Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

1

Principal

Amount

Bank

Loans

(

11.7%

)

a

Value

Basic

Materials

(0.5%)

Ball

Metalpack

Finco,

LLC,

Term

Loan

$

171,062

4.756%, 

(LIBOR

3M

+

4.500%),

7/31/2025

b

$

164,049

Chemours

Company,

Term

Loan

565,500

1.900%, 

(LIBOR

1M

+

1.750%),

4/3/2025

b

544,294

Hexion,

Inc.,

Term

Loan

648,827

3.800%, 

(LIBOR

3M

+

3.500%),

7/1/2026

b

637,473

Innophos

Holdings,

Inc.,

Term

Loan

646,750

3.897%, 

(LIBOR

1M

+

3.750%),

2/7/2027

b,c

640,282

Momentive

Performance

Materials

USA,

LLC,

Term

Loan

615,213

3.410%, 

(LIBOR

1M

+

3.250%),

5/15/2024

b

587,915

Nouryon

USA,

LLC,

Term

Loan

1,096,431

3.151%, 

(LIBOR

1M

+

3.000%),

10/1/2025

b

1,060,019

Peabody

Energy

Corporation,

Term

Loan

799,500

2.897%, 

(LIBOR

1M

+

2.750%),

3/31/2025

b

309,806

Pixelle

Specialty

Solutions,

LLC,

Term

Loan

1,270,621

7.500%, 

(LIBOR

1M

+

6.500%),

10/31/2024

b

1,264,268

Total

5,208,106

Capital

Goods

(1.2%)

Advanced

Disposal

Services,

Inc.,

Term

Loan

362,705

3.000%, 

(LIBOR

1W

+

2.250%),

11/10/2023

b

361,799

Asplundh

Tree

Expert,

LLC,

Term

Loan

405,000

0.000%, 

(LIBOR

1M

+

2.500%),

9/4/2027

b,d,e

404,242

Flex

Acquisition

Company,

Inc.

Term

Loan

1,307,326

3.546%, 

(LIBOR

3M

+

3.250%),

6/29/2025

b

1,266,472

GFL

Environmental,

Inc.,

Term

Loan

1,781,918

4.000%, 

(LIBOR

3M

+

3.000%),

5/31/2025

b

1,772,117

Mauser

Packaging

Solutions

Holding

Company,

Term

Loan

923,427

3.523%, 

(LIBOR

3M

+

3.250%),

4/3/2024

b

865,141

Natgasoline,

LLC,

Term

Loan

781,087

3.813%, 

(LIBOR

3M

+

3.500%),

11/14/2025

b,c

742,033

Navistar,

Inc.,

Term

Loan

1,311,375

3.660%, 

(LIBOR

1M

+

3.500%),

11/6/2024

b

1,298,261

Reynolds

Group

Holdings,

Inc.,

Term

Loan

933,177

3.979%, 

(LIBOR

1M

+

2.750%),

2/5/2023

b

920,700

650,000

0.000%, 

(LIBOR

1M

+

3.250%),

2/16/2026

b,d,e

637,650

Principal

Amount

Bank

Loans

(11.7%)

a

Value

Capital

Goods

(1.2%)

-

continued

TransDigm,

Inc.,

Term

Loan

$

2,287,713

2.397%, 

(LIBOR

1M

+

2.250%),

12/9/2025

b

$

2,159,029

Vertiv

Group

Corporation,

Term

Loan

2,174,075

3.157%, 

(LIBOR

1M

+

3.000%),

3/2/2027

b

2,137,116

Total

12,564,560

Communications

Services

(3.1%)

Altice

France

SA,

Term

Loan

575,662

2.897%, 

(LIBOR

1M

+

2.750%),

7/31/2025

b

548,284

CenturyLink,

Inc.,

Term

Loan

2,322,475

2.397%, 

(LIBOR

1M

+

2.250%),

3/15/2027

b

2,227,509

Charter

Communications

Operating,

LLC,

Term

Loan

952,653

1.900%, 

(LIBOR

1M

+

1.750%),

4/30/2025

b

934,676

CommScope,

Inc.,

Term

Loan

1,663,200

3.397%, 

(LIBOR

1M

+

3.250%),

4/4/2026

b

1,617,761

Coral-US

Co-Borrower,

LLC,

Term

Loan

2,695,000

2.397%, 

(LIBOR

1M

+

2.250%),

1/31/2028

b

2,603,424

CSC

Holdings,

LLC,

Term

Loan

1,059,412

2.402%, 

(LIBOR

1M

+

2.250%),

7/17/2025

b

1,023,085

2,447,700

2.652%, 

(LIBOR

1M

+

2.500%),

4/15/2027

b

2,368,664

Diamond

Sports

Group,

LLC,

Term

Loan

1,936,967

3.400%, 

(LIBOR

1M

+

3.250%),

8/24/2026

b

1,494,700

Entercom

Media

Corporation,

Term

Loan

968,707

2.645%, 

(LIBOR

1M

+

2.500%),

11/17/2024

b

909,374

GCI,

LLC,

Term

Loan

1,475,000

0.000%, 

(LIBOR

1M

+

2.750%),

9/24/2025

b,c,d,e

1,463,937

Gray

Television,

Inc.,

Term

Loan

585,000

2.405%, 

(LIBOR

1M

+

2.250%),

2/7/2024

b

571,732

HCP

Acquisition,

LLC,

Term

Loan

1,288,315

4.000%, 

(LIBOR

1M

+

3.000%),

5/16/2024

b

1,278,923

iHeartCommunications,

Inc.,

Term

Loan

751,216

3.147%, 

(LIBOR

1M

+

3.000%),

5/1/2026

b

711,191

Mediacom

Illinois,

LLC,

Term

Loan

265,697

1.860%, 

(LIBOR

1W

+

1.750%),

2/15/2024

b

263,040

NEP

Group,

Inc.,

Term

Loan

1,296,900

3.397%, 

(LIBOR

1M

+

3.250%),

10/20/2025

b

1,111,768

Nexstar

Broadcasting,

Inc.,

Term

Loan

1,615,000

2.905%, 

(LIBOR

1M

+

2.750%),

9/19/2026

b

1,577,322

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

2

Principal

Amount

Bank

Loans

(11.7%)

a

Value

Communications

Services

(3.1%)

-

continued

Nielsen

Finance,

LLC,

Term

Loan

$

518,700

4.750%, 

(LIBOR

1M

+

3.750%),

6/4/2025

b

$

517,663

Radiate

Holdco,

LLC,

Term

Loan

2,215,000

0.000%, 

(LIBOR

1M

+

3.500%),

9/11/2026

b,d,e

2,173,469

SBA

Senior

Finance

II,

LLC,

Term

Loan

1,014,985

1.900%, 

(LIBOR

1M

+

1.750%),

4/11/2025

b

987,418

Terrier

Media

Buyer,

Inc.,

Term

Loan

774,150

4.397%, 

(LIBOR

1M

+

4.250%),

12/17/2026

b

753,968

428,925

4.397%, 

(LIBOR

1M

+

4.250%),

12/17/2026

b

416,593

T-Mobile

USA,

Inc.,

Term

Loan

1,615,950

3.147%, 

(LIBOR

1M

+

3.000%),

4/1/2027

b

1,613,494

TNS,

Inc.,

Term

Loan

986,796

4.150%, 

(LIBOR

1M

+

4.000%),

8/14/2022

b

978,162

Virgin

Media

Bristol,

LLC,

Term

Loan

2,145,000

2.652%, 

(LIBOR

1M

+

2.500%),

1/31/2028

b

2,078,870

WideOpenWest

Finance,

LLC,

Term

Loan

1,195,185

4.250%, 

(LIBOR

1M

+

3.250%),

8/19/2023

b

1,175,201

Windstream

Services,

LLC,

Term

Loan

367,183

0.000%, 

(PRIME

+

5.000%),

3/30/2021

b,f

221,044

Xplornet

Communications,

Inc.,

Term

Loan

374,063

4.897%, 

(LIBOR

1M

+

4.750%),

6/11/2027

b

366,349

Ziggo

Financing

Partnership,

Term

Loan

1,425,000

2.652%, 

(LIBOR

1M

+

2.500%),

4/30/2028

b

1,368,983

Total

33,356,604

Consumer

Cyclical

(1.7%)

1011778

B.C.,

LLC,

Term

Loan

2,292,675

1.897%, 

(LIBOR

1M

+

1.750%),

11/19/2026

b

2,194,273

Boyd

Gaming

Corporation,

Term

Loan

332,979

2.356%, 

(LIBOR

1W

+

2.250%),

9/15/2023

b

323,360

Caesars

Resort

Collection,

LLC,

Term

Loan

1,245,000

0.000%, 

(LIBOR

1M

+

4.500%),

7/20/2025

b,d,e

1,203,155

Cengage

Learning,

Inc.,

Term

Loan

614,965

5.250%, 

(LIBOR

3M

+

4.250%),

6/7/2023

b

512,617

Four

Seasons

Hotels,

Ltd.,

Term

Loan

996,528

2.147%, 

(LIBOR

1M

+

2.000%),

11/30/2023

b

967,878

Principal

Amount

Bank

Loans

(11.7%)

a

Value

Consumer

Cyclical

(1.7%)

-

continued

Golden

Entertainment,

Inc.,

Term

Loan

$

1,799,725

3.750%, 

(LIBOR

1M

+

3.000%),

10/20/2024

b

$

1,720,987

Golden

Nugget,

LLC,

Term

Loan

925,178

3.250%, 

(LIBOR

2M

+

2.500%),

10/4/2023

b

822,427

IAA,

Inc.,

Term

Loan

406,350

2.438%, 

(LIBOR

1M

+

2.250%),

6/28/2026

b,c

399,239

LCPR

Loan

Financing,

LLC,

Term

Loan

2,050,000

5.152%, 

(LIBOR

1M

+

5.000%),

10/15/2026

b

2,045,736

Men's

Warehouse,

Inc.,

Term

Loan

783,589

4.250%, 

(LIBOR

1M

+

3.250%),

4/9/2025

b,g

235,077

Michaels

Stores,

Inc.,

Term

Loan

885,000

0.000%, 

(LIBOR

1M

+

3.500%),

9/17/2027

b,c,d,e

862,875

Scientific

Games

International,

Inc.,

Term

Loan

3,309,155

3.471%, 

(LIBOR

1M

+

2.750%),

8/14/2024

b

3,106,006

Staples,

Inc.,

Term

Loan

353,605

4.751%, 

(LIBOR

3M

+

4.500%),

9/12/2024

b

331,798

881,058

5.251%, 

(LIBOR

3M

+

5.000%),

4/12/2026

b

817,454

Stars

Group

Holdings

BV,

Term

Loan

924,223

3.720%, 

(LIBOR

3M

+

3.500%),

7/10/2025

b

921,081

Tenneco,

Inc.,

Term

Loan

589,500

3.147%, 

(LIBOR

1M

+

3.000%),

10/1/2025

b

530,184

Wyndham

Hotels

&

Resorts,

Inc.,

Term

Loan

686,000

1.897%, 

(LIBOR

1M

+

1.750%),

5/30/2025

b

660,488

Total

17,654,635

Consumer

Non-Cyclical

(2.1%)

Bausch

Health

Americas,

Inc.,

Term

Loan

1,704,879

3.151%, 

(LIBOR

1M

+

3.000%),

6/1/2025

b

1,669,008

Bellring

Brands,

LLC,

Term

Loan

380,126

6.000%, 

(LIBOR

1M

+

5.000%),

10/21/2024

b

380,286

Change

Healthcare

Holdings,

LLC,

Term

Loan

769,759

3.500%, 

(LIBOR

1M

+

2.500%),

3/1/2024

b

752,563

Chobani,

LLC,

Term

Loan

974,820

4.500%, 

(LIBOR

1M

+

3.500%),

10/10/2023

b

962,635

Dole

Food

Company,

Inc.,

Term

Loan

1,286,017

3.750%, 

(LIBOR

1M

+

2.750%),

4/6/2024

b,d,e

1,265,389

Endo

International

plc,

Term

Loan

1,038,824

5.000%, 

(LIBOR

3M

+

4.250%),

4/27/2024

b

986,883

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

3

Principal

Amount

Bank

Loans

(11.7%)

a

Value

Consumer

Non-Cyclical

(2.1%)

-

continued

Energizer

Holdings,

Inc.,

Term

Loan

$

184,965

2.438%, 

(LIBOR

1M

+

2.250%),

12/17/2025

b

$

181,728

Global

Medical

Response,

Inc.,

Term

Loan

2,871,375

4.250%, 

(LIBOR

3M

+

3.250%),

4/28/2022

b

2,861,067

282,025

5.250%, 

(LIBOR

3M

+

4.250%),

3/14/2025

b

272,625

2,865,000

0.000%, 

(LIBOR

1M

+

4.750%),

9/24/2025

b,d,e

2,797,844

Grifols

Worldwide

Operations

USA,

Inc.,

Term

Loan

967,687

2.100%, 

(LIBOR

1W

+

2.000%),

11/15/2027

b

946,524

IQVIA,

Inc.,

Term

Loan

263,641

1.897%, 

(LIBOR

1M

+

1.750%),

1/1/2025

b

259,742

JBS

USA

LUX

SA,

Term

Loan

1,588,869

2.147%, 

(LIBOR

1M

+

2.000%),

5/1/2026

b

1,543,587

Libbey

Glass,

Inc.,

Term

Loan

492,507

0.000%,PIK

5.750%,

(LIBOR

1M

+

5.000%),

4/9/2021

b,g,h

77,161

MPH

Acquisition

Holdings,

LLC,

Term

Loan

2,643,989

3.750%, 

(LIBOR

3M

+

2.750%),

6/7/2023

b

2,598,671

Ortho-Clinical

Diagnostics

SA,

Term

Loan

2,425,473

3.406%, 

(LIBOR

1M

+

3.250%),

6/30/2025

b

2,317,539

Plantronics,

Inc.,

Term

Loan

776,364

2.647%, 

(LIBOR

1M

+

2.500%),

7/2/2025

b

727,515

R.R.

Donnelley

&

Sons

Company,

Term

Loan

177,739

5.147%, 

(LIBOR

1M

+

5.000%),

1/15/2024

b

169,296

Sotera

Health

Holdings,

LLC,

Term

Loan

845,750

5.500%, 

(LIBOR

3M

+

4.500%),

12/13/2026

b

841,521

US

Foods,

Inc.,

Term

Loan

258,649

1.897%, 

(LIBOR

1M

+

1.750%),

6/27/2023

b

248,303

Total

21,859,887

Energy

(0.3%)

BCP

Raptor

II,

LLC,

Term

Loan

306,125

4.897%, 

(LIBOR

1M

+

4.750%),

11/3/2025

b

213,268

Buckeye

Partners,

LP,

Term

Loan

547,250

2.897%, 

(LIBOR

1M

+

2.750%),

11/1/2026

b,d,e

536,305

Calpine

Corporation,

Term

Loan

1,042,008

2.400%, 

(LIBOR

1M

+

2.250%),

1/15/2024

b

1,012,613

CONSOL

Energy,

Inc.,

Term

Loan

783,075

4.650%, 

(LIBOR

1M

+

4.500%),

9/28/2024

b

624,502

Illuminate

Buyer,

LLC,

Term

Loan

725,000

4.147%, 

(LIBOR

1M

+

4.000%),

6/30/2027

b

718,207

Principal

Amount

Bank

Loans

(11.7%)

a

Value

Energy

(0.3%)

-

continued

Lealand

Finance

Company

BV,

Term

Loan

$

269,372

0.000%, 

(LIBOR

1M

+

4.000%),

6/30/2025

b

$

201,132

Total

3,306,027

Financials

(1.1%)

Avolon

TLB

Borrower

1

US,

LLC,

Term

Loan

743,580

2.500%, 

(LIBOR

1M

+

1.750%),

1/15/2025

b

721,786

Blackstone

CQP

Holdco,

LP,

Term

Loan

651,750

3.725%, 

(LIBOR

3M

+

3.500%),

9/30/2024

b

636,923

BPR

Nimbus,

LLC,

Term

Loan

1,219,976

2.647%, 

(LIBOR

1M

+

2.500%),

8/24/2025

b

985,569

Delos

Finance

SARL,

Term

Loan

325,000

1.970%, 

(LIBOR

3M

+

1.750%),

10/6/2023

b

317,038

INEOS

U.S.

Finance,

LLC,

Term

Loan

258,670

2.147%, 

(LIBOR

1M

+

2.000%),

3/31/2024

b

250,838

Level

3

Financing,

Inc.,

Term

Loan

1,345,000

1.897%, 

(LIBOR

1M

+

1.750%),

3/1/2027

b

1,301,705

MoneyGram

International,

Inc.,

Term

Loan

734,700

7.000%, 

(LIBOR

3M

+

6.000%),

6/30/2023

b

715,414

NCR

Corporation,

Term

Loan

1,113,750

2.650%, 

(LIBOR

1M

+

2.500%),

8/28/2026

b

1,084,046

Newco

Financing

Partnership,

Term

Loan

1,005,000

0.000%, 

(LIBOR

1M

+

3.500%),

1/31/2029

b,d,e

973,845

Northriver

Midstream

Finance,

LP,

Term

Loan

1,083,939

3.546%, 

(LIBOR

3M

+

3.250%),

10/1/2025

b

1,045,828

Tronox

Finance,

LLC,

Term

Loan

2,306,189

3.177%, 

(LIBOR

3M

+

3.000%),

9/22/2024

b

2,266,660

UPC

Financing

Partnership,

Term

Loan

1,005,000

0.000%, 

(LIBOR

1M

+

3.500%),

1/31/2029

b,d,e

973,845

Vericast

Corporation,

Term

Loan

325,042

5.750%, 

(LIBOR

3M

+

4.750%),

11/3/2023

b,d,e

264,870

Total

11,538,367

Technology

(1.1%)

Clear

Channel

Outdoor

Holdings,

Inc.,

Term

Loan

1,954,276

3.761%, 

(LIBOR

3M

+

3.500%),

8/21/2026

b,d,e

1,773,994

Prime

Security

Services

Borrower,

LLC,

Term

Loan

3,073,950

4.250%, 

(LIBOR

1M

+

3.250%),

9/23/2026

b

3,042,657

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

4

Principal

Amount

Bank

Loans

(11.7%)

a

Value

Technology

(1.1%)

-

continued

Rackspace

Technology

Global,

Inc.,

Term

Loan

$

2,723,628

4.000%, 

(LIBOR

3M

+

3.000%),

11/3/2023

b

$

2,668,829

SS&C

Technologies,

Inc.,

Term

Loan

1,189,644

1.897%, 

(LIBOR

1M

+

1.750%),

4/16/2025

b

1,149,993

824,034

1.897%, 

(LIBOR

1M

+

1.750%),

4/16/2025

b

796,569

Zayo

Group

Holdings,

Inc.,

Term

Loan

2,064,625

3.147%, 

(LIBOR

1M

+

3.000%),

3/9/2027

b

2,000,849

Total

11,432,891

Transportation

(0.3%)

Genesee

&

Wyoming,

Inc.,

Term

Loan

1,288,525

2.220%, 

(LIBOR

3M

+

2.000%),

12/30/2026

b

1,266,182

SkyMiles

IP,

Ltd.,

Term

Loan

750,000

0.000%, 

(LIBOR

1M

+

3.750%),

10/20/2027

b,d,e

754,957

United

Airlines,

Inc.,

Term

Loan

967,481

1.895%, 

(LIBOR

1M

+

1.750%),

4/1/2024

b

910,235

Total

2,931,374

Utilities

(0.3%)

Advanced

Drainage

Systems,

Inc.,

Term

Loan

139,031

2.438%, 

(LIBOR

1M

+

2.250%),

9/24/2026

b

138,568

Core

and

Main,

LP,

Term

Loan

831,487

3.750%, 

(LIBOR

3M

+

2.750%),

8/1/2024

b

813,037

EnergySolutions,

LLC,

Term

Loan

615,825

4.750%, 

(LIBOR

3M

+

3.750%),

5/11/2025

b

586,573

Pacific

Gas

&

Electric

Company,

Term

Loan

1,610,963

5.500%, 

(LIBOR

1M

+

4.500%),

1/1/2022

b

1,576,053

Talen

Energy

Supply,

LLC,

Term

Loan

453,150

3.897%, 

(LIBOR

1M

+

3.750%),

7/8/2026

b

446,729

Total

3,560,960

Total

Bank

Loans

(cost

$128,486,885)

123,413,411

Principal

Amount

Long-Term

Fixed

Income

(

50.3%

)

Value

Asset-Backed

Securities

(4.0%)

522

Funding

CLO,

Ltd.

1,300,000

4.098%, 

(LIBOR

3M

+

3.850%),

10/23/2033,

Ser.

2020-6A,

Class

D

b,e,i

1,300,000

Apidos

CLO

XXIV

2,070,000

1.722%, 

(LIBOR

3M

+

1.450%),

10/20/2030,

Ser.

2016-24A,

Class

A1BR

b,i

2,040,173

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Asset-Backed

Securities

(4.0%)

-

continued

Babson

CLO,

Ltd.

$

1,675,000

3.172%, 

(LIBOR

3M

+

2.900%),

7/20/2029,

Ser.

2018-3A,

Class

D

b,i

$

1,495,909

Benefit

Street

Partners

CLO

IV,

Ltd.

1,300,000

2.022%, 

(LIBOR

3M

+

1.750%),

1/20/2029,

Ser.

2014-IVA,

Class

A2RR

b,i

1,293,947

Business

Jet

Securities,

LLC

1,572,480

4.447%, 

6/15/2033,

Ser.

2018-2,

Class

A

i

1,572,195

Cent

CLO,

LP

3,875,000

2.545%, 

(LIBOR

3M

+

2.300%),

10/25/2028,

Ser.

2018-27A,

Class

B

b,i

3,788,526

Foundation

Finance

Trust

457,419

3.300%, 

7/15/2033,

Ser.

2017-1A,

Class

A

i

465,122

Harley

Marine

Financing,

LLC

1,848,945

5.682%, 

5/15/2043,

Ser.

2018-1A,

Class

A2

i

1,657,509

Madison

Park

Funding

XIV,

Ltd.

1,950,000

1.658%, 

(LIBOR

3M

+

1.400%),

10/22/2030,

Ser.

2014-14A,

Class

A2RR

b,i

1,909,050

Myers

Park

CLO,

Ltd.

1,875,000

1.672%, 

(LIBOR

3M

+

1.400%),

10/20/2030,

Ser.

2018-1A,

Class

A2

b,i

1,858,266

OHA

Credit

Funding

1,

Ltd.

1,600,000

1.722%, 

(LIBOR

3M

+

1.450%),

10/20/2030,

Ser.

2018-1A,

Class

A2

b,i

1,583,907

OZLM

Funding

II,

Ltd.

3,200,000

1.768%, 

(LIBOR

3M

+

1.500%),

7/30/2031,

Ser.

2012-2A,

Class

A1BR

b,i

3,146,992

OZLM

IX,

Ltd.

2,750,000

1.822%, 

(LIBOR

3M

+

1.550%),

10/20/2031,

Ser.

2014-9A,

Class

A1BR

b,i

2,726,081

Palmer

Square

Loan

Funding,

Ltd.

1,300,000

2.522%, 

(LIBOR

3M

+

2.250%),

4/20/2027,

Ser.

2019-1A,

Class

B

b,i

1,300,056

Park

Avenue

Institutional

Advisers

CLO,

Ltd.

3,200,000

1.772%, 

(LIBOR

3M

+

1.500%),

10/20/2031,

Ser.

2018-1A,

Class

A1B

b,i

3,169,821

Pretium

Mortgage

Credit

Partners,

LLC

2,605,012

3.721%, 

1/25/2059,

Ser.

2019-CFL1,

Class

A1

i,j

2,599,792

Riserva

CLO,

Ltd.

1,625,000

1.972%, 

(LIBOR

3M

+

1.700%),

10/18/2028,

Ser.

2016-3A,

Class

BR

b,i

1,610,970

Saxon

Asset

Securities

Trust

258,010

3.639%, 

8/25/2035,

Ser.

2004-2,

Class

MF2

b

260,593

Sound

Point

CLO

X,

Ltd.

1,575,000

2.972%, 

(LIBOR

3M

+

2.700%),

1/20/2028,

Ser.

2015-3A,

Class

DR

b,i

1,506,169

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

5

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Asset-Backed

Securities

(4.0%)

-

continued

Sound

Point

CLO

XXI,

Ltd.

$

3,200,000

1.695%, 

(LIBOR

3M

+

1.450%),

10/26/2031,

Ser.

2018-3A,

Class

A1B

b,i

$

3,077,635

THL

Credit

Wind

River

CLO,

Ltd.

1,575,000

3.125%, 

(LIBOR

3M

+

2.850%),

7/15/2028,

Ser.

2016-1A,

Class

DR

b,i

1,483,787

Vericrest

Opportunity

Loan

Transferee

2,246,247

3.352%, 

9/25/2049,

Ser.

2019-NPL5,

Class

A1A

i,j

2,248,802

Total

42,095,302

Basic

Materials

(0.9%)

Air

Products

and

Chemicals,

Inc.

74,000

1.500%, 

10/15/2025

76,747

Alcoa

Nederland

Holding

BV

490,000

5.500%, 

12/15/2027

i

510,678

BWAY

Holding

Company

500,000

5.500%, 

4/15/2024

i

501,770

Cleveland-Cliffs,

Inc.

340,000

5.750%, 

3/1/2025

k

316,200

290,000

9.875%, 

10/17/2025

i

323,713

EI

du

Pont

de

Nemours

&

Company

149,000

1.700%, 

7/15/2025

154,509

First

Quantum

Minerals,

Ltd.

610,000

7.500%, 

4/1/2025

i

603,357

Freeport-McMoRan,

Inc.

470,000

4.125%, 

3/1/2028

475,875

500,000

4.250%, 

3/1/2030

512,500

Kinross

Gold

Corporation

142,000

5.125%, 

9/1/2021

146,112

Krayton

Polymers,

LLC

620,000

7.000%, 

4/15/2025

i

632,400

Methanex

Corporation

700,000

5.250%, 

12/15/2029

692,125

Mosaic

Company

73,000

3.250%, 

11/15/2022

76,287

Norbord,

Inc.

680,000

5.750%, 

7/15/2027

i

718,284

Novelis

Corporation

770,000

5.875%, 

9/30/2026

i

791,175

210,000

4.750%, 

1/30/2030

i

204,954

Nucor

Corporation

75,000

2.000%, 

6/1/2025

78,318

OCI

NV

560,000

4.625%, 

10/15/2025

e,i

560,000

Olin

Corporation

800,000

5.125%, 

9/15/2027

792,000

Peabody

Securities

Finance

Corporation

615,000

6.375%, 

3/31/2025

i

246,000

Steel

Dynamics,

Inc.

89,000

2.400%, 

6/15/2025

92,841

Syngenta

Finance

NV

200,000

3.933%, 

4/23/2021

i

202,579

Tronox

Finance

plc

710,000

5.750%, 

10/1/2025

i

699,350

Xstrata

Finance

Canada,

Ltd.

213,000

4.950%, 

11/15/2021

i

222,348

Total

9,630,122

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Capital

Goods

(1.8%)

AECOM

$

1,410,000

5.125%, 

3/15/2027

$

1,522,969

Amsted

Industries,

Inc.

870,000

5.625%, 

7/1/2027

i

925,523

Ardagh

Packaging

Finance

plc

334,000

6.000%, 

2/15/2025

i

346,792

540,000

5.250%, 

8/15/2027

i

550,260

Berry

Global,

Inc.

430,000

4.875%, 

7/15/2026

i

450,962

Caterpillar

Financial

Services

Corporation

238,000

1.900%, 

9/6/2022

244,709

228,000

1.950%, 

11/18/2022

235,472

148,000

1.450%, 

5/15/2025

152,856

Chart

Industries,

Inc.,

Convertible

310,000

1.000%, 

11/15/2024

i

429,653

Cintas

Corporation

No.

2

213,000

2.900%, 

4/1/2022

220,322

CNH

Industrial

Capital,

LLC

215,000

4.875%, 

4/1/2021

219,148

89,000

1.950%, 

7/2/2023

90,444

Covanta

Holding

Corporation

620,000

6.000%, 

1/1/2027

644,800

125,000

5.000%, 

9/1/2030

126,162

Crown

Americas

Capital

Corporation

IV

420,000

4.500%, 

1/15/2023

435,750

Crown

Cork

&

Seal

Company,

Inc.

610,000

7.375%, 

12/15/2026

725,217

General

Electric

Company

952,000

5.000%, 

1/21/2021

b,l

758,519

Greenbrier

Companies,

Inc.,

Convertible

118,000

2.875%, 

2/1/2024

107,940

H&E

Equipment

Services,

Inc.

760,000

5.625%, 

9/1/2025

792,300

Honeywell

International,

Inc.

149,000

1.350%, 

6/1/2025

153,545

Huntington

Ingalls

Industries,

Inc.

148,000

3.844%, 

5/1/2025

i

162,590

Jeld-Wen,

Inc.

450,000

4.625%, 

12/15/2025

i

452,250

John

Deere

Capital

Corporation

226,000

1.200%, 

4/6/2023

230,417

228,000

2.050%, 

1/9/2025

k

241,589

KBR,

Inc.,

Convertible

602,000

2.500%, 

11/1/2023

678,755

L3Harris

Technologies,

Inc.

385,000

4.950%, 

2/15/2021

387,097

Otis

Worldwide

Corporation

230,000

2.056%, 

4/5/2025

241,583

PACCAR

Financial

Corporation

153,000

2.650%, 

4/6/2023

161,278

Parker-Hannifin

Corporation

320,000

2.700%, 

6/14/2024

342,543

Patrick

Industries,

Inc.,

Convertible

197,000

1.000%, 

2/1/2023

193,793

Raytheon

Technologies

Corporation

142,000

2.800%, 

3/15/2022

i

146,400

Republic

Services,

Inc.

164,000

2.500%, 

8/15/2024

174,534

Reynolds

Group

Issuer,

Inc.

1,285,000

5.125%, 

7/15/2023

i

1,301,063

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

6

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Capital

Goods

(1.8%)

-

continued

Roper

Technologies,

Inc.

$

156,000

2.350%, 

9/15/2024

$

164,970

149,000

1.000%, 

9/15/2025

149,374

Standard

Industries,

Inc.

890,000

4.375%, 

7/15/2030

i

912,486

TransDigm,

Inc.

290,000

6.250%, 

3/15/2026

i

304,080

1,000,000

5.500%, 

11/15/2027

961,050

TTM

Technologies,

Inc.,

Convertible

203,000

1.750%, 

12/15/2020

239,915

United

Rentals

North

America,

Inc.

1,310,000

4.000%, 

7/15/2030

1,339,475

United

Technologies

Corporation

300,000

3.950%, 

8/16/2025

341,045

WESCO

Distribution,

Inc.

430,000

7.250%, 

6/15/2028

i

471,140

WW

Grainger,

Inc.

153,000

1.850%, 

2/15/2025

160,228

Total

18,890,998

Collateralized

Mortgage

Obligations

(9.4%)

Alternative

Loan

Trust

774,068

6.000%, 

8/1/2036,

Ser.

2006-24CB,

Class

A9

626,553

Antler

Mortgage

Trust

1,519,331

4.458%, 

6/27/2022,

Ser.

2019-RTL1,

Class

A1

i

1,523,457

2,637,499

4.335%, 

7/25/2022,

Ser.

2018-RTL1,

Class

A1

i

2,643,078

Banc

of

America

Alternative

Loan

Trust

1,066,319

6.000%, 

11/25/2035,

Ser.

2005-10,

Class

3CB1

1,018,770

Banc

of

America

Mortgage

Securities

Trust

994,597

3.373%, 

9/25/2035,

Ser.

