

MHC

Commercial

Mortgage

Trust,

(TSFR1M

+

1.215%),

Series

2021

MHC

6

.536

04/15/38

2,001,035‌

1,200,000

(a),(b)

MHC

Commercial

Mortgage

Trust,

(TSFR1M

+

1.715%),

Series

2021

MHC

7

.040

04/15/38

1,200,870‌

2,500,000

(b)

MRCD

Mortgage

Trust,

Series

2019

PARK

2

.718

12/15/36

1,853,050‌

2,500,000

(b)

MRCD

Mortgage

Trust,

Series

2019

PARK

2

.718

12/15/36

1,753,500‌

4,275,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

+

1.397%),

Series

2022

LPFL

5

.717

03/15/39

4,274,811‌

6,000,000

(a),(b)

MTN

Commercial

Mortgage

Trust,

(TSFR1M

+

1.896%),

Series

2022

LPFL

6

.216

03/15/39

6,000,914‌

8,064,144

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

1.579%),

Series

2019

MILE

5

.915

07/15/36

7,684,694‌

7,500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust,

(TSFR1M

+

2.279%),

Series

2019

MILE

6

.591

07/15/36

6,329,896‌

282,749

(b)

Natixis

Commercial

Mortgage

Securities

Trust,

Series

2020

2PAC

2

.966

12/15/38

268,115‌

2,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust,

(TSFR1M

+

2.114%),

Series

2021

MF

6

.426

07/15/38

1,438,705‌

279

Investments

in

Derivatives

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

OTHER

MORTGAGE

BACKED

(continued)

$

2,275,000

(a),(b)

RLGH

Trust,

(LIBOR

1

M

+

1.828%),

Series

2021

TROT

1

.821

%

04/15/36

$

2,260,793‌

7,886,000

(a),(b)

RLGH

Trust,

(TSFR1M

+

1.279%),

Series

2021

TROT

5

.591

04/15/36

7,867,697‌

3,662,709

(a),(b)

SMR

Mortgage

Trust,

(TSFR1M

+

2.400%),

Series

2022

IND

6

.742

02/15/39

3,672,194‌

1,471,365

(b)

Verus

Securitization

Trust,

Series

2020

1

3

.417

01/25/60

1,444,773‌

6,375,588

(a),(b)

Verus

Securitization

Trust,

Series

2021

7

2

.240

10/25/66

5,552,244‌

3,000,000

(a)

WFRBS

Commercial

Mortgage

Trust,

Series

2013

C11

4

.010

03/15/45

2,871,615‌

TOTAL

OTHER

MORTGAGE

BACKED

198,292,861‌

TOTAL

STRUCTURED

ASSETS

(Cost

$398,323,462)

389,727,896‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$1,794,932,670)

1,793,353,957‌

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

2,164,543

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

(f)

2,164,543‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$2,164,543)

2,164,543‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

2.8%

REPURCHASE

AGREEMENT

-

2.5%

46,533,000

(g)

Fixed

Income

Clearing

Corporation

4

.390

07/01/25

46,533,000‌

TOTAL

REPURCHASE

AGREEMENT

46,533,000‌

TREASURY

DEBT

-

0.3%

5,000,000

United

States

Treasury

Bill

0

.000

07/08/25

4,995,970‌

TOTAL

TREASURY

DEBT

4,995,970‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$51,528,892)

51,528,970‌

TOTAL

INVESTMENTS

-

99.0%

(Cost

$1,848,626,105)

1,847,047,470‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.0%

19,400,530‌

NET

ASSETS

-

100.0%

$

1,866,448,000‌

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

REMIC

Real

Estate

Mortgage

Investment

Conduit

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

SOFR90A

90

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

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.

(b)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$506,728,071

or

27.4%

of

Total

Investments.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,075,891.

(d)

When-issued

or

delayed

delivery

security.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(g)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.390%

dated

6/30/25

to

be

repurchased

at

$46,538,674

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

10/15/26,

valued

at

$47,463,739.

Short

Term

Bond

280

Portfolio

of

Investments

June

30,

2025

(continued)

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

2-Year

Note

798‌

09/30/25

 $

165,355,819‌

$

166,002,704‌

$

646,884‌

Fund

Level

1

Level

2

Level

3

Total

Short

Term

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$15,295,129

$—

$15,295,129

Corporate

bonds

—

640,340,951

—

640,340,951

Government

bonds

—

747,989,981

—

747,989,981

Structured

assets

—

389,727,896

—

389,727,896

Investments

purchased

with

collateral

from

securities

lending

2,164,543

—

—

2,164,543

Short-Term

Investments

:

Repurchase

agreement

—

46,533,000

—

46,533,000

Treasury

debt

—

4,995,970

—

4,995,970

Investments

in

Derivatives

:

Futures

contracts*

646,884

—

—

646,884

Total

$2,811,427

$1,844,882,927

$—

$1,847,694,354

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

Portfolio

of

Investments

June

30,

2025

Short

Term

Bond

Index

281

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

CORPORATE

BONDS

-

25

.6

%

AUTOMOBILES

&

COMPONENTS

-

1.0%

$

300,000

American

Honda

Finance

Corp

5

.250

%

07/07/26

$

302,518‌

500,000

American

Honda

Finance

Corp

4

.400

10/05/26

500,441‌

1,000,000

American

Honda

Finance

Corp

4

.900

03/12/27

1,008,892‌

750,000

American

Honda

Finance

Corp

4

.900

07/09/27

759,209‌

750,000

American

Honda

Finance

Corp

4

.550

03/03/28

753,891‌

400,000

BorgWarner,

Inc

2

.650

07/01/27

386,999‌

1,500,000

Ford

Motor

Credit

Co

LLC

3

.375

11/13/25

1,490,010‌

1,500,000

Ford

Motor

Credit

Co

LLC

2

.700

08/10/26

1,460,433‌

750,000

Ford

Motor

Credit

Co

LLC

5

.125

11/05/26

748,152‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.800

03/05/27

1,007,889‌

750,000

Ford

Motor

Credit

Co

LLC

5

.850

05/17/27

755,708‌

200,000

Ford

Motor

Credit

Co

LLC

4

.125

08/17/27

195,500‌

300,000

Ford

Motor

Credit

Co

LLC

3

.815

11/02/27

289,600‌

1,000,000

Ford

Motor

Credit

Co

LLC

5

.918

03/20/28

1,010,149‌

500,000

Ford

Motor

Credit

Co

LLC

6

.800

05/12/28

516,762‌

500,000

General

Motors

Co

5

.350

04/15/28

507,601‌

300,000

General

Motors

Financial

Co,

Inc

5

.000

04/09/27

301,856‌

1,000,000

General

Motors

Financial

Co,

Inc

5

.400

05/08/27

1,014,522‌

300,000

General

Motors

Financial

Co,

Inc

5

.000

07/15/27

301,836‌

2,000,000

General

Motors

Financial

Co,

Inc

5

.350

07/15/27

2,029,967‌

1,300,000

General

Motors

Financial

Co,

Inc

5

.050

04/04/28

1,309,856‌

1,000,000

Honda

Motor

Co

Ltd

4

.436

07/08/28

1,001,147‌

1,000,000

Honeywell

International,

Inc

4

.650

07/30/27

1,010,502‌

200,000

Lear

Corp

3

.800

09/15/27

196,961‌

500,000

Toyota

Motor

Corp

5

.275

07/13/26

504,622‌

500,000

Toyota

Motor

Corp

4

.186

06/30/27

500,806‌

250,000

Toyota

Motor

Credit

Corp

4

.550

08/07/26

250,869‌

300,000

Toyota

Motor

Credit

Corp

5

.000

08/14/26

302,567‌

350,000

Toyota

Motor

Credit

Corp

5

.400

11/20/26

355,610‌

500,000

Toyota

Motor

Credit

Corp

4

.600

01/08/27

503,491‌

1,250,000

Toyota

Motor

Credit

Corp

5

.000

03/19/27

1,268,390‌

500,000

Toyota

Motor

Credit

Corp

4

.500

05/14/27

503,477‌

1,300,000

Toyota

Motor

Credit

Corp

4

.350

10/08/27

1,305,395‌

600,000

Toyota

Motor

Credit

Corp

4

.625

01/12/28

607,258‌

TOTAL

AUTOMOBILES

&

COMPONENTS

24,962,886‌

BANKS

-

8.1%

3,000,000

Asian

Development

Bank

3

.125

08/20/27

2,961,132‌

2,495,000

Asian

Development

Bank

4

.375

01/14/28

2,532,113‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.750

01/18/27

505,093‌

750,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.900

07/16/27

762,825‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

3

.919

09/30/27

498,152‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

4

.362

06/18/28

503,791‌

200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6

.138

09/14/28

206,921‌

600,000

Banco

Santander

S.A.

5

.294

08/18/27

610,095‌

400,000

Banco

Santander

S.A.

6

.527

11/07/27

410,568‌

1,000,000

Banco

Santander

S.A.

5

.552

03/14/28

1,016,083‌

800,000

Banco

Santander

S.A.

4

.175

03/24/28

795,324‌

200,000

Banco

Santander

S.A.

4

.379

04/12/28

199,460‌

1,400,000

Banco

Santander

S.A.

5

.365

07/15/28

1,425,756‌

1,000,000

Bank

of

,NV

Scotia

5

.400

06/04/27

1,023,141‌

500,000

Bank

of

,NV

Scotia

4

.404

09/08/28

500,849‌

500,000

Bank

of

,NV

Scotia

4

.932

02/14/29

506,464‌

1,500,000

Bank

of

America

Corp

1

.734

07/22/27

1,457,968‌

1,000,000

Bank

of

America

Corp

5

.933

09/15/27

1,017,457‌

1,250,000

Bank

of

America

Corp

3

.824

01/20/28

1,239,106‌

750,000

Bank

of

America

Corp

2

.551

02/04/28

728,919‌

750,000

Bank

of

America

Corp

3

.705

04/24/28

741,095‌

1,500,000

Bank

of

America

Corp

4

.376

04/27/28

1,499,687‌

Short

Term

Bond

Index

282

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

8.1%

(continued)

$

1,250,000

Bank

of

America

Corp

4

.948

%

07/22/28

$

1,264,403‌

2,000,000

Bank

of

America

Corp

6

.204

11/10/28

2,081,356‌

2,000,000

Bank

of

America

Corp

3

.419

12/20/28

1,954,968‌

2,000,000

Bank

of

America

Corp

4

.979

01/24/29

2,028,528‌

4,500,000

Bank

of

America

Corp

4

.623

05/09/29

4,528,558‌

1,000,000

Bank

of

America

NA

5

.526

08/18/26

1,014,183‌

1,000,000

Bank

of

Montreal

1

.250

09/15/26

964,874‌

500,000

Bank

of

Montreal

5

.266

12/11/26

507,044‌

500,000

Bank

of

Montreal

2

.650

03/08/27

488,234‌

750,000

(a)

Bank

of

Montreal

5

.370

06/04/27

765,945‌

500,000

Bank

of

Montreal

4

.567

09/10/27

501,148‌

750,000

(a)

Bank

of

Montreal

5

.004

01/27/29

762,144‌

1,250,000

Bank

of

New

York

Mellon

4

.729

04/20/29

1,267,659‌

500,000

Bank

of

Nova

Scotia

1

.300

09/15/26

482,866‌

1,000,000

Bank

of

Nova

Scotia

5

.350

12/07/26

1,014,197‌

500,000

Barclays

plc

5

.200

05/12/26

502,255‌

1,250,000

Barclays

plc

6

.496

09/13/27

1,277,740‌

1,000,000

Barclays

plc

5

.674

03/12/28

1,018,966‌

1,025,000

Barclays

plc

4

.837

09/10/28

1,032,911‌

1,000,000

Barclays

plc

5

.086

02/25/29

1,012,427‌

1,000,000

Barclays

plc

4

.972

05/16/29

1,010,454‌

750,000

Canadian

Imperial

Bank

of

Commerce

5

.926

10/02/26

764,667‌

750,000

Canadian

Imperial

Bank

of

Commerce

3

.450

04/07/27

740,404‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

5

.237

06/28/27

1,017,979‌

500,000

Canadian

Imperial

Bank

of

Commerce

4

.508

09/11/27

500,786‌

500,000

Canadian

Imperial

Bank

of

Commerce

4

.862

01/13/28

503,470‌

500,000

Canadian

Imperial

Bank

of

Commerce

4

.857

03/30/29

505,378‌

200,000

CIT

Group,

Inc

6

.125

03/09/28

207,475‌

2,500,000

CitiBank

NA

5

.488

12/04/26

2,539,595‌

750,000

CitiBank

NA

4

.576

05/29/27

754,119‌

3,000,000

CitiBank

NA

4

.876

11/19/27

3,018,249‌

1,000,000

Citigroup,

Inc

4

.450

09/29/27

1,000,960‌

1,500,000

Citigroup,

Inc

3

.070

02/24/28

1,466,753‌

750,000

Citigroup,

Inc

4

.643

05/07/28

751,988‌

1,500,000

Citigroup,

Inc

3

.668

07/24/28

1,476,560‌

2,000,000

Citigroup,

Inc

4

.786

03/04/29

2,014,364‌

500,000

Citizens

Bank

NA

4

.575

08/09/28

501,059‌

750,000

Commonwealth

Bank

of

Australia

4

.423

03/14/28

757,419‌

1,500,000

Cooperatieve

Rabobank

UA

5

.041

03/05/27

1,522,455‌

500,000

Cooperatieve

Rabobank

UA

4

.372

05/27/27

503,182‌

500,000

Cooperatieve

Rabobank

UA

4

.883

01/21/28

510,555‌

500,000

Credit

Suisse

AG.

1

.250

08/07/26

483,904‌

750,000

Credit

Suisse

AG.

5

.000

07/09/27

761,584‌

1,100,000

Credit

Suisse

AG.