2005-H,

Class

3A1

b

931,101

Bear

Stearns

Adjustable

Rate

Mortgage

Trust

189,778

2.410%, 

(CMT

1Y

+

2.300%),

10/25/2035,

Ser.

2005-9,

Class

A1

b

190,480

Bellemeade

Re,

Ltd.

1,194,767

1.748%, 

(LIBOR

1M

+

1.600%),

4/25/2028,

Ser.

2018-1A,

Class

M1B

b,i

1,183,011

975,000

2.798%, 

(LIBOR

1M

+

2.650%),

6/25/2030,

Ser.

2020-1A,

Class

M1A

b,i

977,004

1,300,000

3.548%, 

(LIBOR

1M

+

3.400%),

6/25/2030,

Ser.

2020-1A,

Class

M1B

b,i

1,317,721

800,000

2.448%, 

(LIBOR

1M

+

2.300%),

8/26/2030,

Ser.

2020-2A,

Class

M1A

b,i

800,934

Cascade

Funding

Mortgage

Trust

1,157,134

4.580%, 

6/25/2048,

Ser.

2018-RM1,

Class

A1

i

1,161,022

1,557,488

4.000%, 

10/25/2068,

Ser.

2018-RM2,

Class

A

b,i

1,615,347

CHL

Mortgage

Pass-Through

Trust

1,175,147

3.400%, 

11/20/2035,

Ser.

2005-HYB7,

Class

6A1

b

997,298

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Collateralized

Mortgage

Obligations

(9.4%)

-

continued

$

493,831

3.454%, 

12/20/2035,

Ser.

2005-HYB8,

Class

3A1

b

$

488,940

1,617,159

6.000%, 

11/25/2037,

Ser.

2007-18,

Class

1A2

1,292,801

CIM

Trust

977,002

5.000%, 

12/25/2057,

Ser.

2018-R3,

Class

A1

b,i

1,029,812

Citigroup

Mortgage

Loan

Trust,

Inc.

218,841

5.500%, 

11/25/2035,

Ser.

2005-9,

Class

21A2

224,122

1,684,829

3.958%, 

4/25/2037,

Ser.

2007-AR5,

Class

1A1A

b

1,631,821

Countrywide

Alternative

Loan

Trust

781,398

5.000%, 

3/25/2035,

Ser.

2005-3CB,

Class

1A1

775,890

337,177

3.201%, 

10/25/2035,

Ser.

2005-43,

Class

4A1

b

320,697

259,688

5.500%, 

2/25/2036,

Ser.

2005-85CB,

Class

2A2

251,827

291,346

6.000%, 

4/25/2036,

Ser.

2006-4CB,

Class

1A1

204,179

1,024,181

6.500%, 

8/25/2036,

Ser.

2006-23CB,

Class

2A3

573,120

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

753,703

3.457%, 

11/25/2035,

Ser.

2005-22,

Class

2A1

b

698,086

Credit

Suisse

First

Boston

Mortgage

Securities

Corporation

181,679

5.250%, 

10/25/2035,

Ser.

2005-9,

Class

1A3

181,905

Credit

Suisse

Mortgage

Capital

Certificates

575,635

3.393%, 

2/25/2024,

Ser.

2020-BPL1,

Class

A1

i,j

575,879

Deutsche

Alt-A

Securities,

Inc.,

Mortgage

Loan

Trust

1,156,076

5.250%, 

6/25/2035,

Ser.

2005-3,

Class

4A6

1,186,628

554,014

2.404%, 

8/25/2035,

Ser.

2005-AR1,

Class

2A3

b

525,750

Eagle

Re,

Ltd.

1,383,599

1.948%, 

(LIBOR

1M

+

1.800%),

4/25/2029,

Ser.

2019-1,

Class

M1B

b,i

1,374,481

Federal

Home

Loan

Mortgage

Corporation

3,377,257

3.500%, 

8/15/2035,

Ser.

345,

Class

C8

m

364,929

Federal

Home

Loan

Mortgage

Corporation

-

REMIC

1,399,453

2.500%, 

12/15/2022,

Ser.

4155,

Class

AI

m

27,488

960,605

2.500%, 

5/15/2027,

Ser.

4106,

Class

HI

m

44,154

2,913,015

3.000%, 

5/15/2027,

Ser.

4046,

Class

GI

m

165,295

2,423,209

3.000%, 

7/15/2027,

Ser.

4084,

Class

NI

m

155,238

3,460,219

3.000%, 

7/15/2027,

Ser.

4074,

Class

IO

m

222,618

1,268,472

2.500%, 

2/15/2028,

Ser.

4162,

Class

AI

m

69,631

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

7

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Collateralized

Mortgage

Obligations

(9.4%)

-

continued

$

2,679,634

2.500%, 

2/15/2028,

Ser.

4161,

Class

UI

m

$

149,016

3,955,551

2.500%, 

3/15/2028,

Ser.

4177,

Class

EI

m

221,366

3,576,699

3.500%, 

10/15/2032,

Ser.

4119,

Class

KI

m

435,384

2,049,579

3.000%, 

2/15/2033,

Ser.

4170,

Class

IG

m

196,592

3,774,943

3.000%, 

4/15/2033,

Ser.

4203,

Class

DI

m

282,373

Federal

National

Mortgage

Association

-

REMIC

4,849,497

3.000%, 

7/25/2027,

Ser.

2012-73,

Class

DI

m

270,833

3,141,589

3.000%, 

7/25/2027,

Ser.

2012-74,

Class

AI

m

157,788

6,469,141

3.000%, 

8/25/2027,

Ser.

2012-95,

Class

HI

m

320,136

2,904,576

3.500%, 

9/25/2027,

Ser.

2012-98,

Class

YI

m

197,567

8,097,477

3.000%, 

11/25/2027,

Ser.

2012-121,

Class

BI

m

513,665

4,263,301

3.000%, 

12/25/2027,

Ser.

2012-139,

Class

DI

m

229,213

2,078,783

2.500%, 

1/25/2028,

Ser.

2012-152,

Class

AI

m

112,714

5,613,613

3.000%, 

1/25/2028,

Ser.

2012-147,

Class

EI

m

308,945

1,910,619

2.500%, 

2/25/2028,

Ser.

2013-46,

Class

CI

m

88,804

1,807,340

3.000%, 

2/25/2028,

Ser.

2013-2,

Class

GI

m

112,104

1,137,190

3.000%, 

4/25/2028,

Ser.

2013-30,

Class

DI

m

74,463

4,106,022

3.000%, 

11/25/2031,

Ser.

2013-69,

Class

IO

m

202,032

2,436,880

3.000%, 

2/25/2033,

Ser.

2013-1,

Class

YI

m

264,152

First

Horizon

Alternative

Mortgage

Securities

Trust

390,842

3.337%, 

3/25/2035,

Ser.

2005-AA2,

Class

1A1

b

360,192

407,530

3.202%, 

7/25/2035,

Ser.

2005-AA5,

Class

2A1

b

398,923

First

Horizon

Mortgage

Pass-

Through

Trust

450,711

3.827%, 

8/25/2037,

Ser.

2007-AR2,

Class

1A2

b

299,193

Genworth

Mortgage

Insurance

Corporation

1,000,000

2.048%, 

(LIBOR

1M

+

1.900%),

11/26/2029,

Ser.

2019-1,

Class

M1

b,i

979,392

GMAC

Mortgage

Corporation

Loan

Trust

761,031

3.668%, 

5/25/2035,

Ser.

2005-AR2,

Class

4A

b

727,291

Government

National

Mortgage

Association

1,115,684

4.000%, 

1/16/2027,

Ser.

2012-3,

Class

IO

m

74,869

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Collateralized

Mortgage

Obligations

(9.4%)

-

continued

Greenpoint

Mortgage

Funding

Trust

$

571,378

0.348%, 

(LIBOR

1M

+

0.200%),

10/25/2045,

Ser.

2005-AR4,

Class

G41B

b

$

503,118

IndyMac

IMJA

Mortgage

Loan

Trust

1,139,710

6.250%, 

11/25/2037,

Ser.

2007-A3,

Class

A1

753,127

IndyMac

INDX

Mortgage

Loan

Trust

2,661,359

0.358%, 

(LIBOR

1M

+

0.210%),

4/25/2046,

Ser.

2006-AR2,

Class

1A1B

b

2,410,443

J.P.

Morgan

Alternative

Loan

Trust

1,214,657

6.500%, 

3/25/2036,

Ser.

2006-S1,

Class

1A19

986,013

J.P.

Morgan

Mortgage

Trust

141,741

6.500%, 

1/25/2035,

Ser.

2005-S1,

Class

1A2

161,392

549,500

3.868%, 

2/25/2036,

Ser.

2006-A1,

Class

2A2

b

480,514

Legacy

Mortgage

Asset

Trust

1,993,814

4.000%, 

1/25/2059,

Ser.

2019-GS1,

Class

A1

i

2,028,362

2,033,197

3.250%, 

2/25/2060,

Ser.

2020-GS4,

Class

A1

i,j

2,062,387

Lehman

Mortgage

Trust

379,792

0.898%, 

(LIBOR

1M

+

0.750%),

12/25/2035,

Ser.

2005-2,

Class

3A1

b

235,329

Master

Asset

Securitization

Trust

1,143,213

0.648%, 

(LIBOR

1M

+

0.500%),

6/25/2036,

Ser.

2006-2,

Class

2A2

b

285,230

MASTR

Alternative

Loans

Trust

509,171

0.598%, 

(LIBOR

1M

+

0.450%),

12/25/2035,

Ser.

2005-6,

Class

2A1

b

86,305

Merrill

Lynch

Alternative

Note

Asset

Trust

629,631

6.000%, 

3/25/2037,

Ser.

2007-F1,

Class

2A1

418,458

425,430

6.000%, 

3/25/2037,

Ser.

2007-F1,

Class

2A6

265,446

Merrill

Lynch

Mortgage

Investors

Trust

1,076,943

3.536%, 

6/25/2035,

Ser.

2005-A5,

Class

M1

b

586,232

MFA

NQM1

Trust

1,065,599

2.300%, 

8/25/2049,

Ser.

2020-NQM1,

Class

A3

b,i

1,070,891

New

Residential

Mortgage

Loan

Trust

678,681

4.335%, 

7/25/2060,

Ser.

2020-NPL1,

Class

A1

i,j

679,493

Oaktown

Re

II,

Ltd.

516,383

1.698%, 

(LIBOR

1M

+

1.550%),

7/25/2028,

Ser.

2018-1A,

Class

M1

b,i

514,851

Preston

Ridge

Partners

Mortgage

Trust,

LLC

464,367

4.500%, 

1/25/2024,

Ser.

2019-1A,

Class

A1

i,j

467,925

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

8

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Collateralized

Mortgage

Obligations

(9.4%)

-

continued

$

1,848,527

3.967%, 

4/25/2024,

Ser.

2019-2A,

Class

A1

i,j

$

1,863,947

1,949,121

3.500%, 

10/25/2024,

Ser.

2019-GS1,

Class

A1

b,i

1,951,648

1,429,355

4.750%, 

10/25/2024,

Ser.

2019-GS1,

Class

A2

b,i

1,423,657

627,580

3.351%, 

11/25/2024,

Ser.

2019-4A,

Class

A1

i,j

629,121

1,033,029

3.671%, 

8/25/2025,

Ser.

2020-2,

Class

A1

i,j

1,033,109

Pretium

Mortgage

Credit

Partners,

LLC

1,310,256

2.858%, 

5/27/2059,

Ser.

2020-NPL1,

Class

A1

i,j

1,300,215

Radnor

RE,

Ltd.

138,364

1.548%, 

(LIBOR

1M

+

1.400%),

3/25/2028,

Ser.

2018-1,

Class

M1

b,i

138,110

2,300,000

2.848%, 

(LIBOR

1M

+

2.700%),

3/25/2028,

Ser.

2018-1,

Class

M2

b,i

2,190,956

RCO

Mortgage,

LLC

1,118,486

3.475%, 

11/25/2024,

Ser.

2019-2,

Class

A1

i,j

1,115,902

1,019,416

3.197%, 

11/25/2052,

Ser.

2017-INV1,

Class

A

b,i

1,033,377

Renaissance

Home

Equity

Loan

Trust

1,471,205

5.797%, 

8/25/2036,

Ser.

2006-2,

Class

AF3

j

851,933

Residential

Accredit

Loans,

Inc.

Trust

873,568

6.000%, 

8/25/2035,

Ser.

2005-QS10,

Class

2A

874,375

459,170

5.750%, 

9/25/2035,

Ser.

2005-QS13,

Class

2A3

458,826

516,957

6.000%, 

1/25/2037,

Ser.

2007-QS1,

Class

1A1

502,325

1,056,295

5.750%, 

4/25/2037,

Ser.

2007-QS6,

Class

A28

1,006,635

988,089

6.250%, 

4/25/2037,

Ser.

2007-QS6,

Class

A6

967,964

245,730

6.000%, 

6/25/2037,

Ser.

2007-QS8,

Class

A10

238,300

Residential

Asset

Securitization

Trust

900,799

6.222%, 

8/25/2022,

Ser.

2007-A8,

Class

3A1

b

659,243

606,373

2.756%, 

1/25/2034,

Ser.

2004-IP1,

Class

A1

b

601,586

1,671,366

5.500%, 

4/25/2035,

Ser.

2005-A1,

Class

A3

1,747,291

Residential

Funding

Mortgage

Security

I

Trust

656,917

6.000%, 

7/25/2037,

Ser.

2007-S7,

Class

A20

615,355

Sequoia

Mortgage

Trust

905,428

3.426%, 

9/20/2046,

Ser.

2007-1,

Class

4A1

b

699,355

Silver

Hill

Trust

1,410,418

3.102%, 

11/25/2049,

Ser.

2019-SBC1,

Class

A1

b,i

1,433,406

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Collateralized

Mortgage

Obligations

(9.4%)

-

continued

Stanwich

Mortgage

Loan

Trust

$

793,765

3.475%, 

11/16/2024,

Ser.

2019-NPB2,

Class

A1

i,j

$

787,484

Starwood

Mortgage

Residential

Trust

1,284,206

4.121%, 

10/25/2048,

Ser.

2018-IMC2,

Class

A1

b,i

1,328,319

1,600,000

3.970%, 

4/25/2060,

Ser.

2020-2,

Class

A2

b,i

1,655,697

Structured

Adjustable

Rate

Mortgage

Loan

Trust

344,208

3.201%, 

7/25/2035,

Ser.

2005-15,

Class

4A1

b

309,762

255,839

3.678%, 

9/25/2035,

Ser.

2005-18,

Class

1A1

b

205,797

Structured

Asset

Mortgage

Investments,

Inc.

725,277

0.458%, 

(LIBOR

1M

+

0.310%),

12/25/2035,

Ser.

2005-AR4,

Class

A1

b

673,667

Toorak

Mortgage

Corporation

1,826,627

4.336%, 

8/25/2021,

Ser.

2018-1,

Class

A1

i,j

1,836,885

2,600,000

4.458%, 

3/25/2022,

Ser.

2019-1,

Class

A1

i,j

2,660,213

1,750,000

2.734%, 

3/25/2023,

Ser.

2020-1,

Class

A1

i,j

1,756,154

Vericrest

Opportunity

Loan

Transferee

1,203,245

2.981%, 

3/25/2050,

Ser.

2020-NPL4,

Class

A1

i,j

1,200,711

1,800,000

3.475%, 

3/25/2050,

Ser.

2020-NPL5,

Class

A1B

i,j

1,752,230

970,764

3.352%, 

8/25/2049,

Ser.

2019-NPL4,

Class

A1A

i,j

971,731

4,850,000

4.090%, 

11/25/2049,

Ser.

2019-NPL8,

Class

A1B

i,j

4,779,912

2,900,000

4.090%, 

11/26/2049,

Ser.

2019-NPL9,

Class

A1B

i,j

2,871,785

405,917

3.426%, 

12/27/2049,

Ser.

2019-NP10,

Class

A1A

i,j

406,066

Verus

Securitization

Trust

1,355,745

3.345%, 

5/25/2059,

Ser.

2019-2,

Class

A2

b,i

1,382,086

WaMu

Mortgage

Pass

Through

Certificates

950,927

2.051%, 

(12

MTA

+

0.880%),

10/25/2046,

Ser.

2006-AR13,

Class

1A

b

854,178

1,013,219

1.932%, 

(COF

11

+

1.250%),

3/25/2047,

Ser.

2007-OA2,

Class

2A

b

945,106

Washington

Mutual

Mortgage

Pass

Through

Certificates

542,370

6.000%, 

11/25/2035,

Ser.

2005-10,

Class

2A9

525,651

1,229,916

7.000%, 

4/25/2037,

Ser.

2007-2,

Class

1A1

727,939

Washington

Mutual

Mortgage

Pass-Through

Certificates

470,207

6.000%, 

3/25/2035,

Ser.

2005-1,

Class

2A

469,574

Total

99,781,173

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

9

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Commercial

Mortgage-Backed

Securities

(0.4%)

BFLD

Trust

$

1,250,000

1.800%, 

(LIBOR

1M

+

1.700%),

10/15/2022,

Ser.

2020-EYP,

Class

B

b,e,i

$

1,250,000

Federal

National

Mortgage

Association

-

ACES

28,346,625

1.466%, 

2/25/2031,

Ser.

2019-M21,

Class

X2

b,m

3,011,344

Total

4,261,344

Communications

Services

(3.1%)

Altice

France

SA

380,000

5.500%, 

1/15/2028

i

384,750

American

Tower

Corporation

234,000

3.375%, 

5/15/2024

253,322

142,000

2.950%, 

1/15/2025

153,375

AT&T,

Inc.

640,000

4.450%, 

4/1/2024

715,611

British

Sky

Broadcasting

Group

plc

140,000

3.125%, 

11/26/2022

i

147,673

CCO

Holdings,

LLC

650,000

5.500%, 

5/1/2026

i

677,625

620,000

5.125%, 

5/1/2027

i

652,376

1,850,000

4.500%, 

8/15/2030

i

1,942,583

410,000

4.250%, 

2/1/2031

i

424,720

Charter

Communications

Operating,

LLC

227,000

4.500%, 

2/1/2024

251,665

156,000

4.908%, 

7/23/2025

180,316

Comcast

Corporation

152,000

3.700%, 

4/15/2024

167,842

152,000

3.950%, 

10/15/2025

174,309

Cox

Communications,

Inc.

240,000

2.950%, 

6/30/2023

i

252,611

Crown

Castle

International

Corporation

157,000

4.450%, 

2/15/2026

179,836

CSC

Holdings,

LLC

1,025,000

5.500%, 

5/15/2026

i

1,066,000

360,000

4.125%, 

12/1/2030

i

366,930

650,000

4.625%, 

12/1/2030

i

653,074

Deutsche

Telekom

International

Finance

BV

164,000

2.485%, 

9/19/2023

i

171,470

Discovery

Communications,

LLC

148,000

2.950%, 

3/20/2023

155,905

DISH

Network

Corporation,

Convertible

839,000

3.375%, 

8/15/2026

770,199

Embarq

Corporation

650,000

7.995%, 

6/1/2036

769,639

Entercom

Media

Corporation

330,000

6.500%, 

5/1/2027

i

287,100

Fox

Corporation

312,000

4.030%, 

1/25/2024

343,441

Front

Range

BidCo,

Inc.

830,000

4.000%, 

3/1/2027

i

816,907

GCI

Liberty,

Inc.,

Convertible

1,408,000

1.750%, 

9/30/2046

i

2,412,608

GCI,

LLC

380,000

4.750%, 

10/15/2028

e,i

384,754

Gray

Escrow,

Inc.

605,000

7.000%, 

5/15/2027

i

655,903

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Communications

Services

(3.1%)

-

continued

iHeartCommunications,

Inc.

$

405,000

4.750%, 

1/15/2028

i

$

381,691

Level

3

Financing,

Inc.

285,000

5.250%, 

3/15/2026

295,246

780,000

4.625%, 

9/15/2027

i

801,450

680,000

4.250%, 

7/1/2028

i

690,418

Liberty

Interactive,

LLC,

Convertible

222,000

3.500%, 

1/15/2031

184,520

Liberty

Media

Corporation,

Convertible

133,000

1.000%, 

1/30/2023

157,778

Netflix,

Inc.

1,210,000

4.875%, 

4/15/2028

1,352,175

Nexstar

Escrow

Corporation

520,000

5.625%, 

7/15/2027

i

545,454

Nielsen

Finance,

LLC

170,000

5.625%, 

10/1/2028

i

174,675

SBA

Communications

Corporation

400,000

3.875%, 

2/15/2027

i

406,000

SFR

Group

SA

840,000

7.375%, 

5/1/2026

i

880,236

Sirius

XM

Radio,

Inc.

1,220,000

5.000%, 

8/1/2027

i

1,274,375

250,000

4.125%, 

7/1/2030

i

256,197

Sprint

Capital

Corporation

520,000

6.875%, 

11/15/2028

647,574

270,000

8.750%, 

3/15/2032

395,229

Sprint

Corporation

630,000

7.250%, 

9/15/2021

659,138

1,240,000

7.625%, 

2/15/2025

1,450,800

Telesat

Canada

/

Telesat,

LLC

440,000

4.875%, 

6/1/2027

i

441,782

T-Mobile

USA,

Inc.

250,000

3.500%, 

4/15/2025

i

274,305

1,210,000

4.500%, 

2/1/2026

1,246,784

Univision

Communications,

Inc.

680,000

6.625%, 

6/1/2027

i

663,850

VeriSign,

Inc.

685,000

4.750%, 

7/15/2027

726,100

Verizon

Communications,

Inc.

117,000

2.946%, 

3/15/2022

121,293

281,000

1.380%, 

(LIBOR

3M

+

1.100%),

5/15/2025

b

287,058

Viacom,

Inc.

210,000

4.250%, 

9/1/2023

228,754

138,000

5.875%, 

2/28/2057

b

140,426

Virgin

Media

Secured

Finance

plc

1,220,000

5.500%, 

8/15/2026

i

1,271,850

Vodafone

Group

plc

245,000

3.750%, 

1/16/2024

267,568

VTR

Finance

BV

250,000

6.375%, 

N/A

i

262,500

Walt

Disney

Company

148,000

1.750%, 

1/13/2026

153,757

Windstream

Services,

LLC

540,000

8.625%, 

10/31/2025

*,f

324,000

Ziggo

BV

566,000

5.500%, 

1/15/2027

i

592,885

Total

32,968,412

Consumer

Cyclical

(3.2%)

1011778

B.C.,

ULC

1,250,000

4.375%, 

1/15/2028

i

1,274,750

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

10

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Consumer

Cyclical

(3.2%)

-

continued

Allied

Universal

Holdco,

LLC

$

400,000

6.625%, 

7/15/2026

i

$

426,000

Allison

Transmission,

Inc.

890,000

5.000%, 

10/1/2024

i

898,953

Amazon.com,

Inc.

149,000

0.800%, 

6/3/2025

150,327

American

Honda

Finance

Corporation

240,000

2.050%, 

1/10/2023

248,072

149,000

0.650%, 

9/8/2023

148,948

149,000

1.200%, 

7/8/2025

150,085

BMW

Finance

NV

161,000

2.250%, 

8/12/2022

i

166,195

Booking

Holdings,

Inc.,

Convertible

99,000

0.900%, 

9/15/2021

105,346

Brookfield

Property

REIT,

Inc.

240,000

5.750%, 

5/15/2026

i

189,137

Brookfield

Residential

Properties,

Inc.

1,240,000

6.250%, 

9/15/2027

i

1,250,447

Burlington

Stores,

Inc.,

Convertible

727,000

2.250%, 

4/15/2025

i

866,238

Carnival

Corporation

260,000

11.500%, 

4/1/2023

i

291,455

270,000

10.500%, 

2/1/2026

i

299,025

Cedar

Fair,

LP

490,000

5.250%, 

7/15/2029

k

465,196

Colt

Merger

Sub,

Inc.

830,000

6.250%, 

7/1/2025

i

865,275

D.R.

Horton,

Inc.

210,000

2.550%, 

12/1/2020

210,710

75,000

2.600%, 

10/15/2025

80,414

Daimler

Finance

North

America,

LLC

158,000

2.550%, 

8/15/2022

i

163,206

Dana,

Inc.

520,000

5.625%, 

6/15/2028

536,900

Dick's

Sporting

Goods,

Inc.,

Convertible

565,000

3.250%, 

4/15/2025

i

1,034,536

Ford

Motor

Company

230,000

9.000%, 

4/22/2025

263,697

130,000

9.625%, 

4/22/2030

167,862

590,000

7.450%, 

7/16/2031

676,618

Ford

Motor

Credit

Company,

LLC

1,300,000

4.063%, 

11/1/2024

1,298,375

640,000

4.134%, 

8/4/2025

633,866

General

Motors

Company

218,000

5.400%, 

10/2/2023

240,304

General

Motors

Financial

Company,

Inc.

213,000

4.375%, 

9/25/2021

219,742

154,000

4.200%, 

11/6/2021

159,007

141,000

3.150%, 

6/30/2022

144,833

311,000

3.950%, 

4/13/2024

329,005

228,000

2.900%, 

2/26/2025

234,896

149,000

2.750%, 

6/20/2025

152,624

320,000

5.700%, 

9/30/2030

b,l

321,200

Hanesbrands,

Inc.

910,000

4.875%, 

5/15/2026

i

971,425

Harley-Davidson

Financial

Services,

Inc.

240,000

4.050%, 

2/4/2022

i

248,017

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Consumer

Cyclical

(3.2%)

-

continued

Herc

Holdings,

Inc.

$

330,000

5.500%, 

7/15/2027

i

$

341,434

Hilton

Domestic

Operating

Company,

Inc.

1,200,000

4.875%, 

1/15/2030

1,236,000

Home

Depot,

Inc.

148,000

3.750%, 

2/15/2024

163,262

Hyundai

Capital

America

245,000

3.000%, 

6/20/2022

i,k

252,583

149,000

1.800%, 

10/15/2025

i

148,178

International

Game

Technology

plc

550,000

5.250%, 

1/15/2029

i

556,187

KB

Home

430,000

4.800%, 

11/15/2029

474,075

Kohl's

Corporation

193,000

9.500%, 

5/15/2025

227,707

L

Brands,

Inc.

330,000

6.625%, 

10/1/2030

i

335,775

Landry's,

Inc.

405,000

6.750%, 

10/15/2024

i

338,175

Lennar

Corporation

211,000

2.950%, 

11/29/2020

211,000

86,000

4.125%, 

1/15/2022

87,935

229,000

4.875%, 

12/15/2023

246,204

1,475,000

4.500%, 

4/30/2024

1,581,938

77,000

5.875%, 

11/15/2024

86,048

Lowe's

Companies,

Inc.

148,000

4.000%, 

4/15/2025

167,734

Marriott

International,

Inc.

298,000

3.750%, 

10/1/2025

306,004

Marriott

Vacations

Worldwide

Corporation,

Convertible

114,000

1.500%, 

9/15/2022

112,058

Mattamy

Group

Corporation

1,080,000

5.250%, 

12/15/2027

i

1,109,700

McDonald's

Corporation

320,000

3.350%, 

4/1/2023

341,634

MGM

Resorts

International

180,000

6.000%, 

3/15/2023

186,733

844,000

5.750%, 

6/15/2025

885,187

Nissan

Motor

Company,

Ltd.

149,000

3.043%, 

9/15/2023

i

151,032

Norwegian

Cruise

Line

Holdings,

Ltd.

260,000

10.250%, 

2/1/2026

i

270,888

Penn

National

Gaming,

Inc.,

Convertible

90,000

2.750%, 

5/15/2026

288,851

Prime

Security

Services

Borrower,

LLC

1,070,000

5.750%, 

4/15/2026

i

1,144,237

195,000

3.375%, 

8/31/2027

i

187,444

Ralph

Lauren

Corporation

149,000

1.700%, 

6/15/2022

151,671

Royal

Caribbean

Cruises,

Ltd.

270,000

9.125%, 

6/15/2023

i

286,200

200,000

11.500%, 

6/1/2025

i

232,450

Scientific

Games

International,

Inc.

620,000

5.000%, 

10/15/2025

i

623,875

ServiceMaster

Company,

LLC

890,000

5.125%, 

11/15/2024

i

910,025

Six

Flags

Entertainment

Corporation

380,000

5.500%, 

4/15/2027

i,k

360,354

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

11

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Consumer

Cyclical

(3.2%)

-

continued

Six

Flags

Theme

Parks,

Inc.

$

240,000

7.000%, 

7/1/2025

i

$

255,300

Staples,

Inc.

680,000

7.500%, 

4/15/2026

i

626,593

Target

Corporation

148,000

2.250%, 

4/15/2025

158,008

TJX

Companies,

Inc.

148,000

3.500%, 

4/15/2025

165,053

Under

Armour,

Inc.,

Convertible

98,000

1.500%, 

6/1/2024

i

122,467

VF

Corporation

151,000

2.050%, 

4/23/2022

154,795

Volkswagen

Group

of

America

Finance,

LLC

250,000

4.250%, 

11/13/2023

i

274,675

74,000

3.350%, 

5/13/2025

i

80,788

Wyndham

Destinations,

Inc.

330,000

6.625%, 

7/31/2026

i

345,711

Wyndham

Hotels

&

Resorts,

Inc.

195,000

4.375%, 

8/15/2028

i

189,150

Yum!

Brands,

Inc.

920,000

4.750%, 

1/15/2030

i

991,300

Total

33,249,104

Consumer

Non-Cyclical

(3.3%)

Abbott

Laboratories

284,000

2.550%, 

3/15/2022

293,205

149,000

3.400%, 

11/30/2023

161,882

AbbVie,

Inc.

142,000

2.900%, 

11/6/2022

148,888

310,000

2.300%, 

11/21/2022

i

320,785

162,000

2.800%, 

3/15/2023

i

169,335

610,000

3.600%, 

5/14/2025

675,970

Albertson's

Companies,

Inc.

805,000

3.500%, 

3/15/2029

i

781,353

250,000

4.875%, 

2/15/2030

i

260,625

Altria

Group,

Inc.

232,000

3.800%, 

2/14/2024

253,545

160,000

4.400%, 

2/14/2026

184,207

Amgen,

Inc.

230,000

1.900%, 

2/21/2025

240,492

Anheuser-Busch

Companies,

LLC

160,000

3.650%, 

2/1/2026

178,818

Anheuser-Busch

InBev

Worldwide,

Inc.

229,000

4.150%, 

1/23/2025

258,544

Anthem,

Inc.

221,000

2.375%, 

1/15/2025

234,770

Aramark

Services,

Inc.

250,000

6.375%, 

5/1/2025

i

260,419

AstraZeneca

plc

148,000

0.700%, 

4/8/2026

145,123

BAT

Capital

Corporation

144,000

2.764%, 

8/15/2022

149,226

229,000

3.222%, 

8/15/2024

245,040

BAT

International

Finance

plc

149,000

1.668%, 

3/25/2026

149,470

Bausch

Health

Companies,

Inc.

160,000

5.000%, 

1/30/2028

i

155,400

Bayer

U.S.

Finance

II,

LLC

290,000

3.500%, 

6/25/2021

i

295,816

Boston

Scientific

Corporation

320,000

3.450%, 

3/1/2024

346,639

Bristol-Myers

Squibb

Company

229,000

3.625%, 

5/15/2024

252,320

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Consumer

Non-Cyclical

(3.3%)

-

continued

Bunge,

Ltd.

Finance

Corporation

$

90,000

3.500%, 

11/24/2020

$

90,394

179,000

1.630%, 

8/17/2025

179,744

Cargill,

Inc.

152,000

1.375%, 

7/23/2023

i

155,468

Centene

Corporation

360,000

4.750%, 

1/15/2025

370,008

229,000

5.375%, 

8/15/2026

i

242,551

200,000

4.250%, 

12/15/2027

209,286

470,000

4.625%, 

12/15/2029

506,970

800,000

3.000%, 

10/15/2030

e

815,000

Cigna

Corporation

310,000

4.125%, 

11/15/2025

355,452

Conagra

Brands,

Inc.