7

.500

02/15/28

1,186,639‌

650,000

Deutsche

Bank

AG.

7

.146

07/13/27

666,423‌

1,000,000

Deutsche

Bank

AG.

5

.706

02/08/28

1,016,426‌

1,300,000

Deutsche

Bank

AG.

5

.373

01/10/29

1,322,820‌

250,000

Deutsche

Bank

AG/New

York

NY

4

.875

12/01/32

247,301‌

700,000

Fifth

Third

Bancorp

6

.361

10/27/28

729,707‌

500,000

Fifth

Third

Bank

NA

2

.250

02/01/27

484,656‌

500,000

Fifth

Third

Bank

NA

4

.967

01/28/28

503,661‌

1,100,000

HSBC

Holdings

plc

5

.887

08/14/27

1,115,692‌

750,000

HSBC

Holdings

plc

4

.041

03/13/28

743,829‌

1,500,000

HSBC

Holdings

plc

5

.597

05/17/28

1,528,093‌

1,200,000

HSBC

Holdings

plc

4

.755

06/09/28

1,204,561‌

700,000

HSBC

Holdings

plc

2

.013

09/22/28

663,526‌

1,050,000

HSBC

Holdings

plc

5

.130

11/19/28

1,063,353‌

1,500,000

HSBC

Holdings

plc

4

.899

03/03/29

1,512,705‌

1,500,000

HSBC

USA,

Inc

5

.294

03/04/27

1,524,478‌

1,250,000

HSBC

USA,

Inc

4

.650

06/03/28

1,259,860‌

1,000,000

Huntington

National

Bank

4

.871

04/12/28

1,006,258‌

500,000

ING

Groep

NV

3

.950

03/29/27

497,645‌

283

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

8.1%

(continued)

$

450,000

ING

Groep

NV

6

.083

%

09/11/27

$

458,266‌

500,000

ING

Groep

NV

4

.017

03/28/28

496,735‌

1,000,000

ING

Groep

NV

4

.858

03/25/29

1,010,174‌

750,000

JPMorgan

Chase

&

Co

1

.470

09/22/27

723,588‌

2,000,000

JPMorgan

Chase

&

Co

6

.070

10/22/27

2,043,433‌

3,000,000

JPMorgan

Chase

&

Co

5

.040

01/23/28

3,028,602‌

2,700,000

JPMorgan

Chase

&

Co

5

.571

04/22/28

2,755,404‌

500,000

JPMorgan

Chase

&

Co

4

.323

04/26/28

499,519‌

750,000

JPMorgan

Chase

&

Co

2

.182

06/01/28

720,802‌

1,500,000

JPMorgan

Chase

&

Co

4

.979

07/22/28

1,519,235‌

2,000,000

JPMorgan

Chase

&

Co

4

.505

10/22/28

2,005,981‌

2,000,000

JPMorgan

Chase

&

Co

4

.915

01/24/29

2,026,857‌

1,500,000

JPMorgan

Chase

&

Co

4

.005

04/23/29

1,486,804‌

1,000,000

JPMorgan

Chase

Bank

NA

5

.110

12/08/26

1,012,660‌

900,000

KeyBank

NA

5

.850

11/15/27

929,188‌

350,000

KeyCorp

4

.100

04/30/28

347,794‌

1,500,000

Kreditanstalt

fuer

Wiederaufbau

4

.625

08/07/26

1,510,958‌

2,010,000

Kreditanstalt

fuer

Wiederaufbau

4

.000

06/28/27

2,019,124‌

1,425,000

Kreditanstalt

fuer

Wiederaufbau

3

.500

08/27/27

1,418,091‌

4,715,000

Kreditanstalt

fuer

Wiederaufbau

3

.875

05/15/28

4,736,592‌

650,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4

.000

03/15/29

655,396‌

750,000

Lloyds

Banking

Group

plc

5

.985

08/07/27

761,369‌

800,000

Lloyds

Banking

Group

plc

5

.462

01/05/28

810,840‌

1,500,000

Lloyds

Banking

Group

plc

5

.087

11/26/28

1,519,710‌

800,000

Lloyds

Banking

Group

plc

5

.871

03/06/29

826,993‌

500,000

Lloyds

Banking

Group

plc

4

.818

06/13/29

504,506‌

1,000,000

M&T

Bank

Corp

4

.833

01/16/29

1,008,203‌

750,000

Manufacturers

&

Traders

Trust

Co

4

.762

07/06/28

755,204‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.538

07/20/27

485,124‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1

.640

10/13/27

723,994‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2

.341

01/19/28

484,157‌

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3

.961

03/02/28

694,851‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

4

.080

04/19/28

497,117‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.017

07/20/28

1,265,989‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5

.354

09/13/28

1,021,390‌

500,000

Mizuho

Financial

Group,

Inc

3

.663

02/28/27

495,401‌

300,000

Mizuho

Financial

Group,

Inc

1

.554

07/09/27

291,242‌

1,000,000

Mizuho

Financial

Group,

Inc

5

.414

09/13/28

1,022,242‌

600,000

Mizuho

Financial

Group,

Inc

5

.667

05/27/29

621,031‌

1,000,000

Morgan

Stanley

Bank

NA

5

.882

10/30/26

1,021,043‌

2,000,000

Morgan

Stanley

Bank

NA

4

.447

10/15/27

2,002,932‌

1,500,000

Morgan

Stanley

Bank

NA

4

.952

01/14/28

1,512,081‌

850,000

Morgan

Stanley

Bank

NA

5

.504

05/26/28

867,948‌

1,000,000

Morgan

Stanley

Bank

NA

4

.968

07/14/28

1,011,979‌

1,000,000

Morgan

Stanley

Bank

NA

5

.016

01/12/29

1,015,547‌

1,000,000

National

Australia

Bank

Ltd

5

.087

06/11/27

1,018,752‌

1,000,000

National

Australia

Bank

Ltd

4

.500

10/26/27

1,010,439‌

1,250,000

National

Australia

Bank

Ltd

4

.308

06/13/28

1,257,682‌

500,000

National

Bank

of

Canada

5

.600

07/02/27

505,503‌

500,000

National

Bank

of

Canada

4

.950

02/01/28

503,881‌

1,000,000

NatWest

Group

plc

5

.583

03/01/28

1,017,973‌

500,000

NatWest

Group

plc

5

.516

09/30/28

510,659‌

800,000

NatWest

Group

plc

4

.892

05/18/29

808,008‌

750,000

Nordic

Investment

Bank

4

.375

03/14/28

761,601‌

500,000

PNC

Financial

Services

Group,

Inc

5

.102

07/23/27

503,763‌

500,000

PNC

Financial

Services

Group,

Inc

6

.615

10/20/27

513,997‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.300

01/21/28

1,015,026‌

1,100,000

PNC

Financial

Services

Group,

Inc

5

.354

12/02/28

1,126,556‌

1,000,000

PNC

Financial

Services

Group,

Inc

5

.582

06/12/29

1,035,621‌

750,000

Royal

Bank

of

Canada

5

.200

07/20/26

757,328‌

400,000

Royal

Bank

of

Canada

1

.400

11/02/26

386,160‌

1,250,000

Royal

Bank

of

Canada

4

.875

01/19/27

1,262,137‌

Short

Term

Bond

Index

284

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

-

8.1%

(continued)

$

500,000

Royal

Bank

of

Canada

4

.240

%

08/03/27

$

500,815‌

500,000

Royal

Bank

of

Canada

4

.510

10/18/27

500,911‌

500,000

Royal

Bank

of

Canada

4

.715

03/27/28

503,011‌

500,000

Royal

Bank

of

Canada

4

.522

10/18/28

502,070‌

1,000,000

Royal

Bank

of

Canada

4

.965

01/24/29

1,014,406‌

150,000

Santander

Holdings

USA,

Inc

3

.244

10/05/26

147,686‌

500,000

Santander

Holdings

USA,

Inc

2

.490

01/06/28

484,011‌

1,000,000

Santander

Holdings

USA,

Inc

5

.473

03/20/29

1,016,778‌

500,000

Santander

UK

Group

Holdings

plc

2

.469

01/11/28

484,082‌

750,000

Santander

UK

Group

Holdings

plc

6

.534

01/10/29

782,790‌

250,000

Standard

Chartered

Bank

4

.853

12/03/27

254,304‌

500,000

State

Street

Corp

4

.330

10/22/27

502,546‌

1,000,000

State

Street

Corp

4

.536

02/28/28

1,011,390‌

750,000

State

Street

Corp

4

.543

04/24/28

754,772‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.880

07/13/26

507,551‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1

.402

09/17/26

1,448,221‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.446

01/11/27

494,074‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2

.174

01/14/27

484,624‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5

.520

01/13/28

1,544,363‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3

.544

01/17/28

491,139‌

250,000

Synovus

Bank

5

.625

02/15/28

252,709‌

1,050,000

Toronto-Dominion

Bank

1

.250

09/10/26

1,013,240‌

775,000

Toronto-Dominion

Bank

5

.264

12/11/26

785,486‌

500,000

Toronto-Dominion

Bank

4

.568

12/17/26

501,895‌

1,000,000

Toronto-Dominion

Bank

4

.980

04/05/27

1,012,318‌

1,000,000

Toronto-Dominion

Bank

4

.693

09/15/27

1,009,618‌

750,000

Toronto-Dominion

Bank

4

.861

01/31/28

760,266‌

750,000

Toronto-Dominion

Bank

4

.574

06/02/28

755,525‌

300,000

Toronto-Dominion

Bank

3

.625

09/15/31

296,573‌

500,000

Truist

Bank

3

.300

05/15/26

495,133‌

500,000

Truist

Financial

Corp

4

.123

06/06/28

498,143‌

800,000

Truist

Financial

Corp

4

.873

01/26/29

809,242‌

400,000

US

Bancorp

2

.375

07/22/26

392,750‌

1,500,000

US

Bancorp

6

.787

10/26/27

1,544,133‌

1,200,000

US

Bancorp

4

.548

07/22/28

1,202,708‌

1,250,000

US

Bancorp

4

.653

02/01/29

1,258,109‌

750,000

US

Bancorp

5

.775

06/12/29

778,807‌

1,000,000

Wells

Fargo

&

Co

3

.000

10/23/26

982,861‌

1,300,000

Wells

Fargo

&

Co

3

.196

06/17/27

1,284,428‌

2,000,000

Wells

Fargo

&

Co

4

.900

01/24/28

2,014,482‌

1,000,000

Wells

Fargo

&

Co

3

.526

03/24/28

986,124‌

1,500,000

Wells

Fargo

&

Co

5

.707

04/22/28

1,532,573‌

2,750,000

Wells

Fargo

&

Co

3

.584

05/22/28

2,707,649‌

1,000,000

Wells

Fargo

&

Co

2

.393

06/02/28

963,414‌

1,500,000

Wells

Fargo

&

Co

4

.970

04/23/29

1,520,989‌

700,000

Wells

Fargo

Bank

NA

5

.450

08/07/26

708,924‌

1,000,000

Wells

Fargo

Bank

NA

5

.254

12/11/26

1,014,420‌

300,000

Westpac

Banking

Corp

2

.700

08/19/26

295,301‌

1,000,000

Westpac

Banking

Corp

4

.600

10/20/26

1,006,453‌

300,000

Westpac

Banking

Corp

4

.043

08/26/27

300,041‌

250,000

Westpac

Banking

Corp

5

.457

11/18/27

257,889‌

500,000

Westpac

Banking

Corp

4

.322

11/23/31

496,706‌

TOTAL

BANKS

196,693,032‌

CAPITAL

GOODS

-

1.3%

200,000

3M

Co

2

.250

09/19/26

195,096‌

350,000

3M

Co

2

.875

10/15/27

339,960‌

750,000

AGCO

Corp

5

.450

03/21/27

759,251‌

750,000

Air

Lease

Corp

1

.875

08/15/26

729,123‌

300,000

Air

Lease

Corp

2

.200

01/15/27

290,415‌

600,000

Air

Lease

Corp

5

.300

02/01/28

613,167‌

100,000

Aircastle

Ltd

4

.250

06/15/26

99,551‌

500,000

Boeing

Co

2

.700

02/01/27

485,971‌

285

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.3%

(continued)

$

400,000

Boeing

Co

3

.250

%

02/01/28

$

387,974‌

250,000

Carlisle

Cos,

Inc

3

.750

12/01/27

246,424‌

700,000

Carrier

Global

Corp

2

.493

02/15/27

681,239‌

500,000

Caterpillar

Financial

Services

Corp

4

.500

01/07/27

503,475‌

300,000

Caterpillar

Financial

Services

Corp

4

.500

01/08/27

301,778‌

1,000,000

Caterpillar

Financial

Services

Corp

5

.000

05/14/27

1,017,024‌

1,000,000

Caterpillar

Financial

Services

Corp

4

.400

10/15/27

1,006,882‌

750,000

Caterpillar

Financial

Services

Corp

4

.600

11/15/27

758,984‌

1,000,000

Caterpillar

Financial

Services

Corp

4

.400

03/03/28

1,007,416‌

500,000

CNH

Industrial

Capital

LLC

4

.500

10/08/27

501,395‌

200,000

CNH

Industrial

NV

3

.850

11/15/27

197,949‌

500,000

Cummins,

Inc

4

.250

05/09/28

502,264‌

400,000

Eaton

Corp

4

.350

05/18/28

403,216‌

500,000

Emerson

Electric

Co

0

.875

10/15/26

480,296‌

200,000

GATX

Corp

3

.250

09/15/26

197,028‌

1,000,000

GATX

Corp

5

.400

03/15/27

1,013,830‌

400,000

General

Dynamics

Corp

3

.500

04/01/27

396,816‌

600,000

Honeywell

International,

Inc

1

.100

03/01/27

571,469‌

400,000

Howmet

Aerospace,

Inc

5

.900

02/01/27

409,520‌

300,000

Hubbell,

Inc

3

.500

02/15/28

294,281‌

250,000

Huntington

Ingalls

Industries,

Inc

3

.483

12/01/27

244,414‌

300,000

Illinois

Tool

Works,

Inc

2

.650

11/15/26

294,726‌

750,000

Ingersoll

Rand,

Inc

5

.197

06/15/27

762,290‌

500,000

John

Deere

Capital

Corp

4

.500

01/08/27

503,142‌

750,000

John

Deere

Capital

Corp

4

.850

03/05/27

759,308‌

1,000,000

John

Deere

Capital

Corp

4

.900

06/11/27

1,016,309‌

750,000

John

Deere

Capital

Corp

4

.200

07/15/27

751,800‌

500,000

John

Deere

Capital

Corp

4

.650

01/07/28

507,551‌

250,000

John

Deere

Capital

Corp

4

.750

01/20/28

253,953‌

750,000

John

Deere

Capital

Corp

4

.250

06/05/28

754,436‌

800,000

L3Harris

Technologies,

Inc

5

.400

01/15/27

813,256‌

500,000

Lockheed

Martin

Corp

4

.450

05/15/28

505,722‌

350,000

Masco

Corp

1

.500

02/15/28

324,960‌

250,000

Northrop

Grumman

Corp

3

.200

02/01/27

245,940‌

800,000

Northrop

Grumman

Corp

3

.250

01/15/28

781,563‌

200,000

nVent

Finance

Sarl

4

.550

04/15/28

199,874‌

200,000

Otis

Worldwide

Corp

2

.293

04/05/27

193,507‌

125,000

Owens

Corning

5

.500

06/15/27

127,676‌

500,000

PACCAR

Financial

Corp

5

.200

11/09/26

507,743‌

300,000

PACCAR

Financial

Corp

4

.500

11/25/26

302,043‌

750,000

PACCAR

Financial

Corp

5

.000

05/13/27

762,973‌

500,000

PACCAR

Financial

Corp

4

.250

06/23/27

502,555‌

200,000

PACCAR

Financial

Corp

4

.450

08/06/27

202,311‌

500,000

PACCAR

Financial

Corp

4

.550

03/03/28

507,149‌

300,000

Parker-Hannifin

Corp

3

.250

03/01/27

295,642‌

400,000

Parker-Hannifin

Corp

4

.250

09/15/27

400,982‌

300,000

Quanta

Services,

Inc

4

.750

08/09/27

302,518‌

1,000,000

Raytheon

Technologies

Corp

5

.750

11/08/26

1,018,462‌

500,000

Raytheon

Technologies

Corp

3

.125

05/04/27

490,175‌

200,000

Raytheon

Technologies

Corp

7

.200

08/15/27

211,959‌

400,000

Regal

Rexnord

Corp

6

.050

04/15/28

412,193‌

175,000

Stanley

Black

&

Decker,

Inc

6

.000

03/06/28

182,193‌

200,000

Textron,

Inc

3

.650

03/15/27

197,429‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3

.450

11/15/26

296,084‌

200,000

Xylem,

Inc

3

.250

11/01/26

197,128‌

200,000

Xylem,

Inc

1

.950

01/30/28

189,079‌

TOTAL

CAPITAL

GOODS

30,410,839‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

200,000

Broadridge

Financial

Solutions,

Inc

3

.400

06/27/26

197,594‌

300,000

CDW

LLC

4

.250

04/01/28

297,476‌

500,000

Cintas

Corp

No

2

4

.200

05/01/28

501,193‌

500,000

Concentrix

Corp

6

.650

08/02/26

509,024‌

Short

Term

Bond

Index

286

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

(continued)

$

750,000

Corp

Andina

de

Fomento

4

.125

%

01/07/28

$

750,420‌

135,000

Corp

Andina

de

Fomento

4

.125

06/30/28

135,225‌

1,000,000

Council

Of

Europe

Development

Bank

3

.625

05/08/28

996,851‌

250,000

Equifax,

Inc

5

.100

12/15/27

253,985‌

350,000

Equifax,

Inc

5

.100

06/01/28

356,683‌

2,460,000

European

Investment

Bank

3

.875

06/15/28

2,470,737‌

595,000

International

Bank

for

Reconstruction

&

Development

4

.000

08/27/26

595,269‌

500,000

International

Bank

for

Reconstruction

&

Development

3

.125

06/15/27

493,499‌

750,000

International

Bank

for

Reconstruction

&

Development

1

.375

04/20/28

702,968‌

2,822,000

International

Bank

for

Reconstruction

&

Development

3

.625

05/05/28

2,813,433‌

1,000,000

Mastercard,

Inc

4

.100

01/15/28

1,004,395‌

1,000,000

Mastercard,

Inc

4

.550

03/15/28

1,013,748‌

400,000

Republic

Services,

Inc

2

.900

07/01/26

394,713‌

300,000

Republic

Services,

Inc

3

.950

05/15/28

298,744‌

1,000,000

Waste

Management,

Inc

4

.950

07/03/27

1,016,927‌

500,000

Waste

Management,

Inc

4

.500

03/15/28

505,248‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

15,308,132‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.4%

950,000

(a)

Alibaba

Group

Holding

Ltd

3

.400

12/06/27

933,370‌

500,000

Amazon.com,

Inc

3

.300

04/13/27

494,479‌

1,500,000

Amazon.com,

Inc

1

.200

06/03/27

1,424,222‌

100,000

AutoNation,

Inc

3

.800

11/15/27

98,398‌

500,000

AutoZone,

Inc

5

.050

07/15/26

503,158‌

200,000

AutoZone,

Inc

4

.500

02/01/28

201,535‌

350,000

eBay,

Inc

5

.950

11/22/27

363,545‌

750,000

Home

Depot,

Inc

4

.950

09/30/26

757,409‌

200,000

Home

Depot,

Inc

2

.875

04/15/27

196,088‌

1,000,000

Home

Depot,

Inc

4

.875

06/25/27

1,015,756‌

400,000

Home

Depot,

Inc

2

.800

09/14/27

389,779‌

350,000

LKQ

Corp

5

.750

06/15/28

360,596‌

400,000

Lowe's

Cos,

Inc

3

.350

04/01/27

394,041‌

500,000

Lowe's

Cos,

Inc

3

.100

05/03/27

490,356‌

300,000

Lowe's

Cos,

Inc

1

.300

04/15/28

277,554‌

350,000

O'Reilly

Automotive,

Inc

5

.750

11/20/26

356,201‌

300,000

O'Reilly

Automotive,

Inc

3

.600

09/01/27

295,972‌

300,000

TJX

Cos,

Inc

2

.250

09/15/26

293,827‌

1,500,000

Walmart,

Inc

4

.100

04/28/27

1,506,349‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

10,352,635‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

200,000

DR

Horton,

Inc

1

.300

10/15/26

192,284‌

200,000

DR

Horton,

Inc

1

.400

10/15/27

188,050‌

200,000

Hasbro,

Inc

3

.550

11/19/26

197,201‌

225,000

Hasbro,

Inc

3

.500

09/15/27

219,918‌

200,000

Leggett

&

Platt,

Inc

3

.500

11/15/27

194,083‌

500,000

Lennar

Corp

4

.750

11/29/27

503,411‌

750,000

NIKE,

Inc

2

.750

03/27/27

733,790‌

128,000

PulteGroup,

Inc

5

.000

01/15/27

128,926‌

150,000

Tapestry,

Inc

4

.125

07/15/27

148,944‌

200,000

Toll

Brothers

Finance

Corp

4

.875

03/15/27

200,657‌

100,000

Toll

Brothers

Finance

Corp

4

.350

02/15/28

99,467‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,806,731‌

CONSUMER

SERVICES

-

0.3%

400,000

Booking

Holdings,

Inc

3

.600

06/01/26

397,471‌

200,000

Booking

Holdings,

Inc

3

.550

03/15/28

196,823‌

750,000

Darden

Restaurants,

Inc

4

.350

10/15/27

751,435‌

500,000

Expedia

Group,

Inc

4

.625

08/01/27

502,030‌

200,000

Expedia

Group,

Inc

3

.800

02/15/28

197,040‌

500,000

Hyatt

Hotels

Corp

5

.750

01/30/27

510,293‌

125,000

Hyatt

Hotels

Corp

5

.050

03/30/28

126,360‌

500,000

Las

Vegas

Sands

Corp

5

.900

06/01/27

510,833‌

500,000

Las

Vegas

Sands

Corp

5

.625

06/15/28

510,018‌

800,000

Marriott

International,

Inc

5

.450

09/15/26

809,811‌

287

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CONSUMER

SERVICES

-

0.3%

(continued)

$

350,000

Marriott

International,

Inc

5

.000

%

10/15/27

$

355,740‌

300,000

McDonald's

Corp

3

.500

03/01/27

296,532‌

700,000

McDonald's

Corp

3

.500

07/01/27

691,374‌

200,000

McDonald's

Corp

3

.800

04/01/28

198,359‌

300,000

Royal

Caribbean

Cruises

Ltd

3

.700

03/15/28

292,162‌

500,000

Sands

China

Ltd

2

.300

03/08/27

479,710‌

750,000

Starbucks

Corp

4

.850

02/08/27

756,568‌

200,000

Starbucks

Corp

3

.500

03/01/28

196,296‌

TOTAL

CONSUMER

SERVICES

7,778,855‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.2%

800,000

Costco

Wholesale

Corp

1

.375

06/20/27

762,946‌

300,000

Dollar

General

Corp

3

.875

04/15/27

297,274‌

325,000

Dollar

General

Corp

4

.125

05/01/28

322,433‌

500,000

Dollar

Tree,

Inc

4

.200

05/15/28

495,278‌

100,000

Kroger

Co

2

.650

10/15/26

97,972‌

300,000

Kroger

Co

3

.700

08/01/27

297,315‌

500,000

Starbucks

Corp

4

.500

05/15/28

502,499‌

600,000

SYSCO

Corp

3

.300

07/15/26

593,097‌

100,000

SYSCO

Corp

3

.250

07/15/27

98,050‌

800,000

Target

Corp

1

.950

01/15/27

774,876‌

500,000

Target

Corp

4

.350

06/15/28

503,005‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

4,744,745‌

ENERGY

-

1.3%

250,000

Baker

Hughes

Holdings

LLC

2

.061

12/15/26

242,203‌

400,000

Baker

Hughes

Holdings

LLC

3

.337

12/15/27

391,904‌

500,000

Boardwalk

Pipelines

LP

5

.950

06/01/26

504,166‌

450,000

BP

Capital

Markets

America,

Inc

3

.543

04/06/27

445,341‌

1,150,000

BP

Capital

Markets

America,

Inc

5

.017

11/17/27

1,170,981‌

200,000

BP

Capital

Markets

plc

3

.279

09/19/27

196,165‌

500,000

Canadian

Natural

Resources

Ltd

3

.850

06/01/27

495,024‌

400,000

Cheniere

Corpus

Christi

Holdings

LLC

5

.125

06/30/27

403,750‌

200,000

Chevron

Corp

1

.995

05/11/27

193,142‌

1,000,000

Chevron

USA,

Inc

4

.405

02/26/27

1,007,892‌

300,000

Chevron

USA,

Inc

1

.018

08/12/27

282,038‌

1,000,000

Chevron

USA,

Inc

4

.475

02/26/28

1,011,928‌

400,000

Continental

Resources,

Inc

4

.375

01/15/28

394,403‌

250,000

Coterra

Energy,

Inc

3

.900

05/15/27

246,867‌

1,000,000

Diamondback

Energy,

Inc

5

.200

04/18/27

1,013,659‌

1,000,000

Enbridge,

Inc

5

.900

11/15/26

1,017,779‌

300,000

Enbridge,

Inc

5

.250

04/05/27

304,389‌

150,000

Enbridge,

Inc

3

.700

07/15/27

148,133‌

300,000

Enbridge,

Inc

4

.600

06/20/28

302,252‌

500,000

Energy

Transfer

LP

3

.900

07/15/26

496,727‌

500,000

Energy

Transfer

LP

6

.050

12/01/26

510,530‌

350,000

Energy

Transfer

LP

4

.400

03/15/27

349,967‌

800,000

Energy

Transfer

LP

5

.550

02/15/28

823,075‌

500,000

Energy

Transfer

Operating

LP

5

.500

06/01/27

508,936‌

200,000

Eni

USA,

Inc

7

.300

11/15/27

212,614‌

500,000

Enterprise

Products

Operating

LLC

4

.600

01/11/27

502,884‌

750,000

Enterprise

Products

Operating

LLC

4

.300

06/20/28

753,392‌

500,000

Enterprise

Products

Operating

LLC

5

.250

08/16/77

494,708‌

100,000

Enterprise

Products

Operating

LLC

5

.375

02/15/78

98,360‌

500,000

(b)

EOG

Resources,

Inc

4

.400

07/15/28

502,887‌

336,000

EQT

Corp

3

.900

10/01/27

331,546‌

500,000

EQT

Corp

5

.700

04/01/28

514,309‌

775,000

Equinor

ASA

1

.750

01/22/26

763,434‌

750,000

Equinor

ASA

4

.250

06/02/28

754,506‌

500,000

(a),(c)

Helmerich

&

Payne,

Inc

4

.650

12/01/27

495,383‌

350,000

Hess

Corp

4

.300

04/01/27

349,179‌

400,000

Kinder

Morgan,

Inc

1

.750

11/15/26

386,324‌

350,000

Kinder

Morgan,

Inc

4

.300

03/01/28

350,287‌

250,000

Marathon

Petroleum

Corp

5

.125

12/15/26

252,166‌

Short

Term

Bond

Index

288

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

1.3%

(continued)