155,000

3.800%, 

10/22/2021

160,272

155,000

4.300%, 

5/1/2024

172,911

Constellation

Brands,

Inc.

325,000

4.250%, 

5/1/2023

354,445

CVS

Health

Corporation

142,000

2.750%, 

12/1/2022

148,073

183,000

3.700%, 

3/9/2023

196,021

325,000

4.100%, 

3/25/2025

367,200

DaVita,

Inc.

610,000

4.625%, 

6/1/2030

i

626,104

Diageo

Capital

plc

179,000

1.375%, 

9/29/2025

183,406

Edgewell

Personal

Care

Company

260,000

5.500%, 

6/1/2028

i

273,580

Encompass

Health

Corporation

700,000

4.500%, 

2/1/2028

703,500

Energizer

Holdings,

Inc.

1,035,000

6.375%, 

7/15/2026

i

1,112,832

580,000

4.375%, 

3/31/2029

i

585,800

General

Mills,

Inc.

163,000

3.700%, 

10/17/2023

177,699

163,000

3.650%, 

2/15/2024

177,691

HCA,

Inc.

1,750,000

5.375%, 

2/1/2025

1,916,250

HLF

Financing

SARL,

LLC

390,000

7.250%, 

8/15/2026

i

400,725

Illumina,

Inc.,

Convertible

59,000

0.500%, 

6/15/2021

75,699

Imperial

Brands

Finance

plc

164,000

3.125%, 

7/26/2024

i

173,397

Ionis

Pharmaceuticals,

Inc.,

Convertible

158,000

0.125%, 

12/15/2024

i

145,495

JBS

Investments

II

GmbH

380,000

5.750%, 

1/15/2028

i

395,200

JBS

USA,

LLC

630,000

5.750%, 

6/15/2025

i

649,404

580,000

5.500%, 

1/15/2030

i

632,200

Kellogg

Company

278,000

3.125%, 

5/17/2022

289,300

Kraft

Foods

Group,

Inc.

650,000

5.000%, 

6/4/2042

710,947

Kraft

Heinz

Foods

Company

640,000

4.625%, 

1/30/2029

712,136

970,000

3.750%, 

4/1/2030

i

1,023,960

310,000

4.250%, 

3/1/2031

i

339,884

Kroger

Company

144,000

2.800%, 

8/1/2022

149,604

Medtronic,

Inc.

77,000

3.500%, 

3/15/2025

86,733

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

12

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Consumer

Non-Cyclical

(3.3%)

-

continued

Molina

Healthcare,

Inc.

$

450,000

4.375%, 

6/15/2028

i

$

459,225

Mondelez

International

Holdings

Netherlands

BV

212,000

2.000%, 

10/28/2021

i

215,323

Mondelez

International,

Inc.

76,000

2.125%, 

4/13/2023

78,878

Mylan

NV

198,000

3.150%, 

6/15/2021

201,188

Mylan,

Inc.

164,000

4.200%, 

11/29/2023

179,767

Novartis

Capital

Corporation

153,000

1.750%, 

2/14/2025

160,171

Par

Pharmaceutical,

Inc.

620,000

7.500%, 

4/1/2027

i

649,562

PepsiCo,

Inc.

227,000

2.250%, 

3/19/2025

243,031

Pernod

Ricard

SA

150,000

5.750%, 

4/7/2021

i

154,065

Philip

Morris

International,

Inc.

228,000

1.500%, 

5/1/2025

235,259

Post

Holdings,

Inc.

370,000

5.750%, 

3/1/2027

i

388,962

QBE

Insurance

Group,

Ltd.

320,000

5.875%, 

5/12/2025

b,i,k,l

339,600

Reynolds

American,

Inc.

163,000

4.850%, 

9/15/2023

181,852

Royalty

Pharma

plc

149,000

1.200%, 

9/2/2025

i

148,528

Scotts

Miracle-Gro

Company

690,000

4.500%, 

10/15/2029

730,969

Shire

Acquisitions

Investments

Ireland

Designated

Activity

Company

77,000

2.400%, 

9/23/2021

78,390

Simmons

Foods,

Inc.

420,000

5.750%, 

11/1/2024

i

420,437

Spectrum

Brands,

Inc.

390,000

5.750%, 

7/15/2025

402,090

310,000

5.000%, 

10/1/2029

i

321,625

200,000

5.500%, 

7/15/2030

i

211,000

Sysco

Corporation

299,000

5.650%, 

4/1/2025

353,532

Teleflex,

Inc.

1,015,000

4.875%, 

6/1/2026

1,047,987

Tenet

Healthcare

Corporation

340,000

4.625%, 

7/15/2024

340,850

910,000

5.125%, 

11/1/2027

i

936,026

Teva

Pharmaceutical

Finance

Netherlands

III

BV

52,000

2.200%, 

7/21/2021

51,558

570,000

2.800%, 

7/21/2023

545,063

Thermo

Fisher

Scientific,

Inc.

150,000

4.133%, 

3/25/2025

170,899

TreeHouse

Foods,

Inc.

260,000

4.000%, 

9/1/2028

262,959

Tyson

Foods,

Inc.

152,000

4.500%, 

6/15/2022

160,954

UnitedHealth

Group,

Inc.

95,000

3.350%, 

7/15/2022

100,101

Upjohn,

Inc.

149,000

1.650%, 

6/22/2025

i

152,490

VRX

Escrow

Corporation

2,450,000

6.125%, 

4/15/2025

i

2,508,188

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Consumer

Non-Cyclical

(3.3%)

-

continued

Zoetis,

Inc.

$

242,000

3.250%, 

2/1/2023

$

255,325

Total

34,713,067

Energy

(2.6%)

Antero

Resources

Corporation

360,000

5.000%, 

3/1/2025

225,000

Apache

Corporation

250,000

4.875%, 

11/15/2027

236,250

410,000

4.375%, 

10/15/2028

k

375,150

320,000

5.100%, 

9/1/2040

287,648

Archrock

Partners,

LP

380,000

6.250%, 

4/1/2028

i

358,150

BP

Capital

Markets

America,

Inc.

570,000

2.520%, 

9/19/2022

589,531

153,000

2.937%, 

4/6/2023

161,819

BP

Capital

Markets

plc

320,000

4.875%, 

3/22/2030

b,l

342,400

Buckeye

Partners,

LP

150,000

4.125%, 

3/1/2025

i

143,250

510,000

3.950%, 

12/1/2026

476,024

190,000

4.125%, 

12/1/2027

180,025

Canadian

Natural

Resources,

Ltd.

143,000

2.950%, 

1/15/2023

148,706

149,000

2.050%, 

7/15/2025

152,007

Canadian

Oil

Sands,

Ltd.

141,000

9.400%, 

9/1/2021

i

149,045

Cheniere

Energy

Partners,

LP

1,265,000

5.625%, 

10/1/2026

1,315,600

Chevron

Corporation

73,000

1.141%, 

5/11/2023

74,407

149,000

1.554%, 

5/11/2025

154,367

Comstock

Resources,

Inc.

270,000

9.750%, 

8/15/2026

276,804

Continental

Resources,

Inc.

398,000

5.000%, 

9/15/2022

k

395,266

234,000

4.500%, 

4/15/2023

223,098

DCP

Midstream

Operating,

LP

390,000

5.625%, 

7/15/2027

398,970

Devon

Energy

Corporation

149,000

5.850%, 

12/15/2025

166,950

Diamondback

Energy,

Inc.

155,000

2.875%, 

12/1/2024

156,910

Enagas

SA

1,020,000

5.500%, 

1/15/2028

i

918,000

Enbridge,

Inc.

145,000

2.900%, 

7/15/2022

150,494

1,150,000

6.250%, 

3/1/2078

b

1,167,250

Endeavor

Energy

Resources,

LP

170,000

5.500%, 

1/30/2026

i

168,725

480,000

5.750%, 

1/30/2028

i

482,400

Energy

Transfer

Operating,

LP

142,000

4.200%, 

9/15/2023

149,629

325,000

5.875%, 

1/15/2024

357,444

346,000

6.625%, 

2/15/2028

b,l

235,176

EnLink

Midstream

Partners,

LP

410,000

4.850%, 

7/15/2026

354,695

540,000

5.600%, 

4/1/2044

346,950

Enterprise

Products

Operating,

LLC

560,000

4.875%, 

8/16/2077

b

487,766

EOG

Resources,

Inc.

230,000

2.625%, 

3/15/2023

239,586

EQM

Midstream

Partners,

LP

460,000

6.500%, 

7/1/2027

i

487,609

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

13

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Energy

(2.6%)

-

continued

$

200,000

5.500%, 

7/15/2028

$

201,410

EQT

Corporation

710,000

3.900%, 

10/1/2027

k

646,987

EQT

Corporation,

Convertible

297,000

1.750%, 

5/1/2026

i

338,490

Equinor

ASA

150,000

2.875%, 

4/6/2025

163,027

Exxon

Mobil

Corporation

220,000

1.571%, 

4/15/2023

226,270

151,000

2.992%, 

3/19/2025

165,370

Harvest

Midstream,

LP

350,000

7.500%, 

9/1/2028

i

348,250

Hess

Corporation

142,000

3.500%, 

7/15/2024

145,243

Kinder

Morgan

Energy

Partners,

LP

284,000

3.450%, 

2/15/2023

298,325

Marathon

Petroleum

Corporation

163,000

4.750%, 

12/15/2023

178,636

MPLX,

LP

213,000

4.500%, 

7/15/2023

230,820

179,000

1.750%, 

3/1/2026

178,593

Murphy

Oil

Corporation

370,000

5.875%, 

12/1/2027

315,995

Nabors

Industries,

Ltd.

530,000

7.250%, 

1/15/2026

i

261,025

National

Fuel

Gas

Company

148,000

5.500%, 

1/15/2026

161,527

Newfield

Exploration

Company

229,000

5.625%, 

7/1/2024

222,731

Noble

Energy,

Inc.

239,000

3.900%, 

11/15/2024

261,460

NuStar

Logistics,

LP

480,000

5.750%, 

10/1/2025

495,744

Occidental

Petroleum

Corporation

366,000

2.700%, 

8/15/2022

341,979

770,000

2.900%, 

8/15/2024

653,291

270,000

3.400%, 

4/15/2026

215,325

250,000

8.500%, 

7/15/2027

251,927

480,000

3.500%, 

8/15/2029

368,064

260,000

6.450%, 

9/15/2036

221,005

660,000

4.400%, 

4/15/2046

470,887

ONEOK,

Inc.

76,000

2.200%, 

9/15/2025

74,885

Parsley

Energy,

LLC

595,000

5.625%, 

10/15/2027

i

592,025

PDC

Energy,

Inc.,

Convertible

24,000

1.125%, 

9/15/2021

22,760

Pioneer

Natural

Resources

Company,

Convertible

193,000

0.250%, 

5/15/2025

i

212,492

Plains

All

American

Pipeline,

LP

325,000

6.125%, 

11/15/2022

b,l

206,180

81,000

2.850%, 

1/31/2023

82,446

70,000

3.600%, 

11/1/2024

72,204

149,000

4.650%, 

10/15/2025

160,061

QEP

Resources,

Inc.

270,000

5.625%, 

3/1/2026

153,225

Sabine

Pass

Liquefaction,

LLC

142,000

6.250%, 

3/15/2022

150,684

142,000

5.625%, 

4/15/2023

155,534

Schlumberger

Finance

Canada,

Ltd.

149,000

1.400%, 

9/17/2025

149,778

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Energy

(2.6%)

-

continued

Shell

International

Finance

BV

$

150,000

2.375%, 

4/6/2025

$

159,976

Southwestern

Energy

Company

715,000

7.500%, 

4/1/2026

698,913

Suncor

Energy,

Inc.

149,000

3.100%, 

5/15/2025

160,032

Sunoco

Logistics

Partners

Operations,

LP

235,000

4.400%, 

4/1/2021

238,447

Sunoco,

LP

415,000

5.875%, 

3/15/2028

424,338

Targa

Resources

Partners,

LP

740,000

5.375%, 

2/1/2027

744,159

140,000

5.000%, 

1/15/2028

136,500

Transocean

Guardian,

Ltd.

339,300

5.875%, 

1/15/2024

i

218,848

W&T

Offshore,

Inc.

410,000

9.750%, 

11/1/2023

i

282,351

Western

Gas

Partners,

LP

143,000

4.000%, 

7/1/2022

143,847

Western

Midstream

Operating,

LP

210,000

6.250%, 

2/1/2050

194,513

400,000

4.100%, 

2/1/2025

381,000

390,000

3.950%, 

6/1/2025

366,522

Williams

Partners,

LP

280,000

4.500%, 

11/15/2023

306,571

WPX

Energy,

Inc.

335,000

5.750%, 

6/1/2026

346,725

340,000

5.250%, 

10/15/2027

345,100

Total

27,075,598

Financials

(7.4%)

ACE

INA

Holdings,

Inc.

90,000

2.875%, 

11/3/2022

94,135

Aegon

NV

1,080,000

0.736%, 

(USISDA

10Y

+

0.100%),

1/15/2021

b,l

819,072

AerCap

Ireland

Capital

DAC

150,000

6.500%, 

7/15/2025

161,904

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

121,000

3.150%, 

2/15/2024

119,982

156,000

3.500%, 

1/15/2025

151,935

Air

Lease

Corporation

282,000

2.500%, 

3/1/2021

283,697

Aircastle,

Ltd.

228,000

5.000%, 

4/1/2023

228,500

Ally

Financial,

Inc.

223,000

1.450%, 

10/2/2023

222,444

550,000

5.750%, 

11/20/2025

617,418

American

Express

Company

164,000

3.700%, 

8/3/2023

177,641

160,000

3.400%, 

2/22/2024

173,813

American

International

Group,

Inc.

74,000

2.500%, 

6/30/2025

79,084

Ares

Capital

Corporation,

Convertible

121,000

4.625%, 

3/1/2024

125,465

Athene

Global

Funding

211,000

4.000%, 

1/25/2022

i

219,046

Australia

and

New

Zealand

Banking

Group,

Ltd.

265,000

2.950%, 

7/22/2030

b,i

274,601

Aviation

Capital

Group,

LLC

134,000

5.500%, 

12/15/2024

i

138,229

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

14

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Financials

(7.4%)

-

continued

Avolon

Holdings

Funding,

Ltd.

$

80,000

5.250%, 

5/15/2024

i

$

80,355

BAC

Capital

Trust

XIV

332,000

4.000%, 

(LIBOR

3M

+

0.400%),

10/19/2020

b,l

328,097

Banco

Santander

Mexico

SA

89,000

5.375%, 

4/17/2025

i

98,968

Banco

Santander

SA

200,000

1.386%, 

(LIBOR

3M

+

1.120%),

4/12/2023

b

200,893

Bank

of

America

Corporation

282,000

2.738%, 

1/23/2022

b

283,989

284,000

3.499%, 

5/17/2022

b

289,292

276,000

3.004%, 

12/20/2023

b

289,779

445,000

3.550%, 

3/5/2024

b

473,990

742,000

5.125%, 

6/20/2024

b,l

760,871

663,000

3.864%, 

7/23/2024

b

717,967

325,000

4.200%, 

8/26/2024

361,873

1,320,000

6.250%, 

9/5/2024

b,l

1,414,050

160,000

3.458%, 

3/15/2025

b

173,405

373,000

1.319%, 

6/19/2026

b

375,247

640,000

5.875%, 

3/15/2028

b,l

690,082

Bank

of

Montreal

488,000

3.300%, 

2/5/2024

528,596

Bank

of

New

York

Mellon

Corporation

284,000

2.600%, 

2/7/2022

292,205

153,000

1.600%, 

4/24/2025

158,837

160,000

4.700%, 

9/20/2025

b,l

169,760

Bank

of

Nova

Scotia

318,000

2.375%, 

1/18/2023

331,201

152,000

1.950%, 

2/1/2023

157,089

25,000

1.625%, 

5/1/2023

25,641

480,000

4.900%, 

6/4/2025

b,l

496,800

Barclays

Bank

plc

150,000

5.140%, 

10/14/2020

150,212

Barclays

plc

300,000

4.610%, 

2/15/2023

b

314,005

377,000

4.338%, 

5/16/2024

b

404,700

250,000

8.000%, 

6/15/2024

b,l

266,250

179,000

2.852%, 

5/7/2026

b

185,838

BB&T

Corporation

164,000

2.500%, 

8/1/2024

174,544

BNP

Paribas

SA

320,000

7.625%, 

3/30/2021

b,i,l

325,600

188,000

2.819%, 

11/19/2025

b,i

198,320

BPCE

SA

163,000

3.000%, 

5/22/2022

i

168,618

152,000

2.375%, 

1/14/2025

i

158,031

Camden

Property

Trust

163,000

4.875%, 

6/15/2023

178,864

Canadian

Imperial

Bank

of

Commerce

152,000

2.250%, 

1/28/2025

160,282

Capital

One

Bank

USA

NA

245,000

3.375%, 

2/15/2023

258,913

228,000

2.280%, 

1/28/2026

b

235,930

Capital

One

Financial

Corporation

421,000

3.050%, 

3/9/2022

434,877

Cascades

USA,

Inc.

630,000

5.125%, 

1/15/2026

i

660,051

Central

Fidelity

Capital

Trust

I

560,000

1.275%, 

(LIBOR

3M

+

1.000%),

4/15/2027

b

522,758

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Financials

(7.4%)

-

continued

Charles

Schwab

Corporation

$

1,280,000

5.375%, 

6/1/2025

b,l

$

1,386,944

CIT

Group,

Inc.

845,000

5.000%, 

8/15/2022

871,406

Citigroup,

Inc.

142,000

2.750%, 

4/25/2022

146,739

141,000

0.935%, 

(LIBOR

3M

+

0.690%),

10/27/2022

b

141,699

622,000

2.312%, 

11/4/2022

b

634,136

280,000

3.142%, 

1/24/2023

b

288,874

664,000

5.000%, 

9/12/2024

b,l

660,680

960,000

4.700%, 

1/30/2025

b,l

927,600

485,000

3.352%, 

4/24/2025

b

524,649

332,000

5.950%, 

5/15/2025

b,l

347,770

365,000

5.500%, 

9/13/2025

431,658

CNA

Financial

Corporation

190,000

3.950%, 

5/15/2024

210,498

Comerica,

Inc.

160,000

5.625%, 

7/1/2025

b,l

168,000

Compass

Bank

325,000

3.500%, 

6/11/2021

330,888

Cooperatieve

Centrale

Raiffeisen-

Boerenleenbank

BA

282,000

3.950%, 

11/9/2022

299,626

Cooperatieve

Rabobank

UA

149,000

1.339%, 

6/24/2026

b,i

150,807

Corporate

Office

Properties,

LP

149,000

2.250%, 

3/15/2026

150,672

Credit

Acceptance

Corporation

400,000

5.125%, 

12/31/2024

i

397,212

Credit

Agricole

SA

142,000

3.375%, 

1/10/2022

i

146,650

320,000

8.125%, 

12/23/2025

b,i,l

376,000

149,000

1.907%, 

6/16/2026

b,i

152,350

Credit

Suisse

AG

250,000

2.800%, 

4/8/2022

258,867

Credit

Suisse

Group

AG

498,000

7.500%, 

12/11/2023

b,i,l

542,820

157,000

2.593%, 

9/11/2025

b,i

163,827

250,000

2.193%, 

6/5/2026

b,i

258,139

Credit

Suisse

Group

Funding

(Guernsey),

Ltd.

426,000

3.800%, 

9/15/2022

450,269

Dai-ichi

Life

Insurance

Company,

Ltd.

678,000

5.100%, 

10/28/2024

b,i,l

751,733

Danske

Bank

AS

250,000

5.000%, 

1/12/2023

b,i

262,029

Deutsche

Bank

AG

297,000

2.222%, 

9/18/2024

b

298,949

400,000

6.000%, 

10/30/2025

b,l

345,000

Deutsche

Bank

AG

of

New

York

155,000

3.950%, 

2/27/2023

162,796

Digital

Realty

Trust,

LP

212,000

2.750%, 

2/1/2023

221,733

Discover

Bank

162,000

4.200%, 

8/8/2023

177,258

235,000

2.450%, 

9/12/2024

247,886

ESH

Hospitality,

Inc.

380,000

5.250%, 

5/1/2025

i

383,800

200,000

4.625%, 

10/1/2027

i

196,254

Fidelity

National

Financial,

Inc.

235,000

5.500%, 

9/1/2022

255,038

Fifth

Third

Bancorp

213,000

2.600%, 

6/15/2022

220,200

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

15

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Financials

(7.4%)

-

continued

$

160,000

3.650%, 

1/25/2024

$

174,386

320,000

4.500%, 

9/30/2025

b,l

322,000

First

Horizon

National

Corporation

179,000

3.550%, 

5/26/2023

188,347

Five

Corners

Funding

Trust

350,000

4.419%, 

11/15/2023

i

388,882

FNB

Corporation

305,000

2.200%, 

2/24/2023

307,702

FTI

Consulting,

Inc.,

Convertible

422,000

2.000%, 

8/15/2023

516,969

GE

Capital

Funding,

LLC

200,000

3.450%, 

5/15/2025

i

214,102

General

Electric

Capital

Corporation

310,000

3.100%, 

1/9/2023

325,295

Goldman

Sachs

Group,

Inc.

661,000

4.165%, 

(LIBOR

3M

+

3.922%),

11/2/2020

b,l

649,631

284,000

3.000%, 

4/26/2022

288,095

208,000

2.876%, 

10/31/2022

b

212,971

141,000

1.298%, 

(LIBOR

3M

+

1.050%),

6/5/2023

b

141,919

320,000

3.625%, 

2/20/2024

347,474

725,000

5.500%, 

8/10/2024

b,l

764,875

148,000

3.500%, 

4/1/2025

163,296

234,000

3.272%, 

9/29/2025

b

253,295

223,000

4.250%, 

10/21/2025

253,348

Guardian

Life

Global

Funding

250,000

2.000%, 

4/26/2021

i

252,469

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Convertible

270,000

4.125%, 

9/1/2022

434,120

HCP,

Inc.

151,000

4.250%, 

11/15/2023

165,240

Hospitality

Properties

Trust

95,000

4.250%, 

2/15/2021

94,525

HSBC

Holdings

plc

284,000

6.875%, 

6/1/2021

b,l

289,680

300,000

3.803%, 

3/11/2025

b

324,082

500,000

6.375%, 

3/30/2025

b,l

523,343

187,000

2.633%, 

11/7/2025

b

194,784

179,000

1.645%, 

4/18/2026

b

178,495

332,000

6.500%, 

3/23/2028

b,l

352,541

Huntington

Bancshares,

Inc.

185,000

3.150%, 

3/14/2021

186,981

480,000

4.450%, 

10/15/2027

b,l

475,200

Icahn

Enterprises,

LP

415,000

6.750%, 

2/1/2024

425,697

530,000

6.375%, 

12/15/2025

544,821

300,000

6.250%, 

5/15/2026

312,750

ILFC

E-Capital

Trust

II

498,000

3.230%, 

(H15T30Y

+

1.800%),

12/21/2065

b,i

270,165

ING

Groep

NV

300,000

4.100%, 

10/2/2023

328,953

Intercontinental

Exchange,

Inc.

149,000

0.700%, 

6/15/2023

149,391

Iron

Mountain,

Inc.

1,075,000

4.875%, 

9/15/2027

i

1,096,245

iStar,

Inc.,

Convertible

76,000

3.125%, 

9/15/2022

80,830

J.P.

Morgan

Chase

&

Company

376,000

2.776%, 

4/25/2023

b

388,822

338,000

3.375%, 

5/1/2023

360,763

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Financials

(7.4%)

-

continued

$

800,000

5.150%, 

5/1/2023

b,l

$

804,000

289,000

1.494%, 

(LIBOR

3M

+

1.230%),

10/24/2023

b

293,461

320,000

6.750%, 

2/1/2024

b,l

346,400

122,000

1.514%, 

6/1/2024

b

124,639

1,454,000

5.000%, 

8/1/2024

b,l

1,451,494

325,000

3.875%, 

9/10/2024

359,478

635,000

4.023%, 

12/5/2024

b

698,319

960,000

4.600%, 

2/1/2025

b,l

940,800

149,000

2.083%, 

4/22/2026

b

155,621

KeyBank

NA

380,000

1.250%, 

3/10/2023

386,994

Kilroy

Realty,

LP

167,000

4.375%, 

10/1/2025

184,339

Liberty

Mutual

Group,

Inc.

42,000

5.000%, 

6/1/2021

i

43,279

Lincoln

National

Corporation

300,000

2.638%, 

(LIBOR

3M

+

2.358%),

5/17/2066

b

216,453

Lloyds

Banking

Group

plc

311,000

3.000%, 

1/11/2022

319,976

235,000

2.858%, 

3/17/2023

b

241,569

300,000

3.900%, 

3/12/2024

326,517

320,000

7.500%, 

6/27/2024

b,l

335,600

762,000

6.657%, 

5/21/2037

b,i,l

902,970

MetLife,

Inc.

320,000

3.850%, 

9/15/2025

b,k,l

318,800

640,000

5.875%, 

3/15/2028

b,l

696,000

MGIC

Investment

Corporation,

Convertible

525,000

9.000%, 

4/1/2063

i

670,688

MGM

Growth

Properties

Operating

Partnership,

LP

530,000

4.625%, 

6/15/2025

i

540,600

Mitsubishi

UFJ

Financial

Group,

Inc.

142,000

2.998%, 

2/22/2022

146,738

241,000

2.623%, 

7/18/2022

249,776

282,000

3.455%, 

3/2/2023

300,206

160,000

3.407%, 

3/7/2024

173,825

179,000

1.412%, 

7/17/2025

181,208

Mizuho

Financial

Group,

Inc.

241,000

2.721%, 

7/16/2023

b

249,582

200,000

2.226%, 

5/25/2026

b

207,856

Morgan

Stanley

282,000

5.500%, 

7/28/2021

293,851

141,000

2.750%, 

5/19/2022

146,117

110,000

4.875%, 

11/1/2022

118,919

282,000

3.125%, 

1/23/2023

298,202

311,000

4.100%, 

5/22/2023

336,146

160,000

2.720%, 

7/22/2025

b

169,962

302,000

2.188%, 

4/28/2026

b

316,126

MPT

Operating

Partnership,

LP

610,000

5.250%, 

8/1/2026

628,300

660,000

4.625%, 

8/1/2029

686,710

National

Australia

Bank,

Ltd.

228,000

1.875%, 

12/13/2022

235,471

National

Bank

of

Canada

228,000

2.100%, 

2/1/2023

235,697

National

Securities

Clearing

Corporation

154,000

1.200%, 

4/23/2023

i

156,709

Natwest

Group

plc

163,000

6.125%, 

12/15/2022

178,296

163,000

6.100%, 

6/10/2023

180,328

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

16

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Financials

(7.4%)

-

continued

Nippon

Life

Insurance

Company

$

480,000

3.400%, 

1/23/2050

b,i

$

511,200

Nomura

Holdings,

Inc.

182,000

2.648%, 

1/16/2025

191,621

Nordea

Bank

Abp

200,000

6.625%, 

3/26/2026

b,i,l

225,666

Outfront

Media

Cap,

LLC

870,000

4.625%, 

3/15/2030

i

835,200

Park

Aerospace

Holdings,

Ltd.

80,000

4.500%, 

3/15/2023

i

79,363

PayPal

Holdings,

Inc.

149,000

1.650%, 

6/1/2025

154,290

PNC

Financial

Services

Group,

Inc.

163,000

3.500%, 

1/23/2024

177,614

Provident

Financing

Trust

I

155,000

7.405%, 

3/15/2038

177,790

Prudential

Financial,

Inc.

932,000

5.625%, 

6/15/2043

b

989,830

786,000

5.200%, 

3/15/2044

b

832,459

160,000

3.700%, 

10/1/2050

b

163,248

Quicken

Loans,

LLC

310,000

3.625%, 

3/1/2029

i

307,288

310,000

3.875%, 

3/1/2031

i

306,125

Regions

Financial

Corporation

142,000

3.800%, 

8/14/2023

153,950

320,000

5.750%, 

6/15/2025

b,l

341,600

Reinsurance

Group

of

America,

Inc.

212,000

4.700%, 

9/15/2023

234,068

Royal

Bank

of

Canada

149,000

1.600%, 

4/17/2023

152,900

157,000

2.250%, 

11/1/2024

166,383

Royal

Bank

of

Scotland

Group

plc

320,000

8.625%, 

8/15/2021

b,l

328,000

300,000

4.269%, 

3/22/2025

b

326,067

126,000

3.754%, 

11/1/2029

b

130,454

Santander

Holdings

USA,

Inc.

149,000

3.450%, 

6/2/2025

159,006

Santander

UK

Group

Holdings

plc

290,000

2.875%, 

8/5/2021

295,828

Santander

UK

plc

228,000

2.100%, 

1/13/2023

235,276

Service

Properties

Trust

330,000

4.500%, 

6/15/2023

323,750

430,000

4.750%, 

10/1/2026

383,195

Simon

Property

Group,

LP

145,000

2.500%, 

7/15/2021

146,568

162,000

2.000%, 

9/13/2024

166,982

Societe

Generale

SA

188,000

2.625%, 

10/16/2024

i

194,729

320,000

8.000%, 

9/29/2025

b,i,l

357,200

Springleaf

Finance

Corporation

1,030,000

6.875%, 

3/15/2025

1,142,965

Standard

Chartered

plc

240,000

2.744%, 

9/10/2022

b,i

243,795

Starwood

Property

Trust,

Inc.,

Convertible

89,000

4.375%, 

4/1/2023

85,319

State

Street

Corporation

148,000

2.825%, 

3/30/2023

b,i

153,130

157,000

2.354%, 

11/1/2025

b

166,156

Sumitomo

Mitsui

Financial

Group,

Inc.

141,000

2.784%, 

7/12/2022

146,521

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Financials

(7.4%)

-

continued

$

640,000

2.778%, 

10/18/2022

$

668,377

188,000

2.448%, 

9/27/2024

198,660

Sumitomo

Mitsui

Trust

Bank,

Ltd.

149,000

1.050%, 

9/12/2025

i

149,537

Synchrony

Financial

156,000

3.750%, 

8/15/2021

159,210

164,000

2.850%, 

7/25/2022

168,920

160,000

4.250%, 

8/15/2024

173,836

Synovus

Bank

250,000

2.289%, 

2/10/2023

b

253,013

Toronto-Dominion

Bank

160,000

3.250%, 

3/11/2024

173,374

Truist

Bank

222,000

1.500%, 

3/10/2025

228,860

Truist

Financial

Corporation

720,000

4.950%, 

9/1/2025

b,l

757,800

UBS

Group

AG

178,000

1.364%, 

1/30/2027

b,i

177,863

USB

Realty

Corporation

664,000

1.422%, 

(LIBOR

3M

+

1.147%),

1/15/2022

b,i,l

537,840

Ventas

Realty,

LP

142,000

3.100%, 

1/15/2023

147,638

163,000

3.750%, 

5/1/2024

174,619

VEREIT

Operating

Partnership,

LP

148,000

4.625%, 

11/1/2025

163,492

VICI

Properties,

LP

/

VICI

Note

Company,

Inc.