$

300,000

Marathon

Petroleum

Corp

3

.800

%

04/01/28

$

295,770‌

650,000

MPLX

LP

4

.125

03/01/27

646,476‌

550,000

MPLX

LP

4

.000

03/15/28

544,604‌

1,000,000

Occidental

Petroleum

Corp

5

.000

08/01/27

1,008,606‌

500,000

ONEOK,

Inc

5

.550

11/01/26

506,879‌

500,000

ONEOK,

Inc

4

.250

09/24/27

499,159‌

300,000

Ovintiv,

Inc

5

.650

05/15/28

308,400‌

200,000

Patterson-UTI

Energy,

Inc

3

.950

02/01/28

193,660‌

700,000

Phillips

66

3

.900

03/15/28

692,896‌

100,000

Phillips

66

Co

4

.950

12/01/27

101,558‌

300,000

Plains

All

American

Pipeline

LP

4

.500

12/15/26

300,440‌

500,000

Sabine

Pass

Liquefaction

LLC

5

.875

06/30/26

502,721‌

600,000

Sabine

Pass

Liquefaction

LLC

5

.000

03/15/27

603,602‌

500,000

Sabine

Pass

Liquefaction

LLC

4

.200

03/15/28

497,352‌

500,000

Solventum

Corp

5

.450

02/25/27

508,157‌

350,000

(c)

South

Bow

USA

Infrastructure

Holdings

LLC

4

.911

09/01/27

352,246‌

250,000

Sunoco

Logistics

Partners

Operations

LP

4

.000

10/01/27

248,113‌

500,000

Targa

Resources

Corp

5

.200

07/01/27

506,703‌

200,000

TC

PipeLines

LP

3

.900

05/25/27

197,676‌

600,000

TransCanada

PipeLines

Ltd

4

.250

05/15/28

598,123‌

200,000

Valero

Energy

Corp

3

.400

09/15/26

197,595‌

350,000

Valero

Energy

Partners

LP

4

.500

03/15/28

350,835‌

500,000

Veralto

Corp

5

.500

09/18/26

505,958‌

500,000

Western

Gas

Partners

LP

4

.650

07/01/26

498,948‌

800,000

Williams

Cos,

Inc

3

.750

06/15/27

790,736‌

750,000

Woodside

Finance

Ltd

4

.900

05/19/28

755,054‌

TOTAL

ENERGY

31,435,497‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

200,000

Alexandria

Real

Estate

Equities,

Inc

3

.950

01/15/28

197,814‌

300,000

American

Homes

4

Rent

LP

4

.250

02/15/28

298,196‌

500,000

American

Tower

Corp

3

.375

10/15/26

493,609‌

400,000

American

Tower

Corp

3

.125

01/15/27

392,161‌

200,000

American

Tower

Corp

3

.650

03/15/27

197,550‌

500,000

American

Tower

Corp

3

.550

07/15/27

492,783‌

600,000

American

Tower

Corp

1

.500

01/31/28

558,835‌

200,000

AvalonBay

Communities,

Inc

2

.900

10/15/26

196,571‌

200,000

AvalonBay

Communities,

Inc

3

.200

01/15/28

195,336‌

500,000

Boston

Properties

LP

6

.750

12/01/27

525,046‌

300,000

Brixmor

Operating

Partnership

LP

4

.125

06/15/26

298,858‌

100,000

Brixmor

Operating

Partnership

LP

3

.900

03/15/27

99,135‌

150,000

Brixmor

Operating

Partnership

LP

2

.250

04/01/28

141,889‌

500,000

Camden

Property

Trust

5

.850

11/03/26

509,931‌

850,000

Crown

Castle,

Inc

1

.050

07/15/26

818,645‌

800,000

Crown

Castle,

Inc

2

.900

03/15/27

778,277‌

200,000

Crown

Castle,

Inc

5

.000

01/11/28

201,970‌

600,000

Crown

Castle,

Inc

3

.800

02/15/28

589,184‌

200,000

CubeSmart

LP

3

.125

09/01/26

196,716‌

350,000

Digital

Realty

Trust

LP

3

.700

08/15/27

345,586‌

350,000

Digital

Realty

Trust

LP

5

.550

01/15/28

358,983‌

100,000

EPR

Properties

4

.750

12/15/26

99,837‌

400,000

EPR

Properties

4

.950

04/15/28

399,223‌

200,000

Equinix,

Inc

1

.800

07/15/27

190,648‌

300,000

Equinix,

Inc

1

.550

03/15/28

279,629‌

100,000

ERP

Operating

LP

2

.850

11/01/26

98,189‌

350,000

ERP

Operating

LP

3

.500

03/01/28

344,231‌

350,000

Essex

Portfolio

LP

3

.625

05/01/27

345,851‌

200,000

Extra

Space

Storage

LP

3

.500

07/01/26

197,983‌

500,000

Extra

Space

Storage

LP

5

.700

04/01/28

516,445‌

150,000

Federal

Realty

OP

LP

3

.250

07/15/27

146,244‌

200,000

Federal

Realty

OP

LP

5

.375

05/01/28

204,980‌

200,000

Healthcare

Realty

Holdings

LP

3

.500

08/01/26

197,494‌

300,000

Healthcare

Realty

Holdings

LP

3

.750

07/01/27

295,811‌

289

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

(continued)

$

450,000

Healthpeak

OP

LLC

3

.250

%

07/15/26

$

444,600‌

250,000

Healthpeak

OP

LLC

1

.350

02/01/27

238,310‌

100,000

Highwoods

Realty

LP

3

.875

03/01/27

98,160‌

150,000

Highwoods

Realty

LP

4

.125

03/15/28

146,818‌

300,000

Kimco

Realty

OP

LLC

2

.800

10/01/26

293,966‌

200,000

Kimco

Realty

OP

LLC

1

.900

03/01/28

189,182‌

200,000

Kite

Realty

Group

LP

4

.000

10/01/26

198,236‌

350,000

Mid-America

Apartments

LP

3

.600

06/01/27

346,329‌

250,000

National

Retail

Properties,

Inc

3

.600

12/15/26

246,973‌

200,000

OMEGA

Healthcare

Investors,

Inc

4

.500

04/01/27

200,398‌

250,000

OMEGA

Healthcare

Investors,

Inc

4

.750

01/15/28

251,069‌

150,000

Prologis

LP

3

.250

10/01/26

148,259‌

500,000

Prologis

LP

2

.125

04/15/27

483,226‌

650,000

Public

Storage

1

.500

11/09/26

627,560‌

150,000

Public

Storage

1

.850

05/01/28

140,863‌

300,000

Realty

Income

Corp

3

.000

01/15/27

294,528‌

300,000

Realty

Income

Corp

3

.950

08/15/27

298,279‌

650,000

Realty

Income

Corp

3

.400

01/15/28

637,400‌

200,000

Regency

Centers

LP

3

.600

02/01/27

198,143‌

150,000

Sabra

Health

Care

LP

5

.125

08/15/26

150,107‌

500,000

Simon

Property

Group

LP

1

.375

01/15/27

478,754‌

500,000

Simon

Property

Group

LP

3

.375

06/15/27

492,319‌

100,000

Simon

Property

Group

LP

3

.375

12/01/27

98,190‌

300,000

Simon

Property

Group

LP

1

.750

02/01/28

282,657‌

200,000

Tanger

Properties

LP

3

.875

07/15/27

197,406‌

100,000

UDR,

Inc

2

.950

09/01/26

98,293‌

200,000

UDR,

Inc

3

.500

01/15/28

196,155‌

150,000

Ventas

Realty

LP

3

.250

10/15/26

147,655‌

350,000

Ventas

Realty

LP

3

.850

04/01/27

346,637‌

150,000

Ventas

Realty

LP

4

.000

03/01/28

148,606‌

400,000

VICI

Properties

LP

4

.750

02/15/28

402,194‌

1,000,000

VICI

Properties

LP

4

.750

04/01/28

1,008,180‌

200,000

Welltower

OP

LLC

2

.700

02/15/27

195,466‌

300,000

Welltower

OP

LLC

4

.250

04/15/28

300,466‌

250,000

WP

Carey,

Inc

4

.250

10/01/26

249,470‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

21,478,494‌

FINANCIAL

SERVICES

-

3.3%

750,000

AerCap

Ireland

Capital

DAC

2

.450

10/29/26

730,707‌

500,000

AerCap

Ireland

Capital

DAC

6

.100

01/15/27

511,096‌

750,000

AerCap

Ireland

Capital

DAC

6

.450

04/15/27

774,437‌

500,000

AerCap

Ireland

Capital

DAC

4

.625

10/15/27

501,992‌

1,250,000

AerCap

Ireland

Capital

DAC

4

.875

04/01/28

1,262,435‌

1,000,000

African

Development

Bank

4

.375

11/03/27

1,013,315‌

1,200,000

African

Development

Bank

3

.875

06/12/28

1,204,091‌

500,000

Ally

Financial,

Inc

7

.100

11/15/27

526,876‌

500,000

Ally

Financial,

Inc

5

.737

05/15/29

508,902‌

500,000

American

Express

Co

1

.650

11/04/26

483,617‌

500,000

American

Express

Co

2

.550

03/04/27

486,826‌

500,000

American

Express

Co

5

.389

07/28/27

504,974‌

1,000,000

American

Express

Co

5

.098

02/16/28

1,011,325‌

1,000,000

American

Express

Co

5

.043

07/26/28

1,013,659‌

950,000

American

Express

Co

4

.731

04/25/29

960,803‌

650,000

Ares

Capital

Corp

7

.000

01/15/27

670,662‌

750,000

Ares

Capital

Corp

2

.875

06/15/28

706,750‌

500,000

Ares

Strategic

Income

Fund

5

.700

03/15/28

504,041‌

500,000

(c)

Ares

Strategic

Income

Fund

5

.450

09/09/28

500,245‌

100,000

Bain

Capital

Specialty

Finance,

Inc

2

.550

10/13/26

97,016‌

500,000

Bank

of

New

York

Mellon

Corp

2

.450

08/17/26

490,661‌

750,000

Bank

of

New

York

Mellon

Corp

3

.442

02/07/28

741,570‌

500,000

Bank

of

New

York

Mellon

Corp

4

.441

06/09/28

502,641‌

1,000,000

Bank

of

New

York

Mellon

Corp

4

.890

07/21/28

1,013,237‌

100,000

Barings

BDC,

Inc

3

.300

11/23/26

97,678‌

Short

Term

Bond

Index

290

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.3%

(continued)

$

500,000

BlackRock

Funding,

Inc

4

.600

%

07/26/27

$

506,105‌

250,000

BlackRock,

Inc

3

.200

03/15/27

246,596‌

300,000

Blackstone

Private

Credit

Fund

2

.625

12/15/26

289,854‌

750,000

Blackstone

Private

Credit

Fund

4

.950

09/26/27

746,285‌

400,000

Blackstone

Secured

Lending

Fund

2

.750

09/16/26

389,470‌

300,000

Blackstone

Secured

Lending

Fund

2

.125

02/15/27

286,555‌

500,000

Blackstone

Secured

Lending

Fund

5

.350

04/13/28

503,550‌

450,000

Blue

Owl

Capital

Corp

3

.400

07/15/26

442,770‌

150,000

Blue

Owl

Capital

Corp

2

.625

01/15/27

144,870‌

400,000

Blue

Owl

Capital

Corp

2

.875

06/11/28

372,641‌

150,000

Blue

Owl

Capital

Corp

II

8

.450

11/15/26

155,830‌

200,000

Blue

Owl

Credit

Income

Corp

4

.700

02/08/27

198,730‌

300,000

Blue

Owl

Credit

Income

Corp

7

.750

09/16/27

314,678‌

300,000

Blue

Owl

Credit

Income

Corp

7

.950

06/13/28

320,755‌

250,000

Brookfield

Finance,

Inc

4

.250

06/02/26

249,390‌

350,000

Brookfield

Finance,

Inc

3

.900

01/25/28

345,894‌

550,000

Capital

One

Financial

Corp

3

.750

07/28/26

544,614‌

1,000,000

Capital

One

Financial

Corp

3

.750

03/09/27

991,556‌

850,000

Capital

One

Financial

Corp

7

.149

10/29/27

878,246‌

500,000

Capital

One

Financial

Corp

4

.927

05/10/28

503,660‌

1,200,000

Capital

One

Financial

Corp

5

.468

02/01/29

1,228,775‌

750,000

Capital

One

Financial

Corp

6

.312

06/08/29

787,274‌

750,000

Charles

Schwab

Corp

5

.875

08/24/26

762,563‌

500,000

Charles

Schwab

Corp

2

.450

03/03/27

485,912‌

650,000

Charles

Schwab

Corp

3

.200

01/25/28

636,309‌

300,000

Charles

Schwab

Corp

2

.000

03/20/28

283,933‌

300,000

Charles

Schwab

Corp

5

.643

05/19/29

310,954‌

500,000

CNH

Industrial

Capital

LLC

4

.750

03/21/28

503,739‌

300,000

Corebridge

Financial,

Inc

3

.650

04/05/27

296,031‌

500,000

Corebridge

Financial,

Inc

6

.875

12/15/52

515,796‌

200,000

Deutsche

Bank

AG.