240,000

4.250%, 

12/1/2026

i

241,116

140,000

3.750%, 

2/15/2027

i

137,659

240,000

4.625%, 

12/1/2029

i

245,144

140,000

4.125%, 

8/15/2030

i

137,900

Wachovia

Capital

Trust

II

307,000

0.775%, 

(LIBOR

3M

+

0.500%),

1/15/2027

b

279,487

Wells

Fargo

&

Company

280,000

2.100%, 

7/26/2021

283,911

144,000

2.625%, 

7/22/2022

149,379

325,000

4.125%, 

8/15/2023

354,031

335,000

1.491%, 

(LIBOR

3M

+

1.230%),

10/31/2023

b

339,173

156,000

3.750%, 

1/24/2024

169,473

130,000

1.654%, 

6/2/2024

b

132,390

311,000

2.406%, 

10/30/2025

b

325,833

226,000

2.188%, 

4/30/2026

b

234,715

Westpac

Banking

Corporation

152,000

2.000%, 

1/13/2023

157,558

152,000

2.894%, 

2/4/2030

b

157,496

Total

78,579,548

Foreign

Government

(<0.1%)

Sinopec

Group

Overseas

Development

2018,

Ltd.

178,000

2.150%, 

5/13/2025

i

183,817

Total

183,817

Mortgage-Backed

Securities

(10.2%)

Federal

Home

Loan

Mortgage

Corporation

Conventional

30-Yr.

Pass

Through

5,826,548

3.000%, 

3/25/2050

6,109,640

2,460,188

3.000%, 

4/1/2050

2,579,723

2,924,792

3.500%, 

7/1/2047

3,094,756

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

17

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Mortgage-Backed

Securities

(10.2%)

-

continued

Federal

National

Mortgage

Association

$

1,420,787

4.500%, 

5/1/2048

$

1,538,718

2,473,316

3.500%, 

10/1/2048

2,613,292

1,878,770

3.500%, 

6/1/2049

1,987,370

2,891,638

3.500%, 

8/1/2049

3,061,913

Federal

National

Mortgage

Association

Conventional

15-Yr.

Pass

Through

5,750,000

1.500%, 

10/1/2035

e

5,881,621

9,275,000

2.000%, 

10/1/2035

e

9,637,305

12,100,000

2.500%, 

10/1/2035

e

12,633,156

6,765,000

2.000%, 

11/1/2035

e

7,026,578

Federal

National

Mortgage

Association

Conventional

30-Yr.

Pass

Through

13,900,000

2.000%, 

10/1/2050

e

14,369,125

15,275,000

2.500%, 

10/1/2050

e

16,020,849

3,750,000

2.000%, 

11/1/2050

e

3,867,297

9,025,000

2.500%, 

11/1/2050

e

9,446,194

3,918,090

4.000%, 

7/1/2048

4,178,956

4,000,000

3.000%, 

10/1/2049

e

4,190,156

Total

108,236,649

Technology

(2.1%)

Akamai

Technologies,

Inc.,

Convertible

1,336,000

0.375%, 

9/1/2027

1,545,643

Apple,

Inc.

570,000

3.450%, 

5/6/2024

628,185

149,000

1.125%, 

5/11/2025

152,448

Baidu,

Inc.

184,000

3.075%, 

4/7/2025

195,540

Black

Knight

InfoServ,

LLC

100,000

3.625%, 

9/1/2028

i

101,062

Broadcom

Corporation

587,000

2.650%, 

1/15/2023

609,746

228,000

3.125%, 

1/15/2025

243,179

Broadcom,

Inc.

73,000

2.250%, 

11/15/2023

75,888

CommScope

Technologies

Finance,

LLC

1,078,000

6.000%, 

6/15/2025

i

1,092,607

Dell

International,

LLC/

EMC

Corporation

240,000

4.000%, 

7/15/2024

i

259,304

76,000

5.850%, 

7/15/2025

i

88,679

Diamond

1

Finance

Corporation

444,000

5.450%, 

6/15/2023

i

486,775

Diamond

Sports

Group,

LLC

400,000

5.375%, 

8/15/2026

i

283,000

680,000

6.625%, 

8/15/2027

i

353,600

Fiserv,

Inc.

310,000

2.750%, 

7/1/2024

331,397

Gartner,

Inc.

410,000

4.500%, 

7/1/2028

i

429,557

280,000

3.750%, 

10/1/2030

i

283,234

Global

Payments,

Inc.

82,000

2.650%, 

2/15/2025

87,007

Hewlett

Packard

Enterprise

Company

163,000

2.250%, 

4/1/2023

168,218

122,000

4.450%, 

10/2/2023

134,152

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Technology

(2.1%)

-

continued

Intuit,

Inc.

$

149,000

0.950%, 

7/15/2025

$

150,394

J2

Global,

Inc.,

Convertible

295,000

1.750%, 

11/1/2026

i

260,846

391,000

3.250%, 

6/15/2029

447,376

Lumentum

Holdings,

Inc.,

Convertible

276,000

0.250%, 

3/15/2024

385,864

Marvell

Technology

Group,

Ltd.

142,000

4.200%, 

6/22/2023

153,300

Microchip

Technology,

Inc.,

Convertible

205,000

1.625%, 

2/15/2027

315,837

Micron

Technology,

Inc.

210,000

2.497%, 

4/24/2023

218,061

NCR

Corporation

1,210,000

6.125%, 

9/1/2029

i

1,278,510

Nuance

Communications,

Inc.,

Convertible

1,727,000

1.250%, 

4/1/2025

3,059,035

NXP

BV/NXP

Funding,

LLC

245,000

4.875%, 

3/1/2024

i

275,466

NXP

Funding,

LLC

72,000

2.700%, 

5/1/2025

i

76,210

ON

Semiconductor

Corporation,

Convertible

836,000

1.625%, 

10/15/2023

1,104,042

Open

Text

Corporation

530,000

4.125%, 

2/15/2030

i

545,073

Oracle

Corporation

95,000

2.500%, 

5/15/2022

97,970

222,000

2.500%, 

4/1/2025

237,884

Panasonic

Corporation

241,000

2.536%, 

7/19/2022

i

248,684

Plantronics,

Inc.

680,000

5.500%, 

5/31/2023

i

605,200

PTC,

Inc.

210,000

3.625%, 

2/15/2025

i

213,150

Qorvo,

Inc.

330,000

3.375%, 

4/1/2031

i

335,651

Seagate

HDD

Cayman

156,000

4.250%, 

3/1/2022

162,800

149,000

4.750%, 

1/1/2025

163,552

Sensata

Technologies,

Inc.

690,000

3.750%, 

2/15/2031

i

685,688

SS&C

Technologies,

Inc.

920,000

5.500%, 

9/30/2027

i

977,702

Switch,

Ltd.

140,000

3.750%, 

9/15/2028

i

141,400

Tencent

Holdings,

Ltd.

179,000

1.810%, 

1/26/2026

i

182,496

Teradyne,

Inc.,

Convertible

196,000

1.250%, 

12/15/2023

500,103

Texas

Instruments,

Inc.

223,000

1.375%, 

3/12/2025

230,720

Total

System

Services,

Inc.

149,000

3.750%, 

6/1/2023

159,741

Verint

Systems,

Inc.,

Convertible

414,000

1.500%, 

6/1/2021

418,140

Vishay

Intertechnology,

Inc.,

Convertible

383,000

2.250%, 

6/15/2025

370,623

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

18

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Technology

(2.1%)

-

continued

Xerox

Holdings

Corporation

$

370,000

5.000%, 

8/15/2025

i

$

365,660

Total

21,916,399

Transportation

(0.6%)

AerCap

Holdings

NV

563,000

5.875%, 

10/10/2079

b

431,714

Air

Lease

Corporation

152,000

2.300%, 

2/1/2025

149,250

149,000

3.375%, 

7/1/2025

152,119

Air

Transport

Services

Group,

Inc.,

Convertible

157,000

1.125%, 

10/15/2024

165,421

American

Airlines,

Inc.

140,000

11.750%, 

7/15/2025

i

135,100

CSX

Corporation

163,000

3.700%, 

11/1/2023

176,860

Delta

Air

Lines,

Inc.

570,000

7.000%, 

5/1/2025

i

625,757

297,635

4.500%, 

10/20/2025

i

305,448

J.B.

Hunt

Transport

Services,

Inc.

95,000

3.300%, 

8/15/2022

98,891

Meritor,

Inc.,

Convertible

618,000

3.250%, 

10/15/2037

641,175

Mileage

Plus

Holdings,

LLC

400,000

6.500%, 

6/20/2027

i

416,500

Penske

Truck

Leasing

Company,

LP

160,000

3.375%, 

2/1/2022

i

165,205

Ryder

System,

Inc.

305,000

3.500%, 

6/1/2021

311,240

Southwest

Airlines

Company

74,000

4.750%, 

5/4/2023

79,022

223,000

5.250%, 

5/4/2025

245,556

Southwest

Airlines

Company,

Convertible

553,000

1.250%, 

5/1/2025

721,665

Union

Pacific

Corporation

213,000

3.750%, 

7/15/2025

242,494

United

Airlines

Pass

Through

Trust

90,000

3.700%, 

12/1/2022

84,299

XPO

Logistics,

Inc.

390,000

6.125%, 

9/1/2023

i

398,063

638,000

6.750%, 

8/15/2024

i

675,770

Total

6,221,549

Utilities

(1.3%)

AES

Corporation

570,000

5.125%, 

9/1/2027

607,107

Alabama

Power

Company

142,000

2.450%, 

3/30/2022

145,921

Ameren

Corporation

160,000

2.500%, 

9/15/2024

169,443

Berkshire

Hathaway

Energy

Company

152,000

4.050%, 

4/15/2025

i

173,388

Calpine

Corporation

580,000

4.500%, 

2/15/2028

i

594,001

CenterPoint

Energy,

Inc.

142,000

2.500%, 

9/1/2022

146,739

164,000

2.500%, 

9/1/2024

174,455

Dominion

Energy,

Inc.

163,000

2.715%, 

8/15/2021

165,983

163,000

3.071%, 

8/15/2024

175,247

495,000

4.650%, 

12/15/2024

b,l

501,623

Principal

Amount

Long-Term

Fixed

Income

(50.3%)

Value

Utilities

(1.3%)

-

continued

DTE

Energy

Company

$

232,000

3.300%, 

6/15/2022

$

241,418

240,000

2.529%, 

10/1/2024

255,088

Duke

Energy

Corporation

282,000

2.400%, 

8/15/2022

291,471

500,000

4.875%, 

9/16/2024

b,l

528,903

Edison

International

151,000

4.950%, 

4/15/2025

165,253

Entergy

Corporation

149,000

0.900%, 

9/15/2025

148,793

Evergy,

Inc.

162,000

2.450%, 

9/15/2024

171,464

Eversource

Energy

141,000

2.500%, 

3/15/2021

142,154

Exelon

Generation

Company,

LLC

149,000

3.250%, 

6/1/2025

162,860

FirstEnergy

Corporation

214,000

2.850%, 

7/15/2022

219,339

154,000

2.050%, 

3/1/2025

155,769

Florida

Power

&

Light

Company

148,000

2.850%, 

4/1/2025

162,291

Georgia

Power

Company

152,000

2.100%, 

7/30/2023

158,662

162,000

2.200%, 

9/15/2024

170,870

GFL

Environmental,

Inc.

460,000

3.750%, 

8/1/2025

i

458,850

NextEra

Energy

Operating

Partners,

LP

1,200,000

3.875%, 

10/15/2026

i

1,242,000

NiSource,

Inc.

745,000

5.650%, 

6/15/2023

b,l

739,413

149,000

0.950%, 

8/15/2025

148,814

PG&E

Corporation

270,000

5.000%, 

7/1/2028

261,900

210,000

5.250%, 

7/1/2030

203,175

PPL

Capital

Funding,

Inc.

325,000

3.950%, 

3/15/2024

356,826

PSEG

Power,

LLC

60,000

3.000%, 

6/15/2021

60,974

Public

Service

Enterprise

Group,

Inc.

163,000

2.875%, 

6/15/2024

174,384

Sempra

Energy

311,000

3.550%, 

6/15/2024

336,668

320,000

4.875%, 

10/15/2025

b,l

328,800

Southern

Company

469,000

4.000%, 

1/15/2051

b

470,301

Suburban

Propane

Partners,

LP

500,000

5.875%, 

3/1/2027

511,875

Talen

Energy

Supply,

LLC

520,000

7.625%, 

6/1/2028

i

520,000

TerraForm

Power

Operating,

LLC

520,000

5.000%, 

1/31/2028

i

569,231

TransCanada

Trust

975,000

5.875%, 

8/15/2076

b

1,038,375

Vistra

Operations

Company,

LLC

740,000

5.000%, 

7/31/2027

i

777,185

Total

14,027,013

Total

Long-Term

Fixed

Income

(cost

$524,741,205)

531,830,095

Shares

Common

Stock

(

26.0%

)

Value

Communications

Services

(1.8%)

4,821

Activision

Blizzard,

Inc.

390,260

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

19

Shares

Common

Stock

(26.0%)

Value

Communications

Services

(1.8%)

-

continued

1,780

Alphabet,

Inc.,

Class

A

n

$

2,608,768

993

Alphabet,

Inc.,

Class

C

n

1,459,313

410

AT&T,

Inc.

11,689

97,526

Auto

Trader

Group

plc

i

708,082

16,835

Carsales.com,

Ltd.

252,197

88

Charter

Communications,

Inc.

n

54,942

33,080

Comcast

Corporation

1,530,281

100

Daiichikosho

Company,

Ltd.

3,212

15,308

Deutsche

Telekom

AG

254,880

19,961

Discovery,

Inc.,

Class

A

k,n

434,551

14,370

DISH

Network

Corporation

n

417,161

6,206

Facebook,

Inc.

n

1,625,351

51,000

HKT

Trust

and

HKT,

Ltd.

67,693

1,653

Ipsos

SA

41,325

4,900

KDDI

Corporation

123,243

6,487

Live

Nation

Entertainment,

Inc.

n

349,520

87

Match

Group,

Inc.

n

9,626

61,904

Mediaset

Espana

Comunicacion

SA

n

229,263

400

Nintendo

Company,

Ltd.

226,676

4,300

Nippon

Telegraph

&

Telephone

Corporation

87,792

7,800

NTT

DOCOMO,

Inc.

286,620

25,853

QuinStreet,

Inc.

n

409,511

855

REA

Group,

Ltd.

68,083

4,201

Rightmove

plc

33,963

21,999

Seven

West

Media,

Ltd.

n

1,768

38,300

SoftBank

Corporation

427,977

4,000

SoftBank

Group

Corporation

247,498

17,500

TV

Asahi

Holdings

Corporation

277,909

28,556

Twitter,

Inc.

n

1,270,742

12,066

Uber

Technologies,

Inc.

n

440,168

34,842

Verizon

Communications,

Inc.

2,072,751

5,216

Walt

Disney

Company

647,201

3,951

Windstream

Services,

LLC

Rights

c,n

37,495

3,964

Wolters

Kluwer

NV

338,141

10,909

Zillow

Group,

Inc.

n

1,107,700

Total

18,553,352

Consumer

Discretionary

(3.0%)

2,000

ABC-MART,

Inc.

104,132

2,009

Amazon.com,

Inc.

n

6,325,799

1,100

AOKI

Holdings,

Inc.

5,532

14,589

Aptiv

plc

1,337,520

1,911

ARB

Corporation,

Ltd.

38,180

4,073

Aristocrat

Leisure,

Ltd.

88,826

2,200

Autobacs

Seven

Company,

Ltd.

28,655

587

AutoZone,

Inc.

n

691,275

37,646

B&M

European

Value

Retail

SA

240,002

3,428

Berkeley

Group

Holdings

plc

186,871

474

Booking

Holdings,

Inc.

n

810,862

1,400

Bridgestone

Corporation

44,253

4,245

Bunzl

plc

137,056

3,143

Burlington

Stores,

Inc.

n

647,741

18,419

Callaway

Golf

Company

352,540

8,660

Cedar

Fair,

LP

243,086

423

Chipotle

Mexican

Grill,

Inc.

n

526,089

2,700

Chiyoda

Company,

Ltd.

25,153

279

Churchill

Downs,

Inc.

45,706

274

Cie

Generale

des

Etablissements

Michelin

29,413

28,700

Citizen

Watch

Company,

Ltd.

n

80,512

2,610

Collins

Foods,

Ltd.

19,406

13,769

Cooper-Standard

Holdings,

Inc.

n

181,888

7,362

Crocs,

Inc.

n

314,578

Shares

Common

Stock

(26.0%)

Value

Consumer

Discretionary

(3.0%)

-

continued

6,739

D.R.

Horton,

Inc.

$

509,671

792

Darden

Restaurants,

Inc.

79,786

385

Deckers

Outdoor

Corporation

n

84,704

11,000

Denso

Corporation

482,149

7,757

Dick's

Sporting

Goods,

Inc.

448,975

9,191

Dollarama,

Inc.

352,303

6,199

Dometic

Group

AB

i,n

76,536

370

Domino's

Pizza

Enterprises,

Ltd.

21,156

1,451

Domino's

Pizza

Group

plc

6,829

1,063

Domino's

Pizza,

Inc.

452,073

100

Doutor

Nichires

Holdings

Company,

Ltd.

1,519

939

eBay,

Inc.

48,922

1,266

Emerald

Holding,

Inc.

2,583

1,148

Europris

ASA

i

5,885

200

Exedy

Corporation

2,605

100

Fast

Retailing

Company,

Ltd.

62,842

1,121

Five

Below,

Inc.

n

142,367

50,000

Galaxy

Entertainment

Group,

Ltd.

338,035

528

Grand

Canyon

Education,

Inc.

n

42,208

10,449

GVC

Holdings

plc

n

130,866

16,075

Harley-Davidson,

Inc.

394,480

127

Helen

of

Troy,

Ltd.

n

24,577

280

Hermes

International

241,152

7,219

Home

Depot,

Inc.

2,004,788

20,706

Husqvarna

AB

227,687

8,901

Industria

de

Diseno

Textil

SA

246,242

992

InterContinental

Hotels

Group

plc

n

52,071

1,600

Izumi

Company,

Ltd.

58,342

7,835

Leggett

&

Platt,

Inc.

322,567

10,943

Lowe's

Companies,

Inc.

1,815,006

3,078

Lululemon

Athletica,

Inc.

n

1,013,801

65

LVMH

Moet

Hennessy

Louis

Vuitton

SE

30,414

2,893

McDonald's

Corporation

634,985

25

Mercadolibre,

Inc.

n

27,062

2,950

Miller

Industries,

Inc.

90,181

1,890

Mohawk

Industries,

Inc.

n

184,445

37,101

Moneysupermarket.com

Group

plc

127,888

302

Netflix,

Inc.

n

151,009

10,500

NHK

Spring

Company,

Ltd.

67,229

2,600

Nihon

Unisys,

Ltd.

82,031

4,715

NIKE,

Inc.

591,921

8,600

Nissan

Motor

Company,

Ltd.

n

30,415

324

NVR,

Inc.

n

1,322,931

1,800

Onward

Holdings

Company,

Ltd.

4,663

500

Oriental

Land

Company,

Ltd.

70,123

3,270

Pandox

AB

n

37,488

895

Penn

National

Gaming,

Inc.

n

65,066

2,174

Planet

Fitness,

Inc.

n

133,962

3,674

Playa

Hotels

and

Resorts

NV

n

15,394

1,900

PLENUS

Company,

Ltd.

32,806

1,538

Premier

Investments,

Ltd.

22,863

14,649

Redrow

plc

n

76,220

2,504

Restaurant

Brands

International,

Inc.

144,005

3,173

RH

k,n

1,214,053

3,200

Rinnai

Corporation

312,132

5,200

Sangetsu

Company,

Ltd.

80,165

300

Sankyo

Company,

Ltd.

7,856

106

Scandic

Hotels

Group

AB

i

318

6,600

Sekisui

House,

Ltd.

116,957

800

SHIMAMURA

Company,

Ltd.

77,715

2,954

Sleep

Number

Corporation

n

144,480

2,600

Sony

Corporation

199,269

8,870

Sony

Corporation

ADR

680,773

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

20

Shares

Common

Stock

(26.0%)

Value

Consumer

Discretionary

(3.0%)

-

continued

11,302

Stoneridge,

Inc.

n

$

207,618

50,400

Sumitomo

Electric

Industries,

Ltd.

567,369

23,600

Sumitomo

Rubber

Industries,

Ltd.

219,224

2,513

Super

Retail

Group,

Ltd.

19,112

800

Takara

Standard

Company,

Ltd.

10,768

419

Tesla,

Inc.

n

179,755

7,095

Texas

Roadhouse,

Inc.

431,305

2,880

Thule

Group

AB

i

95,039

1,000

Toyoda

Gosei

Company,

Ltd.

22,961

1,200

Toyota

Motor

Corporation

79,644

160

Wayfair,

Inc.

n

46,562

1,041

Yum!

Brands,

Inc.

95,043

8,040

Zumiez,

Inc.

n

223,673

Total

31,172,694

Consumer

Staples

(1.1%)

3,100

Arcs

Company,

Ltd.

79,587

1,900

Asahi

Group

Holdings,

Ltd.

66,220

3,785

BJ's

Wholesale

Club

Holdings,

Inc.

n

157,267

1,959

British

American

Tobacco

plc

70,272

11,054

Bunge,

Ltd.

505,168

4,040

Carlsberg

AS

544,278

8,735

Colgate-Palmolive

Company

673,905

1,379

Costco

Wholesale

Corporation

489,545

33,574

Cott

Corporation

k

476,751

858

Elior

Participations

SCA

i

3,984

4,010

ForFarmers

BV

24,542

972

Glanbia

plc

10,036

23,879

Hain

Celestial

Group,

Inc.

n

819,050

16,900

Japan

Tobacco,

Inc.

308,320

2,248

John

B.

Sanfilippo

&

Son,

Inc.

169,454

1,100

Kao

Corporation

82,578

2,700

Kewpie

Corporation

55,533

2,830

Kimberly-Clark

Corporation

417,878

8,145

Lamb

Weston

Holdings,

Inc.

539,769

26

Lindt

&

Spruengli

AG

219,465

620

L'Oreal

SA

201,767

1,000

Ministop

Company,

Ltd.

14,056

12,533

Nestle

SA

1,491,578

100

Noevir

Holdings

Company,

Ltd.

4,680

4,445

Orkla

ASA

44,861

5,296

PepsiCo,

Inc.

734,026

2,124

Philip

Morris

International,

Inc.

159,279

4,221

Procter

&

Gamble

Company

586,677

375

Royal

Unibrew

AS

38,652

4,000

Seven

&

I

Holdings

Company,

Ltd.

124,280

3,700

Sugi

Holdings

Company,

Ltd.

261,604

3,700

Sundrug

Company,

Ltd.

139,471

10,580

Turning

Point

Brands,

Inc.

295,182

500

Unicharm

Corporation

22,362

2,275

Unilever

NV

138,155

14,786

Wal-Mart

Stores,

Inc.

2,068,709

Total

12,038,941

Energy

(0.9%)

22,323

BP

plc

ADR

389,760

40,451

CGG

SA

n

26,979

1,370

Cheniere

Energy,

Inc.

n

63,390

8,665

Chevron

Corporation

623,880

104

Cimarex

Energy

Company

2,530

6,050

ConocoPhillips

198,682

733

Core

Laboratories

NV

11,186

5,422

Diamondback

Energy,

Inc.

163,311

19,011

Enbridge,

Inc.

555,121

Shares

Common

Stock

(26.0%)

Value

Energy

(0.9%)

-

continued

45,700

Eneos

Holdings,

Inc.

$

163,052

29,835

Eni

SPA

233,194

24,848

Enterprise

Products

Partners,

LP

392,350

4,047

EOG

Resources,

Inc.

145,449

24,962

EQT

Corporation

322,759

16,719

Equinor

ASA

236,869

9,304

Exxon

Mobil

Corporation

319,406

548

Gaztransport

Et

Technigaz

SA

52,259

5,421

Gibson

Energy,

Inc.

87,856

12,884

Halliburton

Company

155,252

21,837

Helmerich

&

Payne,

Inc.

319,912

16,307

John

Wood

Group

plc

n

44,772

34,750

Kinder

Morgan,

Inc.

428,467

593

Lundin

Energy

AB

11,760

13,044

Marathon

Oil

Corporation

53,350

12,471

Marathon

Petroleum

Corporation

365,899

119,109

McDermott

International,

Inc.

n

285,862

8,500

MPLX,

LP

133,790

12,492

Nine

Energy

Service,

Inc.

n

14,116

2,783

OMV

AG

n

76,146

4,066

PDC

Energy,

Inc.

n

50,398

6,167

Pioneer

Natural

Resources

Company

530,300

23,952

Royal

Dutch

Shell

plc,

Class

A

299,002

38,797

Royal

Dutch

Shell

plc,

Class

B

470,495

2,850

SBM

Offshore

NV

45,462

4,517

Schlumberger,

Ltd.

70,285

9,542

SEACOR

Holdings,

Inc.

n

277,481

3,000

Subsea

7

SA

n

21,562

4,301

TC

Energy

Corporation

180,561

10,225

Tenaris

SA

ADR

100,716

14,183

Total

SE

487,083

42,196

Tullow

Oil

plc

n

8,256

6,727

Valero

Energy

Corporation

291,414

1,322

Washington

H.

Soul

Pattinson

and

Company,

Ltd.

22,456

6,900

Williams

Companies,

Inc.

135,585

388

Woodside

Petroleum,

Ltd.

4,925

90,290

WPX

Energy,

Inc.

n

442,421

Total

9,315,761

Financials

(3.5%)

16,861

AB

Industrivarden

n

448,396

12,320

Aflac,

Inc.

447,832

9,800

AIA

Group,

Ltd.

97,413

10,665

Air

Lease

Corporation

313,764

5,819

Allianz

SE

1,116,846

25,704

Ally

Financial,

Inc.

644,399

3,756

American

Express

Company

376,539

1,794

American

Financial

Group,

Inc.

120,162

9,240

American

International

Group,

Inc.

254,377

1,256

Aon

plc

259,113

56

Ares

Capital

Corporation

781

3,471

Arthur

J.

Gallagher

&

Company

366,468

6,689

Associated

Banc-Corp

84,415

36,015

Assured

Guaranty,

Ltd.

773,602

1,080

ASX,

Ltd.

63,143

3,678

Baloise

Holding

AG

541,492

42,303

Bank

of

America

Corporation

1,019,079

384

Bank

of

Marin

Bancorp

11,121

7,845

Bank

of

N.T.

Butterfield

&

Son,

Ltd.

174,787

2,065

Berkshire

Hathaway,

Inc.

n

439,721

4,386

Berkshire

Hills

Bancorp,

Inc.

44,343

1,291

BlackRock,

Inc.

727,543

3,087

Blackstone

Mortgage

Trust,

Inc.

67,821

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

21

Shares

Common

Stock

(26.0%)

Value

Financials

(3.5%)

-

continued

1,095

Boston

Private

Financial

Holdings,

Inc.

$

6,044

19,892

Bridgewater

Bancshares,

Inc.

n

188,775

11,620

Capital

One

Financial

Corporation

835,013

8,510

Charles

Schwab

Corporation

308,317

5,710

Chubb,

Ltd.

663,045

39,052

CI

Financial

Corporation

495,354

23,462

Citigroup,

Inc.

1,011,447

1,694

Cohen

&

Steers,

Inc.

94,424

10,960

Columbia

Banking

System,

Inc.

261,396

4,400

Comerica,

Inc.

168,300

2,127

Commonwealth

Bank

of

Australia

97,877

1,543

Community

Trust

Bancorp,

Inc.

43,605

2,353

Credit

Agricole

SA

n

20,530

34,200

DBS

Group

Holdings,

Ltd.

502,786

2,315

Deutsche

Boerse

AG

405,869

8,758

Deutsche

Pfandbriefbank

AG

i,n

58,065

7,290

Discover

Financial

Services

421,216

34,201

DnB

ASA

n

476,441

2,536

Ellington

Residential

Mortgage

REIT

28,150

7,047

Euronext

NV

i

882,756

4,139

Evercore,

Inc.

270,939

26,953

Everi

Holdings,

Inc.

n

222,362

873

FactSet

Research

Systems,

Inc.

292,350

384

FBL

Financial

Group,

Inc.

18,509

461

Financial

Institutions,

Inc.

7,099

6,270

First

BanCorp

32,729

3,210

First

Busey

Corporation

51,007

3,915

First

Financial

Bancorp

47,000

11,224

First

Interstate

BancSystem,

Inc.

357,484

565

First

Merchants

Corporation

13,085

298

First

Mid-Illinois

Bancshares,

Inc.

7,435

41,633

FlexiGroup,

Ltd.

32,447

18,000

FS

KKR

Capital

Corporation

285,480

19,700

FS

KKR

Capital

Corporation

II

289,787

9,872

Fulton

Financial

Corporation

92,106

3,661

Glacier

Bancorp,

Inc.

117,335

1,199

Goldman

Sachs

Group,

Inc.

240,963

24,000

Golub

Capital

BDC,

Inc.

317,760

1,910

Great

Southern

Bancorp,

Inc.

69,180

1,021

Great

Western

Bancorp,

Inc.

12,711

365

Groupe

Bruxelles

Lambert

SA

32,906

5,818

Hancock

Whitney

Corporation

109,437

6,729

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc.

284,435

11,584

Hartford

Financial

Services

Group,

Inc.

426,986

12,595

Heartland

Financial

USA,

Inc.

377,787

25,250

Heritage

Commerce

Corporation

168,039

1,202

Hometrust

Bancshares,

Inc.

16,323

4,543

Hope

Bancorp,

Inc.

34,459

1,717

Houlihan

Lokey,

Inc.

101,389

19,375

HSBC

Holdings

plc

75,800

315

IGM

Financial,

Inc.

7,222

543

Independent

Bank

Corporation

6,826

7,681

Interactive

Brokers

Group,

Inc.

371,223

134,573

Israel

Discount

Bank,

Ltd.

363,037

17,879

J.P.

Morgan

Chase

&

Company

1,721,211

10,600

Japan

Post

Bank

Company,

Ltd.

82,678

1,500

Japan

Post

Holdings

Company,

Ltd.

10,229

5,740

Julius

Baer

Group,

Ltd.

243,792

8,780

Kemper

Corporation

586,767

42,899

KeyCorp

511,785

1,093

L

E

Lundbergforetagen

AB

n

54,004

Shares

Common

Stock

(26.0%)

Value

Financials

(3.5%)

-

continued

807

Lakeland

Bancorp,

Inc.

$

8,030

6,865

Laurentian

Bank

of

Canada

k

141,007

668

Markel

Corporation

n

650,432

117

MarketAxess

Holdings,

Inc.

56,346

1,292

Marsh

&

McLennan

Companies,

Inc.

148,192

2,894

Mediobanca

SPA

22,677

11,200

Meridian

Bancorp,

Inc.

115,920

10,730

MetLife,

Inc.

398,834

3,980

MidWestOne

Financial

Group,

Inc.

71,123

19,200

Mitsubishi

UFJ

Financial

Group,

Inc.

76,625

2,991

Mizrahi

Tefahot

Bank,

Ltd.

53,054

401

Moody's

Corporation

116,230

17,140

Morgan

Stanley

828,719

1,200

MS

and

AD

Insurance

Group

Holdings,

Inc.

32,332

5,489

National

Bank

of

Canada

272,647

657

OFG

Bancorp

8,186

1,331

Onex

Corporation

59,376

13,300

ORIX

Corporation

166,121

1,273

PacWest

Bancorp

21,743

2,524

Paragon

Banking

Group

plc

10,821

2,386

Pargesa

Holding

SA

197,252

330

Peapack-Gladstone

Financial

Corporation

5,000

4,672

Popular,

Inc.

169,453

3,396

Primerica,

Inc.

384,223

268

QCR

Holdings,

Inc.

7,346

22,926

Radian

Group,

Inc.

334,949

357

Raiffeisen

Bank

International

AG

n

5,464

6,940

Raymond

James

Financial,

Inc.

504,954

9,625

Royal

Bank

of

Canada

675,785

2,119

S&P

Global,

Inc.

764,111

9,891

Santander

Consumer

USA

Holdings,

Inc.