6

.720

01/18/29

210,095‌

250,000

Discover

Bank

5

.974

08/09/28

256,140‌

200,000

Fidelity

National

Information

Services,

Inc

1

.650

03/01/28

186,650‌

700,000

Fiserv,

Inc

3

.200

07/01/26

691,985‌

750,000

Fiserv,

Inc

5

.150

03/15/27

759,793‌

350,000

Fiserv,

Inc

5

.450

03/02/28

359,660‌

400,000

FS

KKR

Capital

Corp

3

.250

07/15/27

383,604‌

275,000

Global

Payments,

Inc

4

.950

08/15/27

278,226‌

300,000

Goldman

Sachs

BDC,

Inc

6

.375

03/11/27

307,004‌

1,750,000

Goldman

Sachs

Group,

Inc

1

.542

09/10/27

1,689,638‌

2,000,000

Goldman

Sachs

Group,

Inc

1

.948

10/21/27

1,936,523‌

1,500,000

Goldman

Sachs

Group,

Inc

2

.640

02/24/28

1,456,802‌

1,500,000

Goldman

Sachs

Group,

Inc

3

.615

03/15/28

1,479,056‌

2,500,000

Goldman

Sachs

Group,

Inc

4

.937

04/23/28

2,519,485‌

1,000,000

Goldman

Sachs

Group,

Inc

3

.691

06/05/28

985,786‌

1,000,000

Goldman

Sachs

Group,

Inc

4

.482

08/23/28

1,001,328‌

1,500,000

Goldman

Sachs

Group,

Inc

4

.223

05/01/29

1,491,449‌

500,000

(c)

Goldman

Sachs

Private

Credit

Corp

5

.875

05/06/28

505,368‌

200,000

Golub

Capital

BDC,

Inc

2

.500

08/24/26

194,633‌

100,000

Hercules

Capital,

Inc

2

.625

09/16/26

96,696‌

200,000

Hercules

Capital,

Inc

3

.375

01/20/27

193,685‌

500,000

(c)

HPS

Corporate

Lending

Fund

5

.300

06/05/27

500,805‌

500,000

HPS

Corporate

Lending

Fund

5

.450

01/14/28

501,409‌

750,000

Intercontinental

Exchange,

Inc

4

.000

09/15/27

745,901‌

590,000

International

Finance

Corp

4

.500

01/21/28

600,791‌

200,000

Jackson

Financial,

Inc

5

.170

06/08/27

202,654‌

500,000

Jefferies

Financial

Group,

Inc

4

.850

01/15/27

503,745‌

2,400,000

Kreditanstalt

fuer

Wiederaufbau

4

.375

03/01/27

2,421,310‌

300,000

LPL

Holdings,

Inc

5

.700

05/20/27

305,619‌

500,000

LPL

Holdings,

Inc

4

.900

04/03/28

503,799‌

200,000

Main

Street

Capital

Corp

3

.000

07/14/26

195,823‌

550,000

Main

Street

Capital

Corp

6

.500

06/04/27

562,332‌

291

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIAL

SERVICES

-

3.3%

(continued)

$

500,000

Marex

Group

plc

5

.829

%

05/08/28

$

506,478‌

600,000

Mastercard,

Inc

3

.300

03/26/27

593,617‌

500,000

Morgan

Stanley

3

.125

07/27/26

493,749‌

500,000

Morgan

Stanley

4

.350

09/08/26

499,105‌

500,000

Morgan

Stanley

1

.512

07/20/27

485,030‌

1,000,000

Morgan

Stanley

2

.475

01/21/28

970,650‌

2,500,000

Morgan

Stanley

5

.652

04/13/28

2,555,505‌

1,000,000

Morgan

Stanley

4

.210

04/20/28

997,934‌

750,000

Morgan

Stanley

5

.123

02/01/29

763,091‌

2,500,000

Morgan

Stanley

4

.994

04/12/29

2,536,368‌

200,000

Morgan

Stanley

Direct

Lending

Fund

4

.500

02/11/27

198,730‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.800

02/05/27

504,464‌

750,000

National

Rural

Utilities

Cooperative

Finance

Corp

5

.100

05/06/27

761,906‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.120

09/16/27

499,573‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4

.750

02/07/28

506,451‌

500,000

New

Mountain

Finance

Corp

6

.200

10/15/27

505,277‌

250,000

Nomura

Holdings,

Inc

1

.653

07/14/26

242,808‌

500,000

Nomura

Holdings,

Inc

2

.329

01/22/27

483,589‌

750,000

Nomura

Holdings,

Inc

5

.594

07/02/27

766,481‌

750,000

Northern

Trust

Corp

3

.375

05/08/32

728,014‌

200,000

Oaktree

Specialty

Lending

Corp

2

.700

01/15/27

191,726‌

500,000

Oesterreichische

Kontrollbank

AG.

5

.000

10/23/26

506,529‌

1,500,000

Oesterreichische

Kontrollbank

AG.

4

.750

05/21/27

1,524,289‌

460,000

Oesterreichische

Kontrollbank

AG.

4

.000

05/28/28

463,213‌

300,000

ORIX

Corp

5

.000

09/13/27

303,881‌

750,000

PayPal

Holdings,

Inc

4

.450

03/06/28

756,098‌

750,000

(c)

Private

Export

Funding

Corp

4

.500

02/07/27

754,389‌

750,000

S&P

Global,

Inc

2

.450

03/01/27

729,835‌

100,000

Sixth

Street

Specialty

Lending,

Inc

2

.500

08/01/26

97,771‌

500,000

State

Street

Bank

&

Trust

Co

4

.594

11/25/26

503,658‌

750,000

State

Street

Corp

4

.993

03/18/27

760,854‌

750,000

State

Street

Corp

4

.530

02/20/29

756,150‌

700,000

Synchrony

Financial

3

.950

12/01/27

688,327‌

500,000

UBS

AG.

4

.864

01/10/28

504,065‌

850,000

Visa,

Inc

1

.900

04/15/27

820,573‌

150,000

Voya

Financial,

Inc

3

.650

06/15/26

148,675‌

100,000

Voya

Financial,

Inc

4

.700

01/23/48

95,766‌

TOTAL

FINANCIAL

SERVICES

80,295,304‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.9%

200,000

Altria

Group,

Inc

2

.625

09/16/26

196,115‌

500,000

Altria

Group,

Inc

4

.875

02/04/28

506,826‌

300,000

Archer-Daniels-Midland

Co

2

.500

08/11/26

294,649‌

500,000

BAT

Capital

Corp

3

.215

09/06/26

493,056‌

1,050,000

BAT

Capital

Corp

4

.700

04/02/27

1,055,004‌

800,000

BAT

Capital

Corp

2

.259

03/25/28

756,887‌

300,000

BAT

International

Finance

plc

4

.448

03/16/28

300,481‌

250,000

Bunge

Ltd

3

.250

08/15/26

246,916‌

750,000

Bunge

Ltd

4

.100

01/07/28

745,378‌

750,000

Campbell

Soup

Co

5

.200

03/19/27

760,510‌

500,000

ConAgra

Brands,

Inc

5

.300

10/01/26

505,021‌

200,000

ConAgra

Brands,

Inc

1

.375

11/01/27

186,636‌

500,000

Constellation

Brands,

Inc

3

.700

12/06/26

495,894‌

500,000

Constellation

Brands,

Inc

4

.350

05/09/27

500,044‌

500,000

Diageo

Capital

plc

5

.375

10/05/26

506,268‌

350,000

Diageo

Capital

plc

5

.300

10/24/27

358,656‌

500,000

General

Mills,

Inc

4

.700

01/30/27

502,897‌

400,000

General

Mills,

Inc

4

.200

04/17/28

399,495‌

500,000

Hershey

Co

4

.550

02/24/28

506,327‌

500,000

Hormel

Foods

Corp

4

.800

03/30/27

505,094‌

200,000

Ingredion,

Inc

3

.200

10/01/26

196,793‌

300,000

JBS

USA

Holding

Lux

Sarl

2

.500

01/15/27

291,815‌

300,000

JBS

USA

LUX

S.A.

5

.125

02/01/28

306,120‌

Short

Term

Bond

Index

292

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

0.9%

(continued)

$

250,000

Kellogg

Co

3

.400

%

11/15/27

$

246,190‌

300,000

Kellogg

Co

4

.300

05/15/28

301,607‌

500,000

Keurig

Dr

Pepper,

Inc

2

.550

09/15/26

490,063‌

500,000

Keurig

Dr

Pepper,

Inc

5

.100

03/15/27

506,211‌

750,000

Keurig

Dr

Pepper,

Inc

4

.350

05/15/28

751,270‌

600,000

Kraft

Heinz

Foods

Co

3

.000

06/01/26

592,168‌

650,000

Kraft

Heinz

Foods

Co

3

.875

05/15/27

644,868‌

150,000

McCormick

&

Co,

Inc

3

.400

08/15/27

147,437‌

700,000

Molson

Coors

Beverage

Co

3

.000

07/15/26

689,583‌

500,000

Mondelez

International,

Inc

2

.625

03/17/27

487,080‌

500,000

Mondelez

International,

Inc

4

.250

05/06/28

500,777‌

1,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4

.650

02/16/27

1,009,263‌

150,000

PepsiCo,

Inc

5

.125

11/10/26

151,890‌

1,000,000

PepsiCo,

Inc

4

.450

02/07/28

1,012,405‌

750,000

Philip

Morris

International,

Inc

4

.750

02/12/27

756,684‌

500,000

Philip

Morris

International,

Inc

4

.375

11/01/27

502,272‌

1,050,000

Philip

Morris

International,

Inc

3

.125

03/02/28

1,022,788‌

750,000

Philip

Morris

International,

Inc

4

.125

04/28/28

748,533‌

300,000

Tyson

Foods,

Inc

3

.550

06/02/27

295,869‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

21,473,840‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.9%

500,000

Abbott

Laboratories

3

.750

11/30/26

498,353‌

200,000

Baxter

International,

Inc

2

.600

08/15/26

196,232‌

500,000

Baxter

International,

Inc

1

.915

02/01/27

481,355‌

650,000

Becton

Dickinson

&

Co

3

.700

06/06/27

642,174‌

300,000

Becton

Dickinson

&

Co

4

.693

02/13/28

302,932‌

750,000

Cardinal

Health,

Inc

4

.700

11/15/26

753,764‌

500,000

Cencora,

Inc

4

.625

12/15/27

504,131‌

900,000

Centene

Corp

4

.250

12/15/27

886,363‌

1,000,000

Cigna

Group

3

.400

03/01/27

985,823‌

200,000

CommonSpirit

Health

6

.073

11/01/27

206,970‌

500,000

CVS

Health

Corp

2

.875

06/01/26

492,376‌

400,000

CVS

Health

Corp

3

.000

08/15/26

393,670‌

600,000

CVS

Health

Corp

3

.625

04/01/27

592,453‌

750,000

CVS

Health

Corp

1

.300

08/21/27

703,142‌

1,800,000

CVS

Health

Corp

4

.300

03/25/28

1,792,614‌

1,000,000

Elevance

Health,

Inc

4

.500

10/30/26

1,003,249‌

500,000

Elevance

Health,

Inc

4

.101

03/01/28

498,622‌

650,000

GE

HealthCare

Technologies,

Inc

5

.650

11/15/27

669,679‌

600,000

HCA,

Inc

5

.250

06/15/26

600,833‌

1,000,000

HCA,

Inc

5

.375

09/01/26

1,005,052‌

750,000

HCA,

Inc

3

.125

03/15/27

734,341‌

525,000

HCA,

Inc

5

.000

03/01/28

532,800‌

500,000

Humana,

Inc

1

.350

02/03/27

478,224‌

200,000

Humana,

Inc

5

.750

03/01/28

206,369‌

500,000

Icon

Investments

Six

DAC

5

.809

05/08/27

510,451‌

300,000

IQVIA,

Inc

5

.700

05/15/28

307,626‌

200,000

Kaiser

Foundation

Hospitals

3

.150

05/01/27

196,263‌

400,000

Laboratory

Corp

of

America

Holdings

3

.600

09/01/27

395,469‌

200,000

McKesson

Corp

1

.300

08/15/26

193,688‌

200,000

McKesson

Corp

3

.950

02/16/28

199,135‌

200,000

PeaceHealth

Obligated

Group

1

.375

11/15/25

197,162‌

500,000

Quest

Diagnostics,

Inc

4

.600

12/15/27

504,526‌

750,000

Smith

&

Nephew

plc

5

.150

03/20/27

758,966‌

200,000

SSM

Health

Care

Corp

3

.823

06/01/27

198,382‌

750,000

Stryker

Corp

4

.700

02/10/28

760,168‌

500,000

UnitedHealth

Group,

Inc

4

.750

07/15/26

501,800‌

1,000,000

UnitedHealth

Group,

Inc

4

.600

04/15/27

1,005,985‌

400,000

UnitedHealth

Group,

Inc

5

.250

02/15/28

410,570‌

250,000

Universal

Health

Services,

Inc

1

.650

09/01/26

241,364‌

293

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.9%

(continued)

$

500,000

Zimmer

Biomet

Holdings,

Inc

4

.700

%

02/19/27

$

502,704‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

22,045,780‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

400,000

Clorox

Co

3

.900

05/15/28

396,102‌

175,000

Ecolab,

Inc

4

.300

06/15/28

176,219‌

500,000

Estee

Lauder

Cos,

Inc

4

.375

05/15/28

501,264‌

800,000

Haleon

US

Capital

LLC

3

.375

03/24/27

788,305‌

300,000

Kimberly-Clark

Corp

1

.050

09/15/27

281,921‌

300,000

Unilever

Capital

Corp

2

.900

05/05/27

294,290‌

750,000

Unilever

Capital

Corp

4

.250

08/12/27

753,245‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

3,191,346‌

INSURANCE

-

0.4%

300,000

Aegon

NV

5

.500

04/11/48

301,287‌

200,000

Allstate

Corp

7

.526

08/15/53

199,926‌

200,000

American

National

Group,

Inc

5

.000

06/15/27

200,800‌

750,000

Aon

North

America,

Inc

5

.125

03/01/27

758,842‌

200,000

Arch

Capital

Group

Ltd

4

.011

12/15/26

199,111‌

1,000,000

Arthur

J

Gallagher

&

Co

4

.600

12/15/27

1,007,434‌

375,000

Athene

Holding

Ltd

4

.125

01/12/28

371,517‌

100,000

AXIS

Specialty

Finance

plc

4

.000

12/06/27

98,918‌

500,000

Berkshire

Hathaway

Finance

Corp

2

.300

03/15/27

487,453‌

300,000

Brighthouse

Financial,

Inc

3

.700

06/22/27

294,767‌

125,000

Brown

&

Brown,

Inc

4

.600

12/23/26

125,584‌

425,000

Brown

&

Brown,

Inc

4

.700

06/23/28

428,585‌

200,000

Cincinnati

Financial

Corp

6

.920

05/15/28

214,865‌

300,000

CNA

Financial

Corp

3

.450

08/15/27

294,383‌

550,000

Equitable

Holdings,

Inc

4

.350

04/20/28

548,956‌

150,000

F&G

Annuities

&

Life,

Inc

7

.400

01/13/28

157,084‌

250,000

Fairfax

Financial

Holdings

Ltd

4

.850

04/17/28

252,175‌

300,000

Lincoln

National

Corp

3

.625

12/12/26

296,460‌

350,000

Manulife

Financial

Corp

2

.484

05/19/27

339,643‌

200,000

Manulife

Financial

Corp

4

.061

02/24/32

197,720‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

4

.550

11/08/27

1,007,354‌

200,000

Old

Republic

International

Corp

3

.875

08/26/26

198,475‌

250,000

Principal

Financial

Group,

Inc

3

.100

11/15/26

245,730‌

200,000

Progressive

Corp

2

.450

01/15/27

195,056‌

200,000

Progressive

Corp

2

.500

03/15/27

194,774‌

250,000

Prudential

Financial,

Inc

3

.878

03/27/28

248,897‌

250,000

(d)