179,917

12,170

Seacoast

Banking

Corporation

of

Florida

n

219,425

2,187

Selective

Insurance

Group,

Inc.

112,609

2,800

Senshu

Ikeda

Holdings,

Inc.

4,674

1,055

Simmons

First

National

Corporation

16,727

6,700

Singapore

Exchange,

Ltd.

45,189

16,800

Sixth

Street

Specialty

Lending,

Inc.

289,128

1,988

St.

James's

Place

plc

23,917

2,040

State

Auto

Financial

Corporation

28,070

7,300

Sumitomo

Mitsui

Financial

Group,

Inc.

204,114

17,387

Sun

Life

Financial,

Inc.

708,512

1,523

Swiss

Life

Holding

AG

576,290

15,645

Synovus

Financial

Corporation

331,205

3,008

T.

Rowe

Price

Group,

Inc.

385,686

680

TMX

Group,

Ltd.

69,933

3,300

Tokio

Marine

Holdings,

Inc.

144,390

1,093

Topdanmark

AS

52,907

18,783

Toronto-Dominion

Bank

869,642

11,592

Triumph

Bancorp,

Inc.

n

360,975

13,850

Truist

Financial

Corporation

526,993

406

Washington

Federal,

Inc.

8,469

273

Washington

Trust

Bancorp,

Inc.

8,370

36,146

Wells

Fargo

&

Company

849,792

20,425

Western

Alliance

Bancorp

645,839

27,073

Zions

Bancorporations

NA

791,073

Total

37,487,468

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

22

Shares

Common

Stock

(26.0%)

Value

Health

Care

(4.0%)

7,189

Abbott

Laboratories

$

782,379

1,951

AbbVie,

Inc.

170,888

4,163

Alexion

Pharmaceuticals,

Inc.

n

476,372

2,781

Align

Technology,

Inc.

n

910,388

4,354

Amgen,

Inc.

1,106,613

5,908

AMN

Healthcare

Services,

Inc.

n

345,382

2,980

Anthem,

Inc.

800,398

6,200

Astellas

Pharmaceutical,

Inc.

92,421

2,916

Baxter

International,

Inc.

234,505

2,211

Becton,

Dickinson

and

Company

514,455

1,892

Biogen,

Inc.

n

536,723

3,096

Biohaven

Pharmaceutical

Holding

Company,

Ltd.

n

201,271

5,050

Catalent,

Inc.

n

432,583

11,960

Centene

Corporation

n

697,627

3,598

Cerner

Corporation

260,099

104

Chemed

Corporation

49,956

6,700

Chugai

Pharmaceutical

Company,

Ltd.

300,666

4,342

Cigna

Holding

Company

735,578

4,220

CSL,

Ltd.

871,712

7,726

CVS

Health

Corporation

451,198

7,400

Daiichi

Sankyo

Company,

Ltd.

227,163

12,939

Danaher

Corporation

2,786,155

10,667

Edwards

Lifesciences

Corporation

n

851,440

2,728

Eli

Lilly

and

Company

403,799

4,717

Gilead

Sciences,

Inc.

298,067

66,025

GlaxoSmithKline

plc

1,237,810

11,133

GlaxoSmithKline

plc

ADR

419,046

226

Grifols

SA

6,499

9,838

Halozyme

Therapeutics,

Inc.

n

258,543

4,190

HCA

Healthcare,

Inc.

522,409

678

Humana,

Inc.

280,617

33

IDEXX

Laboratories,

Inc.

n

12,973

238

Illumina,

Inc.

n

73,561

733

Incyte

Corporation

n

65,779

1,333

Intuitive

Surgical,

Inc.

n

945,817

3,155

IQVIA

Holding,

Inc.

n

497,323

5,582

Jazz

Pharmaceuticals,

Inc.

n

795,937

19,539

Johnson

&

Johnson

2,908,966

1,300

KYORIN

Holdings,

Inc.

26,352

439

Laboratory

Corporation

of

America

Holdings

n

82,651

2,583

LHC

Group,

Inc.

n

549,042

85

Lifco

AB

6,575

428

LNA

Sante

23,765

2,200

M3,

Inc.

136,084

209

Masimo

Corporation

n

49,337

1,200

Medipal

Holdings

Corporation

24,063

19,613

Medtronic

plc

2,038,183

21,653

Merck

&

Company,

Inc.

1,796,116

441

Mettler-Toledo

International,

Inc.

n

425,896

21,709

Novartis

AG

1,884,869

16,788

Novo

Nordisk

AS

1,163,150

2,722

Novo

Nordisk

AS

ADR

188,988

1,200

Olympus

Corporation

24,955

12,240

Optinose,

Inc.

n

47,736

1,002

PerkinElmer,

Inc.

125,761

614

Pfizer,

Inc.

22,534

634

Quest

Diagnostics,

Inc.

72,587

1,861

Quidel

Corporation

n

408,266

8,391

Recordati

SPA

429,832

5,924

Roche

Holding

AG

2,029,210

2,799

Sanofi

280,495

1,400

Sawai

Pharmaceutical

Company,

Ltd.

70,639

Shares

Common

Stock

(26.0%)

Value

Health

Care

(4.0%)

-

continued

1,683

Sonova

Holding

AG

n

$

426,498

299

STERIS

plc

52,681

4,168

Stryker

Corporation

868,486

7,469

Syneos

Health,

Inc.

n

397,052

100

Sysmex

Corporation

9,568

7,156

Tactile

Systems

Technology,

Inc.

n

261,838

6,900

Takeda

Pharmaceutical

Company,

Ltd.

246,626

389

Tecan

Group

AG

193,456

738

Teladoc

Health,

Inc.

k,n

161,799

1,400

Terumo

Corporation

55,741

3,308

Thermo

Fisher

Scientific,

Inc.

1,460,548

100

Toho

Holdings

Company,

Ltd.

2,156

700

Tsumura

&

Company

21,815

3,985

UnitedHealth

Group,

Inc.

1,242,403

3,860

Universal

Health

Services,

Inc.

413,097

1,017

Veeva

Systems,

Inc.

n

285,970

1,473

Vertex

Pharmaceuticals,

Inc.

n

400,833

1,862

Zimmer

Biomet

Holdings,

Inc.

253,493

3,547

Zoetis,

Inc.

586,567

Total

41,810,831

Industrials

(3.7%)

833

3M

Company

133,430

9

A.P.

Moller

-

Maersk

AS,

Class

A

13,174

110

A.P.

Moller

-

Maersk

AS,

Class

B

173,897

6,661

Aalberts

NV

239,528

1,039

Aerojet

Rocketdyne

Holdings,

Inc.

n

41,446

3,416

AGCO

Corporation

253,706

269

Akzo

Nobel

NV

27,188

2,640

Allegion

plc

261,122

24,699

Altra

Industrial

Motion

Corporation

913,122

8,686

AMETEK,

Inc.

863,388

35,481

Arconic,

Inc.

593,242

4,485

ASGN,

Inc.

n

285,067

16,796

Assa

Abloy

AB

392,692

15,466

Atlas

Copco

AB,

Class

A

737,400

4,715

Atlas

Copco

AB,

Class

B

196,776

2,766

Boeing

Company

457,109

2,881

Canadian

National

Railway

Company

306,826

3,080

Carlisle

Companies,

Inc.

376,900

22,180

Carrier

Global

Corporation

677,377

2,970

CIA

De

Distribucion

Integral

50,697

1,025

Cintas

Corporation

341,151

563

CSW

Industrials,

Inc.

43,492

5,181

CSX

Corporation

402,408

6,159

Curtiss-Wright

Corporation

574,388

200

Daikin

Industries,

Ltd.

36,955

14,690

Delta

Air

Lines,

Inc.

449,220

1,784

Deutsche

Post

AG

80,950

1,912

Eaton

Corporation

plc

195,081

9,330

Emerson

Electric

Company

611,768

2,469

Encore

Wire

Corporation

114,611

841

Expeditors

International

of

Washington,

Inc.

76,127

9,939

Experian

plc

373,453

6,959

Fortive

Corporation

530,345

4,293

Forward

Air

Corporation

246,332

796

Geberit

AG

470,933

8,447

General

Dynamics

Corporation

1,169,318

360

Gorman-Rupp

Company

10,606

8,773

Greenbrier

Companies,

Inc.

257,926

1,700

GS

Yuasa

Corporation

29,377

37,331

GWA

Group,

Ltd.

74,693

2,500

Hanwa

Company,

Ltd.

50,044

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

23

Shares

Common

Stock

(26.0%)

Value

Industrials

(3.7%)

-

continued

4,719

Heico

Corporation

$

493,891

6,464

Helios

Technologies,

Inc.

235,290

6,531

Honeywell

International,

Inc.

1,075,068

2,555

IDEX

Corporation

466,058

2,248

Illinois

Tool

Works,

Inc.

434,336

9,100

Inaba

Denki

Sangyo

Company,

Ltd.

228,571

705

JB

Hunt

Transport

Services,

Inc.

89,098

1,600

Jet2

plc

13,852

21,340

Johnson

Controls

International

plc

871,739

5,600

Kamigumi

Company,

Ltd.

110,350

3,020

Kansas

City

Southern

546,107

10,000

Kinden

Corporation

176,613

9,226

Koninklijke

Philips

NV

n

435,646

99

Kuehne

&

Nagel

International

AG

19,223

780

L3Harris

Technologies,

Inc.

132,475

2,471

Landstar

System,

Inc.

310,086

12,682

Legrand

SA

1,013,775

1,292

Lennox

International,

Inc.

352,212

3,790

Lincoln

Electric

Holdings,

Inc.

348,832

2,502

Linde

Public

Limited

Company

595,801

1,981

Lockheed

Martin

Corporation

759,278

6,346

Manpower,

Inc.

465,352

36,100

Marubeni

Corporation

204,954

22,353

Meritor,

Inc.

n

468,072

3,022

Middleby

Corporation

k,n

271,104

21,900

Mitsubishi

Corporation

524,185

16,600

Mitsubishi

Electric

Corporation

225,249

3,600

Mitsuboshi

Belting,

Ltd.

58,583

31,900

Mitsui

&

Company,

Ltd.

548,132

3,763

NAPCO

Security

Technologies,

Inc.

n

88,430

8,233

National

Express

Group

plc

n

16,182

300

Nikkon

Holdings

Company,

Ltd.

6,504

400

Nishimatsu

Construction

Company,

Ltd.

7,945

13,300

Nitto

Kogyo

Corporation

264,288

6,161

Nobina

AB

i,n

40,501

745

Nordson

Corporation

142,906

1,098

Norfolk

Southern

Corporation

234,961

12,702

Nutrien,

Ltd.

498,299

3,644

Old

Dominion

Freight

Line,

Inc.

659,272

5,025

Otis

Worldwide

Corporation

313,661

19,503

PageGroup

plc

n

94,018

4,689

Parker-Hannifin

Corporation

948,772

10,476

Patrick

Industries,

Inc.

602,580

14,911

Raven

Industries,

Inc.

320,885

10,060

Raytheon

Technologies

Corporation

578,852

2,600

Recruit

Holdings

Company,

Ltd.

103,260

4,414

Redde

Northgate

plc

10,507

39,591

RELX

plc

881,223

4,026

Ritchie

Brothers

Auctioneers,

Inc.

238,541

3,529

Rockwell

Automation,

Inc.

778,780

2,248

Saia,

Inc.

n

283,563

2,057

Sandvik

AB

n

40,225

300

Sanwa

Holdings

Corporation

3,181

8,942

Schneider

Electric

SE

1,111,487

10,244

SEEK,

Ltd.

158,029

6,305

Signify

NV

i,n

233,205

4,531

SKF

AB

93,477

121,200

Sojitz

Corporation

k

275,054

25,672

Southwest

Airlines

Company

962,700

2,109

Spirax-Sarco

Engineering

plc

300,327

725

Spirit

Aerosystems

Holdings,

Inc.

13,710

2,560

Stanley

Black

&

Decker,

Inc.

415,232

Shares

Common

Stock

(26.0%)

Value

Industrials

(3.7%)

-

continued

152

Stantec,

Inc.

$

4,615

26,800

Sumitomo

Corporation

323,060

1,000

Taikisha,

Ltd.

27,737

300

Taisei

Corporation

10,154

337

Teledyne

Technologies,

Inc.

n

104,541

2,120

TFI

International,

Inc.

88,650

10,867

Timken

Company

589,209

3,500

Toppan

Forms

Company,

Ltd.

33,319

3,376

Transcontinental,

Inc.

k

41,682

10,045

Transurban

Group

102,569

3,300

Tsubakimoto

Chain

Company

77,633

4,820

Tutor

Perini

Corporation

n

53,647

3,073

Union

Pacific

Corporation

604,982

102

United

Parcel

Service,

Inc.

16,996

7,197

United

Rentals,

Inc.

n

1,255,877

1,331

Valmont

Industries,

Inc.

165,284

2,258

Verisk

Analytics,

Inc.

418,430

2,100

Yuasa

Trading

Company,

Ltd.

65,626

Total

39,311,765

Information

Technology

(5.4%)

4,409

Accenture

plc

996,390

2,613

Adobe,

Inc.

n

1,281,494

2,818

Advanced

Energy

Industries,

Inc.

n

177,365

42,873

Advanced

Micro

Devices,

Inc.

n

3,515,157

1,100

Advantest

Corporation

53,505

11,387

Agilysys,

Inc.

n

275,110

7,919

Akamai

Technologies,

Inc.

n

875,366

8,096

Alliance

Data

Systems

Corporation

339,870

6,761

Amphenol

Corporation

732,013

599

Analog

Devices,

Inc.

69,927

3,214

ANSYS,

Inc.

n

1,051,717

61,715

Apple,

Inc.

7,147,214

285

ASM

International

NV

40,853

2,579

ASML

Holding

NV

952,619

852

Automatic

Data

Processing,

Inc.

118,845

100

Azbil

Corporation

3,747

2,050

BE

Semiconductor

Industries

NV

87,888

3,054

Blackline,

Inc.

n

273,730

3,838

Broadcom,

Ltd.

1,398,260

1,615

Broadridge

Financial

Solutions,

Inc.

213,180

409

Cadence

Design

Systems,

Inc.

n

43,612

5,100

Canon,

Inc.

84,591

723

Capgemini

SA

92,758

2,044

CDW

Corporation

244,319

12,587

CGI,

Inc.

n

854,352

20,894

Change

Healthcare,

Inc.

n

303,172

14,396

Ciena

Corporation

n

571,377

48,486

Cisco

Systems,

Inc.

1,909,864

600

Computer

Engineering

&

Consulting,

Ltd.

9,309

5,975

Computer

Services,

Inc.

370,450

19,343

Computershare,

Ltd.

171,122

1,078

Dialog

Semiconductor

plc

n

46,985

5,815

Dolby

Laboratories,

Inc.

385,418

21,738

Dropbox,

Inc.

n

418,674

800

DTS

Corporation

17,025

473

Fair

Isaac

Corporation

n

201,205

4,600

Fuji

Soft,

Inc.

237,203

777

Gartner,

Inc.

n

97,086

32,068

Halma

plc

968,839

2,400

Hitachi,

Ltd.

81,263

2,000

Hoya

Corporation

225,833

6,944

II-VI,

Inc.

n

281,649

1,419

Intel

Corporation

73,476

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

24

Shares

Common

Stock

(26.0%)

Value

Information

Technology

(5.4%)

-

continued

297

International

Business

Machines

Corporation

$

36,136

1,754

Intuit,

Inc.

572,172

800

ITOCHU

Techno-Solutions

Corporation

30,348

509

Jack

Henry

&

Associates,

Inc.

82,758

800

Japan

Material

Company,

Ltd.

11,217

100

Kanematsu

Electronics,

Ltd.

4,062

900

Keyence

Corporation

420,731

1,044

Lam

Research

Corporation

346,347

800

Lasertec

Corporation

65,759

7,507

Lattice

Semiconductor

Corporation

n

217,403

1,352

Littelfuse,

Inc.

239,764

2,727

Lumentum

Holdings,

Inc.

n

204,880

6,983

MasterCard,

Inc.

2,361,441

6,879

Microchip

Technology,

Inc.

706,886

24,195

Micron

Technology,

Inc.

n

1,136,197

34,876

Microsoft

Corporation

7,335,469

755

Motorola

Solutions,

Inc.

118,392

700

Murata

Manufacturing

Company,

Ltd.

45,519

9,514

National

Instruments

Corporation

339,650

14,500

NEC

Networks

&

System

Integration

Corporation

278,725

2,252

Nice,

Ltd.

ADR

k,n

511,272

700

NS

Solutions

Corporation

21,569

1,100

NSD

Company,

Ltd.

21,606

400

NTT

Data

Corporation

5,119

51,060

Nuance

Communications,

Inc.

n

1,694,681

2,351

NVIDIA

Corporation

1,272,408

200

OBIC

Company,

Ltd.

35,173

7,345

ON

Semiconductor

Corporation

n

159,313

17,734

Oracle

Corporation

1,058,720

800

Oracle

Corporation

Japan

86,381

700

Otsuka

Corporation

35,771

1,871

Paychex,

Inc.

149,250

4,255

PayPal

Holdings,

Inc.

n

838,363

3,432

Plexus

Corporation

n

242,402

6,660

QUALCOMM,

Inc.

783,749

2,200

Ryoyo

Electro

Corporation

k

61,112

21,030

Sabre

Corporation

136,905

2,054

Sage

Group

plc

19,088

1,032

Salesforce.com,

Inc.

n

259,362

587

Samsung

Electronics

Company,

Ltd.

GDR

744,271

686

SAP

SE

106,823

2,053

ServiceNow,

Inc.

n

995,705

124

Skyworks

Solutions,

Inc.

18,042

3,317

Square,

Inc.

n

539,178

2,579

Synopsys,

Inc.

n

551,854

383

Teradyne,

Inc.

30,433

13,630

Texas

Instruments,

Inc.

1,946,228

2,400

TIS,

Inc.

50,976

1,100

Tokyo

Electron,

Ltd.

287,380

934

VeriSign,

Inc.

n

191,330

9,304

Visa,

Inc.

1,860,521

1,886

VMware,

Inc.

k,n

270,962

4,269

Workiva,

Inc.

n

238,039

139

Worldline

SA

i,n

11,382

Total

57,083,056

Materials

(1.2%)

4,021

Air

Liquide

SA

637,371

406

Air

Products

and

Chemicals,

Inc.

120,931

10,800

Air

Water,

Inc.

146,067

Shares

Common

Stock

(26.0%)

Value

Materials

(1.2%)

-

continued

16,642

Axalta

Coating

Systems,

Ltd.

n

$

368,953

8,847

Ball

Corporation

735,363

8,356

BHP

Group,

Ltd.

215,866

1,443

Buzzi

Unicem

SPA

33,526

4,744

Centamin

plc

12,385

16,120

CF

Industries

Holdings,

Inc.

495,045

115

Christian

Hansen

Holding

AS

12,766

3,838

Croda

International

plc

309,597

9,140

Eastman

Chemical

Company

714,017

3,987

Ecolab,

Inc.

796,762

25,486

Element

Solutions,

Inc.

n

267,858

156

EMS-CHEMIE

Holding

AG

140,161

372

Eramet

SA

n

9,389

63

Givaudan

SA

272,022

12,215

Granges

AB

n

109,027

18,815

Hexpol

AB

n

168,302

14,803

Hochschild

Mining

plc

n

41,742

1,727

Holmen

AB

64,080

266

IAMGOLD

Corporation

n

1,019

538

IMCD

NV

63,987

56,296

Ivanhoe

Mines,

Ltd.

n

204,628

6,860

Koninklijke

DSM

NV

1,129,379

9,900

Kyoei

Steel,

Ltd.

127,251

1,300

Lintec

Corporation

30,271

15,775

Louisiana-Pacific

Corporation

465,520

632

Martin

Marietta

Materials,

Inc.

148,747

100

Nippon

Steel

Trading

Corporation

2,857

808

Novozymes

AS

50,785

8,630

Nucor

Corporation

387,142

6,706

Ramelius

Resources,

Ltd.

10,128

3,009

Rio

Tinto

plc

181,060

3,312

Rio

Tinto,

Ltd.

226,214

26,647

Sandfire

Resources,

Ltd.

78,749

692

Sherwin-Williams

Company

482,144

400

Shin-Etsu

Chemical

Company,

Ltd.

52,342

2,002

Sika

AG

491,595

8,591

Silver

Lake

Resources,

Ltd.

n

14,421

14,600

Steel

Dynamics,

Inc.

417,998

27,500

Sumitomo

Chemical

Company,

Ltd.

91,024

3,273

Symrise

AG

452,078

1,700

Taiyo

Holdings

Company,

Ltd.

89,020

7,200

Toagosei

Company,

Ltd.

77,163

49,900

Toray

Industries,

Inc.

228,293

4,900

Ube

Industries,

Ltd.

82,747

4,511

UFP

Technologies,

Inc.

n

186,846

3,357

United

States

Lime

&

Minerals,

Inc.

302,466

5,480

W.

R.

Grace

&

Company

220,789

459

Wacker

Chemie

AG

44,544

4,041

Yara

International

ASA

155,497

Total

12,167,934

Real

Estate

(1.0%)

2,188

Agree

Realty

Corporation

139,244

2,468

Alexandria

Real

Estate

Equities,

Inc.

394,880

6,332

Allied

Properties

REIT

170,480

8,611

Alstria

Office

REIT

AG

119,739

19,898

American

Campus

Communities,

Inc.

694,838

1,423

American

Tower

Corporation

343,982

121,612

Ascendas

REIT

291,009

2,206

AvalonBay

Communities,

Inc.

329,444

5,639

Camden

Property

Trust

501,758

7,384

Castellum

AB

167,722

5,699

CBRE

Group,

Inc.

n

267,682

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

25

Shares

Common

Stock

(26.0%)

Value

Real

Estate

(1.0%)

-

continued

7,180

Choice

Properties

REIT

$

68,913

231

Cofinimmo

SA

34,736

4,362

Colliers

International

Group,

Inc.

290,902

600

Community

Healthcare

Trust,

Inc.

28,056

3,200

Daito

Trust

Construction

Company,

Ltd.

283,663

2,772

Digital

Realty

Trust,

Inc.

406,819

12,804

Douglas

Emmett,

Inc.

321,380

12,530

Duke

Realty

Corporation

462,357

871

EastGroup

Properties,

Inc.

112,646

2,426

Entra

ASA

i,k

34,092

8,868

Essential

Properties

Realty

Trust,

Inc.

162,462

632

Essex

Property

Trust,

Inc.

126,899

6,768

First

Industrial

Realty

Trust,

Inc.

269,366

7,742

Four

Corners

Property

Trust,

Inc.

198,118

2

Frontier

Real

Estate

Investment

Corporation

6,813

4

Fukuoka

REIT

Corporation

5,195

1,129

Getty

Realty

Corporation

29,365

9,260

Granite

REIT

537,428

3

Hankyu

REIT,

Inc.

3,493

4,147

Healthcare

Realty

Trust,

Inc.

124,908

52,677

Host

Hotels

&

Resorts,

Inc.

568,385

11,000

Hysan

Development

Company,

Ltd.

33,082

703

Industrial

Logistics

Properties

Trust

15,375

57

Invesco

Office

J-Reit,

Inc.

7,896

2,740

iSTAR

Financial,

Inc.

32,359

26

Japan

Hotel

REIT

Investment

Corporation

12,847

5

Japan

Prime

Realty

Investment

Corporation

15,513

1,712

Kilroy

Realty

Corporation

88,956

1,666

Kungsleden

AB

15,771

317

LEG

Immobilien

AG

45,185

8,700

Lexington

Realty

Trust

90,915

31,400

Mapletree

Commercial

Trust

45,108

18

Mori

Trust

Sogo

REIT,

Inc.

22,767

10,473

National

Storage

Affiliates

Trust

342,572

17

Nomura

Real

Estate

Master

Fund,

Inc.

21,297

944

Plymouth

Industrial

REIT,

Inc.

11,649

5,444

PSP

Swiss

Property

AG

657,639

13,421

Quebecor,

Inc.

335,739

5,017

Rayonier,

Inc.

REIT

132,650

4,688

Realty

Income

Corporation

284,796

22,000

Road

King

Infrastructure,

Ltd.

26,290

2,918

Service

Properties

Trust

23,198

1,638

Spirit

Realty

Capital,

Inc.

55,283

33,805

Sunstone

Hotel

Investors,

Inc.

268,412

20,435

TAG

Immobilien

AG

616,198

2,139

Terreno

Realty

Corporation

117,132

267

UDR,

Inc.

8,707

20

United

Urban

Investment

Corporation

22,255

4,078

Waypoint

REIT,

Ltd.

7,970

50,700

Wing

Tai

Holdings,

Ltd.

64,796

2,143

WP

Carey,

Inc.

139,638

Total

11,058,769

Utilities

(0.4%)

7,419

Alliant

Energy

Corporation

383,191

20,502

CenterPoint

Energy,

Inc.

396,714

6,211

CMS

Energy

Corporation

381,417

6,760

Duke

Energy

Corporation

598,666

Shares

Common

Stock

(26.0%)

Value

Utilities

(0.4%)

-

continued

12,303

Enagas

SA

$

283,870

5,341

Enel

SPA

46,338

9,521

Entergy

Corporation

938,104

8,372

Exelon

Corporation

299,383

8,692

FirstEnergy

Corporation

249,547

896

NextEra

Energy,

Inc.

248,694

843

Northland

Power,

Inc.

25,501

2,459

NorthWestern

Corporation

119,606

4,075

PNM

Resources,

Inc.

168,420

3,218

Portland

General

Electric

Company

114,239

1,970

Spire,

Inc.

104,804

348

Unitil

Corporation

13,447

Total

4,371,941

Total

Common

Stock

(cost

$237,869,285)

274,372,512

Shares

Registered

Investment

Companies

(

6.7%

)

Value

Unaffiliated  (1.8%)

47,022

Aberdeen

Asia-Pacific

Income

Fund,

Inc.

187,618

25,350

AllianceBernstein

Global

High

Income

Fund,

Inc.

266,429

15,400

AllianzGI

NFJ

Dividend

Interest

&

Premium

Strategy

Fund

181,720

11,497

BlackRock

Core

Bond

Trust

180,043

17,753

BlackRock

Corporate

High

Yield

Fund,

Inc.

189,602

12,805

BlackRock

Credit

Allocation

Income

Trust

182,087

28,900

BlackRock

Enhanced

Equity

Dividend

Trust

211,259

28,716

BlackRock

Enhanced

Global

Dividend

Trust

274,812

17,266

BlackRock

Multi-Sector

Income

Trust

272,457

16,900

Brookfield

Real

Assets

Income

Fund,

Inc.

279,188

17,657

Cohen

&

Steers

Quality

Income

Realty

Fund,

Inc.

196,169

15,523

Eaton

Vance

Limited

Duration

Income

Fund

175,565

24,816

Eaton

Vance

Tax-Managed

Global

Diversified

Equity

Income

Fund

182,646

2,422

Health

Care

Select

Sector

SPDR

Fund

255,473

20,451

Invesco

Dynamic

Credit

Opportunities

Fund

188,354

127,814

Invesco

Senior

Loan

ETF

2,778,676

2,965

iShares

Dow

Jones

US

Home

Construction

Index

Fund

167,967

52,000

iShares

S&P

U.S.

Preferred

Stock

Index

Fund

1,895,400

48,039

Liberty

All-Star

Equity

Fund

288,714

43,050

Nuveen

Credit

Strategies

Income

Fund

254,426

14,141

PGIM

Global

High

Yield

Fund,

Inc.

187,368

13,941

PGIM

High

Yield

Bond

Fund,

Inc.

192,525

9,575

Pimco

Dynamic

Credit

And

Mortgage

Income

Fund

192,266

27,205

Royce

Micro-Cap

Trust,

Inc.

208,662

31,429

Royce

Value

Trust,

Inc.

397,263

41,210

SPDR

Bloomberg

Barclays

High

Yield

Bond

ETF

4,296,967

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

26

Shares

Registered

Investment

Companies

(6.7%)

Value

Unaffiliated  (1.8%)-

continued

7,146

Tri-Continental

Corporation

$

185,296

860

Utilities

Select

Sector

SPDR

Fund

k

51,067

40,525

Vanguard

Short-Term

Corporate

Bond

ETF

k

3,357,496

57,442

Voya

Global

Equity

Dividend

&

Premium

Opportunity

Fund

284,338

38,600

Wells

Fargo

Income

Opportunities

Fund

281,780

Total

18,243,633

Affiliated  (4.9%)

5,319,468

Thrivent

Core

Emerging

Markets

Debt

Fund

52,237,173

Total

52,237,173

Total

Registered

Investment

Companies

(cost

$69,657,859)

70,480,806

Shares

Preferred

Stock

(

1.9%

)

Value

Communications

Services

(0.1%)

32,525

AT&T,

Inc.,

4.750%

l

829,388

9,075

AT&T,

Inc.,

5.000%

l

242,393

Total

1,071,781

Consumer

Discretionary

(<0.1%)

1,174

International

Flavors

&

Fragrances,

Inc.,

Convertible,

6.000%

52,008

Total

52,008

Consumer

Staples

(0.2%)

31,000

CHS,

Inc.,

6.750%

b,l

813,750

42,600

CHS,

Inc.,

7.100%

b,l

1,135,290

Total

1,949,040

Energy

(0.1%)

66,540

Crestwood

Equity

Partners,

LP,

9.250%

l

391,921

6,975

Energy

Transfer

Operating,

LP,

7.600%

b,l

121,435

14,317

Nustar

Logistics,

LP,

7.009%

b

274,027

Total

787,383

Financials

(1.2%)

10,000

Aegon

Funding

Corporation

II,

5.100%

254,700

8,335

Agribank

FCB,

6.875%

b,l

887,677

20,000

Allstate

Corporation,

5.100%

l

535,600

17,600

Bank

of

America

Corporation,

5.000%

l

461,824

7,750

Bank

of

America

Corporation,

5.375%

l

208,243

303

Bank

of

America

Corporation,

Convertible,

7.250%

l

450,864

19,925

Capital

One

Financial

Corporation,

5.000%

l

499,719

12,970

Cobank

ACB,

6.250%

b,l

1,348,880

21,500

Equitable

Holdings,

Inc.,

5.250%

l

548,895

585

First

Horizon

Bank,

3.750%

b,i,l

438,750

38,150

GMAC

Capital

Trust

I,

6.065%

b

952,606

21,740

Hartford

Financial

Services

Group,

Inc.,

7.875%

b

601,546

13,150

J.P.

Morgan

Chase

&

Company,

4.750%

l

347,949

12,800

J.P.