Prudential

Financial,

Inc

4

.500

09/15/47

246,284‌

150,000

Reinsurance

Group

of

America,

Inc

3

.950

09/15/26

149,131‌

475,000

UnitedHealth

Group,

Inc

4

.400

06/15/28

477,353‌

300,000

Willis

North

America,

Inc

4

.650

06/15/27

301,639‌

TOTAL

INSURANCE

10,040,203‌

MATERIALS

-

0.5%

750,000

Air

Products

and

Chemicals,

Inc

4

.300

06/11/28

753,814‌

1,000,000

(c)

Amcor

Flexibles

North

America,

Inc

4

.800

03/17/28

1,006,829‌

500,000

(c)

Amrize

Finance

US

LLC

4

.600

04/07/27

502,024‌

500,000

(c)

Amrize

Finance

US

LLC

4

.700

04/07/28

504,542‌

600,000

ArcelorMittal

S.A.

6

.550

11/29/27

625,431‌

200,000

Berry

Global,

Inc

1

.650

01/15/27

191,836‌

150,000

Berry

Global,

Inc

5

.500

04/15/28

153,884‌

100,000

BHP

Billiton

Finance

USA

Ltd

5

.250

09/08/26

101,155‌

600,000

BHP

Billiton

Finance

USA

Ltd

4

.750

02/28/28

609,332‌

200,000

Celulosa

Arauco

y

Constitucion

S.A.

3

.875

11/02/27

195,637‌

400,000

Ecolab,

Inc

1

.650

02/01/27

385,032‌

250,000

Freeport-McMoRan,

Inc

4

.125

03/01/28

246,967‌

150,000

Kinross

Gold

Corp

4

.500

07/15/27

150,139‌

350,000

LYB

International

Finance

BV

3

.500

03/02/27

344,942‌

300,000

Martin

Marietta

Materials,

Inc

3

.500

12/15/27

294,147‌

200,000

Mosaic

Co

4

.050

11/15/27

198,498‌

400,000

Nucor

Corp

3

.950

05/01/28

398,253‌

650,000

Nutrien

Ltd

5

.200

06/21/27

659,864‌

Short

Term

Bond

Index

294

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MATERIALS

-

0.5%

(continued)

$

150,000

Packaging

Corp

of

America

3

.400

%

12/15/27

$

146,781‌

300,000

PPG

Industries,

Inc

3

.750

03/15/28

296,404‌

500,000

(a)

Rio

Tinto

Finance

USA

plc

4

.375

03/12/27

502,637‌

1,000,000

Rio

Tinto

Finance

USA

plc

4

.500

03/14/28

1,007,876‌

1,000,000

Sherwin-Williams

Co

4

.550

03/01/28

1,008,589‌

500,000

Sonoco

Products

Co

4

.450

09/01/26

499,497‌

150,000

Steel

Dynamics,

Inc

1

.650

10/15/27

141,376‌

300,000

Suzano

International

Finance

BV

5

.500

01/17/27

303,355‌

200,000

Vulcan

Materials

Co

3

.900

04/01/27

198,627‌

250,000

Westlake

Corp

3

.600

08/15/26

247,431‌

150,000

WRKCo,

Inc

3

.375

09/15/27

146,616‌

200,000

WRKCo,

Inc

4

.000

03/15/28

198,103‌

TOTAL

MATERIALS

12,019,618‌

MEDIA

&

ENTERTAINMENT

-

0.5%

750,000

Alphabet,

Inc

1

.998

08/15/26

733,777‌

500,000

Baidu,

Inc

4

.375

03/29/28

501,401‌

500,000

(c)

Blue

Owl

Technology

Finance

Corp

6

.100

03/15/28

502,709‌

1,500,000

Charter

Communications

Operating

LLC

6

.150

11/10/26

1,528,713‌

300,000

Charter

Communications

Operating

LLC

4

.200

03/15/28

297,374‌

400,000

Comcast

Corp

2

.350

01/15/27

389,133‌

600,000

Comcast

Corp

3

.300

02/01/27

591,560‌

300,000

Comcast

Corp

3

.300

04/01/27

295,469‌

1,000,000

Comcast

Corp

3

.150

02/15/28

974,070‌

500,000

Comcast

Corp

3

.550

05/01/28

491,646‌

750,000

Inter-American

Investment

Corp

3

.625

02/17/27

746,040‌

1,000,000

Meta

Platforms,

Inc

3

.500

08/15/27

990,435‌

500,000

Netflix,

Inc

4

.375

11/15/26

502,532‌

500,000

Netflix,

Inc

4

.875

04/15/28

510,473‌

300,000

Paramount

Global

2

.900

01/15/27

292,008‌

100,000

Paramount

Global

3

.375

02/15/28

96,753‌

500,000

Take-Two

Interactive

Software,

Inc

4

.950

03/28/28

507,710‌

800,000

TWDC

Enterprises

18

Corp

2

.950

06/15/27

786,032‌

300,000

Walt

Disney

Co

3

.700

03/23/27

299,502‌

300,000

Walt

Disney

Co

2

.200

01/13/28

287,697‌

474,000

Warnermedia

Holdings,

Inc

3

.755

03/15/27

441,157‌

TOTAL

MEDIA

&

ENTERTAINMENT

11,766,191‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

2,000,000

AbbVie,

Inc

4

.800

03/15/27

2,019,239‌

1,000,000

AbbVie,

Inc

4

.650

03/15/28

1,015,118‌

100,000

Agilent

Technologies,

Inc

3

.050

09/22/26

98,449‌

500,000

Agilent

Technologies,

Inc

4

.200

09/09/27

499,800‌

1,300,000

Amgen,

Inc

2

.200

02/21/27

1,257,508‌

500,000

Amgen,

Inc

3

.200

11/02/27

488,356‌

1,000,000

Amgen,

Inc

5

.150

03/02/28

1,021,762‌

1,000,000

AstraZeneca

Finance

LLC

4

.800

02/26/27

1,011,012‌

500,000

AstraZeneca

Finance

LLC

1

.750

05/28/28

468,762‌

200,000

Bio-Rad

Laboratories,

Inc

3

.300

03/15/27

196,147‌

500,000

Bristol-Myers

Squibb

Co

3

.200

06/15/26

495,338‌

2,000,000

Bristol-Myers

Squibb

Co

4

.900

02/22/27

2,025,505‌

1,000,000

Eli

Lilly

&

Co

4

.500

02/09/27

1,008,069‌

1,000,000

Eli

Lilly

&

Co

4

.150

08/14/27

1,004,905‌

750,000

Eli

Lilly

&

Co

4

.550

02/12/28

759,887‌

500,000

Gilead

Sciences,

Inc

2

.950

03/01/27

490,857‌

500,000

Gilead

Sciences,

Inc

1

.200

10/01/27

469,435‌

500,000

GlaxoSmithKline

Capital

plc

4

.315

03/12/27

502,586‌

500,000

Illumina,

Inc

4

.650

09/09/26

500,594‌

1,000,000

Johnson

&

Johnson

4

.500

03/01/27

1,009,750‌

1,000,000

Johnson

&

Johnson

4

.550

03/01/28

1,016,941‌

750,000

Merck

&

Co,

Inc

1

.700

06/10/27

718,784‌

200,000

Mylan,

Inc

4

.550

04/15/28

198,336‌

2,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4

.450

05/19/28

2,016,023‌

300,000

Pfizer,

Inc

3

.000

12/15/26

295,790‌

295

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

(continued)

$

300,000

Royalty

Pharma

plc

1

.750

%

09/02/27

$

284,114‌

24,000

Shire

Acquisitions

Investments

Ireland

DAC

3

.200

09/23/26

23,687‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5

.000

12/05/26

1,010,726‌

422,000

Utah

Acquisition

Sub,

Inc

3

.950

06/15/26

418,014‌

500,000

Viatris,

Inc

2

.300

06/22/27

476,439‌

200,000

Zoetis,

Inc

3

.000

09/12/27

195,288‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

22,997,221‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

500,000

Advanced

Micro

Devices,

Inc

4

.319

03/24/28

503,673‌

500,000

Analog

Devices,

Inc

3

.500

12/05/26

495,630‌

750,000

Analog

Devices,

Inc

4

.250

06/15/28

753,461‌

500,000

Applied

Materials,

Inc

3

.300

04/01/27

493,460‌

1,000,000

Broadcom

Corp

3

.875

01/15/27

993,077‌

200,000

Broadcom,

Inc

3

.459

09/15/26

198,127‌

1,000,000

Broadcom,

Inc

5

.050

07/12/27

1,014,145‌

350,000

Broadcom,

Inc

4

.150

02/15/28

348,982‌

500,000

Broadcom,

Inc

4

.800

04/15/28

507,232‌

300,000

Intel

Corp

3

.750

03/25/27

296,837‌

500,000

Intel

Corp

3

.150

05/11/27

489,854‌

300,000

Intel

Corp

3

.750

08/05/27

296,060‌

750,000

Intel

Corp

4

.875

02/10/28

759,471‌

275,000

Marvell

Technology,

Inc

2

.450

04/15/28

261,309‌

1,000,000

Microchip

Technology,

Inc

4

.900

03/15/28

1,010,987‌

300,000

Micron

Technology,

Inc

5

.375

04/15/28

308,441‌

300,000

NVIDIA

Corp

3

.200

09/16/26

297,248‌

300,000

NXP

BV

4

.400

06/01/27

300,513‌

300,000

QUALCOMM,

Inc

3

.250

05/20/27

296,210‌

750,000

Texas

Instruments,

Inc

4

.600

02/08/27

756,834‌

300,000

TSMC

Arizona

Corp

1

.750

10/25/26

290,282‌

500,000

TSMC

Arizona

Corp

3

.875

04/22/27

497,349‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

11,169,182‌

SOFTWARE

&

SERVICES

-

0.6%

1,000,000

Accenture

Capital,

Inc

3

.900

10/04/27

996,943‌

750,000

Adobe,

Inc

4

.850

04/04/27

760,814‌

500,000

Adobe,

Inc

4

.750

01/17/28

508,858‌

750,000

Cadence

Design

Systems,

Inc

4

.200

09/10/27

751,072‌

200,000

CGI,

Inc

1

.450

09/14/26

193,168‌

250,000

DXC

Technology

Co

1

.800

09/15/26

241,594‌

500,000

IBM

International

Capital

Pte

Ltd

4

.600

02/05/27

502,946‌

500,000

International

Business

Machines

Corp

1

.700

05/15/27

478,000‌

200,000

Kyndryl

Holdings,

Inc

2

.050

10/15/26

193,822‌

1,600,000

Microsoft

Corp

2

.400

08/08/26

1,572,743‌

1,750,000

Microsoft

Corp

3

.400

09/15/26

1,738,970‌

1,250,000

Oracle

Corp

2

.650

07/15/26

1,227,463‌

750,000

Oracle

Corp

2

.800

04/01/27

731,081‌

1,000,000

Oracle

Corp

3

.250

11/15/27

977,494‌

1,000,000

Oracle

Corp

4

.800

08/03/28

1,016,432‌

500,000

Roper

Technologies,

Inc

3

.800

12/15/26

495,804‌

100,000

Roper

Technologies,

Inc

1

.400

09/15/27

94,065‌

750,000

Synopsys,

Inc

4

.550

04/01/27

753,738‌

750,000

Synopsys,

Inc

4

.650

04/01/28

757,634‌

900,000

VMware,

Inc

1

.400

08/15/26

870,463‌

500,000

VMware,

Inc

3

.900

08/21/27

495,662‌

300,000

Workday,

Inc

3

.500

04/01/27

296,118‌

TOTAL

SOFTWARE

&

SERVICES

15,654,884‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

550,000

Amphenol

Corp

5

.050

04/05/27

558,511‌

750,000

Amphenol

Corp

4

.375

06/12/28

755,222‌

300,000

Apple,

Inc

2

.450

08/04/26

294,878‌

1,000,000

Apple,

Inc

2

.050

09/11/26

977,070‌

500,000

Apple,

Inc

3

.350

02/09/27

494,872‌

750,000

Apple,

Inc

3

.200

05/11/27

740,517‌

Short

Term

Bond

Index

296

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

(continued)