Morgan

Chase

&

Company,

5.750%

l

349,568

Shares

Preferred

Stock

(1.9%)

Value

Financials

(1.2%)

-

continued

12,800

Legg

Mason,

Inc.,

5.450%

$

326,400

27,084

Morgan

Stanley,

7.125%

b,l

747,518

3,500

Synovus

Financial

Corporation,

5.875%

b,l

90,055

19,200

Truist

Financial

Corporation,

4.750%

l,n

498,240

1,965

Wells

Fargo

&

Company,

Convertible,

7.500%

l

2,637,128

Total

12,186,162

Health

Care

(<0.1%)

274

Danaher

Corporation,

Convertible,

5.000%

350,051

Total

350,051

Industrials

(0.1%)

691

Fortive

Corporation,

Convertible,

5.000%

647,011

6,257

Stanley

Black

&

Decker,

Inc.,

Convertible,

5.250%

631,331

Total

1,278,342

Real

Estate

(0.1%)

23,525

Public

Storage,

4.125%

l,n

610,003

5,025

Public

Storage,

4.625%

k,l

135,273

1,275

Public

Storage,

4.700%

l

34,591

1,950

Public

Storage,

4.875%

l

52,728

Total

832,595

Utilities

(0.1%)

7,542

NextEra

Energy,

Inc.,

Convertible,

4.872%

408,475

25,600

Southern

Company,

4.950%

674,816

8,104

Southern

Company,

Convertible,

6.750%

377,160

Total

1,460,451

Total

Preferred

Stock

(cost

$19,814,670)

19,967,813

Shares

Collateral

Held

for

Securities

Loaned

(

0.7%

)

Value

7,835,793

Thrivent

Cash

Management

Trust

7,835,793

Total

Collateral

Held

for

Securities

Loaned

(cost

$7,835,793)

7,835,793

Shares

or

Principal

Amount

Short-Term

Investments

(

12.2%

)

Value

Federal

Home

Loan

Bank

Discount

Notes

1,500,000

0.074%,

10/14/2020

o,p

1,499,967

200,000

0.080%,

10/28/2020

o,p

199,991

300,000

0.060%,

11/4/2020

o,p

299,980

2,400,000

0.090%,

11/6/2020

o,p

2,399,832

100,000

0.080%,

11/12/2020

o,p

99,992

300,000

0.070%,

11/18/2020

o,p

299,972

100,000

0.055%,

12/10/2020

o,p

99,983

Thrivent

Core

Short-Term

Reserve

Fund

12,368,791

0.310%

123,687,912

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

27

Shares

or

Principal

Amount

Short-Term

Investments

(12.2%)

Value

U.S.

Treasury

Bills

300,000

0.093%,

11/19/2020

o,q

$

299,963

Total

Short-Term

Investments

(cost

$128,885,208)

128,887,592

Total

Investments

(cost

$1,117,290,905)

109.5%

$1,156,788,022

Other

Assets

and

Liabilities,

Net

(9.5%)

(100,573,132)

Total

Net

Assets

100.0%

$1,056,214,890

a

The

stated

interest

rate

represents

the

weighted

average

of

all

contracts

within

the

bank

loan

facility.

b

Denotes

variable

rate

securities.

The

rate

shown

is

as

of

September

30,

2020.

The

rates

of

certain

variable

rate

securities

are

based

on

a

published

reference

rate

and

spread;

these

may

vary

by

security

and

the

reference

rate

and

spread

are

indicated

in

their

description.  The

rates

of

other

variable

rate

securities

are

determined

by

the

issuer

or

agent

and

are

based

on

current

market

conditions.  These

securities

do

not

indicate

a

reference

rate

and

spread

in

their

description.  

c

Security

is

valued

using

significant

unobservable

inputs.

Further

information

on

valuation

can

be

found

in

the

Notes

to

Financial

Statements.

d

All

or

a

portion

of

the

loan

is

unfunded.

e

Denotes

investments

purchased

on

a

when-issued

or

delayed

delivery

basis.

f

In

bankruptcy.  Interest

is

not

being

accrued.

g

In

bankruptcy.  Interest

is

being

accrued

per

the

bankruptcy

agreement

terms.  

h

Denotes

payment-in-kind

security.  The

security

may

pay

an

interest

or

dividend

payment

with

additional

fixed

income

or

equity

securities

in

lieu

of,

or

in

addition

to

a

cash

payment.  The

cash

rate

and/or

payment-in-kind

rate

shown

are

as

of

September

30,

2020.

i

Denotes

securities

sold

under

Rule

144A

of

the

Securities

Act

of

1933,

which

exempts

them

from

registration.

These

securities

may

be

resold

to

other

dealers

in

the

program

or

to

other

qualified

institutional

buyers.

As

of

September

30,

2020,

the

value

of

these

investments

was

$210,301,008

or

19.9%

of

total

net

assets.

j

Denotes

step

coupon

securities.

Step

coupon

securities

pay

an

initial

coupon

rate

for

the

first

period

and

then

different

coupon

rates

for

following

periods.

The

rate

shown

is

as

of

September

30,

2020.

k

All

or

a

portion

of

the

security

is

on

loan.

l

Denotes

perpetual

securities.

Perpetual

securities

pay

an

indefinite

stream

of

income

and

have

no

contractual

maturity

date.

Date

shown,

if

applicable,

is

next

call

date.

m

Denotes

interest

only

security.  Interest

only

securities

represent

the

right

to

receive

monthly

interest

payments

on

an

underlying

pool

of

mortgages

or

assets.  The

principal

shown

is

the

outstanding

par

amount

of

the

pool

as

of

the

end

of

the

period.

The

actual

effective

yield

of

the

security

is

different

than

the

stated

coupon

rate.

n

Non-income

producing

security.

o

The

interest

rate

shown

reflects

the

yield,

coupon

rate

or

the

discount

rate

at

the

date

of

purchase.

p

All

or

a

portion

of

the

security

is

held

on

deposit

with

the

counterparty

and

pledged

as

the

initial

margin

deposit

for

open

futures

contracts.

q

All

or

a

portion

of

the

security

is

pledged

as

collateral

under

the

agreement

between

the

counterparty,

the

custodian

and

the

fund

for

open

swap

contracts.

*

Denotes

restricted

securities.

Restricted

securities

are

investment

securities

which

cannot

be

offered

for

public

sale

without

first

being

registered

under

the

Securities

Act

of

1933.

The

value

of

all

restricted

securities

held

in

Diversified

Income

Plus

Fund

as

of

September

30,

2020

was

$324,000

or

0.0%

of

total

net

assets.

The

following

table

indicates

the

acquisition

date

and

cost

of

restricted

securities

shown

in

the

schedule

as

of

September

30,

2020.

Security

Acquisition

Date

Cost

Windstream

Services,

LLC,

10/31/2025

1/14/2020

$

530,288

The

following

table

presents

the

total

amount

of

securities

loaned

with

continuous

maturity,

by

type,

offset

by

the

gross

payable

upon

return

of

collateral

for

securities

loaned

by

Thrivent

Diversified

Income

Plus

Fund

as

of

September

30,

2020:

Securities

Lending

Transactions

Long-Term

Fixed

Income

$

2,944,360

Common

Stock

4,716,106

Total

lending

$7,660,466

Gross

amount

payable

upon

return

of              

collateral

for

securities

loaned

$7,835,793

Net

amounts

due

to

counterparty

$175,327

Definitions:

ACES

-

Alternative

Credit

Enhancement

Securities

ADR

-

American

Depositary

Receipt,

which

are

certificates

for

an

underlying

foreign

security's

shares

held

by

an

issuing

U.S.

depository

bank.

CLO

-

Collateralized

Loan

Obligation

ETF

-

Exchange

Traded

Fund

GDR

-

Global

Depository

Receipts,

which

are

certificates

for

shares

of

an

underlying

foreign

security’s

shares

held

by

an

issuing

depository

bank

from

more

than

one

country.

PIK

-

Payment-In-Kind

REMIC

-

Real

Estate

Mortgage

Investment

Conduit

REIT

-

Real

Estate

Investment

Trust

is

a

company

that

buys,

develops,

manages

and/or

sells

real

estate

assets.

Ser.

-

Series

SPDR

-

S&P

Depository

Receipts,

which

are

exchange-traded

funds

traded

in

the

U.S.,

Europe,

and

Asia-Pacific

and

managed

by

State

Street

Global

Advisors.

Reference

Rate

Index:

12

MTA

-

12

Month

Treasury

Average

CMT

1Y

-

Constant

Maturity

Treasury

Yield

1

Year

COF

11

-

11th

District

Cost

of

Funds

H15T30Y

-

U.

S.

Treasury

Yield

Curve

Rate

Treasury

Note

Constant

Maturity

30

Year

LIBOR

1W

-

ICE

Libor

USD

Rate

1

Week

LIBOR

1M

-

ICE

Libor

USD

Rate

1

Month

LIBOR

2M

-

ICE

Libor

USD

Rate

2

Month

LIBOR

3M

-

ICE

Libor

USD

Rate

3

Month

PRIME

-

Federal

Reserve

Prime

Loan

Rate

USISDA

10Y

-

ICE

Swap

USD

Rate

10

Year

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

28

Fair

Valuation

Measurements

The

following

table

is

a

summary

of

the

inputs

used,

as

of

September

30,

2020,

in

valuing

Diversified

Income

Plus

Fund's

assets

carried

at

fair

value.

Investments

in

Securities

Total

Level

1

Level

2

Level

3

Bank

Loans

Basic

Materials

5,208,106

–

4,567,824

640,282

Capital

Goods

12,564,560

–

11,822,527

742,033

Communications

Services

33,356,604

–

31,892,667

1,463,937

Consumer

Cyclical

17,654,635

–

16,392,521

1,262,114

Consumer

Non-Cyclical

21,859,887

–

21,859,887

–

Energy

3,306,027

–

3,306,027

–

Financials

11,538,367

–

11,538,367

–

Technology

11,432,891

–

11,432,891

–

Transportation

2,931,374

–

2,931,374

–

Utilities

3,560,960

–

3,560,960

–

Long-Term

Fixed

Income

Asset-Backed

Securities

42,095,302

–

42,095,302

–

Basic

Materials

9,630,122

–

9,630,122

–

Capital

Goods

18,890,998

–

18,890,998

–

Collateralized

Mortgage

Obligations

99,781,173

–

99,781,173

–

Commercial

Mortgage-Backed

Securities

4,261,344

–

4,261,344

–

Communications

Services

32,968,412

–

32,968,412

–

Consumer

Cyclical

33,249,104

–

33,249,104

–

Consumer

Non-Cyclical

34,713,067

–

34,713,067

–

Energy

27,075,598

–

27,075,598

–

Financials

78,579,548

–

78,579,548

–

Foreign

Government

183,817

–

183,817

–

Mortgage-Backed

Securities

108,236,649

–

108,236,649

–

Technology

21,916,399

–

21,916,399

–

Transportation

6,221,549

–

6,221,549

–

Utilities

14,027,013

–

14,027,013

–

Common

Stock

Communications

Services

18,553,352

14,839,535

3,676,322

37,495

Consumer

Discretionary

31,172,694

25,447,815

5,724,879

–

Consumer

Staples

12,038,941

8,092,660

3,946,281

–

Energy

9,315,761

6,843,072

2,472,689

–

Financials

37,487,468

26,965,656

10,521,812

–

Health

Care

41,810,831

32,018,711

9,792,120

–

Industrials

39,311,765

28,083,591

11,228,174

–

Information

Technology

57,083,056

50,812,152

6,270,904

–

Materials

12,167,934

6,111,600

6,056,334

–

Real

Estate

11,058,769

7,385,133

3,673,636

–

Utilities

4,371,941

4,016,232

355,709

–

Preferred

Stock

Communications

Services

1,071,781

1,071,781

–

–

Consumer

Discretionary

52,008

52,008

–

–

Consumer

Staples

1,949,040

1,949,040

–

–

Energy

787,383

787,383

–

–

Financials

12,186,162

9,510,855

2,675,307

–

Health

Care

350,051

350,051

–

–

Industrials

1,278,342

1,278,342

–

–

Real

Estate

832,595

832,595

–

–

Utilities

1,460,451

1,460,451

–

–

Registered

Investment

Companies

Unaffiliated

18,243,633

18,243,633

–

–

Short-Term

Investments

5,199,680

–

5,199,680

–

Subtotal

Investments

in

Securities

$973,027,144

$246,152,296

$722,728,987

$4,145,861

Other

Investments  *

Total

Affiliated

Registered

Investment

Companies

52,237,173

Affiliated

Short-Term

Investments

123,687,912

Collateral

Held

for

Securities

Loaned

7,835,793

Subtotal

Other

Investments

$183,760,878

Total

Investments

at

Value

$1,156,788,022

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

29

Reference

Description:

CBOT

-

Chicago

Board

of

Trade

CME

-

Chicago

Mercantile

Exchange

EAFE

-

Europe,

Australasia

and

Far

East

ICE

-

Intercontinental

Exchange

MSCI

-

Morgan

Stanley

Capital

International

S&P

-

Standard

&

Poor's

*

Certain

investments

are

measured

at

fair

value

using

a

net

asset

value

per

share

that

is

not

publicly

available

(practical

expedient).  According

to

disclosure

requirements

of

Accounting

Standards

Codification

(ASC)

820,

Fair

Value

Measurement,

securities

valued

using

the

practical

expedient

are

not

classified

in

the

fair

value

hierarchy.  The

fair

value

amounts

presented

in

this

table

are

intended

to

permit

reconciliation

of

the

fair

value

hierarchy

to

the

amounts

presented

in

the

Statement

of

Assets

and

Liabilities.  

Other

Financial

Instruments

Total

Level

1

Level

2

Level

3

Asset

Derivatives

Futures

Contracts

61,547

61,547

–

–

Total

Asset

Derivatives

$61,547

$61,547

$–

$–

Liability

Derivatives

Futures

Contracts

690,493

690,493

–

–

Credit

Default

Swaps

2,465

–

2,465

–

Total

Liability

Derivatives

$692,958

$690,493

$2,465

$–

The

following

table

presents

Diversified

Income

Plus

Fund's

futures

contracts

held

as

of

September

30,

2020.

Investments

and/or

cash

totaling

$4,899,717

were

pledged

as

the

initial

margin

deposit

for

these

contracts.

Futures

Contracts

Description

Number

of

Contracts

Long/(Short)

Expiration

Date

Notional

Principal

Amount

Value

and

Unrealized

CBOT

2-Yr.

U.S.

Treasury

Note

153

December

2020

$

33,799,126

$

7,898

CBOT

5-Yr.

U.S.

Treasury

Note

53

December

2020

6,673,610

6,046

CME

E-mini

S&P

500

Index

4

December

2020

664,719

5,681

CME

Euro

Foreign

Exchange

Currency

58

December

2020

8,567,341

(

59,103)

CME

Ultra

Long

Term

U.S.

Treasury

Bond

1

December

2020

225,268

(

3,456)

Eurex

Euro

STOXX

50

Index

234

December

2020

9,087,000

(

362,516)

ICE

mini

MSCI

EAFE

Index

18

December

2020

1,717,605

(

49,725)

Total

Futures

Long

Contracts

$

60,734,669

(

$

455,175)

CBOT

10-Yr.

U.S.

Treasury

Note

(158)

December

2020

(

$

22,020,820)

(

$

25,117)

CBOT

U.S.

Long

Bond

(28)

December

2020

(

4,977,797)

41,922

CME

E-mini

Russell

2000

Index

(121)

December

2020

(

9,063,489)

(

38,131)

CME

E-mini

S&P

500

Index

(105)

December

2020

(

17,456,771)

(

141,229)

CME

E-mini

S&P

Mid-Cap

400

Index

(10)

December

2020

(

1,854,530)

(

1,370)

Ultra

10-Yr.

U.S.

Treasury

Note

(25)

December

2020

(

3,988,201)

(

9,846)

Total

Futures

Short

Contracts

(

$

59,361,608)

($173,771)

Total

Futures

Contracts

$

1,373,061

($628,946)

Diversified

Income

Plus

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

30

The

following

table

presents

Diversified

Income

Plus

Fund's

swaps

contracts

held

as

of

September

30,

2020.

Investments

totaling

$299,963

were

pledged

as

collateral

under

the

agreement

between

the

counterparty,

the

custodian

and

the

fund

for

open

swap

contracts.

Credit

Default

Swaps

Buy/Sell

Protection

1

Termination

Date

Notional

Principal

Amount

2

Upfront

Payments/

(Receipts)

Value

3

Unrealized

Gain/(Loss)

CDX

HY

35,

5

Year,

at

5.00%,

Quarterly

Buy

12/20/2025

$

3,700,000

$

–

(

$

2,465)

(

$

2,465)

Total

Credit

Default

Swaps

$–

($2,465)

($2,465)

1

As

the

buyer

of

protection,

Diversified

Income

Plus

Fund

pays

periodic

fees

in

return

for

payment

by

the

seller

which

is

contingent

upon

an

adverse

credit

event

occurring

in

the

underlying

issuer

or

reference

entity.

As

the

seller

of

protection,

Diversified

Income

Plus

Fund

collects

periodic

fees

from

the

buyer

and

profits

if

the

credit

of

the

underlying

issuer

or

reference

entity

remains

stable

or

improves

while

the

swap

is

outstanding,

but

the

seller

in

a

credit

default

swap

contract

would

be

required

to

pay

the

amount

of

credit

loss,

determined

as

specified

in

the

agreement,

to

the

buyer

in

the

event

of

an

adverse

credit

event

in

the

reference

entity.

2

The

maximum

potential

amount

of

future

payments

Diversified

Income

Plus

Fund

could

be

required

to

make

as

the

seller

or

receive

as

the

buyer

of

protection.

3

The

values

for

credit

indexes

(CDX

or

LCDX)

serve

as

an

indicator

of

the

current

status

of

the

payment/performance

risk

and

represent

the

liability

or

profit

for

the

credit

default

swap

contract

had

the

contract

been

closed

as

of

the

reporting

date.

When

protection

has

been

sold,

the

value

of

the

swap

will

increase

when

the

swap

spread

declines

representing

an

improvement

in

the

reference

entity's

credit

worthiness.

The

value

of

the

swap

will

decrease

when

the

swap

spread

increases

representing

a

deterioration

in

the

reference

entity's

credit

worthiness.

When

protection

has

been

purchased,

the

value

of

the

swap

will

increase

when

the

swap

spread

increases

representing

a

deterioration

in

the

reference

entity's

credit

worthiness.

The

value

of

the

swap

will

decrease

when

the

swap

spread

declines

representing

an

improvement

in

the

reference

entity's

credit

worthiness.

Investment

in

Affiliates

Affiliated

issuers,

as

defined

under

the

Investment

Company

Act

of

1940,

include

those

in

which

the

Fund's

holdings

of

an

issuer

represent

5%

or

more

of

the

outstanding

voting

securities

of

an

issuer,

any

affiliated

mutual

fund,

or

a

company

which

is

under

common

ownership

or

control

with

the

Fund.

The

Fund

owns

shares

of

Thrivent

Cash

Management

Trust

for

the

purpose

of

securities

lending

and

Thrivent

Core

Short-Term

Reserve

Fund,

a

series

of

Thrivent

Core

Funds,

primarily

to

serve

as

a

cash

sweep

vehicle

for

the

Fund.

Thrivent

Cash

Management

Trust

and

Thrivent

Core

Funds

are

established

solely

for

investment

by

Thrivent

entities.  

A

summary

of

transactions

(in

thousands;

values

shown

as

zero

are

less

than

$500)

for

the

fiscal

year

to

date,

in

Diversified

Income

Plus

Fund,

is

as

follows:

Fund

Value

12/31/2019

Gross

Purchases

Gross

Sales

Value

9/30/2020

Shares

Held

at

9/30/2020

%

of

Net

Assets

9/30/2020

Affiliated

Registered

Investment

Companies

Core

Emerging

Markets

Debt

$53,623

$2,458

$3,300

$52,237

5,319

4.9%

Total

Affiliated

Registered

Investment

Companies

53,623

52,237

4.9

Affiliated

Short-Term

Investments

Core

Short-Term

Reserve,

0.310%

130,402

293,556

300,253

123,688

12,369

11.7

Total

Affiliated

Short-Term

Investments

130,402

123,688

11.7

Collateral

Held

for

Securities

Loaned

Cash

Management

Trust-

Collateral

Investment  

5,772

142,998

140,934

7,836

7,836

0.7

Total

Collateral

Held

for

Securities

Loaned

5,772

7,836

0.7

Total

Value

$189,797

$183,761

Fund

Net

Realized

Gain/(Loss)

Change

in

Unrealized

Appreciation/

(Depreciation)

Distributions

of

Realized

Capital

Gains

Income

Earned

1/1/2020

-

9/30/2020

Affiliated

Registered

Investment

Companies

Core

Emerging

Markets

Debt

$28

$(572)

$–

$1,838

Affiliated

Short-Term

Investments

Core

Short-Term

Reserve,

0.310%

(19)

2

–

1,127

Total

Income/Non

Income

Cash

from

Affiliated

Investments

$2,965

Collateral

Held

for

Securities

Loaned

Cash

Management

Trust-

Collateral

Investment  

–

–

–

37

Total

Affiliated

Income

from

Securities

Loaned,

Net

$37

Total

$9

$(570)

$–

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

31

Principal

Amount

Long-Term

Fixed

Income

(

47.6%

)

Value

Basic

Materials

(1.7%)

Alcoa

Nederland

Holding

BV

$

40,000

5.500%, 

12/15/2027

a

$

41,688

BWAY

Holding

Company

30,000

5.500%, 

4/15/2024

a

30,106

Cleveland-Cliffs,

Inc.

15,000

5.750%, 

3/1/2025

13,950

20,000

9.875%, 

10/17/2025

a

22,325

First

Quantum

Minerals,

Ltd.

60,000

7.250%, 

4/1/2023

a

59,925

Freeport-McMoRan,

Inc.

40,000

4.125%, 

3/1/2028

40,500

30,000

4.250%, 

3/1/2030

30,750

Krayton

Polymers,

LLC

35,000

7.000%, 

4/15/2025

a

35,700

Methanex

Corporation

40,000

5.250%, 

12/15/2029

39,550

Norbord,

Inc.

40,000

5.750%, 

7/15/2027

a

42,252

Novelis

Corporation

40,000

5.875%, 

9/30/2026

a

41,100

20,000

4.750%, 

1/30/2030

a

19,520

Olin

Corporation

55,000

5.125%, 

9/15/2027

54,450

Peabody

Securities

Finance

Corporation

40,000

6.375%, 

3/31/2025

a

16,000

Tronox

Finance

plc

60,000

5.750%, 

10/1/2025

a

59,100

Total

546,916

Capital

Goods

(2.7%)

AECOM

50,000

5.125%, 

3/15/2027

54,006

Amsted

Industries,

Inc.

50,000

5.625%, 

7/1/2027

a

53,191

Ardagh

Packaging

Finance

plc

35,000

6.000%, 

2/15/2025

a

36,340

20,000

5.250%, 

8/15/2027

a

20,380

Berry

Global,

Inc.

30,000

4.875%, 

7/15/2026

a

31,463

Chart

Industries,

Inc.,

Convertible

8,000

1.000%, 

11/15/2024

a

11,088

Covanta

Holding

Corporation

50,000

6.000%, 

1/1/2027

52,000

5,000

5.000%, 

9/1/2030

5,047

Crown

Americas

Capital

Corporation

IV

60,000

4.500%, 

1/15/2023

62,250

Fortive

Corporation,

Convertible

9,000

0.875%, 

2/15/2022

9,017

General

Electric

Company

100,000

5.000%, 

1/21/2021

b,c

79,676

Greenbrier

Companies,

Inc.,

Convertible

4,000

2.875%, 

2/1/2024

3,659

H&E

Equipment

Services,

Inc.

65,000

5.625%, 

9/1/2025

67,763

Jeld-Wen

,

Inc.

30,000

4.625%, 

12/15/2025

a

30,150

KBR,

Inc.,

Convertible

18,000

2.500%, 

11/1/2023

20,295

Patrick

Industries,

Inc.,

Convertible

6,000

1.000%, 

2/1/2023

5,902

Standard

Industries,

Inc.

60,000

4.375%, 

7/15/2030

a

61,516

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Capital

Goods

(2.7%)

-

continued

TransDigm

,

Inc.

$

25,000

6.250%, 

3/15/2026

a

$

26,214

85,000

5.500%, 

11/15/2027

81,689

TTM

Technologies,

Inc.,

Convertible

7,000

1.750%, 

12/15/2020

8,273

United

Rentals

North

America,

Inc.

100,000

4.000%, 

7/15/2030

102,250

WESCO

Distribution,

Inc.

30,000

7.250%, 

6/15/2028

a

32,870

Total

855,039

Collateralized

Mortgage

Obligations

(0.5%)

GMACM

Mortgage

Loan

Trust

28,715

3.991%, 

11/19/2035,

Ser.

2005-AR6,

Class

1A1

b

27,132

Residential

Accredit

Loans,

Inc.

Trust

65,860

6.000%, 

1/25/2037,

Ser.

2007-QS1,

Class

1A1

63,996

WaMu

Mortgage

Pass

Through

Certificates

63,395

2.051%, 

(12

MTA

+

0.880%),

10/25/2046,

Ser.

2006-AR13,

Class

1A

b

56,945

Total

148,073

Communications

Services

(5.9%)

Altice

France

SA

20,000

5.500%, 

1/15/2028

a

20,250

CCO

Holdings,

LLC

65,000

5.500%, 

5/1/2026

a

67,762

120,000

4.500%, 

8/15/2030

a

126,005

20,000

4.250%, 

2/1/2031

a

20,718

CSC

Holdings,

LLC

60,000

5.500%, 

5/15/2026

a

62,400

20,000

4.125%, 

12/1/2030

a

20,385

50,000

4.625%, 

12/1/2030

a

50,236

DISH

Network

Corporation,

Convertible

29,000

3.375%, 

8/15/2026

26,622

Embarq

Corporation

30,000

7.995%, 

6/1/2036

35,522

Entercom

Media

Corporation

20,000

6.500%, 

5/1/2027

a

17,400

Front

Range

BidCo

,

Inc.

40,000

4.000%, 

3/1/2027

a

39,369

GCI

Liberty,

Inc.,

Convertible

45,000

1.750%, 

9/30/2046

a

77,107

GCI,

LLC

30,000

4.750%, 

10/15/2028

a,d

30,375

Gray

Television,

Inc.

40,000

5.875%, 

7/15/2026

a

41,500

iHeartCommunications

,

Inc.

30,000

4.750%, 

1/15/2028

a

28,273

Level

3

Financing,

Inc.

75,000

4.625%, 

9/15/2027

a

77,063

40,000

4.250%, 

7/1/2028

a

40,613

Liberty

Media

Corporation,

Convertible

4,000

1.000%, 

1/30/2023

4,745

Meredith

Corporation

30,000

6.500%, 

7/1/2025

a

30,900

Netflix,

Inc.

85,000

4.875%, 

4/15/2028

94,988

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

32

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Communications

Services

(5.9%)

-

continued

Nexstar

Escrow

Corporation

$

35,000

5.625%, 

7/15/2027

a

$

36,713

Nielsen

Finance,

LLC

20,000

5.625%, 

10/1/2028

a

20,550

SFR

Group

SA

60,000

7.375%, 

5/1/2026

a

62,874

Sirius

XM

Radio,

Inc.

70,000

5.000%, 

8/1/2027

a

73,120

40,000

4.125%, 

7/1/2030

a

40,992

Sprint

Capital

Corporation

30,000

6.875%, 

11/15/2028

37,360

10,000

8.750%, 

3/15/2032

14,638

Sprint

Corporation

50,000

7.250%, 

9/15/2021

52,313

135,000

7.625%, 

2/15/2025

157,950

Telesat

Canada

/

Telesat

,

LLC

35,000

4.875%, 

6/1/2027

a

35,142

T-Mobile

USA,

Inc.

60,000

4.500%, 

2/1/2026

61,824

Univision

Communications,

Inc.

50,000

6.625%, 

6/1/2027

a

48,813

VeriSign,

Inc.

125,000

4.750%, 

7/15/2027

132,500

Viacom,

Inc.

44,000

5.875%, 

2/28/2057

b

44,774

Virgin

Media

Secured

Finance

plc

50,000

5.500%, 

8/15/2026

a

52,125

VTR

Finance

BV

10,000

6.375%, 

N/A

a

10,500

Windstream

Services,

LLC

20,000

8.625%, 

10/31/2025

*,e

12,000

Ziggo

BV

50,000

5.500%, 

1/15/2027

a

52,375

Total

1,858,796

Consumer

Cyclical

(5.2%)

1011778

B.C.,

ULC

55,000

4.375%, 

1/15/2028

a

56,089

Allied

Universal

Holdco,

LLC

30,000

6.625%, 

7/15/2026

a

31,950

Allison

Transmission,

Inc.

60,000

4.750%, 

10/1/2027

a

61,725

Booking

Holdings,

Inc.,

Convertible

2,000

0.900%, 

9/15/2021

2,128

Brookfield

Property

REIT,

Inc.

20,000

5.750%, 

5/15/2026

a

15,761

Brookfield

Residential

Properties,

Inc.

50,000

6.250%, 

9/15/2027

a

50,421

Burlington

Stores,

Inc.,

Convertible

25,000

2.250%, 

4/15/2025

a

29,788

Carnival

Corporation

20,000

11.500%, 

4/1/2023

a

22,420

20,000

10.500%, 

2/1/2026

a

22,150

Cedar

Fair,

LP

20,000

5.250%, 

7/15/2029

18,988

Colt

Merger

Sub,

Inc.

45,000

6.250%, 

7/1/2025

a

46,912

Dana,

Inc.

40,000

5.625%, 

6/15/2028

41,300

Dick's

Sporting

Goods,

Inc.,

Convertible

16,000

3.250%, 

4/15/2025

a

29,297

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Consumer

Cyclical

(5.2%)

-

continued

Ford

Motor

Company

$

10,000

9.000%, 

4/22/2025

$

11,465

10,000

9.625%, 

4/22/2030

12,912

40,000

7.450%, 

7/16/2031

45,872

Ford

Motor

Credit

Company,

LLC

90,000

4.063%, 

11/1/2024

89,887

45,000

4.134%, 

8/4/2025

44,569

General

Motors

Financial

Company,

Inc.

50,000

5.700%, 

9/30/2030

b,c

50,188

Hanesbrands,

Inc.

80,000

4.875%, 

5/15/2026

a

85,400

Herc

Holdings,

Inc.

30,000

5.500%, 

7/15/2027

a

31,040

Hilton

Domestic

Operating

Company,

Inc.

30,000

5.125%, 

5/1/2026

30,788

Hilton

Worldwide

Finance,

LLC

50,000

4.875%, 

4/1/2027

50,796

International

Game

Technology

plc

30,000

5.250%, 

1/15/2029

a

30,338

KB

Home

30,000

4.800%, 

11/15/2029

33,075

L

Brands,

Inc.

20,000

6.625%, 

10/1/2030

a

20,350

Landry's,

Inc.

30,000

6.750%, 

10/15/2024

a

25,050

Lennar

Corporation

60,000

4.750%, 

5/30/2025

65,483

Marriott

Vacations

Worldwide

Corporation,

Convertible

4,000

1.500%, 

9/15/2022

3,932

Mattamy

Group

Corporation

50,000

5.250%, 

12/15/2027

a

51,375

MGM

Resorts

International

45,000

5.500%, 

4/15/2027

47,025

Norwegian

Cruise

Line

Holdings,

Ltd.

20,000

10.250%, 

2/1/2026

a

20,838

Penn

National

Gaming,

Inc.,

Convertible

3,000

2.750%, 

5/15/2026

9,628

Prime

Security

Services

Borrower,

LLC

60,000

5.750%, 

4/15/2026

a

64,163

45,000

3.375%, 

8/31/2027

a

43,256

Royal

Caribbean

Cruises,

Ltd.

20,000

9.125%, 

6/15/2023

a

21,200

10,000

11.500%, 

6/1/2025

a

11,622

Scientific

Games

International,

Inc.

60,000

5.000%, 

10/15/2025

a

60,375

ServiceMaster

Company,

LLC

60,000

5.125%, 

11/15/2024

a

61,350

Six

Flags

Entertainment

Corporation

20,000

5.500%, 

4/15/2027

a,f

18,966

Six

Flags

Theme

Parks,

Inc.

20,000

7.000%, 

7/1/2025

a

21,275

Staples,

Inc.

50,000

7.500%, 

4/15/2026

a

46,073

Under

Armour

,

Inc.,

Convertible

2,000

1.500%, 

6/1/2024

a

2,499

Wyndham

Destinations,

Inc.

20,000

6.625%, 

7/31/2026

a

20,952

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

33

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Consumer

Cyclical

(5.2%)

-

continued

Wyndham

Hotels

&

Resorts,

Inc.

$

15,000

4.375%, 

8/15/2028

a

$

14,550

Yum!

Brands,

Inc.

50,000

4.750%, 

1/15/2030

a

53,875

Total

1,629,096

Consumer

Non-Cyclical

(5.0%)

Albertson's

Companies,

Inc.

80,000

3.500%, 

3/15/2029

a

77,650

Aramark

Services,

Inc.

20,000

6.375%, 

5/1/2025

a

20,833

Bausch

Health

Companies,

Inc.

20,000

7.000%, 

1/15/2028

a

21,150

40,000

5.000%, 

1/30/2028

a

38,850

Centene

Corporation

50,000

5.375%, 

6/1/2026

a

52,773

40,000

4.250%, 

12/15/2027

41,857

20,000

4.625%, 

12/15/2029

21,573

20,000

3.000%, 

10/15/2030

d

20,375

DaVita,

Inc.

40,000

4.625%, 

6/1/2030

a

41,056

Edgewell

Personal

Care

Company

20,000

5.500%, 

6/1/2028

a

21,045

Encompass

Health

Corporation

50,000

4.500%, 

2/1/2028

50,250

Energizer

Holdings,

Inc.

80,000

6.375%, 

7/15/2026

a

86,016

40,000

4.375%, 

3/31/2029

a

40,400

HCA,

Inc.

135,000

5.375%, 

2/1/2025

147,825

HLF

Financing

SARL,

LLC

30,000

7.250%, 

8/15/2026

a

30,825

Illumina,

Inc.,

Convertible

1,000

0.500%, 

6/15/2021

1,283

Ionis

Pharmaceuticals,

Inc.,

Convertible

4,000

0.125%, 

12/15/2024

a

3,683

JBS

Investments

II

GmbH

20,000

5.750%, 

1/15/2028

a

20,800

JBS

USA,

LLC

75,000

6.500%, 

4/15/2029

a

83,248

Kraft

Foods

Group,

Inc.

30,000

5.000%, 

6/4/2042

32,813

Kraft

Heinz

Foods

Company

70,000

4.625%, 

1/30/2029

77,890

50,000

3.750%, 

4/1/2030

a

52,781

40,000

4.250%, 

3/1/2031

a

43,856

Molina

Healthcare,

Inc.

30,000

4.375%, 

6/15/2028

a

30,615

Par

Pharmaceutical,

Inc.

35,000

7.500%, 

4/1/2027

a

36,669

Post

Holdings,

Inc.

30,000

5.750%, 

3/1/2027

a

31,538

QBE

Insurance

Group,

Ltd.

44,000

5.875%, 

5/12/2025

a,b,c

46,695

Scotts

Miracle-

Gro

Company

35,000

4.500%, 

10/15/2029

37,078

Simmons

Foods,

Inc.

20,000

5.750%, 

11/1/2024

a

20,021

Spectrum

Brands,

Inc.

15,000

5.750%, 

7/15/2025

15,465

10,000

5.000%, 

10/1/2029

a

10,375

10,000

5.500%, 

7/15/2030

a

10,550

Teleflex,

Inc.

30,000

4.250%, 

6/1/2028

a

31,050

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Consumer

Non-Cyclical

(5.0%)

-

continued

Tenet

Healthcare

Corporation

$

30,000

4.625%, 

7/15/2024

$

30,075

60,000

5.125%, 

11/1/2027

a

61,716

Teva

Pharmaceutical

Finance

Netherlands

III

BV

35,000

2.800%, 

7/21/2023

33,469

TreeHouse

Foods,

Inc.

20,000

4.000%, 

9/1/2028

20,228

VRX

Escrow

Corporation

125,000

6.125%, 

4/15/2025

a

127,969

Total

1,572,345

Energy

(4.7%)

Antero

Resources

Corporation

20,000

5.000%, 

3/1/2025

12,500

Apache

Corporation

50,000

4.875%, 

11/15/2027

47,250

20,000

4.375%, 

10/15/2028

18,300

Archrock

Partners,

LP

30,000

6.250%, 

4/1/2028

a

28,275

BP

Capital

Markets

plc

44,000

4.875%, 

3/22/2030

b,c

47,080

Buckeye

Partners,

LP

50,000

3.950%, 

12/1/2026

46,669

Cheniere

Energy

Partners,

LP

80,000

5.625%, 

10/1/2026

83,200

Comstock

Resources,

Inc.

20,000

9.750%, 

8/15/2026

20,504

Continental

Resources,

Inc.

20,000

5.000%, 

9/15/2022

19,863

DCP

Midstream

Operating,

LP

20,000

5.625%, 

7/15/2027

20,460

Enagas

SA

35,000

5.500%, 

1/15/2028

a

31,500

Enbridge,

Inc.

87,000

6.250%, 

3/1/2078

b

88,305

52,000

5.750%, 

7/15/2080

b

53,810

Endeavor

Energy

Resources,

LP

10,000

5.500%, 

1/30/2026

a

9,925

30,000

5.750%, 

1/30/2028

a

30,150

Energy

Transfer

Operating,

LP

25,000

6.625%, 

2/15/2028

b,c

16,992

EnLink

Midstream

Partners,

LP

40,000

5.600%, 

4/1/2044

25,700

Enterprise

Products

Operating,

LLC

75,000

4.875%, 

8/16/2077

b

65,326

EQM

Midstream

Partners,

LP

30,000

6.500%, 

7/1/2027

a

31,801

10,000

5.500%, 

7/15/2028

10,070

EQT

Corporation

40,000

3.900%, 

10/1/2027

36,450

EQT

Corporation,

Convertible

8,000

1.750%, 

5/1/2026

a

9,118

Harvest

Midstream,

LP

20,000

7.500%, 

9/1/2028

a

19,900

Murphy

Oil

Corporation

20,000

5.875%, 

12/1/2027

17,081

Nabors

Industries,

Ltd.

35,000

7.250%, 

1/15/2026

a

17,237

NuStar

Logistics,

LP

30,000

5.750%, 

10/1/2025

30,984

Occidental

Petroleum

Corporation

19,000

2.700%, 

8/15/2022

17,753

50,000

2.900%, 

8/15/2024

42,421

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

34

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Energy

(4.7%)

-

continued

$

60,000

3.400%, 

4/15/2026

$

47,850

30,000

3.500%, 

8/15/2029

23,004

20,000

6.450%, 

9/15/2036

17,000

50,000

4.400%, 

4/15/2046

35,673

Parsley

Energy,

LLC

50,000

5.625%, 

10/15/2027

a

49,750

PDC

Energy,

Inc.,

Convertible

1,000

1.125%, 

9/15/2021

948

Pioneer

Natural

Resources

Company,

Convertible

5,000

0.250%, 

5/15/2025

a

5,505

Plains

All

American

Pipeline,

LP

60,000

6.125%, 

11/15/2022

b,c

38,064

QEP

Resources,

Inc.

20,000

5.625%, 

3/1/2026

11,350

Southwestern

Energy

Company

50,000

7.500%, 

4/1/2026

48,875

Sunoco,

LP

40,000

5.500%, 

2/15/2026

39,950

Targa

Resources

Partners,

LP

40,000

5.375%, 

2/1/2027

40,225

20,000

5.000%, 

1/15/2028

19,500

TransCanada

Trust

105,000

5.300%, 

3/15/2077

b

105,184

Transocean

Guardian,

Ltd.

31,201

5.875%, 

1/15/2024

a

20,124

Western

Midstream

Operating,

LP

10,000

6.250%, 

2/1/2050

9,263

20,000

3.950%, 

6/1/2025

18,796

WPX

Energy,

Inc.

50,000

5.250%, 

10/15/2027

50,750

Total

1,480,435

Financials

(13.1%)

Ally

Financial,

Inc.

40,000

5.750%, 

11/20/2025

44,903

Ares

Capital

Corporation,

Convertible

4,000

4.625%, 

3/1/2024

4,148

BAC

Capital

Trust

XIV

30,000

4.000%, 

(LIBOR

3M

+

0.400%),

10/19/2020

b,c

29,647

Bank

of

America

Corporation

234,000

6.250%, 

9/5/2024

b,c

250,672

92,000

5.875%, 

3/15/2028

b,c

99,199

Bank

of

New

York

Mellon

Corporation

22,000

4.700%, 

9/20/2025

b,c

23,342

Bank

of

Nova

Scotia

66,000

4.900%, 

6/4/2025

b,c

68,310

Barclays

plc

105,000

8.000%, 

6/15/2024

b,c

111,825

BNP

Paribas

SA

44,000

7.625%, 

3/30/2021

a,b,c

44,770

Cascades

USA,

Inc.

35,000

5.125%, 

1/15/2026

a

36,669

Charles

Schwab

Corporation

191,000

5.375%, 

6/1/2025

b,c

206,958

CIT

Group,

Inc.

50,000

4.750%, 

2/16/2024

51,468

Citigroup,

Inc.

131,000

6.125%, 

11/15/2020

b,c

129,110

60,000

5.000%, 

9/12/2024

b,c

59,700

30,000

5.950%, 

5/15/2025

b,c

31,425

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Financials

(13.1%)

-

continued

Comerica,

Inc.

$

22,000

5.625%, 

7/1/2025

b,c

$

23,100

Credit

Acceptance

Corporation

25,000

5.125%, 

12/31/2024

a

24,826

Credit

Agricole

SA

44,000

8.125%, 

12/23/2025

a,b,c

51,700

Credit

Suisse

Group

AG

45,000

7.500%, 

12/11/2023

a,b,c

49,050

ESH

Hospitality,

Inc.

30,000

5.250%, 

5/1/2025

a

30,300

10,000

4.625%, 

10/1/2027

a

9,813

Euronet

Worldwide,

Inc.,

Convertible

8,000

0.750%, 

3/15/2049

7,655

Fifth

Third

Bancorp

50,000

4.500%, 

9/30/2025

b,c

50,312

FTI

Consulting,

Inc.,

Convertible

18,000

2.000%, 

8/15/2023

22,051

Goldman

Sachs

Group,

Inc.

50,000

4.165%, 

(LIBOR

3M

+

3.922%),

11/2/2020

b,c

49,140

50,000

5.500%, 

8/10/2024

b,c

52,750

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Convertible

8,000

4.125%, 

9/1/2022

12,863

Hartford

Financial

Services

Group,

Inc.

100,000

2.405%, 

(LIBOR

3M

+

2.125%),

2/12/2047

a,b

86,021

HSBC

Holdings

plc

46,000

6.375%, 

3/30/2025

b,c

48,148

31,000

6.500%, 

3/23/2028

b,c

32,918

Huntington

Bancshares,

Inc.

70,000

4.450%, 

10/15/2027

b,c

69,300

Icahn

Enterprises,

LP

50,000

6.375%, 

12/15/2025

51,398

Iron

Mountain,

Inc.

50,000

4.875%, 

9/15/2027

a

50,988

iStar

,

Inc.,

Convertible

2,000

3.125%, 

9/15/2022

2,127

J.P.

Morgan

Chase

&

Company

145,000

3.616%, 

(LIBOR

3M

+

3.320%),

1/1/2021

b,c

134,154

115,000

5.150%, 

5/1/2023

b,c

115,575

44,000

6.750%, 

2/1/2024

b,c

47,630

210,000

5.000%, 

8/1/2024

b,c

209,638

J.P.

Morgan

Chase

Capital

XXIII

100,000

1.280%, 

(LIBOR

3M

+

1.000%),

5/15/2047

b

77,831

Lincoln

National

Corporation

100,000

2.638%, 

(LIBOR

3M

+

2.358%),

5/17/2066

b

72,151

Lloyds

Banking

Group

plc

42,000

7.500%, 

6/27/2024

b,c

44,047

100,000

6.657%, 

5/21/2037

a,b,c

118,500

MetLife,

Inc.

50,000

3.850%, 

9/15/2025

b,c

49,813

100,000

5.875%, 

3/15/2028

b,c

108,750

MGIC

Investment

Corporation,

Convertible

23,000

9.000%, 

4/1/2063

a

29,382

MGM

Growth

Properties

Operating

Partnership,

LP

20,000

4.625%, 

6/15/2025

a

20,400

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

35

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Financials

(13.1%)

-

continued

$

30,000

4.500%, 

9/1/2026

$

30,435

MPT

Operating

Partnership,

LP

50,000

4.625%, 

8/1/2029

52,024

Nippon

Life

Insurance

Company

54,000

3.400%, 

1/23/2050

a,b

57,510

Outfront

Media

Cap,

LLC

30,000

4.625%, 

3/15/2030

a

28,800

Provident

Financing

Trust

I

30,000

7.405%, 

3/15/2038

34,411

Prudential

Financial,

Inc.

150,000

5.625%, 

6/15/2043

b

159,307

95,000

5.200%, 

3/15/2044

b

100,615

25,000

3.700%, 

10/1/2050

b

25,508

Quicken

Loans,

LLC

20,000

3.625%, 

3/1/2029

a

19,825

20,000

3.875%, 

3/1/2031

a

19,750

Regions

Financial

Corporation

44,000

5.750%, 

6/15/2025

b,c

46,970

Royal

Bank

of

Scotland

Group

plc

44,000

8.625%, 

8/15/2021

b,c

45,100

Service

Properties

Trust

50,000

4.750%, 

10/1/2026

44,557

Societe

Generale

SA

44,000

8.000%, 

9/29/2025

a,b,c

49,115

Springleaf

Finance

Corporation

20,000

6.875%, 

3/15/2025

22,194

30,000

7.125%, 

3/15/2026

33,516

Standard

Chartered

plc

100,000

7.500%, 

4/2/2022

a,b,c

102,266

Starwood

Property

Trust,

Inc.,

Convertible

3,000

4.375%, 

4/1/2023

2,876

Truist

Financial

Corporation

99,000

4.950%, 

9/1/2025

b,c

104,198

USB

Realty

Corporation

60,000

1.422%, 

(LIBOR

3M

+

1.147%),

1/15/2022

a,b,c

48,600

VICI

Properties,

LP

/

VICI

Note

Company,

Inc.

10,000

4.250%, 

12/1/2026

a

10,047

10,000

3.750%, 

2/15/2027

a

9,833

10,000

4.625%, 

12/1/2029

a

10,214

10,000

4.125%, 

8/15/2030

a

9,850

Wachovia

Capital

Trust

II

100,000

0.775%, 

(LIBOR

3M

+

0.500%),

1/15/2027

b

91,038

Total

4,103,036

Technology

(2.5%)

Akamai

Technologies,

Inc.,

Convertible

10,000

0.125%, 

5/1/2025

12,859

32,000

0.375%, 

9/1/2027

37,021

Black

Knight

InfoServ

,

LLC

5,000

3.625%, 

9/1/2028

a

5,053

CDW,

LLC

30,000

4.250%, 

4/1/2028

31,050

CommScope

Technologies

Finance,

LLC

65,000

6.000%, 

6/15/2025

a

65,881

Diamond

Sports

Group,

LLC

25,000

5.375%, 

8/15/2026

a

17,687

40,000

6.625%, 

8/15/2027

a

20,800

Gartner,

Inc.

30,000

4.500%, 

7/1/2028

a

31,431

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

Technology

(2.5%)

-

continued

$

20,000

3.750%, 

10/1/2030

a

$

20,231

Iron

Mountain,

Inc.

20,000

5.000%, 

7/15/2028

a

20,500

J2

Global,

Inc.,

Convertible

10,000

1.750%, 

11/1/2026

a

8,842

11,000

3.250%, 

6/15/2029

12,586

Lumentum

Holdings,

Inc.,

Convertible

10,000

0.250%, 

3/15/2024

13,981

Microchip

Technology,

Inc.,

Convertible

14,000

1.625%, 

2/15/2027

21,569

NCR

Corporation

50,000

6.125%, 

9/1/2029

a

52,831

Nuance

Communications,

Inc.,

Convertible

60,000

1.250%, 

4/1/2025

106,278

ON

Semiconductor

Corporation,

Convertible

33,000

1.625%, 

10/15/2023

43,581

Open

Text

Corporation

30,000

4.125%, 

2/15/2030

a

30,853

Plantronics,

Inc.

40,000

5.500%, 

5/31/2023

a

35,600

PTC,

Inc.

10,000

3.625%, 

2/15/2025

a

10,150

Qorvo

,

Inc.

20,000

3.375%, 

4/1/2031

a

20,343

Sensata

Technologies,

Inc.

40,000

3.750%, 

2/15/2031

a

39,750

SS&C

Technologies,

Inc.

40,000

5.500%, 

9/30/2027

a

42,509

Switch,

Ltd.

30,000

3.750%, 

9/15/2028

a

30,300

Teradyne,

Inc.,

Convertible

6,000

1.250%, 

12/15/2023

15,309

Verint

Systems,

Inc.,

Convertible

11,000

1.500%, 

6/1/2021

11,110

Vishay

Intertechnology

,

Inc.,

Convertible

11,000

2.250%, 

6/15/2025

10,645

Xerox

Holdings

Corporation

20,000

5.000%, 

8/15/2025

a

19,765

Total

788,515

Transportation

(0.6%)

Air

Transport

Services

Group,

Inc.,

Convertible

5,000

1.125%, 

10/15/2024

5,268

American

Airlines,

Inc.

10,000

11.750%, 

7/15/2025

a

9,650

Delta

Air

Lines,

Inc.

40,000

7.000%, 

5/1/2025

a

43,913

Meritor,

Inc.,

Convertible

22,000

3.250%, 

10/15/2037

22,825

Mileage

Plus

Holdings,

LLC

20,000

6.500%, 

6/20/2027

a

20,825

Southwest

Airlines

Company,

Convertible

14,000

1.250%, 

5/1/2025

18,270

XPO

Logistics,

Inc.

50,000

6.750%, 

8/15/2024

a

52,960

Total

173,711

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

36

Principal

Amount

Long-Term

Fixed

Income

(47.6%)

Value

U.S.

Government

&

Agencies

(3.5%)

U.S.

Treasury

Notes

$

1,100,000

0.125%, 

6/30/2022

$

1,099,742

Total

1,099,742

Utilities

(2.2%)

AES

Corporation

40,000

5.125%, 

9/1/2027

42,604

Calpine

Corporation

40,000

4.500%, 

2/15/2028

a

40,966

Dominion

Energy,

Inc.

46,000

4.650%, 

12/15/2024

b,c

46,615

Duke

Energy

Corporation

45,000

4.875%, 

9/16/2024

b,c

47,601

GFL

Environmental,

Inc.

30,000

3.750%, 

8/1/2025

a

29,925

NextEra

Energy

Operating

Partners,

LP

60,000

3.875%, 

10/15/2026

a

62,100

NiSource,

Inc.

70,000

5.650%, 

6/15/2023

b,c

69,475

PG&E

Corporation

40,000

5.250%, 

7/1/2030

38,700

Sempra

Energy

44,000

4.875%, 

10/15/2025

b,c

45,210

Southern

Company

50,000

4.000%, 

1/15/2051

b

50,139

Talen

Energy

Supply,

LLC

40,000

7.625%, 

6/1/2028

a

40,000

TerraForm

Power

Operating,

LLC

30,000

5.000%, 

1/31/2028

a

32,840

TransCanada

Trust

85,000

5.875%, 

8/15/2076

b

90,525

Vistra

Operations

Company,

LLC

45,000

5.000%, 

7/31/2027

a

47,261

Total

683,961

Total

Long-Term

Fixed

Income

(cost

$14,788,369)

14,939,665

Shares

Registered

Investment

Companies

(

38.0%

)

Value

Unaffiliated  (28.3%)

15,000

Aberdeen

Asia-Pacific

Income

Fund,

Inc.

59,850

9,925

AllianceBernstein

Global

High

Income

Fund,

Inc.

104,312

10,150

AllianzGI

NFJ

Dividend

Interest

&

Premium

Strategy

Fund

119,770

6,716

BlackRock

Core

Bond

Trust

105,172

16,595

BlackRock

Corporate

High

Yield

Fund,

Inc.

177,235

9,618

BlackRock

Credit

Allocation

Income

Trust

136,768

19,103

BlackRock

Enhanced

Equity

Dividend

Trust

139,643

10,770

BlackRock

Enhanced

Global

Dividend

Trust

103,069

8,737

BlackRock

Multi-Sector

Income

Trust

137,870

14,812

BlackRock

Resources

&

Commodities

Strategy

Trust

88,131

36,935

BNY

Mellon

High

Yield

Strategies

Fund

100,094

5,100

Brookfield

Real

Assets

Income

Fund,

Inc.

84,252

Shares

Registered

Investment

Companies

(38.0%)

Value

Unaffiliated  (28.3%)-

continued

4,980

Clough

Global

Opportunities

Fund

$

46,513

8,046

Cohen

&

Steers

Quality

Income

Realty

Fund,

Inc.

89,391

7,870

Eaton

Vance

Limited

Duration

Income

Fund

89,010

8,500

Eaton

Vance

Senior

Floating-Rate

Trust

98,855

7,111

Eaton

Vance

Tax-Managed

Global

Diversified

Equity

Income

Fund

52,337

4,218

GSO

Senior

Floating

Rate

Term

Fund

58,040

13,437

Invesco

Dynamic

Credit

Opportunities

Fund

123,755

28,237

Invesco

Senior

Income

Trust

103,347

1,050

iShares

International

Select

f

26,177

3,200

iShares

Mortgage

Real

Estate

Capped

ETF

82,432

825

iShares

Residential

Real

Estate

ETF

50,300

67,050

iShares

S&P

U.S.

Preferred

Stock

Index

Fund

2,443,972

9,412

Ivy

High

Income

Opportunities

Fund

112,003

600

John

Hancock

Preferred

Income

Fund

III

9,588

28,343

Liberty

All-Star

Equity

Fund

170,342

18,180

Madison

Covered

Call

&

Equity

Strategy

Fund

108,716

10,248

New

America

High

Income

Fund,

Inc.

83,829

15,600

Nuveen

Credit

Strategies

Income

Fund

92,196

7,258

Nuveen

Floating

Rate

Income

Fund

60,314

7,864

Nuveen

Global

High

Income

Fund

106,400

1,200

Nuveen

Quality

Preferred

Income

Fund

II

10,572

12,350

Nuveen

Senior

Income

Fund

59,650

5,305

Nuveen

Short

Duration

Credit

Opportunities

Fund

65,676

9,753

PGIM

Global

High

Yield

Fund,

Inc.

129,227

11,581

PGIM

High

Yield

Bond

Fund,

Inc.

159,934

5,850

Pimco

Dynamic

Credit

And

Mortgage

Income

Fund

117,468

8,580

Pioneer

High

Income

Trust

68,297

7,334

Royce

Micro-Cap

Trust,

Inc.

56,252

5,649

Royce

Value

Trust,

Inc.

71,403

18,374

SPDR

Bloomberg

Barclays

High

Yield

Bond

ETF

1,915,857

7,950

Templeton

Global

Income

Fund

42,532

4,229

Tri-Continental

Corporation

109,658

5,896

Voya

Asia

Pacific

High

Dividend

Equity

Income

Fund

46,696

18,586

Voya

Global

Equity

Dividend

&

Premium

Opportunity

Fund

92,001

9,250

Voya

Infrastructure

Industrials

and

Materials

Fund

87,968

26,009

Wells

Fargo

Global

Dividend

Opportunity

Fund

110,018

16,783

Wells

Fargo

Income

Opportunities

Fund

122,516

20,423

Western

Asset

High

Income

Fund

II,

Inc.

130,707

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

37

Shares

Registered

Investment

Companies

(38.0%)

Value

Unaffiliated  (28.3%)-

continued

19,849

Western

Asset

High

Income

Opportunity

Fund,

Inc.

$

97,260

Total

8,857,375

Affiliated  (9.7%)

311,679

Thrivent

Core

Emerging

Markets

Debt

Fund

3,060,690

Total

3,060,690

Total

Registered

Investment

Companies

(cost

$12,156,311)

11,918,065

Shares

Common

Stock

(

5.6%

)

Value

Communications

Services

(0.2%)

43

Charter

Communications,

Inc.

g

26,847

534

Twitter,

Inc.

g

23,763

Total

50,610

Consumer

Discretionary

(0.1%)

7

Booking

Holdings,

Inc.

g

11,975

26

Burlington

Stores,

Inc.

g

5,358

463

Callaway

Golf

Company

8,862

247

Dick's

Sporting

Goods,

Inc.

14,296

35

Penn

National

Gaming,

Inc.

g

2,545

Total

43,036

Consumer

Staples

(0.1%)

336

Bunge,

Ltd.

15,355

Total

15,355

Energy

(1.1%)

34

Cheniere

Energy,

Inc.

g

1,573

2,570

Enbridge,

Inc.

75,044

4,600

Enterprise

Products

Partners,

LP

72,634

737

EQT

Corporation

9,529

4,100

Kinder

Morgan,

Inc.

50,553

4,600

MPLX,

LP

72,404

109

PDC

Energy,

Inc.

g

1,351

25

Pioneer

Natural

Resources

Company

2,150

3,700

Williams

Companies,

Inc.

72,705

Total

357,943

Financials

(2.1%)

4,400

AG

Mortgage

Investment

Trust,

Inc.

12,144

11,550

Annaly

Capital

Management,

Inc.

82,236

1

Ares

Capital

Corporation

14

120

Blackstone

Mortgage

Trust,

Inc.

2,636

7,500

FS

KKR

Capital

Corporation

118,950

8,200

FS

KKR

Capital

Corporation

II

120,622

10,000

Golub

Capital

BDC,

Inc.

132,400

4,300

Granite

Point

Mortgage

Trust,

Inc.

30,487

372

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc.

15,725

7,000

Sixth

Street

Specialty

Lending,

Inc.

120,470

5,500

Two

Harbors

Investment

Corporation

27,995

Total

663,679

Health

Care

(0.4%)

29

Anthem,

Inc.

7,789

532

Danaher

Corporation

114,556

Shares

Common

Stock

(5.6%)

Value

Health

Care

(0.4%)

-

continued

13

Illumina,

Inc.

g

$

4,018

Total

126,363

Industrials

(0.2%)

32

Aerojet

Rocketdyne

Holdings,

Inc.

g

1,276

185

Fortive

Corporation

14,099

324

Greenbrier

Companies,

Inc.

9,526

215

Meritor,

Inc.

g

4,502

363

Patrick

Industries,

Inc.

20,880

136

Southwest

Airlines

Company

5,100

90

Stanley

Black

&

Decker,

Inc.

14,598

80

Tutor

Perini

Corporation

g

890

Total

70,871

Information

Technology

(1.0%)

1,154

Advanced

Micro

Devices,

Inc.

g

94,617

13

Akamai

Technologies,

Inc.

g

1,437

155

Broadcom,

Ltd.

56,470

292

II-VI,

Inc.

g

11,844

141

Lumentum

Holdings,

Inc.

g

10,593

141

Microchip

Technology,

Inc.

14,489

964

Micron

Technology,

Inc.

g

45,269

32

Motorola

Solutions,

Inc.

5,018

1,015

Nuance

Communications,

Inc.

g

33,688

220

ON

Semiconductor

Corporation

g

4,772

946

Sabre

Corporation

6,158

27

ServiceNow

,

Inc.

g

13,095

90

Teradyne,

Inc.

7,151

Total

304,601

Real

Estate

(0.4%)

6,300

AGNC

Investment

Corporation

87,633

80

iSTAR

Financial,

Inc.

945

225

Lexington

Realty

Trust

2,351

4,450

New

Residential

Investment

Corporation

35,377

Total

126,306

Total

Common

Stock

(cost

$1,968,490)

1,758,764

Shares

Preferred

Stock

(

4.8%

)

Value

Communications

Services

(0.6%)

5,275

AT&T,

Inc.,

4.750%

c

134,512

1,525

AT&T,

Inc.,

5.000%

c

40,733

Total

175,245

Consumer

Discretionary

(<0.1%)

30

International

Flavors

&

Fragrances,

Inc.,

Convertible,

6.000%

1,329

Total

1,329

Consumer

Staples

(0.3%)

4,000

CHS,

Inc.,

6.750%

b,c

105,000

Total

105,000

Energy

(0.3%)

10,535

Crestwood

Equity

Partners,

LP,

9.250%

c

62,051

525

Energy

Transfer

Operating,

LP,

7.600%

b,c

9,141

1,415

Nustar

Logistics,

LP,

7.009%

b

27,083

Total

98,275

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

38

Shares

Preferred

Stock

(4.8%)

Value

Financials

(2.6%)

925

Aegon

Funding

Corporation

II,

5.100%

$

23,560

1,500

Allstate

Corporation,

5.100%

c

40,170

5,000

Bank

of

America

Corporation,

5.000%

c

131,200

1,250

Bank

of

America

Corporation,

5.375%

c

33,587

9

Bank

of

America

Corporation,

Convertible,

7.250%

c

13,392

1,800

Capital

One

Financial

Corporation,

5.000%

c

45,144

2,000

Citigroup

Capital

XIII,

6.638%

b

53,960

2,000

Equitable

Holdings,

Inc.,

5.250%

c

51,060

60

First

Horizon

Bank,

3.750%

a,b,c

45,000

1,300

GMAC

Capital

Trust

I,

6.065%

b

32,461

1,225

J.P.

Morgan

Chase

&

Company,

4.750%

c

32,413

1,900

J.P.

Morgan

Chase

&

Company,

5.750%

c

51,889

1,850

Legg

Mason,

Inc.,

5.450%

47,175

2,000

Morgan

Stanley,

5.850%

b,c

54,720

250

Synovus

Financial

Corporation,

5.875%

b,c

6,433

2,750

Truist

Financial

Corporation,

4.750%

c,g

71,363

49

Wells

Fargo

&

Company,

Convertible,

7.500%

c

65,760

Total

799,287

Health

Care

(<0.1%)

8

Danaher

Corporation,

Convertible,

5.000%

10,220

Total

10,220

Industrials

(0.1%)

13

Fortive

Corporation,

Convertible,

5.000%

12,172

285

Stanley

Black

&

Decker,

Inc.,

Convertible,

5.250%

28,757

Total

40,929

Real

Estate

(0.5%)

3,950

Public

Storage,

4.125%

c,g

102,424

850

Public

Storage,

4.625%

c

22,882

225

Public

Storage,

4.700%

c

6,104

325

Public

Storage,

4.875%

c

8,788

Total

140,198

Utilities

(0.4%)

314

NextEra

Energy,

Inc.,

Convertible,

4.872%

17,006

4,000

Southern

Company,

4.950%

105,440

310

Southern

Company,

Convertible,

6.750%

14,428

Total

136,874

Total

Preferred

Stock

(cost

$1,540,929)

1,507,357

Shares

Collateral

Held

for

Securities

Loaned

(

0.1%

)

Value

41,760

Thrivent

Cash

Management

Trust

41,760

Total

Collateral

Held

for

Securities

Loaned

(cost

$41,760)

41,760

Shares

Short-Term

Investments

(

3.5%

)

Value

Thrivent

Core

Short-Term

Reserve

Fund

108,374

0.310%

$

1,083,739

Total

Short-Term

Investments

(cost

$1,083,638)

1,083,739

Total

Investments

(cost

$31,579,497)

99.6%

$31,249,350

Other

Assets

and

Liabilities,

Net

0.4%

137,178

Total

Net

Assets

100.0%

$31,386,528

a

Denotes

securities

sold

under

Rule

144A

of

the

Securities

Act

of

1933,

which

exempts

them

from

registration.

These

securities

may

be

resold

to

other

dealers

in

the

program

or

to

other

qualified

institutional

buyers.

As

of

September

30,

2020,

the

value

of

these

investments

was

$6,037,192

or

19.2%

of

total

net

assets.

b

Denotes

variable

rate

securities.

The

rate

shown

is

as

of

September

30,

2020.

The

rates

of

certain

variable

rate

securities

are

based

on

a

published

reference

rate

and

spread;

these

may

vary

by

security

and

the

reference

rate

and

spread

are

indicated

in

their

description.  The

rates

of

other

variable

rate

securities

are

determined

by

the

issuer

or

agent

and

are

based

on

current

market

conditions.  These

securities

do

not

indicate

a

reference

rate

and

spread

in

their

description.  

c

Denotes

perpetual

securities.