$

3,000,000

Apple,

Inc

4

.000

%

05/12/28

$

3,005,695‌

200,000

Arrow

Electronics,

Inc

3

.875

01/12/28

196,129‌

300,000

CDW

LLC

2

.670

12/01/26

292,422‌

1,500,000

Cisco

Systems,

Inc

4

.800

02/26/27

1,518,190‌

500,000

Cisco

Systems,

Inc

4

.550

02/24/28

506,610‌

500,000

Dell

International

LLC

4

.900

10/01/26

502,230‌

300,000

Dell

International

LLC

6

.100

07/15/27

310,052‌

1,000,000

Dell

International

LLC

4

.750

04/01/28

1,011,704‌

300,000

Flex

Ltd

6

.000

01/15/28

309,519‌

750,000

Hewlett

Packard

Enterprise

Co

4

.450

09/25/26

751,177‌

750,000

Hewlett

Packard

Enterprise

Co

4

.400

09/25/27

750,656‌

300,000

HP,

Inc

3

.000

06/17/27

292,655‌

350,000

HP,

Inc

4

.750

01/15/28

354,027‌

700,000

International

Business

Machines

Corp

4

.150

07/27/27

699,919‌

1,000,000

International

Business

Machines

Corp

4

.650

02/10/28

1,011,492‌

250,000

Jabil,

Inc

4

.250

05/15/27

249,313‌

150,000

Jabil,

Inc

3

.950

01/12/28

148,450‌

250,000

Keysight

Technologies,

Inc

4

.600

04/06/27

250,983‌

250,000

Motorola

Solutions,

Inc

4

.600

02/23/28

251,826‌

300,000

NetApp,

Inc

2

.375

06/22/27

288,506‌

200,000

TD

SYNNEX

Corp

1

.750

08/09/26

193,372‌

250,000

Teledyne

Technologies,

Inc

2

.250

04/01/28

237,404‌

200,000

Vontier

Corp

2

.400

04/01/28

187,878‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

17,141,279‌

TELECOMMUNICATION

SERVICES

-

0.4%

300,000

AT&T,

Inc

2

.950

07/15/26

295,438‌

750,000

AT&T,

Inc

3

.800

02/15/27

744,294‌

1,000,000

AT&T,

Inc

2

.300

06/01/27

964,169‌

1,400,000

AT&T,

Inc

1

.650

02/01/28

1,313,377‌

800,000

Rogers

Communications,

Inc

3

.200

03/15/27

784,366‌

450,000

Telefonica

Emisiones

SAU

4

.103

03/08/27

447,721‌

500,000

TELUS

Corp

3

.700

09/15/27

492,836‌

1,500,000

T-Mobile

USA,

Inc

3

.750

04/15/27

1,484,336‌

1,000,000

T-Mobile

USA,

Inc

2

.050

02/15/28

945,184‌

500,000

T-Mobile

USA,

Inc

4

.950

03/15/28

508,439‌

500,000

Verizon

Communications,

Inc

4

.125

03/16/27

499,581‌

1,500,000

Verizon

Communications,

Inc

3

.000

03/22/27

1,470,017‌

550,000

Verizon

Communications,

Inc

2

.100

03/22/28

521,119‌

TOTAL

TELECOMMUNICATION

SERVICES

10,470,877‌

TRANSPORTATION

-

0.3%

1,000,000

Boeing

Co

6

.259

05/01/27

1,028,815‌

500,000

Canadian

Pacific

Railway

Co

1

.750

12/02/26

482,515‌

250,000

CH

Robinson

Worldwide,

Inc

4

.200

04/15/28

248,633‌

300,000

CSX

Corp

3

.800

03/01/28

297,254‌

300,000

Delta

Air

Lines,

Inc

4

.375

04/19/28

298,378‌

750,000

Delta

Air

Lines,

Inc

4

.950

07/10/28

754,284‌

200,000

(c)

FedEx

Corp

3

.400

02/15/28

195,335‌

200,000

GXO

Logistics,

Inc

1

.650

07/15/26

193,445‌

200,000

Kirby

Corp

4

.200

03/01/28

198,194‌

300,000

Norfolk

Southern

Corp

2

.900

06/15/26

295,893‌

750,000

Ryder

System,

Inc

5

.300

03/15/27

761,172‌

500,000

Ryder

System,

Inc

5

.250

06/01/28

512,990‌

500,000

Southwest

Airlines

Co

3

.000

11/15/26

489,609‌

500,000

Southwest

Airlines

Co

5

.125

06/15/27

504,470‌

200,000

Union

Pacific

Corp

2

.150

02/05/27

194,166‌

450,000

United

Parcel

Service,

Inc

2

.400

11/15/26

439,733‌

250,000

United

Parcel

Service,

Inc

3

.050

11/15/27

244,473‌

TOTAL

TRANSPORTATION

7,139,359‌

UTILITIES

-

1.4%

500,000

4

.875

06/01/28

507,348‌

500,000

AES

Corp

5

.450

06/01/28

510,945‌

500,000

Ameren

Corp

5

.700

12/01/26

508,015‌

297

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

1.4%

(continued)

$

200,000

Ameren

Corp

1

.950

%

03/15/27

$

192,766‌

300,000

Ameren

Corp

1

.750

03/15/28

279,882‌

250,000

American

Electric

Power

Co,

Inc

3

.200

11/13/27

243,863‌

300,000

American

Electric

Power

Co,

Inc

3

.875

02/15/62

287,839‌

300,000

Appalachian

Power

Co

3

.300

06/01/27

294,269‌

100,000

Arizona

Public

Service

Co

2

.950

09/15/27

96,904‌

200,000

Atmos

Energy

Corp

3

.000

06/15/27

196,108‌

200,000

Berkshire

Hathaway

Energy

Co

3

.250

04/15/28

195,736‌

300,000

Black

Hills

Corp

3

.150

01/15/27

293,350‌

400,000

CenterPoint

Energy

Resources

Corp

5

.250

03/01/28

409,661‌

100,000

CMS

Energy

Corp

3

.000

05/15/26

98,704‌

100,000

CMS

Energy

Corp

3

.450

08/15/27

98,177‌

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3

.125

11/15/27

97,782‌

300,000

Constellation

Energy

Generation

LLC

5

.600

03/01/28

310,378‌

200,000

Consumers

Energy

Co

4

.650

03/01/28

202,731‌

250,000

Dominion

Energy,

Inc

3

.600

03/15/27

247,279‌

500,000

Dominion

Energy,

Inc

4

.600

05/15/28

503,294‌

200,000

Dominion

Resources,

Inc

2

.850

08/15/26

196,571‌

75,000

DTE

Electric

Co

4

.250

05/14/27

75,103‌

1,000,000

DTE

Energy

Co

4

.950

07/01/27

1,011,449‌

250,000

Duke

Energy

Corp

2

.650

09/01/26

245,304‌

750,000

Duke

Energy

Corp

4

.850

01/05/27

757,397‌

300,000

Duke

Energy

Corp

3

.150

08/15/27

293,921‌

350,000

Duke

Energy

Corp

4

.300

03/15/28

350,432‌

200,000

Duke

Energy

Corp

3

.250

01/15/82

191,920‌

500,000

Duke

Energy

Progress

LLC

4

.350

03/06/27

502,379‌

500,000

Edison

International

4

.125

03/15/28

482,645‌

250,000

Emera

US

Finance

LP

3

.550

06/15/26

247,266‌

300,000

Entergy

Corp

2

.950

09/01/26

295,016‌

100,000

Entergy

Louisiana

LLC

3

.120

09/01/27

97,810‌

500,000

Essential

Utilities,

Inc

4

.800

08/15/27

505,266‌

500,000

Evergy

Kansas

Central,

Inc

4

.700

03/13/28

505,644‌

500,000

Eversource

Energy

5

.000

01/01/27

504,403‌

300,000

Eversource

Energy

4

.600

07/01/27

301,416‌

100,000

Eversource

Energy

3

.300

01/15/28

97,354‌

550,000

Eversource

Energy

5

.450

03/01/28

564,185‌

200,000

Exelon

Corp

2

.750

03/15/27

195,139‌

700,000

Exelon

Corp

5

.150

03/15/28

715,496‌

650,000

FirstEnergy

Corp

3

.900

07/15/27

642,712‌

400,000

Fortis,

Inc

3

.055

10/04/26

392,872‌

1,000,000

Georgia

Power

Co

5

.004

02/23/27

1,014,124‌

300,000

Georgia

Power

Co

4

.650

05/16/28

304,123‌

300,000

Gulf

Power

Co

3

.300

05/30/27

295,247‌

200,000

Indiana

Michigan

Power

Co

3

.850

05/15/28

197,873‌

100,000

ITC

Holdings

Corp

3

.250

06/30/26

98,729‌

200,000

ITC

Holdings

Corp

3

.350

11/15/27

195,726‌

175,000

National

Fuel

Gas

Co

5

.500

10/01/26

176,828‌

200,000

NextEra

Energy

Capital

Holdings

Inc

4

.800

12/01/77

191,529‌

800,000

NextEra

Energy

Capital

Holdings,

Inc

3

.550

05/01/27

788,843‌

800,000

NextEra

Energy

Capital

Holdings,

Inc

4

.850

02/04/28

811,006‌

750,000

NextEra

Energy

Capital

Holdings,

Inc

4

.900

02/28/28

760,097‌

750,000

NextEra

Energy

Capital

Holdings,

Inc

1

.900

06/15/28

700,798‌

400,000

NextEra

Energy

Capital

Holdings,

Inc

3

.800

03/15/82

383,272‌

400,000

NiSource,

Inc

3

.490

05/15/27

393,834‌

400,000

NiSource,

Inc

5

.250

03/30/28

409,491‌

750,000

Nutrien

Ltd

4

.500

03/12/27

751,926‌

500,000

(c)

Oncor

Electric

Delivery

Co

LLC

4

.500

03/20/27

502,469‌

550,000

Pacific

Gas

&

Electric

Co

3

.300

12/01/27

532,101‌

600,000

Pacific

Gas

and

Electric

Co

2

.100

08/01/27

568,258‌

500,000

Pacific

Gas

and

Electric

Co

5

.000

06/04/28

501,506‌

500,000

Pinnacle

West

Capital

Corp

4

.900

05/15/28

507,000‌

750,000

Public

Service

Co

of

New

Hampshire

4

.400

07/01/28

753,961‌

Short

Term

Bond

Index

298

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

-

1.4%

(continued)

$

100,000

Public

Service

Electric

and

Gas

Co

2

.250

%

09/15/26

$

97,758‌

350,000

Public

Service

Electric

and

Gas

Co

3

.700

05/01/28

346,924‌

300,000

Public

Service

Enterprise

Group,

Inc

5

.850

11/15/27

310,495‌

250,000

Sempra

3

.250

06/15/27

244,764‌

100,000

Sempra

3

.400

02/01/28

97,631‌

350,000

Sempra

4

.125

04/01/52

336,542‌

500,000

Sempra

Energy

5

.400

08/01/26

504,845‌

1,000,000

Southern

California

Edison

Co

4

.400

09/06/26

998,250‌

175,000

Southern

California

Edison

Co

4

.875

02/01/27

175,987‌

300,000

Southern

California

Edison

Co

5

.300

03/01/28

303,815‌

300,000

Southern

California

Gas

Co

2

.950

04/15/27

293,868‌

500,000

Southern

Co

5

.113

08/01/27

507,509‌

300,000

Southern

Co

4

.000

01/15/51

298,266‌

300,000

Southern

Co

3

.750

09/15/51

295,866‌

350,000

Southwest

Gas

Corp

5

.450

03/23/28

357,842‌

250,000

Southwestern

Electric

Power

Co

2

.750

10/01/26

244,616‌

1,000,000

System

Energy

Resources,

Inc

6

.000

04/15/28

1,041,073‌

500,000

Virginia

Electric

and

Power

Co

3

.750

05/15/27

496,345‌

300,000

Virginia

Electric

and

Power

Co

3

.800

04/01/28

298,150‌

42,000

WEC

Energy

Group,

Inc

5

.600

09/12/26

42,552‌

500,000

WEC

Energy

Group,

Inc

4

.750

01/15/28

505,077‌

100,000

Wisconsin

Power

and

Light

Co

3

.050

10/15/27

97,274‌

200,000

Xcel

Energy,

Inc

3

.350

12/01/26

197,161‌

400,000

Xcel

Energy,

Inc

1

.750

03/15/27

382,847‌

500,000

Xcel

Energy,

Inc

4

.750

03/21/28

504,854‌

TOTAL

UTILITIES

34,565,783‌

TOTAL

CORPORATE

BONDS

(Cost

$619,511,447)

625,942,713‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

BONDS

-

73.2%

AGENCY

SECURITIES

-

1.2%

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.375

02/23/26

2,002,035‌

750,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.375

06/23/26

752,547‌

2,000,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.625

07/10/26

2,011,888‌

3,500,000

Federal

Farm

Credit

Banks

Funding

Corp

4

.500

03/26/27

3,538,941‌

500,000

Federal

Home

Loan

Banks

3

.625

09/04/26

497,970‌

4,500,000

Federal

Home

Loan

Banks

4

.625

11/17/26

4,539,300‌

4,500,000

(a)

Federal

Home

Loan

Banks

4

.125

01/15/27

4,522,208‌

500,000

(a)

Federal

Home

Loan

Banks

4

.000

03/10/27

501,878‌

3,000,000

Federal

Home

Loan

Banks

4

.750

04/09/27

3,050,933‌

1,500,000

Federal

Home

Loan

Banks

3

.875

06/04/27

1,503,607‌

4,000,000

(a)

Federal

Home

Loan

Mortgage

Corp

0

.375

09/23/25

3,963,554‌

2,500,000

Federal

National

Mortgage

Association

0

.500

11/07/25

2,467,004‌

750,000

Tennessee

Valley

Authority

3

.875

03/15/28

752,261‌

TOTAL

AGENCY

SECURITIES

30,104,126‌

FOREIGN

GOVERNMENT

BONDS

-

3.0%

265,000

African

Development

Bank

0

.875

03/23/26

258,789‌

875,000

African

Development

Bank

4

.625

01/04/27

884,359‌

2,000,000

African

Development

Bank

4

.125

02/25/27

2,008,050‌

1,500,000

Asian

Development

Bank

2

.000

04/24/26

1,474,714‌

1,000,000

Asian

Development

Bank

4

.125

01/12/27

1,003,784‌

2,500,000

Asian

Development

Bank

1

.500

01/20/27

2,411,345‌

1,000,000

Asian

Infrastructure

Investment

Bank

4

.875

09/14/26

1,010,701‌

500,000

Asian

Infrastructure

Investment

Bank

3

.750

09/14/27

499,962‌

750,000

Asian

Infrastructure

Investment

Bank

4

.000

01/18/28

754,708‌

310,000

Chile

Government

International

Bond

3

.125

01/21/26

306,574‌

1,000,000

Chile

Government

International

Bond

2

.750

01/31/27

972,700‌

300,000

Chile

Government

International

Bond

3

.240

02/06/28

291,777‌

1,000,000

Corp

Andina

de

Fomento

5

.250

11/21/25

1,002,301‌

500,000

Corp

Andina

de

Fomento

4

.750

04/01/26

501,200‌

350,000

Corp

Andina

de

Fomento

6

.000

04/26/27

361,037‌

299

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

750,000

Council

Of

Europe

Development

Bank

3

.750

%

05/25/26

$

747,915‌

750,000

Council

Of

Europe

Development

Bank

4

.625

06/11/27

760,908‌

755,000

European

Bank

for

Reconstruction

&

Development

0

.500

01/28/26

739,018‌

2,500,000

European

Investment

Bank

1

.375

03/15/27

2,400,077‌

2,150,000

European

Investment

Bank

4

.375

03/19/27

2,169,640‌

2,000,000

European

Investment

Bank

3

.250

11/15/27

1,978,283‌

500,000

Export

Development

Canada

4

.375

06/29/26

501,577‌

1,250,000

Export

Development

Canada

3

.750

09/07/27

1,249,316‌

2,000,000

Export

Development

Canada

3

.875

02/14/28

2,005,071‌

750,000

Export-Import

Bank

of

Korea

5

.375

09/18/25

751,330‌

750,000

Export-Import

Bank

of

Korea

4

.875

01/11/26

752,440‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/11/27

1,006,956‌

1,000,000

Export-Import

Bank

of

Korea

4

.000

09/11/27

997,402‌

750,000

Export-Import

Bank

of

Korea

4

.125

10/17/27

749,284‌

1,000,000

Export-Import

Bank

of

Korea

4

.625

01/14/28

1,011,916‌

1,000,000

Indonesia

Government

International

Bond

4

.550

01/11/28

1,007,820‌

500,000

Indonesia

Government

International

Bond

4

.100

04/24/28

499,579‌

3,000,000

Inter-American

Development

Bank

4

.500

05/15/26

3,010,701‌

2,000,000

Inter-American

Development

Bank

1

.500

01/13/27

1,929,605‌

500,000

Inter-American

Development

Bank

4

.375

02/01/27

503,805‌

500,000

Inter-American

Development

Bank

2

.375

07/07/27

486,503‌

1,500,000

International

Bank

for

Reconstruction

&

Development

4

.750

04/10/26

1,506,743‌

3,000,000

International

Bank

for

Reconstruction

&

Development

1

.875

10/27/26

2,922,207‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0

.750

11/24/27

931,640‌

1,500,000

International

Finance

Corp

2

.126

04/07/26

1,477,637‌

715,000

International

Finance

Corp

4

.375

01/15/27

720,317‌

500,000

Israel

Government

International

Bond

3

.250

01/17/28

482,758‌

500,000

Japan

Bank

for

International

Cooperation

4

.250

04/27/26

499,907‌

2,000,000

Japan

Bank

for

International

Cooperation

2

.250

11/04/26

1,952,624‌

575,000

Japan

Bank

for

International

Cooperation

4

.625

07/22/27

582,742‌

750,000

Japan

Bank

for

International

Cooperation

2

.750

11/16/27

729,877‌

645,000

(b)

Japan

Bank

for

International

Cooperation

3

.875

07/03/28

645,608‌

1,000,000

Japan

International

Cooperation

Agency

4

.000

05/23/28

999,867‌

750,000

Korea

Development

Bank

4

.000

09/08/25

749,224‌

1,000,000

Korea

Development

Bank

5

.375

10/23/26

1,014,689‌

500,000

Korea

Development

Bank

4

.625

02/15/27

503,400‌

750,000

Korea

Development

Bank

4

.125

10/16/27

749,360‌

500,000

Korea

Development

Bank

4

.625

02/03/28

505,620‌

1,000,000

Landwirtschaftliche

Rentenbank

1

.750

07/27/26

976,757‌

500,000

Landwirtschaftliche

Rentenbank

2

.500

11/15/27

486,085‌

500,000

Mexico

Government

International

Bond

4

.125

01/21/26

498,815‌

1,000,000

Mexico

Government

International

Bond

4

.150

03/28/27

993,010‌

200,000

Mexico

Government

International

Bond

3

.750

01/11/28

195,670‌

500,000

Mexico

Government

International

Bond

5

.400

02/09/28

510,250‌

400,000

Nordic

Investment

Bank

5

.000

10/15/25

400,466‌

460,000

Panama

Government

International

Bond

7

.125

01/29/26

465,971‌

400,000

Panama

Government

International

Bond

3

.875

03/17/28

386,260‌

750,000

Peruvian

Government

International

Bond

4

.125

08/25/27

748,520‌

1,015,000

Philippine

Government

International

Bond

5

.500

03/30/26

1,022,697‌

500,000

Philippine

Government

International

Bond

3

.229

03/29/27

490,128‌

200,000

Philippine

Government

International

Bond

3

.000

02/01/28

193,140‌

1,250,000

Province

of

British

Columbia

Canada

0

.900

07/20/26

1,209,782‌

1,500,000

Province

of

British

Columbia

Canada

4

.700

01/24/28

1,530,108‌

500,000

Province

of

Ontario

Canada

2

.300

06/15/26

491,568‌

1,500,000

Province

of

Ontario

Canada

3

.100

05/19/27

1,477,955‌

1,750,000

Province

of

Quebec

Canada

3

.625

04/13/28

1,739,172‌

400,000

Province

of

Saskatchewan

Canada

3

.250

06/08/27

394,973‌

500,000

Republic

of

Italy

Government

International

Bond

1

.250

02/17/26

490,635‌

400,000

Republic

of

Poland

Government

International

Bond

3

.250

04/06/26

396,625‌

800,000

Republic

of

Poland

Government

International

Bond

5

.500

11/16/27

826,275‌

200,000

Svensk

Exportkredit

AB

4

.875

09/14/26

202,000‌

1,000,000

Svensk

Exportkredit

AB

3

.750

09/13/27

998,594‌

Short

Term

Bond

Index

300

Portfolio

of

Investments

June

30,

2025

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOREIGN

GOVERNMENT

BONDS

(continued)

$

500,000

Svensk

Exportkredit

AB

3

.750

%

05/08/28

$

499,447‌

500,000

Uruguay

Government

International

Bond

4

.375

10/27/27

500,960‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

74,101,230‌

MUNICIPAL

BONDS

-

0.0%

460,000

San

Francisco

City

&

County

Public

Utilities

Commission

Wastewater

Revenue

4

.655

10/01/27

466,597‌

TOTAL

MUNICIPAL

BONDS

466,597‌

U.S.

TREASURY

SECURITIES

-

69.0%

7,500,000

United

States

Treasury

Note

4

.250

11/30/26

7,538,672‌

2,100,000

United

States

Treasury

Note

4

.250

12/31/26

2,112,223‌

32,000,000

United

States

Treasury

Note

4

.125

01/31/27

32,146,250‌

11,950,000

United

States

Treasury

Note

4

.125

02/28/27

12,012,084‌

11,950,000

United

States

Treasury

Note

3

.750

04/30/27

11,948,133‌

48,000,000

United

States

Treasury

Note

3

.875

05/31/27

48,112,500‌

18,000,000

United

States

Treasury

Note

3

.750

06/30/27

18,011,250‌

64,000,000

United

States

Treasury

Note

3

.875

10/15/27

64,222,500‌

102,000,000

United

States

Treasury

Note

4

.125

11/15/27

102,944,297‌

57,250,000

United

States

Treasury

Note

4

.000

12/15/27

57,657,012‌

84,500,000

United

States

Treasury

Note

4

.250

01/15/28

85,592,559‌

75,500,000

United

States

Treasury

Note

4

.250

02/15/28

76,520,429‌

71,650,000

United

States

Treasury

Note

3

.875

03/15/28

71,994,256‌

62,000,000

United

States

Treasury

Note

3

.750

04/15/28

62,077,500‌

60,500,000

United

States

Treasury

Note

3

.750

05/15/28

60,589,805‌

75,000,000

United

States

Treasury

Note

3

.875

06/15/28

75,398,437‌

20,700,000

United

States

Treasury

Note/Bond

4

.500

07/15/26

20,808,958‌

14,200,000

United

States

Treasury

Note/Bond

4

.375

07/31/26

14,256,578‌

73,000,000

United

States

Treasury

Note/Bond

4

.375

08/15/26

73,316,524‌

14,500,000

United

States

Treasury

Note/Bond

3

.750

08/31/26

14,465,449‌

41,000,000

United

States

Treasury

Note/Bond

4

.625

09/15/26

41,329,922‌

4,500,000

United

States

Treasury

Note/Bond

3

.500

09/30/26

4,476,797‌

26,000,000

United

States

Treasury

Note/Bond

4

.625

10/15/26

26,231,562‌

10,000,000

United

States

Treasury

Note/Bond

1

.125

10/31/26

9,643,359‌

10,000,000

United

States

Treasury

Note/Bond

1

.625

10/31/26

9,708,984‌

68,800,000

United

States

Treasury

Note/Bond

4

.625

11/15/26

69,466,500‌

49,650,000

United

States

Treasury

Note/Bond

4

.375

12/15/26

50,020,436‌

46,800,000

United

States

Treasury

Note/Bond

4

.000

01/15/27

46,911,516‌

60,500,000

United

States

Treasury

Note/Bond

4

.125

02/15/27

60,790,684‌

54,700,000

United

States

Treasury

Note/Bond

4

.250

03/15/27

55,114,523‌

41,000,000

United

States

Treasury

Note/Bond

4

.500

04/15/27

41,510,899‌

90,750,000

United

States

Treasury

Note/Bond

4

.500

05/15/27

91,944,638‌

58,250,000

United

States

Treasury

Note/Bond

4

.625

06/15/27

59,214,766‌

68,500,000

United

States

Treasury

Note/Bond

4

.375

07/15/27

69,353,574‌

78,500,000

United

States

Treasury

Note/Bond

3

.750

08/15/27

78,536,797‌

61,000,000

United

States

Treasury

Note/Bond

3

.375

09/15/27

60,578,242‌

TOTAL

U.S.

TREASURY

SECURITIES

1,686,558,615‌

TOTAL

GOVERNMENT

BONDS

(Cost

$1,778,393,796)

1,791,230,568‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

STRUCTURED

ASSETS

-

0.1%

ASSET

BACKED

-

0.1%

249,760

American

Airlines

Pass

Through

Trust,

Series

2015

1

3

.375

05/01/27

243,390‌

178,701

American

Airlines

Pass

Through

Trust,

Series

2016

1

3

.575

01/15/28

173,080‌

227,652

United

Airlines

Pass

Through

Trust,

Series

2020

A

4

.000

04/11/26

225,647‌

141,647

United

Airlines

Pass

Through

Trust,

Series

2014

2

3

.750

09/03/26

139,264‌

258,372

United

Airlines

Pass

Through

Trust,

Series

2020

A

5

.875

10/15/27

263,643‌

TOTAL

ASSET

BACKED

1,045,024‌

TOTAL

STRUCTURED

ASSETS

(Cost

$1,031,502)

1,045,024‌

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$2,398,936,745)

2,418,218,305‌

301

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

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

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The Fund's

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).

The

following

table

summarizes

the

market

value

of

the

Fund's investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

7,514,201

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4

.350

%

(f)

$

7,514,201‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$7,514,201)

7,514,201‌

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.3%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$

1,000,000

Tennessee

Valley

Authority

Discount

Notes

0

.000

07/09/25

998,958‌

TOTAL

GOVERNMENT

AGENCY

DEBT

998,958‌

REPURCHASE

AGREEMENT

-

0.3%

6,007,000

(g)

Fixed

Income

Clearing

Corporation

4

.350

07/01/25

6,007,000‌

TOTAL

REPURCHASE

AGREEMENT

6,007,000‌

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$7,006,071)

7,005,958‌

TOTAL

INVESTMENTS

-

99.5%

(Cost

$2,413,457,017)

2,432,738,464‌

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.5%

12,982,001‌

NET

ASSETS

-

100.0%

$

2,445,720,465‌

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$7,328,725.

(b)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144A

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.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$6,322,344

or

0.3%

of

Total

Investments.

(d)

Contingent

Capital

Securities

(“CoCos”)

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund’s

total

investment

in

CoCos

was

0.0%

of

Total

Investments.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

(g)

Agreement

with

Fixed

Income

Clearing

Corporation,

4.350%

dated

6/30/25

to

be

repurchased

at

$6,007,726

on

7/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.375%

and

maturity

date

5/15/34,

valued

at

$6,127,240.

Short

Term

Bond

Index

302

Portfolio

of

Investments

June

30,

2025

(continued)

Fund

Level

1

Level

2

Level

3

Total

Short

Term

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$625,942,713

$—

$625,942,713

Government

bonds

—

1,791,230,568

—

1,791,230,568

Structured

assets

—

1,045,024

—

1,045,024

Investments

purchased

with

collateral

from

securities

lending

7,514,201

—

—

7,514,201

Short-Term

Investments

:

Government

agency

debt

—

998,958

—

998,958

Repurchase

agreement

—

6,007,000

—

6,007,000

Total

$7,514,201

$2,425,224,263

$—

$2,432,738,464

1

1

1

1

1