Perpetual

securities

pay

an

indefinite

stream

of

income

and

have

no

contractual

maturity

date.

Date

shown,

if

applicable,

is

next

call

date.

d

Denotes

investments

purchased

on

a

when-issued

or

delayed

delivery

basis.

e

In

bankruptcy.  Interest

is

not

being

accrued.

f

All

or

a

portion

of

the

security

is

on

loan.

g

Non-income

producing

security.

*

Denotes

restricted

securities.

Restricted

securities

are

investment

securities

which

cannot

be

offered

for

public

sale

without

first

being

registered

under

the

Securities

Act

of

1933.

The

value

of

all

restricted

securities

held

in

Multidimensional

Income

Fund

as

of

September

30,

2020

was

$12,000

or

0.0%

of

total

net

assets.

The

following

table

indicates

the

acquisition

date

and

cost

of

restricted

securities

shown

in

the

schedule

as

of

September

30,

2020.

Security

Acquisition

Date

Cost

Windstream

Services,

LLC,

10/31/2025

2/3/2020

$

19,545

The

following

table

presents

the

total

amount

of

securities

loaned

with

continuous

maturity,

by

type,

offset

by

the

gross

payable

upon

return

of

collateral

for

securities

loaned

by

Thrivent

Multidimensional

Income

Fund

as

of

September

30,

2020:

Securities

Lending

Transactions

Long-Term

Fixed

Income

$

18,018

Common

Stock

22,437

Total

lending

$40,455

Gross

amount

payable

upon

return

of              

collateral

for

securities

loaned

$41,760

Net

amounts

due

to

counterparty

$1,305

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

39

Definitions:

ETF

-

Exchange

Traded

Fund

REIT

-

Real

Estate

Investment

Trust

is

a

company

that

buys,

develops,

manages

and/or

sells

real

estate

assets.

Ser.

-

Series

SPDR

-

S&P

Depository

Receipts,

which

are

exchange-traded

funds

traded

in

the

U.S.,

Europe,

and

Asia-Pacific

and

managed

by

State

Street

Global

Advisors.

Reference

Rate

Index:

12

MTA

-

12

Month

Treasury

Average

LIBOR

3M

-

ICE

Libor

USD

Rate

3

Month

Fair

Valuation

Measurements

The

following

table

is

a

summary

of

the

inputs

used,

as

of

September

30,

2020,

in

valuing

Multidimensional

Income

Fund's

assets

carried

at

fair

value.

Investments

in

Securities

Total

Level

1

Level

2

Level

3

Long-Term

Fixed

Income

Basic

Materials

546,916

–

546,916

–

Capital

Goods

855,039

–

855,039

–

Collateralized

Mortgage

Obligations

148,073

–

148,073

–

Communications

Services

1,858,796

–

1,858,796

–

Consumer

Cyclical

1,629,096

–

1,629,096

–

Consumer

Non-Cyclical

1,572,345

–

1,572,345

–

Energy

1,480,435

–

1,480,435

–

Financials

4,103,036

–

4,103,036

–

Technology

788,515

–

788,515

–

Transportation

173,711

–

173,711

–

U.S.

Government

&

Agencies

1,099,742

–

1,099,742

–

Utilities

683,961

–

683,961

–

Registered

Investment

Companies

Unaffiliated

8,857,375

8,857,375

–

–

Common

Stock

Communications

Services

50,610

50,610

–

–

Consumer

Discretionary

43,036

43,036

–

–

Consumer

Staples

15,355

15,355

–

–

Energy

357,943

357,943

–

–

Financials

663,679

663,679

–

–

Health

Care

126,363

126,363

–

–

Industrials

70,871

70,871

–

–

Information

Technology

304,601

304,601

–

–

Real

Estate

126,306

126,306

–

–

Preferred

Stock

Communications

Services

175,245

175,245

–

–

Consumer

Discretionary

1,329

1,329

–

–

Consumer

Staples

105,000

105,000

–

–

Energy

98,275

98,275

–

–

Financials

799,287

754,287

45,000

–

Health

Care

10,220

10,220

–

–

Industrials

40,929

40,929

–

–

Real

Estate

140,198

140,198

–

–

Utilities

136,874

136,874

–

–

Subtotal

Investments

in

Securities

$27,063,161

$12,078,496

$14,984,665

$–

Other

Investments  *

Total

Affiliated

Registered

Investment

Companies

3,060,690

Affiliated

Short-Term

Investments

1,083,739

Collateral

Held

for

Securities

Loaned

41,760

Subtotal

Other

Investments

$4,186,189

Total

Investments

at

Value

$31,249,350

*

Certain

investments

are

measured

at

fair

value

using

a

net

asset

value

per

share

that

is

not

publicly

available

(practical

expedient).  According

to

disclosure

requirements

of

Accounting

Standards

Codification

(ASC)

820,

Fair

Value

Measurement,

securities

valued

using

the

practical

expedient

are

not

classified

in

the

fair

value

hierarchy.  The

fair

value

amounts

presented

in

this

table

are

intended

to

permit

reconciliation

of

the

fair

value

hierarchy

to

the

amounts

presented

in

the

Statement

of

Assets

and

Liabilities.  

Multidimensional

Income

Fund

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

The

accompanying

Notes

to

Schedule

of

Investments

are

an

integral

part

of

this

schedule.

40

Investment

in

Affiliates

Affiliated

issuers,

as

defined

under

the

Investment

Company

Act

of

1940,

include

those

in

which

the

Fund's

holdings

of

an

issuer

represent

5%

or

more

of

the

outstanding

voting

securities

of

an

issuer,

any

affiliated

mutual

fund,

or

a

company

which

is

under

common

ownership

or

control

with

the

Fund.

The

Fund

owns

shares

of

Thrivent

Cash

Management

Trust

for

the

purpose

of

securities

lending

and

Thrivent

Core

Short-Term

Reserve

Fund,

a

series

of

Thrivent

Core

Funds,

primarily

to

serve

as

a

cash

sweep

vehicle

for

the

Fund.

Thrivent

Cash

Management

Trust

and

Thrivent

Core

Funds

are

established

solely

for

investment

by

Thrivent

entities.  

A

summary

of

transactions

(in

thousands;

values

shown

as

zero

are

less

than

$500)

for

the

fiscal

year

to

date,

in

Multidimensional

Income

Fund,

is

as

follows:

Fund

Value

12/31/2019

Gross

Purchases

Gross

Sales

Value

9/30/2020

Shares

Held

at

9/30/2020

%

of

Net

Assets

9/30/2020

Affiliated

Registered

Investment

Companies

Core

Emerging

Markets

Debt

$2,172

$1,016

$105

$3,061

312

9.7%

Total

Affiliated

Registered

Investment

Companies

2,172

3,061

9.7

Affiliated

Short-Term

Investments

Core

Short-Term

Reserve,

0.310%

591

20,528

20,035

1,084

108

3.5

Total

Affiliated

Short-Term

Investments

591

1,084

3.5

Collateral

Held

for

Securities

Loaned

Cash

Management

Trust-

Collateral

Investment  

155

4,908

5,021

42

42

0.1

Total

Collateral

Held

for

Securities

Loaned

155

42

0.1

Total

Value

$2,918

$4,187

Fund

Net

Realized

Gain/(Loss)

Change

in

Unrealized

Appreciation/

(Depreciation)

Distributions

of

Realized

Capital

Gains

Income

Earned

1/1/2020

-

9/30/2020

Affiliated

Registered

Investment

Companies

Core

Emerging

Markets

Debt

$1

$(23)

$–

$88

Affiliated

Short-Term

Investments

Core

Short-Term

Reserve,

0.310%

0

0

–

8

Total

Income/Non

Income

Cash

from

Affiliated

Investments

$96

Collateral

Held

for

Securities

Loaned

Cash

Management

Trust-

Collateral

Investment  

–

–

–

1

Total

Affiliated

Income

from

Securities

Loaned,

Net

$1

Total

$1

$(23)

$–

Notes

to

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

41

SIGNIFICANT

ACCOUNTING

POLICIES

Valuation

of

Investments 

—

Securities

traded

on

U.S.

or

foreign

securities

exchanges

or

included

in

a

national

market

system

are

valued

at

the

last

sale

price

on

the

principal

exchange

as

of

the

close

of

regular

trading

on

such

exchange

or

the

official

closing price

of

the

national

market

system. 

Over-the-counter

securities

and

listed

securities

for

which

no

price

is

readily

available

are

valued

at

the

current

bid

price

considered

best

to

represent

the

value

at

that

time. 

Security

prices

are

based

on

quotes

that

are

obtained

from

an

independent

pricing

service

approved

by

the

Trust’s

Board

of

Trustees

(“Board”).

The

pricing

service,

in

determining

values

of

fixed-income

securities,

takes

into

consideration

such

factors

as

current

quotations

by

broker/dealers,

coupon,

maturity,

quality,

type

of

issue,

trading

characteristics,

and

other

yield

and

risk

factors

it

deems

relevant

in

determining

valuations.

Securities

which

cannot

be

valued

by

the

approved

pricing

service

are

valued

using

valuations obtained

from dealers

that

make

markets

in

the

securities.

Exchange-listed

options and

futures

contracts

are

valued

at

the

primary

exchange

settle

price.

Exchange

cleared

swap

agreements

are

valued

at

the

clearinghouse

end

of

day

price. 

Swap

agreements

not

cleared

on

exchanges

will

be

valued at

the

mid-price

from

the

primary

approved

pricing

service. 

Forward

foreign

currency exchange

contracts

are

marked-to-market

based

upon

foreign

currency

exchange

rates

provided

by the

pricing

service. 

Investments

in

open-ended

mutual

funds

are

valued

at

the

net

asset

value

at

the

close

of

each

business

day.

The

Board

has

delegated

responsibility

for

daily

valuation

of

the

Funds'

securities to

the

Funds'

investment

Adviser.

The

Adviser

has

formed

a Valuation

Committee

(“Committee”)

that

is

responsible

for

overseeing

the

Funds'

valuation

policies in

accordance

with

Valuation

Policies

and

Procedures. 

The

Committee

meets

on

a

monthly

and

on

an

as-needed

basis

to

review

price

challenges,

price

overrides,

stale

prices,

shadow

prices,

manual

prices,

money

market

pricing,

international

fair

valuation,

and

other

securities

requiring

fair

valuation.

The

Committee

monitors

for

significant

events

occurring

prior

to

the

close

of

trading

on

the

New

York

Stock

Exchange

that

could

have

a

material

impact

on

the

value

of

any

securities

that

are

held

by

the

Funds.

Examples

of

such

events

include

trading

halts,

national

news/events,

and

issuer-specific

developments.

If

the

Committee

decides

that

such

events

warrant

using

fair

value

estimates,

the

Committee

will

take

such

events

into

consideration

in

determining

the

fair

value

of

such

securities.

If

market

quotations

or

prices

are

not

readily

available

or

determined

to

be

unreliable,

the

securities

will

be

valued

at

fair

value

as

determined

in

good

faith

pursuant

to

procedures

adopted

by

the

Board.

In

accordance

with

U.S.

Generally

Accepted

Accounting

Principles

(“GAAP”), the

various

inputs

used

to

determine

the

fair

value

of

the

Funds’

investments

are

summarized

in

three

broad

levels. Level

1

includes

quoted

prices

in

active

markets

for

identical

securities: typically

included

in

this

level

are

U.S.

equity

securities,

futures, options

and

registered

investment

company

funds.

Level

2

includes

other

significant

observable

inputs

such

as

quoted

prices

for

similar

securities,

interest

rates,

prepayment

speeds

and

credit

risk;

typically

included

in

this

level

are

fixed

income

securities,

international

securities,

swaps

and

forward

contracts. 

Level

3

includes

significant

unobservable

inputs

such

as

the

Adviser’s

own

assumptions

and

broker

evaluations

in

determining

the

fair

value

of

investments.

The

valuation

levels

are

not

necessarily

an

indication

of

the

risk

associated

with

investing

in

these

securities

or

other

investments. 

Investments

measured

using

net

asset

value

per

share

as

a

practical

expedient

for

fair

value

and

that

are

not

publicly

available-for-sale

are

not

categorized

within

the

fair

value

hierarchy.

Valuation

of

International

Securities

—

The

Funds

value

certain

foreign

securities

traded

on

foreign

exchanges

that

close

prior

to

the

close of

the

New

York

Stock

Exchange

using

a

fair

value

pricing

service. 

The

fair

value

pricing

service

uses

a

multi-factor

model

that

may

take

into

account

the

local

close,

relevant

general

and

sector

indices,

currency

fluctuation,

prices

of

other

securities

(including

ADRs,

New

York

registered

shares,

and

ETFs),

and

futures,

as

applicable,

to

determine

price

adjustments

for

each

security

in

order

to

reflect

the

effects

of

post-closing

events. 

The

Board

has

authorized

the

Adviser

to

make

fair

valuation

determinations

pursuant

to

policies

approved

by

the

Board.

Foreign

Currency

Translation 

—

The

accounting

records

of

each

Fund

are

maintained

in

U.S.

dollars.

Securities

and

other

assets

and

liabilities

that

are

denominated

in

foreign

currencies

are

translated

into

U.S.

dollars

at

the

daily

closing

rates

of

exchange.

Foreign

currency

amounts

related

to

the

purchase

or

sale

of

securities

and

income

and

expenses

are

translated

at

the

exchange

rate

on

the

transaction

date.

Net

realized

and

unrealized

currency

gains

and

losses

are

recorded

from

closed currency

contracts,

disposition

of foreign

currencies,

exchange

gains

or

losses

between

the

trade

date

and

settlement

date

on

securities

transactions,

and

other

translation

gains

or

losses

on

dividends,

interest

income

and

foreign

withholding

taxes.

The

Funds

do

not

separately

report

the

effect

of

changes

in

foreign

exchange

rates

from

changes

in

market

prices

on

securities

held.

Such

changes

are

included

in

net

realized

and

unrealized

gain

or

loss

from

investments

in

the

Statement

of

Operations.

For

federal

income

tax

purposes,

the

Funds

treat

the

effect

of

changes

in

foreign

exchange

rates

arising

from

actual

foreign

currency

transactions

and

the

changes

in

foreign

exchange

rates

between

the

trade

date

and

settlement

date

as

ordinary

income.

Derivative

Financial

Instruments 

—

Each

of

the

Funds may

invest

in

derivatives,

a

category

that

includes

options,

futures,

swaps,

foreign

currency

forward

contracts and

hybrid

instruments.

Derivatives

are

financial

instruments

whose

value

is

derived

from

another

security,

an

index

or

a

currency.

Each Fund

may

use

derivatives

for

hedging

(attempting

to

offset

a

potential

loss

in

one

position

by

establishing

an

interest

in

an

opposite

position).

This

includes

the

use

of

currency-based

derivatives

to

manage

the

Notes

to

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

42

risk

of

its

positions in

foreign

securities.

Each Fund

may

also

use

derivatives

for

replication

of

a

certain

asset

class

or

speculation

(investing

for

potential

income

or

capital

gain).

These

contracts

may

be

transacted

on

an

exchange

or

over-the-counter

("OTC").

A

derivative

may

incur

a

mark

to

market

loss

if

the

value

of

the

derivative

decreases

due

to

an

unfavorable

change

in

the

market

rates

or

values

of

the

underlying

derivative.

Losses

can

also

occur

if

the

counterparty

does

not

perform

under

the

derivative.

A

Fund’s

risk

of

loss

from

the

counterparty

credit

risk

on

OTC

derivatives

is

generally

limited

to

the

aggregate

unrealized

gain

netted

against

any

collateral

held

by

such

Fund.

With

exchange

traded

futures

and

centrally

cleared

swaps,

there

is

minimal

counterparty

credit

risk

to

the

Funds

because

the

exchange’s

clearinghouse,

as

counterparty

to

such

derivatives,

guarantees

against

a

possible

default.

The

clearinghouse

stands

between

the

buyer

and

the

seller

of

the

derivative;

thus,

the

credit

risk

is

limited

to

the

failure

of

the

clearinghouse.

However,

credit

risk

still

exists

in

exchange

traded

futures

and

centrally

cleared

swaps

with

respect

to

initial

and

variation

margin

that

is

held

in

a

broker’s

customer

accounts.

While

brokers

are

required

to

segregate

customer

margin

from

their

own

assets,

in

the

event

that

a

broker

becomes

insolvent

or

goes

into

bankruptcy

and

at

that

time

there

is

a

shortfall

in

the

aggregate

amount

of

margin

held

by

the

broker

for

all

its

clients,

U.S.

bankruptcy

laws

will

typically

allocate

that

shortfall

on

a

pro-

rata

basis

across

all

of

the

broker’s

customers,

potentially

resulting

in

losses

to

the

Funds.

Using

derivatives

to

hedge

can

guard

against

potential

risks,

but

it

also

adds

to

the

Funds'

expenses

and

can

eliminate

some

opportunities

for

gains.

In

addition,

a

derivative

used

for

mitigating

exposure

or

replication

may

not

accurately

track

the

value

of

the

underlying

asset.

Another

risk

with

derivatives

is

that

some

types

can

amplify

a

gain

or

loss,

potentially

earning

or

losing

substantially

more

money

than

the

actual

cost

of

the

derivative.

In

order

to

define

their

contractual

rights

and

to

secure

rights

that

will

help

the

Funds

mitigate

their

counterparty

risk,

the

Funds

may

enter

into

an

International

Swaps

and

Derivatives

Association,

Inc.

Master

Agreement

(“ISDA

Master

Agreement”)

or

similar

agreement

with derivative

contract

counterparties.

An

ISDA

Master

Agreement

is

a

bilateral

agreement

between

a

Fund

and

a

counterparty

that

governs

OTC

derivatives

and

foreign

exchange

contracts

and

typically

includes,

among

other

things,

collateral

posting

terms

and

netting

provisions

in

the

event

of

a

default

and/or

termination

event.

Under

an

ISDA

Master

Agreement,

each

Fund

may,

under

certain

circumstances,

offset

with

the

counterparty

certain

derivatives'

payables

and/or

receivables

with

collateral

held

and/or

posted

and

create

one

single

net

payment.

The

provisions

of

the

ISDA

Master

Agreement

typically

permit

a

single

net

payment

in

the

event

of

a

default

(close-out

netting)

including

the

bankruptcy

or

insolvency

of

the

counterparty.

Note,

however,

that

bankruptcy

and

insolvency

laws

of

a

particular

jurisdiction

may

impose

restrictions

on

or

prohibitions

against

the

right

of

offset

in

bankruptcy,

insolvency

or

other

events.

Collateral

and

margin

requirements

vary

by

type

of

derivative.

Margin

requirements

are

established

by

the

broker

or

clearinghouse

for

exchange

traded

and

centrally

cleared

derivatives

(futures,

options,

and

centrally

cleared

swaps).

Brokers

can

ask

for

margining

in

excess

of

the

minimum requirements in

certain

situations.

Collateral

terms

are

contract

specific

for

OTC

derivatives

(foreign

currency

exchange

contracts,

options

and

swaps).

For

derivatives

traded

under

an

ISDA

Master

Agreement,

the

collateral

requirements

are

typically

calculated

by

netting

the

mark

to

market

amount

for

each

transaction

under

such

agreement

and

comparing

that

amount

to

the

value

of

any

collateral

currently

pledged

by

the

Fund

and

the

counterparty.

For

financial

reporting

purposes,

non-cash

collateral

that

has

been

pledged

to

cover

obligations

of

the

Fund

has

been

noted

in

the

Schedule

of

Investments.

To

the

extent

amounts

due

to a

Fund

from

its

counterparties

are

not

fully

collateralized,

contractually

or

otherwise,

the

Fund

bears

the

risk

of

loss

from

counterparty

nonperformance.

The

Funds

attempt

to

mitigate

counterparty

risk

by

only

entering

into

agreements

with

counterparties

that

they

believe

have

the

financial

resources

to

honor

their

obligations

and

by

monitoring

the

financial

stability

of

those

counterparties.

Options 

— Each

of

the

Funds

may

buy

put

and

call

options

and

write

put

and

covered

call

options.

The

Funds

intend

to

use

such

derivative

instruments

as

hedges

to

facilitate

buying

or

selling

securities

or

to

provide

protection

against

adverse

movements

in

security

prices

or

interest

rates.

The

Funds

may

also

enter

into

options

contracts

to

protect

against

adverse

foreign

exchange

rate

fluctuations.

Option

contracts

are

valued

daily

and

unrealized

appreciation

or

depreciation

is

recorded.

A

Fund

will

realize

a

gain

or

loss

upon

expiration

or

closing

of

the

option

transaction.

When

an

option

is

exercised,

the

proceeds

upon

sale

for

a

written

call

option

or

the

cost

of

a

security

for

purchased

put

and

call

options

is

adjusted

by

the

amount

of

premium

received

or

paid.

Buying

put

options

tends

to

decrease

a

Fund’s

exposure

to

the

underlying

security

while

buying

call

options

tends

to

increase

a

Fund’s

exposure

to

the

underlying

security.

The

risk

associated

with

purchasing

put

and

call

options

is

limited

to

the

premium

paid.

There

is

no

significant

counterparty

risk

on

exchange-traded

options

as

the

exchange

guarantees

the

contract

against

default.

Writing

put

options

tends

to

increase

a

Fund’s

exposure

to

the

underlying

security

while

writing

call

options

tends

to

decrease

a

Fund’s

exposure

to

the

underlying

security.

The

writer

of

an

option

has

no

control

over

whether

the

underlying

security

may

be

bought

or

sold,

and

therefore

bears

the

market

risk

of

an

unfavorable

change

in

the

price

of

the

underlying

security.

The

counterparty

risk

for

purchased

options

arises

when

a

Fund

has

purchased

an

option,

exercises

that

option,

and

the

counterparty

doesn’t

buy

from

the

Fund

or

sell

to

the

Fund

the

underlying

asset

as

required.

In

the

case

where

a

Fund

has

written

an

option,

the

Fund

doesn’t

have

counterparty

risk.

Counterparty

risk

on

purchased

over-

the-counter

options

is

partially

mitigated

by

the

Fund’s

collateral

posting

requirements.

As

the

option

increases

in

value

to

the

Fund,

the

Fund

receives

collateral

from

the

counterparty.

Risks

of

loss

may

exceed

amounts

recognized

on

the

Statement

of

Assets

and

Liabilities.

Notes

to

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

43

Futures

Contracts 

— Each

of

the Funds

may

use

futures

contracts

to

manage

the

exposure

to

interest

rate

and

market

or

currency

fluctuations.

Gains

or

losses

on

futures

contracts

can

offset

changes

in

the

yield

of

securities.

When

a

futures

contract

is

opened,

cash

or

other

investments

equal

to

the

required

“initial

margin

deposit”

are

held

on

deposit

with

and

pledged

to

the

broker.

Additional

securities

held

by

the

Funds

may

be

earmarked

to

cover

open

futures

contracts. A

futures

contract’s

daily

change

in

value

(“variation

margin”)

is

either

paid

to

or

received

from

the

broker,

and

is

recorded

as

an

unrealized

gain

or

loss.

When

the

contract

is

closed,

realized

gain

or

loss

is

recorded

equal

to

the

difference

between

the

value

of

the

contract

when

opened

and

the

value

of

the

contract

when

closed.

Futures

contracts

involve,

to

varying

degrees,

risk

of

loss

in

excess

of

the

variation

margin

disclosed

in

the

Statement

of

Assets

and

Liabilities.

Exchange-

traded

futures

have

no

significant

counterparty

risk

as

the

exchange

guarantees

the

contracts

against

default.

During

the period

ended

September

30,

2020,

Diversified

Income

Plus used

treasury

futures

to

manage

the

duration

and

yield

curve

exposure

of

the

respective

Fund

versus its

benchmark.

During

the period

ended

September

30,

2020,

Diversified

Income

Plus

used

equity

futures

to

manage

exposure

to

the

equities

market.

During

the period

ended

September

30,

2020,

Diversified

Income

Plus

used foreign exchange futures

to

hedge

currency

risk.  

Foreign

Currency

Forward

Contracts 

—

In

connection

with

purchases

and

sales

of

securities

denominated

in

foreign

currencies,

all

Funds

may

enter

into

foreign

currency

forward

contracts.

Additionally,

the

Funds

may

enter

into

such

contracts

to mitigate

currency

and

counterparty

exposure

to other

foreign-

currency-denominated

investments.

These

contracts

are

recorded

at

value

and

the

realized-

and

change

in

unrealized-

foreign

exchange

gains

and

losses

are

included

in

the

Statement

of

Operations.

In

the

event

that

counterparties

fail

to

settle

these

forward

contracts,

the

Funds

could

be

exposed

to

foreign

currency

fluctuations.

Foreign

currency

contracts

are

valued

daily

and

unrealized

appreciation

or

depreciation

is

recorded

daily

as

the

difference

between

the

contract

exchange

rate

and

the

closing

forward

rate

applied

to

the

face

amount

of

the

contract.

A

realized

gain

or

loss

is

recorded

at

the

time

a

forward

contract

is

closed.

These

contracts

are

over-the-counter

and a

Fund

is

exposed

to

counterparty

risk

equal

to

the

discounted

net

amount

of

payments

to

the

Fund.

Swap

Agreements 

— Each

of

the Funds

may enter

into

swap

transactions,

which

involve

swapping

one

or

more

investment

characteristics

of

a

security

or

a

basket

of

securities

with

another

party.

Such

transactions

include

market

risk,

risk

of

default

by

the

other

party

to

the

transaction,

risk

of

imperfect

correlation

and

manager

risk

and

may

involve

commissions

or

other

costs.

Swap

transactions

generally

do

not

involve

delivery

of

securities,

other

underlying

assets

or

principal.

Accordingly,

the

risk

of

loss

with

respect

to

swap

transactions

is

generally

limited

to

the

net

amount

of

payments

that

the

Fund

is

contractually

obligated

to

make,

or

in

the

case

of

the

counterparty

defaulting,

the

net

amount

of

payments

that

the

Fund

is

contractually

entitled

to

receive.

Risks

of

loss

may

exceed

amounts

recognized

on

the

Statement

of

Assets

and

Liabilities.

If

there

is

a

default

by

the

counterparty,

the

Fund

may

have

contractual

remedies

pursuant

to

the

agreements

related

to

the

transaction.

The

contracts

are

valued

daily

and

unrealized

appreciation

or

depreciation

is

recorded.

Swap

agreements

are

valued

at

the

clearinghouse

end

of

day

prices

as

furnished

by

an

independent

pricing

service.

The

pricing

service

takes

into

account

such

factors

as

swap

curves,

default

probabilities,

recent

trades,

recovery

rates

and

other

factors

it

deems

relevant

in

determining

valuations.

Daily

fluctuations

in

the

value

of

the

centrally

cleared

credit

default

contracts

are

recorded

in

variation

margin

in

the

Statement

of

Assets

and

Liabilities

and

recorded

as

unrealized

gain

or

loss.

The

Fund

accrues

for

the

periodic

payment

and

amortizes

upfront

payments,

if

any,

on

swap

agreements

on

a

daily

basis

with

the

net

amount

recorded

as

realized

gains

or

losses

in

the

Statement

of

Operations.

Receipts

and

payments

received

or

made

as

a

result

of

a

credit

event

or

termination

of

the

contract

are

also

recognized

as

realized

gains

or

losses

in

the

Statement

of

Operations.

Collateral,

in

the

form

of

cash

or

securities,

may

be

required

to

be

held

with

the

Fund’s

custodian,

or

a

third

party,

in

connection

with

these

agreements. Certain

swap

agreements

are

over-the-counter. In

these

types

of

transactions the

Fund

is

exposed

to

counterparty

risk,

which

is

the

discounted

net

amount

of

payments

owed

to

the

Fund.

This

risk

is

partially

mitigated

by

the Fund’s

collateral

posting

requirements.

As

the

swap

increases

in

value

to

the

Fund,

the

Fund

receives

collateral

from

the

counterparty.  Certain

interest

rate

and

credit

default

index

swaps

must

be

cleared

through

a

clearinghouse

or

central

counterparty.

Credit

Default

Swaps 

—

A

credit

default

swap

is

a

swap

agreement

between

two

parties

to

exchange

the

credit

risk

of

a

particular

issuer,

basket

of

securities

or

reference

entity.

In

a

credit

default

swap

transaction,

a

buyer

pays

periodic

fees

in

return

for

payment

by

the

seller

which

is

contingent

upon

an

adverse

credit

event

occurring

in

the

underlying

issuer

or

reference

entity.

The

seller

collects

periodic

fees

from

the

buyer

and

profits

if

the

credit

of

the

underlying

issuer

or

reference

entity

remains

stable

or

improves

while

the

swap

is

outstanding,

but

the

seller

in

a

credit

default

swap

contract

would

be

required

to

pay

the

amount

of

credit

loss,

determined

as

specified

in

the

agreement,

to

the

buyer

in

the

event

of

an

adverse

credit

event

in

the

reference

entity.

A

buyer

of

a

credit

default

swap

is

said

to

buy

protection

whereas

a

seller

of

a

credit

default

swap

is

said

to

sell

protection.

The

Funds

may

be

either

the

protection

seller

or

the

protection

buyer.

Certain

Funds

enter

into

credit

default

derivative

contracts

directly

through

credit

default

swaps

(CDS)

or

through

credit

default

swap

indices

("CDX

Indices").

CDX

indices

are

static

pools

of

equally

weighted

credit

default

swaps

referencing

corporate

bonds

and/or

loans

designed

to increase

or

decrease diversified

credit

exposure

to

these

asset

classes.

Notes

to

Schedule

of

Investments

as

of

September

30,

2020

(unaudited)

44

Funds

sell

default

protection

and

assume

long-risk

positions

in

individual

credits

or

indices.

Index

positions

are

entered

into

to

gain

exposure

to

the

corporate

bond

and/or

loan

markets

in

a

cost-efficient

and

diversified

structure.

In

the

event

that

a

position

defaults,

by

going

into

bankruptcy

and

failing

to

pay

interest

or

principal

on

borrowed

money,

within

any

given

CDX

Index

held,

the

maximum

potential

amount

of

future

payments

required

would

be

equal

to

the

pro-rata

share

of

that

position

within

the

index

based

on

the

notional

amount

of

the

index.

In

the

event

of

a

default

under

a

CDS

contract

the

maximum

potential

amount

of

future

payments

would

be

the

notional

amount.

Funds

buy

default

protection

in

order

to

reduce

their

overall

credit

exposure

to

the

corporate

bond

and/or

loan

markets

in

a

cost-efficient

and

diversified

structure.

If

a

default

event

as

specified

in

the

CDS

reference

entity

agreement

occurs,

the

Fund

has

the

option

to

receive

a

cash

payment

in

exchange

for

the

credit

loss

or

the

reference

entity

obligation

as

of

the

date

of

the

credit

event.

A

realized

gain

or

loss

is

recorded

upon

a

default

event

or

the

maturity

or

termination

of

the

CDS

agreement.

For

CDS,

the

default

events

could

be

bankruptcy

and

failing

to

pay

interest

or

principal

on

borrowed

money

or

a

restructuring.

A

restructuring

is

a

change

in

the

underlying

obligations

which

could

include

a

reduction

in

interest

or

principal,

maturity

extension and

subordination

to

other

obligations.

During

the period

ended

September

30,

2020,

Diversified

Income

Plus

used

CDX

indices

(comprised

of

credit

default

swaps)

to

manage

credit

risk

exposure

within

the

Fund. 

For

financial

reporting

purposes,

the

Funds

do

not

offset

derivative

assets

and

derivative

liabilities

that

are

subject

to

netting

arrangements

in

the

Statement

of

Assets

and

Liabilities.

Additional

information

for

the

Funds’

policy

regarding

valuation

of

investments

and

other

significant

accounting

policies

can

be

obtained

by

referring

to

the

Funds’

most

recent

annual

or

semiannual

shareholder

report.